N-Q 1 bondindexfundsfinal.htm VANGUARD BOND INDEX FUNDS bondindexfundsfinal.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: 811-04681

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: September 30, 2012

Item 1: Schedule of Investments

 

Vanguard Intermediate-Term Bond Index Fund

Schedule of Investments
As of September 30, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (52.3%)        
U.S. Government Securities (49.8%)        
United States Treasury Note/Bond 4.500% 5/15/17 30,000 35,391
United States Treasury Note/Bond 8.750% 5/15/17 61,950 85,123
United States Treasury Note/Bond 2.500% 6/30/17 34,125 37,186
United States Treasury Note/Bond 4.750% 8/15/17 178,660 214,281
United States Treasury Note/Bond 8.875% 8/15/17 71,285 99,609
United States Treasury Note/Bond 0.625% 8/31/17 1,150 1,151
United States Treasury Note/Bond 1.875% 8/31/17 3,765 3,997
United States Treasury Note/Bond 1.875% 9/30/17 34,245 36,348
United States Treasury Note/Bond 1.875% 10/31/17 80,400 85,337
United States Treasury Note/Bond 4.250% 11/15/17 173,065 204,379
United States Treasury Note/Bond 2.250% 11/30/17 16,265 17,579
United States Treasury Note/Bond 2.625% 1/31/18 10,725 11,811
United States Treasury Note/Bond 3.500% 2/15/18 261,915 300,506
United States Treasury Note/Bond 2.875% 3/31/18 58,495 65,304
United States Treasury Note/Bond 2.625% 4/30/18 93,775 103,431
United States Treasury Note/Bond 3.875% 5/15/18 152,280 178,620
United States Treasury Note/Bond 2.375% 5/31/18 91,675 99,840
United States Treasury Note/Bond 2.375% 6/30/18 83,500 90,989
United States Treasury Note/Bond 2.250% 7/31/18 57,275 62,018
United States Treasury Note/Bond 4.000% 8/15/18 230,495 273,316
United States Treasury Note/Bond 1.500% 8/31/18 18,875 19,618
United States Treasury Note/Bond 1.750% 10/31/18 4,670 4,923
United States Treasury Note/Bond 3.750% 11/15/18 289,640 340,011
United States Treasury Note/Bond 1.375% 11/30/18 8,670 8,938
United States Treasury Note/Bond 1.375% 12/31/18 13,000 13,394
United States Treasury Note/Bond 2.750% 2/15/19 115,010 128,201
United States Treasury Note/Bond 8.875% 2/15/19 51,850 77,661
United States Treasury Note/Bond 1.375% 2/28/19 32,800 33,748
United States Treasury Note/Bond 1.250% 4/30/19 6,525 6,649
United States Treasury Note/Bond 3.125% 5/15/19 403,495 460,174
United States Treasury Note/Bond 1.125% 5/31/19 78,600 79,362
United States Treasury Note/Bond 1.000% 6/30/19 25,725 25,733
United States Treasury Note/Bond 3.625% 8/15/19 414,055 486,448
United States Treasury Note/Bond 8.125% 8/15/19 3,775 5,578
United States Treasury Note/Bond 1.000% 8/31/19 85,875 85,687
United States Treasury Note/Bond 1.000% 9/30/19 5,250 5,233
United States Treasury Note/Bond 3.375% 11/15/19 355,609 412,450
United States Treasury Note/Bond 3.625% 2/15/20 439,087 517,574
United States Treasury Note/Bond 8.500% 2/15/20 88,756 135,602
United States Treasury Note/Bond 3.500% 5/15/20 450,885 528,027
United States Treasury Note/Bond 2.625% 8/15/20 353,165 390,523
United States Treasury Note/Bond 8.750% 8/15/20 14,970 23,526
United States Treasury Note/Bond 2.625% 11/15/20 240,407 265,537
United States Treasury Note/Bond 3.625% 2/15/21 286,895 339,793
United States Treasury Note/Bond 3.125% 5/15/21 245,788 281,044
United States Treasury Note/Bond 2.125% 8/15/21 337,243 356,898
United States Treasury Note/Bond 8.125% 8/15/21 1,300 2,038
United States Treasury Note/Bond 2.000% 11/15/21 352,880 368,541
United States Treasury Note/Bond 8.000% 11/15/21 350 548

 

 

1 United States Treasury Note/Bond 2.000% 2/15/22 263,595 274,263
  United States Treasury Note/Bond 1.750% 5/15/22 221,830 225,020
  United States Treasury Note/Bond 1.625% 8/15/22 393,490 393,183
          8,302,141
Agency Bonds and Notes (2.5%)        
2 Federal Home Loan Banks 5.000% 11/17/17 22,045 26,718
2 Federal Home Loan Banks 5.375% 8/15/18 14,025 17,544
2 Federal Home Loan Banks 5.125% 8/15/19 5,260 6,599
2 Federal Home Loan Banks 4.125% 3/13/20 17,180 20,443
2 Federal Home Loan Banks 5.625% 6/11/21 3,865 5,081
3 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 18,600 22,618
3 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 11,500 14,002
3 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 52,440 61,053
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 24,170 25,052
3 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 22,000 22,030
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 25,000 24,948
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 38,435 40,304
3 Federal National Mortgage Assn. 0.875% 10/26/17 27,500 27,596
3 Federal National Mortgage Assn. 0.000% 10/9/19 30,300 26,551
2 Financing Corp. 9.400% 2/8/18 1,475 2,096
2 Financing Corp. 9.800% 4/6/18 1,440 2,087
2 Financing Corp. 10.350% 8/3/18 3,755 5,633
2 Financing Corp. 9.650% 11/2/18 12,540 18,538
2 Financing Corp. 8.600% 9/26/19 1,540 2,259
  Private Export Funding Corp. 2.250% 12/15/17 3,225 3,451
  Private Export Funding Corp. 4.375% 3/15/19 7,000 8,375
  Private Export Funding Corp. 1.450% 8/15/19 1,575 1,586
  Private Export Funding Corp. 4.300% 12/15/21 9,940 11,966
  Private Export Funding Corp. 2.800% 5/15/22 875 935
2 Tennessee Valley Authority 6.250% 12/15/17 2,600 3,310
2 Tennessee Valley Authority 4.500% 4/1/18 5,600 6,665
2 Tennessee Valley Authority 3.875% 2/15/21 6,100 7,150
2 Tennessee Valley Authority 1.875% 8/15/22 8,175 8,132
          422,722
Total U.S. Government and Agency Obligations (Cost $8,011,398)     8,724,863
Asset-Backed/Commercial Mortgage-Backed Securities (0.1%)      
4 Banco Bilbao Vizcaya Argentaria SA 5.750% 7/20/17 225 231
4 Bank of Scotland plc 5.250% 2/21/17 2,225 2,525
4,5 Commercial Mortgages Lease-Backed        
  Certificates Series 2001-CMLB-1 6.746% 6/20/31 172 183
4 Northern Rock Asset Management plc 5.625% 6/22/17 4,825 5,388
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,429)   8,327
Corporate Bonds (40.8%)        
Finance (13.1%)        
  Banking (8.0%)        
  American Express Co. 7.000% 3/19/18 16,144 20,438
  American Express Co. 8.125% 5/20/19 14,325 19,352
  Associates Corp. of North America 6.950% 11/1/18 1,133 1,355
  Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 3,900 3,922
  Bancolombia SA 6.125% 7/26/20 1,450 1,581
  Bancolombia SA 5.950% 6/3/21 6,425 7,220
  Bancolombia SA 5.125% 9/11/22 1,300 1,308
  Bank of America Corp. 5.750% 12/1/17 12,875 14,757
  Bank of America Corp. 5.650% 5/1/18 25,845 29,530
  Bank of America Corp. 7.625% 6/1/19 9,100 11,390

 

 

Bank of America Corp. 5.625% 7/1/20 37,895 43,222
Bank of America Corp. 5.875% 1/5/21 7,600 8,753
Bank of America Corp. 5.000% 5/13/21 6,500 7,167
Bank of America Corp. 5.700% 1/24/22 11,775 13,834
Bank of New York Mellon Corp. 5.450% 5/15/19 10,360 12,245
Bank of New York Mellon Corp. 4.600% 1/15/20 3,675 4,211
Bank of New York Mellon Corp. 4.150% 2/1/21 2,000 2,241
Bank of New York Mellon Corp. 3.550% 9/23/21 3,350 3,625
Bank of Nova Scotia 4.375% 1/13/21 2,500 2,911
Barclays Bank plc 6.750% 5/22/19 8,900 10,815
Barclays Bank plc 5.125% 1/8/20 15,175 17,072
Barclays Bank plc 5.140% 10/14/20 4,800 4,929
BB&T Corp. 6.850% 4/30/19 5,011 6,387
BB&T Corp. 5.250% 11/1/19 600 694
BB&T Corp. 3.950% 3/22/22 3,250 3,550
Bear Stearns Cos. LLC 6.400% 10/2/17 16,300 19,544
Bear Stearns Cos. LLC 7.250% 2/1/18 3,500 4,369
Bear Stearns Cos. LLC 4.650% 7/2/18 4,939 5,556
BNP Paribas SA 5.000% 1/15/21 17,750 19,604
Capital One Bank USA NA 8.800% 7/15/19 7,825 10,318
Capital One Financial Corp. 4.750% 7/15/21 7,375 8,326
4,5 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 2,100 2,463
Citigroup Inc. 6.125% 11/21/17 24,825 29,140
Citigroup Inc. 6.125% 5/15/18 15,442 18,317
Citigroup Inc. 8.500% 5/22/19 11,546 15,297
Citigroup Inc. 5.375% 8/9/20 11,326 13,131
Citigroup Inc. 4.500% 1/14/22 17,225 18,961
Compass Bank 6.400% 10/1/17 1,800 1,902
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.500% 1/11/21 7,975 8,886
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.875% 2/8/22 15,925 16,862
Credit Suisse 6.000% 2/15/18 7,500 8,490
Credit Suisse 5.300% 8/13/19 3,875 4,546
Credit Suisse 5.400% 1/14/20 3,225 3,528
Credit Suisse 4.375% 8/5/20 9,700 10,845
Discover Bank 8.700% 11/18/19 2,350 3,048
Discover Bank 7.000% 4/15/20 2,400 2,900
Fifth Third Bancorp 4.500% 6/1/18 4,550 5,051
Fifth Third Bancorp 3.500% 3/15/22 1,675 1,787
First Niagara Financial Group Inc. 6.750% 3/19/20 2,275 2,646
First Niagara Financial Group Inc. 7.250% 12/15/21 1,245 1,429
Goldman Sachs Group Inc. 5.950% 1/18/18 24,500 28,250
Goldman Sachs Group Inc. 6.150% 4/1/18 17,100 19,946
Goldman Sachs Group Inc. 7.500% 2/15/19 15,910 19,704
Goldman Sachs Group Inc. 5.375% 3/15/20 18,300 20,250
Goldman Sachs Group Inc. 6.000% 6/15/20 12,115 13,928
Goldman Sachs Group Inc. 5.250% 7/27/21 16,825 18,513
Goldman Sachs Group Inc. 5.750% 1/24/22 24,125 27,633
HSBC Bank USA NA 4.875% 8/24/20 9,075 9,784
HSBC Holdings plc 5.100% 4/5/21 13,375 15,488
HSBC Holdings plc 4.875% 1/14/22 2,500 2,859
HSBC Holdings plc 4.000% 3/30/22 9,600 10,230
HSBC USA Inc. 5.000% 9/27/20 9,600 10,255
Huntington Bancshares Inc. 7.000% 12/15/20 4,175 5,074
JPMorgan Chase & Co. 6.000% 1/15/18 33,907 40,363
JPMorgan Chase & Co. 6.300% 4/23/19 19,975 24,493

 

 

JPMorgan Chase & Co. 4.400% 7/22/20 14,815 16,233
JPMorgan Chase & Co. 4.250% 10/15/20 23,525 25,587
JPMorgan Chase & Co. 4.625% 5/10/21 5,308 5,914
JPMorgan Chase & Co. 4.350% 8/15/21 25,225 27,625
JPMorgan Chase & Co. 4.500% 1/24/22 13,100 14,535
JPMorgan Chase & Co. 3.250% 9/23/22 16,125 16,216
JPMorgan Chase Bank NA 6.000% 10/1/17 14,525 17,209
KeyCorp 5.100% 3/24/21 8,150 9,533
Lloyds TSB Bank plc 6.375% 1/21/21 11,225 13,773
Manufacturers & Traders Trust Co. 6.625% 12/4/17 5,425 6,470
Merrill Lynch & Co. Inc. 6.875% 4/25/18 35,100 42,067
Merrill Lynch & Co. Inc. 6.500% 7/15/18 4,125 4,873
Merrill Lynch & Co. Inc. 6.875% 11/15/18 2,925 3,490
Morgan Stanley 5.950% 12/28/17 15,225 17,106
Morgan Stanley 6.625% 4/1/18 13,430 15,363
Morgan Stanley 7.300% 5/13/19 15,175 17,910
Morgan Stanley 5.625% 9/23/19 17,950 19,591
Morgan Stanley 5.500% 1/26/20 8,025 8,674
Morgan Stanley 5.500% 7/24/20 8,925 9,632
Morgan Stanley 5.750% 1/25/21 14,000 15,320
Morgan Stanley 5.500% 7/28/21 18,050 19,675
National City Corp. 6.875% 5/15/19 1,700 2,100
Northern Trust Co. 6.500% 8/15/18 1,275 1,590
Northern Trust Corp. 3.450% 11/4/20 1,200 1,295
Northern Trust Corp. 3.375% 8/23/21 2,750 2,960
Northern Trust Corp. 2.375% 8/2/22 1,625 1,610
PNC Bank NA 6.000% 12/7/17 1,125 1,355
PNC Funding Corp. 6.700% 6/10/19 7,350 9,420
PNC Funding Corp. 5.125% 2/8/20 6,010 7,105
PNC Funding Corp. 4.375% 8/11/20 1,200 1,375
PNC Funding Corp. 3.300% 3/8/22 8,075 8,619
Royal Bank of Scotland Group plc 6.400% 10/21/19 12,975 15,015
Royal Bank of Scotland NV 4.650% 6/4/18 1,925 1,847
Royal Bank of Scotland plc 5.625% 8/24/20 3,025 3,439
Royal Bank of Scotland plc 6.125% 1/11/21 5,300 6,311
Sovereign Bank 8.750% 5/30/18 2,825 3,214
State Street Bank & Trust Co. 5.250% 10/15/18 1,000 1,190
State Street Corp. 4.956% 3/15/18 4,175 4,646
State Street Corp. 4.375% 3/7/21 4,500 5,237
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 4,600 4,684
SunTrust Bank 7.250% 3/15/18 3,200 3,867
UBS AG 5.875% 7/15/16 1,050 1,151
UBS AG 5.875% 12/20/17 18,875 22,309
UBS AG 5.750% 4/25/18 15,475 18,260
UBS AG 4.875% 8/4/20 10,375 11,560
UnionBanCal Corp. 3.500% 6/18/22 1,575 1,659
US Bancorp 4.125% 5/24/21 5,500 6,253
US Bancorp 3.000% 3/15/22 5,500 5,733
US Bancorp 2.950% 7/15/22 6,575 6,606
Wachovia Bank NA 6.000% 11/15/17 5,575 6,686
Wachovia Corp. 5.750% 2/1/18 10,800 13,009
Wells Fargo & Co. 5.625% 12/11/17 24,475 29,353
Wells Fargo & Co. 4.600% 4/1/21 13,200 15,099
Wells Fargo & Co. 3.500% 3/8/22 10,475 11,138
Westpac Banking Corp. 4.875% 11/19/19 12,150 13,867

 

 

Brokerage (0.4%)        
Ameriprise Financial Inc. 7.300% 6/28/19 600 775
Ameriprise Financial Inc. 5.300% 3/15/20 5,250 6,227
BlackRock Inc. 5.000% 12/10/19 3,900 4,641
BlackRock Inc. 4.250% 5/24/21 5,850 6,562
BlackRock Inc. 3.375% 6/1/22 4,650 4,922
Charles Schwab Corp. 4.450% 7/22/20 5,550 6,324
4 Charles Schwab Corp. 3.225% 9/1/22 1,375 1,388
Franklin Resources Inc. 4.625% 5/20/20 2,250 2,588
Franklin Resources Inc. 2.800% 9/15/22 2,075 2,101
Jefferies Group Inc. 5.125% 4/13/18 5,392 5,439
Jefferies Group Inc. 8.500% 7/15/19 3,375 3,864
Jefferies Group Inc. 6.875% 4/15/21 3,987 4,261
4 Legg Mason Inc. 5.500% 5/21/19 3,175 3,400
Nomura Holdings Inc. 6.700% 3/4/20 5,100 5,824
Raymond James Financial Inc. 8.600% 8/15/19 1,500 1,865
TD Ameritrade Holding Corp. 5.600% 12/1/19 2,225 2,603
 
Finance Companies (1.2%)        
GATX Corp. 4.750% 6/15/22 2,000 2,065
5 GE Capital Trust I 6.375% 11/15/67 425 447
General Electric Capital Corp. 5.625% 5/1/18 55,875 66,011
General Electric Capital Corp. 6.000% 8/7/19 6,925 8,424
General Electric Capital Corp. 5.500% 1/8/20 4,475 5,295
General Electric Capital Corp. 5.550% 5/4/20 3,025 3,582
General Electric Capital Corp. 4.375% 9/16/20 8,425 9,281
General Electric Capital Corp. 4.625% 1/7/21 11,950 13,349
General Electric Capital Corp. 5.300% 2/11/21 8,300 9,520
General Electric Capital Corp. 4.650% 10/17/21 15,050 16,885
General Electric Capital Corp. 3.150% 9/7/22 7,575 7,592
5 General Electric Capital Corp. 6.375% 11/15/67 14,525 15,288
HSBC Finance Corp. 6.676% 1/15/21 17,059 19,750
SLM Corp. 8.450% 6/15/18 13,690 16,135
SLM Corp. 8.000% 3/25/20 6,250 7,225
SLM Corp. 7.250% 1/25/22 4,975 5,624
 
Insurance (2.2%)        
ACE INA Holdings Inc. 5.800% 3/15/18 1,850 2,267
ACE INA Holdings Inc. 5.900% 6/15/19 1,925 2,378
AEGON Funding Co. LLC 5.750% 12/15/20 2,500 2,913
Aetna Inc. 6.500% 9/15/18 1,450 1,809
Aetna Inc. 4.125% 6/1/21 6,675 7,344
Aflac Inc. 8.500% 5/15/19 3,400 4,543
Aflac Inc. 4.000% 2/15/22 3,550 3,885
Alleghany Corp. 5.625% 9/15/20 1,450 1,601
Alleghany Corp. 4.950% 6/27/22 3,500 3,815
Allied World Assurance Co. Ltd. 5.500% 11/15/20 2,225 2,399
Allstate Corp. 6.750% 5/15/18 1,000 1,247
Allstate Corp. 7.450% 5/16/19 3,525 4,605
Alterra Finance LLC 6.250% 9/30/20 1,565 1,705
American Financial Group Inc. 9.875% 6/15/19 2,625 3,318
American International Group Inc. 5.850% 1/16/18 13,125 15,236
American International Group Inc. 8.250% 8/15/18 12,870 16,555
American International Group Inc. 6.400% 12/15/20 13,665 16,715
American International Group Inc. 4.875% 6/1/22 7,950 8,955
Aon Corp. 5.000% 9/30/20 3,600 4,151
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 1,075 1,178

 

 

Axis Specialty Finance LLC 5.875% 6/1/20 5,100 5,731
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 15,900 19,185
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 4,675 5,346
Berkshire Hathaway Inc. 3.750% 8/15/21 2,250 2,470
Chubb Corp. 5.750% 5/15/18 3,500 4,331
Cigna Corp. 5.125% 6/15/20 1,491 1,706
Cigna Corp. 4.375% 12/15/20 1,920 2,106
Cigna Corp. 4.500% 3/15/21 3,700 4,102
Cigna Corp. 4.000% 2/15/22 3,175 3,418
CNA Financial Corp. 7.350% 11/15/19 2,240 2,782
CNA Financial Corp. 5.875% 8/15/20 1,800 2,094
CNA Financial Corp. 5.750% 8/15/21 3,095 3,623
Coventry Health Care Inc. 5.450% 6/15/21 2,750 3,209
Fidelity National Financial Inc. 5.500% 9/1/22 775 836
Genworth Financial Inc. 6.515% 5/22/18 3,000 3,060
Genworth Financial Inc. 7.700% 6/15/20 3,825 3,978
Genworth Financial Inc. 7.200% 2/15/21 575 589
Genworth Financial Inc. 7.625% 9/24/21 2,900 2,972
Hanover Insurance Group Inc. 6.375% 6/15/21 150 171
Hartford Financial Services Group Inc. 4.000% 10/15/17 2,925 3,138
Hartford Financial Services Group Inc. 6.300% 3/15/18 2,650 3,057
Hartford Financial Services Group Inc. 6.000% 1/15/19 1,475 1,678
Hartford Financial Services Group Inc. 5.125% 4/15/22 4,375 4,893
HCC Insurance Holdings Inc. 6.300% 11/15/19 1,600 1,848
Humana Inc. 7.200% 6/15/18 5,205 6,298
Humana Inc. 6.300% 8/1/18 785 912
Infinity Property & Casualty Corp. 5.000% 9/19/22 1,350 1,405
4 ING US Inc. 5.500% 7/15/22 3,625 3,797
Lincoln National Corp. 8.750% 7/1/19 8,151 10,671
Lincoln National Corp. 6.250% 2/15/20 3,250 3,806
Lincoln National Corp. 4.200% 3/15/22 300 315
Manulife Financial Corp. 4.900% 9/17/20 3,250 3,591
Markel Corp. 7.125% 9/30/19 1,617 1,941
Markel Corp. 4.900% 7/1/22 3,450 3,689
Marsh & McLennan Cos. Inc. 9.250% 4/15/19 1,950 2,679
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 3,150 3,517
MetLife Inc. 1.564% 12/15/17 75 75
MetLife Inc. 6.817% 8/15/18 5,500 6,923
MetLife Inc. 7.717% 2/15/19 3,829 4,986
MetLife Inc. 4.750% 2/8/21 7,275 8,416
PartnerRe Finance B LLC 5.500% 6/1/20 4,700 5,202
Primerica Inc. 4.750% 7/15/22 1,750 1,874
Principal Financial Group Inc. 8.875% 5/15/19 1,750 2,328
Principal Financial Group Inc. 3.300% 9/15/22 1,700 1,727
Progressive Corp. 3.750% 8/23/21 1,900 2,100
Protective Life Corp. 7.375% 10/15/19 1,600 1,919
Prudential Financial Inc. 6.000% 12/1/17 6,150 7,449
Prudential Financial Inc. 7.375% 6/15/19 7,245 9,179
Prudential Financial Inc. 5.375% 6/21/20 3,800 4,408
Prudential Financial Inc. 4.500% 11/15/20 2,500 2,749
5 Prudential Financial Inc. 5.875% 9/15/42 5,375 5,496
Reinsurance Group of America Inc. 5.000% 6/1/21 3,500 3,669
Swiss Re Solutions Holding Corp. 6.450% 3/1/19 400 467
Torchmark Corp. 3.800% 9/15/22 5,000 5,111
Travelers Cos. Inc. 5.750% 12/15/17 3,550 4,301
Travelers Cos. Inc. 5.800% 5/15/18 3,525 4,316
Travelers Cos. Inc. 5.900% 6/2/19 3,075 3,851

 

 

UnitedHealth Group Inc. 6.000% 2/15/18 10,220 12,585
UnitedHealth Group Inc. 4.700% 2/15/21 2,625 3,047
UnitedHealth Group Inc. 3.375% 11/15/21 500 534
UnitedHealth Group Inc. 2.875% 3/15/22 3,000 3,053
Unum Group 5.625% 9/15/20 1,650 1,857
WellPoint Inc. 1.875% 1/15/18 475 477
WellPoint Inc. 4.350% 8/15/20 12,305 13,512
WellPoint Inc. 3.700% 8/15/21 1,850 1,941
Willis Group Holdings plc 5.750% 3/15/21 3,900 4,420
Willis North America Inc. 7.000% 9/29/19 3,250 3,867
WR Berkley Corp. 5.375% 9/15/20 1,875 2,065
XLIT Ltd. 5.750% 10/1/21 2,300 2,652
 
Other Finance (0.1%)        
CME Group Inc. 3.000% 9/15/22 2,525 2,520
NASDAQ OMX Group Inc. 5.550% 1/15/20 5,300 5,716
 
Real Estate Investment Trusts (1.2%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 2,650 2,826
AvalonBay Communities Inc. 2.950% 9/15/22 3,025 3,003
BioMed Realty LP 4.250% 7/15/22 1,300 1,356
Boston Properties LP 3.700% 11/15/18 3,585 3,896
Boston Properties LP 5.875% 10/15/19 875 1,045
Boston Properties LP 5.625% 11/15/20 4,875 5,781
Boston Properties LP 4.125% 5/15/21 13,245 14,261
Brandywine Operating Partnership LP 4.950% 4/15/18 2,800 3,006
Camden Property Trust 5.700% 5/15/17 1,800 2,069
DDR Corp. 4.625% 7/15/22 3,200 3,478
Digital Realty Trust LP 5.250% 3/15/21 5,575 6,200
Digital Realty Trust LP 3.625% 10/1/22 200 199
Duke Realty LP 8.250% 8/15/19 1,125 1,418
Duke Realty LP 6.750% 3/15/20 350 426
Duke Realty LP 3.875% 10/15/22 4,850 4,923
Entertainment Properties Trust 5.750% 8/15/22 2,875 2,988
ERP Operating LP 4.750% 7/15/20 6,250 7,161
ERP Operating LP 4.625% 12/15/21 3,570 4,119
Federal Realty Investment Trust 3.000% 8/1/22 1,525 1,515
HCP Inc. 6.700% 1/30/18 4,500 5,386
HCP Inc. 5.375% 2/1/21 10,120 11,485
Health Care REIT Inc. 4.125% 4/1/19 3,025 3,226
Health Care REIT Inc. 6.125% 4/15/20 3,750 4,363
Health Care REIT Inc. 4.950% 1/15/21 5,425 5,932
Health Care REIT Inc. 5.250% 1/15/22 1,150 1,288
Healthcare Realty Trust Inc. 5.750% 1/15/21 1,500 1,661
Hospitality Properties Trust 6.700% 1/15/18 1,500 1,689
Hospitality Properties Trust 5.000% 8/15/22 2,275 2,390
Kilroy Realty LP 4.800% 7/15/18 5,950 6,579
Kimco Realty Corp. 6.875% 10/1/19 2,957 3,637
Liberty Property LP 6.625% 10/1/17 2,000 2,387
Liberty Property LP 4.750% 10/1/20 1,960 2,130
Mack-Cali Realty LP 7.750% 8/15/19 3,975 4,956
Mack-Cali Realty LP 4.500% 4/18/22 100 107
National Retail Properties Inc. 6.875% 10/15/17 3,000 3,577
National Retail Properties Inc. 3.800% 10/15/22 1,000 1,020
ProLogis LP 6.625% 5/15/18 300 359
ProLogis LP 7.375% 10/30/19 2,600 3,211
ProLogis LP 6.625% 12/1/19 2,225 2,666

 

 

ProLogis LP 6.875% 3/15/20 4,300 5,212
Realty Income Corp. 6.750% 8/15/19 4,150 5,062
Realty Income Corp. 5.750% 1/15/21 1,000 1,170
Simon Property Group LP 6.125% 5/30/18 3,225 3,938
Simon Property Group LP 5.650% 2/1/20 10,800 12,862
Simon Property Group LP 4.375% 3/1/21 10,285 11,612
Simon Property Group LP 4.125% 12/1/21 1,925 2,149
Simon Property Group LP 3.375% 3/15/22 3,450 3,627
UDR Inc. 4.250% 6/1/18 850 938
UDR Inc. 4.625% 1/10/22 3,325 3,673
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 4,000 4,280
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 2,650 2,916
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 2,590 2,757
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 2,725 2,670
Vornado Realty LP 5.000% 1/15/22 2,000 2,214
Washington REIT 4.950% 10/1/20 3,150 3,454
        2,188,448
Industrial (23.4%)        
Basic Industry (2.9%)        
Agrium Inc. 6.750% 1/15/19 1,750 2,193
Agrium Inc. 3.150% 10/1/22 1,800 1,809
Air Products & Chemicals Inc. 1.200% 10/15/17 850 854
Air Products & Chemicals Inc. 3.000% 11/3/21 4,050 4,263
Albemarle Corp. 4.500% 12/15/20 1,050 1,169
Alcoa Inc. 6.750% 7/15/18 9,800 11,312
Alcoa Inc. 6.150% 8/15/20 4,000 4,401
Alcoa Inc. 5.400% 4/15/21 8,825 9,259
Alcoa Inc. 5.870% 2/23/22 3,050 3,279
Allegheny Technologies Inc. 5.950% 1/15/21 3,735 4,124
AngloGold Ashanti Holdings plc 5.375% 4/15/20 2,660 2,802
AngloGold Ashanti Holdings plc 5.125% 8/1/22 2,600 2,659
ArcelorMittal 6.125% 6/1/18 9,343 9,289
ArcelorMittal 10.100% 6/1/19 9,475 10,943
ArcelorMittal 5.500% 8/5/20 1,475 1,419
ArcelorMittal 5.750% 3/1/21 8,275 7,860
ArcelorMittal 6.500% 2/25/22 7,375 7,241
Barrick Gold Corp. 6.950% 4/1/19 6,100 7,584
Barrick Gold Corp. 3.850% 4/1/22 6,125 6,447
Barrick North America Finance LLC 6.800% 9/15/18 2,150 2,668
Barrick North America Finance LLC 4.400% 5/30/21 9,618 10,489
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 6,250 7,993
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 10,525 11,180
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 5,850 6,056
Cabot Corp. 2.550% 1/15/18 1,200 1,231
Cabot Corp. 3.700% 7/15/22 1,200 1,226
Carpenter Technology Corp. 5.200% 7/15/21 2,350 2,482
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 2,100 2,523
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 1,525 1,608
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 2,925 3,065
CF Industries Inc. 6.875% 5/1/18 3,775 4,606
CF Industries Inc. 7.125% 5/1/20 6,000 7,530
Cliffs Natural Resources Inc. 5.900% 3/15/20 3,175 3,328
Cliffs Natural Resources Inc. 4.875% 4/1/21 8,850 8,664
Dow Chemical Co. 8.550% 5/15/19 100 134
Dow Chemical Co. 4.250% 11/15/20 20,125 22,163
Dow Chemical Co. 4.125% 11/15/21 12,850 13,992
Eastman Chemical Co. 5.500% 11/15/19 3,650 4,283

 

 

Eastman Chemical Co. 4.500% 1/15/21 1,600 1,794
Eastman Chemical Co. 3.600% 8/15/22 2,600 2,731
Ecolab Inc. 4.350% 12/8/21 8,100 9,199
EI du Pont de Nemours & Co. 6.000% 7/15/18 14,175 17,816
EI du Pont de Nemours & Co. 4.625% 1/15/20 4,755 5,603
EI du Pont de Nemours & Co. 3.625% 1/15/21 4,025 4,511
EI du Pont de Nemours & Co. 4.250% 4/1/21 1,350 1,574
FMC Corp. 3.950% 2/1/22 3,050 3,253
Freeport-McMoRan Copper & Gold Inc. 3.550% 3/1/22 9,075 9,108
International Paper Co. 7.950% 6/15/18 9,300 11,991
International Paper Co. 9.375% 5/15/19 3,775 5,119
International Paper Co. 7.500% 8/15/21 5,640 7,385
International Paper Co. 4.750% 2/15/22 4,025 4,553
Kinross Gold Corp. 5.125% 9/1/21 2,300 2,383
Lubrizol Corp. 8.875% 2/1/19 850 1,197
Monsanto Co. 5.125% 4/15/18 925 1,108
Monsanto Co. 2.200% 7/15/22 1,950 1,944
Mosaic Co. 3.750% 11/15/21 1,950 2,098
Newmont Mining Corp. 5.125% 10/1/19 5,025 5,737
Newmont Mining Corp. 3.500% 3/15/22 8,090 8,192
Nucor Corp. 5.750% 12/1/17 1,425 1,733
Nucor Corp. 5.850% 6/1/18 3,275 4,020
Nucor Corp. 4.125% 9/15/22 1,200 1,352
Packaging Corp. of America 3.900% 6/15/22 1,900 1,971
Plum Creek Timberlands LP 4.700% 3/15/21 2,125 2,298
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 7,175 7,851
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 1,500 1,766
PPG Industries Inc. 6.650% 3/15/18 1,425 1,754
PPG Industries Inc. 3.600% 11/15/20 5,700 6,143
Praxair Inc. 4.500% 8/15/19 2,450 2,866
Praxair Inc. 4.050% 3/15/21 575 651
Praxair Inc. 3.000% 9/1/21 4,925 5,220
Praxair Inc. 2.450% 2/15/22 7,675 7,756
Praxair Inc. 2.200% 8/15/22 2,050 2,017
Rayonier Inc. 3.750% 4/1/22 250 259
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 18,050 22,458
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 8,175 11,181
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 3,325 3,644
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 5,575 5,941
Rio Tinto Finance USA plc 3.500% 3/22/22 6,300 6,609
Rio Tinto Finance USA plc 2.875% 8/21/22 6,500 6,467
RPM International Inc. 6.125% 10/15/19 2,575 2,991
Sigma-Aldrich Corp. 3.375% 11/1/20 750 815
Southern Copper Corp. 5.375% 4/16/20 1,725 1,937
Syngenta Finance NV 3.125% 3/28/22 2,500 2,635
Teck Resources Ltd. 2.500% 2/1/18 2,400 2,415
Teck Resources Ltd. 3.000% 3/1/19 4,900 4,991
Teck Resources Ltd. 10.750% 5/15/19 3,675 4,460
Teck Resources Ltd. 4.750% 1/15/22 5,375 5,840
Vale Overseas Ltd. 5.625% 9/15/19 6,250 7,029
Vale Overseas Ltd. 4.625% 9/15/20 12,125 12,905
Vale Overseas Ltd. 4.375% 1/11/22 10,470 10,952
Valspar Corp. 7.250% 6/15/19 1,275 1,573
Valspar Corp. 4.200% 1/15/22 1,550 1,689
Westlake Chemical Corp. 3.600% 7/15/22 550 554

 

 

Capital Goods (2.4%)        
3M Co. 2.000% 6/26/22 3,125 3,118
ABB Finance USA Inc. 2.875% 5/8/22 6,640 6,849
Acuity Brands Lighting Inc. 6.000% 12/15/19 1,675 1,944
4 ADT Corp. 3.500% 7/15/22 4,300 4,432
Bemis Co. Inc. 6.800% 8/1/19 2,300 2,794
Boeing Capital Corp. 2.900% 8/15/18 550 603
Boeing Co. 6.000% 3/15/19 7,075 8,895
Boeing Co. 4.875% 2/15/20 4,075 4,944
Caterpillar Financial Services Corp. 5.450% 4/15/18 7,950 9,585
Caterpillar Financial Services Corp. 7.050% 10/1/18 3,500 4,541
Caterpillar Financial Services Corp. 7.150% 2/15/19 7,350 9,688
Caterpillar Financial Services Corp. 2.850% 6/1/22 2,750 2,848
Caterpillar Inc. 3.900% 5/27/21 8,200 9,297
Caterpillar Inc. 2.600% 6/26/22 3,975 4,067
Cooper US Inc. 3.875% 12/15/20 5,000 5,467
CRH America Inc. 8.125% 7/15/18 6,825 8,263
Danaher Corp. 5.625% 1/15/18 1,200 1,441
Danaher Corp. 5.400% 3/1/19 1,300 1,579
Danaher Corp. 3.900% 6/23/21 4,000 4,532
Deere & Co. 4.375% 10/16/19 700 813
Deere & Co. 2.600% 6/8/22 7,200 7,390
Dover Corp. 5.450% 3/15/18 900 1,083
Dover Corp. 4.300% 3/1/21 5,500 6,358
Eaton Corp. 5.600% 5/15/18 5,325 6,359
Embraer Overseas Ltd. 6.375% 1/15/20 4,600 5,261
Embraer SA 5.150% 6/15/22 1,800 1,928
Emerson Electric Co. 5.375% 10/15/17 5,000 5,964
Emerson Electric Co. 5.250% 10/15/18 850 1,034
Emerson Electric Co. 4.875% 10/15/19 1,450 1,745
Flowserve Corp. 3.500% 9/15/22 2,500 2,526
General Dynamics Corp. 3.875% 7/15/21 2,900 3,275
General Electric Co. 5.250% 12/6/17 24,925 29,499
Goodrich Corp. 6.125% 3/1/19 3,472 4,353
Goodrich Corp. 4.875% 3/1/20 2,000 2,371
Goodrich Corp. 3.600% 2/1/21 1,150 1,268
Harsco Corp. 5.750% 5/15/18 4,450 4,893
Honeywell International Inc. 5.300% 3/1/18 4,025 4,883
Honeywell International Inc. 5.000% 2/15/19 3,350 3,996
Honeywell International Inc. 4.250% 3/1/21 5,426 6,384
IDEX Corp. 4.200% 12/15/21 400 419
Illinois Tool Works Inc. 6.250% 4/1/19 5,900 7,456
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 6,100 7,531
John Deere Capital Corp. 1.200% 10/10/17 900 904
John Deere Capital Corp. 5.350% 4/3/18 300 360
John Deere Capital Corp. 5.750% 9/10/18 12,100 14,944
John Deere Capital Corp. 3.900% 7/12/21 5,950 6,716
John Deere Capital Corp. 3.150% 10/15/21 2,700 2,867
John Deere Capital Corp. 2.750% 3/15/22 300 309
Kennametal Inc. 3.875% 2/15/22 1,425 1,496
L-3 Communications Corp. 5.200% 10/15/19 4,075 4,595
L-3 Communications Corp. 4.750% 7/15/20 2,700 2,989
L-3 Communications Corp. 4.950% 2/15/21 8,225 9,157
Lockheed Martin Corp. 4.250% 11/15/19 6,300 7,149
Lockheed Martin Corp. 3.350% 9/15/21 5,600 5,877
Martin Marietta Materials Inc. 6.600% 4/15/18 2,050 2,302
Northrop Grumman Corp. 3.500% 3/15/21 6,450 6,871

 

 

Owens Corning 9.000% 6/15/19 5,000 6,287
Parker Hannifin Corp. 5.500% 5/15/18 2,000 2,407
Raytheon Co. 6.400% 12/15/18 500 639
Raytheon Co. 4.400% 2/15/20 1,225 1,415
Raytheon Co. 3.125% 10/15/20 9,500 10,214
Republic Services Inc. 3.800% 5/15/18 2,430 2,703
Republic Services Inc. 5.500% 9/15/19 1,825 2,155
Republic Services Inc. 5.000% 3/1/20 6,025 6,979
Republic Services Inc. 5.250% 11/15/21 9,188 10,871
Rockwell Collins Inc. 5.250% 7/15/19 650 775
Rockwell Collins Inc. 3.100% 11/15/21 1,800 1,902
Roper Industries Inc. 6.250% 9/1/19 2,900 3,514
Sonoco Products Co. 4.375% 11/1/21 1,100 1,181
Stanley Black & Decker Inc. 3.400% 12/1/21 4,775 4,976
Textron Inc. 5.600% 12/1/17 2,700 3,005
Textron Inc. 7.250% 10/1/19 1,000 1,198
Tyco International Finance SA 8.500% 1/15/19 6,650 8,872
Tyco International Ltd. / Tyco International        
Finance SA 7.000% 12/15/19 600 766
United Technologies Corp. 5.375% 12/15/17 8,050 9,782
United Technologies Corp. 6.125% 2/1/19 9,775 12,250
United Technologies Corp. 4.500% 4/15/20 7,100 8,344
United Technologies Corp. 3.100% 6/1/22 12,025 12,786
Waste Management Inc. 7.375% 3/11/19 1,550 1,993
Waste Management Inc. 4.750% 6/30/20 8,800 10,083
Waste Management Inc. 4.600% 3/1/21 1,400 1,595
 
Communication (3.7%)        
America Movil SAB de CV 5.000% 10/16/19 7,500 8,731
America Movil SAB de CV 5.000% 3/30/20 11,300 13,262
America Movil SAB de CV 3.125% 7/16/22 7,050 7,246
American Tower Corp. 4.500% 1/15/18 8,000 8,856
American Tower Corp. 5.050% 9/1/20 8,070 8,996
American Tower Corp. 5.900% 11/1/21 2,425 2,878
American Tower Corp. 4.700% 3/15/22 550 603
AT&T Inc. 5.500% 2/1/18 18,050 21,800
AT&T Inc. 5.600% 5/15/18 4,450 5,460
AT&T Inc. 5.800% 2/15/19 11,175 13,895
AT&T Inc. 4.450% 5/15/21 4,075 4,797
AT&T Inc. 3.875% 8/15/21 7,950 8,994
AT&T Inc. 3.000% 2/15/22 12,825 13,540
British Telecommunications plc 5.950% 1/15/18 6,100 7,300
CBS Corp. 8.875% 5/15/19 6,350 8,536
CBS Corp. 5.750% 4/15/20 220 266
CBS Corp. 4.300% 2/15/21 3,300 3,676
CBS Corp. 3.375% 3/1/22 2,750 2,868
Cellco Partnership / Verizon Wireless Capital        
LLC 8.500% 11/15/18 13,760 19,324
CenturyLink Inc. 6.150% 9/15/19 500 559
CenturyLink Inc. 6.450% 6/15/21 11,675 13,169
CenturyLink Inc. 5.800% 3/15/22 10,300 11,211
Comcast Corp. 6.300% 11/15/17 5,275 6,516
Comcast Corp. 5.875% 2/15/18 6,075 7,389
Comcast Corp. 5.700% 5/15/18 9,100 11,066
Comcast Corp. 5.700% 7/1/19 4,625 5,669
Comcast Corp. 5.150% 3/1/20 2,000 2,378
Comcast Corp. 3.125% 7/15/22 2,675 2,774

 

 

Deutsche Telekom International Finance BV 6.750% 8/20/18 8,875 11,199
Deutsche Telekom International Finance BV 6.000% 7/8/19 625 743
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 8,150 9,588
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.200% 3/15/20 11,275 12,852
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 7,500 8,433
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.800% 3/15/22 10,000 10,310
Discovery Communications LLC 5.625% 8/15/19 2,000 2,410
Discovery Communications LLC 5.050% 6/1/20 6,300 7,378
Discovery Communications LLC 4.375% 6/15/21 2,150 2,413
Discovery Communications LLC 3.300% 5/15/22 1,900 1,979
France Telecom SA 5.375% 7/8/19 5,100 5,944
France Telecom SA 4.125% 9/14/21 8,625 9,536
Grupo Televisa SAB 6.000% 5/15/18 1,225 1,453
GTE Corp. 6.840% 4/15/18 1,000 1,265
Interpublic Group of Cos. Inc. 4.000% 3/15/22 3,000 3,131
McGraw-Hill Cos. Inc. 5.900% 11/15/17 2,200 2,589
Moody's Corp. 4.500% 9/1/22 3,775 4,006
NBCUniversal Media LLC 5.150% 4/30/20 12,625 14,975
NBCUniversal Media LLC 4.375% 4/1/21 8,390 9,496
News America Inc. 6.900% 3/1/19 10,800 13,530
News America Inc. 4.500% 2/15/21 5,050 5,697
4 News America Inc. 3.000% 9/15/22 3,000 3,017
Omnicom Group Inc. 4.450% 8/15/20 11,875 13,211
Omnicom Group Inc. 3.625% 5/1/22 4,950 5,192
Qwest Corp. 6.750% 12/1/21 1,825 2,178
Reed Elsevier Capital Inc. 8.625% 1/15/19 4,428 5,674
Rogers Communications Inc. 6.800% 8/15/18 7,015 8,845
Telecom Italia Capital SA 6.999% 6/4/18 2,625 2,899
Telecom Italia Capital SA 7.175% 6/18/19 7,055 7,800
Telefonica Emisiones SAU 5.877% 7/15/19 2,000 2,027
Telefonica Emisiones SAU 5.134% 4/27/20 6,700 6,556
Telefonica Emisiones SAU 5.462% 2/16/21 12,685 12,499
Thomson Reuters Corp. 6.500% 7/15/18 4,250 5,394
Thomson Reuters Corp. 4.700% 10/15/19 2,350 2,717
Thomson Reuters Corp. 3.950% 9/30/21 2,875 3,123
Time Warner Cable Inc. 6.750% 7/1/18 15,275 19,207
Time Warner Cable Inc. 8.750% 2/14/19 2,575 3,510
Time Warner Cable Inc. 8.250% 4/1/19 5,675 7,606
Time Warner Cable Inc. 5.000% 2/1/20 10,585 12,275
Time Warner Cable Inc. 4.125% 2/15/21 1,175 1,295
Time Warner Cable Inc. 4.000% 9/1/21 11,000 12,077
Verizon Communications Inc. 5.500% 2/15/18 10,925 13,292
Verizon Communications Inc. 6.100% 4/15/18 2,450 3,060
Verizon Communications Inc. 8.750% 11/1/18 17,675 24,685
Verizon Communications Inc. 6.350% 4/1/19 7,500 9,623
Verizon Communications Inc. 4.600% 4/1/21 7,925 9,416
Verizon Communications Inc. 3.500% 11/1/21 12,900 14,247
Virgin Media Secured Finance plc 6.500% 1/15/18 5,500 6,021
Virgin Media Secured Finance plc 5.250% 1/15/21 3,000 3,472
Vodafone Group plc 4.625% 7/15/18 2,995 3,457
Vodafone Group plc 5.450% 6/10/19 2,400 2,966
Vodafone Group plc 4.375% 3/16/21 5,500 6,421
Vodafone Group plc 2.500% 9/26/22 7,400 7,398

 

 

Washington Post Co. 7.250% 2/1/19 1,075 1,273
WPP Finance 2010 4.750% 11/21/21 5,800 6,394
WPP Finance 2010 3.625% 9/7/22 2,200 2,217
 
Consumer Cyclical (2.4%)        
Advance Auto Parts Inc. 4.500% 1/15/22 1,500 1,614
AutoZone Inc. 7.125% 8/1/18 3,625 4,530
AutoZone Inc. 4.000% 11/15/20 250 273
AutoZone Inc. 3.700% 4/15/22 2,000 2,111
BorgWarner Inc. 4.625% 9/15/20 950 1,053
CVS Caremark Corp. 6.600% 3/15/19 8,960 11,453
CVS Caremark Corp. 4.750% 5/18/20 50 58
CVS Caremark Corp. 4.125% 5/15/21 1,000 1,134
Darden Restaurants Inc. 6.200% 10/15/17 4,025 4,695
Darden Restaurants Inc. 4.500% 10/15/21 2,250 2,401
eBay Inc. 3.250% 10/15/20 2,425 2,613
eBay Inc. 2.600% 7/15/22 5,575 5,617
Expedia Inc. 5.950% 8/15/20 8,425 9,265
Family Dollar Stores Inc. 5.000% 2/1/21 1,450 1,560
Ford Motor Credit Co. LLC 5.000% 5/15/18 10,500 11,467
Ford Motor Credit Co. LLC 8.125% 1/15/20 9,925 12,465
Ford Motor Credit Co. LLC 5.750% 2/1/21 6,625 7,412
Ford Motor Credit Co. LLC 5.875% 8/2/21 10,425 11,814
Ford Motor Credit Co. LLC 4.250% 9/20/22 5,250 5,351
Gap Inc. 5.950% 4/12/21 4,200 4,694
Historic TW Inc. 6.875% 6/15/18 800 1,004
Home Depot Inc. 3.950% 9/15/20 400 458
Home Depot Inc. 4.400% 4/1/21 10,825 12,749
Hyatt Hotels Corp. 5.375% 8/15/21 900 1,012
International Game Technology 7.500% 6/15/19 4,000 4,807
International Game Technology 5.500% 6/15/20 650 713
Johnson Controls Inc. 5.000% 3/30/20 2,850 3,256
Johnson Controls Inc. 4.250% 3/1/21 650 703
Johnson Controls Inc. 3.750% 12/1/21 4,750 5,059
Kohl's Corp. 6.250% 12/15/17 10,150 12,407
Kohl's Corp. 4.000% 11/1/21 1,000 1,089
Lowe's Cos. Inc. 4.625% 4/15/20 2,500 2,881
Lowe's Cos. Inc. 3.750% 4/15/21 500 544
Lowe's Cos. Inc. 3.800% 11/15/21 4,000 4,393
Lowe's Cos. Inc. 3.120% 4/15/22 4,450 4,616
Macy's Retail Holdings Inc. 3.875% 1/15/22 8,700 9,376
Marriott International Inc. 3.000% 3/1/19 925 947
Marriott International Inc. 3.250% 9/15/22 2,600 2,615
McDonald's Corp. 5.800% 10/15/17 6,825 8,386
McDonald's Corp. 5.350% 3/1/18 5,400 6,617
McDonald's Corp. 5.000% 2/1/19 725 869
McDonald's Corp. 1.875% 5/29/19 2,000 2,067
McDonald's Corp. 3.625% 5/20/21 3,500 3,983
McDonald's Corp. 2.625% 1/15/22 5,000 5,258
Nordstrom Inc. 6.250% 1/15/18 2,750 3,355
Nordstrom Inc. 4.750% 5/1/20 4,150 4,827
Nordstrom Inc. 4.000% 10/15/21 5,050 5,688
NVR Inc. 3.950% 9/15/22 2,725 2,796
O'Reilly Automotive Inc. 4.875% 1/14/21 1,825 2,024
O'Reilly Automotive Inc. 4.625% 9/15/21 625 681
O'Reilly Automotive Inc. 3.800% 9/1/22 2,500 2,591
4 QVC Inc. 5.125% 7/2/22 2,550 2,687

 

 

Starwood Hotels & Resorts Worldwide Inc. 6.750% 5/15/18 1,955 2,334
Target Corp. 6.000% 1/15/18 5,375 6,693
Target Corp. 3.875% 7/15/20 7,200 8,233
Target Corp. 2.900% 1/15/22 7,075 7,499
Time Warner Cos. Inc. 7.250% 10/15/17 468 593
Time Warner Inc. 4.875% 3/15/20 6,800 7,880
Time Warner Inc. 4.700% 1/15/21 3,000 3,444
Time Warner Inc. 4.750% 3/29/21 8,575 9,898
Time Warner Inc. 4.000% 1/15/22 5,100 5,644
Time Warner Inc. 3.400% 6/15/22 3,000 3,161
TJX Cos. Inc. 6.950% 4/15/19 4,325 5,543
Toyota Motor Credit Corp. 4.500% 6/17/20 2,700 3,110
Toyota Motor Credit Corp. 4.250% 1/11/21 1,475 1,684
Toyota Motor Credit Corp. 3.400% 9/15/21 5,005 5,413
Toyota Motor Credit Corp. 3.300% 1/12/22 6,700 7,214
VF Corp. 5.950% 11/1/17 1,125 1,348
VF Corp. 3.500% 9/1/21 3,575 3,834
Viacom Inc. 6.125% 10/5/17 50 60
Viacom Inc. 5.625% 9/15/19 7,175 8,626
Viacom Inc. 4.500% 3/1/21 500 568
Viacom Inc. 3.125% 6/15/22 4,875 5,028
Wal-Mart Stores Inc. 5.800% 2/15/18 7,225 9,000
Wal-Mart Stores Inc. 3.625% 7/8/20 4,800 5,397
Wal-Mart Stores Inc. 3.250% 10/25/20 10,900 12,061
Wal-Mart Stores Inc. 4.250% 4/15/21 6,250 7,352
Walgreen Co. 5.250% 1/15/19 5,950 6,985
Walgreen Co. 3.100% 9/15/22 3,550 3,595
Walt Disney Co. 5.875% 12/15/17 2,600 3,191
Walt Disney Co. 3.750% 6/1/21 600 676
Walt Disney Co. 2.750% 8/16/21 5,875 6,166
Walt Disney Co. 2.550% 2/15/22 6,000 6,165
Western Union Co. 3.650% 8/22/18 2,600 2,877
Wyndham Worldwide Corp. 5.750% 2/1/18 6,180 6,960
Wyndham Worldwide Corp. 4.250% 3/1/22 3,000 3,050
Yum! Brands Inc. 6.250% 3/15/18 7,225 8,788
 
Consumer Noncyclical (6.1%)        
Abbott Laboratories 5.600% 11/30/17 8,500 10,410
Abbott Laboratories 5.125% 4/1/19 12,800 15,412
Abbott Laboratories 4.125% 5/27/20 5,225 6,035
Allergan Inc. 3.375% 9/15/20 3,000 3,250
Altria Group Inc. 9.700% 11/10/18 21,726 31,066
Altria Group Inc. 9.250% 8/6/19 2,361 3,344
Altria Group Inc. 4.750% 5/5/21 10,900 12,482
Altria Group Inc. 2.850% 8/9/22 15,425 15,315
AmerisourceBergen Corp. 3.500% 11/15/21 8,850 9,505
Amgen Inc. 5.700% 2/1/19 4,075 4,893
Amgen Inc. 3.450% 10/1/20 6,425 6,782
Amgen Inc. 4.100% 6/15/21 6,600 7,208
Amgen Inc. 3.875% 11/15/21 10,500 11,303
Amgen Inc. 3.625% 5/15/22 8,475 8,970
Anheuser-Busch Cos. LLC 5.500% 1/15/18 3,900 4,721
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 9,075 12,273
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 6,325 8,334
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 20,050 24,870
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 2,800 3,371
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 1,175 1,374

 

 

Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 16,700 16,956
Archer-Daniels-Midland Co. 5.450% 3/15/18 2,150 2,586
Archer-Daniels-Midland Co. 4.479% 3/1/21 6,125 7,078
AstraZeneca plc 1.950% 9/18/19 6,725 6,820
Avon Products Inc. 5.750% 3/1/18 1,856 2,004
Avon Products Inc. 6.500% 3/1/19 385 428
Baxter International Inc. 5.375% 6/1/18 3,500 4,249
Baxter International Inc. 4.250% 3/15/20 2,850 3,253
Baxter International Inc. 2.400% 8/15/22 1,525 1,537
Beam Inc. 3.250% 5/15/22 925 956
Becton Dickinson & Co. 5.000% 5/15/19 2,975 3,509
Becton Dickinson & Co. 3.250% 11/12/20 2,820 3,058
Becton Dickinson & Co. 3.125% 11/8/21 5,175 5,540
Bio-Rad Laboratories Inc. 4.875% 12/15/20 2,000 2,130
Biogen Idec Inc. 6.875% 3/1/18 4,950 6,094
Boston Scientific Corp. 6.000% 1/15/20 8,650 10,284
Bottling Group LLC 5.125% 1/15/19 9,495 11,298
Bristol-Myers Squibb Co. 5.450% 5/1/18 1,725 2,094
Bristol-Myers Squibb Co. 2.000% 8/1/22 2,650 2,575
Bunge Ltd. Finance Corp. 8.500% 6/15/19 7,375 9,316
Campbell Soup Co. 4.500% 2/15/19 400 462
Campbell Soup Co. 4.250% 4/15/21 1,550 1,770
Cardinal Health Inc. 4.625% 12/15/20 4,125 4,701
CareFusion Corp. 6.375% 8/1/19 4,750 5,702
Celgene Corp. 3.950% 10/15/20 1,925 2,073
Celgene Corp. 3.250% 8/15/22 5,725 5,776
Clorox Co. 5.950% 10/15/17 4,000 4,805
Clorox Co. 3.800% 11/15/21 100 108
Clorox Co. 3.050% 9/15/22 1,600 1,627
Coca-Cola Co. 5.350% 11/15/17 16,300 19,705
Coca-Cola Co. 4.875% 3/15/19 2,400 2,871
Coca-Cola Co. 3.150% 11/15/20 7,500 8,212
Coca-Cola Co. 3.300% 9/1/21 8,125 9,030
Coca-Cola Enterprises Inc. 3.500% 9/15/20 4,600 4,939
Coca-Cola Enterprises Inc. 4.500% 9/1/21 2,000 2,264
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 2,000 2,262
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 300 442
Colgate-Palmolive Co. 2.450% 11/15/21 1,500 1,561
Colgate-Palmolive Co. 2.300% 5/3/22 2,700 2,734
ConAgra Foods Inc. 7.000% 4/15/19 650 818
ConAgra Foods Inc. 3.250% 9/15/22 2,675 2,695
Covidien International Finance SA 6.000% 10/15/17 8,687 10,677
Covidien International Finance SA 3.200% 6/15/22 3,475 3,704
CR Bard Inc. 4.400% 1/15/21 2,125 2,457
Delhaize Group SA 4.125% 4/10/19 1,500 1,474
DENTSPLY International Inc. 4.125% 8/15/21 2,000 2,114
Diageo Capital plc 5.750% 10/23/17 4,800 5,853
Diageo Capital plc 4.828% 7/15/20 1,215 1,434
Diageo Investment Corp. 2.875% 5/11/22 9,400 9,794
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 4,250 5,394
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 825 851
Dr Pepper Snapple Group Inc. 3.200% 11/15/21 4,000 4,166
Energizer Holdings Inc. 4.700% 5/19/21 2,300 2,442
Energizer Holdings Inc. 4.700% 5/24/22 3,650 3,882
Estee Lauder Cos. Inc. 2.350% 8/15/22 375 376
Express Scripts Holding Co. 7.250% 6/15/19 2,050 2,650
4 Express Scripts Holding Co. 4.750% 11/15/21 4,625 5,345

 

 

4 Express Scripts Holding Co. 3.900% 2/15/22 5,675 6,175
Flowers Foods Inc. 4.375% 4/1/22 1,000 1,032
General Mills Inc. 5.650% 2/15/19 8,175 9,954
General Mills Inc. 3.150% 12/15/21 5,125 5,319
Gilead Sciences Inc. 4.500% 4/1/21 4,550 5,159
Gilead Sciences Inc. 4.400% 12/1/21 5,825 6,592
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 16,025 19,725
GlaxoSmithKline Capital plc 2.850% 5/8/22 10,150 10,536
Hillshire Brands Co. 4.100% 9/15/20 173 180
HJ Heinz Co. 3.125% 9/12/21 2,750 2,859
HJ Heinz Co. 2.850% 3/1/22 100 102
Hormel Foods Corp. 4.125% 4/15/21 875 988
Ingredion Inc. 4.625% 11/1/20 2,000 2,240
JM Smucker Co. 3.500% 10/15/21 3,950 4,224
Johnson & Johnson 5.150% 7/15/18 8,625 10,574
Johnson & Johnson 2.950% 9/1/20 2,000 2,171
Johnson & Johnson 3.550% 5/15/21 2,175 2,473
Kaiser Foundation Hospitals 3.500% 4/1/22 1,825 1,941
Kellogg Co. 3.250% 5/21/18 1,325 1,455
Kellogg Co. 4.150% 11/15/19 4,650 5,269
Kellogg Co. 4.000% 12/15/20 4,275 4,797
Kellogg Co. 3.125% 5/17/22 6,275 6,563
Kimberly-Clark Corp. 6.250% 7/15/18 675 856
Kimberly-Clark Corp. 7.500% 11/1/18 125 168
Kimberly-Clark Corp. 3.625% 8/1/20 1,000 1,112
Kimberly-Clark Corp. 3.875% 3/1/21 2,095 2,374
Kimberly-Clark Corp. 2.400% 3/1/22 5,000 5,087
Koninklijke Philips Electronics NV 5.750% 3/11/18 8,800 10,692
Koninklijke Philips Electronics NV 3.750% 3/15/22 2,450 2,656
4 Kraft Foods Group Inc. 6.125% 8/23/18 4,200 5,159
4 Kraft Foods Group Inc. 5.375% 2/10/20 3,023 3,607
4 Kraft Foods Group Inc. 3.500% 6/6/22 14,775 15,654
Mondelez International Inc. 6.125% 2/1/18 5,150 6,290
Mondelez International Inc. 6.125% 8/23/18 2,539 3,149
Mondelez International Inc. 5.375% 2/10/20 19,827 23,924
Kroger Co. 6.150% 1/15/20 6,269 7,665
Kroger Co. 3.400% 4/15/22 3,000 3,123
Laboratory Corp. of America Holdings 4.625% 11/15/20 3,000 3,330
Laboratory Corp. of America Holdings 3.750% 8/23/22 1,475 1,545
Life Technologies Corp. 6.000% 3/1/20 7,000 8,343
Life Technologies Corp. 5.000% 1/15/21 4,025 4,560
Lorillard Tobacco Co. 8.125% 6/23/19 4,425 5,692
Lorillard Tobacco Co. 6.875% 5/1/20 3,975 4,866
McCormick & Co. Inc. 3.900% 7/15/21 1,850 2,051
McKesson Corp. 7.500% 2/15/19 1,825 2,373
McKesson Corp. 4.750% 3/1/21 7,625 8,823
Mead Johnson Nutrition Co. 4.900% 11/1/19 5,725 6,534
Medco Health Solutions Inc. 7.125% 3/15/18 9,800 12,309
Medtronic Inc. 5.600% 3/15/19 1,525 1,856
Medtronic Inc. 4.450% 3/15/20 8,775 10,201
Medtronic Inc. 3.125% 3/15/22 4,900 5,219
Merck & Co. Inc. 1.100% 1/31/18 6,900 6,905
Merck & Co. Inc. 5.000% 6/30/19 5,825 7,047
Merck & Co. Inc. 3.875% 1/15/21 8,125 9,247
Merck & Co. Inc. 2.400% 9/15/22 1,950 1,968
Molson Coors Brewing Co. 3.500% 5/1/22 2,800 2,956
Newell Rubbermaid Inc. 4.000% 6/15/22 4,425 4,641

 

 

Novant Health Inc. 5.850% 11/1/19 1,300 1,519
Novartis Capital Corp. 4.400% 4/24/20 6,300 7,417
Novartis Capital Corp. 2.400% 9/21/22 9,075 9,136
Novartis Securities Investment Ltd. 5.125% 2/10/19 14,148 17,041
PepsiCo Inc. 5.000% 6/1/18 9,500 11,300
PepsiCo Inc. 7.900% 11/1/18 6,775 9,193
PepsiCo Inc. 4.500% 1/15/20 1,900 2,209
PepsiCo Inc. 3.125% 11/1/20 4,200 4,507
PepsiCo Inc. 3.000% 8/25/21 3,500 3,712
PepsiCo Inc. 2.750% 3/5/22 8,475 8,794
PerkinElmer Inc. 5.000% 11/15/21 1,850 2,057
Pfizer Inc. 6.200% 3/15/19 27,100 34,551
Philip Morris International Inc. 5.650% 5/16/18 16,375 20,078
Philip Morris International Inc. 4.500% 3/26/20 2,000 2,345
Philip Morris International Inc. 4.125% 5/17/21 2,000 2,262
Philip Morris International Inc. 2.900% 11/15/21 4,800 4,982
Philip Morris International Inc. 2.500% 8/22/22 3,375 3,389
Procter & Gamble Co. 4.700% 2/15/19 9,551 11,347
Procter & Gamble Co. 2.300% 2/6/22 7,400 7,548
Quest Diagnostics Inc. 4.750% 1/30/20 1,100 1,243
Quest Diagnostics Inc. 4.700% 4/1/21 1,000 1,132
Reynolds American Inc. 7.750% 6/1/18 1,000 1,258
Safeway Inc. 5.000% 8/15/19 4,250 4,429
Safeway Inc. 3.950% 8/15/20 3,000 2,922
Sanofi 4.000% 3/29/21 16,600 18,966
St. Jude Medical Inc. 4.875% 7/15/19 2,757 3,168
Stryker Corp. 4.375% 1/15/20 1,950 2,236
Sysco Corp. 5.250% 2/12/18 2,500 3,007
Sysco Corp. 2.600% 6/12/22 1,950 2,012
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 4,650 5,042
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 2,650 2,864
Thermo Fisher Scientific Inc. 4.700% 5/1/20 650 745
Thermo Fisher Scientific Inc. 4.500% 3/1/21 2,850 3,247
Thermo Fisher Scientific Inc. 3.600% 8/15/21 11,375 12,193
Tyson Foods Inc. 4.500% 6/15/22 6,150 6,442
Unilever Capital Corp. 4.800% 2/15/19 2,475 2,922
Unilever Capital Corp. 4.250% 2/10/21 6,880 8,023
UST LLC 5.750% 3/1/18 975 1,167
Watson Pharmaceuticals Inc. 1.875% 10/1/17 3,750 3,791
Watson Pharmaceuticals Inc. 6.125% 8/15/19 2,000 2,443
Whirlpool Corp. 4.850% 6/15/21 3,500 3,734
Zimmer Holdings Inc. 4.625% 11/30/19 3,175 3,641
Zimmer Holdings Inc. 3.375% 11/30/21 350 367
 
Energy (3.0%)        
Anadarko Petroleum Corp. 6.950% 6/15/19 2,700 3,385
Apache Corp. 6.900% 9/15/18 3,800 4,900
Apache Corp. 3.625% 2/1/21 7,050 7,786
Baker Hughes Inc. 7.500% 11/15/18 3,000 4,047
Baker Hughes Inc. 3.200% 8/15/21 4,800 5,211
BJ Services Co. 6.000% 6/1/18 1,225 1,517
BP Capital Markets plc 4.750% 3/10/19 4,675 5,441
BP Capital Markets plc 4.500% 10/1/20 5,780 6,688
BP Capital Markets plc 4.742% 3/11/21 11,900 13,935
BP Capital Markets plc 3.561% 11/1/21 6,200 6,703
BP Capital Markets plc 3.245% 5/6/22 9,400 9,917
Cameron International Corp. 6.375% 7/15/18 3,600 4,361

 

 

Cameron International Corp. 4.500% 6/1/21 650 709
Cameron International Corp. 3.600% 4/30/22 850 876
Canadian Natural Resources Ltd. 3.450% 11/15/21 8,650 9,255
Cenovus Energy Inc. 5.700% 10/15/19 7,475 9,147
Cenovus Energy Inc. 3.000% 8/15/22 2,600 2,660
Chevron Corp. 4.950% 3/3/19 8,300 10,049
ConocoPhillips 5.750% 2/1/19 13,475 16,778
ConocoPhillips 6.000% 1/15/20 7,275 9,327
Devon Energy Corp. 6.300% 1/15/19 2,975 3,706
Devon Energy Corp. 4.000% 7/15/21 3,800 4,205
Devon Energy Corp. 3.250% 5/15/22 4,200 4,379
Diamond Offshore Drilling Inc. 5.875% 5/1/19 1,050 1,300
Encana Corp. 5.900% 12/1/17 4,225 5,028
Encana Corp. 6.500% 5/15/19 1,300 1,577
Encana Corp. 3.900% 11/15/21 3,500 3,689
Ensco plc 4.700% 3/15/21 6,650 7,486
EOG Resources Inc. 6.875% 10/1/18 4,525 5,734
EOG Resources Inc. 4.400% 6/1/20 1,200 1,389
EOG Resources Inc. 4.100% 2/1/21 9,225 10,474
EQT Corp. 6.500% 4/1/18 3,800 4,374
EQT Corp. 8.125% 6/1/19 1,725 2,089
EQT Corp. 4.875% 11/15/21 3,475 3,655
FMC Technologies Inc. 3.450% 10/1/22 2,975 3,017
Halliburton Co. 5.900% 9/15/18 2,100 2,637
Halliburton Co. 6.150% 9/15/19 4,300 5,379
Halliburton Co. 3.250% 11/15/21 2,200 2,387
Hess Corp. 8.125% 2/15/19 4,135 5,444
Husky Energy Inc. 6.150% 6/15/19 510 613
Husky Energy Inc. 7.250% 12/15/19 3,895 5,020
Husky Energy Inc. 3.950% 4/15/22 5,050 5,392
Marathon Oil Corp. 6.000% 10/1/17 8,875 10,763
Marathon Oil Corp. 5.900% 3/15/18 137 166
Marathon Petroleum Corp. 5.125% 3/1/21 3,450 3,977
Murphy Oil Corp. 4.000% 6/1/22 2,125 2,259
Nabors Industries Inc. 6.150% 2/15/18 8,575 10,069
Nabors Industries Inc. 9.250% 1/15/19 6,975 9,135
Nabors Industries Inc. 5.000% 9/15/20 1,450 1,595
Nabors Industries Inc. 4.625% 9/15/21 3,800 4,086
Nexen Inc. 6.200% 7/30/19 3,500 4,236
Noble Energy Inc. 8.250% 3/1/19 5,001 6,490
Noble Energy Inc. 4.150% 12/15/21 4,025 4,353
Noble Holding International Ltd. 4.900% 8/1/20 3,215 3,592
Noble Holding International Ltd. 4.625% 3/1/21 1,800 2,000
Noble Holding International Ltd. 3.950% 3/15/22 2,825 2,961
Occidental Petroleum Corp. 1.500% 2/15/18 4,900 4,977
Occidental Petroleum Corp. 4.100% 2/1/21 4,350 4,999
Occidental Petroleum Corp. 3.125% 2/15/22 8,625 9,234
Petro-Canada 6.050% 5/15/18 7,675 9,366
Petrohawk Energy Corp. 7.250% 8/15/18 3,500 3,968
Petrohawk Energy Corp. 6.250% 6/1/19 6,440 7,229
4 Phillips 66 4.300% 4/1/22 10,650 11,663
Pioneer Natural Resources Co. 7.500% 1/15/20 6,000 7,470
Pioneer Natural Resources Co. 3.950% 7/15/22 2,575 2,735
Pride International Inc. 6.875% 8/15/20 9,660 12,224
Rowan Cos. Inc. 7.875% 8/1/19 2,150 2,646
Rowan Cos. Inc. 4.875% 6/1/22 4,975 5,340
Shell International Finance BV 4.300% 9/22/19 12,775 14,964

 

 

Shell International Finance BV 4.375% 3/25/20 3,900 4,575
Shell International Finance BV 2.375% 8/21/22 6,325 6,381
Southwestern Energy Co. 7.500% 2/1/18 3,000 3,604
4 Southwestern Energy Co. 4.100% 3/15/22 4,575 4,857
Suncor Energy Inc. 6.100% 6/1/18 7,409 9,141
Talisman Energy Inc. 7.750% 6/1/19 3,875 4,921
Talisman Energy Inc. 3.750% 2/1/21 4,000 4,170
Total Capital International SA 2.875% 2/17/22 4,900 5,122
Total Capital SA 4.450% 6/24/20 7,875 9,174
Total Capital SA 4.125% 1/28/21 6,130 6,991
Total Capital SA 4.250% 12/15/21 230 264
Transocean Inc. 6.000% 3/15/18 6,750 7,888
Transocean Inc. 6.500% 11/15/20 4,525 5,405
Transocean Inc. 6.375% 12/15/21 9,238 11,059
Valero Energy Corp. 9.375% 3/15/19 4,000 5,428
Valero Energy Corp. 6.125% 2/1/20 5,180 6,263
Weatherford International Ltd. 6.000% 3/15/18 5,880 6,749
Weatherford International Ltd. 9.625% 3/1/19 7,565 9,858
Weatherford International Ltd. 4.500% 4/15/22 2,575 2,690
XTO Energy Inc. 5.500% 6/15/18 1,875 2,329
 
Other Industrial (0.1%)        
Cintas Corp. No 2 6.125% 12/1/17 1,300 1,581
Cintas Corp. No 2 3.250% 6/1/22 1,450 1,494
Fluor Corp. 3.375% 9/15/21 2,300 2,452
Pentair Inc. 5.000% 5/15/21 3,000 3,369
4 Pentair Finance SA 3.150% 9/15/22 1,100 1,102
4 URS Corp. 5.000% 4/1/22 5,000 5,101
Valmont Industries Inc. 6.625% 4/20/20 1,390 1,650
 
Technology (1.8%)        
Adobe Systems Inc. 4.750% 2/1/20 4,175 4,713
Agilent Technologies Inc. 6.500% 11/1/17 4,725 5,771
Agilent Technologies Inc. 5.000% 7/15/20 3,000 3,442
Agilent Technologies Inc. 3.200% 10/1/22 1,100 1,111
Amphenol Corp. 4.000% 2/1/22 1,925 2,027
Applied Materials Inc. 4.300% 6/15/21 6,825 7,732
Arrow Electronics Inc. 5.125% 3/1/21 2,000 2,169
BMC Software Inc. 7.250% 6/1/18 1,550 1,868
BMC Software Inc. 4.250% 2/15/22 2,000 2,071
Broadcom Corp. 2.700% 11/1/18 6,025 6,449
CA Inc. 5.375% 12/1/19 2,525 2,894
Cisco Systems Inc. 4.950% 2/15/19 8,892 10,662
Cisco Systems Inc. 4.450% 1/15/20 14,875 17,450
Computer Sciences Corp. 6.500% 3/15/18 5,575 6,487
Corning Inc. 6.625% 5/15/19 950 1,193
Corning Inc. 4.250% 8/15/20 1,447 1,625
Dell Inc. 5.650% 4/15/18 2,500 2,912
Dell Inc. 5.875% 6/15/19 3,675 4,353
Dell Inc. 4.625% 4/1/21 2,000 2,230
Fiserv Inc. 6.800% 11/20/17 3,150 3,789
Fiserv Inc. 4.625% 10/1/20 5,147 5,671
Google Inc. 3.625% 5/19/21 5,600 6,321
Harris Corp. 5.950% 12/1/17 775 918
Harris Corp. 6.375% 6/15/19 775 939
Harris Corp. 4.400% 12/15/20 4,300 4,668
Hewlett-Packard Co. 5.500% 3/1/18 2,125 2,419

 

 

Hewlett-Packard Co. 3.750% 12/1/20 9,400 9,509
Hewlett-Packard Co. 4.300% 6/1/21 6,325 6,447
Hewlett-Packard Co. 4.375% 9/15/21 8,750 8,966
Hewlett-Packard Co. 4.650% 12/9/21 4,850 5,055
Hewlett-Packard Co. 4.050% 9/15/22 2,000 2,027
Intel Corp. 3.300% 10/1/21 12,266 13,368
International Business Machines Corp. 7.625% 10/15/18 900 1,220
International Business Machines Corp. 1.875% 5/15/19 2,625 2,728
International Business Machines Corp. 2.900% 11/1/21 10,000 10,689
International Business Machines Corp. 1.875% 8/1/22 5,600 5,453
Juniper Networks Inc. 4.600% 3/15/21 725 777
KLA-Tencor Corp. 6.900% 5/1/18 4,000 4,829
Lexmark International Inc. 6.650% 6/1/18 2,975 3,244
Microsoft Corp. 4.200% 6/1/19 9,175 10,737
Microsoft Corp. 3.000% 10/1/20 2,000 2,196
Motorola Solutions Inc. 6.000% 11/15/17 1,220 1,453
Motorola Solutions Inc. 3.750% 5/15/22 11,050 11,500
Oracle Corp. 5.750% 4/15/18 3,180 3,946
Oracle Corp. 5.000% 7/8/19 14,100 17,138
Oracle Corp. 3.875% 7/15/20 10,940 12,527
Pitney Bowes Inc. 4.750% 5/15/18 1,000 1,055
Pitney Bowes Inc. 6.250% 3/15/19 3,700 4,065
SAIC Inc. 4.450% 12/1/20 1,200 1,317
Symantec Corp. 4.200% 9/15/20 3,705 3,875
Symantec Corp. 3.950% 6/15/22 2,650 2,692
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 4,450 4,589
Texas Instruments Inc. 1.650% 8/3/19 2,700 2,706
Tyco Electronics Group SA 6.550% 10/1/17 4,250 5,141
Tyco Electronics Group SA 3.500% 2/3/22 3,075 3,140
Verisk Analytics Inc. 4.125% 9/12/22 4,575 4,639
Xerox Corp. 6.350% 5/15/18 10,275 12,079
Xerox Corp. 5.625% 12/15/19 2,875 3,278
Xerox Corp. 4.500% 5/15/21 2,500 2,655
 
Transportation (1.0%)        
5 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 1/31/21 616 647
5 American Airlines 2011-2 Class A Pass        
Through Trust 8.625% 4/15/23 3,494 3,743
5 American Airlines 2009-1A Pass Through        
Trust 10.375% 1/2/21 2,745 2,972
Burlington Northern Santa Fe LLC 5.750% 3/15/18 5,700 6,961
Burlington Northern Santa Fe LLC 4.700% 10/1/19 2,021 2,335
Burlington Northern Santa Fe LLC 3.450% 9/15/21 5,525 5,896
Burlington Northern Santa Fe LLC 3.050% 3/15/22 4,225 4,364
Burlington Northern Santa Fe LLC 3.050% 9/1/22 2,200 2,277
Canadian National Railway Co. 5.850% 11/15/17 500 609
Canadian National Railway Co. 5.550% 5/15/18 900 1,087
Canadian National Railway Co. 5.550% 3/1/19 2,000 2,452
Canadian National Railway Co. 2.850% 12/15/21 5,075 5,342
Canadian Pacific Railway Co. 7.250% 5/15/19 5,630 7,059
Con-way Inc. 7.250% 1/15/18 3,400 3,984
5 Continental Airlines 1998-1 Class A Pass        
Through Trust 6.648% 3/15/19 1,157 1,236
5 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 4/19/22 456 504

 

 

5 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 11/10/19 4,058 4,656
5 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 1/12/21 2,386 2,559
CSX Corp. 6.250% 3/15/18 7,025 8,598
CSX Corp. 7.375% 2/1/19 2,225 2,844
CSX Corp. 4.250% 6/1/21 2,025 2,270
5 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 1,845 2,044
5 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 12/17/19 4,702 5,372
5 Delta Air Lines 2010-1 Class A Pass Through        
Trust 6.200% 1/2/20 2,471 2,718
5 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 5/23/19 3,138 3,381
5 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 5/7/20 2,000 2,073
FedEx Corp. 8.000% 1/15/19 3,315 4,443
FedEx Corp. 2.625% 8/1/22 2,075 2,070
Norfolk Southern Corp. 5.750% 4/1/18 2,375 2,856
Norfolk Southern Corp. 5.900% 6/15/19 6,900 8,427
Norfolk Southern Corp. 3.250% 12/1/21 2,900 3,062
Norfolk Southern Corp. 3.000% 4/1/22 2,200 2,279
Norfolk Southern Railway Co. 9.750% 6/15/20 411 594
Ryder System Inc. 2.500% 3/1/18 5,500 5,576
5 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 686 782
Union Pacific Corp. 5.750% 11/15/17 600 716
Union Pacific Corp. 5.700% 8/15/18 3,825 4,653
Union Pacific Corp. 4.000% 2/1/21 1,400 1,581
Union Pacific Corp. 4.163% 7/15/22 6,171 7,037
United Parcel Service Inc. 5.500% 1/15/18 6,080 7,392
United Parcel Service Inc. 5.125% 4/1/19 2,811 3,400
United Parcel Service Inc. 3.125% 1/15/21 11,700 12,604
United Parcel Service of America Inc. 8.375% 4/1/20 500 697
        3,898,310
Utilities (4.3%)        
Electric (2.6%)        
Alabama Power Co. 5.500% 10/15/17 1,925 2,328
Alabama Power Co. 3.375% 10/1/20 745 820
Ameren Illinois Co. 6.125% 11/15/17 3,100 3,769
Ameren Illinois Co. 2.700% 9/1/22 995 1,010
Appalachian Power Co. 7.950% 1/15/20 675 911
Appalachian Power Co. 4.600% 3/30/21 2,550 2,957
Arizona Public Service Co. 8.750% 3/1/19 2,000 2,641
Baltimore Gas & Electric Co. 3.500% 11/15/21 3,575 3,831
Carolina Power & Light Co. 5.300% 1/15/19 9,725 11,749
Carolina Power & Light Co. 3.000% 9/15/21 4,400 4,647
Carolina Power & Light Co. 2.800% 5/15/22 2,500 2,598
CenterPoint Energy Inc. 6.500% 5/1/18 4,500 5,425
Cleveland Electric Illuminating Co. 7.880% 11/1/17 350 441
Commonwealth Edison Co. 5.800% 3/15/18 2,550 3,136
Commonwealth Edison Co. 4.000% 8/1/20 2,000 2,272
Commonwealth Edison Co. 3.400% 9/1/21 3,500 3,840
Connecticut Light & Power Co. 5.650% 5/1/18 3,100 3,785
Consolidated Edison Co. of New York Inc. 5.850% 4/1/18 5,300 6,573
Consolidated Edison Co. of New York Inc. 7.125% 12/1/18 2,415 3,186

 

 

Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 1,200 1,558
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 2,000 2,358
Constellation Energy Group Inc. 5.150% 12/1/20 2,150 2,507
Consumers Energy Co. 6.125% 3/15/19 300 371
Consumers Energy Co. 6.700% 9/15/19 9,116 11,929
Consumers Energy Co. 5.650% 4/15/20 1,075 1,337
Detroit Edison Co. 3.450% 10/1/20 4,030 4,496
Detroit Edison Co. 3.900% 6/1/21 750 845
Detroit Edison Co. 2.650% 6/15/22 1,150 1,183
Dominion Resources Inc. 6.000% 11/30/17 4,750 5,750
Dominion Resources Inc. 8.875% 1/15/19 5,375 7,343
Dominion Resources Inc. 5.200% 8/15/19 900 1,070
Dominion Resources Inc. 4.450% 3/15/21 13,500 15,468
Duke Energy Carolinas LLC 5.100% 4/15/18 6,750 8,053
Duke Energy Carolinas LLC 4.300% 6/15/20 3,075 3,562
Duke Energy Carolinas LLC 3.900% 6/15/21 2,000 2,247
Duke Energy Corp. 5.050% 9/15/19 10,600 12,415
Duke Energy Corp. 3.050% 8/15/22 2,350 2,381
Duke Energy Indiana Inc. 3.750% 7/15/20 1,750 1,947
Entergy Corp. 5.125% 9/15/20 2,125 2,307
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 4,450 5,199
Entergy Louisiana LLC 6.500% 9/1/18 2,625 3,246
Entergy Texas Inc. 7.125% 2/1/19 610 752
Exelon Generation Co. LLC 6.200% 10/1/17 6,000 7,162
Exelon Generation Co. LLC 4.000% 10/1/20 5,750 6,092
4 Exelon Generation Co. LLC 4.250% 6/15/22 2,000 2,062
FirstEnergy Solutions Corp. 6.050% 8/15/21 9,150 10,267
Florida Power & Light Co. 5.550% 11/1/17 2,650 3,245
Florida Power Corp. 5.650% 6/15/18 2,100 2,556
Florida Power Corp. 3.100% 8/15/21 2,000 2,124
Georgia Power Co. 2.850% 5/15/22 6,350 6,581
Great Plains Energy Inc. 4.850% 6/1/21 6,095 6,834
Indiana Michigan Power Co. 7.000% 3/15/19 5,747 7,176
Kentucky Utilities Co. 3.250% 11/1/20 2,300 2,493
LG&E & KU Energy LLC 3.750% 11/15/20 2,025 2,123
Metropolitan Edison Co. 7.700% 1/15/19 2,000 2,533
MidAmerican Energy Co. 5.300% 3/15/18 400 479
MidAmerican Energy Holdings Co. 5.750% 4/1/18 8,075 9,772
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 9,625 11,561
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 2,675 3,956
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 2,075 2,199
Nevada Power Co. 6.500% 5/15/18 4,217 5,345
Nevada Power Co. 6.500% 8/1/18 5,675 7,247
Nevada Power Co. 7.125% 3/15/19 300 392
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 3,700 4,370
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 3,000 3,374
Northern States Power Co. 5.250% 3/1/18 5,350 6,493
Northern States Power Co. 2.150% 8/15/22 825 823
NSTAR Electric Co. 5.625% 11/15/17 975 1,169
NSTAR LLC 4.500% 11/15/19 3,500 3,987
Ohio Power Co. 5.375% 10/1/21 75 92
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 2,500 3,079
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 2,950 3,130
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 1,550 1,941

 

 

Pacific Gas & Electric Co. 5.625% 11/30/17 5,900 7,184
Pacific Gas & Electric Co. 8.250% 10/15/18 1,325 1,823
Pacific Gas & Electric Co. 3.500% 10/1/20 12,085 13,330
Pacific Gas & Electric Co. 4.250% 5/15/21 200 231
PacifiCorp 5.650% 7/15/18 2,575 3,195
PacifiCorp 5.500% 1/15/19 2,740 3,350
PacifiCorp 3.850% 6/15/21 200 225
PacifiCorp 2.950% 2/1/22 3,900 4,131
Peco Energy Co. 5.350% 3/1/18 2,475 2,978
Peco Energy Co. 2.375% 9/15/22 2,450 2,481
Pennsylvania Electric Co. 5.200% 4/1/20 200 230
PPL Electric Utilities Corp. 3.000% 9/15/21 5,700 6,048
PPL Energy Supply LLC 6.500% 5/1/18 750 883
PPL Energy Supply LLC 4.600% 12/15/21 7,400 7,943
Progress Energy Inc. 4.400% 1/15/21 2,000 2,247
Progress Energy Inc. 3.150% 4/1/22 3,500 3,559
PSEG Power LLC 5.125% 4/15/20 5,262 6,040
Public Service Co. of Colorado 5.125% 6/1/19 2,300 2,781
Public Service Co. of Colorado 3.200% 11/15/20 1,800 1,970
Public Service Co. of Colorado 2.250% 9/15/22 2,500 2,506
Public Service Co. of Oklahoma 5.150% 12/1/19 650 756
Public Service Co. of Oklahoma 4.400% 2/1/21 4,500 5,044
Public Service Electric & Gas Co. 3.500% 8/15/20 2,000 2,226
San Diego Gas & Electric Co. 3.000% 8/15/21 3,000 3,209
SCANA Corp. 4.750% 5/15/21 3,050 3,312
SCANA Corp. 4.125% 2/1/22 4,450 4,600
South Carolina Electric & Gas Co. 6.500% 11/1/18 2,400 3,022
Southern California Edison Co. 5.500% 8/15/18 4,500 5,563
Southern California Edison Co. 3.875% 6/1/21 3,325 3,778
Southwestern Electric Power Co. 6.450% 1/15/19 3,472 4,268
Southwestern Electric Power Co. 3.550% 2/15/22 2,000 2,102
Southwestern Public Service Co. 8.750% 12/1/18 155 214
Tampa Electric Co. 6.100% 5/15/18 2,150 2,687
Tampa Electric Co. 5.400% 5/15/21 3,500 4,333
Tampa Electric Co. 2.600% 9/15/22 350 353
TECO Finance Inc. 5.150% 3/15/20 1,350 1,592
TransAlta Corp. 6.650% 5/15/18 2,975 3,420
Tucson Electric Power Co. 5.150% 11/15/21 2,050 2,289
UIL Holdings Corp. 4.625% 10/1/20 1,850 1,950
Union Electric Co. 6.700% 2/1/19 3,000 3,833
Westar Energy Inc. 8.625% 12/1/18 1,550 2,110
Wisconsin Electric Power Co. 4.250% 12/15/19 1,525 1,772
Wisconsin Power & Light Co. 5.000% 7/15/19 2,275 2,689
Xcel Energy Inc. 4.700% 5/15/20 3,450 4,019
 
Natural Gas (1.6%)        
AGL Capital Corp. 5.250% 8/15/19 2,300 2,709
Atmos Energy Corp. 8.500% 3/15/19 2,510 3,361
Buckeye Partners LP 6.050% 1/15/18 4,550 5,094
Buckeye Partners LP 4.875% 2/1/21 2,000 2,051
CenterPoint Energy Resources Corp. 6.000% 5/15/18 5,361 6,525
CenterPoint Energy Resources Corp. 4.500% 1/15/21 207 235
DCP Midstream Operating LP 4.950% 4/1/22 1,700 1,793
El Paso Pipeline Partners Operating Co. LLC 5.000% 10/1/21 5,000 5,520
Enbridge Energy Partners LP 6.500% 4/15/18 4,575 5,543
Enbridge Energy Partners LP 9.875% 3/1/19 1,700 2,313
Enbridge Energy Partners LP 5.200% 3/15/20 1,875 2,151

 

 

Enbridge Energy Partners LP 4.200% 9/15/21 3,675 3,979
Energy Transfer Partners LP 9.000% 4/15/19 18,053 23,337
Energy Transfer Partners LP 5.200% 2/1/22 1,665 1,854
Enterprise Products Operating LLC 6.650% 4/15/18 550 677
Enterprise Products Operating LLC 6.500% 1/31/19 3,050 3,793
Enterprise Products Operating LLC 5.250% 1/31/20 5,000 5,895
Enterprise Products Operating LLC 5.200% 9/1/20 6,500 7,674
Enterprise Products Operating LLC 4.050% 2/15/22 3,575 3,915
4 Gulf South Pipeline Co. LP 4.000% 6/15/22 3,175 3,197
Kinder Morgan Energy Partners LP 5.950% 2/15/18 3,550 4,279
Kinder Morgan Energy Partners LP 6.850% 2/15/20 17,175 21,640
Kinder Morgan Energy Partners LP 3.950% 9/1/22 3,800 4,083
Magellan Midstream Partners LP 6.550% 7/15/19 7,675 9,445
National Fuel Gas Co. 4.900% 12/1/21 3,175 3,445
Nisource Finance Corp. 6.400% 3/15/18 12,890 15,726
Nisource Finance Corp. 6.800% 1/15/19 938 1,136
Nisource Finance Corp. 4.450% 12/1/21 250 278
Nisource Finance Corp. 6.125% 3/1/22 1,500 1,837
ONEOK Inc. 4.250% 2/1/22 5,475 5,934
ONEOK Partners LP 2.000% 10/1/17 100 102
ONEOK Partners LP 8.625% 3/1/19 5,000 6,566
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 2,000 2,366
Panhandle Eastern Pipe Line Co. LP 7.000% 6/15/18 2,525 3,097
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 2,050 2,534
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 390 523
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 2,725 3,304
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 6,075 7,119
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 3,700 3,925
Sempra Energy 6.150% 6/15/18 4,300 5,347
Sempra Energy 9.800% 2/15/19 4,370 6,166
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 3,575 3,861
Spectra Energy Capital LLC 6.200% 4/15/18 9,188 11,116
Sunoco Logistics Partners Operations LP 4.650% 2/15/22 1,925 2,085
TransCanada PipeLines Ltd. 6.500% 8/15/18 9,100 11,410
TransCanada PipeLines Ltd. 3.800% 10/1/20 9,935 11,216
TransCanada PipeLines Ltd. 2.500% 8/1/22 5,575 5,617
Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 2,500 3,021
Western Gas Partners LP 5.375% 6/1/21 5,600 6,341
Williams Cos. Inc. 7.875% 9/1/21 279 367
Williams Partners LP 5.250% 3/15/20 9,335 10,840
Williams Partners LP 4.000% 11/15/21 8,250 8,908
Williams Partners LP 3.350% 8/15/22 3,200 3,258
 
Other Utility (0.1%)        
American Water Capital Corp. 6.085% 10/15/17 4,316 5,134
United Utilities plc 5.375% 2/1/19 1,000 1,104
Veolia Environnement SA 6.000% 6/1/18 3,550 4,140
 
        726,062
Total Corporate Bonds (Cost $6,135,915)       6,812,820

 

 

Sovereign Bonds (U.S. Dollar-Denominated) (5.6%)        
Asian Development Bank 5.593% 7/16/18 2,380 2,924
Asian Development Bank 1.875% 10/23/18 3,600 3,794
Asian Development Bank 1.750% 3/21/19 10,550 10,955
Corp. Andina de Fomento 8.125% 6/4/19 5,600 7,241
Corp. Andina de Fomento 4.375% 6/15/22 6,920 7,504
Ecopetrol SA 7.625% 7/23/19 6,800 8,731
European Investment Bank 1.125% 9/15/17 10,625 10,711
European Investment Bank 2.875% 9/15/20 10,650 11,434
European Investment Bank 4.000% 2/16/21 19,650 22,691
Export-Import Bank of Korea 5.125% 6/29/20 4,400 5,129
Export-Import Bank of Korea 4.000% 1/29/21 5,000 5,468
Export-Import Bank of Korea 4.375% 9/15/21 8,000 8,949
Export-Import Bank of Korea 5.000% 4/11/22 4,400 5,191
5 Federative Republic of Brazil 8.000% 1/15/18 9,472 11,253
Federative Republic of Brazil 5.875% 1/15/19 14,375 17,897
Federative Republic of Brazil 4.875% 1/22/21 25,175 30,081
Hydro-Quebec 2.000% 6/30/16 3,925 4,065
Hydro-Quebec 8.400% 1/15/22 4,825 7,004
Inter-American Development Bank 1.750% 8/24/18 15,875 16,664
Inter-American Development Bank 1.125% 9/12/19 9,200 9,163
Inter-American Development Bank 3.875% 9/17/19 9,500 11,191
Inter-American Development Bank 3.875% 2/14/20 5,475 6,431
International Finance Corp. 2.125% 11/17/17 16,125 17,238
6 Japan Bank for International Cooperation 2.125% 2/7/19 6,300 6,561
6 Japan Finance Organization for Municipalities 4.000% 1/13/21 4,500 5,227
7 KFW 4.375% 3/15/18 24,000 27,904
7 KFW 4.500% 7/16/18 12,875 15,241
7 KFW 4.875% 6/17/19 13,450 16,449
7 KFW 4.000% 1/27/20 13,375 15,601
7 KFW 2.750% 9/8/20 26,175 28,140
7 KFW 2.375% 8/25/21 15,000 15,539
7 KFW 2.625% 1/25/22 14,460 15,308
Korea Finance Corp. 4.625% 11/16/21 4,350 4,935
7 Landwirtschaftliche Rentenbank 1.875% 9/17/18 10,800 11,260
North American Development Bank 4.375% 2/11/20 1,200 1,362
Pemex Project Funding Master Trust 5.750% 3/1/18 17,325 20,260
Petrobras International Finance Co. - Pifco 5.875% 3/1/18 17,350 19,690
Petrobras International Finance Co. - Pifco 8.375% 12/10/18 1,915 2,424
Petrobras International Finance Co. - Pifco 7.875% 3/15/19 15,950 20,026
Petrobras International Finance Co. - Pifco 5.750% 1/20/20 11,110 12,612
Petrobras International Finance Co. - Pifco 5.375% 1/27/21 27,690 31,221
Petroleos Mexicanos 8.000% 5/3/19 5,075 6,648
Petroleos Mexicanos 6.000% 3/5/20 5,825 6,969
Petroleos Mexicanos 5.500% 1/21/21 15,900 18,605
Petroleos Mexicanos 4.875% 1/24/22 18,400 20,723
Province of British Columbia 2.650% 9/22/21 5,000 5,341
Province of Manitoba 1.750% 5/30/19 9,025 9,218
Province of Manitoba 9.250% 4/1/20 1,500 2,184
Province of Manitoba Canada 2.100% 9/6/22 3,550 3,603
Province of New Brunswick 2.750% 6/15/18 6,425 7,082
Province of Ontario 3.150% 12/15/17 1,150 1,259
Province of Ontario 1.650% 9/27/19 9,350 9,391
Province of Ontario 4.000% 10/7/19 16,400 19,003
Province of Ontario 4.400% 4/14/20 16,600 19,673
Province of Ontario 2.450% 6/29/22 2,150 2,174
Quebec 4.625% 5/14/18 4,500 5,306

 

 

Quebec 3.500% 7/29/20 2,400 2,677
Quebec 2.750% 8/25/21 20,350 21,463
Republic of Chile 3.875% 8/5/20 3,800 4,285
Republic of Chile 3.250% 9/14/21 8,500 9,190
Republic of Columbia 7.375% 3/18/19 14,125 18,645
Republic of Columbia 11.750% 2/25/20 600 974
Republic of Columbia 4.375% 7/12/21 13,050 15,027
Republic of Korea 7.125% 4/16/19 10,550 13,709
Republic of Panama 5.200% 1/30/20 4,150 4,974
Republic of Peru 7.125% 3/30/19 6,700 8,878
Republic of Poland 6.375% 7/15/19 18,600 22,971
Republic of Poland 5.125% 4/21/21 9,500 11,067
Republic of Poland 5.000% 3/23/22 20,800 24,092
Republic of South Africa 6.875% 5/27/19 9,150 11,554
Republic of South Africa 5.500% 3/9/20 17,305 20,550
State of Israel 5.125% 3/26/19 9,110 10,468
State of Israel 4.000% 6/30/22 5,000 5,278
Statoil ASA 6.700% 1/15/18 2,720 3,388
Statoil ASA 5.250% 4/15/19 9,575 11,613
Statoil ASA 3.150% 1/23/22 975 1,044
United Mexican States 5.950% 3/19/19 24,825 30,857
United Mexican States 5.125% 1/15/20 19,625 23,429
United Mexican States 3.625% 3/15/22 10,624 11,589
Total Sovereign Bonds (Cost $846,260)       936,370
Taxable Municipal Bonds (0.3%)        
California Educational Facilities Authority        
Revenue (Stanford University) 3.625% 5/1/14 2,500 2,625
California Educational Facilities Authority        
Revenue (Stanford University) 4.250% 5/1/16 800 898
California Educational Facilities Authority        
Revenue (Stanford University) 4.750% 5/1/19 1,800 2,171
California GO 6.200% 3/1/19 500 595
California GO 6.200% 10/1/19 3,925 4,722
California GO 5.700% 11/1/21 1,300 1,489
California GO 6.650% 3/1/22 1,500 1,875
Cornell University New York GO 5.450% 2/1/19 1,350 1,640
Dartmouth College New Hampshire GO 4.750% 6/1/19 1,000 1,190
Emory University Georgia GO 5.625% 9/1/19 1,000 1,238
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 1,650 1,684
Howard Hughes Medical Institute Maryland        
Revenue 3.450% 9/1/14 2,750 2,913
Illinois GO 5.665% 3/1/18 8,500 9,595
Illinois GO 5.877% 3/1/19 3,780 4,278
Johns Hopkins University Maryland GO 5.250% 7/1/19 1,200 1,454
Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 1,250 1,314
Massachusetts GO 4.200% 12/1/21 3,375 3,882
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 1,325 1,401
8 Wisconsin GO 4.800% 5/1/13 1,350 1,385
Total Taxable Municipal Bonds (Cost $42,953)       46,349

 

 

      Market
      Value
  Coupon Shares ($000)
Temporary Cash Investment (0.9%)      
Money Market Fund (0.9%)      
9 Vanguard Market Liquidity Fund (Cost      
$150,295) 0.163% 150,295,065 150,295
Total Investments (100.0%) (Cost $15,194,250)     16,679,024
Other Assets and Liabilities-Net (0.0%)     5,375
Net Assets (100%)     16,684,399

1 Securities with a value of $364,000 have been segregated as initial margin for open futures contracts.
2 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.
3 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, as needed to maintain a positive net worth, in exchange for senior preferred stock.
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 September 30, 2012, the aggregate value of these securities was $93,433,000, representing 0.6% of net assets.
5 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.
6 Guaranteed by the Government of Japan.
7 Guaranteed by the Federal Republic of Germany.
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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. 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).

 

Intermediate-Term Bond Index Fund

The following table summarizes the market value of the fund's investments as of September 30, 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 — 8,724,863 —
Asset-Backed/Commercial Mortgage-Backed Securities — 8,327 —
Corporate Bonds — 6,812,820 —
Sovereign Bonds — 936,370 —
Taxable Municipal Bonds — 46,349 —
Temporary Cash Investments 150,295 — —
Futures Contracts—Liabilities1 (5) — —
Total 150,290 16,528,729 —
1 Represents variation margin on the last day of the reporting period.      

 

C. 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).

At September 30, 2012, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000)
    Number of Aggregate Unrealized
    Long (Short)  Settlement Value Appreciation
Futures Contracts Expiration Contracts Long (Short) (Depreciation)
10-Year U.S. Treasury Note December 2012 288 38,444 218

 

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

D. At September 30, 2012, the cost of investment securities for tax purposes was $15,194,250,000. Net unrealized appreciation of investment securities for tax purposes was $1,484,774,000, consisting of unrealized gains of $1,486,669,000 on securities that had risen in value since their purchase and $1,895,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Short-Term Bond Index Fund

Schedule of Investments
As of September 30, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (71.4%)        
U.S. Government Securities (62.5%)        
United States Treasury Note/Bond 0.375% 7/31/13 276,640 277,116
United States Treasury Note/Bond 4.250% 8/15/13 126,525 130,993
United States Treasury Note/Bond 0.125% 8/31/13 214,200 214,099
United States Treasury Note/Bond 3.125% 8/31/13 70,160 72,035
United States Treasury Note/Bond 3.125% 9/30/13 132,715 136,593
United States Treasury Note/Bond 0.250% 10/31/13 332,960 333,116
United States Treasury Note/Bond 2.750% 10/31/13 149,375 153,483
United States Treasury Note/Bond 0.500% 11/15/13 24,902 24,984
United States Treasury Note/Bond 4.250% 11/15/13 28,153 29,429
United States Treasury Note/Bond 0.250% 11/30/13 165,270 165,348
United States Treasury Note/Bond 2.000% 11/30/13 70,240 71,700
United States Treasury Note/Bond 0.750% 12/15/13 2,415 2,430
United States Treasury Note/Bond 0.125% 12/31/13 177,185 176,992
United States Treasury Note/Bond 1.500% 12/31/13 25,865 26,281
United States Treasury Note/Bond 0.250% 1/31/14 10,000 10,005
United States Treasury Note/Bond 1.750% 1/31/14 37,340 38,098
United States Treasury Note/Bond 1.250% 2/15/14 33,030 33,494
United States Treasury Note/Bond 4.000% 2/15/14 2,805 2,950
United States Treasury Note/Bond 0.250% 2/28/14 321,350 321,501
United States Treasury Note/Bond 1.875% 2/28/14 262,020 268,120
United States Treasury Note/Bond 1.250% 3/15/14 33,405 33,901
United States Treasury Note/Bond 0.250% 3/31/14 64,425 64,445
United States Treasury Note/Bond 1.750% 3/31/14 241,500 246,972
United States Treasury Note/Bond 1.250% 4/15/14 44,060 44,742
United States Treasury Note/Bond 0.250% 4/30/14 231,850 231,959
United States Treasury Note/Bond 1.875% 4/30/14 276,005 283,120
United States Treasury Note/Bond 1.000% 5/15/14 48,040 48,633
United States Treasury Note/Bond 0.250% 5/31/14 191,225 191,284
United States Treasury Note/Bond 2.250% 5/31/14 253,755 262,200
United States Treasury Note/Bond 0.750% 6/15/14 177,115 178,665
United States Treasury Note/Bond 0.250% 6/30/14 215,703 215,737
United States Treasury Note/Bond 2.625% 6/30/14 214,485 223,367
United States Treasury Note/Bond 0.625% 7/15/14 143,150 144,112
United States Treasury Note/Bond 0.125% 7/31/14 156,301 155,984
United States Treasury Note/Bond 2.625% 7/31/14 394,245 411,371
United States Treasury Note/Bond 0.500% 8/15/14 109,175 109,703
United States Treasury Note/Bond 4.250% 8/15/14 39,160 42,079
United States Treasury Note/Bond 0.250% 8/31/14 348,800 348,908
United States Treasury Note/Bond 2.375% 8/31/14 92,036 95,746
United States Treasury Note/Bond 0.250% 9/15/14 56,675 56,684
United States Treasury Note/Bond 2.375% 9/30/14 157,350 164,037
United States Treasury Note/Bond 0.500% 10/15/14 130,355 131,007
United States Treasury Note/Bond 2.375% 10/31/14 346,285 361,435
United States Treasury Note/Bond 0.375% 11/15/14 104,970 105,216
United States Treasury Note/Bond 4.250% 11/15/14 78,370 84,970
United States Treasury Note/Bond 2.125% 11/30/14 270,915 281,668
United States Treasury Note/Bond 0.250% 12/15/14 51,515 51,499
United States Treasury Note/Bond 2.625% 12/31/14 20,195 21,268
United States Treasury Note/Bond 0.250% 1/15/15 13,075 13,071

 

 

United States Treasury Note/Bond 2.250% 1/31/15 43,930 45,941
United States Treasury Note/Bond 0.250% 2/15/15 14,116 14,105
United States Treasury Note/Bond 4.000% 2/15/15 39,505 42,974
United States Treasury Note/Bond 11.250% 2/15/15 40,292 50,724
United States Treasury Note/Bond 2.375% 2/28/15 216,697 227,599
United States Treasury Note/Bond 0.375% 3/15/15 111,885 112,130
United States Treasury Note/Bond 2.500% 3/31/15 392,198 413,890
United States Treasury Note/Bond 0.375% 4/15/15 231,725 232,195
United States Treasury Note/Bond 2.500% 4/30/15 159,417 168,485
United States Treasury Note/Bond 0.250% 5/15/15 168,440 168,256
United States Treasury Note/Bond 4.125% 5/15/15 29,640 32,599
United States Treasury Note/Bond 2.125% 5/31/15 83,545 87,579
United States Treasury Note/Bond 0.375% 6/15/15 70,345 70,488
United States Treasury Note/Bond 1.875% 6/30/15 232,313 242,333
United States Treasury Note/Bond 0.250% 7/15/15 1,950 1,947
United States Treasury Note/Bond 1.750% 7/31/15 150,035 156,107
United States Treasury Note/Bond 0.250% 8/15/15 198,950 198,640
United States Treasury Note/Bond 4.250% 8/15/15 78,000 86,751
United States Treasury Note/Bond 1.250% 8/31/15 54,098 55,569
United States Treasury Note/Bond 0.250% 9/15/15 2,600 2,595
United States Treasury Note/Bond 1.250% 9/30/15 107,454 110,426
United States Treasury Note/Bond 1.250% 10/31/15 274,925 282,615
United States Treasury Note/Bond 4.500% 11/15/15 21,000 23,707
United States Treasury Note/Bond 1.375% 11/30/15 233,650 241,206
United States Treasury Note/Bond 2.125% 12/31/15 171,800 181,598
United States Treasury Note/Bond 2.000% 1/31/16 45,350 47,816
United States Treasury Note/Bond 4.500% 2/15/16 119,158 135,635
United States Treasury Note/Bond 2.125% 2/29/16 173,480 183,807
United States Treasury Note/Bond 2.625% 2/29/16 20,000 21,528
United States Treasury Note/Bond 2.250% 3/31/16 10,425 11,103
United States Treasury Note/Bond 2.375% 3/31/16 251,547 268,919
United States Treasury Note/Bond 2.000% 4/30/16 213,180 225,338
United States Treasury Note/Bond 2.625% 4/30/16 55,760 60,186
United States Treasury Note/Bond 5.125% 5/15/16 79,075 92,456
United States Treasury Note/Bond 1.750% 5/31/16 354,725 372,018
United States Treasury Note/Bond 3.250% 5/31/16 33,000 36,413
United States Treasury Note/Bond 1.500% 6/30/16 226,120 235,201
United States Treasury Note/Bond 1.500% 7/31/16 146,825 152,767
United States Treasury Note/Bond 4.875% 8/15/16 4,625 5,411
United States Treasury Note/Bond 1.000% 8/31/16 154,320 157,624
United States Treasury Note/Bond 3.000% 8/31/16 50,325 55,326
United States Treasury Note/Bond 1.000% 9/30/16 236,305 241,400
United States Treasury Note/Bond 1.000% 10/31/16 269,270 274,992
United States Treasury Note/Bond 0.875% 11/30/16 210,797 214,222
United States Treasury Note/Bond 0.875% 12/31/16 383,541 389,593
United States Treasury Note/Bond 0.875% 1/31/17 101,990 103,551
United States Treasury Note/Bond 0.875% 2/28/17 286,280 290,709
United States Treasury Note/Bond 1.000% 3/31/17 402,015 410,120
United States Treasury Note/Bond 0.875% 4/30/17 294,949 299,143
United States Treasury Note/Bond 0.625% 5/31/17 256,790 257,512
United States Treasury Note/Bond 0.750% 6/30/17 299,565 301,953
United States Treasury Note/Bond 0.500% 7/31/17 132,940 132,316
United States Treasury Note/Bond 2.375% 7/31/17 107,290 116,392
United States Treasury Note/Bond 0.625% 8/31/17 324,956 325,261
United States Treasury Note/Bond 0.625% 9/30/17 520,000 520,000
United States Treasury Note/Bond 9.125% 5/15/18 20,900 30,573
        16,312,294

 

 

Agency Bonds and Notes (8.9%)        
1 Federal Agricultural Mortgage Corp. 1.250% 12/6/13 3,345 3,382
1 Federal Agricultural Mortgage Corp. 2.125% 9/15/15 1,925 2,016
1 Federal Agricultural Mortgage Corp. 2.000% 7/27/16 2,250 2,352
1 Federal Farm Credit Banks 3.875% 10/7/13 17,620 18,273
1 Federal Farm Credit Banks 1.125% 2/27/14 5,250 5,313
1 Federal Farm Credit Banks 2.625% 4/17/14 5,500 5,697
1 Federal Farm Credit Banks 3.000% 9/22/14 1,750 1,844
1 Federal Farm Credit Banks 1.625% 11/19/14 6,950 7,142
1 Federal Farm Credit Banks 0.500% 6/23/15 4,500 4,519
1 Federal Farm Credit Banks 1.500% 11/16/15 4,500 4,652
1 Federal Farm Credit Banks 4.875% 12/16/15 13,730 15,702
1 Federal Farm Credit Banks 1.050% 3/28/16 3,525 3,590
1 Federal Farm Credit Banks 5.125% 8/25/16 13,700 16,128
1 Federal Home Loan Banks 3.625% 10/18/13 30,600 31,688
1 Federal Home Loan Banks 0.375% 11/27/13 20,000 20,030
1 Federal Home Loan Banks 4.875% 11/27/13 2,950 3,108
1 Federal Home Loan Banks 3.125% 12/13/13 17,875 18,488
1 Federal Home Loan Banks 0.875% 12/27/13 49,400 49,773
1 Federal Home Loan Banks 0.375% 1/29/14 13,175 13,200
1 Federal Home Loan Banks 1.375% 5/28/14 104,140 106,053
1 Federal Home Loan Banks 2.500% 6/13/14 9,675 10,038
1 Federal Home Loan Banks 5.500% 8/13/14 18,900 20,738
1 Federal Home Loan Banks 0.875% 12/12/14 9,600 9,716
1 Federal Home Loan Banks 2.750% 12/12/14 57,650 60,683
1 Federal Home Loan Banks 1.750% 9/11/15 30,000 31,159
1 Federal Home Loan Banks 5.625% 6/13/16 4,325 5,067
1 Federal Home Loan Banks 4.750% 12/16/16 17,420 20,471
1 Federal Home Loan Banks 4.875% 5/17/17 29,920 35,696
1 Federal Home Loan Banks 1.000% 6/21/17 42,325 42,923
2 Federal Home Loan Mortgage Corp. 0.375% 10/30/13 30,800 30,851
2 Federal Home Loan Mortgage Corp. 0.375% 11/27/13 20,000 20,030
2 Federal Home Loan Mortgage Corp. 2.500% 1/7/14 58,450 60,124
2 Federal Home Loan Mortgage Corp. 4.500% 1/15/14 35,140 37,063
2 Federal Home Loan Mortgage Corp. 5.000% 1/30/14 9,000 9,566
2 Federal Home Loan Mortgage Corp. 1.375% 2/25/14 20,000 20,316
2 Federal Home Loan Mortgage Corp. 2.500% 4/23/14 19,000 19,664
2 Federal Home Loan Mortgage Corp. 5.000% 7/15/14 9,500 10,302
2 Federal Home Loan Mortgage Corp. 3.000% 7/28/14 41,950 44,038
2 Federal Home Loan Mortgage Corp. 1.000% 7/30/14 23,000 23,309
2 Federal Home Loan Mortgage Corp. 1.000% 8/20/14 11,600 11,752
2 Federal Home Loan Mortgage Corp. 1.000% 8/27/14 19,300 19,555
2 Federal Home Loan Mortgage Corp. 0.500% 9/19/14 8,150 8,180
2 Federal Home Loan Mortgage Corp. 0.750% 11/25/14 63,000 63,601
2 Federal Home Loan Mortgage Corp. 0.625% 12/29/14 54,195 54,559
2 Federal Home Loan Mortgage Corp. 2.875% 2/9/15 59,475 63,046
2 Federal Home Loan Mortgage Corp. 0.500% 4/17/15 56,500 56,731
2 Federal Home Loan Mortgage Corp. 1.750% 9/10/15 19,375 20,140
2 Federal Home Loan Mortgage Corp. 5.250% 4/18/16 16,500 19,253
2 Federal Home Loan Mortgage Corp. 2.500% 5/27/16 18,945 20,317
2 Federal Home Loan Mortgage Corp. 5.500% 7/18/16 25,000 29,666
2 Federal Home Loan Mortgage Corp. 2.000% 8/25/16 53,775 56,804
2 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 12,925 13,120
2 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 20,000 20,494
2 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 7,900 8,001
2 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 47,500 48,073
2 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 1,630 2,002

 

 

2 Federal Home Loan Mortgage Corp. 1.000% 9/29/17 8,700 8,796
2 Federal National Mortgage Assn. 4.625% 10/15/13 9,850 10,300
2 Federal National Mortgage Assn. 0.750% 12/18/13 106,570 107,199
2 Federal National Mortgage Assn. 5.125% 1/2/14 9,550 10,128
2 Federal National Mortgage Assn. 1.250% 2/27/14 39,655 40,209
2 Federal National Mortgage Assn. 2.750% 3/13/14 74,720 77,429
2 Federal National Mortgage Assn. 4.125% 4/15/14 13,450 14,249
2 Federal National Mortgage Assn. 2.500% 5/15/14 57,155 59,213
2 Federal National Mortgage Assn. 1.125% 6/27/14 8,300 8,422
2 Federal National Mortgage Assn. 0.875% 8/28/14 7,450 7,535
2 Federal National Mortgage Assn. 3.000% 9/16/14 45,075 47,464
2 Federal National Mortgage Assn. 4.625% 10/15/14 18,225 19,828
2 Federal National Mortgage Assn. 0.625% 10/30/14 25,000 25,177
2 Federal National Mortgage Assn. 2.625% 11/20/14 8,475 8,893
2 Federal National Mortgage Assn. 0.750% 12/19/14 26,220 26,472
2 Federal National Mortgage Assn. 5.000% 4/15/15 25,110 28,094
2 Federal National Mortgage Assn. 0.500% 5/27/15 23,110 23,202
2 Federal National Mortgage Assn. 0.500% 7/2/15 18,200 18,276
2 Federal National Mortgage Assn. 2.375% 7/28/15 67,710 71,544
2 Federal National Mortgage Assn. 0.500% 9/28/15 25,000 25,083
2 Federal National Mortgage Assn. 4.375% 10/15/15 12,660 14,175
2 Federal National Mortgage Assn. 1.625% 10/26/15 15,200 15,763
2 Federal National Mortgage Assn. 5.000% 3/15/16 52,800 60,972
2 Federal National Mortgage Assn. 2.375% 4/11/16 33,400 35,601
2 Federal National Mortgage Assn. 5.250% 9/15/16 10,100 11,951
2 Federal National Mortgage Assn. 1.250% 9/28/16 11,675 11,993
2 Federal National Mortgage Assn. 1.375% 11/15/16 48,000 49,542
2 Federal National Mortgage Assn. 1.250% 1/30/17 20,000 20,533
2 Federal National Mortgage Assn. 5.000% 2/13/17 35,000 41,569
2 Federal National Mortgage Assn. 1.125% 4/27/17 20,000 20,395
2 Federal National Mortgage Assn. 0.875% 8/28/17 33,800 33,995
2 Federal National Mortgage Assn. 0.875% 10/26/17 10,700 10,737
Private Export Funding Corp. 3.050% 10/15/14 900 949
Private Export Funding Corp. 1.375% 2/15/17 500 515
1 Tennessee Valley Authority 5.500% 7/18/17 6,200 7,567
        2,333,768
Total U.S. Government and Agency Obligations (Cost $18,308,894)     18,646,062
Asset-Backed/Commercial Mortgage-Backed Securities (0.1%)      
3 Cie de Financement Foncier SA 2.125% 4/22/13 3,600 3,627
3 Royal Bank of Canada 3.125% 4/14/15 5,750 6,119
Royal Bank of Canada 1.200% 9/19/17 5,400 5,440
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $14,747)   15,186
Corporate Bonds (20.5%)        
Finance (9.1%)        
Banking (6.7%)        
Abbey National Treasury Services plc 2.875% 4/25/14 3,075 3,115
Abbey National Treasury Services plc 4.000% 4/27/16 9,175 9,544
American Express Bank FSB 5.550% 10/17/12 4,650 4,658
American Express Centurion Bank 5.950% 6/12/17 2,175 2,600
American Express Co. 7.250% 5/20/14 5,350 5,906
American Express Co. 5.500% 9/12/16 2,575 2,989
American Express Co. 6.150% 8/28/17 5,125 6,219
4 American Express Co. 6.800% 9/1/66 3,225 3,459
American Express Credit Corp. 5.125% 8/25/14 17,000 18,415
American Express Credit Corp. 1.750% 6/12/15 4,050 4,142
American Express Credit Corp. 2.750% 9/15/15 4,425 4,661

 

 

American Express Credit Corp. 2.800% 9/19/16 15,450 16,431
American Express Credit Corp. 2.375% 3/24/17 2,825 2,975
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 1,300 1,307
Banco Bradesco SA 8.750% 10/24/13 1,500 1,597
Banco Santander Chile 2.875% 11/13/12 625 624
Bancolombia SA 4.250% 1/12/16 2,600 2,710
Bank of America Corp. 7.375% 5/15/14 13,230 14,470
Bank of America Corp. 5.375% 6/15/14 2,525 2,687
Bank of America Corp. 5.125% 11/15/14 6,050 6,506
Bank of America Corp. 4.500% 4/1/15 24,300 25,977
Bank of America Corp. 3.700% 9/1/15 5,475 5,779
Bank of America Corp. 5.250% 12/1/15 6,000 6,459
Bank of America Corp. 3.625% 3/17/16 16,875 17,771
Bank of America Corp. 3.750% 7/12/16 14,750 15,620
Bank of America Corp. 6.500% 8/1/16 11,020 12,787
Bank of America Corp. 5.750% 8/15/16 3,900 4,274
Bank of America Corp. 7.800% 9/15/16 2,967 3,462
Bank of America Corp. 5.625% 10/14/16 1,950 2,210
Bank of America Corp. 5.420% 3/15/17 3,850 4,143
Bank of America Corp. 3.875% 3/22/17 2,500 2,691
Bank of America Corp. 6.000% 9/1/17 4,625 5,347
Bank of America NA 5.300% 3/15/17 7,275 8,081
Bank of America NA 6.100% 6/15/17 250 284
Bank of Montreal 1.750% 4/29/14 650 662
Bank of Montreal 2.500% 1/11/17 8,700 9,201
Bank of Montreal 1.400% 9/11/17 2,525 2,534
Bank of New York Mellon Corp. 4.950% 11/1/12 13,400 13,446
Bank of New York Mellon Corp. 4.300% 5/15/14 10,000 10,605
Bank of New York Mellon Corp. 4.950% 3/15/15 1,700 1,870
Bank of New York Mellon Corp. 2.500% 1/15/16 3,250 3,406
Bank of New York Mellon Corp. 2.400% 1/17/17 2,575 2,703
Bank of Nova Scotia 2.375% 12/17/13 9,000 9,205
Bank of Nova Scotia 1.850% 1/12/15 4,365 4,497
Bank of Nova Scotia 3.400% 1/22/15 11,900 12,629
Bank of Nova Scotia 2.050% 10/7/15 5,875 6,085
Bank of Nova Scotia 2.550% 1/12/17 4,075 4,310
3 Bank of Tokyo-Mitsubishi UFJ Ltd. 2.450% 9/11/15 2,000 2,078
Bank One Corp. 4.900% 4/30/15 2,375 2,579
Barclays Bank plc 2.500% 1/23/13 7,500 7,547
Barclays Bank plc 5.200% 7/10/14 13,825 14,756
Barclays Bank plc 2.750% 2/23/15 3,475 3,575
Barclays Bank plc 5.000% 9/22/16 8,575 9,606
BB&T Corp. 2.050% 4/28/14 2,055 2,100
BB&T Corp. 5.700% 4/30/14 1,330 1,432
BB&T Corp. 5.200% 12/23/15 7,379 8,258
BB&T Corp. 3.200% 3/15/16 10,075 10,802
BB&T Corp. 3.950% 4/29/16 3,250 3,573
BB&T Corp. 2.150% 3/22/17 2,900 3,003
BB&T Corp. 4.900% 6/30/17 2,000 2,256
BBVA US Senior SAU 3.250% 5/16/14 4,350 4,316
Bear Stearns Cos. LLC 5.700% 11/15/14 2,875 3,146
Bear Stearns Cos. LLC 5.300% 10/30/15 30 33
BNP Paribas SA 3.250% 3/11/15 2,725 2,832
BNP Paribas SA 3.600% 2/23/16 21,050 22,215
BNP Paribas SA 2.375% 9/14/17 3,200 3,203
BNY Mellon NA 4.750% 12/15/14 1,300 1,405
Canadian Imperial Bank of Commerce 0.900% 10/1/15 3,275 3,284

 

 

Canadian Imperial Bank of Commerce 2.350% 12/11/15 3,740 3,918
Capital One Financial Corp. 7.375% 5/23/14 16,825 18,542
Capital One Financial Corp. 2.150% 3/23/15 2,650 2,717
Capital One Financial Corp. 3.150% 7/15/16 7,125 7,570
Capital One Financial Corp. 6.150% 9/1/16 1,925 2,196
Capital One Financial Corp. 6.750% 9/15/17 800 982
Citigroup Inc. 5.500% 4/11/13 4,920 5,046
Citigroup Inc. 6.000% 12/13/13 16,700 17,680
Citigroup Inc. 5.125% 5/5/14 2,432 2,565
Citigroup Inc. 6.375% 8/12/14 15,500 16,857
Citigroup Inc. 5.000% 9/15/14 14,525 15,316
Citigroup Inc. 5.500% 10/15/14 11,010 11,879
Citigroup Inc. 6.010% 1/15/15 6,700 7,346
Citigroup Inc. 2.650% 3/2/15 7,250 7,423
Citigroup Inc. 4.750% 5/19/15 8,925 9,606
Citigroup Inc. 4.700% 5/29/15 4,275 4,594
Citigroup Inc. 4.587% 12/15/15 2,900 3,149
Citigroup Inc. 5.300% 1/7/16 7,575 8,321
Citigroup Inc. 3.953% 6/15/16 12,425 13,297
Citigroup Inc. 4.450% 1/10/17 14,725 16,127
Citigroup Inc. 5.500% 2/15/17 5,350 5,911
Citigroup Inc. 6.000% 8/15/17 5,727 6,653
Comerica Bank 5.750% 11/21/16 1,000 1,166
Comerica Bank 5.200% 8/22/17 2,900 3,315
Comerica Inc. 4.800% 5/1/15 1,500 1,597
Comerica Inc. 3.000% 9/16/15 1,900 2,009
Commonwealth Bank of Australia 1.950% 3/16/15 8,500 8,671
Commonwealth Bank of Australia 1.250% 9/18/15 4,275 4,287
Commonwealth Bank of Australia 1.900% 9/18/17 4,075 4,081
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 1.850% 1/10/14 8,150 8,275
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.125% 10/13/15 6,100 6,288
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.375% 1/19/17 12,525 13,333
Countrywide Financial Corp. 6.250% 5/15/16 2,175 2,368
Credit Suisse 2.200% 1/14/14 4,175 4,249
Credit Suisse 5.500% 5/1/14 16,450 17,575
Credit Suisse 3.500% 3/23/15 15,450 16,319
Credit Suisse USA Inc. 4.875% 1/15/15 5,755 6,233
Credit Suisse USA Inc. 5.125% 8/15/15 6,750 7,477
Credit Suisse USA Inc. 5.375% 3/2/16 8,096 9,106
Deutsche Bank AG 5.375% 10/12/12 8,650 8,661
Deutsche Bank AG 3.875% 8/18/14 1,200 1,259
Deutsche Bank AG 3.450% 3/30/15 10,350 10,919
Deutsche Bank AG 3.250% 1/11/16 7,175 7,585
Deutsche Bank AG 6.000% 9/1/17 12,350 14,710
Fifth Third Bancorp 3.625% 1/25/16 9,425 10,147
Fifth Third Bank 4.750% 2/1/15 2,800 3,000
First Horizon National Corp. 5.375% 12/15/15 4,325 4,731
First Tennessee Bank NA 5.050% 1/15/15 3,425 3,532
First Tennessee Bank NA 5.650% 4/1/16 1,146 1,216
Goldman Sachs Group Inc. 5.250% 10/15/13 5,125 5,357
Goldman Sachs Group Inc. 5.150% 1/15/14 8,000 8,402
Goldman Sachs Group Inc. 6.000% 5/1/14 25,625 27,519
Goldman Sachs Group Inc. 5.125% 1/15/15 4,400 4,731
Goldman Sachs Group Inc. 3.300% 5/3/15 6,250 6,504

 

 

Goldman Sachs Group Inc. 3.700% 8/1/15 14,350 15,133
Goldman Sachs Group Inc. 5.350% 1/15/16 8,250 9,111
Goldman Sachs Group Inc. 3.625% 2/7/16 24,125 25,422
Goldman Sachs Group Inc. 5.750% 10/1/16 2,450 2,780
Goldman Sachs Group Inc. 5.625% 1/15/17 7,825 8,629
Goldman Sachs Group Inc. 6.250% 9/1/17 13,450 15,716
HSBC Bank USA NA 4.625% 4/1/14 1,125 1,180
HSBC Bank USA NA 6.000% 8/9/17 1,050 1,211
HSBC Holdings plc 5.250% 12/12/12 3,300 3,329
HSBC USA Inc. 2.375% 2/13/15 9,225 9,506
JPMorgan Chase & Co. 5.375% 10/1/12 16,875 16,877
JPMorgan Chase & Co. 1.650% 9/30/13 2,685 2,715
JPMorgan Chase & Co. 2.050% 1/24/14 675 687
JPMorgan Chase & Co. 4.650% 6/1/14 9,800 10,372
JPMorgan Chase & Co. 5.125% 9/15/14 7,375 7,903
JPMorgan Chase & Co. 3.700% 1/20/15 14,950 15,817
JPMorgan Chase & Co. 4.750% 3/1/15 2,050 2,226
JPMorgan Chase & Co. 1.875% 3/20/15 1,350 1,375
JPMorgan Chase & Co. 5.250% 5/1/15 3,975 4,345
JPMorgan Chase & Co. 3.400% 6/24/15 23,760 25,220
JPMorgan Chase & Co. 5.150% 10/1/15 3,000 3,320
JPMorgan Chase & Co. 2.600% 1/15/16 7,723 8,061
JPMorgan Chase & Co. 3.450% 3/1/16 15,665 16,663
JPMorgan Chase & Co. 3.150% 7/5/16 22,100 23,339
JPMorgan Chase & Co. 2.000% 8/15/17 6,750 6,795
KeyBank NA 5.800% 7/1/14 3,000 3,233
KeyBank NA 4.950% 9/15/15 1,000 1,085
KeyBank NA 5.450% 3/3/16 3,025 3,361
KeyCorp 3.750% 8/13/15 300 324
Lloyds TSB Bank plc 4.875% 1/21/16 12,800 13,967
Lloyds TSB Bank plc 4.200% 3/28/17 1,150 1,266
4 Manufacturers & Traders Trust Co. 5.585% 12/28/20 900 888
Mellon Funding Corp. 5.000% 12/1/14 4,600 4,957
Merrill Lynch & Co. Inc. 5.450% 7/15/14 5,200 5,543
Merrill Lynch & Co. Inc. 5.000% 1/15/15 10,400 11,181
Merrill Lynch & Co. Inc. 6.050% 5/16/16 7,440 8,088
Merrill Lynch & Co. Inc. 5.700% 5/2/17 5,000 5,384
Merrill Lynch & Co. Inc. 6.400% 8/28/17 12,600 14,617
Morgan Stanley 2.875% 1/24/14 2,425 2,457
Morgan Stanley 4.750% 4/1/14 11,650 12,059
Morgan Stanley 6.000% 5/13/14 13,375 14,178
Morgan Stanley 4.200% 11/20/14 19,575 20,334
Morgan Stanley 4.100% 1/26/15 8,075 8,350
Morgan Stanley 6.000% 4/28/15 5,875 6,368
Morgan Stanley 4.000% 7/24/15 3,000 3,112
Morgan Stanley 5.375% 10/15/15 7,050 7,582
Morgan Stanley 3.450% 11/2/15 6,925 7,087
Morgan Stanley 3.800% 4/29/16 9,700 10,009
Morgan Stanley 5.750% 10/18/16 10,150 11,126
Morgan Stanley 5.450% 1/9/17 9,975 10,881
Morgan Stanley 4.750% 3/22/17 8,575 9,185
Morgan Stanley 5.550% 4/27/17 5,000 5,470
Morgan Stanley 6.250% 8/28/17 7,125 8,067
Murray Street Investment Trust I 4.647% 3/9/17 8,550 9,184
National Australia Bank Ltd. 2.000% 3/9/15 4,975 5,076
National Australia Bank Ltd. 1.600% 8/7/15 6,200 6,254
National Australia Bank Ltd. 2.750% 3/9/17 4,975 5,207

 

 

National Bank of Canada 1.500% 6/26/15 5,600 5,697
National City Bank 5.800% 6/7/17 2,225 2,600
Northern Trust Corp. 4.625% 5/1/14 2,200 2,339
PNC Bank NA 4.875% 9/21/17 300 345
PNC Funding Corp. 5.400% 6/10/14 300 323
PNC Funding Corp. 3.625% 2/8/15 18,675 19,897
PNC Funding Corp. 5.250% 11/15/15 100 112
PNC Funding Corp. 2.700% 9/19/16 5,050 5,369
PNC Funding Corp. 5.625% 2/1/17 6,977 8,025
Regions Financial Corp. 5.750% 6/15/15 2,150 2,298
Royal Bank of Canada 1.450% 10/30/14 3,100 3,151
Royal Bank of Canada 1.150% 3/13/15 850 861
Royal Bank of Canada 2.625% 12/15/15 20,925 22,133
Royal Bank of Canada 2.300% 7/20/16 2,325 2,445
Royal Bank of Scotland plc 3.250% 1/11/14 4,800 4,923
3 Royal Bank of Scotland plc 4.875% 8/25/14 2,400 2,545
Royal Bank of Scotland plc 4.875% 3/16/15 6,025 6,456
Royal Bank of Scotland plc 3.950% 9/21/15 4,625 4,903
Royal Bank of Scotland plc 4.375% 3/16/16 7,000 7,538
Santander Holdings USA Inc. 3.000% 9/24/15 275 278
Santander Holdings USA Inc. 4.625% 4/19/16 4,250 4,391
SouthTrust Corp. 5.800% 6/15/14 1,350 1,451
State Street Corp. 4.300% 5/30/14 1,000 1,062
State Street Corp. 2.875% 3/7/16 10,700 11,470
Sumitomo Mitsui Banking Corp. 1.350% 7/18/15 4,825 4,864
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 5,800 5,879
SunTrust Banks Inc. 3.600% 4/15/16 7,175 7,661
SunTrust Banks Inc. 3.500% 1/20/17 2,085 2,229
SunTrust Banks Inc. 6.000% 9/11/17 1,615 1,892
Svenska Handelsbanken AB 3.125% 7/12/16 7,500 7,984
Svenska Handelsbanken AB 2.875% 4/4/17 3,550 3,737
Toronto-Dominion Bank 1.375% 7/14/14 6,050 6,158
Toronto-Dominion Bank 2.500% 7/14/16 4,585 4,842
Toronto-Dominion Bank 2.375% 10/19/16 7,550 7,937
UBS AG 2.250% 1/28/14 12,975 13,173
UBS AG 3.875% 1/15/15 10,400 11,009
UBS AG 5.875% 7/15/16 4,800 5,262
Union Bank NA 2.125% 12/16/13 2,550 2,596
Union Bank NA 5.950% 5/11/16 2,300 2,630
Union Bank NA 3.000% 6/6/16 4,950 5,261
Union Bank NA 2.125% 6/16/17 2,575 2,635
US Bancorp 1.125% 10/30/13 4,850 4,884
US Bancorp 4.200% 5/15/14 10,725 11,362
US Bancorp 3.150% 3/4/15 4,800 5,086
US Bancorp 3.442% 2/1/16 4,325 4,537
US Bancorp 2.200% 11/15/16 8,605 9,018
US Bank NA 6.300% 2/4/14 1,850 1,991
US Bank NA 4.950% 10/30/14 1,350 1,466
4 US Bank NA 3.778% 4/29/20 1,000 1,054
Vesey Street Investment Trust I 4.404% 9/1/16 1,600 1,706
Wachovia Bank NA 4.800% 11/1/14 4,279 4,599
Wachovia Bank NA 5.000% 8/15/15 7,000 7,705
Wachovia Corp. 5.250% 8/1/14 4,150 4,459
Wachovia Corp. 5.625% 10/15/16 11,450 13,274
Wachovia Corp. 5.750% 6/15/17 4,350 5,200
Wells Fargo & Co. 4.950% 10/16/13 5,265 5,488
Wells Fargo & Co. 3.750% 10/1/14 6,350 6,731

 

 

Wells Fargo & Co. 1.250% 2/13/15 25,175 25,372
Wells Fargo & Co. 3.625% 4/15/15 8,100 8,655
Wells Fargo & Co. 1.500% 7/1/15 5,725 5,812
Wells Fargo & Co. 3.676% 6/15/16 20,225 21,951
Wells Fargo & Co. 2.625% 12/15/16 1,575 1,664
Wells Fargo & Co. 2.100% 5/8/17 2,500 2,571
Wells Fargo Bank NA 4.750% 2/9/15 6,112 6,613
Wells Fargo Bank NA 5.750% 5/16/16 4,825 5,533
Westpac Banking Corp. 2.250% 11/19/12 8,975 8,996
Westpac Banking Corp. 4.200% 2/27/15 5,875 6,318
Westpac Banking Corp. 3.000% 8/4/15 10,625 11,204
Westpac Banking Corp. 1.125% 9/25/15 3,675 3,680
Westpac Banking Corp. 3.000% 12/9/15 2,655 2,812
Westpac Banking Corp. 2.000% 8/14/17 3,150 3,192
Zions Bancorporation 4.500% 3/27/17 2,475 2,525
 
Brokerage (0.1%)        
Ameriprise Financial Inc. 5.650% 11/15/15 4,500 5,118
BlackRock Inc. 3.500% 12/10/14 5,050 5,377
BlackRock Inc. 1.375% 6/1/15 600 611
BlackRock Inc. 6.250% 9/15/17 200 247
Charles Schwab Corp. 4.950% 6/1/14 2,759 2,955
Franklin Resources Inc. 3.125% 5/20/15 1,400 1,478
Franklin Resources Inc. 1.375% 9/15/17 2,200 2,213
Jefferies Group Inc. 3.875% 11/9/15 3,900 3,924
Lazard Group LLC 7.125% 5/15/15 1,875 2,067
Lazard Group LLC 6.850% 6/15/17 3,925 4,418
Nomura Holdings Inc. 5.000% 3/4/15 5,350 5,636
Nomura Holdings Inc. 4.125% 1/19/16 4,000 4,134
Raymond James Financial Inc. 4.250% 4/15/16 575 610
TD Ameritrade Holding Corp. 4.150% 12/1/14 2,775 2,963
 
Finance Companies (0.8%)        
Block Financial LLC 5.125% 10/30/14 2,200 2,317
Discover Financial Services 6.450% 6/12/17 2,575 2,972
GATX Corp. 8.750% 5/15/14 1,000 1,119
GATX Corp. 3.500% 7/15/16 3,960 4,084
General Electric Capital Corp. 1.875% 9/16/13 14,875 15,071
General Electric Capital Corp. 2.100% 1/7/14 1,375 1,400
General Electric Capital Corp. 5.900% 5/13/14 2,750 2,976
General Electric Capital Corp. 5.500% 6/4/14 4,525 4,878
General Electric Capital Corp. 5.650% 6/9/14 4,500 4,866
General Electric Capital Corp. 3.750% 11/14/14 25,700 27,290
General Electric Capital Corp. 3.500% 6/29/15 6,000 6,395
General Electric Capital Corp. 1.625% 7/2/15 8,025 8,168
General Electric Capital Corp. 4.375% 9/21/15 5,500 6,042
General Electric Capital Corp. 2.250% 11/9/15 16,500 17,100
General Electric Capital Corp. 5.000% 1/8/16 75 84
General Electric Capital Corp. 2.950% 5/9/16 25,650 27,147
General Electric Capital Corp. 2.900% 1/9/17 7,000 7,402
General Electric Capital Corp. 5.400% 2/15/17 9,600 11,104
General Electric Capital Corp. 2.300% 4/27/17 5,125 5,270
General Electric Capital Corp. 5.625% 9/15/17 850 1,003
4 HSBC Finance Capital Trust IX 5.911% 11/30/35 2,925 2,881
HSBC Finance Corp. 6.375% 11/27/12 4,525 4,564
HSBC Finance Corp. 5.500% 1/19/16 19,625 21,674
SLM Corp. 5.000% 10/1/13 5,350 5,545

 

 

SLM Corp. 5.375% 5/15/14 1,850 1,953
SLM Corp. 5.050% 11/14/14 1,400 1,466
SLM Corp. 5.000% 4/15/15 150 158
SLM Corp. 6.250% 1/25/16 15,525 17,034
SLM Corp. 6.000% 1/25/17 1,450 1,582
SLM Corp. 4.625% 9/25/17 2,525 2,574
 
Insurance (1.0%)        
ACE INA Holdings Inc. 5.875% 6/15/14 1,754 1,908
ACE INA Holdings Inc. 5.600% 5/15/15 2,050 2,301
ACE INA Holdings Inc. 2.600% 11/23/15 4,175 4,374
ACE INA Holdings Inc. 5.700% 2/15/17 1,400 1,660
Aetna Inc. 6.000% 6/15/16 4,330 5,069
Aetna Inc. 1.750% 5/15/17 200 203
Aflac Inc. 2.650% 2/15/17 1,515 1,590
Allied World Assurance Co. Ltd. 7.500% 8/1/16 4,175 4,839
4 Allstate Corp. 6.125% 5/15/67 2,275 2,338
Allstate Life Global Funding Trusts 5.375% 4/30/13 4,075 4,192
American International Group Inc. 4.250% 9/15/14 4,600 4,859
American International Group Inc. 3.000% 3/20/15 2,850 2,953
American International Group Inc. 2.375% 8/24/15 825 834
American International Group Inc. 4.875% 9/15/16 10,600 11,831
American International Group Inc. 5.600% 10/18/16 2,175 2,478
American International Group Inc. 3.800% 3/22/17 2,425 2,605
American International Group Inc. 5.450% 5/18/17 5,655 6,431
American International Group Inc. 5.850% 1/16/18 1,725 2,002
Aon Corp. 3.500% 9/30/15 3,350 3,546
Aon Corp. 3.125% 5/27/16 3,000 3,183
Assurant Inc. 5.625% 2/15/14 3,655 3,856
Axis Capital Holdings Ltd. 5.750% 12/1/14 1,800 1,933
Berkshire Hathaway Finance Corp. 4.850% 1/15/15 3,075 3,376
Berkshire Hathaway Finance Corp. 1.600% 5/15/17 11,975 12,246
Berkshire Hathaway Inc. 3.200% 2/11/15 18,275 19,396
4 Chubb Corp. 6.375% 3/29/67 2,800 2,982
Cigna Corp. 2.750% 11/15/16 13,375 14,119
CNA Financial Corp. 5.850% 12/15/14 1,575 1,714
CNA Financial Corp. 6.500% 8/15/16 3,950 4,567
Coventry Health Care Inc. 6.300% 8/15/14 4,500 4,915
Genworth Financial Inc. 5.750% 6/15/14 3,325 3,450
Genworth Financial Inc. 8.625% 12/15/16 2,400 2,712
Hartford Financial Services Group Inc. 5.500% 10/15/16 4,525 5,005
Hartford Financial Services Group Inc. 5.375% 3/15/17 525 583
Jefferson-Pilot Corp. 4.750% 1/30/14 2,400 2,502
Lincoln National Corp. 4.300% 6/15/15 2,000 2,136
4 Lincoln National Corp. 7.000% 5/17/66 4,000 4,010
Loews Corp. 5.250% 3/15/16 1,275 1,437
Manulife Financial Corp. 3.400% 9/17/15 4,025 4,217
Marsh & McLennan Cos. Inc. 5.750% 9/15/15 3,684 4,115
Marsh & McLennan Cos. Inc. 2.300% 4/1/17 1,100 1,116
MetLife Inc. 5.000% 11/24/13 2,060 2,167
MetLife Inc. 2.375% 2/6/14 4,175 4,273
MetLife Inc. 5.000% 6/15/15 6,875 7,634
MetLife Inc. 6.750% 6/1/16 3,800 4,543
Principal Financial Group Inc. 7.875% 5/15/14 4,680 5,205
4 Progressive Corp. 6.700% 6/15/67 3,775 4,020
Prudential Financial Inc. 4.750% 4/1/14 1,475 1,554
Prudential Financial Inc. 5.100% 9/20/14 1,325 1,432

 

 

Prudential Financial Inc. 3.875% 1/14/15 2,750 2,924
Prudential Financial Inc. 6.200% 1/15/15 4,700 5,203
Prudential Financial Inc. 4.750% 9/17/15 6,400 7,047
Prudential Financial Inc. 3.000% 5/12/16 4,515 4,753
4 Reinsurance Group of America Inc. 6.750% 12/15/65 2,800 2,702
Torchmark Corp. 6.375% 6/15/16 1,250 1,417
Transatlantic Holdings Inc. 5.750% 12/14/15 3,275 3,610
Travelers Cos. Inc. 5.500% 12/1/15 4,100 4,638
Travelers Cos. Inc. 6.250% 6/20/16 1,325 1,562
UnitedHealth Group Inc. 5.000% 8/15/14 4,975 5,376
UnitedHealth Group Inc. 1.875% 11/15/16 450 465
UnitedHealth Group Inc. 6.000% 6/15/17 2,775 3,371
Unum Group 7.125% 9/30/16 1,800 2,095
WellPoint Inc. 6.000% 2/15/14 1,700 1,820
WellPoint Inc. 5.000% 12/15/14 1,475 1,602
WellPoint Inc. 5.250% 1/15/16 6,775 7,596
WellPoint Inc. 5.875% 6/15/17 3,125 3,703
Willis Group Holdings plc 4.125% 3/15/16 2,525 2,685
Willis North America Inc. 5.625% 7/15/15 1,900 2,058
Willis North America Inc. 6.200% 3/28/17 2,200 2,508
XL Group plc 5.250% 9/15/14 1,455 1,557
 
Other Finance (0.1%)        
CME Group Inc. 5.750% 2/15/14 2,000 2,138
NASDAQ OMX Group Inc. 4.000% 1/15/15 1,750 1,833
ORIX Corp. 4.710% 4/27/15 750 797
ORIX Corp. 5.000% 1/12/16 4,590 4,965
ORIX Corp. 3.750% 3/9/17 3,450 3,569
 
Real Estate Investment Trusts (0.4%)        
Arden Realty LP 5.250% 3/1/15 1,250 1,356
AvalonBay Communities Inc. 5.750% 9/15/16 1,250 1,441
BioMed Realty LP 3.850% 4/15/16 2,500 2,636
Brandywine Operating Partnership LP 6.000% 4/1/16 2,074 2,271
Brandywine Operating Partnership LP 5.700% 5/1/17 3,475 3,857
BRE Properties Inc. 5.500% 3/15/17 2,175 2,463
CommonWealth REIT 6.250% 8/15/16 1,700 1,859
CommonWealth REIT 6.250% 6/15/17 2,200 2,419
Digital Realty Trust LP 4.500% 7/15/15 5,225 5,591
Duke Realty LP 7.375% 2/15/15 2,700 3,029
ERP Operating LP 5.250% 9/15/14 1,430 1,545
ERP Operating LP 6.584% 4/13/15 820 927
ERP Operating LP 5.125% 3/15/16 2,000 2,254
ERP Operating LP 5.375% 8/1/16 475 544
ERP Operating LP 5.750% 6/15/17 4,507 5,363
HCP Inc. 5.650% 12/15/13 2,250 2,376
HCP Inc. 2.700% 2/1/14 975 997
HCP Inc. 3.750% 2/1/16 4,600 4,891
Health Care REIT Inc. 6.000% 11/15/13 2,775 2,928
Health Care REIT Inc. 3.625% 3/15/16 4,950 5,224
Health Care REIT Inc. 6.200% 6/1/16 925 1,042
Healthcare Realty Trust Inc. 5.125% 4/1/14 1,400 1,476
Hospitality Properties Trust 7.875% 8/15/14 1,775 1,919
Hospitality Properties Trust 5.625% 3/15/17 2,575 2,792
Kilroy Realty LP 5.000% 11/3/15 2,325 2,532
Kimco Realty Corp. 5.783% 3/15/16 1,025 1,149
Kimco Realty Corp. 5.700% 5/1/17 1,500 1,728

 

 

Liberty Property LP 5.125% 3/2/15 4,500 4,819
ProLogis LP 7.625% 8/15/14 1,400 1,541
ProLogis LP 4.500% 8/15/17 200 216
Regency Centers LP 5.250% 8/1/15 3,200 3,483
Senior Housing Properties Trust 4.300% 1/15/16 1,000 1,033
Simon Property Group LP 6.750% 5/15/14 6,550 7,059
Simon Property Group LP 4.200% 2/1/15 5,900 6,300
Simon Property Group LP 5.250% 12/1/16 2,225 2,560
Simon Property Group LP 2.800% 1/30/17 4,500 4,714
Ventas Realty LP / Ventas Capital Corp. 3.125% 11/30/15 1,100 1,147
Vornado Realty LP 4.250% 4/1/15 1,000 1,056
        2,381,612
Industrial (10.1%)        
Basic Industry (0.9%)        
Air Products & Chemicals Inc. 2.000% 8/2/16 3,975 4,151
Airgas Inc. 4.500% 9/15/14 1,525 1,629
Airgas Inc. 3.250% 10/1/15 2,950 3,138
Alcoa Inc. 5.550% 2/1/17 3,850 4,323
ArcelorMittal 9.250% 2/15/15 5,600 6,216
ArcelorMittal 4.000% 2/25/15 2,125 2,125
ArcelorMittal 4.000% 8/5/15 575 575
ArcelorMittal 4.000% 3/1/16 4,500 4,450
ArcelorMittal 4.750% 2/25/17 6,700 6,549
ArcelorMittal USA LLC 6.500% 4/15/14 1,000 1,042
Barrick Gold Corp. 1.750% 5/30/14 2,250 2,284
Barrick Gold Corp. 2.900% 5/30/16 5,230 5,492
BHP Billiton Finance USA Ltd. 4.800% 4/15/13 3,000 3,072
BHP Billiton Finance USA Ltd. 5.500% 4/1/14 8,525 9,148
BHP Billiton Finance USA Ltd. 1.000% 2/24/15 3,250 3,282
BHP Billiton Finance USA Ltd. 1.625% 2/24/17 15,150 15,486
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 1,675 1,952
Celulosa Arauco y Constitucion SA 5.625% 4/20/15 3,475 3,753
Dow Chemical Co. 7.600% 5/15/14 12,175 13,445
Dow Chemical Co. 5.900% 2/15/15 3,950 4,400
Dow Chemical Co. 2.500% 2/15/16 2,000 2,089
Eastman Chemical Co. 3.000% 12/15/15 1,025 1,080
Eastman Chemical Co. 2.400% 6/1/17 4,100 4,274
Ecolab Inc. 2.375% 12/8/14 1,800 1,869
Ecolab Inc. 1.000% 8/9/15 1,525 1,535
Ecolab Inc. 3.000% 12/8/16 7,000 7,543
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 2,731
EI du Pont de Nemours & Co. 2.750% 4/1/16 2,000 2,137
EI du Pont de Nemours & Co. 5.250% 12/15/16 5,590 6,551
Freeport-McMoRan Copper & Gold Inc. 1.400% 2/13/15 125 126
Freeport-McMoRan Copper & Gold Inc. 2.150% 3/1/17 1,875 1,902
Georgia-Pacific LLC 7.700% 6/15/15 1,250 1,445
ICI Wilmington Inc. 5.625% 12/1/13 1,600 1,672
International Paper Co. 7.400% 6/15/14 3,000 3,289
International Paper Co. 5.300% 4/1/15 2,500 2,728
International Paper Co. 5.250% 4/1/16 2,950 3,247
Lubrizol Corp. 5.500% 10/1/14 1,850 2,031
Monsanto Co. 2.750% 4/15/16 1,250 1,335
Plum Creek Timberlands LP 5.875% 11/15/15 1,650 1,820
Potash Corp. of Saskatchewan Inc. 3.750% 9/30/15 5,000 5,420
PPG Industries Inc. 1.900% 1/15/16 3,675 3,810
Praxair Inc. 4.375% 3/31/14 1,125 1,189

 

 

Praxair Inc. 5.250% 11/15/14 2,750 3,017
Praxair Inc. 4.625% 3/30/15 1,625 1,788
Praxair Inc. 5.375% 11/1/16 700 820
Praxair Inc. 5.200% 3/15/17 1,250 1,466
Rio Tinto Alcan Inc. 5.200% 1/15/14 700 739
Rio Tinto Finance USA Ltd. 8.950% 5/1/14 17,650 19,885
Rio Tinto Finance USA Ltd. 2.500% 5/20/16 2,025 2,119
Rio Tinto Finance USA Ltd. 2.250% 9/20/16 1,700 1,766
Rio Tinto Finance USA plc 1.125% 3/20/15 2,550 2,569
Rio Tinto Finance USA plc 2.000% 3/22/17 7,700 7,864
Rio Tinto Finance USA plc 1.625% 8/21/17 2,500 2,507
Sherwin-Williams Co. 3.125% 12/15/14 1,900 2,003
Teck Resources Ltd. 3.150% 1/15/17 3,575 3,705
Vale Canada Ltd. 5.700% 10/15/15 1,125 1,246
Vale Overseas Ltd. 6.250% 1/11/16 5,125 5,773
Vale Overseas Ltd. 6.250% 1/23/17 9,500 10,994
Xstrata Canada Corp. 6.000% 10/15/15 1,525 1,698
 
Capital Goods (0.8%)        
3M Co. 1.375% 9/29/16 5,650 5,805
3 ADT Corp. 2.250% 7/15/17 1,475 1,505
Bemis Co. Inc. 5.650% 8/1/14 2,875 3,106
Black & Decker Corp. 5.750% 11/15/16 525 612
Boeing Capital Corp. 3.250% 10/27/14 7,525 7,945
Boeing Capital Corp. 2.125% 8/15/16 575 606
Boeing Co. 5.000% 3/15/14 300 320
Boeing Co. 3.500% 2/15/15 3,325 3,570
Boeing Co. 3.750% 11/20/16 700 781
Caterpillar Financial Services Corp. 6.200% 9/30/13 2,350 2,486
Caterpillar Financial Services Corp. 6.125% 2/17/14 35,500 38,246
Caterpillar Financial Services Corp. 4.625% 6/1/15 2,000 2,204
Caterpillar Financial Services Corp. 2.650% 4/1/16 1,725 1,826
Caterpillar Financial Services Corp. 2.050% 8/1/16 1,650 1,721
Caterpillar Inc. 0.950% 6/26/15 1,125 1,134
Caterpillar Inc. 5.700% 8/15/16 300 354
Caterpillar Inc. 1.500% 6/26/17 2,125 2,169
Cooper US Inc. 5.250% 11/15/12 5,250 5,282
Cooper US Inc. 2.375% 1/15/16 2,500 2,582
CRH America Inc. 5.300% 10/15/13 2,075 2,163
CRH America Inc. 4.125% 1/15/16 8,500 8,836
CRH America Inc. 6.000% 9/30/16 3,900 4,344
Danaher Corp. 2.300% 6/23/16 1,500 1,579
Deere & Co. 6.950% 4/25/14 1,325 1,460
Embraer Overseas Ltd. 6.375% 1/24/17 825 930
General Dynamics Corp. 5.250% 2/1/14 6,100 6,484
General Dynamics Corp. 1.375% 1/15/15 6,000 6,117
Harsco Corp. 2.700% 10/15/15 3,200 3,221
Honeywell International Inc. 3.875% 2/15/14 5,400 5,654
Illinois Tool Works Inc. 5.150% 4/1/14 3,775 4,038
Ingersoll-Rand Global Holding Co. Ltd. 9.500% 4/15/14 6,700 7,555
John Deere Capital Corp. 1.600% 3/3/14 1,600 1,627
John Deere Capital Corp. 2.950% 3/9/15 18,275 19,286
John Deere Capital Corp. 0.875% 4/17/15 9,175 9,237
John Deere Capital Corp. 1.850% 9/15/16 4,000 4,118
Joy Global Inc. 6.000% 11/15/16 875 1,008
L-3 Communications Corp. 3.950% 11/15/16 2,050 2,228
Lockheed Martin Corp. 2.125% 9/15/16 7,100 7,401

 

 

Northrop Grumman Corp. 3.700% 8/1/14 300 316
Northrop Grumman Corp. 1.850% 11/15/15 3,975 4,098
Owens Corning 6.500% 12/1/16 5,104 5,745
Raytheon Co. 1.400% 12/15/14 1,100 1,120
Raytheon Co. 1.625% 10/15/15 2,000 2,055
United Technologies Corp. 4.875% 5/1/15 2,300 2,554
United Technologies Corp. 1.200% 6/1/15 10,415 10,612
United Technologies Corp. 1.800% 6/1/17 7,525 7,807
Waste Management Inc. 5.000% 3/15/14 2,075 2,199
Waste Management Inc. 6.375% 3/11/15 1,600 1,803
Waste Management Inc. 2.600% 9/1/16 2,500 2,627
 
Communication (1.6%)        
America Movil SAB de CV 5.500% 3/1/14 2,500 2,661
America Movil SAB de CV 5.750% 1/15/15 5,938 6,576
America Movil SAB de CV 3.625% 3/30/15 6,600 7,047
America Movil SAB de CV 2.375% 9/8/16 5,550 5,774
American Tower Corp. 4.625% 4/1/15 3,709 3,987
AT&T Inc. 5.100% 9/15/14 20,150 21,924
AT&T Inc. 2.500% 8/15/15 16,875 17,768
AT&T Inc. 2.950% 5/15/16 5,725 6,157
AT&T Inc. 5.625% 6/15/16 4,850 5,683
AT&T Inc. 1.600% 2/15/17 8,425 8,638
AT&T Inc. 1.700% 6/1/17 3,500 3,599
BellSouth Corp. 5.200% 9/15/14 200 217
British Telecommunications plc 2.000% 6/22/15 1,400 1,437
CBS Corp. 1.950% 7/1/17 1,925 1,973
Cellco Partnership / Verizon Wireless Capital        
LLC 7.375% 11/15/13 6,005 6,454
Cellco Partnership / Verizon Wireless Capital        
LLC 5.550% 2/1/14 20,200 21,497
CenturyLink Inc. 5.000% 2/15/15 700 742
CenturyLink Inc. 6.000% 4/1/17 1,650 1,849
Comcast Cable Communications LLC 8.875% 5/1/17 900 1,181
Comcast Corp. 5.300% 1/15/14 5,000 5,297
Comcast Corp. 6.500% 1/15/15 500 564
Comcast Corp. 5.850% 11/15/15 10,000 11,520
Comcast Corp. 5.900% 3/15/16 8,525 9,924
Comcast Corp. 4.950% 6/15/16 2,175 2,476
Comcast Corp. 6.500% 1/15/17 1,425 1,732
COX Communications Inc. 5.450% 12/15/14 5,529 6,085
COX Communications Inc. 5.500% 10/1/15 1,775 2,021
Deutsche Telekom International Finance BV 4.875% 7/8/14 2,675 2,854
Deutsche Telekom International Finance BV 5.750% 3/23/16 3,150 3,601
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.750% 10/1/14 1,875 2,015
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.550% 3/15/15 15,600 16,508
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.500% 3/1/16 6,875 7,334
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 2.400% 3/15/17 5,800 5,954
Embarq Corp. 7.082% 6/1/16 9,275 10,947
France Telecom SA 4.375% 7/8/14 10,575 11,172
France Telecom SA 2.125% 9/16/15 600 618
France Telecom SA 2.750% 9/14/16 2,050 2,139
NBCUniversal Media LLC 2.100% 4/1/14 5,000 5,104

 

 

NBCUniversal Media LLC 3.650% 4/30/15 1,250 1,342
NBCUniversal Media LLC 2.875% 4/1/16 9,250 9,836
News America Inc. 5.300% 12/15/14 1,450 1,596
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 2,325 2,357
Omnicom Group Inc. 5.900% 4/15/16 4,115 4,753
Qwest Corp. 6.500% 6/1/17 4,150 4,905
Reed Elsevier Capital Inc. 7.750% 1/15/14 3,900 4,228
Rogers Communications Inc. 6.375% 3/1/14 4,000 4,321
Rogers Communications Inc. 5.500% 3/15/14 2,150 2,299
Telecom Italia Capital SA 5.250% 11/15/13 1,925 1,990
Telecom Italia Capital SA 6.175% 6/18/14 14,005 14,731
Telecom Italia Capital SA 4.950% 9/30/14 7,014 7,272
Telecom Italia Capital SA 5.250% 10/1/15 2,000 2,107
Telefonica Emisiones SAU 4.949% 1/15/15 1,550 1,585
Telefonica Emisiones SAU 3.729% 4/27/15 5,825 5,828
Telefonica Emisiones SAU 3.992% 2/16/16 12,500 12,417
Thomson Reuters Corp. 5.700% 10/1/14 7,250 7,933
Time Warner Cable Inc. 7.500% 4/1/14 8,300 9,113
Time Warner Cable Inc. 3.500% 2/1/15 1,125 1,196
Time Warner Cable Inc. 5.850% 5/1/17 6,400 7,619
Verizon Communications Inc. 1.950% 3/28/14 16,180 16,555
Verizon Communications Inc. 5.550% 2/15/16 3,000 3,474
Verizon Communications Inc. 3.000% 4/1/16 9,500 10,244
Verizon Communications Inc. 2.000% 11/1/16 2,325 2,429
Vodafone Group plc 4.150% 6/10/14 12,225 12,943
Vodafone Group plc 3.375% 11/24/15 3,550 3,826
Vodafone Group plc 5.750% 3/15/16 5,250 6,063
Vodafone Group plc 5.625% 2/27/17 8,000 9,518
Vodafone Group plc 1.625% 3/20/17 5,200 5,315
Vodafone Group plc 1.250% 9/26/17 4,250 4,255
WPP Finance UK 8.000% 9/15/14 4,075 4,556
 
Consumer Cyclical (1.5%)        
AutoZone Inc. 6.500% 1/15/14 5,000 5,351
Costco Wholesale Corp. 5.500% 3/15/17 2,225 2,689
CVS Caremark Corp. 4.875% 9/15/14 4,725 5,094
CVS Caremark Corp. 3.250% 5/18/15 8,400 8,935
CVS Caremark Corp. 6.125% 8/15/16 1,000 1,187
CVS Caremark Corp. 5.750% 6/1/17 5,330 6,427
Daimler Finance North America LLC 6.500% 11/15/13 4,850 5,169
3 Daimler Finance North America LLC 2.625% 9/15/16 975 1,011
eBay Inc. 0.875% 10/15/13 1,975 1,986
eBay Inc. 1.625% 10/15/15 1,975 2,040
eBay Inc. 1.350% 7/15/17 4,475 4,526
Ford Motor Credit Co. LLC 7.000% 10/1/13 10,125 10,709
Ford Motor Credit Co. LLC 8.000% 6/1/14 8,900 9,826
Ford Motor Credit Co. LLC 8.700% 10/1/14 4,200 4,757
Ford Motor Credit Co. LLC 3.875% 1/15/15 14,725 15,353
Ford Motor Credit Co. LLC 7.000% 4/15/15 5,075 5,682
Ford Motor Credit Co. LLC 2.750% 5/15/15 4,200 4,276
Ford Motor Credit Co. LLC 12.000% 5/15/15 2,150 2,670
Ford Motor Credit Co. LLC 5.625% 9/15/15 6,200 6,793
Ford Motor Credit Co. LLC 4.207% 4/15/16 12,700 13,446
Ford Motor Credit Co. LLC 3.984% 6/15/16 2,250 2,360
Ford Motor Credit Co. LLC 8.000% 12/15/16 5,300 6,369
Ford Motor Credit Co. LLC 4.250% 2/3/17 5,325 5,641
Ford Motor Credit Co. LLC 3.000% 6/12/17 1,550 1,576

 

 

Ford Motor Credit Co. LLC 6.625% 8/15/17 5,800 6,727
Home Depot Inc. 5.250% 12/16/13 4,625 4,894
Home Depot Inc. 5.400% 3/1/16 15,725 18,209
Hyatt Hotels Corp. 3.875% 8/15/16 1,075 1,141
Johnson Controls Inc. 1.750% 3/1/14 5,000 5,080
Johnson Controls Inc. 5.500% 1/15/16 1,300 1,479
Johnson Controls Inc. 2.600% 12/1/16 800 841
Lowe's Cos. Inc. 5.400% 10/15/16 4,525 5,262
Macy's Retail Holdings Inc. 7.875% 7/15/15 10,125 11,901
Macy's Retail Holdings Inc. 5.900% 12/1/16 5,700 6,656
Marriott International Inc. 6.200% 6/15/16 1,400 1,612
Marriott International Inc. 6.375% 6/15/17 1,275 1,516
McDonald's Corp. 0.750% 5/29/15 3,000 3,026
Nordstrom Inc. 6.750% 6/1/14 1,150 1,267
PACCAR Financial Corp. 1.050% 6/5/15 1,300 1,312
PACCAR Financial Corp. 1.600% 3/15/17 1,125 1,147
PACCAR Inc. 6.875% 2/15/14 4,450 4,827
Staples Inc. 9.750% 1/15/14 13,325 14,707
Starbucks Corp. 6.250% 8/15/17 1,250 1,527
Target Corp. 1.125% 7/18/14 1,050 1,064
Target Corp. 5.875% 7/15/16 3,225 3,821
Target Corp. 5.375% 5/1/17 850 1,015
Time Warner Inc. 3.150% 7/15/15 8,900 9,489
Toyota Motor Credit Corp. 1.000% 2/17/15 5,325 5,372
Toyota Motor Credit Corp. 3.200% 6/17/15 11,200 11,948
Toyota Motor Credit Corp. 0.875% 7/17/15 6,475 6,505
Toyota Motor Credit Corp. 2.800% 1/11/16 7,225 7,663
Toyota Motor Credit Corp. 2.050% 1/12/17 9,000 9,346
Viacom Inc. 4.375% 9/15/14 600 642
Viacom Inc. 1.250% 2/27/15 1,200 1,212
Viacom Inc. 4.250% 9/15/15 300 328
Viacom Inc. 6.250% 4/30/16 7,500 8,828
Viacom Inc. 2.500% 12/15/16 1,425 1,502
Viacom Inc. 3.500% 4/1/17 2,850 3,114
Wal-Mart Stores Inc. 1.625% 4/15/14 9,450 9,628
Wal-Mart Stores Inc. 3.200% 5/15/14 19,169 20,061
Wal-Mart Stores Inc. 2.875% 4/1/15 4,530 4,805
Wal-Mart Stores Inc. 2.250% 7/8/15 4,250 4,449
Wal-Mart Stores Inc. 1.500% 10/25/15 9,975 10,261
Walgreen Co. 1.000% 3/13/15 2,150 2,159
Walgreen Co. 1.800% 9/15/17 3,250 3,283
Walt Disney Co. 4.500% 12/15/13 325 341
Walt Disney Co. 6.200% 6/20/14 3,000 3,293
Walt Disney Co. 0.875% 12/1/14 9,950 10,057
Walt Disney Co. 1.350% 8/16/16 3,300 3,382
Walt Disney Co. 1.125% 2/15/17 6,000 6,082
Western Union Co. 6.500% 2/26/14 3,350 3,618
Western Union Co. 5.930% 10/1/16 2,150 2,533
Wyndham Worldwide Corp. 2.950% 3/1/17 3,475 3,504
 
Consumer Noncyclical (2.8%)        
Abbott Laboratories 2.700% 5/27/15 3,900 4,130
Abbott Laboratories 5.875% 5/15/16 10,975 12,928
Altria Group Inc. 8.500% 11/10/13 1,355 1,471
Altria Group Inc. 7.750% 2/6/14 9,500 10,381
Altria Group Inc. 4.125% 9/11/15 9,425 10,332
AmerisourceBergen Corp. 5.875% 9/15/15 2,175 2,489

 

 

Amgen Inc. 1.875% 11/15/14 650 669
Amgen Inc. 4.850% 11/18/14 7,325 7,963
Amgen Inc. 2.300% 6/15/16 7,300 7,629
Amgen Inc. 2.500% 11/15/16 625 658
Amgen Inc. 2.125% 5/15/17 6,375 6,588
Amgen Inc. 5.850% 6/1/17 6,925 8,271
Anheuser-Busch InBev Worldwide Inc. 3.000% 10/15/12 7,375 7,382
Anheuser-Busch InBev Worldwide Inc. 1.500% 7/14/14 125 127
Anheuser-Busch InBev Worldwide Inc. 5.375% 11/15/14 1,200 1,319
Anheuser-Busch InBev Worldwide Inc. 4.125% 1/15/15 7,550 8,116
Anheuser-Busch InBev Worldwide Inc. 0.800% 7/15/15 5,000 5,024
Anheuser-Busch InBev Worldwide Inc. 2.875% 2/15/16 9,800 10,459
Anheuser-Busch InBev Worldwide Inc. 1.375% 7/15/17 8,925 9,037
Archer-Daniels-Midland Co. 8.375% 4/15/17 625 805
Baxter International Inc. 4.000% 3/1/14 1,650 1,731
Baxter International Inc. 4.625% 3/15/15 2,750 3,018
Baxter International Inc. 5.900% 9/1/16 3,300 3,932
Beam Inc. 6.375% 6/15/14 2,449 2,672
Beam Inc. 1.875% 5/15/17 875 897
Boston Scientific Corp. 4.500% 1/15/15 1,300 1,390
Boston Scientific Corp. 6.250% 11/15/15 8,000 9,091
Boston Scientific Corp. 6.400% 6/15/16 6,000 6,970
Boston Scientific Corp. 5.125% 1/12/17 1,850 2,068
Bottling Group LLC 5.000% 11/15/13 1,500 1,578
Bottling Group LLC 6.950% 3/15/14 9,325 10,188
Bristol-Myers Squibb Co. 0.875% 8/1/17 5,750 5,688
Brown-Forman Corp. 5.000% 2/1/14 290 307
Brown-Forman Corp. 2.500% 1/15/16 625 659
Bunge Ltd. Finance Corp. 5.350% 4/15/14 5,850 6,141
Bunge Ltd. Finance Corp. 5.100% 7/15/15 1,925 2,080
Bunge Ltd. Finance Corp. 4.100% 3/15/16 1,375 1,468
Bunge Ltd. Finance Corp. 3.200% 6/15/17 3,475 3,641
Campbell Soup Co. 3.050% 7/15/17 1,975 2,129
Cardinal Health Inc. 4.000% 6/15/15 1,875 2,024
CareFusion Corp. 5.125% 8/1/14 5,975 6,395
Celgene Corp. 2.450% 10/15/15 1,600 1,661
Celgene Corp. 1.900% 8/15/17 2,150 2,179
Church & Dwight Co. Inc. 3.350% 12/15/15 1,225 1,298
Clorox Co. 5.000% 1/15/15 3,700 4,034
Coca-Cola Co. 0.750% 11/15/13 11,100 11,153
Coca-Cola Co. 3.625% 3/15/14 3,075 3,218
Coca-Cola Co. 1.500% 11/15/15 6,400 6,591
Coca-Cola Co. 1.800% 9/1/16 2,300 2,398
Coca-Cola Enterprises Inc. 2.125% 9/15/15 5,900 6,074
Coca-Cola HBC Finance BV 5.500% 9/17/15 2,000 2,161
Coca-Cola Refreshments USA Inc. 7.375% 3/3/14 5,375 5,889
Coca-Cola Refreshments USA Inc. 4.250% 3/1/15 1,700 1,844
Colgate-Palmolive Co. 0.600% 11/15/14 3,800 3,818
Colgate-Palmolive Co. 2.625% 5/1/17 3,085 3,315
ConAgra Foods Inc. 5.875% 4/15/14 450 485
Delhaize Group SA 5.875% 2/1/14 400 421
Delhaize Group SA 6.500% 6/15/17 1,600 1,784
DENTSPLY International Inc. 2.750% 8/15/16 1,500 1,551
Diageo Capital plc 5.500% 9/30/16 4,000 4,685
Diageo Capital plc 1.500% 5/11/17 4,925 5,012
Diageo Finance BV 5.300% 10/28/15 3,075 3,488
Dr Pepper Snapple Group Inc. 2.900% 1/15/16 4,600 4,875

 

 

Eli Lilly & Co. 4.200% 3/6/14 2,425 2,556
Eli Lilly & Co. 5.200% 3/15/17 3,650 4,311
Express Scripts Holding Co. 6.250% 6/15/14 7,250 7,898
3 Express Scripts Holding Co. 2.100% 2/12/15 9,100 9,300
Express Scripts Holding Co. 3.125% 5/15/16 100 107
3 Express Scripts Holding Co. 2.650% 2/15/17 10,300 10,819
Genentech Inc. 4.750% 7/15/15 5,000 5,549
General Mills Inc. 5.200% 3/17/15 13,450 14,902
General Mills Inc. 5.700% 2/15/17 100 119
Gilead Sciences Inc. 2.400% 12/1/14 1,050 1,087
Gilead Sciences Inc. 3.050% 12/1/16 1,050 1,129
GlaxoSmithKline Capital Inc. 4.375% 4/15/14 7,800 8,274
GlaxoSmithKline Capital plc 1.500% 5/8/17 7,750 7,883
Hasbro Inc. 6.125% 5/15/14 3,000 3,247
Hasbro Inc. 6.300% 9/15/17 375 440
Hershey Co. 5.450% 9/1/16 700 812
Hershey Co. 1.500% 11/1/16 3,225 3,321
HJ Heinz Co. 2.000% 9/12/16 1,800 1,869
HJ Heinz Co. 1.500% 3/1/17 600 609
Hospira Inc. 5.900% 6/15/14 675 725
Hospira Inc. 6.050% 3/30/17 1,000 1,154
Ingredion Inc. 3.200% 11/1/15 350 369
Johnson & Johnson 1.200% 5/15/14 7,375 7,484
Johnson & Johnson 5.550% 8/15/17 225 275
Kellogg Co. 5.125% 12/3/12 2,700 2,723
Kellogg Co. 1.875% 11/17/16 6,000 6,183
Kellogg Co. 1.750% 5/17/17 325 332
Kimberly-Clark Corp. 4.875% 8/15/15 175 196
Kimberly-Clark Corp. 6.125% 8/1/17 6,625 8,216
3 Kraft Foods Group Inc. 1.625% 6/4/15 2,000 2,031
3 Kraft Foods Group Inc. 2.250% 6/5/17 2,800 2,900
Mondelez International Inc. 5.250% 10/1/13 3,200 3,342
Mondelez International Inc. 6.750% 2/19/14 7,450 8,069
Mondelez International Inc. 4.125% 2/9/16 10,000 11,001
Mondelez International Inc. 6.500% 8/11/17 4,300 5,291
Kroger Co. 7.500% 1/15/14 14,400 15,626
Kroger Co. 3.900% 10/1/15 500 543
Kroger Co. 2.200% 1/15/17 1,075 1,101
Laboratory Corp. of America Holdings 2.200% 8/23/17 3,025 3,092
Life Technologies Corp. 4.400% 3/1/15 4,475 4,781
Life Technologies Corp. 3.500% 1/15/16 5,725 6,023
Lorillard Tobacco Co. 3.500% 8/4/16 2,150 2,281
Mattel Inc. 2.500% 11/1/16 1,150 1,203
McKesson Corp. 6.500% 2/15/14 1,465 1,578
McKesson Corp. 3.250% 3/1/16 7,500 8,058
Mead Johnson Nutrition Co. 3.500% 11/1/14 5,225 5,440
Medco Health Solutions Inc. 2.750% 9/15/15 7,575 7,918
Medtronic Inc. 4.500% 3/15/14 1,975 2,089
Medtronic Inc. 3.000% 3/15/15 5,300 5,606
Medtronic Inc. 2.625% 3/15/16 2,500 2,656
Merck & Co. Inc. 5.300% 12/1/13 4,375 4,622
Merck & Co. Inc. 4.750% 3/1/15 4,875 5,373
Merck & Co. Inc. 2.250% 1/15/16 18,300 19,240
Molson Coors Brewing Co. 2.000% 5/1/17 250 258
Novartis Capital Corp. 4.125% 2/10/14 7,450 7,816
Novartis Capital Corp. 2.900% 4/24/15 13,125 13,920
PepsiAmericas Inc. 4.375% 2/15/14 1,675 1,765

 

 

PepsiAmericas Inc. 4.875% 1/15/15 1,525 1,674
PepsiCo Inc. 3.750% 3/1/14 23,225 24,294
PepsiCo Inc. 3.100% 1/15/15 2,900 3,067
PepsiCo Inc. 2.500% 5/10/16 5,000 5,291
Pfizer Inc. 4.500% 2/15/14 925 977
Pfizer Inc. 5.350% 3/15/15 19,850 22,179
Philip Morris International Inc. 6.875% 3/17/14 1,825 1,997
Philip Morris International Inc. 2.500% 5/16/16 6,000 6,349
Philip Morris International Inc. 1.625% 3/20/17 225 231
Philip Morris International Inc. 1.125% 8/21/17 6,025 6,022
Procter & Gamble Co. 0.700% 8/15/14 7,000 7,045
Procter & Gamble Co. 3.500% 2/15/15 3,525 3,771
Procter & Gamble Co. 1.800% 11/15/15 5,075 5,270
Procter & Gamble Co. 4.850% 12/15/15 4,500 5,089
Procter & Gamble Co. 1.450% 8/15/16 3,450 3,545
Quest Diagnostics Inc. 3.200% 4/1/16 2,100 2,226
Reynolds American Inc. 7.625% 6/1/16 375 452
Reynolds American Inc. 6.750% 6/15/17 4,725 5,730
Safeway Inc. 6.250% 3/15/14 12,925 13,786
Sanofi 1.625% 3/28/14 1,175 1,196
Sanofi 1.200% 9/30/14 3,750 3,805
Sanofi 2.625% 3/29/16 10,050 10,660
St. Jude Medical Inc. 3.750% 7/15/14 2,950 3,111
Stryker Corp. 3.000% 1/15/15 1,500 1,581
Stryker Corp. 2.000% 9/30/16 3,075 3,202
Teva Pharmaceutical Finance Co. BV 2.400% 11/10/16 2,750 2,896
Teva Pharmaceutical Finance II BV / Teva        
Pharmaceutical Finance III LLC 3.000% 6/15/15 7,100 7,545
Teva Pharmaceutical Finance IV LLC 1.700% 11/10/14 1,825 1,868
Thermo Fisher Scientific Inc. 2.050% 2/21/14 150 153
Thermo Fisher Scientific Inc. 3.250% 11/20/14 1,275 1,342
Thermo Fisher Scientific Inc. 3.200% 5/1/15 1,600 1,693
Thermo Fisher Scientific Inc. 3.200% 3/1/16 3,300 3,519
Thermo Fisher Scientific Inc. 2.250% 8/15/16 8,000 8,308
Unilever Capital Corp. 3.650% 2/15/14 1,350 1,411
Unilever Capital Corp. 0.450% 7/30/15 1,150 1,147
Unilever Capital Corp. 0.850% 8/2/17 1,075 1,065
Watson Pharmaceuticals Inc. 5.000% 8/15/14 4,000 4,293
Whirlpool Corp. 5.500% 3/1/13 4,225 4,309
Whirlpool Corp. 8.600% 5/1/14 1,100 1,223
Wyeth LLC 5.500% 2/1/14 2,950 3,153
Wyeth LLC 5.500% 2/15/16 5,600 6,494
Wyeth LLC 5.450% 4/1/17 900 1,073
Zimmer Holdings Inc. 1.400% 11/30/14 1,075 1,082
 
Energy (1.1%)        
Anadarko Petroleum Corp. 7.625% 3/15/14 14,175 15,484
Anadarko Petroleum Corp. 5.750% 6/15/14 900 967
Anadarko Petroleum Corp. 6.375% 9/15/17 7,250 8,751
Apache Corp. 1.750% 4/15/17 7,050 7,298
BP Capital Markets plc 5.250% 11/7/13 11,350 11,939
BP Capital Markets plc 3.625% 5/8/14 8,950 9,387
BP Capital Markets plc 1.700% 12/5/14 4,275 4,383
BP Capital Markets plc 3.875% 3/10/15 10,925 11,733
BP Capital Markets plc 3.125% 10/1/15 14,525 15,493
BP Capital Markets plc 3.200% 3/11/16 10,300 11,051
BP Capital Markets plc 1.846% 5/5/17 2,000 2,043

 

 

Canadian Natural Resources Ltd. 1.450% 11/14/14 1,300 1,321
Canadian Natural Resources Ltd. 4.900% 12/1/14 550 599
Canadian Natural Resources Ltd. 6.000% 8/15/16 4,000 4,729
Canadian Natural Resources Ltd. 5.700% 5/15/17 4,075 4,838
Cenovus Energy Inc. 4.500% 9/15/14 2,950 3,165
Chevron Corp. 3.950% 3/3/14 9,425 9,895
ConocoPhillips 4.750% 2/1/14 3,951 4,174
ConocoPhillips 4.600% 1/15/15 11,600 12,663
Devon Energy Corp. 2.400% 7/15/16 1,800 1,880
Devon Energy Corp. 1.875% 5/15/17 4,350 4,437
Diamond Offshore Drilling Inc. 5.150% 9/1/14 2,000 2,171
Encana Corp. 4.750% 10/15/13 1,125 1,169
EnCana Holdings Finance Corp. 5.800% 5/1/14 3,550 3,809
Ensco plc 3.250% 3/15/16 6,400 6,836
EOG Resources Inc. 6.125% 10/1/13 1,200 1,266
EOG Resources Inc. 2.950% 6/1/15 1,525 1,613
FMC Technologies Inc. 2.000% 10/1/17 650 656
Husky Energy Inc. 5.900% 6/15/14 2,425 2,632
Marathon Petroleum Corp. 3.500% 3/1/16 3,550 3,778
Noble Holding International Ltd. 3.450% 8/1/15 5,100 5,388
Noble Holding International Ltd. 2.500% 3/15/17 700 719
Occidental Petroleum Corp. 1.450% 12/13/13 3,750 3,799
Occidental Petroleum Corp. 2.500% 2/1/16 2,200 2,328
Occidental Petroleum Corp. 4.125% 6/1/16 2,800 3,125
Occidental Petroleum Corp. 1.750% 2/15/17 10,500 10,874
PC Financial Partnership 5.000% 11/15/14 2,000 2,170
Petrohawk Energy Corp. 10.500% 8/1/14 2,400 2,604
Petrohawk Energy Corp. 7.875% 6/1/15 2,400 2,502
3 Phillips 66 2.950% 5/1/17 5,800 6,135
Shell International Finance BV 4.000% 3/21/14 21,850 22,978
Shell International Finance BV 3.100% 6/28/15 1,950 2,085
Shell International Finance BV 3.250% 9/22/15 2,350 2,536
Shell International Finance BV 1.125% 8/21/17 4,350 4,371
Talisman Energy Inc. 5.125% 5/15/15 4,150 4,497
Total Capital Canada Ltd. 1.625% 1/28/14 2,600 2,645
Total Capital International SA 0.750% 1/25/16 3,200 3,210
Total Capital International SA 1.500% 2/17/17 3,500 3,562
Total Capital International SA 1.550% 6/28/17 6,650 6,771
Total Capital SA 3.000% 6/24/15 6,725 7,163
Total Capital SA 3.125% 10/2/15 100 107
Total Capital SA 2.300% 3/15/16 10,225 10,712
Transocean Inc. 4.950% 11/15/15 6,850 7,500
Transocean Inc. 5.050% 12/15/16 4,475 5,002
Valero Energy Corp. 4.500% 2/1/15 300 323
Valero Energy Corp. 6.125% 6/15/17 2,150 2,604
Weatherford International Inc. 6.350% 6/15/17 235 274
XTO Energy Inc. 6.250% 8/1/17 1,522 1,916
 
Other Industrial (0.0%)        
Yale University Connecticut GO 2.900% 10/15/14 1,825 1,916
 
Technology (1.2%)        
Adobe Systems Inc. 3.250% 2/1/15 2,925 3,085
Agilent Technologies Inc. 5.500% 9/14/15 3,180 3,578
Altera Corp. 1.750% 5/15/17 2,800 2,869
Amphenol Corp. 4.750% 11/15/14 2,775 2,976
Analog Devices Inc. 5.000% 7/1/14 850 916

 

 

Analog Devices Inc. 3.000% 4/15/16 2,000 2,154
Applied Materials Inc. 2.650% 6/15/16 2,500 2,644
Arrow Electronics Inc. 3.375% 11/1/15 4,200 4,391
Avnet Inc. 6.625% 9/15/16 1,400 1,596
Broadcom Corp. 1.500% 11/1/13 5,400 5,456
CA Inc. 6.125% 12/1/14 5,000 5,496
Cisco Systems Inc. 1.625% 3/14/14 20,000 20,381
Cisco Systems Inc. 2.900% 11/17/14 8,900 9,388
Cisco Systems Inc. 5.500% 2/22/16 5,750 6,688
Dell Inc. 2.100% 4/1/14 3,200 3,248
Dell Inc. 2.300% 9/10/15 1,100 1,143
Dell Inc. 3.100% 4/1/16 4,350 4,626
Dun & Bradstreet Corp. 2.875% 11/15/15 875 902
Equifax Inc. 4.450% 12/1/14 1,000 1,061
Fiserv Inc. 3.125% 6/15/16 675 710
Google Inc. 1.250% 5/19/14 50 51
Google Inc. 2.125% 5/19/16 5,575 5,874
Hewlett-Packard Co. 6.125% 3/1/14 7,450 7,959
Hewlett-Packard Co. 1.550% 5/30/14 2,250 2,261
Hewlett-Packard Co. 4.750% 6/2/14 8,300 8,754
Hewlett-Packard Co. 2.625% 12/9/14 5,375 5,520
Hewlett-Packard Co. 2.350% 3/15/15 3,850 3,921
Hewlett-Packard Co. 2.125% 9/13/15 7,825 7,942
Hewlett-Packard Co. 2.200% 12/1/15 6,350 6,470
Hewlett-Packard Co. 3.000% 9/15/16 8,600 8,900
Hewlett-Packard Co. 3.300% 12/9/16 2,775 2,893
Hewlett-Packard Co. 2.600% 9/15/17 5,200 5,218
IBM International Group Capital LLC 5.050% 10/22/12 7,400 7,418
Intel Corp. 1.950% 10/1/16 6,500 6,818
International Business Machines Corp. 1.250% 5/12/14 4,400 4,458
International Business Machines Corp. 0.875% 10/31/14 5,000 5,039
International Business Machines Corp. 0.550% 2/6/15 5,200 5,212
International Business Machines Corp. 2.000% 1/5/16 9,700 10,139
International Business Machines Corp. 1.950% 7/22/16 10,500 10,961
International Business Machines Corp. 5.700% 9/14/17 14,050 17,202
Juniper Networks Inc. 3.100% 3/15/16 500 523
Microsoft Corp. 2.950% 6/1/14 7,450 7,775
Microsoft Corp. 1.625% 9/25/15 14,300 14,803
Microsoft Corp. 2.500% 2/8/16 3,900 4,169
National Semiconductor Corp. 6.600% 6/15/17 2,575 3,223
Oracle Corp. 3.750% 7/8/14 11,400 12,061
Oracle Corp. 5.250% 1/15/16 3,189 3,669
Pitney Bowes Inc. 4.875% 8/15/14 2,025 2,124
Pitney Bowes Inc. 4.750% 1/15/16 5,150 5,504
Symantec Corp. 2.750% 9/15/15 3,375 3,504
Symantec Corp. 2.750% 6/15/17 525 540
Texas Instruments Inc. 1.375% 5/15/14 2,125 2,159
Texas Instruments Inc. 0.450% 8/3/15 1,300 1,297
Texas Instruments Inc. 2.375% 5/16/16 5,725 6,064
Tyco Electronics Group SA 1.600% 2/3/15 2,800 2,839
Xerox Corp. 8.250% 5/15/14 2,355 2,615
Xerox Corp. 4.250% 2/15/15 14,825 15,746
Xerox Corp. 6.400% 3/15/16 3,000 3,434
 
Transportation (0.2%)        
Burlington Northern Santa Fe LLC 5.650% 5/1/17 3,350 3,999
Canadian National Railway Co. 5.800% 6/1/16 1,250 1,465

 

 

Canadian National Railway Co. 1.450% 12/15/16 1,425 1,456
CSX Corp. 6.250% 4/1/15 4,625 5,246
CSX Corp. 5.600% 5/1/17 2,400 2,824
JB Hunt Transport Services Inc. 3.375% 9/15/15 3,100 3,207
Norfolk Southern Corp. 5.257% 9/17/14 1,250 1,359
Norfolk Southern Corp. 5.750% 1/15/16 3,697 4,239
Norfolk Southern Corp. 7.700% 5/15/17 1,600 2,021
Ryder System Inc. 5.850% 3/1/14 2,850 3,031
Ryder System Inc. 3.150% 3/2/15 1,450 1,507
Ryder System Inc. 7.200% 9/1/15 1,480 1,712
Ryder System Inc. 3.600% 3/1/16 4,000 4,250
Ryder System Inc. 5.850% 11/1/16 100 115
Ryder System Inc. 2.500% 3/1/17 2,400 2,440
4 United Air Lines Inc. 2009-2 Class A Pass        
Through Trusts 9.750% 1/15/17 4,554 5,237
United Parcel Service Inc. 3.875% 4/1/14 4,625 4,867
        2,643,989
Utilities (1.3%)        
Electric (0.9%)        
Arizona Public Service Co. 5.800% 6/30/14 3,500 3,806
Arizona Public Service Co. 4.650% 5/15/15 975 1,063
Baltimore Gas & Electric Co. 5.900% 10/1/16 550 646
Carolina Power & Light Co. 5.150% 4/1/15 2,000 2,225
Carolina Power & Light Co. 5.250% 12/15/15 3,000 3,431
Cleveland Electric Illuminating Co. 5.700% 4/1/17 1,000 1,130
Commonwealth Edison Co. 1.625% 1/15/14 1,375 1,393
Commonwealth Edison Co. 4.700% 4/15/15 3,045 3,341
Commonwealth Edison Co. 5.950% 8/15/16 1,975 2,327
Commonwealth Edison Co. 6.150% 9/15/17 2,525 3,096
Consolidated Edison Co. of New York Inc. 4.875% 2/1/13 4,000 4,058
Consolidated Edison Co. of New York Inc. 5.500% 9/15/16 3,400 3,997
Constellation Energy Group Inc. 4.550% 6/15/15 2,150 2,337
Consumers Energy Co. 5.500% 8/15/16 2,550 2,971
Dayton Power & Light Co. 5.125% 10/1/13 1,875 1,957
Dominion Resources Inc. 1.800% 3/15/14 3,250 3,304
Dominion Resources Inc. 5.150% 7/15/15 1,895 2,107
Dominion Resources Inc. 1.950% 8/15/16 1,550 1,607
Duke Energy Carolinas LLC 5.750% 11/15/13 1,500 1,589
Duke Energy Carolinas LLC 1.750% 12/15/16 5,000 5,176
Duke Energy Corp. 6.300% 2/1/14 8,250 8,849
Duke Energy Corp. 3.350% 4/1/15 7,375 7,805
Enersis SA 7.375% 1/15/14 1,000 1,067
Exelon Corp. 4.900% 6/15/15 5,475 6,016
Exelon Generation Co. LLC 5.350% 1/15/14 4,425 4,665
FirstEnergy Solutions Corp. 4.800% 2/15/15 4,975 5,374
Florida Power Corp. 5.100% 12/1/15 1,175 1,324
Georgia Power Co. 6.000% 11/1/13 2,000 2,117
Georgia Power Co. 0.750% 8/10/15 1,600 1,605
Georgia Power Co. 3.000% 4/15/16 2,400 2,584
Georgia Power Co. 5.700% 6/1/17 3,700 4,470
4 Integrys Energy Group Inc. 6.110% 12/1/66 1,000 1,050
Jersey Central Power & Light Co. 5.650% 6/1/17 2,200 2,584
Kentucky Utilities Co. 1.625% 11/1/15 2,550 2,622
LG&E & KU Energy LLC 2.125% 11/15/15 2,650 2,700
Louisville Gas & Electric Co. 1.625% 11/15/15 5,500 5,652
MidAmerican Energy Co. 5.950% 7/15/17 925 1,124
MidAmerican Energy Holdings Co. 5.000% 2/15/14 600 635

 

 

Mississippi Power Co. 2.350% 10/15/16 3,075 3,223
National Rural Utilities Cooperative Finance        
Corp. 5.500% 7/1/13 7,150 7,422
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 1,282
National Rural Utilities Cooperative Finance        
Corp. 5.450% 4/10/17 300 356
Nevada Power Co. 5.875% 1/15/15 1,500 1,668
NextEra Energy Capital Holdings Inc. 2.550% 11/15/13 3,775 3,840
NextEra Energy Capital Holdings Inc. 1.200% 6/1/15 100 101
NextEra Energy Capital Holdings Inc. 2.600% 9/1/15 1,900 1,972
NextEra Energy Capital Holdings Inc. 7.875% 12/15/15 3,500 4,213
4 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 2,225 2,353
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 1,050 1,123
Northern States Power Co. 1.950% 8/15/15 1,200 1,244
NSTAR Electric Co. 4.875% 4/15/14 1,500 1,596
Ohio Edison Co. 6.400% 7/15/16 1,200 1,422
Ohio Power Co. 5.750% 9/1/13 1,575 1,650
Ohio Power Co. 6.000% 6/1/16 425 494
Oncor Electric Delivery Co. LLC 6.375% 1/15/15 3,000 3,334
Pacific Gas & Electric Co. 6.250% 12/1/13 355 378
Pacific Gas & Electric Co. 4.800% 3/1/14 12,600 13,333
Peco Energy Co. 5.000% 10/1/14 1,480 1,608
Pepco Holdings Inc. 2.700% 10/1/15 2,200 2,290
PSEG Power LLC 5.500% 12/1/15 3,000 3,346
PSEG Power LLC 2.750% 9/15/16 300 314
Public Service Co. of Colorado 5.500% 4/1/14 1,000 1,074
Public Service Electric & Gas Co. 6.330% 11/1/13 355 377
Public Service Electric & Gas Co. 0.850% 8/15/14 4,000 4,026
Public Service Electric & Gas Co. 2.700% 5/1/15 1,125 1,184
Scottish Power Ltd. 5.375% 3/15/15 3,000 3,181
Southern California Edison Co. 5.000% 1/15/14 2,000 2,118
Southern California Edison Co. 5.750% 3/15/14 300 323
Southern California Edison Co. 4.150% 9/15/14 3,000 3,205
Southern Co. 4.150% 5/15/14 800 845
Southern Co. 2.375% 9/15/15 4,810 5,038
Southwestern Electric Power Co. 5.550% 1/15/17 2,825 3,200
TECO Finance Inc. 4.000% 3/15/16 375 408
TransAlta Corp. 4.750% 1/15/15 2,988 3,156
Virginia Electric & Power Co. 5.100% 11/30/12 8,025 8,084
Wisconsin Electric Power Co. 6.000% 4/1/14 2,407 2,602
4 Wisconsin Energy Corp. 6.250% 5/15/67 2,400 2,562
 
Natural Gas (0.4%)        
Atmos Energy Corp. 4.950% 10/15/14 4,400 4,761
Boardwalk Pipelines LP 5.500% 2/1/17 2,025 2,233
Colorado Interstate Gas Co. LLC 6.800% 11/15/15 8,750 10,154
DCP Midstream Operating LP 3.250% 10/1/15 1,000 1,026
El Paso Natural Gas Co. LLC 5.950% 4/15/17 3,025 3,484
Enbridge Inc. 4.900% 3/1/15 4,950 5,396
Energy Transfer Partners LP 8.500% 4/15/14 2,828 3,124
Energy Transfer Partners LP 6.125% 2/15/17 4,200 4,825
5 Enron Corp. 9.125% 4/1/03 2,000 —
5 Enron Corp. 7.625% 9/10/04 1,000 —
Enterprise Products Operating LLC 9.750% 1/31/14 2,100 2,343

 

 

Enterprise Products Operating LLC 5.600% 10/15/14 100 109
Enterprise Products Operating LLC 3.200% 2/1/16 10,300 10,951
Enterprise Products Operating LLC 6.300% 9/15/17 2,400 2,920
5 HNG Internorth 9.625% 3/15/06 1,500 —
Kinder Morgan Energy Partners LP 5.000% 12/15/13 1,800 1,891
Kinder Morgan Energy Partners LP 3.500% 3/1/16 1,300 1,400
Kinder Morgan Energy Partners LP 6.000% 2/1/17 1,000 1,174
National Grid plc 6.300% 8/1/16 5,450 6,319
ONEOK Inc. 5.200% 6/15/15 1,825 1,987
ONEOK Partners LP 3.250% 2/1/16 6,100 6,432
ONEOK Partners LP 2.000% 10/1/17 900 916
Plains All American Pipeline LP / PAA        
Finance Corp. 6.125% 1/15/17 2,500 2,972
Sempra Energy 2.000% 3/15/14 300 305
Sempra Energy 6.500% 6/1/16 1,500 1,788
Sempra Energy 2.300% 4/1/17 8,900 9,309
3 Southern Natural Gas Co. LLC 5.900% 4/1/17 1,325 1,555
Spectra Energy Capital LLC 5.668% 8/15/14 1,000 1,083
Texas Gas Transmission LLC 4.600% 6/1/15 325 353
TransCanada PipeLines Ltd. 3.400% 6/1/15 8,700 9,315
Williams Partners LP 3.800% 2/15/15 3,225 3,429
Williams Partners LP / Williams Partners        
Finance Corp. 7.250% 2/1/17 2,100 2,574
 
        321,411
Total Corporate Bonds (Cost $5,150,411)       5,347,012
Sovereign Bonds (U.S. Dollar-Denominated) (7.3%)        
African Development Bank 3.000% 5/27/14 15,375 16,023
African Development Bank 6.875% 10/15/15 105 120
African Development Bank 1.125% 3/15/17 7,000 7,113
Asian Development Bank 2.750% 5/21/14 24,500 25,423
Asian Development Bank 0.875% 6/10/14 12,930 13,048
Asian Development Bank 2.625% 2/9/15 17,550 18,448
Asian Development Bank 0.500% 8/17/15 1,000 1,004
Asian Development Bank 2.500% 3/15/16 12,550 13,360
Asian Development Bank 1.125% 3/15/17 7,300 7,444
Asian Development Bank 5.250% 6/12/17 2,300 2,776
Banco do Brasil SA 3.875% 1/23/17 2,275 2,368
Canada 2.375% 9/10/14 9,100 9,503
Canada 0.875% 2/14/17 23,800 24,138
China Development Bank Corp. 4.750% 10/8/14 1,375 1,467
China Development Bank Corp. 5.000% 10/15/15 3,450 3,809
Corp. Andina de Fomento 5.125% 5/5/15 2,925 3,175
Corp. Andina de Fomento 3.750% 1/15/16 5,783 6,062
Corp. Andina de Fomento 5.750% 1/12/17 400 456
Council Of Europe Development Bank 1.500% 1/15/15 3,000 3,061
Council Of Europe Development Bank 2.750% 2/10/15 3,700 3,878
Council Of Europe Development Bank 2.625% 2/16/16 4,600 4,864
Council Of Europe Development Bank 1.250% 9/22/16 6,000 6,080
Council Of Europe Development Bank 1.500% 2/22/17 1,750 1,791
Council Of Europe Development Bank 1.500% 6/19/17 5,175 5,304
6 Development Bank of Japan Inc. 5.125% 2/1/17 3,700 4,358
European Bank for Reconstruction &        
Development 5.000% 5/19/14 3,400 3,637
European Bank for Reconstruction &        
Development 2.750% 4/20/15 6,250 6,567

 

 

European Bank for Reconstruction &        
Development 1.625% 9/3/15 1,750 1,809
European Bank for Reconstruction &        
Development 2.500% 3/15/16 11,950 12,658
European Bank for Reconstruction &        
Development 1.375% 10/20/16 7,600 7,800
European Bank for Reconstruction &        
Development 1.000% 2/16/17 5,000 5,067
European Bank for Reconstruction &        
Development 0.750% 9/1/17 8,625 8,623
European Investment Bank 1.250% 2/14/14 64,625 65,374
European Investment Bank 2.375% 3/14/14 9,175 9,425
European Investment Bank 3.000% 4/8/14 8,000 8,303
European Investment Bank 1.500% 5/15/14 24,825 25,247
European Investment Bank 4.625% 5/15/14 5,829 6,217
European Investment Bank 3.125% 6/4/14 28,950 30,195
European Investment Bank 1.125% 8/15/14 29,050 29,423
European Investment Bank 0.875% 12/15/14 11,625 11,730
European Investment Bank 2.875% 1/15/15 11,000 11,578
European Investment Bank 2.750% 3/23/15 11,225 11,829
European Investment Bank 1.125% 4/15/15 5,550 5,633
European Investment Bank 1.625% 9/1/15 22,950 23,645
European Investment Bank 1.375% 10/20/15 13,500 13,830
European Investment Bank 4.625% 10/20/15 1,095 1,227
European Investment Bank 2.250% 3/15/16 9,350 9,809
European Investment Bank 2.500% 5/16/16 12,900 13,678
European Investment Bank 2.125% 7/15/16 19,900 20,876
European Investment Bank 5.125% 9/13/16 4,000 4,669
European Investment Bank 1.250% 10/14/16 22,000 22,396
European Investment Bank 4.875% 1/17/17 7,100 8,273
European Investment Bank 1.750% 3/15/17 25,000 25,958
European Investment Bank 5.125% 5/30/17 5,000 5,953
European Investment Bank 1.625% 6/15/17 19,000 19,601
Export Development Canada 3.125% 4/24/14 8,150 8,524
Export Development Canada 1.500% 5/15/14 7,200 7,346
Export Development Canada 2.250% 5/28/15 4,725 4,968
Export Development Canada 1.250% 10/27/15 3,000 3,092
Export Development Canada 1.250% 10/26/16 4,000 4,131
Export-Import Bank of Korea 8.125% 1/21/14 8,400 9,144
Export-Import Bank of Korea 5.875% 1/14/15 5,375 5,907
Export-Import Bank of Korea 5.125% 3/16/15 1,700 1,848
Export-Import Bank of Korea 4.125% 9/9/15 7,125 7,659
Export-Import Bank of Korea 3.750% 10/20/16 2,400 2,586
Export-Import Bank of Korea 4.000% 1/11/17 6,075 6,608
Federative Republic of Brazil 10.500% 7/14/14 5,725 6,709
Federative Republic of Brazil 7.875% 3/7/15 12,025 14,021
Federative Republic of Brazil 6.000% 1/17/17 9,600 11,462
Hydro-Quebec 2.000% 6/30/16 7,905 8,187
Hydro-Quebec 1.375% 6/19/17 1,800 1,826
Inter-American Development Bank 0.375% 11/8/13 5,000 4,992
Inter-American Development Bank 3.000% 4/22/14 10,650 11,081
Inter-American Development Bank 4.500% 9/15/14 3,000 3,231
Inter-American Development Bank 2.250% 7/15/15 8,125 8,509
Inter-American Development Bank 0.500% 8/17/15 5,950 5,976
Inter-American Development Bank 4.250% 9/14/15 5,550 6,175
Inter-American Development Bank 1.375% 10/18/16 16,750 17,243
Inter-American Development Bank 1.125% 3/15/17 8,850 9,034

 

 

Inter-American Development Bank 2.375% 8/15/17 7,800 8,402
International Bank for Reconstruction &        
Development 3.500% 10/8/13 9,490 9,789
International Bank for Reconstruction &        
Development 0.500% 11/26/13 8,100 8,120
International Bank for Reconstruction &        
Development 1.125% 8/25/14 10,000 10,140
International Bank for Reconstruction &        
Development 2.375% 5/26/15 26,110 27,499
International Bank for Reconstruction &        
Development 2.125% 3/15/16 35,625 37,546
International Bank for Reconstruction &        
Development 5.000% 4/1/16 4,600 5,324
International Bank for Reconstruction &        
Development 1.000% 9/15/16 23,200 23,548
International Bank for Reconstruction &        
Development 0.875% 4/17/17 19,500 19,701
International Finance Corp. 3.000% 4/22/14 23,165 24,099
International Finance Corp. 2.750% 4/20/15 13,550 14,376
International Finance Corp. 1.125% 11/23/16 19,400 19,817
International Finance Corp. 1.000% 4/24/17 4,800 4,858
6 Japan Bank for International Cooperation 2.875% 2/2/15 7,400 7,797
6 Japan Bank for International Cooperation 1.875% 9/24/15 4,200 4,351
6 Japan Bank for International Cooperation 2.500% 1/21/16 6,200 6,561
6 Japan Bank for International Cooperation 2.500% 5/18/16 6,300 6,700
6 Japan Bank for International Cooperation 2.250% 7/13/16 12,480 13,168
6 Japan Bank for International Cooperation 1.125% 7/19/17 7,325 7,380
6 Japan Finance Organization for Municipalities 4.625% 4/21/15 5,075 5,584
6 Japan Finance Organization for Municipalities 5.000% 5/16/17 3,800 4,474
7 KFW 4.000% 10/15/13 6,125 6,350
7 KFW 1.375% 1/13/14 21,775 21,995
7 KFW 3.500% 3/10/14 9,425 9,826
7 KFW 1.500% 4/4/14 29,900 30,377
7 KFW 2.750% 10/21/14 20,825 21,745
7 KFW 1.000% 1/12/15 17,450 17,665
7 KFW 2.625% 3/3/15 10,650 11,167
7 KFW 0.625% 4/24/15 17,250 17,249
7 KFW 1.250% 10/26/15 26,725 27,331
7 KFW 2.625% 2/16/16 18,050 19,266
7 KFW 5.125% 3/14/16 11,875 13,659
7 KFW 2.000% 6/1/16 18,925 19,809
7 KFW 1.250% 10/5/16 24,100 24,617
7 KFW 1.250% 2/15/17 23,350 23,845
7 KFW 0.875% 9/5/17 12,600 12,606
Korea Development Bank 8.000% 1/23/14 5,000 5,433
Korea Development Bank 4.375% 8/10/15 11,275 12,177
Korea Development Bank 3.250% 3/9/16 1,875 1,968
Korea Development Bank 3.875% 5/4/17 4,600 4,993
Korea Development Bank 3.500% 8/22/17 6,500 6,981
Korea Finance Corp. 3.250% 9/20/16 4,200 4,415
Korea Finance Corp. 2.250% 8/7/17 2,650 2,680
7 Landwirtschaftliche Rentenbank 2.500% 2/15/16 10,150 10,785
7 Landwirtschaftliche Rentenbank 2.125% 7/15/16 11,400 12,020
7 Landwirtschaftliche Rentenbank 5.000% 11/8/16 100 116
7 Landwirtschaftliche Rentenbank 5.125% 2/1/17 6,690 7,901
7 Landwirtschaftliche Rentenbank 0.875% 9/12/17 6,125 6,113
Nordic Investment Bank 2.625% 10/6/14 6,700 6,980

 

 

Nordic Investment Bank 2.500% 7/15/15 2,625 2,777
Nordic Investment Bank 2.250% 3/15/16 6,475 6,861
Nordic Investment Bank 5.000% 2/1/17 7,650 9,008
Nordic Investment Bank 1.000% 3/7/17 4,850 4,901
8 Oesterreichische Kontrollbank AG 1.375% 1/21/14 300 304
8 Oesterreichische Kontrollbank AG 1.125% 7/6/15 5,300 5,361
8 Oesterreichische Kontrollbank AG 1.750% 10/5/15 12,075 12,414
8 Oesterreichische Kontrollbank AG 4.875% 2/16/16 5,329 5,991
8 Oesterreichische Kontrollbank AG 2.000% 6/3/16 7,850 8,126
Pemex Project Funding Master Trust 7.375% 12/15/14 180 204
Petrobras International Finance Co. - Pifco 7.750% 9/15/14 1,625 1,812
Petrobras International Finance Co. - Pifco 3.875% 1/27/16 17,425 18,437
Petrobras International Finance Co. - Pifco 3.500% 2/6/17 8,700 9,091
Petroleos Mexicanos 4.875% 3/15/15 9,550 10,262
Province of British Columbia 2.850% 6/15/15 6,125 6,522
Province of British Columbia 2.100% 5/18/16 8,500 8,983
Province of British Columbia 1.200% 4/25/17 4,000 4,085
Province of Manitoba 1.375% 4/28/14 1,600 1,626
Province of Manitoba 2.625% 7/15/15 4,525 4,781
Province of Manitoba 4.900% 12/6/16 4,000 4,694
Province of New Brunswick 5.200% 2/21/17 200 237
Province of Nova Scotia 2.375% 7/21/15 4,250 4,466
Province of Nova Scotia 5.125% 1/26/17 245 288
Province of Ontario 1.375% 1/27/14 3,425 3,473
Province of Ontario 4.100% 6/16/14 57,625 61,195
Province of Ontario 4.500% 2/3/15 1,310 1,431
Province of Ontario 2.950% 2/5/15 18,525 19,559
Province of Ontario 0.950% 5/26/15 6,875 6,948
Province of Ontario 2.700% 6/16/15 5,750 6,072
Province of Ontario 1.875% 9/15/15 900 931
Province of Ontario 2.300% 5/10/16 14,300 15,047
Province of Ontario 1.600% 9/21/16 10,600 10,920
Quebec 4.875% 5/5/14 7,700 8,252
Quebec 4.600% 5/26/15 7,400 8,202
Quebec 5.125% 11/14/16 8,800 10,355
Republic of Columbia 8.250% 12/22/14 4,600 5,312
Republic of Columbia 7.375% 1/27/17 600 744
Republic of Italy 4.500% 1/21/15 13,750 14,224
Republic of Italy 3.125% 1/26/15 16,700 16,790
Republic of Italy 4.750% 1/25/16 13,000 13,386
Republic of Italy 5.250% 9/20/16 19,200 20,081
Republic of Korea 5.750% 4/16/14 6,350 6,815
Republic of Korea 4.875% 9/22/14 3,925 4,226
Republic of Panama 7.250% 3/15/15 6,000 6,871
Republic of Peru 9.875% 2/6/15 2,500 2,994
Republic of Poland 5.250% 1/15/14 3,975 4,184
Republic of Poland 3.875% 7/16/15 14,895 15,863
Republic of South Africa 6.500% 6/2/14 5,050 5,499
State of Israel 5.125% 3/1/14 2,000 2,104
State of Israel 5.500% 11/9/16 4,025 4,624
Statoil ASA 3.875% 4/15/14 1,150 1,209
Statoil ASA 2.900% 10/15/14 4,900 5,135
Statoil ASA 1.800% 11/23/16 2,375 2,466
Statoil ASA 3.125% 8/17/17 4,700 5,172
Svensk Exportkredit AB 3.250% 9/16/14 5,250 5,506
Svensk Exportkredit AB 1.750% 10/20/15 4,400 4,525
Svensk Exportkredit AB 2.125% 7/13/16 5,500 5,707

 

 

Svensk Exportkredit AB 5.125% 3/1/17 6,250 7,299
Svensk Exportkredit AB 1.750% 5/30/17 1,975 2,015
United Mexican States 5.875% 2/17/14 14,650 15,588
United Mexican States 6.625% 3/3/15 7,900 8,935
United Mexican States 11.375% 9/15/16 4,625 6,406
United Mexican States 5.625% 1/15/17 13,375 15,670
Total Sovereign Bonds (Cost $1,853,620)       1,908,631
Taxable Municipal Bonds (0.1%)        
California Educational Facilities Authority        
Revenue (Stanford University) 3.625% 5/1/14 1,600 1,680
California GO 5.250% 4/1/14 2,300 2,450
California GO 3.950% 11/1/15 3,300 3,579
California GO 5.950% 4/1/16 2,800 3,180
Howard Hughes Medical Institute Maryland        
Revenue 3.450% 9/1/14 1,100 1,165
Illinois GO 4.071% 1/1/14 9,080 9,413
Illinois GO 4.511% 3/1/15 550 581
Illinois GO 5.365% 3/1/17 5,000 5,575
Puerto Rico Government Development Bank        
GO 3.670% 5/1/14 700 710
Puerto Rico Government Development Bank        
GO 4.704% 5/1/16 1,500 1,545
University of California Revenue 0.887% 7/1/13 1,050 1,054
Total Taxable Municipal Bonds (Cost $29,873)       30,932
        Market
        Value
  Coupon   Shares ($000)
Temporary Cash Investment (1.1%)        
Money Market Fund (1.1%)        
9 Vanguard Market Liquidity Fund (Cost        
$289,988) 0.163%   289,988,469 289,988
Total Investments (100.5%) (Cost $25,647,533)       26,237,811
Other Assets and Liabilities-Net (-0.5%)       (138,111)
Net Assets (100%)       26,099,700

 

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, as needed to maintain a positive net worth, 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 September 30, 2012, the aggregate value of these securities was $49,625,000, 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.

 

Short-Term Bond Index Fund

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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. 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 September 30, 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 — 18,646,062 —
Asset-Backed/Commercial Mortgage-Backed Securities — 15,186 —
Corporate Bonds — 5,347,012 —
Sovereign Bonds — 1,908,631 —
Taxable Municipal Bonds — 30,932 —
Temporary Cash Investments 289,988 — —
Total 289,988 25,947,823 —

 

C. At September 30, 2012, the cost of investment securities for tax purposes was $25,647,533,000. Net unrealized appreciation of investment securities for tax purposes was $590,278,000, consisting of unrealized gains of $593,320,000 on securities that had risen in value since their purchase and $3,042,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Long-Term Bond Index Fund

Schedule of Investments
As of September 30, 2012

        Face Market
      Maturity Amount Value
    Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (41.4%)        
U.S. Government Securities (38.4%)        
  United States Treasury Note/Bond 0.250% 3/31/14 35 35
  United States Treasury Note/Bond 9.875% 11/15/15 30 39
  United States Treasury Note/Bond 2.750% 5/31/17 30 33
  United States Treasury Note/Bond 7.125% 2/15/23 19,410 29,637
  United States Treasury Note/Bond 6.250% 8/15/23 53,370 77,478
  United States Treasury Note/Bond 7.500% 11/15/24 20,135 32,478
  United States Treasury Note/Bond 6.875% 8/15/25 51,975 81,057
  United States Treasury Note/Bond 6.000% 2/15/26 34,930 51,145
  United States Treasury Note/Bond 6.750% 8/15/26 27,460 42,983
  United States Treasury Note/Bond 6.500% 11/15/26 8,835 13,593
  United States Treasury Note/Bond 6.625% 2/15/27 1,125 1,753
  United States Treasury Note/Bond 6.375% 8/15/27 5,755 8,835
  United States Treasury Note/Bond 6.125% 11/15/27 9,080 13,672
  United States Treasury Note/Bond 5.500% 8/15/28 7,205 10,321
  United States Treasury Note/Bond 5.250% 11/15/28 58,005 81,225
  United States Treasury Note/Bond 5.250% 2/15/29 1,290 1,810
  United States Treasury Note/Bond 6.125% 8/15/29 45,665 70,139
  United States Treasury Note/Bond 6.250% 5/15/30 16,950 26,577
  United States Treasury Note/Bond 5.375% 2/15/31 28,395 41,097
  United States Treasury Note/Bond 4.500% 2/15/36 250 334
  United States Treasury Note/Bond 4.375% 2/15/38 25,168 33,178
  United States Treasury Note/Bond 4.500% 5/15/38 42,650 57,304
  United States Treasury Note/Bond 3.500% 2/15/39 9,670 11,115
  United States Treasury Note/Bond 4.250% 5/15/39 84,453 109,564
  United States Treasury Note/Bond 4.500% 8/15/39 99,271 133,784
  United States Treasury Note/Bond 4.375% 11/15/39 145,025 191,887
  United States Treasury Note/Bond 4.625% 2/15/40 84,326 115,882
  United States Treasury Note/Bond 4.375% 5/15/40 107,828 142,805
  United States Treasury Note/Bond 3.875% 8/15/40 61,790 75,586
  United States Treasury Note/Bond 4.250% 11/15/40 123,775 160,908
  United States Treasury Note/Bond 4.750% 2/15/41 90,830 127,446
  United States Treasury Note/Bond 4.375% 5/15/41 96,125 127,516
  United States Treasury Note/Bond 3.125% 11/15/41 130,630 139,325
  United States Treasury Note/Bond 3.125% 2/15/42 72,173 76,864
  United States Treasury Note/Bond 3.000% 5/15/42 144,595 150,130
  United States Treasury Note/Bond 2.750% 8/15/42 28,760 28,320
          2,265,855
Agency Bonds and Notes (3.0%)        
1 Federal Home Loan Banks 5.375% 8/15/24 100 133
1 Federal Home Loan Banks 5.625% 3/14/36 1,000 1,399
1 Federal Home Loan Banks 5.500% 7/15/36 9,940 13,755
2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 7,700 11,775
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 13,355 20,825
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 4,525 6,834
2 Federal National Mortgage Assn. 6.250% 5/15/29 11,900 17,314
2 Federal National Mortgage Assn. 7.125% 1/15/30 9,075 14,414
2 Federal National Mortgage Assn. 7.250% 5/15/30 6,785 10,954
2 Federal National Mortgage Assn. 6.625% 11/15/30 5,920 9,103

 

 

2,3 Federal National Mortgage Assn. 6.000% 4/18/36 2,000 2,332
2 Federal National Mortgage Assn. 5.625% 7/15/37 4,650 6,788
2 Federal National Mortgage Assn. 6.210% 8/6/38 1,000 1,497
  Israel Government AID Bond 5.500% 9/18/23 1,000 1,319
  Israel Government AID Bond 5.500% 12/4/23 5,325 7,030
  Israel Government AID Bond 5.500% 4/26/24 6,000 7,887
  Private Export Funding Corp. 2.450% 7/15/24 1,550 1,586
  Resolution Funding Corp. 8.625% 1/15/21 850 1,298
1 Tennessee Valley Authority 6.750% 11/1/25 5,750 8,500
1 Tennessee Valley Authority 7.125% 5/1/30 3,970 6,176
1 Tennessee Valley Authority 4.650% 6/15/35 4,825 5,872
1 Tennessee Valley Authority 5.880% 4/1/36 1,500 2,103
1 Tennessee Valley Authority 5.980% 4/1/36 1,000 1,414
1 Tennessee Valley Authority 6.150% 1/15/38 2,450 3,605
1 Tennessee Valley Authority 5.500% 6/15/38 1,175 1,589
1 Tennessee Valley Authority 5.250% 9/15/39 3,915 5,165
1 Tennessee Valley Authority 4.875% 1/15/48 2,500 3,178
1 Tennessee Valley Authority 5.375% 4/1/56 1,950 2,677
1 Tennessee Valley Authority 4.625% 9/15/60 2,000 2,474
          178,996
Total U.S. Government and Agency Obligations (Cost $2,047,730)     2,444,851
Asset-Backed/Commercial Mortgage-Backed Security (0.0%)      
3 PSE&G Transition Funding LLC Series 2001-1        
  (Cost $2,500) 6.890% 12/15/17 2,500 2,889
 
Corporate Bonds (45.1%)        
Finance (8.3%)        
  Banking (4.0%)        
  American Express Co. 8.150% 3/19/38 2,875 4,603
  Bank of America Corp. 5.875% 2/7/42 5,720 6,694
  Bank of America NA 6.000% 10/15/36 4,225 4,951
  Bank One Corp. 7.625% 10/15/26 6,350 8,294
  Bank One Corp. 8.000% 4/29/27 185 254
3,4 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 450 528
  Citigroup Inc. 6.625% 1/15/28 125 148
  Citigroup Inc. 6.625% 6/15/32 3,550 3,981
  Citigroup Inc. 5.875% 2/22/33 2,000 2,102
  Citigroup Inc. 6.000% 10/31/33 3,325 3,610
  Citigroup Inc. 5.850% 12/11/34 1,849 2,166
  Citigroup Inc. 6.125% 8/25/36 4,230 4,597
  Citigroup Inc. 5.875% 5/29/37 1,365 1,596
  Citigroup Inc. 6.875% 3/5/38 7,950 10,289
  Citigroup Inc. 8.125% 7/15/39 5,520 8,171
  Citigroup Inc. 5.875% 1/30/42 4,790 5,708
  Cooperatieve Centrale Raiffeisen-        
  Boerenleenbank BA 5.250% 5/24/41 4,825 5,621
  Credit Suisse USA Inc. 7.125% 7/15/32 2,175 3,121
  Fifth Third Bancorp 8.250% 3/1/38 3,645 5,224
  Goldman Sachs Capital I 6.345% 2/15/34 7,350 7,387
  Goldman Sachs Group Inc. 5.950% 1/15/27 4,050 4,219
  Goldman Sachs Group Inc. 6.125% 2/15/33 6,550 7,350
  Goldman Sachs Group Inc. 6.450% 5/1/36 1,700 1,783
  Goldman Sachs Group Inc. 6.750% 10/1/37 14,015 14,972
  Goldman Sachs Group Inc. 6.250% 2/1/41 8,300 9,626
  HSBC Bank USA NA 5.875% 11/1/34 4,440 5,126
  HSBC Bank USA NA 5.625% 8/15/35 3,825 4,182

 

 

HSBC Bank USA NA 7.000% 1/15/39 625 812
HSBC Holdings plc 7.625% 5/17/32 1,050 1,300
HSBC Holdings plc 7.350% 11/27/32 200 238
HSBC Holdings plc 6.500% 5/2/36 4,925 5,783
HSBC Holdings plc 6.500% 9/15/37 5,425 6,405
HSBC Holdings plc 6.800% 6/1/38 5,590 6,841
HSBC Holdings plc 6.100% 1/14/42 1,750 2,280
JPMorgan Chase & Co. 6.400% 5/15/38 8,225 10,500
JPMorgan Chase & Co. 5.500% 10/15/40 1,675 1,967
JPMorgan Chase & Co. 5.600% 7/15/41 4,225 5,041
JPMorgan Chase & Co. 5.400% 1/6/42 3,155 3,626
KeyBank NA 6.950% 2/1/28 143 174
Merrill Lynch & Co. Inc. 6.110% 1/29/37 3,975 4,215
Merrill Lynch & Co. Inc. 7.750% 5/14/38 4,800 5,996
Morgan Stanley 6.250% 8/9/26 3,925 4,388
Morgan Stanley 7.250% 4/1/32 1,925 2,315
Morgan Stanley 6.375% 7/24/42 5,175 5,650
UBS AG 7.375% 6/15/17 350 412
UBS AG 7.750% 9/1/26 1,000 1,222
Wachovia Bank NA 5.850% 2/1/37 3,875 4,858
Wachovia Bank NA 6.600% 1/15/38 5,475 7,489
Wachovia Corp. 6.605% 10/1/25 1,725 2,082
Wachovia Corp. 7.574% 8/1/26 125 169
Wachovia Corp. 7.500% 4/15/35 150 196
Wachovia Corp. 5.500% 8/1/35 5,600 6,430
Wachovia Corp. 6.550% 10/15/35 125 149
Wells Fargo & Co. 5.375% 2/7/35 2,450 2,961
Wells Fargo Bank NA 5.950% 8/26/36 2,355 3,011
3 Wells Fargo Capital X 5.950% 12/1/86 2,525 2,538
 
Brokerage (0.0%)        
Jefferies Group Inc. 6.450% 6/8/27 900 917
Jefferies Group Inc. 6.250% 1/15/36 1,150 1,136
 
Finance Companies (1.1%)        
General Electric Capital Corp. 6.750% 3/15/32 23,655 30,473
General Electric Capital Corp. 6.150% 8/7/37 6,005 7,335
General Electric Capital Corp. 5.875% 1/14/38 12,675 15,056
General Electric Capital Corp. 6.875% 1/10/39 7,700 10,299
SLM Corp. 5.625% 8/1/33 2,450 2,308
 
Insurance (2.9%)        
ACE Capital Trust II 9.700% 4/1/30 850 1,207
ACE INA Holdings Inc. 6.700% 5/15/36 1,000 1,408
Aetna Inc. 6.625% 6/15/36 2,850 3,673
Aetna Inc. 6.750% 12/15/37 1,325 1,745
Aetna Inc. 4.500% 5/15/42 1,450 1,484
Aflac Inc. 6.900% 12/17/39 575 741
Aflac Inc. 6.450% 8/15/40 1,450 1,775
Allstate Corp. 6.125% 12/15/32 1,250 1,614
Allstate Corp. 5.350% 6/1/33 1,950 2,315
Allstate Corp. 5.550% 5/9/35 2,000 2,455
Allstate Corp. 6.900% 5/15/38 300 414
Allstate Corp. 5.200% 1/15/42 1,075 1,284
3 Allstate Corp. 6.500% 5/15/57 1,500 1,582
American International Group Inc. 6.250% 5/1/36 2,350 3,001
American International Group Inc. 6.820% 11/15/37 826 1,081

 

 

3 American International Group Inc. 8.175% 5/15/68 10,575 12,928
3 American International Group Inc. 6.250% 3/15/87 2,975 2,982
Aon Corp. 8.205% 1/1/27 1,275 1,595
Aon Corp. 6.250% 9/30/40 1,600 2,071
Arch Capital Group Ltd. 7.350% 5/1/34 625 803
Assurant Inc. 6.750% 2/15/34 1,200 1,384
AXA SA 8.600% 12/15/30 4,275 5,215
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 3,175 3,876
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 600 619
Chubb Corp. 6.000% 5/11/37 2,075 2,813
Chubb Corp. 6.500% 5/15/38 1,375 1,960
Cigna Corp. 7.875% 5/15/27 500 661
Cigna Corp. 6.150% 11/15/36 525 629
Cigna Corp. 5.875% 3/15/41 1,810 2,155
Cigna Corp. 5.375% 2/15/42 2,850 3,194
Cincinnati Financial Corp. 6.920% 5/15/28 1,200 1,449
Cincinnati Financial Corp. 6.125% 11/1/34 1,350 1,534
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 1,425 1,572
Genworth Financial Inc. 6.500% 6/15/34 825 779
Hartford Financial Services Group Inc. 5.950% 10/15/36 450 459
Hartford Financial Services Group Inc. 6.625% 3/30/40 500 595
Hartford Financial Services Group Inc. 6.100% 10/1/41 600 672
Hartford Financial Services Group Inc. 6.625% 4/15/42 1,620 1,950
Humana Inc. 8.150% 6/15/38 250 337
Lincoln National Corp. 6.150% 4/7/36 3,375 3,828
Lincoln National Corp. 7.000% 6/15/40 1,350 1,691
Loews Corp. 6.000% 2/1/35 800 942
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 1,300 1,502
MetLife Inc. 1.564% 12/15/22 1,725 1,735
MetLife Inc. 6.500% 12/15/32 750 975
MetLife Inc. 6.375% 6/15/34 1,150 1,504
MetLife Inc. 5.700% 6/15/35 475 585
MetLife Inc. 5.875% 2/6/41 5,400 6,776
MetLife Inc. 4.125% 8/13/42 2,125 2,109
3 MetLife Inc. 6.400% 12/15/66 3,415 3,611
3 MetLife Inc. 10.750% 8/1/69 840 1,247
Munich Re America Corp. 7.450% 12/15/26 1,000 1,305
3 Nationwide Financial Services Inc. 6.750% 5/15/67 1,000 1,018
Principal Financial Group Inc. 6.050% 10/15/36 1,925 2,358
Principal Financial Group Inc. 4.625% 9/15/42 375 381
Progressive Corp. 6.625% 3/1/29 1,625 2,123
Protective Life Corp. 8.450% 10/15/39 900 1,156
Prudential Financial Inc. 5.750% 7/15/33 150 168
Prudential Financial Inc. 5.400% 6/13/35 2,320 2,505
Prudential Financial Inc. 5.900% 3/17/36 1,950 2,203
Prudential Financial Inc. 5.700% 12/14/36 6,075 6,853
Prudential Financial Inc. 6.625% 12/1/37 125 156
Prudential Financial Inc. 6.625% 6/21/40 700 875
Prudential Financial Inc. 5.625% 5/12/41 125 140
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 2,015 2,486
Swiss Re Solutions Holding Corp. 7.750% 6/15/30 695 883
Transatlantic Holdings Inc. 8.000% 11/30/39 800 1,012
Travelers Cos. Inc. 6.750% 6/20/36 1,000 1,402
Travelers Cos. Inc. 6.250% 6/15/37 1,825 2,459
Travelers Cos. Inc. 5.350% 11/1/40 2,175 2,719
Travelers Property Casualty Corp. 6.375% 3/15/33 1,500 1,970
UnitedHealth Group Inc. 5.800% 3/15/36 1,635 1,971

 

 

UnitedHealth Group Inc. 6.500% 6/15/37 890 1,176
UnitedHealth Group Inc. 6.625% 11/15/37 575 781
UnitedHealth Group Inc. 6.875% 2/15/38 5,375 7,438
UnitedHealth Group Inc. 5.950% 2/15/41 750 958
UnitedHealth Group Inc. 4.625% 11/15/41 3,375 3,645
UnitedHealth Group Inc. 4.375% 3/15/42 1,500 1,603
Unum Group 5.750% 8/15/42 650 686
Validus Holdings Ltd. 8.875% 1/26/40 590 754
WellPoint Inc. 3.300% 1/15/23 2,325 2,350
WellPoint Inc. 5.950% 12/15/34 3,265 3,819
WellPoint Inc. 5.850% 1/15/36 2,575 2,988
WellPoint Inc. 6.375% 6/15/37 120 148
WellPoint Inc. 5.800% 8/15/40 700 814
WellPoint Inc. 4.625% 5/15/42 1,950 1,968
WellPoint Inc. 4.650% 1/15/43 2,325 2,359
XL Group plc 6.375% 11/15/24 1,150 1,357
XL Group plc 6.250% 5/15/27 625 706
 
Real Estate Investment Trusts (0.3%)        
Boston Properties LP 3.850% 2/1/23 2,500 2,632
BRE Properties Inc. 3.375% 1/15/23 650 646
Digital Realty Trust LP 3.625% 10/1/22 750 745
HCP Inc. 6.750% 2/1/41 775 1,005
Health Care REIT Inc. 6.500% 3/15/41 900 1,052
National Retail Properties Inc. 3.800% 10/15/22 1,000 1,021
Omega Healthcare Investors Inc. 6.750% 10/15/22 2,083 2,328
Realty Income Corp. 5.875% 3/15/35 1,120 1,275
Simon Property Group LP 6.750% 2/1/40 1,350 1,865
Simon Property Group LP 4.750% 3/15/42 2,100 2,257
Washington REIT 3.950% 10/15/22 575 583
        492,493
Industrial (28.8%)        
Basic Industry (2.5%)        
Agrium Inc. 3.150% 10/1/22 2,000 2,010
Agrium Inc. 6.125% 1/15/41 1,500 1,920
Alcoa Inc. 5.900% 2/1/27 3,175 3,337
Alcoa Inc. 6.750% 1/15/28 1,225 1,347
Alcoa Inc. 5.950% 2/1/37 400 397
AngloGold Ashanti Holdings plc 6.500% 4/15/40 950 977
ArcelorMittal 7.250% 10/15/39 4,625 4,239
ArcelorMittal 7.000% 3/1/41 2,065 1,854
Barrick Gold Corp. 5.250% 4/1/42 2,050 2,301
Barrick North America Finance LLC 7.500% 9/15/38 1,225 1,673
Barrick North America Finance LLC 5.700% 5/30/41 1,875 2,150
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 1,820 2,118
BHP Billiton Finance USA Ltd. 6.420% 3/1/26 500 666
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 3,035 3,216
Cliffs Natural Resources Inc. 6.250% 10/1/40 3,250 3,183
Domtar Corp. 6.250% 9/1/42 1,375 1,415
Dow Chemical Co. 7.375% 11/1/29 2,300 3,050
Dow Chemical Co. 9.400% 5/15/39 2,225 3,648
Dow Chemical Co. 5.250% 11/15/41 2,675 3,042
Eastman Chemical Co. 4.800% 9/1/42 650 702
Ecolab Inc. 5.500% 12/8/41 1,840 2,298
EI du Pont de Nemours & Co. 6.500% 1/15/28 1,175 1,580
EI du Pont de Nemours & Co. 4.900% 1/15/41 1,925 2,363
4 Georgia-Pacific LLC 5.400% 11/1/20 4,850 5,705

 

 

International Paper Co. 8.700% 6/15/38 1,020 1,465
International Paper Co. 7.300% 11/15/39 1,890 2,511
International Paper Co. 6.000% 11/15/41 2,400 2,941
Kinross Gold Corp. 6.875% 9/1/41 820 847
Lubrizol Corp. 6.500% 10/1/34 925 1,292
Monsanto Co. 5.500% 8/15/25 1,350 1,717
Monsanto Co. 5.875% 4/15/38 1,350 1,803
Mosaic Co. 4.875% 11/15/41 480 534
Newmont Mining Corp. 5.875% 4/1/35 1,360 1,532
Newmont Mining Corp. 6.250% 10/1/39 3,610 4,269
Newmont Mining Corp. 4.875% 3/15/42 2,500 2,562
Nucor Corp. 6.400% 12/1/37 575 799
Placer Dome Inc. 6.450% 10/15/35 700 830
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 1,465 1,892
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 1,700 2,172
PPG Industries Inc. 7.700% 3/15/38 650 967
PPG Industries Inc. 5.500% 11/15/40 800 960
Reliance Steel & Aluminum Co. 6.850% 11/15/36 350 385
Rio Tinto Alcan Inc. 5.750% 6/1/35 4,800 6,055
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 4,725 6,401
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 1,050 1,209
Rio Tinto Finance USA plc 4.750% 3/22/42 1,250 1,348
Rio Tinto Finance USA plc 4.125% 8/21/42 1,450 1,430
Rohm & Haas Co. 7.850% 7/15/29 2,500 3,351
Southern Copper Corp. 7.500% 7/27/35 3,600 4,471
Southern Copper Corp. 6.750% 4/16/40 1,960 2,270
Syngenta Finance NV 4.375% 3/28/42 650 719
Teck Resources Ltd. 3.750% 2/1/23 1,600 1,583
Teck Resources Ltd. 6.125% 10/1/35 1,500 1,608
Teck Resources Ltd. 6.000% 8/15/40 1,525 1,609
Teck Resources Ltd. 6.250% 7/15/41 2,550 2,749
Teck Resources Ltd. 5.200% 3/1/42 2,270 2,172
Teck Resources Ltd. 5.400% 2/1/43 1,275 1,244
Vale Canada Ltd. 7.200% 9/15/32 1,050 1,272
Vale Overseas Ltd. 8.250% 1/17/34 1,225 1,581
Vale Overseas Ltd. 6.875% 11/21/36 6,855 7,957
Vale Overseas Ltd. 6.875% 11/10/39 6,105 7,140
Vale SA 5.625% 9/11/42 3,350 3,403
Westvaco Corp. 7.950% 2/15/31 1,875 2,451
 
Capital Goods (2.0%)        
3M Co. 6.375% 2/15/28 500 678
3M Co. 5.700% 3/15/37 2,050 2,808
ABB Finance USA Inc. 4.375% 5/8/42 1,975 2,184
4 ADT Corp. 4.875% 7/15/42 1,850 1,999
Boeing Co. 8.750% 9/15/31 850 1,374
Boeing Co. 6.125% 2/15/33 925 1,242
Boeing Co. 6.625% 2/15/38 1,050 1,576
Boeing Co. 6.875% 3/15/39 350 543
Boeing Co. 5.875% 2/15/40 1,225 1,705
Caterpillar Inc. 6.050% 8/15/36 2,225 3,024
4 Caterpillar Inc. 3.803% 8/15/42 6,966 7,059
Deere & Co. 5.375% 10/16/29 1,975 2,533
Deere & Co. 8.100% 5/15/30 1,000 1,547
Deere & Co. 7.125% 3/3/31 200 288
Deere & Co. 3.900% 6/9/42 2,150 2,228
Dover Corp. 5.375% 10/15/35 350 438

 

 

Dover Corp. 6.600% 3/15/38 800 1,172
Dover Corp. 5.375% 3/1/41 900 1,179
Emerson Electric Co. 6.000% 8/15/32 400 531
Emerson Electric Co. 6.125% 4/15/39 825 1,148
Emerson Electric Co. 5.250% 11/15/39 175 221
Goodrich Corp. 6.800% 7/1/36 1,000 1,392
Honeywell International Inc. 5.700% 3/15/36 775 1,023
Honeywell International Inc. 5.700% 3/15/37 1,425 1,901
Honeywell International Inc. 5.375% 3/1/41 1,920 2,515
Illinois Tool Works Inc. 4.875% 9/15/41 2,100 2,466
Illinois Tool Works Inc. 3.900% 9/1/42 2,750 2,780
John Deere Capital Corp. 2.800% 1/27/23 2,900 2,994
Legrand France SA 8.500% 2/15/25 825 1,055
Lockheed Martin Corp. 6.150% 9/1/36 6,210 8,027
Lockheed Martin Corp. 5.500% 11/15/39 1,350 1,635
Lockheed Martin Corp. 5.720% 6/1/40 189 232
Lockheed Martin Corp. 4.850% 9/15/41 1,000 1,134
Northrop Grumman Corp. 5.050% 11/15/40 1,950 2,254
Northrop Grumman Systems Corp. 7.750% 2/15/31 1,115 1,646
Owens Corning 7.000% 12/1/36 2,800 3,071
Parker Hannifin Corp. 6.250% 5/15/38 1,295 1,825
Raytheon Co. 7.200% 8/15/27 500 703
Raytheon Co. 4.875% 10/15/40 1,300 1,540
Raytheon Co. 4.700% 12/15/41 1,775 2,063
Republic Services Inc. 6.086% 3/15/35 225 270
Republic Services Inc. 6.200% 3/1/40 2,835 3,538
Republic Services Inc. 5.700% 5/15/41 3,300 3,946
Rockwell Automation Inc. 6.700% 1/15/28 300 396
Rockwell Automation Inc. 6.250% 12/1/37 1,100 1,488
Sonoco Products Co. 5.750% 11/1/40 1,950 2,275
Stanley Black & Decker Inc. 5.200% 9/1/40 700 804
United Technologies Corp. 6.700% 8/1/28 250 342
United Technologies Corp. 7.500% 9/15/29 1,875 2,748
United Technologies Corp. 5.400% 5/1/35 1,775 2,179
United Technologies Corp. 6.050% 6/1/36 1,575 2,122
United Technologies Corp. 6.125% 7/15/38 1,700 2,292
United Technologies Corp. 5.700% 4/15/40 3,985 5,182
United Technologies Corp. 4.500% 6/1/42 9,275 10,355
Waste Management Inc. 7.100% 8/1/26 850 1,152
Waste Management Inc. 7.000% 7/15/28 3,095 4,165
Waste Management Inc. 7.750% 5/15/32 975 1,392
Waste Management Inc. 6.125% 11/30/39 545 693
 
Communication (7.0%)        
Alltel Corp. 7.875% 7/1/32 2,275 3,602
America Movil SAB de CV 6.375% 3/1/35 2,810 3,667
America Movil SAB de CV 6.125% 11/15/37 1,200 1,526
America Movil SAB de CV 6.125% 3/30/40 5,670 7,368
America Movil SAB de CV 4.375% 7/16/42 2,075 2,132
Ameritech Capital Funding Corp. 6.550% 1/15/28 1,000 1,169
AT&T Corp. 6.500% 3/15/29 1,775 2,201
AT&T Corp. 8.000% 11/15/31 4,115 6,360
AT&T Inc. 6.450% 6/15/34 5,250 6,860
AT&T Inc. 6.150% 9/15/34 3,000 3,809
AT&T Inc. 6.800% 5/15/36 120 164
AT&T Inc. 6.500% 9/1/37 5,550 7,386
AT&T Inc. 6.300% 1/15/38 9,460 12,431

 

 

AT&T Inc. 6.400% 5/15/38 3,425 4,568
AT&T Inc. 6.550% 2/15/39 4,000 5,428
AT&T Inc. 5.350% 9/1/40 8,706 10,491
AT&T Inc. 5.550% 8/15/41 5,350 6,667
AT&T Mobility LLC 7.125% 12/15/31 2,425 3,374
Bellsouth Capital Funding Corp. 7.875% 2/15/30 4,250 5,748
BellSouth Corp. 6.875% 10/15/31 1,675 2,099
BellSouth Corp. 6.550% 6/15/34 2,525 3,059
BellSouth Corp. 6.000% 11/15/34 1,480 1,705
BellSouth Telecommunications Inc. 6.375% 6/1/28 3,140 3,754
BellSouth Telecommunications Inc. 0.000% 12/15/95 585 598
British Telecommunications plc 9.625% 12/15/30 7,250 11,822
CBS Corp. 7.875% 7/30/30 4,665 6,378
CBS Corp. 5.500% 5/15/33 225 248
CBS Corp. 5.900% 10/15/40 600 711
CBS Corp. 4.850% 7/1/42 800 847
CenturyLink Inc. 6.875% 1/15/28 550 589
CenturyLink Inc. 7.600% 9/15/39 5,090 5,388
CenturyLink Inc. 7.650% 3/15/42 1,450 1,556
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 3,198 4,779
Comcast Corp. 7.050% 3/15/33 700 921
Comcast Corp. 5.650% 6/15/35 5,200 6,161
Comcast Corp. 6.500% 11/15/35 7,415 9,572
Comcast Corp. 6.450% 3/15/37 3,175 4,111
Comcast Corp. 6.950% 8/15/37 4,485 6,103
Comcast Corp. 6.400% 5/15/38 4,350 5,648
Comcast Corp. 4.650% 7/15/42 2,550 2,726
Deutsche Telekom International Finance BV 8.750% 6/15/30 10,725 16,144
Deutsche Telekom International Finance BV 9.250% 6/1/32 255 402
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.350% 3/15/40 3,110 3,661
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.000% 8/15/40 2,700 3,042
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.375% 3/1/41 2,200 2,589
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.150% 3/15/42 3,400 3,489
Discovery Communications LLC 6.350% 6/1/40 1,600 2,018
Discovery Communications LLC 4.950% 5/15/42 1,425 1,554
Embarq Corp. 7.995% 6/1/36 4,020 4,545
France Telecom SA 8.500% 3/1/31 6,890 10,362
France Telecom SA 5.375% 1/13/42 2,125 2,500
Grupo Televisa SAB 6.625% 3/18/25 1,600 2,082
Grupo Televisa SAB 8.500% 3/11/32 250 365
Grupo Televisa SAB 6.625% 1/15/40 2,035 2,677
GTE Corp. 6.940% 4/15/28 2,675 3,502
Koninklijke KPN NV 8.375% 10/1/30 2,375 3,162
McGraw-Hill Cos. Inc. 6.550% 11/15/37 1,150 1,394
NBCUniversal Media LLC 2.875% 1/15/23 1,650 1,647
NBCUniversal Media LLC 6.400% 4/30/40 3,795 4,829
NBCUniversal Media LLC 5.950% 4/1/41 3,100 3,842
NBCUniversal Media LLC 4.450% 1/15/43 2,200 2,193
New Cingular Wireless Services Inc. 8.750% 3/1/31 2,315 3,734
News America Inc. 6.550% 3/15/33 225 266
News America Inc. 6.200% 12/15/34 6,790 8,175
News America Inc. 6.400% 12/15/35 7,405 9,149

 

 

News America Inc. 8.150% 10/17/36 1,225 1,695
News America Inc. 7.850% 3/1/39 825 1,128
News America Inc. 6.900% 8/15/39 2,750 3,577
News America Inc. 6.150% 2/15/41 2,550 3,168
News America Inc. 7.750% 12/1/45 1,395 1,910
Pacific Bell Telephone Co. 7.125% 3/15/26 572 772
Qwest Capital Funding Inc. 6.875% 7/15/28 500 518
Qwest Corp. 7.200% 11/10/26 200 203
Qwest Corp. 6.875% 9/15/33 3,850 3,903
Rogers Communications Inc. 7.500% 8/15/38 1,575 2,274
TCI Communications Inc. 7.875% 2/15/26 2,200 3,166
TCI Communications Inc. 7.125% 2/15/28 1,095 1,439
Telecom Italia Capital SA 6.375% 11/15/33 3,025 2,769
Telecom Italia Capital SA 6.000% 9/30/34 2,050 1,811
Telecom Italia Capital SA 7.200% 7/18/36 1,785 1,749
Telecom Italia Capital SA 7.721% 6/4/38 3,650 3,675
Telefonica Emisiones SAU 7.045% 6/20/36 5,250 5,152
Telefonica Europe BV 8.250% 9/15/30 2,500 2,668
Thomson Reuters Corp. 5.500% 8/15/35 900 1,045
Thomson Reuters Corp. 5.850% 4/15/40 1,625 1,999
Time Warner Cable Inc. 6.550% 5/1/37 3,785 4,755
Time Warner Cable Inc. 7.300% 7/1/38 2,075 2,811
Time Warner Cable Inc. 6.750% 6/15/39 4,475 5,830
Time Warner Cable Inc. 5.875% 11/15/40 5,250 6,180
Time Warner Cable Inc. 5.500% 9/1/41 3,150 3,574
Time Warner Cable Inc. 4.500% 9/15/42 4,025 4,006
Time Warner Entertainment Co. LP 8.375% 3/15/23 3,003 4,235
Time Warner Entertainment Co. LP 8.375% 7/15/33 1,950 2,824
United States Cellular Corp. 6.700% 12/15/33 1,610 1,683
Verizon Communications Inc. 5.850% 9/15/35 3,575 4,532
Verizon Communications Inc. 6.250% 4/1/37 2,825 3,759
Verizon Communications Inc. 6.400% 2/15/38 10,430 14,112
Verizon Communications Inc. 6.900% 4/15/38 3,000 4,310
Verizon Communications Inc. 8.950% 3/1/39 1,120 1,951
Verizon Communications Inc. 7.350% 4/1/39 1,950 2,939
Verizon Communications Inc. 6.000% 4/1/41 1,675 2,221
Verizon Communications Inc. 4.750% 11/1/41 1,525 1,761
Verizon Global Funding Corp. 7.750% 12/1/30 7,550 11,232
Verizon Maryland Inc. 5.125% 6/15/33 950 1,035
Verizon New England Inc. 7.875% 11/15/29 490 645
Verizon New York Inc. 7.375% 4/1/32 650 864
Vodafone Group plc 7.875% 2/15/30 1,000 1,490
Vodafone Group plc 6.250% 11/30/32 550 731
Vodafone Group plc 6.150% 2/27/37 6,300 8,483
WPP Finance 2010 5.125% 9/7/42 700 686
 
Consumer Cyclical (3.8%)        
CVS Caremark Corp. 6.250% 6/1/27 3,700 4,892
CVS Caremark Corp. 6.125% 9/15/39 4,125 5,392
CVS Caremark Corp. 5.750% 5/15/41 1,325 1,663
Daimler Finance North America LLC 8.500% 1/18/31 3,315 5,220
Darden Restaurants Inc. 6.800% 10/15/37 1,750 2,120
eBay Inc. 4.000% 7/15/42 2,450 2,388
Ford Holdings LLC 9.300% 3/1/30 750 996
Ford Motor Co. 6.625% 10/1/28 1,625 1,828
Ford Motor Co. 6.375% 2/1/29 1,025 1,112
Ford Motor Co. 7.450% 7/16/31 5,250 6,510

 

 

Ford Motor Co. 7.400% 11/1/46 1,475 1,774
Historic TW Inc. 9.150% 2/1/23 1,230 1,766
Historic TW Inc. 6.625% 5/15/29 6,975 8,688
Home Depot Inc. 5.875% 12/16/36 7,950 10,487
Home Depot Inc. 5.400% 9/15/40 1,325 1,670
Home Depot Inc. 5.950% 4/1/41 2,600 3,529
Johnson Controls Inc. 6.000% 1/15/36 475 569
Johnson Controls Inc. 5.700% 3/1/41 1,100 1,319
Johnson Controls Inc. 5.250% 12/1/41 635 722
Kohl's Corp. 6.000% 1/15/33 400 461
Kohl's Corp. 6.875% 12/15/37 1,795 2,384
Lowe's Cos. Inc. 6.875% 2/15/28 550 718
Lowe's Cos. Inc. 6.500% 3/15/29 1,800 2,286
Lowe's Cos. Inc. 5.800% 10/15/36 2,250 2,780
Lowe's Cos. Inc. 6.650% 9/15/37 100 137
Lowe's Cos. Inc. 5.800% 4/15/40 2,175 2,683
Lowe's Cos. Inc. 5.125% 11/15/41 925 1,063
Lowe's Cos. Inc. 4.650% 4/15/42 2,660 2,900
Macy's Retail Holdings Inc. 6.900% 4/1/29 3,050 3,598
Macy's Retail Holdings Inc. 6.375% 3/15/37 3,450 4,154
Macy's Retail Holdings Inc. 5.125% 1/15/42 800 873
McDonald's Corp. 6.300% 10/15/37 1,875 2,663
McDonald's Corp. 6.300% 3/1/38 2,875 4,082
McDonald's Corp. 5.700% 2/1/39 1,250 1,679
McDonald's Corp. 3.700% 2/15/42 1,725 1,776
Nordstrom Inc. 6.950% 3/15/28 300 399
Nordstrom Inc. 7.000% 1/15/38 1,200 1,742
Target Corp. 7.000% 7/15/31 1,800 2,518
Target Corp. 6.350% 11/1/32 3,825 5,077
Target Corp. 6.500% 10/15/37 6,900 9,683
Target Corp. 7.000% 1/15/38 3,325 4,882
Time Warner Cos. Inc. 7.570% 2/1/24 500 670
Time Warner Cos. Inc. 6.950% 1/15/28 1,000 1,324
Time Warner Inc. 7.625% 4/15/31 6,250 8,679
Time Warner Inc. 7.700% 5/1/32 2,465 3,449
Time Warner Inc. 6.200% 3/15/40 2,350 2,938
Time Warner Inc. 6.100% 7/15/40 2,535 3,133
Time Warner Inc. 6.250% 3/29/41 2,925 3,660
Time Warner Inc. 5.375% 10/15/41 2,350 2,657
Time Warner Inc. 4.900% 6/15/42 1,725 1,889
VF Corp. 6.450% 11/1/37 1,500 2,041
Viacom Inc. 6.875% 4/30/36 5,835 7,724
Viacom Inc. 4.500% 2/27/42 925 954
Wal-Mart Stores Inc. 5.875% 4/5/27 4,562 6,125
Wal-Mart Stores Inc. 7.550% 2/15/30 5,425 8,139
Wal-Mart Stores Inc. 5.250% 9/1/35 5,475 6,770
Wal-Mart Stores Inc. 6.500% 8/15/37 7,725 11,047
Wal-Mart Stores Inc. 6.200% 4/15/38 4,555 6,305
Wal-Mart Stores Inc. 5.625% 4/1/40 2,850 3,751
Wal-Mart Stores Inc. 4.875% 7/8/40 4,150 5,009
Wal-Mart Stores Inc. 5.000% 10/25/40 1,300 1,573
Wal-Mart Stores Inc. 5.625% 4/15/41 4,350 5,801
Walgreen Co. 4.400% 9/15/42 1,150 1,179
Walt Disney Co. 7.000% 3/1/32 1,450 2,132
Walt Disney Co. 4.375% 8/16/41 225 259
Walt Disney Co. 4.125% 12/1/41 2,075 2,311
Western Union Co. 6.200% 11/17/36 1,950 2,222

 

 

Western Union Co. 6.200% 6/21/40 325 377
Yum! Brands Inc. 6.875% 11/15/37 1,400 1,934
 
Consumer Noncyclical (6.2%)        
Abbott Laboratories 6.150% 11/30/37 2,225 3,099
Abbott Laboratories 6.000% 4/1/39 2,050 2,877
Abbott Laboratories 5.300% 5/27/40 4,100 5,315
Ahold Finance USA LLC 6.875% 5/1/29 725 899
Altria Group Inc. 9.950% 11/10/38 4,950 8,278
Altria Group Inc. 10.200% 2/6/39 3,725 6,381
Altria Group Inc. 4.250% 8/9/42 1,550 1,532
Amgen Inc. 6.375% 6/1/37 2,525 3,161
Amgen Inc. 6.900% 6/1/38 1,250 1,667
Amgen Inc. 6.400% 2/1/39 5,375 6,815
Amgen Inc. 5.750% 3/15/40 1,800 2,124
Amgen Inc. 4.950% 10/1/41 2,210 2,323
Amgen Inc. 5.150% 11/15/41 5,115 5,688
Amgen Inc. 5.650% 6/15/42 3,085 3,664
Amgen Inc. 5.375% 5/15/43 1,250 1,449
Anheuser-Busch Cos. LLC 6.800% 8/20/32 1,875 2,603
Anheuser-Busch Cos. LLC 5.950% 1/15/33 650 835
Anheuser-Busch Cos. LLC 5.750% 4/1/36 1,575 2,018
Anheuser-Busch Cos. LLC 6.450% 9/1/37 650 922
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 4,225 7,036
Anheuser-Busch InBev Worldwide Inc. 8.000% 11/15/39 125 205
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 2,225 3,179
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 3,450 3,463
Archer-Daniels-Midland Co. 5.935% 10/1/32 255 317
Archer-Daniels-Midland Co. 5.375% 9/15/35 3,850 4,680
Archer-Daniels-Midland Co. 5.765% 3/1/41 2,400 3,116
Archer-Daniels-Midland Co. 4.535% 3/26/42 335 365
AstraZeneca plc 6.450% 9/15/37 8,050 11,021
AstraZeneca plc 4.000% 9/18/42 2,675 2,742
Baxter International Inc. 6.250% 12/1/37 800 1,114
Baxter International Inc. 3.650% 8/15/42 1,500 1,511
Beam Inc. 5.875% 1/15/36 175 209
Becton Dickinson & Co. 6.000% 5/15/39 1,000 1,358
Becton Dickinson & Co. 5.000% 11/12/40 400 484
Boston Scientific Corp. 7.000% 11/15/35 575 739
Boston Scientific Corp. 7.375% 1/15/40 1,150 1,585
Bristol-Myers Squibb Co. 7.150% 6/15/23 1,300 1,832
Bristol-Myers Squibb Co. 6.800% 11/15/26 889 1,252
Bristol-Myers Squibb Co. 5.875% 11/15/36 1,802 2,366
Bristol-Myers Squibb Co. 6.125% 5/1/38 1,850 2,565
Bristol-Myers Squibb Co. 3.250% 8/1/42 1,350 1,246
Bristol-Myers Squibb Co. 6.875% 8/1/97 200 294
Campbell Soup Co. 3.800% 8/2/42 1,000 990
Celgene Corp. 5.700% 10/15/40 600 685
Colgate-Palmolive Co. 1.950% 2/1/23 200 194
ConAgra Foods Inc. 7.125% 10/1/26 150 197
ConAgra Foods Inc. 7.000% 10/1/28 175 224
ConAgra Foods Inc. 8.250% 9/15/30 1,650 2,298
Covidien International Finance SA 6.550% 10/15/37 2,975 4,253
CR Bard Inc. 6.700% 12/1/26 500 659
Delhaize Group SA 5.700% 10/1/40 2,739 2,430
Diageo Capital plc 5.875% 9/30/36 750 971
Diageo Investment Corp. 7.450% 4/15/35 1,750 2,621

 

 

Diageo Investment Corp. 4.250% 5/11/42 2,075 2,264
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 760 1,122
Eli Lilly & Co. 7.125% 6/1/25 1,100 1,556
Eli Lilly & Co. 5.500% 3/15/27 5,300 6,863
Eli Lilly & Co. 5.550% 3/15/37 750 968
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,025 1,337
Estee Lauder Cos. Inc. 3.700% 8/15/42 825 812
4 Express Scripts Holding Co. 6.125% 11/15/41 1,825 2,375
Genentech Inc. 5.250% 7/15/35 2,000 2,419
General Mills Inc. 5.400% 6/15/40 2,150 2,623
Gilead Sciences Inc. 5.650% 12/1/41 2,895 3,626
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 1,850 2,292
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 7,144 10,141
Hasbro Inc. 6.350% 3/15/40 1,829 2,183
HJ Heinz Finance Co. 6.750% 3/15/32 1,125 1,420
Hospira Inc. 5.600% 9/15/40 725 771
Ingredion Inc. 6.625% 4/15/37 575 715
Johnson & Johnson 6.950% 9/1/29 2,125 3,121
Johnson & Johnson 4.950% 5/15/33 2,125 2,636
Johnson & Johnson 5.950% 8/15/37 1,230 1,746
Johnson & Johnson 5.850% 7/15/38 1,525 2,167
Johnson & Johnson 4.500% 9/1/40 1,900 2,322
Johnson & Johnson 4.850% 5/15/41 775 1,002
Kaiser Foundation Hospitals 4.875% 4/1/42 1,475 1,667
Kellogg Co. 7.450% 4/1/31 2,350 3,311
Kimberly-Clark Corp. 6.625% 8/1/37 2,975 4,381
Kimberly-Clark Corp. 5.300% 3/1/41 815 1,064
Koninklijke Philips Electronics NV 6.875% 3/11/38 2,655 3,650
Koninklijke Philips Electronics NV 5.000% 3/15/42 2,000 2,269
4 Kraft Foods Group Inc. 5.000% 6/4/42 5,250 5,911
Mondelez International Inc. 6.500% 11/1/31 2,450 3,140
Mondelez International Inc. 7.000% 8/11/37 3,170 4,439
Mondelez International Inc. 6.875% 2/1/38 2,605 3,624
Mondelez International Inc. 6.875% 1/26/39 535 743
Mondelez International Inc. 6.500% 2/9/40 8,900 12,104
Kroger Co. 7.700% 6/1/29 375 488
Kroger Co. 8.000% 9/15/29 1,925 2,564
Kroger Co. 7.500% 4/1/31 2,000 2,634
Kroger Co. 6.900% 4/15/38 400 505
Kroger Co. 5.400% 7/15/40 750 810
Kroger Co. 5.000% 4/15/42 900 942
Lorillard Tobacco Co. 7.000% 8/4/41 955 1,147
Mattel Inc. 5.450% 11/1/41 1,225 1,368
McKesson Corp. 6.000% 3/1/41 1,550 2,116
Mead Johnson Nutrition Co. 5.900% 11/1/39 1,085 1,341
Medtronic Inc. 6.500% 3/15/39 600 878
Medtronic Inc. 5.550% 3/15/40 1,025 1,295
Medtronic Inc. 4.500% 3/15/42 1,050 1,192
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 975 1,142
Memorial Sloan-Kettering Cancer Center New        
York GO 3.774% 11/15/43 1,275 1,278
Merck & Co. Inc. 6.300% 1/1/26 500 677
Merck & Co. Inc. 6.400% 3/1/28 2,200 3,042
Merck & Co. Inc. 5.950% 12/1/28 1,050 1,400
Merck & Co. Inc. 6.500% 12/1/33 1,320 1,909
Merck & Co. Inc. 5.750% 11/15/36 700 935

 

 

Merck & Co. Inc. 6.550% 9/15/37 3,955 5,832
Merck & Co. Inc. 5.850% 6/30/39 3,325 4,554
Merck & Co. Inc. 3.600% 9/15/42 250 250
Molson Coors Brewing Co. 5.000% 5/1/42 3,100 3,467
New York University Hospitals Center GO 4.428% 7/1/42 875 892
Novartis Capital Corp. 3.700% 9/21/42 750 768
Pepsi Bottling Group Inc. 7.000% 3/1/29 4,075 5,942
PepsiCo Inc. 5.500% 1/15/40 1,125 1,446
PepsiCo Inc. 4.875% 11/1/40 3,615 4,304
PepsiCo Inc. 4.000% 3/5/42 1,970 2,054
PepsiCo Inc. 3.600% 8/13/42 1,000 979
Pfizer Inc. 7.200% 3/15/39 3,865 6,043
Pharmacia Corp. 6.600% 12/1/28 1,050 1,432
Philip Morris International Inc. 6.375% 5/16/38 3,890 5,379
Philip Morris International Inc. 4.375% 11/15/41 2,550 2,751
Philip Morris International Inc. 4.500% 3/20/42 1,875 2,068
Philip Morris International Inc. 3.875% 8/21/42 1,775 1,780
Procter & Gamble Co. 6.450% 1/15/26 1,100 1,520
Procter & Gamble Co. 5.800% 8/15/34 200 270
Procter & Gamble Co. 5.550% 3/5/37 6,150 8,321
Quest Diagnostics Inc. 6.950% 7/1/37 965 1,279
Quest Diagnostics Inc. 5.750% 1/30/40 1,000 1,185
Ralcorp Holdings Inc. 6.625% 8/15/39 1,835 1,959
Reynolds American Inc. 7.250% 6/15/37 725 914
Safeway Inc. 7.250% 2/1/31 1,761 1,880
Sysco Corp. 5.375% 9/21/35 1,575 1,998
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 2,225 2,947
Unilever Capital Corp. 5.900% 11/15/32 3,425 4,847
Watson Pharmaceuticals Inc. 3.250% 10/1/22 3,400 3,442
Watson Pharmaceuticals Inc. 4.625% 10/1/42 3,400 3,465
Wyeth LLC 6.450% 2/1/24 2,725 3,722
Wyeth LLC 6.500% 2/1/34 2,310 3,221
Wyeth LLC 6.000% 2/15/36 2,850 3,827
Wyeth LLC 5.950% 4/1/37 7,635 10,254
Zimmer Holdings Inc. 5.750% 11/30/39 1,100 1,352
 
Energy (4.3%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 1,000 1,244
Anadarko Finance Co. 7.500% 5/1/31 2,485 3,341
Anadarko Petroleum Corp. 6.450% 9/15/36 6,850 8,529
Anadarko Petroleum Corp. 7.950% 6/15/39 50 72
Anadarko Petroleum Corp. 6.200% 3/15/40 1,575 1,932
Apache Corp. 6.000% 1/15/37 2,200 2,938
Apache Corp. 5.100% 9/1/40 3,150 3,736
Apache Corp. 5.250% 2/1/42 3,050 3,711
Apache Corp. 4.750% 4/15/43 3,825 4,388
Apache Finance Canada Corp. 7.750% 12/15/29 650 941
Baker Hughes Inc. 6.875% 1/15/29 1,000 1,364
Baker Hughes Inc. 5.125% 9/15/40 4,215 5,173
Burlington Resources Finance Co. 7.200% 8/15/31 1,050 1,498
Burlington Resources Finance Co. 7.400% 12/1/31 1,675 2,459
Cameron International Corp. 5.950% 6/1/41 1,400 1,738
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,400 1,934
Canadian Natural Resources Ltd. 6.450% 6/30/33 1,175 1,533
Canadian Natural Resources Ltd. 5.850% 2/1/35 650 795
Canadian Natural Resources Ltd. 6.500% 2/15/37 2,315 3,026
Canadian Natural Resources Ltd. 6.250% 3/15/38 3,115 4,080

 

 

Cenovus Energy Inc. 6.750% 11/15/39 3,980 5,432
Cenovus Energy Inc. 4.450% 9/15/42 1,700 1,773
Conoco Funding Co. 7.250% 10/15/31 195 293
ConocoPhillips 5.900% 10/15/32 2,750 3,587
ConocoPhillips 5.900% 5/15/38 2,425 3,264
ConocoPhillips 6.500% 2/1/39 4,050 5,860
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 2,250 2,920
ConocoPhillips Holding Co. 6.950% 4/15/29 1,975 2,797
Devon Energy Corp. 7.950% 4/15/32 535 801
Devon Energy Corp. 5.600% 7/15/41 4,610 5,458
Devon Energy Corp. 4.750% 5/15/42 500 538
Devon Financing Corp. ULC 7.875% 9/30/31 5,690 8,209
Diamond Offshore Drilling Inc. 5.700% 10/15/39 1,075 1,416
Encana Corp. 6.500% 8/15/34 5,150 6,127
Encana Corp. 6.625% 8/15/37 1,175 1,434
Encana Corp. 6.500% 2/1/38 875 1,059
Encana Corp. 5.150% 11/15/41 1,160 1,211
Eni USA Inc. 7.300% 11/15/27 600 804
EOG Resources Inc. 2.625% 3/15/23 2,550 2,578
Global Marine Inc. 7.000% 6/1/28 800 897
Halliburton Co. 6.700% 9/15/38 5,350 7,604
Halliburton Co. 4.500% 11/15/41 1,000 1,119
Hess Corp. 7.875% 10/1/29 2,625 3,632
Hess Corp. 7.300% 8/15/31 895 1,199
Hess Corp. 7.125% 3/15/33 925 1,227
Hess Corp. 6.000% 1/15/40 2,290 2,774
Hess Corp. 5.600% 2/15/41 4,300 4,993
Husky Energy Inc. 6.800% 9/15/37 1,475 1,936
Kerr-McGee Corp. 6.950% 7/1/24 2,197 2,844
Kerr-McGee Corp. 7.875% 9/15/31 500 669
Marathon Oil Corp. 6.800% 3/15/32 750 998
Marathon Oil Corp. 6.600% 10/1/37 2,400 3,201
Marathon Petroleum Corp. 6.500% 3/1/41 3,125 3,816
Murphy Oil Corp. 7.050% 5/1/29 500 611
Nexen Inc. 7.875% 3/15/32 1,800 2,470
Nexen Inc. 5.875% 3/10/35 1,850 2,191
Nexen Inc. 6.400% 5/15/37 3,365 4,301
Nexen Inc. 7.500% 7/30/39 1,525 2,179
Noble Energy Inc. 8.000% 4/1/27 1,275 1,741
Noble Energy Inc. 6.000% 3/1/41 1,950 2,360
Noble Holding International Ltd. 6.200% 8/1/40 1,900 2,212
Noble Holding International Ltd. 5.250% 3/15/42 1,900 2,034
Occidental Petroleum Corp. 2.700% 2/15/23 2,850 2,924
Petro-Canada 7.875% 6/15/26 150 215
Petro-Canada 7.000% 11/15/28 250 316
Petro-Canada 5.350% 7/15/33 1,650 1,839
Petro-Canada 5.950% 5/15/35 2,580 3,142
Petro-Canada 6.800% 5/15/38 2,850 3,886
4 Phillips 66 5.875% 5/1/42 4,300 5,151
Pioneer Natural Resources Co. 7.200% 1/15/28 500 628
Pride International Inc. 7.875% 8/15/40 1,200 1,762
Shell International Finance BV 6.375% 12/15/38 6,715 9,699
Shell International Finance BV 5.500% 3/25/40 2,950 3,886
Shell International Finance BV 3.625% 8/21/42 1,900 1,927
Suncor Energy Inc. 7.150% 2/1/32 800 1,087
Suncor Energy Inc. 5.950% 12/1/34 1,080 1,341
Suncor Energy Inc. 6.500% 6/15/38 5,225 6,937

 

 

Talisman Energy Inc. 7.250% 10/15/27 450 565
Talisman Energy Inc. 5.850% 2/1/37 3,200 3,626
Talisman Energy Inc. 6.250% 2/1/38 1,500 1,788
Tosco Corp. 7.800% 1/1/27 105 151
Tosco Corp. 8.125% 2/15/30 6,400 9,683
Total Capital International SA 2.700% 1/25/23 1,425 1,450
Transocean Inc. 6.500% 11/15/20 225 269
Transocean Inc. 3.800% 10/15/22 1,275 1,282
Transocean Inc. 7.500% 4/15/31 1,525 1,885
Transocean Inc. 6.800% 3/15/38 2,900 3,491
Transocean Inc. 7.350% 12/15/41 1,080 1,415
Valero Energy Corp. 7.500% 4/15/32 2,921 3,652
Valero Energy Corp. 6.625% 6/15/37 4,575 5,527
Weatherford International Inc. 6.800% 6/15/37 2,900 3,154
Weatherford International Ltd. 6.500% 8/1/36 1,900 2,042
Weatherford International Ltd. 7.000% 3/15/38 1,600 1,815
Weatherford International Ltd. 6.750% 9/15/40 600 678
Weatherford International Ltd. 5.950% 4/15/42 1,000 1,049
XTO Energy Inc. 6.750% 8/1/37 440 684
 
Other Industrial (0.1%)        
California Institute of Technology GO 4.700% 11/1/11 1,250 1,393
Massachusetts Institute of Technology GO 5.600% 7/1/11 1,950 2,817
 
Technology (1.5%)        
Agilent Technologies Inc. 3.200% 10/1/22 1,500 1,515
Applied Materials Inc. 5.850% 6/15/41 2,100 2,638
Cisco Systems Inc. 5.900% 2/15/39 3,650 4,847
Cisco Systems Inc. 5.500% 1/15/40 7,160 9,203
Corning Inc. 7.250% 8/15/36 600 769
Corning Inc. 4.700% 3/15/37 2,300 2,435
Corning Inc. 5.750% 8/15/40 950 1,153
Corning Inc. 4.750% 3/15/42 350 376
Dell Inc. 7.100% 4/15/28 800 999
Dell Inc. 6.500% 4/15/38 1,158 1,428
Fiserv Inc. 3.500% 10/1/22 1,525 1,526
Harris Corp. 6.150% 12/15/40 570 697
Hewlett-Packard Co. 6.000% 9/15/41 3,555 3,806
HP Enterprise Services LLC 7.450% 10/15/29 375 455
Intel Corp. 4.800% 10/1/41 4,795 5,616
International Business Machines Corp. 7.000% 10/30/25 1,050 1,554
International Business Machines Corp. 6.220% 8/1/27 1,600 2,189
International Business Machines Corp. 6.500% 1/15/28 225 308
International Business Machines Corp. 5.875% 11/29/32 950 1,303
International Business Machines Corp. 5.600% 11/30/39 2,928 3,907
International Business Machines Corp. 4.000% 6/20/42 4,403 4,757
Juniper Networks Inc. 5.950% 3/15/41 1,350 1,498
Microsoft Corp. 5.200% 6/1/39 2,205 2,875
Microsoft Corp. 4.500% 10/1/40 2,465 2,908
Microsoft Corp. 5.300% 2/8/41 1,800 2,384
Motorola Solutions Inc. 7.500% 5/15/25 525 653
Oracle Corp. 6.500% 4/15/38 2,775 3,970
Oracle Corp. 6.125% 7/8/39 2,425 3,332
Oracle Corp. 5.375% 7/15/40 8,045 10,307
Pitney Bowes Inc. 5.250% 1/15/37 2,065 2,120
SAIC Inc. 5.950% 12/1/40 350 401
Science Applications International Corp. 5.500% 7/1/33 1,100 1,119

 

 

Tyco Electronics Group SA 7.125% 10/1/37 1,250 1,675
Xerox Corp. 6.750% 12/15/39 950 1,186
 
Transportation (1.4%)        
3 BNSF Funding Trust I 6.613% 12/15/55 850 942
Burlington Northern Santa Fe LLC 7.000% 12/15/25 1,200 1,636
Burlington Northern Santa Fe LLC 7.950% 8/15/30 1,300 1,855
Burlington Northern Santa Fe LLC 6.200% 8/15/36 775 999
Burlington Northern Santa Fe LLC 6.150% 5/1/37 1,325 1,714
Burlington Northern Santa Fe LLC 5.750% 5/1/40 2,345 2,931
Burlington Northern Santa Fe LLC 5.050% 3/1/41 1,325 1,521
Burlington Northern Santa Fe LLC 5.400% 6/1/41 1,710 2,063
Burlington Northern Santa Fe LLC 4.400% 3/15/42 1,310 1,391
Burlington Northern Santa Fe LLC 4.375% 9/1/42 2,475 2,628
Canadian National Railway Co. 6.250% 8/1/34 2,450 3,418
Canadian National Railway Co. 6.200% 6/1/36 2,550 3,496
Canadian Pacific Railway Co. 4.450% 3/15/23 1,800 1,996
Canadian Pacific Railway Co. 7.125% 10/15/31 2,325 3,017
Canadian Pacific Railway Co. 5.950% 5/15/37 500 595
Canadian Pacific Railway Ltd. 5.750% 1/15/42 395 489
Con-way Inc. 6.700% 5/1/34 650 704
3 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 1,100 1,127
3 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 2,850 2,918
CSX Corp. 6.000% 10/1/36 175 219
CSX Corp. 6.150% 5/1/37 2,280 2,908
CSX Corp. 6.220% 4/30/40 5,625 7,306
CSX Corp. 5.500% 4/15/41 400 482
CSX Corp. 4.750% 5/30/42 900 979
FedEx Corp. 3.875% 8/1/42 1,250 1,221
4 Norfolk Southern Corp. 2.903% 2/15/23 1,447 1,469
Norfolk Southern Corp. 5.590% 5/17/25 631 792
Norfolk Southern Corp. 7.800% 5/15/27 2,242 3,294
Norfolk Southern Corp. 7.250% 2/15/31 560 799
Norfolk Southern Corp. 7.050% 5/1/37 600 877
Norfolk Southern Corp. 4.837% 10/1/41 2,623 2,993
Norfolk Southern Corp. 3.950% 10/1/42 1,125 1,123
Norfolk Southern Corp. 6.000% 3/15/05 1,400 1,708
Norfolk Southern Corp. 6.000% 5/23/11 1,625 1,983
Union Pacific Corp. 7.125% 2/1/28 600 837
Union Pacific Corp. 6.625% 2/1/29 1,500 2,061
Union Pacific Corp. 6.150% 5/1/37 1,000 1,305
Union Pacific Corp. 5.780% 7/15/40 600 763
Union Pacific Corp. 4.750% 9/15/41 3,080 3,475
3 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 854 1,040
United Parcel Service Inc. 2.450% 10/1/22 2,800 2,824
United Parcel Service Inc. 6.200% 1/15/38 4,810 6,765
United Parcel Service Inc. 4.875% 11/15/40 300 359
United Parcel Service Inc. 3.625% 10/1/42 825 832
United Parcel Service of America Inc. 8.375% 4/1/30 500 766
        1,702,646
Utilities (8.0%)        
Electric (5.7%)        
AEP Texas Central Co. 6.650% 2/15/33 2,980 3,857
Alabama Power Co. 6.125% 5/15/38 1,000 1,349

 

 

Alabama Power Co. 5.500% 3/15/41 500 640
Alabama Power Co. 5.200% 6/1/41 1,075 1,345
Alabama Power Co. 4.100% 1/15/42 800 841
Appalachian Power Co. 5.800% 10/1/35 500 615
Appalachian Power Co. 6.375% 4/1/36 1,225 1,573
Appalachian Power Co. 6.700% 8/15/37 500 666
Arizona Public Service Co. 5.050% 9/1/41 1,000 1,177
Arizona Public Service Co. 4.500% 4/1/42 1,635 1,782
Baltimore Gas & Electric Co. 6.350% 10/1/36 375 505
Carolina Power & Light Co. 6.300% 4/1/38 1,775 2,438
Carolina Power & Light Co. 4.100% 5/15/42 800 831
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 925 1,339
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 1,200 1,164
Cleco Power LLC 6.500% 12/1/35 500 627
Cleco Power LLC 6.000% 12/1/40 1,000 1,207
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,000 1,208
Cleveland Electric Illuminating Co. 5.950% 12/15/36 1,000 1,150
Commonwealth Edison Co. 5.875% 2/1/33 250 322
Commonwealth Edison Co. 5.900% 3/15/36 1,950 2,564
Commonwealth Edison Co. 6.450% 1/15/38 1,475 2,077
Commonwealth Edison Co. 3.800% 10/1/42 650 652
Connecticut Light & Power Co. 6.350% 6/1/36 750 1,031
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 1,950 2,409
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 4,175 5,543
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 2,475 3,630
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 875 1,115
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 1,150 1,508
Delmarva Power & Light Co. 4.000% 6/1/42 500 537
Detroit Edison Co. 5.700% 10/1/37 500 652
Detroit Edison Co. 3.950% 6/15/42 1,125 1,178
Dominion Resources Inc. 6.300% 3/15/33 2,150 2,752
Dominion Resources Inc. 5.950% 6/15/35 2,875 3,651
Dominion Resources Inc. 4.900% 8/1/41 2,100 2,450
Dominion Resources Inc. 4.050% 9/15/42 1,200 1,217
DTE Energy Co. 6.375% 4/15/33 2,050 2,670
Duke Energy Carolinas LLC 6.000% 12/1/28 1,125 1,408
Duke Energy Carolinas LLC 6.450% 10/15/32 1,050 1,390
Duke Energy Carolinas LLC 6.100% 6/1/37 850 1,103
Duke Energy Carolinas LLC 6.000% 1/15/38 1,955 2,548
Duke Energy Carolinas LLC 6.050% 4/15/38 1,550 2,044
Duke Energy Carolinas LLC 5.300% 2/15/40 1,400 1,699
Duke Energy Carolinas LLC 4.250% 12/15/41 1,725 1,827
Duke Energy Carolinas LLC 4.000% 9/30/42 1,225 1,251
Duke Energy Indiana Inc. 6.120% 10/15/35 1,055 1,327
Duke Energy Indiana Inc. 6.350% 8/15/38 2,300 3,135
El Paso Electric Co. 6.000% 5/15/35 850 1,020
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 500 582
Entergy Louisiana LLC 5.400% 11/1/24 1,950 2,407
Entergy Louisiana LLC 4.440% 1/15/26 425 480
Exelon Corp. 5.625% 6/15/35 2,810 3,218
Exelon Generation Co. LLC 6.250% 10/1/39 3,740 4,331
Exelon Generation Co. LLC 5.750% 10/1/41 225 248
4 Exelon Generation Co. LLC 5.600% 6/15/42 3,095 3,316
FirstEnergy Corp. 7.375% 11/15/31 5,725 7,505
FirstEnergy Solutions Corp. 6.800% 8/15/39 1,145 1,265
Florida Power & Light Co. 5.950% 10/1/33 950 1,277
Florida Power & Light Co. 5.625% 4/1/34 1,674 2,158

 

 

Florida Power & Light Co. 4.950% 6/1/35 210 250
Florida Power & Light Co. 5.400% 9/1/35 1,190 1,495
Florida Power & Light Co. 6.200% 6/1/36 1,150 1,590
Florida Power & Light Co. 5.650% 2/1/37 2,150 2,799
Florida Power & Light Co. 5.850% 5/1/37 475 634
Florida Power & Light Co. 5.950% 2/1/38 3,350 4,549
Florida Power & Light Co. 5.960% 4/1/39 650 883
Florida Power & Light Co. 5.690% 3/1/40 750 1,001
Florida Power & Light Co. 5.250% 2/1/41 1,095 1,385
Florida Power & Light Co. 4.125% 2/1/42 1,775 1,906
Florida Power & Light Co. 4.050% 6/1/42 1,050 1,114
Florida Power Corp. 6.350% 9/15/37 1,595 2,162
Florida Power Corp. 6.400% 6/15/38 4,050 5,554
Florida Power Corp. 5.650% 4/1/40 795 1,003
Georgia Power Co. 5.650% 3/1/37 2,575 3,220
Georgia Power Co. 5.950% 2/1/39 725 954
Georgia Power Co. 5.400% 6/1/40 2,000 2,466
Georgia Power Co. 4.750% 9/1/40 750 844
Georgia Power Co. 4.300% 3/15/42 3,250 3,442
Iberdrola International BV 6.750% 7/15/36 1,495 1,585
Indiana Michigan Power Co. 6.050% 3/15/37 1,775 2,211
Interstate Power & Light Co. 6.250% 7/15/39 975 1,287
3 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,255 2,570
Kansas City Power & Light Co. 6.050% 11/15/35 500 616
Kansas City Power & Light Co. 5.300% 10/1/41 750 867
Kentucky Utilities Co. 5.125% 11/1/40 800 1,000
Louisville Gas & Electric Co. 5.125% 11/15/40 2,200 2,715
MidAmerican Energy Co. 6.750% 12/30/31 1,970 2,709
MidAmerican Energy Co. 5.750% 11/1/35 850 1,088
MidAmerican Energy Co. 5.800% 10/15/36 875 1,144
MidAmerican Energy Holdings Co. 8.480% 9/15/28 420 621
MidAmerican Energy Holdings Co. 6.125% 4/1/36 8,845 11,312
MidAmerican Energy Holdings Co. 5.950% 5/15/37 1,675 2,110
MidAmerican Energy Holdings Co. 6.500% 9/15/37 1,700 2,276
Mississippi Power Co. 4.250% 3/15/42 1,625 1,672
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 2,900 4,420
Nevada Power Co. 6.750% 7/1/37 1,800 2,534
Nevada Power Co. 5.375% 9/15/40 970 1,182
Nevada Power Co. 5.450% 5/15/41 500 619
Northern States Power Co. 5.250% 7/15/35 1,175 1,452
Northern States Power Co. 6.250% 6/1/36 525 734
Northern States Power Co. 6.200% 7/1/37 1,550 2,172
Northern States Power Co. 5.350% 11/1/39 625 799
Northern States Power Co. 4.850% 8/15/40 1,200 1,448
Northern States Power Co. 3.400% 8/15/42 350 335
NSTAR Electric Co. 5.500% 3/15/40 725 939
Oglethorpe Power Corp. 5.950% 11/1/39 750 974
Oglethorpe Power Corp. 5.375% 11/1/40 1,730 2,064
Ohio Edison Co. 6.875% 7/15/36 1,000 1,311
Ohio Power Co. 6.600% 2/15/33 900 1,181
Ohio Power Co. 5.850% 10/1/35 800 1,006
Oklahoma Gas & Electric Co. 5.850% 6/1/40 350 450
Oklahoma Gas & Electric Co. 5.250% 5/15/41 750 908
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 2,025 2,470
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 455 577
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 565 733

 

 

Oncor Electric Delivery Co. LLC 5.250% 9/30/40 1,175 1,254
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 175 171
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 1,325 1,438
Pacific Gas & Electric Co. 6.050% 3/1/34 9,610 12,593
Pacific Gas & Electric Co. 5.800% 3/1/37 4,080 5,166
Pacific Gas & Electric Co. 6.350% 2/15/38 1,500 2,047
Pacific Gas & Electric Co. 5.400% 1/15/40 830 1,020
Pacific Gas & Electric Co. 4.500% 12/15/41 750 828
Pacific Gas & Electric Co. 4.450% 4/15/42 1,475 1,601
PacifiCorp 7.700% 11/15/31 400 603
PacifiCorp 5.250% 6/15/35 1,150 1,390
PacifiCorp 5.750% 4/1/37 1,000 1,300
PacifiCorp 6.250% 10/15/37 2,143 2,969
PacifiCorp 4.100% 2/1/42 2,000 2,121
Pennsylvania Electric Co. 6.150% 10/1/38 350 423
Potomac Electric Power Co. 6.500% 11/15/37 2,000 2,865
Potomac Electric Power Co. 7.900% 12/15/38 160 265
PPL Electric Utilities Corp. 6.250% 5/15/39 775 1,082
PPL Electric Utilities Corp. 5.200% 7/15/41 400 498
Progress Energy Inc. 7.750% 3/1/31 1,875 2,636
Progress Energy Inc. 7.000% 10/30/31 500 662
Progress Energy Inc. 6.000% 12/1/39 1,100 1,380
PSEG Power LLC 8.625% 4/15/31 575 847
Public Service Co. of Colorado 6.250% 9/1/37 1,025 1,434
Public Service Co. of Colorado 6.500% 8/1/38 630 897
Public Service Co. of Colorado 4.750% 8/15/41 1,300 1,539
Public Service Co. of Colorado 3.600% 9/15/42 2,225 2,197
Public Service Co. of Oklahoma 6.625% 11/15/37 300 397
Public Service Electric & Gas Co. 5.800% 5/1/37 2,050 2,741
Public Service Electric & Gas Co. 5.375% 11/1/39 1,700 2,185
Public Service Electric & Gas Co. 5.500% 3/1/40 1,800 2,363
Public Service Electric & Gas Co. 3.950% 5/1/42 125 133
Public Service Electric & Gas Co. 3.650% 9/1/42 1,100 1,114
Puget Sound Energy Inc. 5.483% 6/1/35 1,725 2,182
Puget Sound Energy Inc. 6.274% 3/15/37 1,925 2,703
Puget Sound Energy Inc. 5.757% 10/1/39 1,450 1,915
Puget Sound Energy Inc. 5.795% 3/15/40 675 891
Puget Sound Energy Inc. 5.764% 7/15/40 720 941
Puget Sound Energy Inc. 4.434% 11/15/41 650 727
San Diego Gas & Electric Co. 5.350% 5/15/35 1,025 1,303
San Diego Gas & Electric Co. 6.125% 9/15/37 785 1,100
San Diego Gas & Electric Co. 4.500% 8/15/40 2,225 2,580
San Diego Gas & Electric Co. 3.950% 11/15/41 900 950
San Diego Gas & Electric Co. 4.300% 4/1/42 1,225 1,383
Sierra Pacific Power Co. 6.750% 7/1/37 670 930
South Carolina Electric & Gas Co. 6.625% 2/1/32 500 672
South Carolina Electric & Gas Co. 5.300% 5/15/33 1,850 2,197
South Carolina Electric & Gas Co. 6.050% 1/15/38 775 1,025
South Carolina Electric & Gas Co. 5.450% 2/1/41 500 621
South Carolina Electric & Gas Co. 4.350% 2/1/42 2,075 2,234
Southern California Edison Co. 6.650% 4/1/29 700 932
Southern California Edison Co. 6.000% 1/15/34 1,230 1,634
Southern California Edison Co. 5.750% 4/1/35 800 1,040
Southern California Edison Co. 5.350% 7/15/35 2,000 2,484
Southern California Edison Co. 5.550% 1/15/36 100 128
Southern California Edison Co. 5.625% 2/1/36 3,275 4,219
Southern California Edison Co. 5.550% 1/15/37 500 642

 

 

Southern California Edison Co. 5.950% 2/1/38 1,675 2,251
Southern California Edison Co. 4.500% 9/1/40 2,525 2,890
Southern California Edison Co. 3.900% 12/1/41 1,500 1,551
Southern California Edison Co. 4.050% 3/15/42 875 933
Southern Power Co. 5.150% 9/15/41 1,725 1,992
Southwestern Electric Power Co. 6.200% 3/15/40 700 895
Southwestern Public Service Co. 4.500% 8/15/41 950 1,068
Tampa Electric Co. 6.550% 5/15/36 450 628
Tampa Electric Co. 6.150% 5/15/37 900 1,203
Tampa Electric Co. 4.100% 6/15/42 700 743
Toledo Edison Co. 6.150% 5/15/37 500 626
TransAlta Corp. 6.500% 3/15/40 600 631
Union Electric Co. 5.300% 8/1/37 2,000 2,450
Union Electric Co. 3.900% 9/15/42 1,675 1,717
Virginia Electric & Power Co. 6.000% 1/15/36 1,725 2,321
Virginia Electric & Power Co. 6.350% 11/30/37 1,400 1,944
Virginia Electric & Power Co. 8.875% 11/15/38 1,460 2,516
Westar Energy Inc. 4.125% 3/1/42 1,235 1,324
Wisconsin Electric Power Co. 5.625% 5/15/33 450 566
Wisconsin Electric Power Co. 5.700% 12/1/36 1,075 1,394
Wisconsin Power & Light Co. 6.375% 8/15/37 975 1,379
Xcel Energy Inc. 6.500% 7/1/36 650 890
 
Natural Gas (2.2%)        
AGL Capital Corp. 6.000% 10/1/34 850 1,106
AGL Capital Corp. 5.875% 3/15/41 1,725 2,268
Atmos Energy Corp. 5.500% 6/15/41 1,550 1,951
CenterPoint Energy Resources Corp. 5.850% 1/15/41 1,150 1,451
DCP Midstream LLC 8.125% 8/16/30 1,000 1,322
El Paso Natural Gas Co. LLC 8.375% 6/15/32 1,832 2,643
Enbridge Energy Partners LP 7.500% 4/15/38 2,995 4,016
Energy Transfer Partners LP 6.625% 10/15/36 1,625 1,842
Energy Transfer Partners LP 7.500% 7/1/38 2,775 3,355
Energy Transfer Partners LP 6.050% 6/1/41 1,125 1,231
Energy Transfer Partners LP 6.500% 2/1/42 2,715 3,144
Enterprise Products Operating LLC 6.875% 3/1/33 2,150 2,747
Enterprise Products Operating LLC 6.650% 10/15/34 1,095 1,376
Enterprise Products Operating LLC 7.550% 4/15/38 1,225 1,653
Enterprise Products Operating LLC 6.125% 10/15/39 1,500 1,823
Enterprise Products Operating LLC 6.450% 9/1/40 1,275 1,579
Enterprise Products Operating LLC 5.950% 2/1/41 1,775 2,114
Enterprise Products Operating LLC 5.700% 2/15/42 1,950 2,273
Enterprise Products Operating LLC 4.850% 8/15/42 2,275 2,371
Enterprise Products Operating LLC 4.450% 2/15/43 2,375 2,352
KeySpan Corp. 8.000% 11/15/30 1,175 1,625
Kinder Morgan Energy Partners LP 3.450% 2/15/23 1,500 1,546
Kinder Morgan Energy Partners LP 7.400% 3/15/31 500 637
Kinder Morgan Energy Partners LP 7.750% 3/15/32 500 655
Kinder Morgan Energy Partners LP 7.300% 8/15/33 1,600 2,032
Kinder Morgan Energy Partners LP 5.800% 3/15/35 2,075 2,349
Kinder Morgan Energy Partners LP 6.500% 2/1/37 4,375 5,251
Kinder Morgan Energy Partners LP 6.950% 1/15/38 1,744 2,232
Kinder Morgan Energy Partners LP 6.500% 9/1/39 2,075 2,547
Kinder Morgan Energy Partners LP 6.375% 3/1/41 350 438
Kinder Morgan Energy Partners LP 5.625% 9/1/41 900 1,022
Kinder Morgan Energy Partners LP 5.000% 8/15/42 1,500 1,562
Magellan Midstream Partners LP 6.400% 5/1/37 500 637

 

 

Nisource Finance Corp. 6.250% 12/15/40 730 918
Nisource Finance Corp. 5.950% 6/15/41 1,500 1,829
Nisource Finance Corp. 5.800% 2/1/42 300 360
Nisource Finance Corp. 5.250% 2/15/43 2,000 2,244
ONEOK Inc. 6.000% 6/15/35 1,725 1,888
ONEOK Partners LP 3.375% 10/1/22 2,625 2,645
ONEOK Partners LP 6.650% 10/1/36 3,025 3,609
ONEOK Partners LP 6.850% 10/15/37 200 246
ONEOK Partners LP 6.125% 2/1/41 1,825 2,175
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 845 1,083
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 2,875 3,712
Sempra Energy 6.000% 10/15/39 3,750 4,894
Southern California Gas Co. 5.750% 11/15/35 75 99
Southern California Gas Co. 3.750% 9/15/42 550 561
Southern Natural Gas Co. LLC 8.000% 3/1/32 1,338 1,916
Southern Union Co. 8.250% 11/15/29 950 1,176
Spectra Energy Capital LLC 6.750% 2/15/32 1,705 2,063
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 850 983
Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 1,466 1,952
Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 1,400 1,884
Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 110 153
Texas Eastern Transmission LP 7.000% 7/15/32 700 932
TransCanada PipeLines Ltd. 5.600% 3/31/34 1,725 2,179
TransCanada PipeLines Ltd. 5.850% 3/15/36 3,175 4,182
TransCanada PipeLines Ltd. 6.200% 10/15/37 1,400 1,921
TransCanada PipeLines Ltd. 7.250% 8/15/38 3,850 5,743
TransCanada PipeLines Ltd. 7.625% 1/15/39 1,620 2,503
TransCanada PipeLines Ltd. 6.100% 6/1/40 475 656
4 Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 1,075 1,110
Williams Cos. Inc. 7.500% 1/15/31 2,126 2,667
Williams Cos. Inc. 8.750% 3/15/32 1,041 1,445
Williams Partners LP 6.300% 4/15/40 4,850 6,113
 
Other Utility (0.1%)        
American Water Capital Corp. 6.593% 10/15/37 1,925 2,489
United Utilities plc 6.875% 8/15/28 1,425 1,629
Veolia Environnement SA 6.750% 6/1/38 575 690
 
        470,456
Total Corporate Bonds (Cost $2,254,153)       2,665,595
Sovereign Bonds (U.S. Dollar-Denominated) (6.0%)        
Asian Development Bank 5.593% 7/16/18 4,000 4,915
Asian Development Bank 5.820% 6/16/28 240 319
European Investment Bank 4.875% 2/15/36 2,900 3,451
Federative Republic of Brazil 4.875% 1/22/21 1,500 1,792
Federative Republic of Brazil 8.875% 4/15/24 1,525 2,451
Federative Republic of Brazil 8.875% 4/15/24 3,000 4,830
Federative Republic of Brazil 8.750% 2/4/25 6,700 10,787
Federative Republic of Brazil 10.125% 5/15/27 6,700 12,110
Federative Republic of Brazil 8.250% 1/20/34 7,175 11,803
Federative Republic of Brazil 7.125% 1/20/37 7,220 10,815
Federative Republic of Brazil 11.000% 8/17/40 5,150 6,577
Federative Republic of Brazil 5.625% 1/7/41 10,950 14,032
Hydro-Quebec 8.050% 7/7/24 5,000 7,484

 

 

Hydro-Quebec 8.500% 12/1/29 1,321 2,176
Inter-American Development Bank 7.000% 6/15/25 750 1,075
Inter-American Development Bank 3.875% 10/28/41 1,200 1,312
Inter-American Development Bank 3.200% 8/7/42 2,500 2,421
International Bank for Reconstruction &        
Development 7.625% 1/19/23 1,807 2,698
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,000 1,709
International Bank for Reconstruction &        
Development 4.750% 2/15/35 2,425 3,063
5 KFW 2.000% 10/4/22 8,550 8,450
5 KFW 0.000% 4/18/36 7,500 3,488
5 KFW 0.000% 6/29/37 825 373
Korea Electric Power Corp. 7.000% 2/1/27 750 950
Landesbank Baden-Wuerttemberg 7.625% 2/1/23 700 918
Pemex Project Funding Master Trust 6.625% 6/15/35 8,570 10,651
Pemex Project Funding Master Trust 6.625% 6/15/38 1,375 1,720
Petrobras International Finance Co. - Pifco 6.875% 1/20/40 3,900 4,889
Petrobras International Finance Co. - Pifco 6.750% 1/27/41 7,120 8,828
Petroleos Mexicanos 6.500% 6/2/41 5,925 7,295
Petroleos Mexicanos 5.500% 6/27/44 3,100 3,373
Province of British Columbia 6.500% 1/15/26 1,500 2,163
Province of British Columbia 7.250% 9/1/36 500 821
Quebec 7.125% 2/9/24 4,125 5,818
Quebec 7.500% 9/15/29 5,615 8,690
Region of Lombardy Italy 5.804% 10/25/32 2,375 1,808
Federative Republic of Brazil 2.625% 1/5/23 2,000 2,002
Republic of Columbia 8.125% 5/21/24 2,450 3,651
Republic of Columbia 7.375% 9/18/37 4,950 7,591
Republic of Columbia 6.125% 1/18/41 7,975 10,753
Republic of Finland 6.950% 2/15/26 695 1,005
Republic of Italy 6.875% 9/27/23 7,600 8,373
Republic of Italy 5.375% 6/15/33 5,675 5,350
Republic of Korea 5.625% 11/3/25 900 1,179
Republic of Panama 7.125% 1/29/26 4,215 5,975
Republic of Panama 8.875% 9/30/27 1,460 2,358
Republic of Panama 9.375% 4/1/29 1,200 2,040
3 Republic of Panama 6.700% 1/26/36 7,100 9,929
Republic of Peru 7.350% 7/21/25 5,800 8,459
Republic of Peru 8.750% 11/21/33 3,250 5,589
3 Republic of Peru 6.550% 3/14/37 4,975 7,301
Republic of Peru 5.625% 11/18/50 5,770 7,397
Republic of Poland 3.000% 3/17/23 3,000 2,942
Republic of South Africa 6.875% 5/27/19 150 189
Republic of South Africa 4.665% 1/17/24 5,525 6,216
Republic of South Africa 6.250% 3/8/41 850 1,120
3 Oriental Republic of Uruguay 8.000% 11/18/22 3,900 5,665
3 Oriental Republic of Uruguay 7.625% 3/21/36 5,000 7,762
Statoil ASA 7.250% 9/23/27 2,500 3,628
Statoil ASA 6.800% 1/15/28 185 258
Statoil ASA 7.150% 1/15/29 1,090 1,554
Statoil ASA 5.100% 8/17/40 2,300 2,853
Statoil ASA 4.250% 11/23/41 1,125 1,246
United Mexican States 8.300% 8/15/31 1,325 2,130
United Mexican States 7.500% 4/8/33 1,000 1,515
United Mexican States 6.750% 9/27/34 6,915 9,812
United Mexican States 6.050% 1/11/40 15,045 20,010

 

 

United Mexican States 4.750% 3/8/44 15,115 16,795
United Mexican States 5.750% 10/12/10 3,950 4,699
Total Sovereign Bonds (Cost $303,328)       353,401
Taxable Municipal Bonds (6.4%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 1,100 1,416
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 730 881
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 500 712
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 600 714
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 2,900 3,567
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 475 559
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 200 273
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 1,900 2,803
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 600 779
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,095 1,534
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 3,350 4,753
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 2,850 4,149
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 805 1,149
California GO 7.500% 4/1/34 6,480 8,642
California GO 7.950% 3/1/36 1,500 1,801
California GO 7.550% 4/1/39 6,915 9,438
California GO 7.300% 10/1/39 4,980 6,631
California GO 7.350% 11/1/39 3,800 5,131
California GO 7.625% 3/1/40 3,990 5,506
California GO 7.600% 11/1/40 5,425 7,531
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 650 826
Chicago IL Board of Education GO 6.319% 11/1/29 805 938
Chicago IL Board of Education GO 6.138% 12/1/39 800 871
Chicago IL GO 7.781% 1/1/35 675 879
Chicago IL GO 5.432% 1/1/42 900 928
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 2,425 3,188
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 600 691
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,150 1,499
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 200 226
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 4,950 6,006
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 575 736
Chicago IL Water Revenue 6.742% 11/1/40 800 1,073
Clark County NV Airport Revenue 6.881% 7/1/42 650 757

 

 

Clark County NV Airport Revenue 6.820% 7/1/45 1,000 1,434
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 280 364
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 1,190 1,479
Connecticut GO 5.090% 10/1/30 350 407
Connecticut GO 5.850% 3/15/32 5,350 6,760
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 900 1,077
Cook County IL GO 6.229% 11/15/34 1,050 1,205
Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 1,220 1,614
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 200 260
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,108
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 515 629
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,570 2,157
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 1,665 2,058
Dallas TX Independent School District GO 6.450% 2/15/35 1,495 1,880
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 525 665
Denver CO Public Schools Revenue (City &        
County of Denver School District No. 1)        
COP 7.017% 12/15/37 850 1,188
District of Columbia Income Tax Revenue 5.591% 12/1/34 675 846
District of Columbia Income Tax Revenue 5.582% 12/1/35 735 925
District of Columbia Water & Sewer Authority        
Public Utility Revenue 5.522% 10/1/44 1,275 1,546
East Baton Rouge LA Sewer Commission        
Revenue 6.087% 2/1/45 700 798
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 990 1,333
George Washington University District of        
Columbia GO 3.485% 9/15/22 1,000 1,067
Georgia GO 4.503% 11/1/25 825 958
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 2,750 3,229
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 2,825 3,277
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 850 929
Harvard University Massachusetts GO 4.875% 10/15/40 1,000 1,247
Houston TX GO 6.290% 3/1/32 900 1,121
Illinois GO 4.950% 6/1/23 1,700 1,770
Illinois GO 5.100% 6/1/33 19,430 18,850
Illinois GO 6.630% 2/1/35 2,150 2,427
Illinois GO 6.725% 4/1/35 1,000 1,140
Illinois GO 7.350% 7/1/35 2,250 2,712
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 1,200 1,538
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 600 756
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 1,075 1,429
6 Kansas Development Finance Authority        
Revenue (Public Employees Retirement        
System) 5.501% 5/1/34 500 587
Las Vegas Valley Water District Nevada GO 7.013% 6/1/39 525 714
Los Angeles CA Community College District        
GO 6.600% 8/1/42 1,300 1,754

 

 

Los Angeles CA Community College District        
GO 6.750% 8/1/49 700 954
Los Angeles CA Department of Airports        
International Airport Revenue 6.582% 5/15/39 225 294
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 775 980
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 775 997
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 625 726
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 1,375 1,998
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 1,500 2,210
Los Angeles CA Unified School District GO 5.755% 7/1/29 1,105 1,299
Los Angeles CA Unified School District GO 5.750% 7/1/34 3,795 4,470
Los Angeles CA Unified School District GO 6.758% 7/1/34 2,660 3,544
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 1,150 1,454
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 700 915
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 700 946
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 850 1,146
Massachusetts GO 4.500% 8/1/31 1,500 1,701
Massachusetts GO 5.456% 12/1/39 1,900 2,389
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 1,050 1,372
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 850 1,129
Massachusetts Water Pollution Abatement        
Trust 5.192% 8/1/40 900 1,093
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 1,000 1,195
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 1,200 1,524
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 775 931
Metropolitan Water District of Southern        
California Water Revenue 6.947% 7/1/40 575 714
Mississippi GO 5.245% 11/1/34 700 849
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 600 742
7 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 6,750 8,621
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 1,700 2,024
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.104% 12/15/28 1,150 1,337
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 1,575 2,134
8 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 30 32
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 4,889 7,277
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 4,460 6,407
New York City NY GO 5.206% 10/1/31 1,070 1,237

 

 

New York City NY GO 6.646% 12/1/31 400 491
New York City NY GO 6.246% 6/1/35 1,075 1,258
New York City NY GO 5.968% 3/1/36 415 544
New York City NY GO 5.985% 12/1/36 625 797
New York City NY GO 5.517% 10/1/37 675 845
New York City NY GO 6.271% 12/1/37 1,620 2,157
New York City NY GO 5.846% 6/1/40 400 526
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 900 1,215
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 500 570
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.724% 6/15/42 550 741
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 800 1,110
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 1,475 2,063
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 1,995 2,555
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 2,000 2,745
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 800 1,070
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.267% 5/1/27 200 244
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 775 980
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 2,215 2,807
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 1,150 1,435
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 4,025 6,048
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 575 742
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.548% 11/15/31 500 631
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 700 843
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 1,750 2,309
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 2,550 3,089
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.289% 3/15/33 500 596
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 2,000 2,497
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 635 794
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 1,625 2,015
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 625 789
North Carolina Turnpike Authority Revenue 6.700% 1/1/39 170 197
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 2,635 3,627

 

 

Ohio State University General Receipts        
Revenue 4.910% 6/1/40 1,500 1,799
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,650 1,895
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,125 1,309
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 1,060 1,500
Oregon Department of Transportation        
Highway User Tax Revenue 5.834% 11/15/34 1,305 1,714
Oregon GO 5.762% 6/1/23 600 753
Oregon GO 5.892% 6/1/27 3,500 4,350
8 Oregon School Boards Association GO 4.759% 6/30/28 1,850 2,115
6 Oregon School Boards Association GO 5.528% 6/30/28 1,500 1,806
Pennsylvania GO 4.650% 2/15/26 1,100 1,293
Pennsylvania GO 5.350% 5/1/30 1,000 1,109
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 1,100 1,271
Pennsylvania Turnpike Commission Revenue 6.105% 12/1/39 600 757
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 775 929
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 850 1,028
Phoenix AZ GO 5.269% 7/1/34 100 118
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 2,260 2,908
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 2,795 3,523
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 25 32
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 2,000 2,284
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 5,575 5,611
Port of Seattle WA Revenue 7.000% 5/1/36 100 119
President & Fellows of Harvard College        
Massachusetts GO 6.300% 10/1/37 1,000 1,167
Princeton University New Jersey GO 5.700% 3/1/39 1,500 2,079
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 810 1,113
Rutgers State University NJ Revenue 5.665% 5/1/40 1,050 1,338
Sacramento CA Municipal Utility District        
Revenue 6.156% 5/15/36 905 1,120
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 1,100 1,323
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 600 813
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 1,190 1,545
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 1,150 1,499
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,100 1,216
San Diego County CA Regional        
Transportation Authority Sales Tax        
Revenue 5.911% 4/1/48 1,840 2,493
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 1,200 1,590

 

 

San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 1,325 1,653
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 1,300 1,844
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 1,000 1,238
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 750 849
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 750 1,037
Texas GO 5.517% 4/1/39 2,920 3,847
Texas Transportation Commission Revenue 5.028% 4/1/26 1,000 1,219
Texas Transportation Commission Revenue 5.178% 4/1/30 3,650 4,441
Texas Transportation Commission Revenue 4.631% 4/1/33 1,060 1,259
Texas Transportation Commission Revenue 4.681% 4/1/40 750 877
Tufts University Massachusetts GO 5.017% 4/15/12 1,035 1,189
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 900 1,187
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 1,075 1,472
University of California Revenue 5.770% 5/15/43 2,800 3,450
University of California Revenue 5.946% 5/15/45 1,400 1,743
University of California Revenue 4.858% 5/15/12 2,500 2,587
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 575 708
University of Pennsylvania GO 4.674% 9/1/12 1,000 1,130
University of Southern California Revenue 5.250% 10/1/11 800 1,016
University of Texas System Revenue        
Financing System Revenue 5.262% 7/1/39 620 776
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 890 1,058
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 550 692
University of Texas System Revenue        
Financing System Revenue 4.794% 8/15/46 575 684
University of Virginia Revenue 6.200% 9/1/39 1,130 1,624
Utah GO 4.554% 7/1/24 1,100 1,317
Utah GO 3.539% 7/1/25 1,200 1,308
Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 700 945
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 300 381
Washington Convention Center Public        
Facilities District Revenue 6.790% 7/1/40 600 739
Washington GO 5.090% 8/1/33 945 1,142
Washington GO 5.481% 8/1/39 650 826
Washington GO 5.140% 8/1/40 1,210 1,504
6 Wisconsin GO 5.700% 5/1/26 1,400 1,719
Total Taxable Municipal Bonds (Cost $312,160)       377,776

 

 

      Market
      Value
  Coupon Shares ($000)
Temporary Cash Investment (0.9%)      
Money Market Fund (0.9%)      
9 Vanguard Market Liquidity Fund (Cost      
$53,194) 0.163% 53,193,731 53,194
Total Investments (99.8%) (Cost $4,973,065)     5,897,706
Other Assets and Liabilities-Net (0.2%)     13,102
Net Assets (100%)     5,910,808

 

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, as needed to maintain a positive net worth, 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 September 30, 2012, the aggregate value of these securities was $34,623,000, 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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. 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.

 

Long-Term Bond Index Fund

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 September 30, 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 — 2,444,851 —
Asset-Backed/Commercial Mortgage-Backed Securities — 2,889 —
Corporate Bonds — 2,665,595 —
Sovereign Bonds — 353,401 —
Taxable Municipal Bonds — 377,776 —
Temporary Cash Investments 53,194 — —
Total 53,194 5,844,512 —

 

C. At September 30, 2012, the cost of investment securities for tax purposes was $4,973,065,000. Net unrealized appreciation of investment securities for tax purposes was $924,641,000, consisting of unrealized gains of $930,907,000 on securities that had risen in value since their purchase and $6,266,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Total Bond Market Index Fund

Schedule of Investments
As of September 30, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (69.6%)        
U.S. Government Securities (39.1%)        
United States Treasury Note/Bond 0.625% 4/30/13 815,100 817,268
United States Treasury Note/Bond 3.500% 5/31/13 4,070 4,160
United States Treasury Note/Bond 3.375% 6/30/13 66,185 67,757
United States Treasury Note/Bond 3.375% 7/31/13 20,035 20,564
United States Treasury Note/Bond 0.750% 8/15/13 3,455 3,472
United States Treasury Note/Bond 4.250% 8/15/13 15,905 16,467
United States Treasury Note/Bond 0.125% 8/31/13 14,940 14,933
United States Treasury Note/Bond 3.125% 8/31/13 6,600 6,776
United States Treasury Note/Bond 0.750% 9/15/13 1,975 1,985
United States Treasury Note/Bond 0.125% 9/30/13 393,705 393,461
United States Treasury Note/Bond 3.125% 9/30/13 303,180 312,039
United States Treasury Note/Bond 0.500% 10/15/13 10,525 10,558
United States Treasury Note/Bond 0.250% 10/31/13 2,825 2,826
United States Treasury Note/Bond 2.750% 10/31/13 548,723 563,812
United States Treasury Note/Bond 0.500% 11/15/13 300 301
United States Treasury Note/Bond 4.250% 11/15/13 60,110 62,834
United States Treasury Note/Bond 0.250% 11/30/13 3,160 3,161
United States Treasury Note/Bond 2.000% 11/30/13 53,975 55,097
United States Treasury Note/Bond 0.750% 12/15/13 6,495 6,537
United States Treasury Note/Bond 0.125% 12/31/13 1,245 1,244
United States Treasury Note/Bond 1.500% 12/31/13 184,710 187,682
United States Treasury Note/Bond 0.250% 1/31/14 5,000 5,002
United States Treasury Note/Bond 1.750% 1/31/14 215,590 219,969
United States Treasury Note/Bond 1.250% 2/15/14 19,930 20,210
United States Treasury Note/Bond 4.000% 2/15/14 116,620 122,652
United States Treasury Note/Bond 0.250% 2/28/14 367,450 367,623
United States Treasury Note/Bond 1.875% 2/28/14 780,635 798,808
United States Treasury Note/Bond 1.250% 3/15/14 21,975 22,301
United States Treasury Note/Bond 0.250% 3/31/14 14,000 14,004
United States Treasury Note/Bond 1.750% 3/31/14 404,950 414,126
United States Treasury Note/Bond 1.250% 4/15/14 60,435 61,370
United States Treasury Note/Bond 1.875% 4/30/14 558,225 572,616
United States Treasury Note/Bond 1.000% 5/15/14 734,615 743,680
United States Treasury Note/Bond 4.750% 5/15/14 405,403 435,050
United States Treasury Note/Bond 0.250% 5/31/14 1,950 1,951
United States Treasury Note/Bond 2.250% 5/31/14 237,575 245,482
United States Treasury Note/Bond 0.750% 6/15/14 59,775 60,298
United States Treasury Note/Bond 0.250% 6/30/14 133,510 133,531
United States Treasury Note/Bond 2.625% 6/30/14 220,200 229,318
United States Treasury Note/Bond 0.625% 7/15/14 282,825 284,726
United States Treasury Note/Bond 0.125% 7/31/14 538,350 537,257
United States Treasury Note/Bond 2.625% 7/31/14 204,115 212,982
United States Treasury Note/Bond 0.500% 8/15/14 462,000 464,236
United States Treasury Note/Bond 4.250% 8/15/14 504,930 542,562
United States Treasury Note/Bond 0.250% 8/31/14 339,325 339,430
United States Treasury Note/Bond 2.375% 8/31/14 123,695 128,681
United States Treasury Note/Bond 0.250% 9/15/14 24,655 24,659
United States Treasury Note/Bond 2.375% 9/30/14 152,725 159,216
United States Treasury Note/Bond 0.500% 10/15/14 245,445 246,672

 

 

United States Treasury Note/Bond 2.375% 10/31/14 291,145 303,883
United States Treasury Note/Bond 0.375% 11/15/14 341,570 342,369
United States Treasury Note/Bond 4.250% 11/15/14 90,315 97,921
United States Treasury Note/Bond 2.125% 11/30/14 609,914 634,121
United States Treasury Note/Bond 0.250% 12/15/14 393,675 393,553
United States Treasury Note/Bond 2.625% 12/31/14 141,890 149,429
United States Treasury Note/Bond 0.250% 1/15/15 91,330 91,302
United States Treasury Note/Bond 2.250% 1/31/15 157,155 164,350
United States Treasury Note/Bond 0.250% 2/15/15 657,653 657,140
United States Treasury Note/Bond 4.000% 2/15/15 119,097 129,555
United States Treasury Note/Bond 11.250% 2/15/15 42,200 53,126
United States Treasury Note/Bond 2.375% 2/28/15 319,107 335,161
United States Treasury Note/Bond 0.375% 3/15/15 226,250 226,746
United States Treasury Note/Bond 2.500% 3/31/15 140,105 147,854
United States Treasury Note/Bond 0.375% 4/15/15 649,725 651,044
United States Treasury Note/Bond 2.500% 4/30/15 182,305 192,675
United States Treasury Note/Bond 0.250% 5/15/15 93,015 92,914
United States Treasury Note/Bond 4.125% 5/15/15 237,305 260,998
United States Treasury Note/Bond 2.125% 5/31/15 82,460 86,441
United States Treasury Note/Bond 0.375% 6/15/15 715,650 717,103
United States Treasury Note/Bond 1.875% 6/30/15 100,865 105,215
United States Treasury Note/Bond 0.250% 7/15/15 566,460 565,661
United States Treasury Note/Bond 1.750% 7/31/15 249,118 259,200
United States Treasury Note/Bond 0.250% 8/15/15 519,465 518,655
United States Treasury Note/Bond 4.250% 8/15/15 16,895 18,790
United States Treasury Note/Bond 10.625% 8/15/15 5,935 7,681
United States Treasury Note/Bond 1.250% 8/31/15 93,965 96,520
United States Treasury Note/Bond 0.250% 9/15/15 231,625 231,227
United States Treasury Note/Bond 1.250% 9/30/15 197,450 202,911
United States Treasury Note/Bond 1.250% 10/31/15 114,465 117,667
United States Treasury Note/Bond 4.500% 11/15/15 365,620 412,752
United States Treasury Note/Bond 9.875% 11/15/15 262,900 340,579
United States Treasury Note/Bond 1.375% 11/30/15 290,315 299,704
United States Treasury Note/Bond 2.125% 12/31/15 248,055 262,202
United States Treasury Note/Bond 2.000% 1/31/16 107,055 112,877
United States Treasury Note/Bond 4.500% 2/15/16 197,550 224,867
United States Treasury Note/Bond 9.250% 2/15/16 2,210 2,867
United States Treasury Note/Bond 2.125% 2/29/16 76,050 80,577
United States Treasury Note/Bond 2.625% 2/29/16 156,760 168,738
United States Treasury Note/Bond 2.375% 3/31/16 70,525 75,395
United States Treasury Note/Bond 2.000% 4/30/16 78,075 82,528
United States Treasury Note/Bond 2.625% 4/30/16 245,360 264,837
United States Treasury Note/Bond 5.125% 5/15/16 281,990 329,708
United States Treasury Note/Bond 7.250% 5/15/16 48,085 59,918
United States Treasury Note/Bond 1.750% 5/31/16 7,435 7,797
United States Treasury Note/Bond 1.500% 6/30/16 216,455 225,148
United States Treasury Note/Bond 3.250% 6/30/16 339,965 375,716
United States Treasury Note/Bond 1.500% 7/31/16 16,310 16,970
United States Treasury Note/Bond 1.000% 8/31/16 11,150 11,389
United States Treasury Note/Bond 3.000% 8/31/16 331,480 364,422
United States Treasury Note/Bond 1.000% 9/30/16 258,210 263,777
United States Treasury Note/Bond 3.000% 9/30/16 452,335 497,853
United States Treasury Note/Bond 1.000% 10/31/16 108,910 111,224
United States Treasury Note/Bond 3.125% 10/31/16 211,860 234,601
United States Treasury Note/Bond 4.625% 11/15/16 106,641 124,620
United States Treasury Note/Bond 7.500% 11/15/16 84,277 108,375
United States Treasury Note/Bond 0.875% 11/30/16 6,079 6,178

 

 

United States Treasury Note/Bond 2.750% 11/30/16 240,022 262,375
United States Treasury Note/Bond 3.250% 12/31/16 65,675 73,259
United States Treasury Note/Bond 0.875% 1/31/17 85,500 86,809
United States Treasury Note/Bond 3.125% 1/31/17 306,060 340,158
United States Treasury Note/Bond 4.625% 2/15/17 36,825 43,333
United States Treasury Note/Bond 0.875% 2/28/17 94,275 95,733
United States Treasury Note/Bond 3.000% 2/28/17 33,875 37,522
United States Treasury Note/Bond 1.000% 3/31/17 239,945 244,782
United States Treasury Note/Bond 3.250% 3/31/17 8,570 9,601
United States Treasury Note/Bond 0.875% 4/30/17 63,150 64,048
United States Treasury Note/Bond 3.125% 4/30/17 11,200 12,499
United States Treasury Note/Bond 4.500% 5/15/17 148,085 174,694
United States Treasury Note/Bond 8.750% 5/15/17 187,045 257,011
United States Treasury Note/Bond 0.625% 5/31/17 286,135 286,939
United States Treasury Note/Bond 2.750% 5/31/17 288,760 317,907
United States Treasury Note/Bond 0.750% 6/30/17 25,890 26,096
United States Treasury Note/Bond 2.500% 6/30/17 472,050 514,388
United States Treasury Note/Bond 0.500% 7/31/17 262,646 261,414
United States Treasury Note/Bond 2.375% 7/31/17 54,375 58,988
United States Treasury Note/Bond 4.750% 8/15/17 420,505 504,345
United States Treasury Note/Bond 8.875% 8/15/17 43,390 60,631
United States Treasury Note/Bond 0.625% 8/31/17 278,886 279,148
United States Treasury Note/Bond 1.875% 8/31/17 35,650 37,850
United States Treasury Note/Bond 0.625% 9/30/17 325,000 325,000
United States Treasury Note/Bond 1.875% 9/30/17 59,575 63,234
United States Treasury Note/Bond 1.875% 10/31/17 234,992 249,423
United States Treasury Note/Bond 4.250% 11/15/17 184,530 217,919
United States Treasury Note/Bond 2.625% 1/31/18 450 496
United States Treasury Note/Bond 3.500% 2/15/18 151,535 173,862
United States Treasury Note/Bond 2.750% 2/28/18 294,925 327,045
United States Treasury Note/Bond 2.875% 3/31/18 34,300 38,293
United States Treasury Note/Bond 2.625% 4/30/18 36,700 40,479
United States Treasury Note/Bond 3.875% 5/15/18 381,008 446,911
United States Treasury Note/Bond 9.125% 5/15/18 20,800 30,426
United States Treasury Note/Bond 2.375% 5/31/18 369,340 402,233
United States Treasury Note/Bond 2.375% 6/30/18 387,575 422,337
United States Treasury Note/Bond 2.250% 7/31/18 28,950 31,347
United States Treasury Note/Bond 4.000% 8/15/18 171,360 203,195
United States Treasury Note/Bond 1.500% 8/31/18 256,250 266,341
United States Treasury Note/Bond 1.375% 9/30/18 18,600 19,190
United States Treasury Note/Bond 1.750% 10/31/18 181,465 191,304
United States Treasury Note/Bond 3.750% 11/15/18 203,920 239,384
United States Treasury Note/Bond 9.000% 11/15/18 25 37
United States Treasury Note/Bond 1.250% 1/31/19 3,000 3,065
United States Treasury Note/Bond 2.750% 2/15/19 16,670 18,582
United States Treasury Note/Bond 8.875% 2/15/19 123,475 184,942
United States Treasury Note/Bond 1.375% 2/28/19 135,900 139,829
United States Treasury Note/Bond 1.500% 3/31/19 24,150 25,018
United States Treasury Note/Bond 1.250% 4/30/19 248,115 252,844
United States Treasury Note/Bond 3.125% 5/15/19 146,985 167,632
United States Treasury Note/Bond 1.000% 6/30/19 135,825 135,867
United States Treasury Note/Bond 0.875% 7/31/19 147,985 146,644
United States Treasury Note/Bond 3.625% 8/15/19 195,716 229,935
United States Treasury Note/Bond 8.125% 8/15/19 143,310 211,763
United States Treasury Note/Bond 1.000% 8/31/19 173,450 173,070
United States Treasury Note/Bond 1.000% 9/30/19 181,018 180,424
United States Treasury Note/Bond 3.375% 11/15/19 411,383 477,138

 

 

United States Treasury Note/Bond 3.625% 2/15/20 338,299 398,770
United States Treasury Note/Bond 8.500% 2/15/20 11,649 17,797
United States Treasury Note/Bond 3.500% 5/15/20 452,328 529,717
United States Treasury Note/Bond 2.625% 8/15/20 245,341 271,293
United States Treasury Note/Bond 8.750% 8/15/20 244,040 383,524
United States Treasury Note/Bond 2.625% 11/15/20 398,914 440,612
United States Treasury Note/Bond 3.625% 2/15/21 348,605 412,881
United States Treasury Note/Bond 7.875% 2/15/21 208,392 318,092
United States Treasury Note/Bond 3.125% 5/15/21 238,710 272,951
United States Treasury Note/Bond 2.125% 8/15/21 202,833 214,654
United States Treasury Note/Bond 8.125% 8/15/21 136,690 214,240
United States Treasury Note/Bond 2.000% 11/15/21 462,329 482,847
United States Treasury Note/Bond 8.000% 11/15/21 63,930 100,171
United States Treasury Note/Bond 2.000% 2/15/22 95,845 99,724
United States Treasury Note/Bond 1.750% 5/15/22 470,509 477,275
United States Treasury Note/Bond 1.625% 8/15/22 431,570 431,233
United States Treasury Note/Bond 7.250% 8/15/22 2,940 4,487
United States Treasury Note/Bond 7.625% 11/15/22 7,450 11,688
United States Treasury Note/Bond 7.125% 2/15/23 161,760 246,988
United States Treasury Note/Bond 6.250% 8/15/23 657,265 954,165
United States Treasury Note/Bond 7.625% 2/15/25 712 1,163
United States Treasury Note/Bond 6.875% 8/15/25 94,200 146,908
United States Treasury Note/Bond 6.000% 2/15/26 14,780 21,641
United States Treasury Note/Bond 6.750% 8/15/26 20,360 31,870
United States Treasury Note/Bond 6.500% 11/15/26 45,219 69,574
United States Treasury Note/Bond 6.625% 2/15/27 41,065 63,985
United States Treasury Note/Bond 6.375% 8/15/27 46,885 71,976
United States Treasury Note/Bond 6.125% 11/15/27 15,485 23,317
United States Treasury Note/Bond 5.500% 8/15/28 55,045 78,852
United States Treasury Note/Bond 5.250% 11/15/28 26,720 37,416
United States Treasury Note/Bond 5.250% 2/15/29 153,960 216,049
United States Treasury Note/Bond 6.125% 8/15/29 189,110 290,462
United States Treasury Note/Bond 6.250% 5/15/30 71,058 111,417
United States Treasury Note/Bond 5.375% 2/15/31 69,060 99,953
United States Treasury Note/Bond 4.750% 2/15/37 55,695 77,173
United States Treasury Note/Bond 5.000% 5/15/37 5,599 8,028
United States Treasury Note/Bond 4.375% 2/15/38 2 3
United States Treasury Note/Bond 4.500% 5/15/38 1,363 1,831
United States Treasury Note/Bond 3.500% 2/15/39 128,881 148,133
United States Treasury Note/Bond 4.250% 5/15/39 305,964 396,939
United States Treasury Note/Bond 4.500% 8/15/39 455,749 614,195
United States Treasury Note/Bond 4.375% 11/15/39 334,296 442,317
United States Treasury Note/Bond 4.625% 2/15/40 377,451 518,701
United States Treasury Note/Bond 4.375% 5/15/40 261,865 346,809
United States Treasury Note/Bond 3.875% 8/15/40 135,688 165,984
United States Treasury Note/Bond 4.250% 11/15/40 196,900 255,970
United States Treasury Note/Bond 4.750% 2/15/41 256,135 359,391
United States Treasury Note/Bond 4.375% 5/15/41 125,595 166,609
United States Treasury Note/Bond 3.750% 8/15/41 9,500 11,372
United States Treasury Note/Bond 3.125% 11/15/41 321,905 343,331
United States Treasury Note/Bond 3.125% 2/15/42 312,509 332,822
United States Treasury Note/Bond 3.000% 5/15/42 51,773 53,755
United States Treasury Note/Bond 2.750% 8/15/42 81,845 80,592
        44,834,563
Agency Bonds and Notes (4.4%)        
Egypt Government AID Bonds 4.450% 9/15/15 16,750 18,735
1 Federal Agricultural Mortgage Corp. 1.250% 12/6/13 5,140 5,197

 

 

1 Federal Agricultural Mortgage Corp. 2.125% 9/15/15 2,825 2,959
1 Federal Agricultural Mortgage Corp. 2.000% 7/27/16 3,575 3,737
1 Federal Farm Credit Banks 3.875% 10/7/13 37,650 39,046
1 Federal Farm Credit Banks 1.125% 2/27/14 8,000 8,095
1 Federal Farm Credit Banks 2.625% 4/17/14 13,185 13,658
1 Federal Farm Credit Banks 3.000% 9/22/14 5,625 5,926
1 Federal Farm Credit Banks 1.625% 11/19/14 13,425 13,796
1 Federal Farm Credit Banks 0.500% 6/23/15 8,550 8,585
1 Federal Farm Credit Banks 1.500% 11/16/15 6,825 7,056
1 Federal Farm Credit Banks 4.875% 12/16/15 1,625 1,858
1 Federal Farm Credit Banks 1.050% 3/28/16 4,000 4,073
1 Federal Farm Credit Banks 5.125% 8/25/16 9,075 10,683
1 Federal Farm Credit Banks 4.875% 1/17/17 8,030 9,489
1 Federal Farm Credit Banks 5.150% 11/15/19 15,675 19,757
1 Federal Home Loan Banks 3.625% 10/18/13 65,100 67,415
1 Federal Home Loan Banks 0.375% 11/27/13 24,925 24,963
1 Federal Home Loan Banks 4.875% 11/27/13 19,900 20,963
1 Federal Home Loan Banks 3.125% 12/13/13 32,925 34,053
1 Federal Home Loan Banks 0.875% 12/27/13 29,800 30,025
1 Federal Home Loan Banks 1.375% 5/28/14 21,830 22,231
1 Federal Home Loan Banks 2.500% 6/13/14 37,450 38,856
1 Federal Home Loan Banks 5.500% 8/13/14 88,275 96,858
1 Federal Home Loan Banks 4.500% 11/14/14 35,450 38,574
1 Federal Home Loan Banks 2.750% 12/12/14 18,950 19,947
1 Federal Home Loan Banks 3.125% 3/11/16 26,225 28,565
1 Federal Home Loan Banks 5.375% 5/18/16 36,700 43,175
1 Federal Home Loan Banks 5.625% 6/13/16 3,705 4,341
1 Federal Home Loan Banks 5.125% 10/19/16 15,845 18,713
1 Federal Home Loan Banks 4.750% 12/16/16 21,510 25,278
1 Federal Home Loan Banks 4.875% 5/17/17 114,935 137,123
1 Federal Home Loan Banks 1.000% 6/21/17 16,900 17,139
1 Federal Home Loan Banks 5.000% 11/17/17 7,100 8,605
1 Federal Home Loan Banks 5.375% 8/15/18 4,750 5,942
1 Federal Home Loan Banks 4.125% 3/13/20 10,515 12,512
1 Federal Home Loan Banks 5.250% 12/11/20 6,850 8,840
1 Federal Home Loan Banks 5.625% 6/11/21 1,125 1,479
1 Federal Home Loan Banks 5.375% 8/15/24 24,600 32,832
1 Federal Home Loan Banks 5.500% 7/15/36 14,660 20,287
2 Federal Home Loan Mortgage Corp. 0.375% 10/30/13 45,600 45,675
2 Federal Home Loan Mortgage Corp. 4.875% 11/15/13 49,625 52,200
2 Federal Home Loan Mortgage Corp. 0.375% 11/27/13 32,350 32,399
2 Federal Home Loan Mortgage Corp. 2.500% 1/7/14 5,300 5,452
2 Federal Home Loan Mortgage Corp. 4.500% 1/15/14 45,955 48,470
2 Federal Home Loan Mortgage Corp. 1.375% 2/25/14 45,345 46,061
2 Federal Home Loan Mortgage Corp. 2.500% 4/23/14 104,620 108,279
2 Federal Home Loan Mortgage Corp. 0.375% 4/28/14 74,000 74,082
2 Federal Home Loan Mortgage Corp. 5.000% 7/15/14 47,900 51,946
2 Federal Home Loan Mortgage Corp. 3.000% 7/28/14 82,250 86,344
2 Federal Home Loan Mortgage Corp. 1.000% 7/30/14 24,625 24,956
2 Federal Home Loan Mortgage Corp. 1.000% 8/20/14 7,500 7,598
2 Federal Home Loan Mortgage Corp. 1.000% 8/27/14 12,500 12,665
2 Federal Home Loan Mortgage Corp. 0.500% 9/19/14 12,500 12,545
2 Federal Home Loan Mortgage Corp. 0.000% 11/24/14 7,400 7,347
2 Federal Home Loan Mortgage Corp. 0.750% 11/25/14 33,800 34,122
2 Federal Home Loan Mortgage Corp. 0.625% 12/29/14 128,250 129,112
2 Federal Home Loan Mortgage Corp. 5.050% 1/26/15 600 665
2 Federal Home Loan Mortgage Corp. 2.875% 2/9/15 550 583

 

 

2 Federal Home Loan Mortgage Corp. 0.500% 4/17/15 130,375 130,908
2 Federal Home Loan Mortgage Corp. 1.750% 9/10/15 25,000 25,987
2 Federal Home Loan Mortgage Corp. 5.250% 4/18/16 48,925 57,089
2 Federal Home Loan Mortgage Corp. 2.500% 5/27/16 13,600 14,585
2 Federal Home Loan Mortgage Corp. 5.500% 7/18/16 91,500 108,578
2 Federal Home Loan Mortgage Corp. 2.000% 8/25/16 51,675 54,586
2 Federal Home Loan Mortgage Corp. 5.000% 2/16/17 28,225 33,532
2 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 35,000 35,527
2 Federal Home Loan Mortgage Corp. 5.000% 4/18/17 10,000 11,938
2 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 90,075 92,300
2 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 21,125 21,395
2 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 22,000 22,265
2 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 33,450 41,080
2 Federal Home Loan Mortgage Corp. 1.000% 9/29/17 30,000 30,330
2 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 6,670 8,111
2 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 22,750 27,700
2 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 107,060 124,645
2 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 61,975 64,237
2 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 30,000 30,041
2 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 29,200 29,140
2 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 36,920 38,715
2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 11,375 17,395
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 38,739 60,407
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 674 1,018
2 Federal National Mortgage Assn. 4.625% 10/15/13 81,995 85,738
2 Federal National Mortgage Assn. 2.875% 12/11/13 11,175 11,523
2 Federal National Mortgage Assn. 0.750% 12/18/13 136,885 137,693
2 Federal National Mortgage Assn. 5.125% 1/2/14 5,000 5,302
2 Federal National Mortgage Assn. 1.250% 2/27/14 131,785 133,625
2 Federal National Mortgage Assn. 2.750% 3/13/14 31,880 33,036
2 Federal National Mortgage Assn. 4.125% 4/15/14 26,200 27,757
2 Federal National Mortgage Assn. 2.500% 5/15/14 42,050 43,564
2 Federal National Mortgage Assn. 1.125% 6/27/14 12,775 12,963
2 Federal National Mortgage Assn. 0.875% 8/28/14 32,700 33,074
2 Federal National Mortgage Assn. 3.000% 9/16/14 32,075 33,775
2 Federal National Mortgage Assn. 4.625% 10/15/14 28,500 31,007
2 Federal National Mortgage Assn. 0.625% 10/30/14 35,500 35,751
2 Federal National Mortgage Assn. 2.625% 11/20/14 8,100 8,500
2 Federal National Mortgage Assn. 0.750% 12/19/14 50,525 51,011
2 Federal National Mortgage Assn. 0.375% 3/16/15 89,600 89,690
2 Federal National Mortgage Assn. 5.000% 4/15/15 17,545 19,630
2 Federal National Mortgage Assn. 0.500% 5/27/15 44,675 44,854
2 Federal National Mortgage Assn. 0.500% 7/2/15 29,400 29,522
2 Federal National Mortgage Assn. 2.375% 7/28/15 30,125 31,831
2 Federal National Mortgage Assn. 2.000% 9/21/15 12,000 12,564
2 Federal National Mortgage Assn. 0.500% 9/28/15 39,725 39,856
2 Federal National Mortgage Assn. 4.375% 10/15/15 17,755 19,880
2 Federal National Mortgage Assn. 1.625% 10/26/15 18,450 19,134
2 Federal National Mortgage Assn. 8.200% 3/10/16 50 63
2 Federal National Mortgage Assn. 5.000% 3/15/16 5,850 6,755
2 Federal National Mortgage Assn. 2.375% 4/11/16 67,870 72,343
2 Federal National Mortgage Assn. 5.250% 9/15/16 22,175 26,239
2 Federal National Mortgage Assn. 1.250% 9/28/16 55,325 56,833
2 Federal National Mortgage Assn. 1.375% 11/15/16 75,450 77,874
2 Federal National Mortgage Assn. 1.250% 1/30/17 25,100 25,769
2 Federal National Mortgage Assn. 5.000% 2/13/17 79,525 94,451
2 Federal National Mortgage Assn. 1.125% 4/27/17 117,975 120,307

 

 

2 Federal National Mortgage Assn. 5.000% 5/11/17 141,041 168,476
2 Federal National Mortgage Assn. 5.375% 6/12/17 91,755 111,470
2 Federal National Mortgage Assn. 0.875% 10/26/17 36,000 36,125
2 Federal National Mortgage Assn. 0.000% 10/9/19 14,545 12,745
2 Federal National Mortgage Assn. 6.250% 5/15/29 1,250 1,819
2 Federal National Mortgage Assn. 7.125% 1/15/30 24,980 39,677
2 Federal National Mortgage Assn. 7.250% 5/15/30 47,551 76,768
2 Federal National Mortgage Assn. 6.625% 11/15/30 6,795 10,449
2 Federal National Mortgage Assn. 5.625% 7/15/37 7,240 10,569
1 Financing Corp. 9.800% 4/6/18 1,750 2,536
1 Financing Corp. 10.350% 8/3/18 4,900 7,351
1 Financing Corp. 9.650% 11/2/18 10,535 15,574
1 Financing Corp. 9.700% 4/5/19 1,575 2,372
  Israel Government AID Bond 5.500% 9/18/23 195 257
  Israel Government AID Bond 5.500% 12/4/23 3,200 4,224
  Israel Government AID Bond 5.500% 4/26/24 19,280 25,344
  Private Export Funding Corp. 3.050% 10/15/14 4,600 4,852
  Private Export Funding Corp. 1.375% 2/15/17 2,025 2,084
  Private Export Funding Corp. 2.250% 12/15/17 4,600 4,923
  Private Export Funding Corp. 4.375% 3/15/19 8,700 10,409
  Private Export Funding Corp. 1.450% 8/15/19 2,100 2,115
  Private Export Funding Corp. 4.300% 12/15/21 3,800 4,575
  Private Export Funding Corp. 2.800% 5/15/22 2,625 2,805
  Private Export Funding Corp. 2.450% 7/15/24 4,250 4,347
  Resolution Funding Corp. 8.125% 10/15/19 450 652
  Resolution Funding Corp. 8.875% 7/15/20 180 276
  Resolution Funding Corp. 8.625% 1/15/30 110 199
  Small Business Administration Variable Rate        
  Interest Only Custodial Receipts (U.S.        
  Government Guaranteed) 2.719% 7/15/17 4,449 16
1 Tennessee Valley Authority 5.500% 7/18/17 17,100 20,870
1 Tennessee Valley Authority 4.500% 4/1/18 6,325 7,527
1 Tennessee Valley Authority 3.875% 2/15/21 9,400 11,018
1 Tennessee Valley Authority 1.875% 8/15/22 7,300 7,262
1 Tennessee Valley Authority 6.750% 11/1/25 2,565 3,792
1 Tennessee Valley Authority 7.125% 5/1/30 27,025 42,042
1 Tennessee Valley Authority 4.650% 6/15/35 15,169 18,460
1 Tennessee Valley Authority 5.880% 4/1/36 9,850 13,809
1 Tennessee Valley Authority 6.150% 1/15/38 135 199
1 Tennessee Valley Authority 5.500% 6/15/38 2,550 3,449
1 Tennessee Valley Authority 5.250% 9/15/39 9,068 11,963
1 Tennessee Valley Authority 4.875% 1/15/48 6,825 8,675
1 Tennessee Valley Authority 5.375% 4/1/56 6,250 8,581
1 Tennessee Valley Authority 4.625% 9/15/60 7,468 9,238
          4,995,184
Conventional Mortgage-Backed Securities (25.2%)        
2,3,4 Fannie Mae Pool 2.500% 3/1/27–10/1/27 267,484 281,233
2,3,4 Fannie Mae Pool 3.000% 12/1/26–10/1/42 911,130 964,663
2,3,4 Fannie Mae Pool 3.500% 10/1/18–10/1/42 1,937,945 2,075,753
2,3,4 Fannie Mae Pool 4.000% 6/1/18–10/1/42 2,408,575 2,598,338
2,3,4 Fannie Mae Pool 4.500% 2/1/18–10/1/42 1,944,786 2,110,363
2,3,4 Fannie Mae Pool 5.000% 3/1/17–10/1/42 1,669,718 1,830,397
2,4 Fannie Mae Pool 5.500% 2/1/14–10/1/42 1,423,239 1,570,017
2,4 Fannie Mae Pool 6.000% 3/1/13–10/1/40 1,038,881 1,153,158
2,4 Fannie Mae Pool 6.500% 12/1/12–10/1/39 351,094 396,842
2,4 Fannie Mae Pool 7.000% 6/1/13–11/1/38 97,648 111,306
2,4 Fannie Mae Pool 7.500% 4/1/15–12/1/32 6,745 7,556

 

 

2,4 Fannie Mae Pool 8.000% 2/1/13–9/1/31 2,095 2,353
2,4 Fannie Mae Pool 8.500% 9/1/15–5/1/32 814 932
2,4 Fannie Mae Pool 9.000% 2/1/17–8/1/30 217 244
2,4 Fannie Mae Pool 9.500% 8/1/16–11/1/25 261 303
2,4 Fannie Mae Pool 10.000% 10/1/14–12/1/17 19 20
2,4 Fannie Mae Pool 11.000% 9/1/19 2 2
2,3,4 Freddie Mac Gold Pool 2.500% 10/1/27 149,625 157,106
2,3,4 Freddie Mac Gold Pool 3.000% 10/1/26–10/1/42 491,293 518,791
2,3,4 Freddie Mac Gold Pool 3.500% 6/1/19–10/1/42 968,664 1,033,010
2,3,4 Freddie Mac Gold Pool 4.000% 7/1/13–10/1/42 1,345,907 1,444,462
2,3,4 Freddie Mac Gold Pool 4.500% 11/1/13–10/1/42 1,296,903 1,397,391
2,3,4 Freddie Mac Gold Pool 5.000% 4/1/14–10/1/42 1,075,515 1,168,355
2,4 Freddie Mac Gold Pool 5.500% 12/1/13–6/1/41 1,029,711 1,125,179
2,3,4 Freddie Mac Gold Pool 6.000% 10/1/12–10/1/42 664,115 731,875
2,3,4 Freddie Mac Gold Pool 6.500% 10/1/12–10/1/42 188,857 212,937
2,4 Freddie Mac Gold Pool 7.000% 10/1/12–12/1/38 44,279 50,307
2,4 Freddie Mac Gold Pool 7.500% 10/1/12–2/1/32 4,085 4,605
2,4 Freddie Mac Gold Pool 8.000% 12/1/14–1/1/32 3,614 4,100
2,4 Freddie Mac Gold Pool 8.500% 3/1/21–7/1/31 684 784
2,4 Freddie Mac Gold Pool 9.000% 7/1/20–3/1/31 489 556
2,4 Freddie Mac Gold Pool 9.500% 4/1/16–6/1/25 91 102
2,4 Freddie Mac Gold Pool 10.000% 10/1/16–4/1/25 11 14
2,4 Freddie Mac Non Gold Pool 8.000% 2/1/17–6/1/17 6 7
2,4 Freddie Mac Non Gold Pool 8.500% 6/1/18 21 24
2,4 Freddie Mac Non Gold Pool 9.500% 10/1/18–3/1/20 3 3
3,4 Ginnie Mae I Pool 3.000% 10/1/42 10,700 11,456
3,4 Ginnie Mae I Pool 3.500% 11/15/25–10/1/42 264,250 288,804
3,4 Ginnie Mae I Pool 4.000% 8/15/18–10/1/42 552,238 608,857
4 Ginnie Mae I Pool 4.500% 5/15/18–11/1/42 832,434 916,557
4 Ginnie Mae I Pool 4.750% 8/15/33 15 16
4 Ginnie Mae I Pool 5.000% 1/15/17–10/1/42 552,432 610,863
4 Ginnie Mae I Pool 5.500% 3/15/15–11/15/39 343,504 383,621
4 Ginnie Mae I Pool 6.000% 10/15/13–12/15/40 251,933 285,551
4 Ginnie Mae I Pool 6.500% 4/15/13–1/15/39 69,714 80,236
4 Ginnie Mae I Pool 7.000% 2/15/13–9/15/36 12,801 14,486
4 Ginnie Mae I Pool 7.250% 9/15/25 38 38
4 Ginnie Mae I Pool 7.500% 5/15/17–6/15/32 5,003 5,602
4 Ginnie Mae I Pool 7.750% 2/15/30 3 4
4 Ginnie Mae I Pool 7.900% 2/15/21 1 1
4 Ginnie Mae I Pool 8.000% 8/15/16–12/15/30 3,623 4,050
4 Ginnie Mae I Pool 8.250% 6/15/27 3 4
4 Ginnie Mae I Pool 8.500% 1/15/17–3/15/31 775 845
4 Ginnie Mae I Pool 9.000% 5/15/16–2/15/31 1,273 1,387
4 Ginnie Mae I Pool 9.500% 7/15/16–9/15/25 336 379
4 Ginnie Mae I Pool 10.000% 2/15/18–2/15/25 125 140
4 Ginnie Mae I Pool 10.500% 7/15/15–4/15/25 83 89
4 Ginnie Mae I Pool 11.000% 9/15/15–11/15/15 5 6
4 Ginnie Mae I Pool 11.500% 3/15/13–4/15/16 4 5
3,4 Ginnie Mae II Pool 3.000% 2/20/27–10/1/42 103,748 111,163
3,4 Ginnie Mae II Pool 3.500% 9/20/25–10/1/42 897,364 980,566
3,4 Ginnie Mae II Pool 4.000% 9/20/25–10/1/42 940,496 1,035,049
3,4 Ginnie Mae II Pool 4.500% 4/20/18–10/1/42 1,103,882 1,220,085
4 Ginnie Mae II Pool 5.000% 12/20/32–6/20/42 760,412 843,952
4 Ginnie Mae II Pool 5.500% 8/20/23–8/20/41 249,504 277,788
4 Ginnie Mae II Pool 6.000% 7/20/23–3/20/41 138,060 156,674
4 Ginnie Mae II Pool 6.500% 12/20/23–9/20/40 58,573 66,873
4 Ginnie Mae II Pool 7.000% 3/20/28–11/20/38 4,305 4,917

 

 

4 Ginnie Mae II Pool 7.500% 8/20/30 8 10
4 Ginnie Mae II Pool 8.500% 10/20/30 17 20
          28,863,182
Nonconventional Mortgage-Backed Securities (0.9%)        
2,4,5 Fannie Mae Pool 1.797% 4/1/37 2,802 2,917
2,4,5 Fannie Mae Pool 2.186% 12/1/35 13 14
2,4 Fannie Mae Pool 2.223% 9/1/42 14,079 14,664
2,4,5 Fannie Mae Pool 2.235% 6/1/37 1,847 1,953
2,4,5 Fannie Mae Pool 2.288% 1/1/35 432 461
2,4,5 Fannie Mae Pool 2.313% 5/1/36 205 220
2,4,5 Fannie Mae Pool 2.315% 12/1/36 55 57
2,4,5 Fannie Mae Pool 2.392% 9/1/33 15 16
2,4,5 Fannie Mae Pool 2.396% 10/1/34 30 32
2,4,5 Fannie Mae Pool 2.400% 11/1/32–2/1/37 3,301 3,443
2,4,5 Fannie Mae Pool 2.417% 9/1/34 1,519 1,615
2,4,5 Fannie Mae Pool 2.418% 2/1/37 6 7
2,4,5 Fannie Mae Pool 2.437% 1/1/35 2,834 3,053
2,4,5 Fannie Mae Pool 2.440% 11/1/36 64 68
2,4,5 Fannie Mae Pool 2.488% 12/1/35 9,222 9,956
2,4,5 Fannie Mae Pool 2.537% 12/1/35 10,459 10,971
2,4 Fannie Mae Pool 2.539% 12/1/40 7,409 7,680
2,4 Fannie Mae Pool 2.560% 10/1/40 11,834 12,269
2,4,5 Fannie Mae Pool 2.596% 8/1/37 3,841 4,060
2,4,5 Fannie Mae Pool 2.614% 4/1/36 563 602
2,4,5 Fannie Mae Pool 2.649% 2/1/36 3,323 3,391
2,4,5 Fannie Mae Pool 2.685% 11/1/33 2,563 2,789
2,4,5 Fannie Mae Pool 2.721% 8/1/35 3,764 4,021
2,4,5 Fannie Mae Pool 2.722% 1/1/37 2,657 2,864
2,4,5 Fannie Mae Pool 2.796% 2/1/36 1,911 1,944
2,4 Fannie Mae Pool 2.801% 3/1/42 13,213 13,993
2,4,5 Fannie Mae Pool 2.816% 9/1/33 36 39
2,4 Fannie Mae Pool 2.820% 1/1/42 7,354 7,792
2,4,5 Fannie Mae Pool 2.823% 7/1/35 2,005 2,140
2,4,5 Fannie Mae Pool 2.825% 4/1/37 421 454
2,4 Fannie Mae Pool 2.827% 3/1/41 9,234 9,651
2,4,5 Fannie Mae Pool 2.839% 3/1/37 4,527 4,820
2,4,5 Fannie Mae Pool 2.842% 5/1/35 2,418 2,599
2,4,5 Fannie Mae Pool 2.844% 3/1/37 2,344 2,495
2,4,5 Fannie Mae Pool 2.869% 2/1/37 4,395 4,690
2,4 Fannie Mae Pool 2.884% 11/1/41 13,498 14,328
2,4,5 Fannie Mae Pool 2.898% 4/1/36 4,381 4,713
2,4,5 Fannie Mae Pool 2.912% 8/1/35 6,633 7,202
2,4 Fannie Mae Pool 2.918% 12/1/40 6,036 6,309
2,4,5 Fannie Mae Pool 2.919% 4/1/37 572 614
2,4,5 Fannie Mae Pool 2.973% 3/1/37 2,900 3,132
2,4 Fannie Mae Pool 2.990% 5/1/42 2,551 2,746
2,4 Fannie Mae Pool 3.012% 3/1/42 3,131 3,357
2,4 Fannie Mae Pool 3.014% 3/1/41 4,965 5,203
2,4 Fannie Mae Pool 3.049% 2/1/41 5,384 5,637
2,4 Fannie Mae Pool 3.123% 12/1/40–2/1/41 13,328 13,993
2,4,5 Fannie Mae Pool 3.145% 10/1/36 1,872 2,045
2,4 Fannie Mae Pool 3.160% 2/1/41 8,841 9,265
2,4 Fannie Mae Pool 3.183% 12/1/40 8,577 9,007
2,4 Fannie Mae Pool 3.202% 9/1/40 11,199 11,749
2,4 Fannie Mae Pool 3.207% 8/1/40 9,245 9,698
2,4 Fannie Mae Pool 3.248% 10/1/40 12,266 12,883
2,4 Fannie Mae Pool 3.271% 11/1/40 4,950 5,199

 

 

2,4 Fannie Mae Pool 3.290% 1/1/40 5,966 6,254
2,4 Fannie Mae Pool 3.298% 1/1/41 8,443 9,145
2,4,5 Fannie Mae Pool 3.364% 12/1/35 5,810 6,164
2,4 Fannie Mae Pool 3.365% 1/1/40 14,360 15,064
2,4 Fannie Mae Pool 3.369% 5/1/40 4,256 4,476
2,4 Fannie Mae Pool 3.447% 12/1/39 19,928 20,909
2,4 Fannie Mae Pool 3.503% 5/1/40 3,871 4,079
2,4 Fannie Mae Pool 3.507% 10/1/39 3,987 4,191
2,4 Fannie Mae Pool 3.538% 3/1/40 12,223 12,871
2,4 Fannie Mae Pool 3.580% 8/1/39 4,056 4,289
2,4 Fannie Mae Pool 3.592% 4/1/41 8,446 8,944
2,4 Fannie Mae Pool 3.596% 11/1/39 2,214 2,328
2,4 Fannie Mae Pool 3.620% 11/1/39 5,471 5,758
2,4 Fannie Mae Pool 3.676% 7/1/39 3,179 3,343
2,4,5 Fannie Mae Pool 3.682% 8/1/37 7,889 8,443
2,4 Fannie Mae Pool 3.705% 5/1/40 14,586 15,398
2,4 Fannie Mae Pool 3.771% 2/1/40 18,105 19,035
2,4 Fannie Mae Pool 3.828% 9/1/40 11,245 12,346
2,4,5 Fannie Mae Pool 4.065% 3/1/37 3,406 3,642
2,4 Fannie Mae Pool 4.197% 12/1/39 11,892 12,774
2,4,5 Fannie Mae Pool 4.270% 9/1/37 2,367 2,481
2,4,5 Fannie Mae Pool 4.443% 7/1/34 811 877
2,4 Fannie Mae Pool 4.481% 11/1/34 3,056 3,255
2,4,5 Fannie Mae Pool 4.750% 10/1/38 8,537 9,177
2,4 Fannie Mae Pool 4.782% 5/1/33 13 13
2,4 Fannie Mae Pool 4.964% 1/1/35 16 17
2,4 Fannie Mae Pool 4.971% 7/1/38 2,071 2,234
2,4 Fannie Mae Pool 4.980% 12/1/33 1,497 1,604
2,4 Fannie Mae Pool 5.006% 11/1/33 1,131 1,213
2,4 Fannie Mae Pool 5.102% 3/1/38 3,920 4,274
2,4 Fannie Mae Pool 5.214% 6/1/35 41 44
2,4 Fannie Mae Pool 5.246% 11/1/35 8 9
2,4 Fannie Mae Pool 5.251% 7/1/36 2,938 3,190
2,4 Fannie Mae Pool 5.259% 7/1/38 427 458
2,4,5 Fannie Mae Pool 5.321% 12/1/35 2,199 2,368
2,4 Fannie Mae Pool 5.526% 4/1/37 491 529
2,4 Fannie Mae Pool 5.564% 5/1/36 2,235 2,438
2,4 Fannie Mae Pool 5.701% 4/1/37 3,804 4,150
2,4 Fannie Mae Pool 5.769% 12/1/37 4,578 4,952
2,4 Fannie Mae Pool 5.876% 4/1/36 2,247 2,425
2,4 Fannie Mae Pool 5.918% 1/1/37 343 371
2,4 Fannie Mae Pool 5.954% 10/1/37 4,992 5,451
2,4 Fannie Mae Pool 5.959% 11/1/36 2,472 2,680
2,4 Fannie Mae Pool 5.967% 7/1/37 930 1,008
2,4 Fannie Mae Pool 6.317% 6/1/36 478 517
2,4 Fannie Mae Pool 6.508% 10/1/37 328 358
2,4,5 Freddie Mac Non Gold Pool 2.105% 6/1/37 1,970 2,024
2,4,5 Freddie Mac Non Gold Pool 2.164% 7/1/35 2,298 2,436
2,4,5 Freddie Mac Non Gold Pool 2.184% 5/1/37 181 192
2,4,5 Freddie Mac Non Gold Pool 2.187% 4/1/37 5,824 5,996
2,4,5 Freddie Mac Non Gold Pool 2.250% 6/1/35 9 9
2,4,5 Freddie Mac Non Gold Pool 2.324% 3/1/37 695 721
2,4,5 Freddie Mac Non Gold Pool 2.362% 12/1/34 7,691 8,326
2,4,5 Freddie Mac Non Gold Pool 2.375% 11/1/34–4/1/37 10,859 11,639
2,4,5 Freddie Mac Non Gold Pool 2.398% 6/1/36 12 12
2,4,5 Freddie Mac Non Gold Pool 2.433% 1/1/37 3,304 3,513
2,4,5 Freddie Mac Non Gold Pool 2.440% 12/1/34 56 59

 

 

2,4,5 Freddie Mac Non Gold Pool 2.517% 12/1/34 2,560 2,753
2,4,5 Freddie Mac Non Gold Pool 2.554% 8/1/37 161 173
2,4 Freddie Mac Non Gold Pool 2.576% 2/1/42 7,417 7,811
2,4,5 Freddie Mac Non Gold Pool 2.620% 12/1/34 35 36
2,4,5 Freddie Mac Non Gold Pool 2.631% 1/1/35–12/1/36 3,924 4,097
2,4,5 Freddie Mac Non Gold Pool 2.638% 4/1/37 59 63
2,4 Freddie Mac Non Gold Pool 2.642% 12/1/40 5,570 5,787
2,4,5 Freddie Mac Non Gold Pool 2.673% 3/1/37 157 169
2,4,5 Freddie Mac Non Gold Pool 2.674% 3/1/37 6,522 6,946
2,4,5 Freddie Mac Non Gold Pool 2.695% 3/1/36 19 21
2,4 Freddie Mac Non Gold Pool 2.712% 12/1/40 11,823 12,301
2,4 Freddie Mac Non Gold Pool 2.729% 11/1/40 4,476 4,663
2,4,5 Freddie Mac Non Gold Pool 2.775% 6/1/37 2,880 3,097
2,4,5 Freddie Mac Non Gold Pool 2.780% 3/1/36 5,924 6,393
2,4 Freddie Mac Non Gold Pool 2.804% 1/1/41 9,591 9,977
2,4,5 Freddie Mac Non Gold Pool 2.875% 4/1/33 26 28
2,4,5 Freddie Mac Non Gold Pool 2.885% 6/1/37 5,338 5,744
2,4,5 Freddie Mac Non Gold Pool 2.890% 4/1/35 287 303
2,4,5 Freddie Mac Non Gold Pool 2.895% 4/1/37 5,011 5,231
2,4,5 Freddie Mac Non Gold Pool 2.912% 5/1/33 89 93
2,4,5 Freddie Mac Non Gold Pool 2.925% 3/1/37 3,816 4,116
2,4 Freddie Mac Non Gold Pool 2.964% 2/1/41 14,488 15,185
2,4 Freddie Mac Non Gold Pool 3.020% 8/1/37 5,021 5,548
2,4 Freddie Mac Non Gold Pool 3.085% 3/1/41 6,013 6,312
2,4 Freddie Mac Non Gold Pool 3.104% 6/1/41 5,705 5,990
2,4 Freddie Mac Non Gold Pool 3.136% 11/1/40 7,077 7,430
2,4 Freddie Mac Non Gold Pool 3.267% 6/1/40 5,272 5,539
2,4 Freddie Mac Non Gold Pool 3.351% 6/1/41 1,357 1,434
2,4 Freddie Mac Non Gold Pool 3.355% 5/1/40 2,255 2,373
2,4 Freddie Mac Non Gold Pool 3.381% 4/1/40 8,198 8,615
2,4 Freddie Mac Non Gold Pool 3.428% 3/1/42 8,552 9,307
2,4 Freddie Mac Non Gold Pool 3.449% 5/1/40 2,896 3,047
2,4 Freddie Mac Non Gold Pool 3.499% 8/1/40 11,207 12,199
2,4 Freddie Mac Non Gold Pool 3.538% 11/1/39 11,947 12,578
2,4 Freddie Mac Non Gold Pool 3.609% 6/1/40 7,371 7,783
2,4 Freddie Mac Non Gold Pool 3.611% 6/1/40 11,157 11,794
2,4 Freddie Mac Non Gold Pool 3.616% 1/1/40 7,332 7,721
2,4 Freddie Mac Non Gold Pool 3.683% 9/1/40 10,066 10,658
2,4 Freddie Mac Non Gold Pool 3.988% 3/1/40 17,305 18,314
2,4 Freddie Mac Non Gold Pool 4.000% 12/1/39 2,022 2,155
2,4 Freddie Mac Non Gold Pool 4.690% 6/1/34 18 18
2,4 Freddie Mac Non Gold Pool 4.705% 5/1/38 1,060 1,139
2,4 Freddie Mac Non Gold Pool 4.903% 12/1/35 7,934 8,339
2,4 Freddie Mac Non Gold Pool 5.002% 10/1/36 4,445 4,775
2,4 Freddie Mac Non Gold Pool 5.040% 7/1/38 5,433 5,865
2,4 Freddie Mac Non Gold Pool 5.165% 8/1/34 9 9
2,4 Freddie Mac Non Gold Pool 5.237% 3/1/38 7,526 8,213
2,4 Freddie Mac Non Gold Pool 5.254% 11/1/33 9 10
2,4 Freddie Mac Non Gold Pool 5.262% 12/1/35 2,216 2,296
2,4 Freddie Mac Non Gold Pool 5.489% 1/1/38 2,676 2,898
2,4 Freddie Mac Non Gold Pool 5.492% 2/1/36 2,328 2,518
2,4 Freddie Mac Non Gold Pool 5.494% 3/1/37 1,113 1,202
2,4 Freddie Mac Non Gold Pool 5.611% 3/1/37 597 630
2,4 Freddie Mac Non Gold Pool 5.687% 10/1/37 2,576 2,670
2,4 Freddie Mac Non Gold Pool 5.730% 11/1/36 1,234 1,287
2,4 Freddie Mac Non Gold Pool 5.731% 9/1/36 10,304 11,097
2,4 Freddie Mac Non Gold Pool 5.736% 3/1/37 2,637 2,857

 

 

2,4 Freddie Mac Non Gold Pool 5.744% 9/1/37 9,147 9,996
2,4 Freddie Mac Non Gold Pool 5.751% 5/1/36 4,124 4,395
2,4 Freddie Mac Non Gold Pool 5.826% 6/1/37 5,833 6,325
2,4 Freddie Mac Non Gold Pool 5.845% 5/1/37 6,266 6,847
2,4 Freddie Mac Non Gold Pool 5.917% 12/1/36 1,709 1,855
2,4 Freddie Mac Non Gold Pool 5.979% 1/1/37 1,652 1,788
2,4 Freddie Mac Non Gold Pool 6.022% 12/1/36 3,950 4,319
2,4 Freddie Mac Non Gold Pool 6.065% 10/1/37 492 536
2,4 Freddie Mac Non Gold Pool 6.211% 8/1/37 1,662 1,816
2,4 Freddie Mac Non Gold Pool 6.453% 2/1/37 1,232 1,340
4,5 Ginnie Mae II Pool 1.750% 6/20/29 216 225
4 Ginnie Mae II Pool 2.500% 1/20/41–1/20/42 77,682 82,383
4 Ginnie Mae II Pool 3.000% 12/20/40–11/20/41 46,371 49,631
4 Ginnie Mae II Pool 3.500% 1/20/41–7/20/41 15,195 16,167
4 Ginnie Mae II Pool 3.750% 1/20/40 5,785 6,106
4 Ginnie Mae II Pool 4.000% 9/20/39–10/20/41 56,061 59,128
4,5 Ginnie Mae II Pool 4.500% 10/20/39 1,371 1,472
4 Ginnie Mae II Pool 5.000% 7/20/38–10/20/38 2,792 2,957
          1,082,186
Total U.S. Government and Agency Obligations (Cost $75,394,699)     79,775,115
Asset-Backed/Commercial Mortgage-Backed Securities (2.4%)      
4 Ally Auto Receivables Trust 2011-2 1.980% 4/15/16 7,275 7,477
4 Banc of America Commercial Mortgage Trust        
  2006-1 5.372% 9/10/45 20,200 22,995
4 Banc of America Commercial Mortgage Trust        
  2006-1 5.421% 9/10/45 185 208
4 Banc of America Commercial Mortgage Trust        
  2006-2 5.917% 5/10/45 11,600 13,476
4 Banc of America Commercial Mortgage Trust        
  2006-2 5.952% 5/10/45 3,290 3,161
4 Banc of America Commercial Mortgage Trust        
  2006-3 5.889% 7/10/44 700 803
4 Banc of America Commercial Mortgage Trust        
  2006-4 5.634% 7/10/46 23,115 26,705
4 Banc of America Commercial Mortgage Trust        
  2006-5 5.390% 9/10/47 320 340
4 Banc of America Commercial Mortgage Trust        
  2006-5 5.414% 9/10/47 11,525 13,132
4 Banc of America Commercial Mortgage Trust        
  2006-5 5.448% 9/10/47 2,175 2,263
4 Banc of America Commercial Mortgage Trust        
  2007-1 5.482% 1/15/49 6,210 6,548
4 Banc of America Commercial Mortgage Trust        
  2008-1 6.395% 2/10/51 21,200 25,692
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.153% 11/10/38 3,552 3,654
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 5.736% 6/10/39 11,427 12,133
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.877% 7/10/42 19,991 20,872
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 5.247% 11/10/42 4,335 4,471
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 4.727% 7/10/43 4,695 5,004
4 Banc of America Merrill Lynch Commercial        
  Mortgage Inc. 5.115% 10/10/45 16,101 17,952

 

 

4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.364% 9/10/47 3,520 3,739
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.364% 9/10/47 3,500 3,910
6 Banco Bilbao Vizcaya Argentaria SA 5.750% 7/20/17 1,975 2,025
6 Bank of Scotland plc 5.250% 2/21/17 12,135 13,774
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.712% 4/12/38 21,037 24,362
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.712% 4/12/38 4,525 5,075
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.830% 8/15/38 1,360 1,359
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.894% 9/11/38 260 299
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.933% 9/11/38 5,500 6,150
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.618% 3/11/39 24,500 28,002
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.618% 3/11/39 3,149 3,017
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.680% 8/13/39 14,534 14,917
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.740% 3/13/40 11,281 11,398
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.854% 6/11/40 11,277 11,572
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.906% 6/11/40 6,275 6,868
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.405% 12/11/40 4,160 4,732
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.200% 1/12/41 2,830 2,944
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.750% 6/11/41 4,175 4,309
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.582% 9/11/41 1,625 1,809
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.568% 10/12/41 8,375 9,405
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.825% 11/11/41 495 527
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.868% 11/11/41 2,300 2,436
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.933% 2/13/42 2,500 2,744
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.742% 9/11/42 15,900 19,272
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.793% 9/11/42 5,500 5,758
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.297% 10/12/42 3,215 3,632
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.513% 1/12/45 6,280 6,825
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.613% 6/11/50 5,451 5,533
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.694% 6/11/50 21,900 25,887

 

 

4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.700% 6/11/50 10,400 12,497
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.915% 6/11/50 6,853 7,686
4 Capital One Multi-Asset Execution Trust 5.050% 12/17/18 36,645 41,626
4 Capital One Multi-Asset Execution Trust 5.750% 7/15/20 10,300 12,554
4 CenterPoint Energy Transition Bond Co. LLC 3.028% 10/15/25 9,483 9,870
4 Chase Issuance Trust 4.650% 3/15/15 32,375 32,965
4 Chase Issuance Trust 5.400% 7/15/15 10,025 10,383
6 Cie de Financement Foncier SA 2.125% 4/22/13 7,500 7,556
4 Citibank Credit Card Issuance Trust 4.900% 6/23/16 20,125 21,679
4 Citibank Credit Card Issuance Trust 4.150% 7/7/17 3,425 3,770
4 Citibank Credit Card Issuance Trust 5.650% 9/20/19 10,500 12,779
4 Citibank Credit Card Issuance Trust 5.350% 2/7/20 900 1,088
4 Citigroup Commercial Mortgage Trust 4.623% 10/15/41 2,598 2,636
4 Citigroup Commercial Mortgage Trust 4.830% 5/15/43 6,990 7,550
4 Citigroup Commercial Mortgage Trust 3.024% 9/10/45 3,700 3,792
4 Citigroup Commercial Mortgage Trust 5.921% 3/15/49 12,600 14,459
4 Citigroup Commercial Mortgage Trust 5.921% 3/15/49 2,500 2,829
4 Citigroup Commercial Mortgage Trust 5.431% 10/15/49 3,625 4,173
4 Citigroup Commercial Mortgage Trust 5.462% 10/15/49 3,375 3,803
4 Citigroup Commercial Mortgage Trust 5.888% 12/10/49 20,075 23,643
4 Citigroup Commercial Mortgage Trust 5.888% 12/10/49 4,350 4,788
4 Citigroup Commercial Mortgage Trust 6.263% 12/10/49 22,115 26,686
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 2005-CD1 5.393% 7/15/44 7,000 7,832
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 2005-CD1 5.393% 7/15/44 18,000 20,362
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 2006-CD2 5.482% 1/15/46 680 769
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 2006-CD3 5.617% 10/15/48 760 879
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 2006-CD3 5.648% 10/15/48 8,575 9,229
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 2007-CD4 5.205% 12/11/49 3,962 3,994
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 2007-CD4 5.322% 12/11/49 13,050 14,879
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 2007-CD5 5.886% 11/15/44 18,565 21,958
4 COBALT CMBS Commercial Mortgage Trust        
2007-C2 5.484% 4/15/47 3,185 3,643
4 COBALT CMBS Commercial Mortgage Trust        
2007-C3 5.998% 5/15/46 11,775 13,572
4 Commercial Mortgage Pass Through        
Certificates 4.084% 6/10/38 6,407 6,491
4 Commercial Mortgage Pass Through        
Certificates 2004-LNB2 4.715% 3/10/39 19,390 20,111
4 Commercial Mortgage Pass Through        
Certificates 2005-C6 5.116% 6/10/44 22,303 24,987
4 Commercial Mortgage Pass Through        
Certificates 2006-C7 5.940% 6/10/46 19,200 21,859
4 Commercial Mortgage Pass Through        
Certificates 2006-C7 5.965% 6/10/46 4,025 4,345
4 Commercial Mortgage Pass Through        
Certificates 2006-C8 5.248% 12/10/46 1,314 1,314

 

 

4 Commercial Mortgage Pass Through        
  Certificates 2006-C9 6.002% 12/10/49 17,393 20,519
4 Commercial Mortgage Pass Through        
  Certificates 2012-CCRE2 3.147% 8/15/45 2,485 2,626
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C1 5.588% 2/15/39 17,500 19,767
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C1 5.588% 2/15/39 4,435 4,488
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C1 5.588% 2/15/39 7,675 8,576
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C3 6.000% 6/15/38 4,266 4,765
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C4 5.509% 9/15/39 1,725 1,778
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C5 5.311% 12/15/39 15,000 16,933
4 Commercial Mortgage Pass-Through        
  Certificates Series 2007-C1 5.383% 2/15/40 6,450 7,115
4 Commercial Mortgage Pass-Through        
  Certificates Series 2007-C3 5.866% 6/15/39 20,985 23,553
4,6 Commercial Mortgages Lease-Backed        
  Certificates Series 2001-CMLB-1 6.746% 6/20/31 5,848 6,219
4 Credit Suisse Commercial Mortgage Trust        
  2006-C3 6.000% 6/15/38 18,434 21,040
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 4.750% 1/15/37 16,220 16,719
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 4.645% 7/15/37 163 170
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.014% 2/15/38 14,150 15,452
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.075% 2/15/38 4,724 5,020
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 3.936% 5/15/38 12,988 13,124
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.100% 8/15/38 1,565 1,756
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.100% 8/15/38 18,225 20,405
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.190% 8/15/38 3,400 3,549
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.230% 12/15/40 3,290 3,405
4 Discover Card Master Trust 5.650% 12/15/15 24,300 25,121
4 Discover Card Master Trust 5.650% 3/16/20 9,475 11,513
  Federal Housing Administration 7.430% 10/1/20 2 2
4 Ford Credit Auto Owner Trust 2.420% 11/15/14 5,250 5,296
4 Ford Credit Auto Owner Trust 2.150% 6/15/15 16,950 17,167
4 Ford Credit Auto Owner Trust 1.150% 6/15/17 6,825 6,947
4 GE Capital Commercial Mortgage Corp. 5.145% 7/10/37 4,302 4,378
4 GE Capital Commercial Mortgage Corp. 4.974% 7/10/45 9,275 10,385
4 GE Capital Commercial Mortgage Corp. 5.483% 11/10/45 7,048 7,514
4 GE Capital Commercial Mortgage Corp. 4.578% 6/10/48 422 431
4 GE Capital Commercial Mortgage Corp.        
  Series 2006-C1 Trust 5.481% 3/10/44 6,675 7,335
4 GE Capital Commercial Mortgage Corp.        
  Series 2006-C1 Trust 5.481% 3/10/44 22,040 24,710

 

 

4 GE Capital Commercial Mortgage Corp.        
Series 2007-C1 Trust 5.543% 12/10/49 5,925 6,650
4 GMAC Commercial Mortgage Securities Inc.        
Series 2003-C2 Trust 5.640% 5/10/40 1,695 1,749
4 GMAC Commercial Mortgage Securities Inc.        
Series 2003-C3 Trust 4.646% 4/10/40 27 27
4 GMAC Commercial Mortgage Securities Inc.        
Series 2003-C3 Trust 5.023% 4/10/40 1,020 1,048
4 GMAC Commercial Mortgage Securities Inc.        
Series 2004-C1 Trust 4.908% 3/10/38 2,625 2,736
4 GMAC Commercial Mortgage Securities Inc.        
Series 2004-C3 Trust 4.864% 12/10/41 4,150 4,461
4 GMAC Commercial Mortgage Securities Inc.        
Series 2005-C1 Trust 4.754% 5/10/43 1,650 1,791
4 GMAC Commercial Mortgage Securities Inc.        
Trust Series 2003-C1 4.079% 5/10/36 1,902 1,916
4 Greenwich Capital Commercial Funding Corp. 4.533% 1/5/36 125 125
4 Greenwich Capital Commercial Funding Corp. 4.915% 1/5/36 11,875 12,204
4 Greenwich Capital Commercial Funding Corp. 5.317% 6/10/36 13,850 14,509
4 Greenwich Capital Commercial Funding Corp. 5.117% 4/10/37 429 428
4 Greenwich Capital Commercial Funding Corp. 5.224% 4/10/37 18,508 20,521
4 Greenwich Capital Commercial Funding Corp. 5.277% 4/10/37 4,475 4,619
4 Greenwich Capital Commercial Funding Corp. 6.065% 7/10/38 2,600 3,014
4 Greenwich Capital Commercial Funding Corp. 5.475% 3/10/39 1,625 1,692
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 4,074
4 GS Mortgage Securities Corp. II 5.506% 4/10/38 5,960 5,999
4 GS Mortgage Securities Corp. II 5.553% 4/10/38 13,650 15,460
4 GS Mortgage Securities Corp. II 5.622% 4/10/38 4,750 5,035
4 GS Mortgage Securities Corp. II 5.396% 8/10/38 14,850 15,762
4 GS Mortgage Securities Corp. II 4.608% 1/10/40 2,686 2,693
4 GS Mortgage Securities Corp. II 3.707% 8/10/44 3,220 3,568
4 GS Mortgage Securities Corp. II 3.482% 1/10/45 12,500 13,357
4 GS Mortgage Securities Corp. II 3.377% 5/10/45 7,475 8,082
4 GS Mortgage Securities Corp. II 5.983% 8/10/45 1,105 1,258
4 Honda Auto Receivables Owner Trust 1.800% 4/17/17 3,225 3,280
4 Honda Auto Receivables Owner Trust 0.970% 4/16/18 1,000 1,012
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.050% 12/12/34 3,315 3,314
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.654% 1/12/37 2,760 2,770
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.899% 1/12/37 540 575
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.985% 1/12/37 8,457 8,528
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.255% 7/12/37 1,362 1,385
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.197% 8/12/37 309 326
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.535% 8/12/37 2,000 2,146
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.879% 1/12/38 21,495 22,192
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.404% 1/12/39 11,465 11,870
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.774% 6/12/41 19,325 20,668

 

 

4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.738% 7/15/42 940 1,025
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.780% 7/15/42 2,375 2,586
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.918% 10/15/42 420 467
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.508% 1/12/43 1,750 1,760
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.475% 4/15/43 3,722 4,229
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.637% 12/12/44 3,300 3,412
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.359% 12/15/44 275 313
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.401% 12/15/44 4,250 4,779
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.480% 12/15/44 1,375 1,471
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.061% 4/15/45 17,525 20,140
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.061% 4/15/45 3,310 3,035
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.061% 4/15/45 1,750 1,968
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.593% 5/12/45 7,121 7,784
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 3.507% 5/15/45 9,250 9,868
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.440% 5/15/45 4,525 5,049
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.447% 5/15/45 8,000 8,558
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 3.483% 6/15/45 7,490 7,980
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 2.829% 10/15/45 6,675 6,842
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.440% 6/12/47 10,650 12,195
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.003% 6/15/49 7,970 9,036
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.794% 2/12/51 28,300 33,524
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.086% 2/12/51 3,350 3,766
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.882% 2/15/51 13,170 15,399
4 LB Commercial Mortgage Trust 2007-C3 6.086% 7/15/44 660 775
4 LB-UBS Commercial Mortgage Trust 4.786% 10/15/29 17,575 18,563
4 LB-UBS Commercial Mortgage Trust 4.742% 2/15/30 9,140 9,905
4 LB-UBS Commercial Mortgage Trust 5.150% 4/15/30 4,395 4,820
4 LB-UBS Commercial Mortgage Trust 5.197% 11/15/30 17,600 19,793
4 LB-UBS Commercial Mortgage Trust 5.217% 2/15/31 2,535 2,792
4 LB-UBS Commercial Mortgage Trust 4.960% 12/15/31 2,087 2,097
4 LB-UBS Commercial Mortgage Trust 4.166% 5/15/32 22,880 23,116
4 LB-UBS Commercial Mortgage Trust 5.124% 11/15/32 9,550 9,825
4 LB-UBS Commercial Mortgage Trust 4.931% 9/15/35 21,100 21,456
4 LB-UBS Commercial Mortgage Trust 5.347% 11/15/38 968 1,116

 

 

4 LB-UBS Commercial Mortgage Trust 5.378% 11/15/38 3,125 3,342
4 LB-UBS Commercial Mortgage Trust 5.661% 3/15/39 29,730 34,074
4 LB-UBS Commercial Mortgage Trust 5.372% 9/15/39 3,000 3,455
4 LB-UBS Commercial Mortgage Trust 5.413% 9/15/39 1,175 1,323
4 LB-UBS Commercial Mortgage Trust 5.424% 2/15/40 5,650 6,606
4 LB-UBS Commercial Mortgage Trust 5.430% 2/15/40 12,585 14,262
4 LB-UBS Commercial Mortgage Trust 5.455% 2/15/40 4,775 5,129
4 LB-UBS Commercial Mortgage Trust 5.057% 9/15/40 1,625 1,650
4 LB-UBS Commercial Mortgage Trust 6.325% 4/15/41 3,020 3,340
4 LB-UBS Commercial Mortgage Trust 6.325% 4/15/41 22,025 26,650
4 LB-UBS Commercial Mortgage Trust 5.866% 9/15/45 17,600 20,944
4 Merrill Lynch Mortgage Trust 5.236% 11/12/35 10,800 11,179
4 Merrill Lynch Mortgage Trust 5.107% 7/12/38 1,915 2,105
4 Merrill Lynch Mortgage Trust 5.847% 5/12/39 14,050 16,291
4 Merrill Lynch Mortgage Trust 5.847% 5/12/39 1,825 2,060
4 Merrill Lynch Mortgage Trust 4.747% 6/12/43 2,500 2,758
4 Merrill Lynch Mortgage Trust 5.782% 8/12/43 2,865 3,134
4 Merrill Lynch Mortgage Trust 5.291% 1/12/44 20,875 23,757
4 Merrill Lynch Mortgage Trust 6.042% 6/12/50 23,068 26,663
4 Merrill Lynch Mortgage Trust 5.690% 2/12/51 17,185 20,280
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 6.091% 6/12/46 21,125 24,186
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.456% 7/12/46 3,660 3,939
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.378% 8/12/48 14,870 16,487
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 6.110% 8/12/49 916 963
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.590% 9/12/49 5,895 5,895
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.700% 9/12/49 14,675 16,738
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.204% 12/12/49 2,496 2,640
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 3.176% 8/15/45 3,025 3,199
4 Morgan Stanley Capital I Trust 2003-IQ6 4.970% 12/15/41 10,087 10,414
4 Morgan Stanley Capital I Trust 2004-HQ3 4.800% 1/13/41 829 860
4 Morgan Stanley Capital I Trust 2004-HQ4 4.970% 4/14/40 5,675 5,966
4 Morgan Stanley Capital I Trust 2004-IQ8 5.110% 6/15/40 14,857 15,675
4 Morgan Stanley Capital I Trust 2004-TOP13 4.660% 9/13/45 3,985 4,108
4 Morgan Stanley Capital I Trust 2004-TOP15 5.030% 6/13/41 2,148 2,183
4 Morgan Stanley Capital I Trust 2004-TOP15 5.270% 6/13/41 4,525 4,746
4 Morgan Stanley Capital I Trust 2005-HQ5 5.168% 1/14/42 3,950 4,286
4 Morgan Stanley Capital I Trust 2005-HQ6 4.989% 8/13/42 26,760 29,884
4 Morgan Stanley Capital I Trust 2005-HQ6 5.073% 8/13/42 3,730 3,878
4 Morgan Stanley Capital I Trust 2005-HQ7 5.383% 11/14/42 14,450 16,068
4 Morgan Stanley Capital I Trust 2005-IQ10 5.230% 9/15/42 23,225 25,601
4 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 3,295 3,418
4 Morgan Stanley Capital I Trust 2005-TOP17 4.780% 12/13/41 11,300 12,193
4 Morgan Stanley Capital I Trust 2005-TOP17 4.840% 12/13/41 1,350 1,409
4 Morgan Stanley Capital I Trust 2005-TOP19 4.985% 6/12/47 3,115 3,215
4 Morgan Stanley Capital I Trust 2006-HQ10 5.328% 11/12/41 6,460 7,442
4 Morgan Stanley Capital I Trust 2006-HQ10 5.360% 11/12/41 7,400 8,084
4 Morgan Stanley Capital I Trust 2006-HQ8 5.598% 3/12/44 20,466 23,327
4 Morgan Stanley Capital I Trust 2006-HQ8 5.647% 3/12/44 4,875 5,376
4 Morgan Stanley Capital I Trust 2006-HQ9 5.773% 7/12/44 4,596 5,234

 

 

4 Morgan Stanley Capital I Trust 2006-HQ9 5.793% 7/12/44 4,100 4,251
4 Morgan Stanley Capital I Trust 2006-IQ11 5.891% 10/15/42 8,175 9,384
4 Morgan Stanley Capital I Trust 2006-IQ11 5.895% 10/15/42 4,325 4,467
4 Morgan Stanley Capital I Trust 2006-IQ11 5.895% 10/15/42 700 786
4 Morgan Stanley Capital I Trust 2006-IQ12 5.332% 12/15/43 11,450 13,154
4 Morgan Stanley Capital I Trust 2006-TOP21 5.090% 10/12/52 2,240 2,241
4 Morgan Stanley Capital I Trust 2006-TOP21 5.204% 10/12/52 6,200 6,725
4 Morgan Stanley Capital I Trust 2006-TOP23 5.918% 8/12/41 112 113
4 Morgan Stanley Capital I Trust 2006-TOP23 5.987% 8/12/41 2,175 2,532
4 Morgan Stanley Capital I Trust 2007-IQ14 5.654% 4/15/49 1,733 1,872
4 Morgan Stanley Capital I Trust 2007-IQ14 5.692% 4/15/49 14,295 16,160
4 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 12,950 15,252
4 Morgan Stanley Capital I Trust 2007-IQ16 6.308% 12/12/49 4,675 5,152
4 Morgan Stanley Capital I Trust 2007-TOP25 5.514% 11/12/49 1,295 1,507
4 Morgan Stanley Capital I Trust 2007-TOP25 5.544% 11/12/49 4,525 4,907
4 Morgan Stanley Capital I Trust 2007-TOP27 5.823% 6/11/42 5,075 5,696
4 Morgan Stanley Capital I Trust 2007-TOP27 5.823% 6/11/42 20,780 25,050
4 Morgan Stanley Capital I Trust 2008-TOP29 6.455% 1/11/43 20,825 26,048
4 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 7,000 7,359
4 Morgan Stanley Dean Witter Capital I 6.390% 7/15/33 102 101
4 Morgan Stanley Dean Witter Capital I 4.920% 3/12/35 19,228 19,374
4 Morgan Stanley Dean Witter Capital I 4.740% 11/13/36 7,397 7,434
4 Nissan Auto Receivables Owner Trust 0.660% 12/17/18 4,945 4,960
6 Northern Rock Asset Management plc 5.625% 6/22/17 33,225 37,104
4 PSE&G Transition Funding LLC 6.890% 12/15/17 21,175 24,473
4 Public Service New Hampshire Funding LLC 6.480% 5/1/15 52 53
6 Royal Bank of Canada 3.125% 4/14/15 9,325 9,923
Royal Bank of Canada 1.200% 9/19/17 11,300 11,384
4 TIAA Seasoned Commercial Mortgage Trust 5.585% 8/15/39 3,285 3,510
4 Toyota Auto Receivables Owner Trust 2012-A 0.990% 8/15/17 10,815 10,962
4 Volkswagen Auto Loan Enhanced Trust 1.150% 7/20/18 12,366 12,597
4 Wachovia Bank Commercial Mortgage Trust 4.867% 2/15/35 437 440
4 Wachovia Bank Commercial Mortgage Trust 5.125% 8/15/35 2,676 2,741
4 Wachovia Bank Commercial Mortgage Trust 4.964% 11/15/35 10,750 11,116
4 Wachovia Bank Commercial Mortgage Trust 4.748% 2/15/41 18,848 19,600
4 Wachovia Bank Commercial Mortgage Trust 5.489% 7/15/41 18,350 19,375
4 Wachovia Bank Commercial Mortgage Trust 4.803% 10/15/41 18,725 20,057
4 Wachovia Bank Commercial Mortgage Trust 5.083% 3/15/42 15,485 16,976
4 Wachovia Bank Commercial Mortgage Trust 5.224% 3/15/42 1,700 1,760
4 Wachovia Bank Commercial Mortgage Trust 5.118% 7/15/42 6,729 7,505
4 Wachovia Bank Commercial Mortgage Trust 5.922% 5/15/43 16,025 18,491
4 Wachovia Bank Commercial Mortgage Trust 4.699% 5/15/44 14,354 15,850
4 Wachovia Bank Commercial Mortgage Trust 4.750% 5/15/44 1,480 1,630
4 Wachovia Bank Commercial Mortgage Trust 4.793% 5/15/44 3,325 3,584
4 Wachovia Bank Commercial Mortgage Trust 5.413% 10/15/44 16,085 17,909
4 Wachovia Bank Commercial Mortgage Trust 5.413% 10/15/44 1,340 1,385
4 Wachovia Bank Commercial Mortgage Trust 5.469% 12/15/44 22,950 26,018
4 Wachovia Bank Commercial Mortgage Trust 5.519% 12/15/44 775 847
4 Wachovia Bank Commercial Mortgage Trust 6.169% 6/15/45 1,280 1,455
4 Wachovia Bank Commercial Mortgage Trust 5.765% 7/15/45 11,100 12,736
4 Wachovia Bank Commercial Mortgage Trust 5.679% 10/15/48 3,975 4,265
4 Wachovia Bank Commercial Mortgage Trust 5.313% 11/15/48 16,475 17,116
4 Wachovia Bank Commercial Mortgage Trust 5.339% 11/15/48 2,225 2,414
4 Wells Fargo Commercial Mortgage Trust 2.918% 10/15/45 3,675 3,767
4 WFRBS Commercial Mortgage Trust 2011-C6 3.440% 4/15/45 7,425 8,025
4 WFRBS Commercial Mortgage Trust 2012-C7 3.431% 6/15/45 4,975 5,398
4 WFRBS Commercial Mortgage Trust 2012-C7 4.090% 6/15/45 4,400 4,779

 

 

4 WFRBS Commercial Mortgage Trust 2012-C8 3.001% 8/15/45 3,100 3,247

 

Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,449,728)   2,777,098
Corporate Bonds (21.8%)        
Finance (7.2%)        
  Banking (4.6%)        
  Abbey National Treasury Services plc 2.875% 4/25/14 14,475 14,661
  Abbey National Treasury Services plc 4.000% 4/27/16 7,400 7,698
  American Express Bank FSB 6.000% 9/13/17 1,750 2,123
  American Express Centurion Bank 5.950% 6/12/17 2,700 3,228
  American Express Centurion Bank 6.000% 9/13/17 23,425 28,436
  American Express Co. 5.500% 9/12/16 3,075 3,569
  American Express Co. 6.150% 8/28/17 5,575 6,765
  American Express Co. 7.000% 3/19/18 57,347 72,601
  American Express Co. 8.125% 5/20/19 275 371
  American Express Co. 8.150% 3/19/38 845 1,353
4 American Express Co. 6.800% 9/1/66 6,515 6,987
  American Express Credit Corp. 5.125% 8/25/14 14,084 15,256
  American Express Credit Corp. 1.750% 6/12/15 775 793
  American Express Credit Corp. 2.750% 9/15/15 300 316
  American Express Credit Corp. 2.800% 9/19/16 36,760 39,094
  American Express Credit Corp. 2.375% 3/24/17 2,350 2,475
  Associates Corp. of North America 6.950% 11/1/18 161 193
  Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 4,125 4,148
  Banco Santander Chile 2.875% 11/13/12 1,475 1,472
  Bancolombia SA 4.250% 1/12/16 11,910 12,413
  Bancolombia SA 5.125% 9/11/22 6,275 6,312
  Bank of America Corp. 7.375% 5/15/14 6,325 6,918
  Bank of America Corp. 5.375% 6/15/14 2,500 2,660
  Bank of America Corp. 5.125% 11/15/14 21,259 22,861
  Bank of America Corp. 4.500% 4/1/15 12,560 13,427
  Bank of America Corp. 4.750% 8/1/15 225 244
  Bank of America Corp. 3.700% 9/1/15 3,250 3,431
  Bank of America Corp. 5.250% 12/1/15 3,975 4,279
  Bank of America Corp. 3.625% 3/17/16 10,300 10,847
  Bank of America Corp. 3.750% 7/12/16 9,575 10,140
  Bank of America Corp. 6.500% 8/1/16 25,825 29,966
  Bank of America Corp. 5.750% 8/15/16 11,025 12,083
  Bank of America Corp. 5.625% 10/14/16 6,350 7,196
  Bank of America Corp. 5.420% 3/15/17 14,300 15,388
  Bank of America Corp. 3.875% 3/22/17 12,200 13,132
  Bank of America Corp. 6.000% 9/1/17 2,560 2,959
  Bank of America Corp. 5.750% 12/1/17 11,200 12,838
  Bank of America Corp. 5.650% 5/1/18 61,625 70,411
  Bank of America Corp. 7.625% 6/1/19 25,625 32,074
  Bank of America Corp. 5.625% 7/1/20 40,015 45,640
  Bank of America Corp. 5.875% 1/5/21 2,700 3,109
  Bank of America Corp. 5.700% 1/24/22 5,700 6,697
  Bank of America Corp. 5.875% 2/7/42 18,350 21,475
  Bank of America NA 5.300% 3/15/17 27,335 30,362
  Bank of America NA 6.100% 6/15/17 15,575 17,709
  Bank of America NA 6.000% 10/15/36 8,325 9,755
  Bank of Montreal 1.750% 4/29/14 825 841
  Bank of Montreal 2.500% 1/11/17 23,150 24,483
  Bank of Montreal 1.400% 9/11/17 600 602
  Bank of New York Mellon Corp. 4.300% 5/15/14 10,675 11,321
  Bank of New York Mellon Corp. 1.200% 2/20/15 100 101
  Bank of New York Mellon Corp. 4.950% 3/15/15 9,750 10,724

 

 

Bank of New York Mellon Corp. 2.950% 6/18/15 4,200 4,453
Bank of New York Mellon Corp. 2.300% 7/28/16 4,273 4,476
Bank of New York Mellon Corp. 2.400% 1/17/17 19,010 19,956
Bank of New York Mellon Corp. 1.969% 6/20/17 6,550 6,769
Bank of New York Mellon Corp. 5.450% 5/15/19 6,240 7,375
Bank of New York Mellon Corp. 4.600% 1/15/20 5,775 6,618
Bank of New York Mellon Corp. 3.550% 9/23/21 8,970 9,705
Bank of Nova Scotia 2.375% 12/17/13 17,950 18,360
Bank of Nova Scotia 1.850% 1/12/15 17,970 18,512
Bank of Nova Scotia 3.400% 1/22/15 750 796
Bank of Nova Scotia 2.050% 10/7/15 500 518
Bank of Nova Scotia 2.900% 3/29/16 750 800
Bank of Nova Scotia 2.550% 1/12/17 7,635 8,074
Bank of Nova Scotia 4.375% 1/13/21 1,250 1,455
Bank One Capital III 8.750% 9/1/30 2,700 3,746
Bank One Corp. 4.900% 4/30/15 6,075 6,596
Bank One Corp. 7.625% 10/15/26 2,135 2,789
Bank One Corp. 8.000% 4/29/27 2,500 3,433
Barclays Bank plc 5.200% 7/10/14 30,645 32,710
Barclays Bank plc 2.750% 2/23/15 9,525 9,800
Barclays Bank plc 3.900% 4/7/15 750 796
Barclays Bank plc 5.000% 9/22/16 11,300 12,658
Barclays Bank plc 6.750% 5/22/19 9,225 11,209
Barclays Bank plc 5.125% 1/8/20 19,925 22,415
Barclays Bank plc 5.140% 10/14/20 1,530 1,571
BB&T Corp. 2.050% 4/28/14 11,182 11,429
BB&T Corp. 5.700% 4/30/14 5,947 6,402
BB&T Corp. 5.200% 12/23/15 5,212 5,833
BB&T Corp. 3.200% 3/15/16 5,218 5,594
BB&T Corp. 3.950% 4/29/16 1,600 1,759
BB&T Corp. 2.150% 3/22/17 6,075 6,292
BB&T Corp. 4.900% 6/30/17 2,800 3,158
BB&T Corp. 1.600% 8/15/17 2,550 2,584
BB&T Corp. 6.850% 4/30/19 3,754 4,784
BB&T Corp. 5.250% 11/1/19 5,040 5,833
BBVA US Senior SAU 3.250% 5/16/14 8,600 8,532
Bear Stearns Cos. LLC 5.700% 11/15/14 15,590 17,057
Bear Stearns Cos. LLC 5.300% 10/30/15 6,415 7,146
Bear Stearns Cos. LLC 5.550% 1/22/17 21,150 23,991
Bear Stearns Cos. LLC 6.400% 10/2/17 8,230 9,868
Bear Stearns Cos. LLC 7.250% 2/1/18 11,053 13,797
Bear Stearns Cos. LLC 4.650% 7/2/18 1,650 1,856
BNP Paribas SA 3.250% 3/11/15 3,925 4,079
BNP Paribas SA 3.600% 2/23/16 28,675 30,262
BNP Paribas SA 2.375% 9/14/17 5,375 5,380
BNP Paribas SA 5.000% 1/15/21 41,475 45,807
BNY Mellon NA 4.750% 12/15/14 2,800 3,026
Branch Banking & Trust Co. 5.625% 9/15/16 5,825 6,658
Canadian Imperial Bank of Commerce 0.900% 10/1/15 2,750 2,757
Canadian Imperial Bank of Commerce 2.350% 12/11/15 10,656 11,163
Capital One Bank USA NA 8.800% 7/15/19 13,600 17,934
Capital One Financial Corp. 7.375% 5/23/14 8,025 8,844
Capital One Financial Corp. 2.125% 7/15/14 750 764
Capital One Financial Corp. 5.500% 6/1/15 8,892 9,961
Capital One Financial Corp. 3.150% 7/15/16 14,150 15,035
Capital One Financial Corp. 6.150% 9/1/16 6,469 7,381
Capital One Financial Corp. 5.250% 2/21/17 1,850 2,068

 

 

  Capital One Financial Corp. 6.750% 9/15/17 15,025 18,448
  Capital One Financial Corp. 4.750% 7/15/21 7,825 8,834
4,6 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 14,225 16,686
  Citigroup Inc. 5.300% 10/17/12 29,273 29,318
  Citigroup Inc. 5.500% 4/11/13 16,770 17,200
  Citigroup Inc. 6.000% 12/13/13 16,140 17,087
  Citigroup Inc. 5.125% 5/5/14 7,271 7,669
  Citigroup Inc. 6.375% 8/12/14 9,015 9,804
  Citigroup Inc. 5.000% 9/15/14 35,376 37,302
  Citigroup Inc. 5.500% 10/15/14 16,200 17,478
  Citigroup Inc. 6.010% 1/15/15 10,725 11,760
  Citigroup Inc. 2.650% 3/2/15 1,875 1,920
  Citigroup Inc. 4.750% 5/19/15 1,900 2,045
  Citigroup Inc. 4.700% 5/29/15 4,125 4,433
  Citigroup Inc. 4.587% 12/15/15 1,325 1,439
  Citigroup Inc. 5.300% 1/7/16 19,100 20,981
  Citigroup Inc. 3.953% 6/15/16 725 776
  Citigroup Inc. 5.850% 8/2/16 550 626
  Citigroup Inc. 4.450% 1/10/17 11,275 12,349
  Citigroup Inc. 5.500% 2/15/17 8,925 9,860
  Citigroup Inc. 6.000% 8/15/17 22,003 25,559
  Citigroup Inc. 6.125% 11/21/17 17,375 20,395
  Citigroup Inc. 6.125% 5/15/18 19,775 23,457
  Citigroup Inc. 8.500% 5/22/19 26,332 34,886
  Citigroup Inc. 5.375% 8/9/20 19,050 22,087
  Citigroup Inc. 4.500% 1/14/22 24,489 26,957
  Citigroup Inc. 6.625% 6/15/32 2,225 2,495
  Citigroup Inc. 5.875% 2/22/33 14,700 15,446
  Citigroup Inc. 6.000% 10/31/33 10,025 10,883
  Citigroup Inc. 5.850% 12/11/34 1,731 2,027
  Citigroup Inc. 6.125% 8/25/36 8,175 8,885
  Citigroup Inc. 5.875% 5/29/37 13,157 15,381
  Citigroup Inc. 6.875% 3/5/38 27,510 35,604
  Citigroup Inc. 8.125% 7/15/39 14,440 21,376
  Citigroup Inc. 5.875% 1/30/42 8,400 10,009
  Comerica Bank 5.750% 11/21/16 10,775 12,568
  Comerica Bank 5.200% 8/22/17 4,600 5,258
  Comerica Inc. 4.800% 5/1/15 3,225 3,433
  Commonwealth Bank of Australia 1.950% 3/16/15 12,625 12,879
  Commonwealth Bank of Australia 1.250% 9/18/15 8,200 8,223
  Commonwealth Bank of Australia 1.900% 9/18/17 4,000 4,006
  Compass Bank 6.400% 10/1/17 1,875 1,981
  Cooperatieve Centrale Raiffeisen-        
  Boerenleenbank BA 2.125% 10/13/15 4,450 4,588
  Cooperatieve Centrale Raiffeisen-        
  Boerenleenbank BA 3.375% 1/19/17 26,265 27,960
  Cooperatieve Centrale Raiffeisen-        
  Boerenleenbank BA 4.500% 1/11/21 28,125 31,339
  Cooperatieve Centrale Raiffeisen-        
  Boerenleenbank BA 3.875% 2/8/22 20,775 21,997
  Cooperatieve Centrale Raiffeisen-        
  Boerenleenbank BA 5.250% 5/24/41 1,450 1,689
  Countrywide Financial Corp. 6.250% 5/15/16 1,820 1,982
  Credit Suisse 5.500% 5/1/14 11,000 11,752
  Credit Suisse 3.500% 3/23/15 25,625 27,066
  Credit Suisse 6.000% 2/15/18 4,200 4,754
  Credit Suisse 5.300% 8/13/19 11,250 13,198

 

 

Credit Suisse 5.400% 1/14/20 8,000 8,752
Credit Suisse 4.375% 8/5/20 17,492 19,557
Credit Suisse USA Inc. 5.125% 1/15/14 2,150 2,257
Credit Suisse USA Inc. 4.875% 1/15/15 7,345 7,955
Credit Suisse USA Inc. 5.125% 8/15/15 31,505 34,899
Credit Suisse USA Inc. 7.125% 7/15/32 7,836 11,244
Deutsche Bank AG 3.875% 8/18/14 750 787
Deutsche Bank AG 3.450% 3/30/15 15,300 16,141
Deutsche Bank AG 3.250% 1/11/16 20,525 21,697
Deutsche Bank AG 6.000% 9/1/17 28,656 34,131
Deutsche Bank Financial LLC 5.375% 3/2/15 3,450 3,664
Discover Bank 8.700% 11/18/19 4,500 5,837
Fifth Third Bancorp 3.625% 1/25/16 16,000 17,226
Fifth Third Bancorp 5.450% 1/15/17 10,250 11,553
Fifth Third Bancorp 4.500% 6/1/18 1,525 1,693
Fifth Third Bancorp 3.500% 3/15/22 1,825 1,947
Fifth Third Bancorp 8.250% 3/1/38 5,040 7,223
Fifth Third Bank 4.750% 2/1/15 8,825 9,457
First Horizon National Corp. 5.375% 12/15/15 13,850 15,150
First Niagara Financial Group Inc. 6.750% 3/19/20 1,675 1,948
First Niagara Financial Group Inc. 7.250% 12/15/21 725 832
First Tennessee Bank NA 5.050% 1/15/15 4,400 4,538
First Tennessee Bank NA 5.650% 4/1/16 5,152 5,465
Goldman Sachs Capital I 6.345% 2/15/34 16,825 16,909
Goldman Sachs Group Inc. 5.250% 10/15/13 16,630 17,382
Goldman Sachs Group Inc. 5.150% 1/15/14 17,395 18,269
Goldman Sachs Group Inc. 6.000% 5/1/14 19,725 21,183
Goldman Sachs Group Inc. 5.000% 10/1/14 27,832 29,788
Goldman Sachs Group Inc. 5.125% 1/15/15 17,910 19,259
Goldman Sachs Group Inc. 3.700% 8/1/15 17,100 18,033
Goldman Sachs Group Inc. 5.350% 1/15/16 23,500 25,953
Goldman Sachs Group Inc. 3.625% 2/7/16 25,265 26,624
Goldman Sachs Group Inc. 5.750% 10/1/16 5,725 6,497
Goldman Sachs Group Inc. 5.625% 1/15/17 19,930 21,979
Goldman Sachs Group Inc. 6.250% 9/1/17 27,565 32,209
Goldman Sachs Group Inc. 5.950% 1/18/18 37,425 43,153
Goldman Sachs Group Inc. 6.150% 4/1/18 13,260 15,467
Goldman Sachs Group Inc. 7.500% 2/15/19 5,990 7,418
Goldman Sachs Group Inc. 5.375% 3/15/20 32,175 35,604
Goldman Sachs Group Inc. 6.000% 6/15/20 17,220 19,797
Goldman Sachs Group Inc. 5.250% 7/27/21 6,500 7,152
Goldman Sachs Group Inc. 5.750% 1/24/22 32,600 37,340
Goldman Sachs Group Inc. 5.950% 1/15/27 22,185 23,109
Goldman Sachs Group Inc. 6.125% 2/15/33 18,851 21,155
Goldman Sachs Group Inc. 6.450% 5/1/36 5,535 5,805
Goldman Sachs Group Inc. 6.750% 10/1/37 56,741 60,615
Goldman Sachs Group Inc. 6.250% 2/1/41 15,651 18,152
HSBC Bank USA NA 4.625% 4/1/14 5,050 5,297
HSBC Bank USA NA 4.875% 8/24/20 15,365 16,565
HSBC Bank USA NA 5.875% 11/1/34 2,950 3,406
HSBC Bank USA NA 5.625% 8/15/35 3,250 3,553
HSBC Holdings plc 5.100% 4/5/21 37,620 43,562
HSBC Holdings plc 4.875% 1/14/22 425 486
HSBC Holdings plc 4.000% 3/30/22 2,225 2,371
HSBC Holdings plc 7.625% 5/17/32 925 1,145
HSBC Holdings plc 7.350% 11/27/32 2,040 2,424
HSBC Holdings plc 6.500% 5/2/36 32,720 38,417

 

 

HSBC Holdings plc 6.500% 9/15/37 18,250 21,548
HSBC Holdings plc 6.800% 6/1/38 15,810 19,348
HSBC Holdings plc 6.100% 1/14/42 275 358
HSBC USA Inc. 2.375% 2/13/15 10,600 10,923
HSBC USA Inc. 5.000% 9/27/20 5,625 6,009
Huntington Bancshares Inc. 7.000% 12/15/20 4,200 5,105
JPMorgan Chase & Co. 2.050% 1/24/14 6,195 6,304
JPMorgan Chase & Co. 4.875% 3/15/14 18,100 19,071
JPMorgan Chase & Co. 4.650% 6/1/14 40,991 43,384
JPMorgan Chase & Co. 5.125% 9/15/14 22,423 24,027
JPMorgan Chase & Co. 3.700% 1/20/15 19,375 20,499
JPMorgan Chase & Co. 4.750% 3/1/15 18,150 19,711
JPMorgan Chase & Co. 1.875% 3/20/15 3,000 3,055
JPMorgan Chase & Co. 5.250% 5/1/15 5,575 6,094
JPMorgan Chase & Co. 3.400% 6/24/15 31,975 33,940
JPMorgan Chase & Co. 5.150% 10/1/15 5,190 5,744
JPMorgan Chase & Co. 2.600% 1/15/16 15,375 16,048
JPMorgan Chase & Co. 3.450% 3/1/16 3,425 3,643
JPMorgan Chase & Co. 3.150% 7/5/16 42,950 45,357
JPMorgan Chase & Co. 6.125% 6/27/17 16,625 19,521
JPMorgan Chase & Co. 2.000% 8/15/17 21,550 21,694
JPMorgan Chase & Co. 6.000% 1/15/18 19,610 23,344
JPMorgan Chase & Co. 6.300% 4/23/19 21,200 25,995
JPMorgan Chase & Co. 4.400% 7/22/20 7,275 7,971
JPMorgan Chase & Co. 4.250% 10/15/20 2,640 2,871
JPMorgan Chase & Co. 4.625% 5/10/21 475 529
JPMorgan Chase & Co. 4.350% 8/15/21 7,575 8,296
JPMorgan Chase & Co. 4.500% 1/24/22 3,000 3,329
JPMorgan Chase & Co. 3.250% 9/23/22 3,600 3,620
JPMorgan Chase & Co. 6.400% 5/15/38 58,019 74,064
JPMorgan Chase & Co. 5.500% 10/15/40 32,200 37,823
JPMorgan Chase & Co. 5.600% 7/15/41 11,100 13,244
JPMorgan Chase & Co. 5.400% 1/6/42 6,525 7,500
JPMorgan Chase Bank NA 5.875% 6/13/16 4,346 4,980
JPMorgan Chase Bank NA 6.000% 7/5/17 825 966
JPMorgan Chase Bank NA 6.000% 10/1/17 65 77
KeyBank NA 5.800% 7/1/14 2,825 3,045
KeyBank NA 4.950% 9/15/15 4,675 5,074
KeyBank NA 5.450% 3/3/16 6,275 6,972
KeyBank NA 6.950% 2/1/28 1,925 2,345
KeyCorp 5.100% 3/24/21 775 907
6 Lloyds TSB Bank plc 4.375% 1/12/15 7,240 7,659
Lloyds TSB Bank plc 4.875% 1/21/16 3,625 3,955
6 Lloyds TSB Bank plc 5.800% 1/13/20 7,075 8,244
Lloyds TSB Bank plc 6.375% 1/21/21 25,425 31,197
Manufacturers & Traders Trust Co. 6.625% 12/4/17 5,950 7,096
4 Manufacturers & Traders Trust Co. 5.585% 12/28/20 450 444
MBNA Corp. 5.000% 6/15/15 4,775 5,175
Mellon Funding Corp. 5.000% 12/1/14 5,975 6,439
Merrill Lynch & Co. Inc. 6.150% 4/25/13 21,250 21,861
Merrill Lynch & Co. Inc. 5.000% 2/3/14 11,550 12,029
Merrill Lynch & Co. Inc. 5.450% 7/15/14 2,450 2,611
Merrill Lynch & Co. Inc. 5.000% 1/15/15 19,779 21,264
Merrill Lynch & Co. Inc. 6.050% 5/16/16 4,700 5,110
Merrill Lynch & Co. Inc. 5.700% 5/2/17 24,600 26,488
Merrill Lynch & Co. Inc. 6.400% 8/28/17 13,950 16,183
Merrill Lynch & Co. Inc. 6.875% 4/25/18 42,021 50,361

 

 

Merrill Lynch & Co. Inc. 6.500% 7/15/18 1,400 1,654
Merrill Lynch & Co. Inc. 6.875% 11/15/18 600 716
Merrill Lynch & Co. Inc. 6.110% 1/29/37 1,475 1,564
Merrill Lynch & Co. Inc. 7.750% 5/14/38 24,703 30,858
Morgan Stanley 6.750% 10/15/13 600 629
Morgan Stanley 2.875% 1/24/14 11,925 12,085
Morgan Stanley 4.750% 4/1/14 26,117 27,035
Morgan Stanley 6.000% 5/13/14 21,485 22,776
Morgan Stanley 2.875% 7/28/14 3,825 3,908
Morgan Stanley 4.200% 11/20/14 15,675 16,283
Morgan Stanley 4.100% 1/26/15 13,425 13,882
Morgan Stanley 6.000% 4/28/15 24,360 26,402
Morgan Stanley 4.000% 7/24/15 3,750 3,890
Morgan Stanley 5.375% 10/15/15 6,400 6,883
Morgan Stanley 3.450% 11/2/15 9,325 9,543
Morgan Stanley 3.800% 4/29/16 875 903
Morgan Stanley 5.750% 10/18/16 17,175 18,826
Morgan Stanley 5.450% 1/9/17 14,785 16,129
Morgan Stanley 4.750% 3/22/17 19,048 20,403
Morgan Stanley 5.550% 4/27/17 10,000 10,939
Morgan Stanley 6.250% 8/28/17 2,010 2,276
Morgan Stanley 5.950% 12/28/17 17,475 19,634
Morgan Stanley 6.625% 4/1/18 34,285 39,220
Morgan Stanley 7.300% 5/13/19 12,510 14,764
Morgan Stanley 5.625% 9/23/19 47,150 51,461
Morgan Stanley 5.500% 7/24/20 150 162
Morgan Stanley 5.750% 1/25/21 14,375 15,730
Morgan Stanley 5.500% 7/28/21 8,050 8,775
Morgan Stanley 6.250% 8/9/26 14,825 16,575
Morgan Stanley 7.250% 4/1/32 17,527 21,076
Morgan Stanley 6.375% 7/24/42 16,025 17,495
Murray Street Investment Trust I 4.647% 3/9/17 17,825 19,146
National Australia Bank Ltd. 2.000% 3/9/15 7,325 7,473
National Australia Bank Ltd. 1.600% 8/7/15 12,700 12,810
National Australia Bank Ltd. 2.750% 3/9/17 7,325 7,666
National Bank of Canada 1.500% 6/26/15 13,250 13,480
National City Bank 5.800% 6/7/17 1,800 2,103
National City Corp. 4.900% 1/15/15 1,425 1,556
National City Corp. 6.875% 5/15/19 1,125 1,390
Northern Trust Co. 6.500% 8/15/18 1,125 1,403
Northern Trust Corp. 4.625% 5/1/14 4,200 4,466
Northern Trust Corp. 3.450% 11/4/20 750 810
Northern Trust Corp. 3.375% 8/23/21 1,575 1,695
PNC Bank NA 4.875% 9/21/17 9,675 11,139
PNC Bank NA 6.000% 12/7/17 1,100 1,325
PNC Funding Corp. 3.000% 5/19/14 750 776
PNC Funding Corp. 3.625% 2/8/15 18,381 19,584
PNC Funding Corp. 4.250% 9/21/15 4,750 5,214
PNC Funding Corp. 5.250% 11/15/15 8,605 9,619
PNC Funding Corp. 2.700% 9/19/16 2,350 2,499
PNC Funding Corp. 5.625% 2/1/17 975 1,121
PNC Funding Corp. 6.700% 6/10/19 7,134 9,143
PNC Funding Corp. 5.125% 2/8/20 17,875 21,133
PNC Funding Corp. 4.375% 8/11/20 10,125 11,601
PNC Funding Corp. 3.300% 3/8/22 10,525 11,234
Royal Bank of Canada 1.450% 10/30/14 4,075 4,142
Royal Bank of Canada 2.625% 12/15/15 12,675 13,406

 

 

Royal Bank of Canada 2.875% 4/19/16 8,300 8,848
Royal Bank of Canada 2.300% 7/20/16 19,050 20,032
Royal Bank of Scotland Group plc 2.550% 9/18/15 7,775 7,863
Royal Bank of Scotland Group plc 6.400% 10/21/19 25,065 29,005
Royal Bank of Scotland NV 4.650% 6/4/18 225 216
Royal Bank of Scotland plc 3.250% 1/11/14 5,725 5,872
6 Royal Bank of Scotland plc 4.875% 8/25/14 1,025 1,087
Royal Bank of Scotland plc 4.875% 3/16/15 4,350 4,661
Royal Bank of Scotland plc 3.950% 9/21/15 1,015 1,076
Royal Bank of Scotland plc 4.375% 3/16/16 5,550 5,977
Royal Bank of Scotland plc 5.625% 8/24/20 12,250 13,928
Royal Bank of Scotland plc 6.125% 1/11/21 15,250 18,159
Santander Holdings USA Inc. 3.000% 9/24/15 1,725 1,744
Santander Holdings USA Inc. 4.625% 4/19/16 9,075 9,377
SouthTrust Corp. 5.800% 6/15/14 2,550 2,741
Sovereign Bank 8.750% 5/30/18 1,070 1,217
State Street Bank & Trust Co. 5.300% 1/15/16 2,800 3,126
State Street Corp. 4.300% 5/30/14 3,900 4,143
State Street Corp. 2.875% 3/7/16 23,100 24,762
State Street Corp. 4.956% 3/15/18 3,875 4,312
State Street Corp. 4.375% 3/7/21 400 465
Sumitomo Mitsui Banking Corp. 1.350% 7/18/15 7,800 7,863
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 12,675 12,847
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 5,025 5,117
SunTrust Bank 5.000% 9/1/15 39 43
SunTrust Bank 7.250% 3/15/18 1,000 1,209
SunTrust Banks Inc. 3.600% 4/15/16 9,450 10,090
SunTrust Banks Inc. 3.500% 1/20/17 9,865 10,549
SunTrust Banks Inc. 6.000% 9/11/17 2,508 2,938
Svenska Handelsbanken AB 2.875% 4/4/17 20,775 21,870
Toronto-Dominion Bank 1.375% 7/14/14 5,541 5,640
Toronto-Dominion Bank 2.500% 7/14/16 5,240 5,534
Toronto-Dominion Bank 2.375% 10/19/16 9,900 10,408
UBS AG 2.250% 1/28/14 150 152
UBS AG 3.875% 1/15/15 1,490 1,577
UBS AG 7.000% 10/15/15 2,500 2,746
UBS AG 5.875% 7/15/16 6,025 6,605
UBS AG 7.375% 6/15/17 12,924 15,226
UBS AG 5.875% 12/20/17 29,199 34,511
UBS AG 5.750% 4/25/18 10,642 12,557
UBS AG 4.875% 8/4/20 28,035 31,238
Union Bank NA 5.950% 5/11/16 3,875 4,430
Union Bank NA 3.000% 6/6/16 1,300 1,382
Union Bank NA 2.125% 6/16/17 1,975 2,021
UnionBanCal Corp. 5.250% 12/16/13 2,105 2,195
UnionBanCal Corp. 3.500% 6/18/22 8,125 8,560
US Bancorp 4.200% 5/15/14 1,475 1,563
US Bancorp 3.150% 3/4/15 1,450 1,536
US Bancorp 2.450% 7/27/15 650 683
US Bancorp 3.442% 2/1/16 18,400 19,301
US Bancorp 2.200% 11/15/16 11,350 11,895
US Bancorp 1.650% 5/15/17 4,100 4,204
US Bancorp 4.125% 5/24/21 31,625 35,955
US Bancorp 3.000% 3/15/22 1,825 1,902
US Bancorp 2.950% 7/15/22 6,550 6,581
US Bank NA 6.300% 2/4/14 5,750 6,188
US Bank NA 4.950% 10/30/14 12,771 13,867

 

 

Vesey Street Investment Trust I 4.404% 9/1/16 1,225 1,306
Wachovia Bank NA 4.800% 11/1/14 1,355 1,456
Wachovia Bank NA 4.875% 2/1/15 13,436 14,545
Wachovia Bank NA 5.000% 8/15/15 672 740
Wachovia Bank NA 6.000% 11/15/17 8,775 10,523
Wachovia Bank NA 5.850% 2/1/37 16,225 20,340
Wachovia Bank NA 6.600% 1/15/38 14,235 19,473
Wachovia Corp. 4.875% 2/15/14 10,990 11,538
Wachovia Corp. 5.250% 8/1/14 7,212 7,749
Wachovia Corp. 5.625% 10/15/16 13,065 15,147
Wachovia Corp. 5.750% 6/15/17 28,025 33,501
Wachovia Corp. 5.750% 2/1/18 1,575 1,897
Wachovia Corp. 6.605% 10/1/25 3,175 3,833
Wachovia Corp. 7.500% 4/15/35 925 1,206
Wachovia Corp. 5.500% 8/1/35 4,185 4,805
Wachovia Corp. 6.550% 10/15/35 625 746
Wells Fargo & Co. 4.950% 10/16/13 2,745 2,861
Wells Fargo & Co. 4.625% 4/15/14 250 262
Wells Fargo & Co. 3.750% 10/1/14 1,800 1,908
Wells Fargo & Co. 1.250% 2/13/15 24,500 24,691
Wells Fargo & Co. 3.625% 4/15/15 7,720 8,249
Wells Fargo & Co. 1.500% 7/1/15 3,675 3,731
Wells Fargo & Co. 3.676% 6/15/16 46,125 50,062
Wells Fargo & Co. 2.625% 12/15/16 34,600 36,561
Wells Fargo & Co. 2.100% 5/8/17 21,450 22,062
Wells Fargo & Co. 5.625% 12/11/17 26,350 31,602
Wells Fargo & Co. 4.600% 4/1/21 19,975 22,849
Wells Fargo & Co. 3.500% 3/8/22 825 877
Wells Fargo & Co. 5.375% 2/7/35 4,250 5,137
Wells Fargo Bank NA 4.750% 2/9/15 10,594 11,462
Wells Fargo Bank NA 5.750% 5/16/16 8,150 9,345
Wells Fargo Bank NA 5.950% 8/26/36 13,110 16,762
4 Wells Fargo Capital X 5.950% 12/1/86 3,425 3,442
Westpac Banking Corp. 1.850% 12/9/13 17,175 17,435
Westpac Banking Corp. 4.200% 2/27/15 15,075 16,211
Westpac Banking Corp. 3.000% 8/4/15 17,350 18,295
Westpac Banking Corp. 1.125% 9/25/15 8,400 8,411
Westpac Banking Corp. 2.000% 8/14/17 4,050 4,104
Westpac Banking Corp. 4.875% 11/19/19 12,100 13,809
Zions Bancorporation 4.500% 3/27/17 825 842
 
Brokerage (0.1%)        
Ameriprise Financial Inc. 5.650% 11/15/15 7,850 8,927
Ameriprise Financial Inc. 7.300% 6/28/19 3,547 4,580
Ameriprise Financial Inc. 5.300% 3/15/20 4,617 5,476
4 Ameriprise Financial Inc. 7.518% 6/1/66 825 912
BlackRock Inc. 3.500% 12/10/14 4,275 4,552
BlackRock Inc. 1.375% 6/1/15 2,100 2,139
BlackRock Inc. 6.250% 9/15/17 3,375 4,163
BlackRock Inc. 5.000% 12/10/19 8,098 9,637
BlackRock Inc. 4.250% 5/24/21 6,515 7,308
BlackRock Inc. 3.375% 6/1/22 10,800 11,432
Charles Schwab Corp. 4.950% 6/1/14 5,200 5,569
Charles Schwab Corp. 4.450% 7/22/20 7,050 8,033
6 Charles Schwab Corp. 3.225% 9/1/22 4,250 4,290
6 FMR LLC 7.490% 6/15/19 800 972
Franklin Resources Inc. 3.125% 5/20/15 3,700 3,907

 

 

Franklin Resources Inc. 1.375% 9/15/17 1,600 1,609
Franklin Resources Inc. 4.625% 5/20/20 1,950 2,243
Franklin Resources Inc. 2.800% 9/15/22 8,550 8,659
Jefferies Group Inc. 5.125% 4/13/18 6,205 6,259
Jefferies Group Inc. 8.500% 7/15/19 8,677 9,935
Jefferies Group Inc. 6.875% 4/15/21 5,225 5,584
Jefferies Group Inc. 6.450% 6/8/27 2,285 2,328
Jefferies Group Inc. 6.250% 1/15/36 7,350 7,258
Lazard Group LLC 7.125% 5/15/15 2,150 2,371
Lazard Group LLC 6.850% 6/15/17 8,425 9,484
6 Legg Mason Inc. 5.500% 5/21/19 3,350 3,587
Nomura Holdings Inc. 5.000% 3/4/15 6,825 7,189
Nomura Holdings Inc. 6.700% 3/4/20 8,600 9,821
Raymond James Financial Inc. 4.250% 4/15/16 1,975 2,094
TD Ameritrade Holding Corp. 4.150% 12/1/14 2,725 2,910
TD Ameritrade Holding Corp. 5.600% 12/1/19 2,425 2,837
 
Finance Companies (0.7%)        
Block Financial LLC 5.125% 10/30/14 4,110 4,328
Discover Financial Services 6.450% 6/12/17 1,825 2,107
6 Discover Financial Services 5.200% 4/27/22 917 999
GATX Corp. 4.750% 6/15/22 4,600 4,750
4 GE Capital Trust I 6.375% 11/15/67 10,600 11,156
General Electric Capital Corp. 5.250% 10/19/12 39,115 39,199
General Electric Capital Corp. 2.100% 1/7/14 6,250 6,365
General Electric Capital Corp. 5.900% 5/13/14 7,350 7,955
General Electric Capital Corp. 5.500% 6/4/14 14,400 15,524
General Electric Capital Corp. 5.650% 6/9/14 9,000 9,733
General Electric Capital Corp. 3.750% 11/14/14 28,750 30,528
General Electric Capital Corp. 3.500% 6/29/15 2,500 2,665
General Electric Capital Corp. 1.625% 7/2/15 9,650 9,822
General Electric Capital Corp. 4.375% 9/21/15 12,100 13,293
General Electric Capital Corp. 2.250% 11/9/15 7,089 7,347
General Electric Capital Corp. 2.950% 5/9/16 45,056 47,685
General Electric Capital Corp. 3.350% 10/17/16 1,450 1,564
General Electric Capital Corp. 5.400% 2/15/17 28,350 32,790
General Electric Capital Corp. 2.300% 4/27/17 9,900 10,179
General Electric Capital Corp. 5.625% 9/15/17 20,988 24,756
General Electric Capital Corp. 5.625% 5/1/18 30,289 35,783
General Electric Capital Corp. 6.000% 8/7/19 11,650 14,173
General Electric Capital Corp. 5.500% 1/8/20 4,600 5,443
General Electric Capital Corp. 5.550% 5/4/20 8,550 10,125
General Electric Capital Corp. 4.625% 1/7/21 21,350 23,849
General Electric Capital Corp. 5.300% 2/11/21 5,925 6,796
General Electric Capital Corp. 4.650% 10/17/21 13,923 15,620
General Electric Capital Corp. 3.150% 9/7/22 775 777
General Electric Capital Corp. 6.750% 3/15/32 44,931 57,881
General Electric Capital Corp. 6.150% 8/7/37 30,500 37,255
General Electric Capital Corp. 5.875% 1/14/38 49,325 58,591
General Electric Capital Corp. 6.875% 1/10/39 34,790 46,531
4 General Electric Capital Corp. 6.375% 11/15/67 12,930 13,609
4 HSBC Finance Capital Trust IX 5.911% 11/30/35 2,125 2,093
HSBC Finance Corp. 5.250% 1/15/14 5,725 6,002
HSBC Finance Corp. 5.000% 6/30/15 15,450 16,717
HSBC Finance Corp. 5.500% 1/19/16 2,021 2,232
HSBC Finance Corp. 6.676% 1/15/21 36,424 42,169
6 International Lease Finance Corp. 6.500% 9/1/14 170 183

 

 

6 International Lease Finance Corp. 6.750% 9/1/16 830 928
SLM Corp. 5.000% 10/1/13 4,485 4,648
SLM Corp. 5.375% 5/15/14 2,515 2,655
SLM Corp. 5.050% 11/14/14 2,335 2,444
SLM Corp. 5.000% 4/15/15 1,255 1,326
SLM Corp. 6.250% 1/25/16 27,578 30,258
SLM Corp. 6.000% 1/25/17 14,525 15,847
SLM Corp. 4.625% 9/25/17 3,150 3,211
SLM Corp. 8.450% 6/15/18 14,500 17,090
SLM Corp. 8.000% 3/25/20 6,710 7,757
SLM Corp. 7.250% 1/25/22 2,225 2,515
SLM Corp. 5.625% 8/1/33 7,865 7,410
 
Insurance (1.3%)        
ACE Capital Trust II 9.700% 4/1/30 2,035 2,890
ACE INA Holdings Inc. 5.875% 6/15/14 900 979
ACE INA Holdings Inc. 5.600% 5/15/15 6,675 7,493
ACE INA Holdings Inc. 2.600% 11/23/15 9,005 9,433
ACE INA Holdings Inc. 5.700% 2/15/17 2,930 3,475
ACE INA Holdings Inc. 5.800% 3/15/18 1,256 1,539
ACE INA Holdings Inc. 5.900% 6/15/19 2,575 3,181
ACE INA Holdings Inc. 6.700% 5/15/36 1,031 1,452
AEGON Funding Co. LLC 5.750% 12/15/20 14,825 17,272
Aetna Inc. 6.000% 6/15/16 10,650 12,467
Aetna Inc. 1.750% 5/15/17 700 709
Aetna Inc. 6.500% 9/15/18 2,175 2,714
Aetna Inc. 4.125% 6/1/21 350 385
Aetna Inc. 6.625% 6/15/36 8,900 11,470
Aetna Inc. 6.750% 12/15/37 6,055 7,975
Aetna Inc. 4.500% 5/15/42 2,575 2,635
Aflac Inc. 2.650% 2/15/17 7,520 7,892
Aflac Inc. 8.500% 5/15/19 950 1,269
Aflac Inc. 4.000% 2/15/22 3,525 3,858
Aflac Inc. 6.900% 12/17/39 825 1,063
Aflac Inc. 6.450% 8/15/40 4,950 6,058
Alleghany Corp. 5.625% 9/15/20 1,700 1,878
Alleghany Corp. 4.950% 6/27/22 3,050 3,324
Allied World Assurance Co. Ltd. 7.500% 8/1/16 15,503 17,968
Allstate Corp. 5.000% 8/15/14 6,325 6,837
Allstate Corp. 6.125% 12/15/32 2,450 3,163
Allstate Corp. 5.350% 6/1/33 895 1,063
Allstate Corp. 5.550% 5/9/35 2,956 3,629
Allstate Corp. 5.200% 1/15/42 4,525 5,405
4 Allstate Corp. 6.500% 5/15/57 4,475 4,721
4 Allstate Corp. 6.125% 5/15/67 2,831 2,909
Alterra Finance LLC 6.250% 9/30/20 2,000 2,179
American Financial Group Inc. 9.875% 6/15/19 8,114 10,255
American International Group Inc. 4.250% 9/15/14 5,500 5,810
American International Group Inc. 3.000% 3/20/15 6,275 6,501
American International Group Inc. 2.375% 8/24/15 900 909
American International Group Inc. 5.050% 10/1/15 3,200 3,498
American International Group Inc. 4.875% 9/15/16 7,875 8,789
American International Group Inc. 5.600% 10/18/16 6,300 7,177
American International Group Inc. 3.800% 3/22/17 11,575 12,433
American International Group Inc. 5.450% 5/18/17 7,425 8,443
American International Group Inc. 5.850% 1/16/18 34,052 39,528
American International Group Inc. 8.250% 8/15/18 3,425 4,406

 

 

American International Group Inc. 6.400% 12/15/20 21,190 25,919
American International Group Inc. 4.875% 6/1/22 7,200 8,110
American International Group Inc. 6.250% 5/1/36 14,060 17,953
American International Group Inc. 6.820% 11/15/37 955 1,250
4 American International Group Inc. 8.175% 5/15/68 26,400 32,274
4 American International Group Inc. 6.250% 3/15/87 4,660 4,672
Aon Corp. 3.500% 9/30/15 5,680 6,012
Aon Corp. 5.000% 9/30/20 13,210 15,234
Aon Corp. 8.205% 1/1/27 1,894 2,370
Aon Corp. 6.250% 9/30/40 3,550 4,595
Arch Capital Group Ltd. 7.350% 5/1/34 4,335 5,571
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 2,075 2,274
Assurant Inc. 5.625% 2/15/14 3,225 3,403
Assurant Inc. 6.750% 2/15/34 5,965 6,879
AXA SA 8.600% 12/15/30 15,022 18,323
Axis Specialty Finance LLC 5.875% 6/1/20 21,650 24,330
Berkshire Hathaway Finance Corp. 1.500% 1/10/14 2,050 2,081
Berkshire Hathaway Finance Corp. 4.850% 1/15/15 9,780 10,739
Berkshire Hathaway Finance Corp. 1.600% 5/15/17 7,950 8,130
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 19,450 23,468
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 11,100 11,539
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 5,615 6,854
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 12,050 12,438
Berkshire Hathaway Inc. 3.200% 2/11/15 12,570 13,341
Berkshire Hathaway Inc. 2.200% 8/15/16 11,625 12,205
Berkshire Hathaway Inc. 3.750% 8/15/21 250 274
Berkshire Hathaway Inc. 3.400% 1/31/22 825 883
Chubb Corp. 5.750% 5/15/18 6,050 7,487
Chubb Corp. 6.000% 5/11/37 5,945 8,060
Chubb Corp. 6.500% 5/15/38 1,900 2,708
4 Chubb Corp. 6.375% 3/29/67 11,075 11,795
Cigna Corp. 2.750% 11/15/16 3,250 3,431
Cigna Corp. 5.125% 6/15/20 6,475 7,408
Cigna Corp. 4.375% 12/15/20 3,550 3,893
Cigna Corp. 4.500% 3/15/21 875 970
Cigna Corp. 4.000% 2/15/22 13,425 14,453
Cigna Corp. 7.875% 5/15/27 1,025 1,355
Cigna Corp. 6.150% 11/15/36 13,125 15,727
Cigna Corp. 5.875% 3/15/41 2,200 2,619
Cigna Corp. 5.375% 2/15/42 7,575 8,490
Cincinnati Financial Corp. 6.920% 5/15/28 3,575 4,318
Cincinnati Financial Corp. 6.125% 11/1/34 2,010 2,284
CNA Financial Corp. 5.850% 12/15/14 4,038 4,395
CNA Financial Corp. 6.500% 8/15/16 8,625 9,973
CNA Financial Corp. 7.350% 11/15/19 8,800 10,928
CNA Financial Corp. 5.875% 8/15/20 2,775 3,228
CNA Financial Corp. 5.750% 8/15/21 600 702
Coventry Health Care Inc. 6.300% 8/15/14 9,515 10,392
Coventry Health Care Inc. 5.950% 3/15/17 2,000 2,334
Coventry Health Care Inc. 5.450% 6/15/21 3,150 3,676
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 6,875 7,583
Fidelity National Financial Inc. 5.500% 9/1/22 150 162
Genworth Financial Inc. 5.750% 6/15/14 2,496 2,590
Genworth Financial Inc. 4.950% 10/1/15 950 974
Genworth Financial Inc. 8.625% 12/15/16 9,150 10,339
Genworth Financial Inc. 7.700% 6/15/20 1,150 1,196
Genworth Financial Inc. 7.200% 2/15/21 4,100 4,202

 

 

Genworth Financial Inc. 7.625% 9/24/21 3,650 3,741
Genworth Financial Inc. 6.500% 6/15/34 5,775 5,450
Hartford Financial Services Group Inc. 5.500% 10/15/16 3,075 3,401
Hartford Financial Services Group Inc. 5.375% 3/15/17 2,600 2,886
Hartford Financial Services Group Inc. 4.000% 10/15/17 925 992
Hartford Financial Services Group Inc. 6.300% 3/15/18 2,900 3,345
Hartford Financial Services Group Inc. 6.000% 1/15/19 2,175 2,475
Hartford Financial Services Group Inc. 5.125% 4/15/22 825 923
Hartford Financial Services Group Inc. 5.950% 10/15/36 2,335 2,383
Hartford Financial Services Group Inc. 6.100% 10/1/41 3,875 4,339
Hartford Financial Services Group Inc. 6.625% 4/15/42 3,200 3,852
HCC Insurance Holdings Inc. 6.300% 11/15/19 4,250 4,909
Humana Inc. 6.450% 6/1/16 175 199
Humana Inc. 7.200% 6/15/18 6,375 7,714
Humana Inc. 6.300% 8/1/18 200 232
Infinity Property & Casualty Corp. 5.000% 9/19/22 1,975 2,056
6 ING US Inc. 5.500% 7/15/22 1,050 1,100
Jefferson-Pilot Corp. 4.750% 1/30/14 600 626
Lincoln National Corp. 4.300% 6/15/15 250 267
Lincoln National Corp. 8.750% 7/1/19 127 166
Lincoln National Corp. 4.200% 3/15/22 2,650 2,782
Lincoln National Corp. 6.150% 4/7/36 6,950 7,882
Lincoln National Corp. 7.000% 6/15/40 8,425 10,551
4 Lincoln National Corp. 7.000% 5/17/66 15,950 15,990
4 Lincoln National Corp. 6.050% 4/20/67 1,700 1,666
Loews Corp. 5.250% 3/15/16 3,200 3,607
Loews Corp. 6.000% 2/1/35 625 736
Manulife Financial Corp. 3.400% 9/17/15 10,500 11,002
Manulife Financial Corp. 4.900% 9/17/20 14,550 16,077
Markel Corp. 7.125% 9/30/19 6,625 7,951
Markel Corp. 4.900% 7/1/22 700 748
Marsh & McLennan Cos. Inc. 5.750% 9/15/15 9,203 10,281
Marsh & McLennan Cos. Inc. 2.300% 4/1/17 450 457
Marsh & McLennan Cos. Inc. 9.250% 4/15/19 8,150 11,196
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 1,720 1,920
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 7,075 8,172
MetLife Inc. 5.000% 11/24/13 4,425 4,655
MetLife Inc. 2.375% 2/6/14 9,725 9,952
MetLife Inc. 5.000% 6/15/15 4,276 4,748
MetLife Inc. 6.750% 6/1/16 3,900 4,663
MetLife Inc. 1.564% 12/15/17 4,325 4,355
MetLife Inc. 6.817% 8/15/18 1,050 1,322
MetLife Inc. 7.717% 2/15/19 1,495 1,947
MetLife Inc. 4.750% 2/8/21 4,040 4,674
MetLife Inc. 1.564% 12/15/22 4,650 4,676
MetLife Inc. 6.500% 12/15/32 2,700 3,510
MetLife Inc. 6.375% 6/15/34 2,375 3,106
MetLife Inc. 5.700% 6/15/35 725 893
MetLife Inc. 5.875% 2/6/41 11,140 13,979
MetLife Inc. 4.125% 8/13/42 8,825 8,759
4 MetLife Inc. 6.400% 12/15/66 19,317 20,428
4 MetLife Inc. 10.750% 8/1/69 760 1,129
6 Metropolitan Life Global Funding I 5.125% 6/10/14 3,475 3,718
Munich Re America Corp. 7.450% 12/15/26 2,350 3,067
4 Nationwide Financial Services Inc. 6.750% 5/15/67 350 356
PartnerRe Finance B LLC 5.500% 6/1/20 12,484 13,818
Primerica Inc. 4.750% 7/15/22 900 964

 

 

Principal Financial Group Inc. 7.875% 5/15/14 650 723
Principal Financial Group Inc. 8.875% 5/15/19 4 5
Principal Financial Group Inc. 3.300% 9/15/22 2,375 2,413
Principal Financial Group Inc. 6.050% 10/15/36 8,375 10,257
Principal Financial Group Inc. 4.625% 9/15/42 2,250 2,289
Principal Life Income Funding Trusts 5.100% 4/15/14 4,925 5,249
Progressive Corp. 3.750% 8/23/21 7,450 8,236
Progressive Corp. 6.625% 3/1/29 4,700 6,141
Progressive Corp. 6.250% 12/1/32 25 33
4 Progressive Corp. 6.700% 6/15/67 7,200 7,668
Protective Life Corp. 7.375% 10/15/19 5,995 7,191
Protective Life Corp. 8.450% 10/15/39 5,800 7,447
Prudential Financial Inc. 4.750% 4/1/14 1,875 1,975
Prudential Financial Inc. 5.100% 9/20/14 10,991 11,880
Prudential Financial Inc. 3.875% 1/14/15 15,450 16,429
Prudential Financial Inc. 6.200% 1/15/15 5,150 5,702
Prudential Financial Inc. 4.750% 9/17/15 4,775 5,258
Prudential Financial Inc. 5.500% 3/15/16 3,773 4,224
Prudential Financial Inc. 6.000% 12/1/17 4,052 4,908
Prudential Financial Inc. 5.375% 6/21/20 3,355 3,892
Prudential Financial Inc. 5.750% 7/15/33 900 1,010
Prudential Financial Inc. 5.400% 6/13/35 9,035 9,754
Prudential Financial Inc. 5.900% 3/17/36 10,752 12,146
Prudential Financial Inc. 5.700% 12/14/36 10,525 11,873
Prudential Financial Inc. 6.625% 6/21/40 5,325 6,654
Prudential Financial Inc. 5.625% 5/12/41 250 279
4 Prudential Financial Inc. 5.875% 9/15/42 5,150 5,266
4 Prudential Financial Inc. 8.875% 6/15/68 750 908
4 Reinsurance Group of America Inc. 6.750% 12/15/65 6,950 6,707
Swiss Re Solutions Holding Corp. 6.450% 3/1/19 975 1,139
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 3,450 4,257
Swiss Re Solutions Holding Corp. 7.750% 6/15/30 10,815 13,747
Torchmark Corp. 6.375% 6/15/16 3,500 3,966
Transatlantic Holdings Inc. 8.000% 11/30/39 14,470 18,303
Travelers Cos. Inc. 5.500% 12/1/15 1,025 1,159
Travelers Cos. Inc. 6.250% 6/20/16 2,625 3,094
Travelers Cos. Inc. 5.750% 12/15/17 3,825 4,634
Travelers Cos. Inc. 5.800% 5/15/18 150 184
Travelers Cos. Inc. 5.900% 6/2/19 11,500 14,404
Travelers Cos. Inc. 3.900% 11/1/20 550 620
Travelers Cos. Inc. 6.250% 6/15/37 15,725 21,187
Travelers Cos. Inc. 5.350% 11/1/40 2,370 2,963
Travelers Property Casualty Corp. 6.375% 3/15/33 325 427
UnitedHealth Group Inc. 4.875% 3/15/15 17,006 18,673
UnitedHealth Group Inc. 5.375% 3/15/16 200 229
UnitedHealth Group Inc. 6.000% 6/15/17 7,500 9,111
UnitedHealth Group Inc. 6.000% 2/15/18 19,655 24,204
UnitedHealth Group Inc. 3.875% 10/15/20 170 187
UnitedHealth Group Inc. 4.700% 2/15/21 1,650 1,915
UnitedHealth Group Inc. 2.875% 3/15/22 1,000 1,018
UnitedHealth Group Inc. 5.800% 3/15/36 2,575 3,104
UnitedHealth Group Inc. 6.500% 6/15/37 1,350 1,784
UnitedHealth Group Inc. 6.625% 11/15/37 4,025 5,470
UnitedHealth Group Inc. 6.875% 2/15/38 16,695 23,104
UnitedHealth Group Inc. 5.700% 10/15/40 170 206
UnitedHealth Group Inc. 4.625% 11/15/41 4,425 4,779
UnitedHealth Group Inc. 4.375% 3/15/42 225 240

 

 

Unum Group 7.125% 9/30/16 3,425 3,987
Unum Group 5.625% 9/15/20 2,200 2,476
Unum Group 5.750% 8/15/42 1,900 2,004
Validus Holdings Ltd. 8.875% 1/26/40 3,800 4,856
WellPoint Inc. 6.000% 2/15/14 2,225 2,382
WellPoint Inc. 5.000% 12/15/14 3,525 3,828
WellPoint Inc. 1.250% 9/10/15 3,100 3,121
WellPoint Inc. 5.250% 1/15/16 10,611 11,897
WellPoint Inc. 5.875% 6/15/17 825 978
WellPoint Inc. 1.875% 1/15/18 5,400 5,419
WellPoint Inc. 7.000% 2/15/19 860 1,074
WellPoint Inc. 4.350% 8/15/20 2,600 2,855
WellPoint Inc. 3.700% 8/15/21 1,850 1,941
WellPoint Inc. 3.125% 5/15/22 3,150 3,140
WellPoint Inc. 3.300% 1/15/23 4,675 4,726
WellPoint Inc. 5.950% 12/15/34 7,775 9,095
WellPoint Inc. 5.850% 1/15/36 6,660 7,728
WellPoint Inc. 6.375% 6/15/37 1,530 1,892
WellPoint Inc. 5.800% 8/15/40 1,300 1,512
WellPoint Inc. 4.625% 5/15/42 6,100 6,155
WellPoint Inc. 4.650% 1/15/43 2,000 2,029
Willis Group Holdings plc 5.750% 3/15/21 4,051 4,591
Willis North America Inc. 5.625% 7/15/15 3,825 4,144
Willis North America Inc. 6.200% 3/28/17 2,495 2,844
Willis North America Inc. 7.000% 9/29/19 20,300 24,153
WR Berkley Corp. 5.375% 9/15/20 950 1,046
XL Group plc 5.250% 9/15/14 5,625 6,019
XL Group plc 6.375% 11/15/24 525 620
XL Group plc 6.250% 5/15/27 8,025 9,071
XLIT Ltd. 5.750% 10/1/21 4,845 5,586
 
Other Finance (0.0%)        
CME Group Inc. 5.750% 2/15/14 3,225 3,447
NASDAQ OMX Group Inc. 4.000% 1/15/15 3,275 3,430
NASDAQ OMX Group Inc. 5.550% 1/15/20 7,700 8,304
ORIX Corp. 4.710% 4/27/15 1,969 2,093
ORIX Corp. 5.000% 1/12/16 4,835 5,230
ORIX Corp. 3.750% 3/9/17 7,900 8,173
XTRA Finance Corp. 5.150% 4/1/17 12,925 14,940
 
Real Estate Investment Trusts (0.5%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 5,025 5,358
Arden Realty LP 5.250% 3/1/15 925 1,003
AvalonBay Communities Inc. 5.750% 9/15/16 825 951
BioMed Realty LP 3.850% 4/15/16 5,525 5,826
BioMed Realty LP 4.250% 7/15/22 2,000 2,086
Boston Properties LP 5.625% 4/15/15 5,175 5,737
Boston Properties LP 5.625% 11/15/20 8,925 10,585
Boston Properties LP 4.125% 5/15/21 3,365 3,623
Boston Properties LP 3.850% 2/1/23 13,120 13,813
Brandywine Operating Partnership LP 6.000% 4/1/16 6,390 6,998
Brandywine Operating Partnership LP 5.700% 5/1/17 6,830 7,581
Brandywine Operating Partnership LP 4.950% 4/15/18 8,325 8,938
BRE Properties Inc. 3.375% 1/15/23 4,375 4,349
Camden Property Trust 5.700% 5/15/17 5,025 5,775
CommonWealth REIT 6.250% 8/15/16 1,425 1,558
CommonWealth REIT 6.250% 6/15/17 5,075 5,581

 

 

CommonWealth REIT 5.875% 9/15/20 3,200 3,437
Digital Realty Trust LP 4.500% 7/15/15 2,400 2,568
Digital Realty Trust LP 5.875% 2/1/20 2,000 2,317
Digital Realty Trust LP 5.250% 3/15/21 12,345 13,729
Duke Realty LP 7.375% 2/15/15 8,425 9,451
Duke Realty LP 5.950% 2/15/17 5,400 6,098
Duke Realty LP 8.250% 8/15/19 3,600 4,539
Duke Realty LP 6.750% 3/15/20 1,025 1,247
Entertainment Properties Trust 5.750% 8/15/22 1,100 1,143
ERP Operating LP 5.250% 9/15/14 1,700 1,836
ERP Operating LP 5.125% 3/15/16 825 930
ERP Operating LP 5.375% 8/1/16 3,125 3,579
ERP Operating LP 5.750% 6/15/17 2,375 2,826
ERP Operating LP 4.750% 7/15/20 1,350 1,547
ERP Operating LP 4.625% 12/15/21 10,180 11,745
Federal Realty Investment Trust 3.000% 8/1/22 3,050 3,031
HCP Inc. 5.650% 12/15/13 9,655 10,197
HCP Inc. 2.700% 2/1/14 650 665
HCP Inc. 3.750% 2/1/16 17,500 18,606
HCP Inc. 6.300% 9/15/16 9,415 10,885
HCP Inc. 6.000% 1/30/17 3,175 3,661
HCP Inc. 5.625% 5/1/17 100 114
HCP Inc. 6.700% 1/30/18 1,200 1,436
HCP Inc. 3.750% 2/1/19 4,525 4,745
HCP Inc. 5.375% 2/1/21 300 340
HCP Inc. 3.150% 8/1/22 700 683
HCP Inc. 6.750% 2/1/41 500 648
Health Care REIT Inc. 6.000% 11/15/13 2,175 2,295
Health Care REIT Inc. 3.625% 3/15/16 2,150 2,269
Health Care REIT Inc. 6.200% 6/1/16 9,300 10,474
Health Care REIT Inc. 4.700% 9/15/17 3,675 4,059
Health Care REIT Inc. 4.125% 4/1/19 3,475 3,705
Health Care REIT Inc. 4.950% 1/15/21 8,335 9,113
Health Care REIT Inc. 5.250% 1/15/22 5,925 6,639
Health Care REIT Inc. 6.500% 3/15/41 3,400 3,974
Healthcare Realty Trust Inc. 5.125% 4/1/14 1,525 1,608
Healthcare Realty Trust Inc. 6.500% 1/17/17 2,800 3,197
Healthcare Realty Trust Inc. 5.750% 1/15/21 2,750 3,045
Hospitality Properties Trust 7.875% 8/15/14 3,550 3,838
Hospitality Properties Trust 5.125% 2/15/15 5,170 5,423
Hospitality Properties Trust 6.700% 1/15/18 10,375 11,683
Kilroy Realty LP 5.000% 11/3/15 3,950 4,302
Kilroy Realty LP 4.800% 7/15/18 11,075 12,246
Kimco Realty Corp. 5.783% 3/15/16 1,075 1,205
Kimco Realty Corp. 5.700% 5/1/17 5,625 6,479
Kimco Realty Corp. 4.300% 2/1/18 1,580 1,729
Kimco Realty Corp. 6.875% 10/1/19 6,650 8,178
Liberty Property LP 5.125% 3/2/15 8,400 8,996
Liberty Property LP 5.500% 12/15/16 1,975 2,221
Liberty Property LP 6.625% 10/1/17 2,750 3,282
Liberty Property LP 4.750% 10/1/20 225 245
Mack-Cali Realty LP 7.750% 8/15/19 6,525 8,135
National Retail Properties Inc. 6.875% 10/15/17 10,350 12,341
Omega Healthcare Investors Inc. 6.750% 10/15/22 2,309 2,580
ProLogis LP 7.625% 8/15/14 600 660
ProLogis LP 4.500% 8/15/17 2,600 2,808
ProLogis LP 7.375% 10/30/19 5,100 6,299

 

 

ProLogis LP 6.625% 12/1/19 1,750 2,097
ProLogis LP 6.875% 3/15/20 7,175 8,696
Realty Income Corp. 5.950% 9/15/16 150 169
Realty Income Corp. 6.750% 8/15/19 8,210 10,014
Realty Income Corp. 5.750% 1/15/21 5,175 6,053
Realty Income Corp. 5.875% 3/15/35 6,660 7,579
Regency Centers LP 5.250% 8/1/15 2,925 3,184
Senior Housing Properties Trust 4.300% 1/15/16 2,175 2,246
Simon Property Group LP 6.750% 5/15/14 11,480 12,373
Simon Property Group LP 4.200% 2/1/15 2,225 2,376
Simon Property Group LP 5.100% 6/15/15 2,286 2,522
Simon Property Group LP 5.750% 12/1/15 15,350 17,359
Simon Property Group LP 6.100% 5/1/16 1,850 2,132
Simon Property Group LP 5.250% 12/1/16 14,075 16,193
Simon Property Group LP 2.800% 1/30/17 2,685 2,813
Simon Property Group LP 5.875% 3/1/17 3,250 3,819
Simon Property Group LP 2.150% 9/15/17 5,725 5,928
Simon Property Group LP 6.125% 5/30/18 5,225 6,380
Simon Property Group LP 5.650% 2/1/20 6,150 7,324
Simon Property Group LP 4.375% 3/1/21 3,900 4,403
Simon Property Group LP 4.125% 12/1/21 2,250 2,512
Simon Property Group LP 3.375% 3/15/22 2,725 2,865
Simon Property Group LP 6.750% 2/1/40 7,800 10,777
Simon Property Group LP 4.750% 3/15/42 1,900 2,042
Tanger Properties LP 6.150% 11/15/15 3,525 3,980
UDR Inc. 4.250% 6/1/18 1,200 1,324
UDR Inc. 4.625% 1/10/22 7,100 7,844
Ventas Realty LP / Ventas Capital Corp. 3.125% 11/30/15 10,400 10,842
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 4,850 5,336
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 495 527
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 2,900 2,841
Washington REIT 4.950% 10/1/20 475 521
Washington REIT 3.950% 10/15/22 2,650 2,686
        8,274,266
Industrial (12.2%)        
Basic Industry (1.2%)        
Agrium Inc. 6.750% 1/15/19 7,100 8,899
Agrium Inc. 6.125% 1/15/41 6,550 8,385
Air Products & Chemicals Inc. 2.000% 8/2/16 5,325 5,560
Air Products & Chemicals Inc. 3.000% 11/3/21 2,125 2,237
Airgas Inc. 4.500% 9/15/14 1,325 1,416
Airgas Inc. 3.250% 10/1/15 5,400 5,744
Albemarle Corp. 4.500% 12/15/20 1,300 1,447
Alcoa Inc. 6.750% 7/15/18 2,800 3,232
Alcoa Inc. 5.720% 2/23/19 5,288 5,678
Alcoa Inc. 6.150% 8/15/20 2,700 2,971
Alcoa Inc. 5.400% 4/15/21 300 315
Alcoa Inc. 5.870% 2/23/22 4,337 4,663
Alcoa Inc. 5.900% 2/1/27 1,615 1,697
Alcoa Inc. 6.750% 1/15/28 22,761 25,031
Alcoa Inc. 5.950% 2/1/37 8,275 8,212
Allegheny Technologies Inc. 9.375% 6/1/19 6,304 8,116
AngloGold Ashanti Holdings plc 5.375% 4/15/20 8,550 9,005
AngloGold Ashanti Holdings plc 6.500% 4/15/40 2,275 2,340
ArcelorMittal 9.250% 2/15/15 10,970 12,177
ArcelorMittal 4.000% 8/5/15 3,400 3,399
ArcelorMittal 4.000% 3/1/16 4,500 4,450

 

 

ArcelorMittal 6.125% 6/1/18 14,425 14,342
ArcelorMittal 10.100% 6/1/19 13,700 15,823
ArcelorMittal 5.500% 8/5/20 1,100 1,058
ArcelorMittal 5.750% 3/1/21 10,700 10,163
ArcelorMittal 7.250% 10/15/39 11,410 10,458
ArcelorMittal 7.000% 3/1/41 15,475 13,892
Barrick Gold Corp. 2.900% 5/30/16 3,200 3,361
Barrick Gold Corp. 6.950% 4/1/19 11,574 14,390
Barrick Gold Corp. 3.850% 4/1/22 1,900 2,000
Barrick Gold Corp. 5.250% 4/1/42 5,425 6,089
Barrick Gold Finance Co. 4.875% 11/15/14 2,700 2,906
Barrick Gold Financeco LLC 6.125% 9/15/13 13,200 13,892
Barrick North America Finance LLC 6.800% 9/15/18 5,325 6,608
Barrick North America Finance LLC 4.400% 5/30/21 6,050 6,598
Barrick North America Finance LLC 7.500% 9/15/38 5,150 7,032
Barrick North America Finance LLC 5.700% 5/30/41 5,800 6,651
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 2,675 3,113
BHP Billiton Finance USA Ltd. 5.500% 4/1/14 6,865 7,366
BHP Billiton Finance USA Ltd. 1.000% 2/24/15 16,475 16,637
BHP Billiton Finance USA Ltd. 5.250% 12/15/15 11,721 13,344
BHP Billiton Finance USA Ltd. 1.625% 2/24/17 11,350 11,602
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 25 29
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 17,750 22,700
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 1,625 1,726
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 9,100 9,420
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 14,525 15,393
Cabot Corp. 2.550% 1/15/18 475 487
Cabot Corp. 3.700% 7/15/22 625 639
Carpenter Technology Corp. 5.200% 7/15/21 11,175 11,800
Celulosa Arauco y Constitucion SA 5.625% 4/20/15 3,675 3,969
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 1,225 1,472
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 5,300 5,589
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 2,625 2,751
CF Industries Inc. 6.875% 5/1/18 8,330 10,163
CF Industries Inc. 7.125% 5/1/20 7,275 9,130
Cliffs Natural Resources Inc. 5.900% 3/15/20 3,275 3,433
Cliffs Natural Resources Inc. 4.875% 4/1/21 15,435 15,111
Cliffs Natural Resources Inc. 6.250% 10/1/40 9,225 9,036
Cytec Industries Inc. 8.950% 7/1/17 1,575 1,955
Domtar Corp. 6.250% 9/1/42 850 875
Dow Chemical Co. 7.600% 5/15/14 12,500 13,804
Dow Chemical Co. 5.900% 2/15/15 34,786 38,749
Dow Chemical Co. 2.500% 2/15/16 625 653
Dow Chemical Co. 5.700% 5/15/18 500 603
Dow Chemical Co. 4.250% 11/15/20 4,892 5,387
Dow Chemical Co. 4.125% 11/15/21 13,800 15,026
Dow Chemical Co. 7.375% 11/1/29 1,850 2,453
Dow Chemical Co. 9.400% 5/15/39 12,279 20,132
Dow Chemical Co. 5.250% 11/15/41 10,225 11,628
Eastman Chemical Co. 3.000% 12/15/15 675 711
Eastman Chemical Co. 2.400% 6/1/17 4,000 4,170
Eastman Chemical Co. 5.500% 11/15/19 4,675 5,486
Eastman Chemical Co. 4.500% 1/15/21 775 869
Eastman Chemical Co. 3.600% 8/15/22 18,255 19,177
Eastman Chemical Co. 4.800% 9/1/42 5,475 5,914
Ecolab Inc. 2.375% 12/8/14 2,375 2,466
Ecolab Inc. 1.000% 8/9/15 1,900 1,912

 

 

Ecolab Inc. 3.000% 12/8/16 8,475 9,133
Ecolab Inc. 4.350% 12/8/21 7,000 7,949
Ecolab Inc. 5.500% 12/8/41 9,950 12,429
EI du Pont de Nemours & Co. 5.000% 7/15/13 7,075 7,338
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 2,905
EI du Pont de Nemours & Co. 2.750% 4/1/16 5,200 5,557
EI du Pont de Nemours & Co. 5.250% 12/15/16 7,586 8,890
EI du Pont de Nemours & Co. 6.000% 7/15/18 7,725 9,709
EI du Pont de Nemours & Co. 4.625% 1/15/20 5,002 5,894
EI du Pont de Nemours & Co. 3.625% 1/15/21 7,435 8,333
EI du Pont de Nemours & Co. 4.250% 4/1/21 2,950 3,440
EI du Pont de Nemours & Co. 6.500% 1/15/28 1,700 2,285
EI du Pont de Nemours & Co. 4.900% 1/15/41 8,275 10,159
FMC Corp. 3.950% 2/1/22 2,600 2,773
Freeport-McMoRan Copper & Gold Inc. 1.400% 2/13/15 5,525 5,574
Freeport-McMoRan Copper & Gold Inc. 2.150% 3/1/17 1,300 1,319
Freeport-McMoRan Copper & Gold Inc. 3.550% 3/1/22 2,650 2,660
Georgia-Pacific LLC 7.375% 12/1/25 775 1,028
Georgia-Pacific LLC 8.875% 5/15/31 2,375 3,523
ICI Wilmington Inc. 5.625% 12/1/13 700 732
International Paper Co. 5.300% 4/1/15 4,600 5,020
International Paper Co. 7.950% 6/15/18 5,875 7,575
International Paper Co. 9.375% 5/15/19 22,188 30,087
International Paper Co. 7.500% 8/15/21 28,325 37,089
International Paper Co. 8.700% 6/15/38 1,200 1,723
International Paper Co. 7.300% 11/15/39 625 830
Kinross Gold Corp. 5.125% 9/1/21 3,100 3,212
Kinross Gold Corp. 6.875% 9/1/41 2,150 2,220
Lubrizol Corp. 5.500% 10/1/14 10,125 11,117
Lubrizol Corp. 8.875% 2/1/19 850 1,197
Lubrizol Corp. 6.500% 10/1/34 5,285 7,381
Monsanto Co. 2.750% 4/15/16 1,750 1,868
Monsanto Co. 5.125% 4/15/18 3,100 3,712
Monsanto Co. 2.200% 7/15/22 4,225 4,213
Monsanto Co. 5.875% 4/15/38 1,750 2,337
Monsanto Co. 3.600% 7/15/42 4,150 4,128
Mosaic Co. 3.750% 11/15/21 1,750 1,882
Mosaic Co. 4.875% 11/15/41 1,250 1,391
Newmont Mining Corp. 5.125% 10/1/19 1,550 1,770
Newmont Mining Corp. 3.500% 3/15/22 5,250 5,316
Newmont Mining Corp. 5.875% 4/1/35 2,600 2,928
Newmont Mining Corp. 6.250% 10/1/39 18,752 22,177
Newmont Mining Corp. 4.875% 3/15/42 1,400 1,435
Nucor Corp. 5.750% 12/1/17 1,100 1,338
Nucor Corp. 5.850% 6/1/18 5,200 6,383
Nucor Corp. 4.125% 9/15/22 325 366
Nucor Corp. 6.400% 12/1/37 1,185 1,645
Packaging Corp. of America 3.900% 6/15/22 4,500 4,668
Placer Dome Inc. 6.450% 10/15/35 2,175 2,578
Plum Creek Timberlands LP 5.875% 11/15/15 3,550 3,917
Plum Creek Timberlands LP 4.700% 3/15/21 3,380 3,656
Potash Corp. of Saskatchewan Inc. 5.250% 5/15/14 775 833
Potash Corp. of Saskatchewan Inc. 3.750% 9/30/15 5,350 5,800
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 4,345 4,755
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 150 192
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 6,485 7,636

 

 

Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 1,250 1,614
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 3,650 4,664
PPG Industries Inc. 1.900% 1/15/16 6,825 7,076
PPG Industries Inc. 6.650% 3/15/18 2,715 3,341
PPG Industries Inc. 3.600% 11/15/20 750 808
PPG Industries Inc. 7.700% 3/15/38 5,800 8,632
PPG Industries Inc. 5.500% 11/15/40 875 1,050
Praxair Inc. 4.375% 3/31/14 2,775 2,934
Praxair Inc. 5.250% 11/15/14 6,850 7,515
Praxair Inc. 4.625% 3/30/15 325 358
Praxair Inc. 3.250% 9/15/15 800 862
Praxair Inc. 5.200% 3/15/17 1,100 1,290
Praxair Inc. 4.500% 8/15/19 2,525 2,954
Praxair Inc. 3.000% 9/1/21 3,550 3,763
Praxair Inc. 2.450% 2/15/22 19,000 19,201
Praxair Inc. 2.200% 8/15/22 2,350 2,312
Rayonier Inc. 3.750% 4/1/22 1,750 1,812
Reliance Steel & Aluminum Co. 6.200% 11/15/16 250 280
Reliance Steel & Aluminum Co. 6.850% 11/15/36 1,750 1,927
Rio Tinto Alcan Inc. 5.200% 1/15/14 675 713
Rio Tinto Alcan Inc. 5.000% 6/1/15 1,775 1,963
Rio Tinto Alcan Inc. 6.125% 12/15/33 13,425 17,394
Rio Tinto Alcan Inc. 5.750% 6/1/35 10,000 12,615
Rio Tinto Finance USA Ltd. 8.950% 5/1/14 22,727 25,604
Rio Tinto Finance USA Ltd. 1.875% 11/2/15 12,475 12,838
Rio Tinto Finance USA Ltd. 2.500% 5/20/16 1,050 1,099
Rio Tinto Finance USA Ltd. 2.250% 9/20/16 2,000 2,077
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 8,810 10,962
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 9,286 12,700
Rio Tinto Finance USA Ltd. 3.500% 11/2/20 9,708 10,201
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 4,125 4,520
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 3,975 4,236
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 5,650 7,654
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 11,342 13,060
Rio Tinto Finance USA plc 2.000% 3/22/17 7,400 7,558
Rio Tinto Finance USA plc 1.625% 8/21/17 6,250 6,267
Rio Tinto Finance USA plc 3.500% 3/22/22 3,625 3,803
Rio Tinto Finance USA plc 2.875% 8/21/22 8,200 8,159
Rio Tinto Finance USA plc 4.750% 3/22/42 5,250 5,662
Rio Tinto Finance USA plc 4.125% 8/21/42 3,524 3,474
Rohm & Haas Co. 6.000% 9/15/17 9,975 11,927
Rohm & Haas Co. 7.850% 7/15/29 2,650 3,552
RPM International Inc. 6.125% 10/15/19 925 1,074
Sherwin-Williams Co. 3.125% 12/15/14 3,225 3,400
Sigma-Aldrich Corp. 3.375% 11/1/20 1,585 1,722
Southern Copper Corp. 5.375% 4/16/20 1,800 2,021
Southern Copper Corp. 7.500% 7/27/35 16,075 19,965
Southern Copper Corp. 6.750% 4/16/40 1,950 2,258
Syngenta Finance NV 3.125% 3/28/22 4,000 4,216
Syngenta Finance NV 4.375% 3/28/42 2,675 2,957
Teck Resources Ltd. 3.150% 1/15/17 1,550 1,606
Teck Resources Ltd. 3.850% 8/15/17 4,100 4,419
Teck Resources Ltd. 2.500% 2/1/18 2,675 2,692
Teck Resources Ltd. 10.750% 5/15/19 4,750 5,765
Teck Resources Ltd. 4.500% 1/15/21 4,250 4,489
Teck Resources Ltd. 4.750% 1/15/22 2,325 2,526
Teck Resources Ltd. 3.750% 2/1/23 1,750 1,732

 

 

Teck Resources Ltd. 6.125% 10/1/35 4,262 4,569
Teck Resources Ltd. 6.000% 8/15/40 3,400 3,587
Teck Resources Ltd. 6.250% 7/15/41 4,450 4,796
Teck Resources Ltd. 5.200% 3/1/42 5,575 5,335
Teck Resources Ltd. 5.400% 2/1/43 2,000 1,951
Vale Canada Ltd. 5.700% 10/15/15 3,550 3,933
Vale Canada Ltd. 7.200% 9/15/32 1,175 1,424
Vale Overseas Ltd. 6.250% 1/11/16 1,050 1,183
Vale Overseas Ltd. 6.250% 1/23/17 6,250 7,233
Vale Overseas Ltd. 5.625% 9/15/19 29,550 33,232
Vale Overseas Ltd. 4.625% 9/15/20 7,700 8,196
Vale Overseas Ltd. 4.375% 1/11/22 8,250 8,630
Vale Overseas Ltd. 8.250% 1/17/34 2,500 3,226
Vale Overseas Ltd. 6.875% 11/21/36 15,904 18,461
Vale Overseas Ltd. 6.875% 11/10/39 20,370 23,821
Valspar Corp. 7.250% 6/15/19 675 832
Valspar Corp. 4.200% 1/15/22 825 899
Westlake Chemical Corp. 3.600% 7/15/22 775 780
Westvaco Corp. 7.950% 2/15/31 5,083 6,645
Xstrata Canada Corp. 5.375% 6/1/15 350 380
Xstrata Canada Corp. 6.000% 10/15/15 1,125 1,252
Xstrata Canada Corp. 5.500% 6/15/17 4,675 5,226
 
Capital Goods (1.1%)        
3M Co. 6.375% 2/15/28 3,650 4,952
3M Co. 5.700% 3/15/37 6,000 8,219
ABB Finance USA Inc. 1.625% 5/8/17 2,500 2,536
ABB Finance USA Inc. 2.875% 5/8/22 2,000 2,063
ABB Finance USA Inc. 4.375% 5/8/42 1,678 1,855
Acuity Brands Lighting Inc. 6.000% 12/15/19 2,975 3,452
6 ADT Corp. 2.250% 7/15/17 1,150 1,173
6 ADT Corp. 3.500% 7/15/22 2,500 2,577
6 ADT Corp. 4.875% 7/15/42 2,400 2,593
Bemis Co. Inc. 5.650% 8/1/14 2,625 2,836
Black & Decker Corp. 5.750% 11/15/16 2,325 2,710
Boeing Capital Corp. 3.250% 10/27/14 700 739
Boeing Capital Corp. 2.900% 8/15/18 150 164
Boeing Co. 3.500% 2/15/15 26,450 28,402
Boeing Co. 6.000% 3/15/19 25 31
Boeing Co. 4.875% 2/15/20 6,600 8,008
Boeing Co. 8.750% 8/15/21 800 1,188
Boeing Co. 7.950% 8/15/24 1,148 1,722
Boeing Co. 7.250% 6/15/25 675 949
Boeing Co. 8.750% 9/15/31 850 1,374
Boeing Co. 6.125% 2/15/33 500 672
Boeing Co. 6.625% 2/15/38 2,180 3,271
Boeing Co. 6.875% 3/15/39 1,610 2,498
Boeing Co. 5.875% 2/15/40 3,950 5,498
Caterpillar Financial Services Corp. 6.125% 2/17/14 12,175 13,117
Caterpillar Financial Services Corp. 1.650% 4/1/14 425 432
Caterpillar Financial Services Corp. 1.375% 5/20/14 6,740 6,842
Caterpillar Financial Services Corp. 1.125% 12/15/14 6,475 6,554
Caterpillar Financial Services Corp. 4.750% 2/17/15 4,550 4,982
Caterpillar Financial Services Corp. 4.625% 6/1/15 2,625 2,892
Caterpillar Financial Services Corp. 2.050% 8/1/16 30,175 31,471
Caterpillar Financial Services Corp. 7.150% 2/15/19 38,800 51,141
Caterpillar Inc. 1.375% 5/27/14 7,050 7,153

 

 

Caterpillar Inc. 0.950% 6/26/15 575 580
Caterpillar Inc. 3.900% 5/27/21 11,728 13,297
Caterpillar Inc. 6.050% 8/15/36 8,617 11,710
6 Caterpillar Inc. 3.803% 8/15/42 19,989 20,254
Cooper US Inc. 5.450% 4/1/15 1,925 2,118
Cooper US Inc. 2.375% 1/15/16 3,025 3,124
Cooper US Inc. 3.875% 12/15/20 1,250 1,367
CRH America Inc. 5.300% 10/15/13 875 912
CRH America Inc. 4.125% 1/15/16 6,425 6,679
CRH America Inc. 6.000% 9/30/16 16,986 18,920
CRH America Inc. 8.125% 7/15/18 9,400 11,381
CRH America Inc. 5.750% 1/15/21 6,800 7,559
Danaher Corp. 1.300% 6/23/14 2,500 2,539
Danaher Corp. 2.300% 6/23/16 1,750 1,842
Danaher Corp. 5.625% 1/15/18 2,375 2,851
Danaher Corp. 5.400% 3/1/19 1,700 2,065
Danaher Corp. 3.900% 6/23/21 1,750 1,983
Deere & Co. 6.950% 4/25/14 6,195 6,828
Deere & Co. 4.375% 10/16/19 4,925 5,723
Deere & Co. 2.600% 6/8/22 3,935 4,039
Deere & Co. 5.375% 10/16/29 8,925 11,447
Deere & Co. 8.100% 5/15/30 3,405 5,268
Deere & Co. 7.125% 3/3/31 925 1,330
Deere & Co. 3.900% 6/9/42 8,915 9,236
Dover Corp. 5.450% 3/15/18 6,650 8,002
Dover Corp. 4.300% 3/1/21 550 636
Dover Corp. 5.375% 10/15/35 550 688
Dover Corp. 6.600% 3/15/38 3,115 4,564
Dover Corp. 5.375% 3/1/41 1,350 1,769
Eaton Corp. 5.600% 5/15/18 11,050 13,195
Embraer Overseas Ltd. 6.375% 1/24/17 7,473 8,426
Embraer Overseas Ltd. 6.375% 1/15/20 4,550 5,203
Embraer SA 5.150% 6/15/22 6,750 7,229
Emerson Electric Co. 5.250% 10/15/18 6,625 8,059
Emerson Electric Co. 4.875% 10/15/19 4,575 5,506
Emerson Electric Co. 4.250% 11/15/20 425 496
Emerson Electric Co. 6.000% 8/15/32 940 1,249
Emerson Electric Co. 6.125% 4/15/39 1,575 2,191
Emerson Electric Co. 5.250% 11/15/39 394 498
Flowserve Corp. 3.500% 9/15/22 2,025 2,046
General Dynamics Corp. 5.250% 2/1/14 13,025 13,846
General Dynamics Corp. 1.375% 1/15/15 2,100 2,141
General Dynamics Corp. 3.875% 7/15/21 7,750 8,753
General Electric Co. 5.250% 12/6/17 33,712 39,899
Goodrich Corp. 6.125% 3/1/19 1,695 2,125
Goodrich Corp. 4.875% 3/1/20 22,925 27,177
Goodrich Corp. 3.600% 2/1/21 275 303
Goodrich Corp. 6.800% 7/1/36 80 111
Harsco Corp. 2.700% 10/15/15 4,675 4,706
Harsco Corp. 5.750% 5/15/18 16,463 18,102
Honeywell International Inc. 3.875% 2/15/14 1,125 1,178
Honeywell International Inc. 5.400% 3/15/16 1,650 1,893
Honeywell International Inc. 5.300% 3/15/17 5,100 6,009
Honeywell International Inc. 5.300% 3/1/18 650 789
Honeywell International Inc. 5.000% 2/15/19 3,025 3,608
Honeywell International Inc. 4.250% 3/1/21 15,620 18,376
Honeywell International Inc. 5.700% 3/15/36 2,425 3,200

 

 

Honeywell International Inc. 5.700% 3/15/37 4,875 6,503
Honeywell International Inc. 5.375% 3/1/41 3,475 4,553
Illinois Tool Works Inc. 5.150% 4/1/14 4,325 4,626
Illinois Tool Works Inc. 6.250% 4/1/19 13,475 17,028
Illinois Tool Works Inc. 3.900% 9/1/42 12,800 12,939
Ingersoll-Rand Global Holding Co. Ltd. 9.500% 4/15/14 13,475 15,195
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 5,825 7,191
John Deere Capital Corp. 4.900% 9/9/13 8,275 8,628
John Deere Capital Corp. 1.250% 12/2/14 3,000 3,046
John Deere Capital Corp. 2.950% 3/9/15 7,575 7,994
John Deere Capital Corp. 0.950% 6/29/15 1,275 1,286
John Deere Capital Corp. 0.700% 9/4/15 2,050 2,052
John Deere Capital Corp. 2.250% 6/7/16 300 314
John Deere Capital Corp. 1.850% 9/15/16 9,000 9,265
John Deere Capital Corp. 2.000% 1/13/17 8,450 8,786
John Deere Capital Corp. 5.500% 4/13/17 3,350 3,974
John Deere Capital Corp. 2.800% 9/18/17 7,400 8,041
John Deere Capital Corp. 1.200% 10/10/17 2,650 2,662
John Deere Capital Corp. 5.750% 9/10/18 3,950 4,878
John Deere Capital Corp. 2.250% 4/17/19 3,000 3,118
John Deere Capital Corp. 3.900% 7/12/21 3,950 4,458
John Deere Capital Corp. 3.150% 10/15/21 4,040 4,290
John Deere Capital Corp. 2.750% 3/15/22 750 772
John Deere Capital Corp. 2.800% 1/27/23 2,225 2,297
Joy Global Inc. 6.000% 11/15/16 1,850 2,131
Kennametal Inc. 3.875% 2/15/22 1,900 1,995
L-3 Communications Corp. 5.200% 10/15/19 4,650 5,243
L-3 Communications Corp. 4.750% 7/15/20 8,400 9,301
L-3 Communications Corp. 4.950% 2/15/21 12,725 14,167
Legrand France SA 8.500% 2/15/25 425 543
Lockheed Martin Corp. 7.650% 5/1/16 4,800 5,846
Lockheed Martin Corp. 4.250% 11/15/19 7,850 8,908
Lockheed Martin Corp. 3.350% 9/15/21 9,250 9,707
Lockheed Martin Corp. 6.150% 9/1/36 17,950 23,203
Lockheed Martin Corp. 5.500% 11/15/39 1,850 2,241
Lockheed Martin Corp. 5.720% 6/1/40 4,432 5,437
Lockheed Martin Corp. 4.850% 9/15/41 1,000 1,134
Martin Marietta Materials Inc. 6.600% 4/15/18 5,450 6,120
Northrop Grumman Corp. 1.850% 11/15/15 2,500 2,577
Northrop Grumman Corp. 5.050% 8/1/19 3,285 3,856
Northrop Grumman Corp. 3.500% 3/15/21 10,953 11,668
Northrop Grumman Corp. 5.050% 11/15/40 7,175 8,295
Northrop Grumman Systems Corp. 7.750% 2/15/31 381 562
Owens Corning 6.500% 12/1/16 28,080 31,609
Owens Corning 7.000% 12/1/36 725 795
Parker Hannifin Corp. 5.500% 5/15/18 950 1,143
Parker Hannifin Corp. 3.500% 9/15/22 500 541
Parker Hannifin Corp. 6.250% 5/15/38 4,735 6,674
Raytheon Co. 1.400% 12/15/14 2,500 2,546
Raytheon Co. 1.625% 10/15/15 750 771
Raytheon Co. 6.400% 12/15/18 400 511
Raytheon Co. 4.400% 2/15/20 2,500 2,888
Raytheon Co. 3.125% 10/15/20 3,440 3,698
Raytheon Co. 7.200% 8/15/27 4,695 6,605
Raytheon Co. 4.875% 10/15/40 1,700 2,014
Raytheon Co. 4.700% 12/15/41 12,375 14,380
Republic Services Inc. 3.800% 5/15/18 5,100 5,673

 

 

Republic Services Inc. 5.500% 9/15/19 17,050 20,135
Republic Services Inc. 5.000% 3/1/20 3,775 4,373
Republic Services Inc. 5.250% 11/15/21 10,010 11,844
Republic Services Inc. 6.086% 3/15/35 2,375 2,851
Republic Services Inc. 6.200% 3/1/40 4,505 5,622
Republic Services Inc. 5.700% 5/15/41 4,450 5,322
Rockwell Automation Inc. 5.650% 12/1/17 1,150 1,364
Rockwell Automation Inc. 6.700% 1/15/28 1,025 1,352
Rockwell Automation Inc. 6.250% 12/1/37 3,975 5,379
Rockwell Collins Inc. 5.250% 7/15/19 850 1,014
Rockwell Collins Inc. 3.100% 11/15/21 1,550 1,638
Roper Industries Inc. 6.250% 9/1/19 3,725 4,513
Sonoco Products Co. 4.375% 11/1/21 745 800
Sonoco Products Co. 5.750% 11/1/40 5,050 5,891
Stanley Black & Decker Inc. 3.400% 12/1/21 5,600 5,836
Stanley Black & Decker Inc. 5.200% 9/1/40 2,000 2,298
Textron Inc. 5.600% 12/1/17 975 1,085
Textron Inc. 7.250% 10/1/19 4,140 4,958
Tyco International Finance SA 8.500% 1/15/19 2,301 3,070
Tyco International Ltd. / Tyco International        
Finance SA 7.000% 12/15/19 1,975 2,522
Tyco International Ltd. / Tyco International        
Finance SA 6.875% 1/15/21 16,060 21,211
United Technologies Corp. 4.875% 5/1/15 1,050 1,166
United Technologies Corp. 1.200% 6/1/15 5,875 5,986
United Technologies Corp. 1.800% 6/1/17 4,000 4,150
United Technologies Corp. 5.375% 12/15/17 12,175 14,794
United Technologies Corp. 6.125% 2/1/19 1,783 2,235
United Technologies Corp. 4.500% 4/15/20 23,803 27,975
United Technologies Corp. 3.100% 6/1/22 17,005 18,081
United Technologies Corp. 6.700% 8/1/28 1,367 1,869
United Technologies Corp. 7.500% 9/15/29 2,325 3,408
United Technologies Corp. 5.400% 5/1/35 7,575 9,298
United Technologies Corp. 6.050% 6/1/36 7,102 9,569
United Technologies Corp. 6.125% 7/15/38 3,308 4,459
United Technologies Corp. 5.700% 4/15/40 11,232 14,606
United Technologies Corp. 4.500% 6/1/42 28,785 32,137
Waste Management Inc. 5.000% 3/15/14 1,925 2,040
Waste Management Inc. 6.375% 3/11/15 3,400 3,831
Waste Management Inc. 2.600% 9/1/16 3,150 3,310
Waste Management Inc. 6.100% 3/15/18 700 843
Waste Management Inc. 7.375% 3/11/19 15,132 19,459
Waste Management Inc. 4.750% 6/30/20 3,675 4,211
Waste Management Inc. 4.600% 3/1/21 7,120 8,112
Waste Management Inc. 7.100% 8/1/26 875 1,186
Waste Management Inc. 7.000% 7/15/28 80 108
Waste Management Inc. 7.750% 5/15/32 2,250 3,211
Waste Management Inc. 6.125% 11/30/39 7,275 9,254
 
Communication (2.3%)        
Alltel Corp. 7.000% 3/15/16 3,500 4,198
Alltel Corp. 7.875% 7/1/32 4,725 7,481
America Movil SAB de CV 5.500% 3/1/14 3,230 3,438
America Movil SAB de CV 5.750% 1/15/15 30,242 33,493
America Movil SAB de CV 5.625% 11/15/17 6,590 7,843
America Movil SAB de CV 5.000% 10/16/19 2,500 2,910
America Movil SAB de CV 5.000% 3/30/20 1,000 1,174

 

 

America Movil SAB de CV 3.125% 7/16/22 5,150 5,294
America Movil SAB de CV 6.375% 3/1/35 17,400 22,705
America Movil SAB de CV 6.125% 11/15/37 4,300 5,470
America Movil SAB de CV 6.125% 3/30/40 11,900 15,464
America Movil SAB de CV 4.375% 7/16/42 10,425 10,713
American Tower Corp. 4.625% 4/1/15 6,075 6,530
American Tower Corp. 4.500% 1/15/18 18,815 20,827
American Tower Corp. 5.050% 9/1/20 1,000 1,115
AT&T Corp. 6.500% 3/15/29 2,310 2,865
AT&T Corp. 8.000% 11/15/31 15,300 23,645
AT&T Inc. 5.100% 9/15/14 12,710 13,829
AT&T Inc. 2.500% 8/15/15 4,150 4,370
AT&T Inc. 2.950% 5/15/16 2,100 2,259
AT&T Inc. 5.625% 6/15/16 33,520 39,276
AT&T Inc. 1.700% 6/1/17 28,225 29,024
AT&T Inc. 5.500% 2/1/18 3,981 4,808
AT&T Inc. 5.600% 5/15/18 8,975 11,012
AT&T Inc. 5.800% 2/15/19 46,670 58,030
AT&T Inc. 3.875% 8/15/21 17,500 19,799
AT&T Inc. 3.000% 2/15/22 15,200 16,048
AT&T Inc. 6.450% 6/15/34 5,625 7,349
AT&T Inc. 6.150% 9/15/34 125 159
AT&T Inc. 6.800% 5/15/36 1,137 1,554
AT&T Inc. 6.500% 9/1/37 26,975 35,899
AT&T Inc. 6.300% 1/15/38 19,702 25,890
AT&T Inc. 6.400% 5/15/38 7,895 10,530
AT&T Inc. 6.550% 2/15/39 28,420 38,568
AT&T Inc. 5.350% 9/1/40 18,202 21,933
AT&T Inc. 5.550% 8/15/41 6,950 8,661
AT&T Mobility LLC 7.125% 12/15/31 10,015 13,933
Bellsouth Capital Funding Corp. 7.875% 2/15/30 10,400 14,065
Bellsouth Capital Funding Corp. 7.120% 7/15/97 550 698
BellSouth Corp. 5.200% 9/15/14 1,650 1,791
BellSouth Corp. 5.200% 12/15/16 6,875 7,978
BellSouth Corp. 6.875% 10/15/31 10,425 13,061
BellSouth Corp. 6.550% 6/15/34 7,511 9,099
BellSouth Corp. 6.000% 11/15/34 4,586 5,284
BellSouth Telecommunications Inc. 6.375% 6/1/28 8,800 10,520
British Telecommunications plc 2.000% 6/22/15 3,600 3,696
British Telecommunications plc 5.950% 1/15/18 11,850 14,182
British Telecommunications plc 9.625% 12/15/30 16,747 27,307
CBS Corp. 1.950% 7/1/17 1,725 1,768
CBS Corp. 4.625% 5/15/18 400 457
CBS Corp. 8.875% 5/15/19 4,575 6,150
CBS Corp. 5.750% 4/15/20 10,025 12,109
CBS Corp. 4.300% 2/15/21 3,775 4,205
CBS Corp. 3.375% 3/1/22 2,475 2,581
CBS Corp. 7.875% 7/30/30 2,371 3,241
CBS Corp. 5.500% 5/15/33 650 717
CBS Corp. 5.900% 10/15/40 800 947
CBS Corp. 4.850% 7/1/42 3,425 3,627
Cellco Partnership / Verizon Wireless Capital        
LLC 7.375% 11/15/13 21,575 23,188
Cellco Partnership / Verizon Wireless Capital        
LLC 5.550% 2/1/14 32,067 34,126
Cellco Partnership / Verizon Wireless Capital        
LLC 8.500% 11/15/18 17,600 24,717

 

 

CenturyLink Inc. 5.000% 2/15/15 500 530
CenturyLink Inc. 6.000% 4/1/17 325 364
CenturyLink Inc. 5.150% 6/15/17 1,500 1,640
CenturyLink Inc. 6.150% 9/15/19 2,550 2,853
CenturyLink Inc. 6.450% 6/15/21 5,200 5,866
CenturyLink Inc. 5.800% 3/15/22 15,979 17,392
CenturyLink Inc. 6.875% 1/15/28 800 856
CenturyLink Inc. 7.600% 9/15/39 8,975 9,500
CenturyLink Inc. 7.650% 3/15/42 600 644
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 7,656 11,442
Comcast Cable Communications LLC 8.875% 5/1/17 2,475 3,247
Comcast Corp. 5.300% 1/15/14 4,180 4,428
Comcast Corp. 6.500% 1/15/15 3,295 3,719
Comcast Corp. 5.900% 3/15/16 10,630 12,374
Comcast Corp. 6.500% 1/15/17 515 626
Comcast Corp. 6.300% 11/15/17 38,355 47,377
Comcast Corp. 5.875% 2/15/18 17,275 21,013
Comcast Corp. 5.700% 5/15/18 4,600 5,594
Comcast Corp. 5.700% 7/1/19 4,850 5,945
Comcast Corp. 5.150% 3/1/20 3,050 3,627
Comcast Corp. 3.125% 7/15/22 1,100 1,141
Comcast Corp. 7.050% 3/15/33 3,000 3,949
Comcast Corp. 5.650% 6/15/35 3,125 3,703
Comcast Corp. 6.500% 11/15/35 15,550 20,073
Comcast Corp. 6.450% 3/15/37 7,718 9,992
Comcast Corp. 6.950% 8/15/37 12,650 17,215
Comcast Corp. 6.400% 5/15/38 14,656 19,028
Comcast Corp. 4.650% 7/15/42 5,425 5,800
COX Communications Inc. 5.450% 12/15/14 10,210 11,238
COX Communications Inc. 5.500% 10/1/15 625 711
6 COX Communications Inc. 8.375% 3/1/39 4,100 6,274
Deutsche Telekom International Finance BV 4.875% 7/8/14 5,025 5,361
Deutsche Telekom International Finance BV 5.750% 3/23/16 7,965 9,104
Deutsche Telekom International Finance BV 6.750% 8/20/18 325 410
Deutsche Telekom International Finance BV 6.000% 7/8/19 7,175 8,525
Deutsche Telekom International Finance BV 8.750% 6/15/30 22,959 34,560
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.750% 10/1/14 3,875 4,164
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.550% 3/15/15 8,200 8,677
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.125% 2/15/16 5,000 5,273
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.500% 3/1/16 7,250 7,734
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 2.400% 3/15/17 7,225 7,417
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 29,500 34,706
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.200% 3/15/20 9,185 10,470
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.600% 2/15/21 250 273
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 3,200 3,598
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.800% 3/15/22 19,475 20,078

 

 

DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.350% 3/15/40 4,975 5,856
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.000% 8/15/40 3,425 3,859
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.375% 3/1/41 5,044 5,936
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.150% 3/15/42 16,000 16,421
Discovery Communications LLC 5.050% 6/1/20 8,500 9,955
Discovery Communications LLC 4.375% 6/15/21 1,250 1,403
Discovery Communications LLC 3.300% 5/15/22 5,400 5,625
Discovery Communications LLC 6.350% 6/1/40 250 315
Discovery Communications LLC 4.950% 5/15/42 8,000 8,726
Embarq Corp. 7.082% 6/1/16 9,131 10,777
Embarq Corp. 7.995% 6/1/36 8,990 10,165
France Telecom SA 4.375% 7/8/14 8,900 9,402
France Telecom SA 2.125% 9/16/15 1,500 1,546
France Telecom SA 2.750% 9/14/16 7,025 7,331
France Telecom SA 4.125% 9/14/21 10,025 11,084
France Telecom SA 8.500% 3/1/31 17,300 26,017
France Telecom SA 5.375% 1/13/42 17,650 20,765
Grupo Televisa SAB 6.625% 3/18/25 3,350 4,359
Grupo Televisa SAB 8.500% 3/11/32 550 802
Grupo Televisa SAB 6.625% 1/15/40 5,900 7,761
GTE Corp. 8.750% 11/1/21 2,935 4,197
GTE Corp. 6.940% 4/15/28 13,105 17,156
Koninklijke KPN NV 8.375% 10/1/30 3,505 4,666
McGraw-Hill Cos. Inc. 5.900% 11/15/17 5,050 5,942
McGraw-Hill Cos. Inc. 6.550% 11/15/37 6,450 7,819
NBCUniversal Media LLC 2.100% 4/1/14 3,500 3,573
NBCUniversal Media LLC 3.650% 4/30/15 3,875 4,160
NBCUniversal Media LLC 2.875% 4/1/16 8,375 8,905
NBCUniversal Media LLC 5.150% 4/30/20 6,950 8,243
NBCUniversal Media LLC 4.375% 4/1/21 8,110 9,179
NBCUniversal Media LLC 2.875% 1/15/23 7,775 7,761
NBCUniversal Media LLC 6.400% 4/30/40 17,950 22,840
NBCUniversal Media LLC 5.950% 4/1/41 7,600 9,418
NBCUniversal Media LLC 4.450% 1/15/43 10,375 10,340
New Cingular Wireless Services Inc. 8.750% 3/1/31 195 315
News America Inc. 5.300% 12/15/14 4,050 4,457
News America Inc. 8.000% 10/17/16 3,840 4,843
News America Inc. 7.250% 5/18/18 150 190
News America Inc. 6.900% 3/1/19 2,500 3,132
News America Inc. 4.500% 2/15/21 9,300 10,491
News America Inc. 7.700% 10/30/25 1,175 1,588
News America Inc. 6.550% 3/15/33 13,065 15,418
News America Inc. 6.200% 12/15/34 14,541 17,506
News America Inc. 6.400% 12/15/35 24,235 29,941
News America Inc. 8.150% 10/17/36 2,175 3,009
News America Inc. 6.150% 3/1/37 1,328 1,604
News America Inc. 6.650% 11/15/37 2,390 3,036
News America Inc. 6.900% 8/15/39 7,250 9,430
News America Inc. 6.150% 2/15/41 8,175 10,158
News America Inc. 7.750% 12/1/45 1,460 1,999
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 1,575 1,597
Omnicom Group Inc. 5.900% 4/15/16 750 866
Omnicom Group Inc. 4.450% 8/15/20 13,800 15,352

 

 

Omnicom Group Inc. 3.625% 5/1/22 13,775 14,447
Pacific Bell Telephone Co. 7.125% 3/15/26 1,275 1,721
Qwest Corp. 7.500% 10/1/14 8,200 9,140
Qwest Corp. 6.500% 6/1/17 3,300 3,900
Qwest Corp. 6.750% 12/1/21 3,500 4,177
Qwest Corp. 7.250% 9/15/25 1,360 1,625
Qwest Corp. 6.875% 9/15/33 12,275 12,444
Qwest Corp. 7.125% 11/15/43 14,775 15,107
Reed Elsevier Capital Inc. 7.750% 1/15/14 3,825 4,146
Reed Elsevier Capital Inc. 8.625% 1/15/19 11,264 14,433
Rogers Communications Inc. 6.375% 3/1/14 13,425 14,502
Rogers Communications Inc. 5.500% 3/15/14 1,450 1,551
Rogers Communications Inc. 6.800% 8/15/18 16,940 21,360
Rogers Communications Inc. 7.500% 8/15/38 725 1,047
TCI Communications Inc. 8.750% 8/1/15 17,750 21,473
TCI Communications Inc. 7.875% 2/15/26 3,043 4,380
TCI Communications Inc. 7.125% 2/15/28 1,327 1,744
Telecom Italia Capital SA 5.250% 11/15/13 7,123 7,365
Telecom Italia Capital SA 6.175% 6/18/14 3,100 3,261
Telecom Italia Capital SA 4.950% 9/30/14 5,150 5,339
Telecom Italia Capital SA 5.250% 10/1/15 19,135 20,154
Telecom Italia Capital SA 6.999% 6/4/18 5,920 6,539
Telecom Italia Capital SA 7.175% 6/18/19 20,200 22,332
Telecom Italia Capital SA 6.375% 11/15/33 5,730 5,244
Telecom Italia Capital SA 6.000% 9/30/34 1,325 1,171
Telecom Italia Capital SA 7.200% 7/18/36 3,140 3,077
Telecom Italia Capital SA 7.721% 6/4/38 6,598 6,643
Telefonica Emisiones SAU 4.949% 1/15/15 17,325 17,712
Telefonica Emisiones SAU 3.729% 4/27/15 4,875 4,878
Telefonica Emisiones SAU 3.992% 2/16/16 10,125 10,057
Telefonica Emisiones SAU 6.421% 6/20/16 12,410 13,127
Telefonica Emisiones SAU 6.221% 7/3/17 266 280
Telefonica Emisiones SAU 5.877% 7/15/19 7,578 7,680
Telefonica Emisiones SAU 5.134% 4/27/20 10,035 9,820
Telefonica Emisiones SAU 5.462% 2/16/21 14,250 14,041
Telefonica Emisiones SAU 7.045% 6/20/36 10,374 10,181
Telefonica Europe BV 8.250% 9/15/30 4,550 4,856
Thomson Reuters Corp. 5.700% 10/1/14 8,400 9,191
Thomson Reuters Corp. 6.500% 7/15/18 625 793
Thomson Reuters Corp. 4.700% 10/15/19 1,825 2,110
Thomson Reuters Corp. 5.500% 8/15/35 5,025 5,834
Thomson Reuters Corp. 5.850% 4/15/40 8,475 10,427
Time Warner Cable Inc. 8.250% 2/14/14 1,225 1,349
Time Warner Cable Inc. 7.500% 4/1/14 18,875 20,725
Time Warner Cable Inc. 3.500% 2/1/15 3,625 3,853
Time Warner Cable Inc. 5.850% 5/1/17 28,690 34,155
Time Warner Cable Inc. 6.750% 7/1/18 20,030 25,186
Time Warner Cable Inc. 8.750% 2/14/19 7,045 9,604
Time Warner Cable Inc. 8.250% 4/1/19 8,920 11,956
Time Warner Cable Inc. 5.000% 2/1/20 17,525 20,322
Time Warner Cable Inc. 4.125% 2/15/21 1,000 1,102
Time Warner Cable Inc. 6.550% 5/1/37 11,361 14,272
Time Warner Cable Inc. 7.300% 7/1/38 95 129
Time Warner Cable Inc. 6.750% 6/15/39 13,600 17,718
Time Warner Cable Inc. 5.875% 11/15/40 24,347 28,662
Time Warner Cable Inc. 5.500% 9/1/41 2,850 3,234
Time Warner Entertainment Co. LP 8.375% 3/15/23 1,865 2,630

 

 

Time Warner Entertainment Co. LP 8.375% 7/15/33 8,050 11,659
United States Cellular Corp. 6.700% 12/15/33 4,500 4,704
Verizon Communications Inc. 1.250% 11/3/14 100 102
Verizon Communications Inc. 4.900% 9/15/15 425 478
Verizon Communications Inc. 5.550% 2/15/16 10,175 11,782
Verizon Communications Inc. 3.000% 4/1/16 11,975 12,913
Verizon Communications Inc. 5.500% 4/1/17 3,000 3,581
Verizon Communications Inc. 5.500% 2/15/18 33,261 40,469
Verizon Communications Inc. 6.100% 4/15/18 7,605 9,499
Verizon Communications Inc. 8.750% 11/1/18 2,675 3,736
Verizon Communications Inc. 6.350% 4/1/19 47,091 60,423
Verizon Communications Inc. 4.600% 4/1/21 13,600 16,159
Verizon Communications Inc. 3.500% 11/1/21 5,700 6,295
Verizon Communications Inc. 5.850% 9/15/35 10,750 13,626
Verizon Communications Inc. 6.250% 4/1/37 895 1,191
Verizon Communications Inc. 6.400% 2/15/38 2,180 2,950
Verizon Communications Inc. 6.900% 4/15/38 21,435 30,798
Verizon Communications Inc. 8.950% 3/1/39 6,830 11,897
Verizon Communications Inc. 6.000% 4/1/41 16,675 22,113
Verizon Communications Inc. 4.750% 11/1/41 5,425 6,266
Verizon Global Funding Corp. 7.750% 12/1/30 11,866 17,653
Verizon Maryland Inc. 5.125% 6/15/33 1,955 2,130
Verizon New England Inc. 7.875% 11/15/29 1,385 1,824
Verizon New York Inc. 7.375% 4/1/32 6,530 8,675
Vodafone Group plc 5.000% 12/16/13 8,150 8,590
Vodafone Group plc 4.150% 6/10/14 2,775 2,938
Vodafone Group plc 5.375% 1/30/15 4,175 4,619
Vodafone Group plc 3.375% 11/24/15 1,325 1,428
Vodafone Group plc 5.750% 3/15/16 18,750 21,655
Vodafone Group plc 5.625% 2/27/17 12,406 14,760
Vodafone Group plc 1.625% 3/20/17 24,325 24,863
Vodafone Group plc 1.250% 9/26/17 11,900 11,914
Vodafone Group plc 4.625% 7/15/18 200 231
Vodafone Group plc 5.450% 6/10/19 10,475 12,945
Vodafone Group plc 4.375% 3/16/21 500 584
Vodafone Group plc 2.500% 9/26/22 3,150 3,149
Vodafone Group plc 7.875% 2/15/30 1,650 2,459
Vodafone Group plc 6.250% 11/30/32 7,775 10,337
Vodafone Group plc 6.150% 2/27/37 3,700 4,982
Washington Post Co. 7.250% 2/1/19 2,975 3,523
WPP Finance 2010 4.750% 11/21/21 7,962 8,777
WPP Finance 2010 3.625% 9/7/22 3,675 3,703
WPP Finance UK 8.000% 9/15/14 7,225 8,077
 
Consumer Cyclical (1.6%)        
AutoZone Inc. 6.500% 1/15/14 2,025 2,167
AutoZone Inc. 5.750% 1/15/15 8,375 9,256
AutoZone Inc. 7.125% 8/1/18 7,950 9,934
BorgWarner Inc. 4.625% 9/15/20 1,000 1,108
Costco Wholesale Corp. 5.500% 3/15/17 11,763 14,218
CVS Caremark Corp. 4.875% 9/15/14 1,375 1,482
CVS Caremark Corp. 3.250% 5/18/15 2,525 2,686
CVS Caremark Corp. 6.125% 8/15/16 1,675 1,989
CVS Caremark Corp. 5.750% 6/1/17 11,255 13,572
CVS Caremark Corp. 6.600% 3/15/19 17,080 21,832
CVS Caremark Corp. 4.750% 5/18/20 625 729
CVS Caremark Corp. 6.250% 6/1/27 26,949 35,634

 

 

CVS Caremark Corp. 6.125% 9/15/39 13,025 17,025
Daimler Finance North America LLC 6.500% 11/15/13 12,080 12,876
6 Daimler Finance North America LLC 2.625% 9/15/16 5,125 5,316
Daimler Finance North America LLC 8.500% 1/18/31 4,830 7,606
Darden Restaurants Inc. 6.200% 10/15/17 8,805 10,271
Darden Restaurants Inc. 6.800% 10/15/37 14,375 17,416
eBay Inc. 0.875% 10/15/13 3,050 3,067
eBay Inc. 1.625% 10/15/15 3,225 3,331
eBay Inc. 1.350% 7/15/17 7,950 8,040
eBay Inc. 3.250% 10/15/20 3,100 3,340
eBay Inc. 2.600% 7/15/22 8,675 8,740
eBay Inc. 4.000% 7/15/42 4,300 4,191
Expedia Inc. 5.950% 8/15/20 4,375 4,811
Family Dollar Stores Inc. 5.000% 2/1/21 2,550 2,743
Ford Holdings LLC 9.300% 3/1/30 4,525 6,006
Ford Motor Co. 6.625% 10/1/28 4,646 5,227
Ford Motor Co. 6.375% 2/1/29 6,044 6,558
Ford Motor Co. 7.450% 7/16/31 17,860 22,146
Ford Motor Co. 7.400% 11/1/46 4,975 5,982
Ford Motor Credit Co. LLC 7.000% 10/1/13 19,625 20,756
Ford Motor Credit Co. LLC 8.000% 6/1/14 7,675 8,474
Ford Motor Credit Co. LLC 8.700% 10/1/14 4,775 5,408
Ford Motor Credit Co. LLC 3.875% 1/15/15 19,600 20,436
Ford Motor Credit Co. LLC 7.000% 4/15/15 8,475 9,489
Ford Motor Credit Co. LLC 2.750% 5/15/15 14,250 14,508
Ford Motor Credit Co. LLC 12.000% 5/15/15 6,400 7,948
Ford Motor Credit Co. LLC 5.625% 9/15/15 12,900 14,134
Ford Motor Credit Co. LLC 4.207% 4/15/16 6,150 6,511
Ford Motor Credit Co. LLC 3.984% 6/15/16 3,650 3,828
Ford Motor Credit Co. LLC 8.000% 12/15/16 9,900 11,897
Ford Motor Credit Co. LLC 4.250% 2/3/17 5,450 5,774
Ford Motor Credit Co. LLC 3.000% 6/12/17 10,700 10,880
Ford Motor Credit Co. LLC 6.625% 8/15/17 13,973 16,205
Ford Motor Credit Co. LLC 5.000% 5/15/18 10,175 11,112
Ford Motor Credit Co. LLC 8.125% 1/15/20 8,950 11,240
Ford Motor Credit Co. LLC 5.750% 2/1/21 7,175 8,028
Ford Motor Credit Co. LLC 5.875% 8/2/21 12,750 14,449
Ford Motor Credit Co. LLC 4.250% 9/20/22 6,700 6,829
Gap Inc. 5.950% 4/12/21 3,725 4,163
Historic TW Inc. 9.150% 2/1/23 9,550 13,714
Historic TW Inc. 6.625% 5/15/29 7,800 9,715
Home Depot Inc. 5.250% 12/16/13 13,675 14,469
Home Depot Inc. 5.400% 3/1/16 4,968 5,753
Home Depot Inc. 3.950% 9/15/20 4,500 5,148
Home Depot Inc. 4.400% 4/1/21 33,025 38,896
Home Depot Inc. 5.875% 12/16/36 8,665 11,430
Home Depot Inc. 5.400% 9/15/40 1,900 2,394
Home Depot Inc. 5.950% 4/1/41 10,898 14,793
Hyatt Hotels Corp. 3.875% 8/15/16 1,475 1,566
Hyatt Hotels Corp. 5.375% 8/15/21 1,900 2,137
International Game Technology 7.500% 6/15/19 3,625 4,356
International Game Technology 5.500% 6/15/20 3,000 3,289
Johnson Controls Inc. 5.000% 3/30/20 21,962 25,090
Johnson Controls Inc. 6.000% 1/15/36 2,100 2,514
Johnson Controls Inc. 5.700% 3/1/41 1,300 1,558
Johnson Controls Inc. 5.250% 12/1/41 5,165 5,874
Kohl's Corp. 6.250% 12/15/17 2,300 2,812

 

 

Kohl's Corp. 4.000% 11/1/21 5,625 6,128
Kohl's Corp. 6.000% 1/15/33 725 836
Kohl's Corp. 6.875% 12/15/37 3,325 4,417
Lowe's Cos. Inc. 5.400% 10/15/16 15,550 18,083
Lowe's Cos. Inc. 1.625% 4/15/17 4,075 4,157
Lowe's Cos. Inc. 6.100% 9/15/17 3,350 4,081
Lowe's Cos. Inc. 3.800% 11/15/21 2,400 2,636
Lowe's Cos. Inc. 3.120% 4/15/22 3,525 3,657
Lowe's Cos. Inc. 6.875% 2/15/28 560 731
Lowe's Cos. Inc. 6.500% 3/15/29 3,676 4,669
Lowe's Cos. Inc. 5.800% 10/15/36 8,549 10,564
Lowe's Cos. Inc. 5.800% 4/15/40 900 1,110
Lowe's Cos. Inc. 5.125% 11/15/41 5,600 6,436
Lowe's Cos. Inc. 4.650% 4/15/42 5,150 5,615
Macy's Retail Holdings Inc. 7.875% 7/15/15 10,350 12,165
Macy's Retail Holdings Inc. 5.900% 12/1/16 10,900 12,729
Macy's Retail Holdings Inc. 7.450% 7/15/17 5,000 6,194
Macy's Retail Holdings Inc. 3.875% 1/15/22 1,200 1,293
Macy's Retail Holdings Inc. 6.900% 4/1/29 14,858 17,525
Macy's Retail Holdings Inc. 6.700% 7/15/34 250 296
Macy's Retail Holdings Inc. 6.375% 3/15/37 8,575 10,326
Macy's Retail Holdings Inc. 5.125% 1/15/42 8,785 9,584
Marriott International Inc. 6.200% 6/15/16 1,500 1,727
Marriott International Inc. 6.375% 6/15/17 1,750 2,081
Marriott International Inc. 3.000% 3/1/19 2,700 2,764
McDonald's Corp. 0.750% 5/29/15 2,750 2,774
McDonald's Corp. 5.300% 3/15/17 2,950 3,466
McDonald's Corp. 5.800% 10/15/17 5,550 6,819
McDonald's Corp. 5.350% 3/1/18 6,700 8,209
McDonald's Corp. 5.000% 2/1/19 3,150 3,777
McDonald's Corp. 1.875% 5/29/19 6,800 7,029
McDonald's Corp. 3.500% 7/15/20 100 113
McDonald's Corp. 6.300% 10/15/37 3,374 4,792
McDonald's Corp. 6.300% 3/1/38 8,550 12,140
McDonald's Corp. 5.700% 2/1/39 2,500 3,358
McDonald's Corp. 3.700% 2/15/42 9,300 9,572
Nordstrom Inc. 6.750% 6/1/14 1,675 1,845
Nordstrom Inc. 6.250% 1/15/18 10,950 13,361
Nordstrom Inc. 4.750% 5/1/20 3,875 4,507
Nordstrom Inc. 4.000% 10/15/21 12,516 14,097
Nordstrom Inc. 6.950% 3/15/28 1,075 1,429
Nordstrom Inc. 7.000% 1/15/38 1,980 2,875
NVR Inc. 3.950% 9/15/22 3,800 3,900
O'Reilly Automotive Inc. 4.875% 1/14/21 900 998
O'Reilly Automotive Inc. 3.800% 9/1/22 575 596
PACCAR Inc. 6.875% 2/15/14 3,575 3,878
6 QVC Inc. 5.125% 7/2/22 875 922
Staples Inc. 9.750% 1/15/14 19,300 21,302
Target Corp. 5.875% 7/15/16 9,350 11,078
Target Corp. 5.375% 5/1/17 8,975 10,716
Target Corp. 6.000% 1/15/18 5,650 7,036
Target Corp. 3.875% 7/15/20 4,400 5,032
Target Corp. 2.900% 1/15/22 8,565 9,078
Target Corp. 7.000% 7/15/31 3,700 5,175
Target Corp. 6.350% 11/1/32 7,600 10,088
Target Corp. 6.500% 10/15/37 8,795 12,342
Target Corp. 7.000% 1/15/38 13,185 19,361

 

 

Target Corp. 4.000% 7/1/42 9,350 9,532
Time Warner Cos. Inc. 7.570% 2/1/24 1,680 2,252
Time Warner Cos. Inc. 6.950% 1/15/28 80 106
Time Warner Inc. 3.150% 7/15/15 575 613
Time Warner Inc. 5.875% 11/15/16 18,475 21,937
Time Warner Inc. 4.875% 3/15/20 14,350 16,629
Time Warner Inc. 4.700% 1/15/21 3,320 3,812
Time Warner Inc. 4.750% 3/29/21 17,500 20,200
Time Warner Inc. 4.000% 1/15/22 2,400 2,656
Time Warner Inc. 7.625% 4/15/31 13,715 19,045
Time Warner Inc. 7.700% 5/1/32 10,331 14,453
Time Warner Inc. 6.500% 11/15/36 7,050 8,979
Time Warner Inc. 6.200% 3/15/40 4,850 6,063
Time Warner Inc. 6.100% 7/15/40 6,300 7,786
Time Warner Inc. 6.250% 3/29/41 11,175 13,985
Time Warner Inc. 5.375% 10/15/41 2,275 2,572
TJX Cos. Inc. 6.950% 4/15/19 17,510 22,443
Toyota Motor Credit Corp. 1.000% 2/17/15 4,825 4,868
Toyota Motor Credit Corp. 3.200% 6/17/15 15,250 16,268
Toyota Motor Credit Corp. 2.800% 1/11/16 2,000 2,121
Toyota Motor Credit Corp. 2.000% 9/15/16 7,400 7,690
Toyota Motor Credit Corp. 2.050% 1/12/17 17,200 17,862
Toyota Motor Credit Corp. 4.500% 6/17/20 1,400 1,613
Toyota Motor Credit Corp. 4.250% 1/11/21 5,075 5,794
Toyota Motor Credit Corp. 3.400% 9/15/21 5,600 6,056
Toyota Motor Credit Corp. 3.300% 1/12/22 18,600 20,027
VF Corp. 5.950% 11/1/17 2,700 3,235
VF Corp. 3.500% 9/1/21 8,000 8,580
VF Corp. 6.450% 11/1/37 2,375 3,231
Viacom Inc. 4.375% 9/15/14 6,275 6,714
Viacom Inc. 1.250% 2/27/15 2,900 2,929
Viacom Inc. 6.250% 4/30/16 3,500 4,120
Viacom Inc. 2.500% 12/15/16 2,900 3,056
Viacom Inc. 3.500% 4/1/17 12,025 13,140
Viacom Inc. 6.125% 10/5/17 5,925 7,129
Viacom Inc. 5.625% 9/15/19 14,660 17,624
Viacom Inc. 3.875% 12/15/21 1,050 1,144
Viacom Inc. 6.875% 4/30/36 11,560 15,302
Wal-Mart Stores Inc. 1.625% 4/15/14 1,175 1,197
Wal-Mart Stores Inc. 3.200% 5/15/14 20,700 21,663
Wal-Mart Stores Inc. 4.500% 7/1/15 2,450 2,719
Wal-Mart Stores Inc. 2.250% 7/8/15 3,850 4,030
Wal-Mart Stores Inc. 1.500% 10/25/15 21,960 22,589
Wal-Mart Stores Inc. 2.800% 4/15/16 300 322
Wal-Mart Stores Inc. 5.375% 4/5/17 1,650 1,976
Wal-Mart Stores Inc. 5.800% 2/15/18 17,050 21,239
Wal-Mart Stores Inc. 3.625% 7/8/20 36,275 40,789
Wal-Mart Stores Inc. 3.250% 10/25/20 26,525 29,349
Wal-Mart Stores Inc. 4.250% 4/15/21 14,600 17,173
Wal-Mart Stores Inc. 5.875% 4/5/27 18,775 25,208
Wal-Mart Stores Inc. 7.550% 2/15/30 12,045 18,070
Wal-Mart Stores Inc. 5.250% 9/1/35 6,675 8,254
Wal-Mart Stores Inc. 6.500% 8/15/37 21,186 30,297
Wal-Mart Stores Inc. 6.200% 4/15/38 5,781 8,002
Wal-Mart Stores Inc. 5.625% 4/1/40 4,250 5,593
Wal-Mart Stores Inc. 4.875% 7/8/40 1,950 2,354
Wal-Mart Stores Inc. 5.000% 10/25/40 1,305 1,579

 

 

Wal-Mart Stores Inc. 5.625% 4/15/41 21,950 29,269
Walgreen Co. 1.000% 3/13/15 4,850 4,871
Walgreen Co. 1.800% 9/15/17 2,325 2,349
Walgreen Co. 5.250% 1/15/19 4,100 4,813
Walgreen Co. 3.100% 9/15/22 950 962
Walgreen Co. 4.400% 9/15/42 7,475 7,665
Walt Disney Co. 4.500% 12/15/13 8,000 8,386
Walt Disney Co. 0.875% 12/1/14 6,500 6,570
Walt Disney Co. 1.350% 8/16/16 200 205
Walt Disney Co. 5.625% 9/15/16 5,525 6,565
Walt Disney Co. 5.875% 12/15/17 5,350 6,566
Walt Disney Co. 2.750% 8/16/21 6,900 7,242
Walt Disney Co. 7.000% 3/1/32 1,825 2,683
Walt Disney Co. 4.375% 8/16/41 3,550 4,084
Walt Disney Co. 4.125% 12/1/41 10,500 11,696
Western Union Co. 6.500% 2/26/14 2,850 3,078
Western Union Co. 5.930% 10/1/16 3,500 4,123
Western Union Co. 5.253% 4/1/20 3,946 4,613
Western Union Co. 6.200% 11/17/36 5,950 6,781
Western Union Co. 6.200% 6/21/40 5,225 6,065
Wyndham Worldwide Corp. 2.950% 3/1/17 750 756
Wyndham Worldwide Corp. 5.750% 2/1/18 2,255 2,540
Wyndham Worldwide Corp. 7.375% 3/1/20 4,755 5,730
Wyndham Worldwide Corp. 4.250% 3/1/22 10,535 10,712
Yum! Brands Inc. 6.250% 4/15/16 3,525 4,079
Yum! Brands Inc. 6.250% 3/15/18 125 152
Yum! Brands Inc. 3.875% 11/1/20 825 900
Yum! Brands Inc. 6.875% 11/15/37 8,250 11,400
 
Consumer Noncyclical (3.1%)        
Abbott Laboratories 4.350% 3/15/14 2,675 2,828
Abbott Laboratories 2.700% 5/27/15 6,925 7,334
Abbott Laboratories 5.875% 5/15/16 15,986 18,831
Abbott Laboratories 5.600% 11/30/17 16,725 20,484
Abbott Laboratories 5.125% 4/1/19 22,845 27,507
Abbott Laboratories 4.125% 5/27/20 6,717 7,759
Abbott Laboratories 6.150% 11/30/37 9,925 13,825
Abbott Laboratories 6.000% 4/1/39 1,950 2,737
Abbott Laboratories 5.300% 5/27/40 16,931 21,949
Allergan Inc. 5.750% 4/1/16 4,495 5,222
Altria Group Inc. 8.500% 11/10/13 68,095 73,940
Altria Group Inc. 4.125% 9/11/15 425 466
Altria Group Inc. 9.700% 11/10/18 7,341 10,497
Altria Group Inc. 9.250% 8/6/19 10,228 14,486
Altria Group Inc. 9.950% 11/10/38 6,236 10,429
Altria Group Inc. 10.200% 2/6/39 25,775 44,152
Altria Group Inc. 4.250% 8/9/42 8,620 8,521
AmerisourceBergen Corp. 5.875% 9/15/15 13,561 15,519
AmerisourceBergen Corp. 4.875% 11/15/19 5,345 6,246
AmerisourceBergen Corp. 3.500% 11/15/21 3,900 4,189
Amgen Inc. 1.875% 11/15/14 7,150 7,356
Amgen Inc. 4.850% 11/18/14 6,225 6,767
Amgen Inc. 2.300% 6/15/16 8,200 8,569
Amgen Inc. 2.500% 11/15/16 7,175 7,556
Amgen Inc. 2.125% 5/15/17 6,850 7,079
Amgen Inc. 5.850% 6/1/17 11,100 13,257
Amgen Inc. 5.700% 2/1/19 12,725 15,281

 

 

Amgen Inc. 3.450% 10/1/20 5,575 5,885
Amgen Inc. 4.100% 6/15/21 8,750 9,556
Amgen Inc. 3.875% 11/15/21 9,650 10,388
Amgen Inc. 3.625% 5/15/22 9,475 10,028
Amgen Inc. 6.375% 6/1/37 6,625 8,293
Amgen Inc. 6.900% 6/1/38 10,080 13,441
Amgen Inc. 6.400% 2/1/39 8,750 11,094
Amgen Inc. 5.750% 3/15/40 4,735 5,588
Amgen Inc. 4.950% 10/1/41 4,945 5,197
Amgen Inc. 5.150% 11/15/41 12,850 14,290
Amgen Inc. 5.650% 6/15/42 9,925 11,787
Amgen Inc. 5.375% 5/15/43 3,750 4,349
Anheuser-Busch Cos. LLC 5.600% 3/1/17 8,850 10,491
Anheuser-Busch Cos. LLC 5.500% 1/15/18 10,375 12,560
Anheuser-Busch Cos. LLC 6.800% 8/20/32 2,275 3,159
Anheuser-Busch Cos. LLC 5.750% 4/1/36 5,995 7,682
Anheuser-Busch Cos. LLC 6.450% 9/1/37 670 950
Anheuser-Busch InBev Worldwide Inc. 1.500% 7/14/14 12,550 12,787
Anheuser-Busch InBev Worldwide Inc. 5.375% 11/15/14 9,700 10,661
Anheuser-Busch InBev Worldwide Inc. 4.125% 1/15/15 11,025 11,851
Anheuser-Busch InBev Worldwide Inc. 0.800% 7/15/15 20,333 20,431
Anheuser-Busch InBev Worldwide Inc. 1.375% 7/15/17 4,700 4,759
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 7,250 9,805
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 6,100 8,038
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 25,360 31,457
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 10,090 12,147
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 4,875 5,700
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 13,134 13,336
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 6,400 10,658
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 10,385 14,837
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 20,995 21,074
Archer-Daniels-Midland Co. 8.375% 4/15/17 525 676
Archer-Daniels-Midland Co. 5.450% 3/15/18 8,900 10,704
Archer-Daniels-Midland Co. 4.479% 3/1/21 34,100 39,404
Archer-Daniels-Midland Co. 5.935% 10/1/32 4,275 5,312
Archer-Daniels-Midland Co. 5.375% 9/15/35 3,600 4,376
Archer-Daniels-Midland Co. 5.765% 3/1/41 11,835 15,365
AstraZeneca plc 5.400% 6/1/14 4,650 5,040
AstraZeneca plc 5.900% 9/15/17 17,210 21,109
AstraZeneca plc 1.950% 9/18/19 475 482
AstraZeneca plc 6.450% 9/15/37 20,721 28,368
AstraZeneca plc 4.000% 9/18/42 10,750 11,018
Avon Products Inc. 5.750% 3/1/18 1,982 2,140
Avon Products Inc. 6.500% 3/1/19 410 455
Baptist Health South Florida Obligated Group        
Revenue 4.590% 8/15/21 1,000 1,128
Baxter International Inc. 4.000% 3/1/14 1,350 1,416
Baxter International Inc. 5.900% 9/1/16 1,700 2,026
Baxter International Inc. 5.375% 6/1/18 5,000 6,070
Baxter International Inc. 2.400% 8/15/22 2,675 2,695
Baxter International Inc. 6.250% 12/1/37 3,925 5,467
Baxter International Inc. 3.650% 8/15/42 3,400 3,425
Beam Inc. 6.375% 6/15/14 1,403 1,531
Beam Inc. 1.875% 5/15/17 1,025 1,051
Beam Inc. 3.250% 5/15/22 2,050 2,120
Beam Inc. 5.875% 1/15/36 2,600 3,100
Becton Dickinson & Co. 1.750% 11/8/16 1,700 1,762

 

 

Becton Dickinson & Co. 5.000% 5/15/19 1,125 1,327
Becton Dickinson & Co. 3.250% 11/12/20 5,005 5,427
Becton Dickinson & Co. 3.125% 11/8/21 11,765 12,594
Becton Dickinson & Co. 6.000% 5/15/39 1,000 1,358
Becton Dickinson & Co. 5.000% 11/12/40 100 121
Biogen Idec Inc. 6.875% 3/1/18 12,825 15,790
Boston Scientific Corp. 4.500% 1/15/15 6,000 6,416
Boston Scientific Corp. 6.250% 11/15/15 12,151 13,808
Boston Scientific Corp. 5.125% 1/12/17 10,000 11,176
Boston Scientific Corp. 6.000% 1/15/20 7,625 9,065
Boston Scientific Corp. 7.000% 11/15/35 6,500 8,355
Boston Scientific Corp. 7.375% 1/15/40 6,000 8,268
Bottling Group LLC 5.000% 11/15/13 10,125 10,651
Bottling Group LLC 6.950% 3/15/14 29,775 32,531
Bottling Group LLC 5.500% 4/1/16 18,975 21,882
Bottling Group LLC 5.125% 1/15/19 2,725 3,242
Bristol-Myers Squibb Co. 0.875% 8/1/17 6,925 6,850
Bristol-Myers Squibb Co. 5.450% 5/1/18 2,225 2,701
Bristol-Myers Squibb Co. 2.000% 8/1/22 10,850 10,543
Bristol-Myers Squibb Co. 7.150% 6/15/23 400 564
Bristol-Myers Squibb Co. 6.800% 11/15/26 290 408
Bristol-Myers Squibb Co. 5.875% 11/15/36 12,934 16,979
Bristol-Myers Squibb Co. 6.125% 5/1/38 1,625 2,253
Bristol-Myers Squibb Co. 3.250% 8/1/42 3,175 2,930
Bristol-Myers Squibb Co. 6.875% 8/1/97 1,030 1,513
Bunge Ltd. Finance Corp. 5.350% 4/15/14 2,025 2,126
Bunge Ltd. Finance Corp. 5.100% 7/15/15 7,625 8,239
Bunge Ltd. Finance Corp. 4.100% 3/15/16 3,775 4,031
Bunge Ltd. Finance Corp. 8.500% 6/15/19 14,950 18,885
Campbell Soup Co. 3.050% 7/15/17 1,425 1,536
Campbell Soup Co. 4.250% 4/15/21 4,500 5,138
Campbell Soup Co. 2.500% 8/2/22 1,325 1,322
Campbell Soup Co. 3.800% 8/2/42 4,610 4,562
Cardinal Health Inc. 4.000% 6/15/15 750 809
Cardinal Health Inc. 4.625% 12/15/20 11,640 13,266
CareFusion Corp. 5.125% 8/1/14 1,700 1,819
CareFusion Corp. 6.375% 8/1/19 10,532 12,644
Celgene Corp. 2.450% 10/15/15 1,975 2,050
Celgene Corp. 1.900% 8/15/17 2,375 2,408
Celgene Corp. 3.950% 10/15/20 1,325 1,427
Celgene Corp. 3.250% 8/15/22 14,825 14,958
Celgene Corp. 5.700% 10/15/40 1,650 1,883
Church & Dwight Co. Inc. 3.350% 12/15/15 2,375 2,518
Clorox Co. 5.000% 1/15/15 1,725 1,881
Clorox Co. 3.550% 11/1/15 1,825 1,970
Clorox Co. 5.950% 10/15/17 13,265 15,934
Coca-Cola Co. 0.750% 11/15/13 7,000 7,033
Coca-Cola Co. 3.625% 3/15/14 5,675 5,938
Coca-Cola Co. 0.750% 3/13/15 4,975 5,002
Coca-Cola Co. 1.500% 11/15/15 7,490 7,713
Coca-Cola Co. 1.800% 9/1/16 9,600 10,008
Coca-Cola Co. 5.350% 11/15/17 5,750 6,951
Coca-Cola Co. 4.875% 3/15/19 9,525 11,395
Coca-Cola Co. 3.150% 11/15/20 7,700 8,431
Coca-Cola Co. 3.300% 9/1/21 14,750 16,392
Coca-Cola Enterprises Inc. 3.500% 9/15/20 1,050 1,127
Coca-Cola Enterprises Inc. 3.250% 8/19/21 1,575 1,640

 

 

Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,550 1,753
Coca-Cola HBC Finance BV 5.500% 9/17/15 8,150 8,805
Coca-Cola Refreshments USA Inc. 7.375% 3/3/14 10,850 11,888
Coca-Cola Refreshments USA Inc. 4.250% 3/1/15 375 407
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 6,361 9,363
Colgate-Palmolive Co. 0.600% 11/15/14 200 201
Colgate-Palmolive Co. 1.300% 1/15/17 9,375 9,562
Colgate-Palmolive Co. 2.625% 5/1/17 700 752
Colgate-Palmolive Co. 2.450% 11/15/21 3,400 3,537
Colgate-Palmolive Co. 1.950% 2/1/23 1,125 1,093
ConAgra Foods Inc. 5.875% 4/15/14 1,040 1,121
ConAgra Foods Inc. 5.819% 6/15/17 951 1,115
ConAgra Foods Inc. 7.000% 4/15/19 500 629
ConAgra Foods Inc. 9.750% 3/1/21 129 180
ConAgra Foods Inc. 7.125% 10/1/26 1,000 1,315
ConAgra Foods Inc. 7.000% 10/1/28 1,020 1,303
ConAgra Foods Inc. 8.250% 9/15/30 4,750 6,615
Covidien International Finance SA 1.350% 5/29/15 2,000 2,026
Covidien International Finance SA 6.000% 10/15/17 4,445 5,463
Covidien International Finance SA 3.200% 6/15/22 1,925 2,052
Covidien International Finance SA 6.550% 10/15/37 9,518 13,606
CR Bard Inc. 6.700% 12/1/26 5,250 6,923
Delhaize Group SA 5.875% 2/1/14 2,425 2,551
Delhaize Group SA 6.500% 6/15/17 3,700 4,125
Delhaize Group SA 4.125% 4/10/19 1,500 1,474
Delhaize Group SA 5.700% 10/1/40 4,387 3,892
DENTSPLY International Inc. 2.750% 8/15/16 2,800 2,895
DENTSPLY International Inc. 4.125% 8/15/21 1,575 1,665
Diageo Capital plc 5.500% 9/30/16 1,275 1,493
Diageo Capital plc 1.500% 5/11/17 6,375 6,488
Diageo Capital plc 5.750% 10/23/17 7,200 8,780
Diageo Capital plc 4.828% 7/15/20 2,430 2,869
Diageo Capital plc 5.875% 9/30/36 1,775 2,299
Diageo Finance BV 5.500% 4/1/13 5,326 5,457
Diageo Finance BV 3.250% 1/15/15 375 396
Diageo Finance BV 5.300% 10/28/15 7,026 7,970
Diageo Investment Corp. 2.875% 5/11/22 4,425 4,611
Diageo Investment Corp. 7.450% 4/15/35 700 1,048
Diageo Investment Corp. 4.250% 5/11/42 3,423 3,735
Dr Pepper Snapple Group Inc. 2.900% 1/15/16 1,150 1,219
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 5,090 6,460
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 6,050 6,240
Dr Pepper Snapple Group Inc. 3.200% 11/15/21 1,225 1,276
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 950 1,402
Eli Lilly & Co. 4.200% 3/6/14 2,400 2,530
Eli Lilly & Co. 5.200% 3/15/17 6,400 7,559
Eli Lilly & Co. 7.125% 6/1/25 220 311
Eli Lilly & Co. 5.500% 3/15/27 5,750 7,446
Eli Lilly & Co. 5.550% 3/15/37 3,286 4,241
Eli Lilly & Co. 5.950% 11/15/37 800 1,091
Energizer Holdings Inc. 4.700% 5/19/21 3,450 3,662
Energizer Holdings Inc. 4.700% 5/24/22 575 611
Estee Lauder Cos. Inc. 2.350% 8/15/22 1,500 1,502
Estee Lauder Cos. Inc. 6.000% 5/15/37 2,050 2,673
Estee Lauder Cos. Inc. 3.700% 8/15/42 925 910
Express Scripts Holding Co. 6.250% 6/15/14 6,575 7,163
6 Express Scripts Holding Co. 2.100% 2/12/15 4,400 4,496

 

 

Express Scripts Holding Co. 3.125% 5/15/16 6,950 7,428
6 Express Scripts Holding Co. 2.650% 2/15/17 18,075 18,985
Express Scripts Holding Co. 7.250% 6/15/19 1,925 2,488
6 Express Scripts Holding Co. 4.750% 11/15/21 14,280 16,502
6 Express Scripts Holding Co. 3.900% 2/15/22 13,950 15,178
6 Express Scripts Holding Co. 6.125% 11/15/41 4,825 6,280
Flowers Foods Inc. 4.375% 4/1/22 2,900 2,994
Genentech Inc. 4.750% 7/15/15 2,615 2,902
Genentech Inc. 5.250% 7/15/35 2,675 3,236
General Mills Inc. 5.200% 3/17/15 835 925
General Mills Inc. 5.700% 2/15/17 30,050 35,820
General Mills Inc. 5.650% 2/15/19 14,917 18,163
Gilead Sciences Inc. 2.400% 12/1/14 2,200 2,277
Gilead Sciences Inc. 3.050% 12/1/16 2,175 2,338
Gilead Sciences Inc. 4.500% 4/1/21 9,525 10,800
Gilead Sciences Inc. 4.400% 12/1/21 5,000 5,658
Gilead Sciences Inc. 5.650% 12/1/41 2,650 3,319
GlaxoSmithKline Capital Inc. 4.375% 4/15/14 20,800 22,065
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 33,510 41,246
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 3,500 4,336
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 27,861 39,549
GlaxoSmithKline Capital plc 1.500% 5/8/17 1,000 1,017
Hasbro Inc. 6.125% 5/15/14 6,900 7,468
Hasbro Inc. 6.300% 9/15/17 5,350 6,281
Hasbro Inc. 6.350% 3/15/40 9,306 11,110
Hershey Co. 5.450% 9/1/16 1,275 1,480
Hershey Co. 1.500% 11/1/16 3,975 4,094
Hershey Co. 4.125% 12/1/20 3,225 3,652
Hillshire Brands Co. 4.100% 9/15/20 187 195
HJ Heinz Co. 2.000% 9/12/16 1,450 1,506
HJ Heinz Co. 1.500% 3/1/17 4,860 4,934
HJ Heinz Co. 3.125% 9/12/21 250 260
HJ Heinz Co. 2.850% 3/1/22 2,700 2,762
HJ Heinz Finance Co. 6.750% 3/15/32 3,325 4,198
Hormel Foods Corp. 4.125% 4/15/21 1,300 1,469
Hospira Inc. 5.900% 6/15/14 550 591
Hospira Inc. 6.400% 5/15/15 850 950
Hospira Inc. 6.050% 3/30/17 150 173
Hospira Inc. 5.600% 9/15/40 2,200 2,339
Ingredion Inc. 3.200% 11/1/15 650 686
Ingredion Inc. 4.625% 11/1/20 885 991
Ingredion Inc. 6.625% 4/15/37 1,625 2,020
JM Smucker Co. 3.500% 10/15/21 2,150 2,299
Johnson & Johnson 5.550% 8/15/17 4,025 4,917
Johnson & Johnson 5.150% 7/15/18 20,675 25,347
Johnson & Johnson 6.950% 9/1/29 4,400 6,462
Johnson & Johnson 4.950% 5/15/33 5,025 6,233
Johnson & Johnson 5.950% 8/15/37 4,565 6,480
Johnson & Johnson 5.850% 7/15/38 1,870 2,657
Johnson & Johnson 4.500% 9/1/40 2,355 2,878
Kaiser Foundation Hospitals 3.500% 4/1/22 1,450 1,542
Kaiser Foundation Hospitals 4.875% 4/1/42 3,900 4,408
Kellogg Co. 5.125% 12/3/12 7,048 7,107
Kellogg Co. 1.125% 5/15/15 2,800 2,827
Kellogg Co. 4.450% 5/30/16 50 56
Kellogg Co. 1.875% 11/17/16 15,850 16,334
Kellogg Co. 1.750% 5/17/17 2,050 2,095

 

 

Kellogg Co. 4.150% 11/15/19 9,075 10,284
Kellogg Co. 4.000% 12/15/20 650 729
Kellogg Co. 3.125% 5/17/22 2,850 2,981
Kellogg Co. 7.450% 4/1/31 6,040 8,509
Kimberly-Clark Corp. 4.875% 8/15/15 5,250 5,881
Kimberly-Clark Corp. 6.125% 8/1/17 8,950 11,099
Kimberly-Clark Corp. 6.250% 7/15/18 175 222
Kimberly-Clark Corp. 3.625% 8/1/20 8,424 9,364
Kimberly-Clark Corp. 3.875% 3/1/21 425 482
Kimberly-Clark Corp. 2.400% 3/1/22 5,900 6,003
Kimberly-Clark Corp. 6.625% 8/1/37 1,475 2,172
Kimberly-Clark Corp. 5.300% 3/1/41 6,225 8,126
Koninklijke Philips Electronics NV 5.750% 3/11/18 10,100 12,272
Koninklijke Philips Electronics NV 3.750% 3/15/22 9,700 10,516
Koninklijke Philips Electronics NV 6.875% 3/11/38 4,225 5,809
Koninklijke Philips Electronics NV 5.000% 3/15/42 5,625 6,383
6 Kraft Foods Group Inc. 1.625% 6/4/15 2,000 2,031
6 Kraft Foods Group Inc. 2.250% 6/5/17 4,325 4,480
6 Kraft Foods Group Inc. 6.125% 8/23/18 10,075 12,375
6 Kraft Foods Group Inc. 5.375% 2/10/20 8,888 10,605
6 Kraft Foods Group Inc. 3.500% 6/6/22 2,100 2,225
6 Kraft Foods Group Inc. 5.000% 6/4/42 9,025 10,162
Mondelez International Inc. 5.375% 2/10/20 58,227 70,258
Mondelez International Inc. 6.500% 11/1/31 8,600 11,021
Mondelez International Inc. 7.000% 8/11/37 10,356 14,502
Mondelez International Inc. 6.875% 2/1/38 11,420 15,888
Mondelez International Inc. 6.875% 1/26/39 1,300 1,807
Mondelez International Inc. 6.500% 2/9/40 19,082 25,952
Kroger Co. 4.950% 1/15/15 1,725 1,879
Kroger Co. 3.900% 10/1/15 300 326
Kroger Co. 6.400% 8/15/17 7,325 8,848
Kroger Co. 6.800% 12/15/18 2,175 2,666
Kroger Co. 6.150% 1/15/20 7,895 9,653
Kroger Co. 3.400% 4/15/22 875 911
Kroger Co. 7.700% 6/1/29 7,825 10,185
Kroger Co. 8.000% 9/15/29 1,425 1,898
Kroger Co. 7.500% 4/1/31 7,395 9,739
Kroger Co. 6.900% 4/15/38 6,300 7,953
Kroger Co. 5.000% 4/15/42 925 968
Laboratory Corp. of America Holdings 5.625% 12/15/15 2,500 2,816
Laboratory Corp. of America Holdings 2.200% 8/23/17 1,925 1,968
Laboratory Corp. of America Holdings 4.625% 11/15/20 200 222
Laboratory Corp. of America Holdings 3.750% 8/23/22 1,250 1,310
Life Technologies Corp. 4.400% 3/1/15 4,350 4,647
Life Technologies Corp. 3.500% 1/15/16 11,185 11,768
Life Technologies Corp. 6.000% 3/1/20 4,300 5,125
Life Technologies Corp. 5.000% 1/15/21 2,200 2,492
Lorillard Tobacco Co. 8.125% 6/23/19 7,610 9,789
Lorillard Tobacco Co. 8.125% 5/1/40 4,000 5,219
Lorillard Tobacco Co. 7.000% 8/4/41 4,350 5,224
Mattel Inc. 2.500% 11/1/16 450 471
Mattel Inc. 5.450% 11/1/41 1,725 1,926
McCormick & Co. Inc. 3.900% 7/15/21 1,850 2,051
McKesson Corp. 6.500% 2/15/14 1,650 1,777
McKesson Corp. 3.250% 3/1/16 1,475 1,585
McKesson Corp. 5.700% 3/1/17 1,000 1,196
McKesson Corp. 4.750% 3/1/21 13,195 15,268

 

 

McKesson Corp. 6.000% 3/1/41 2,050 2,799
Mead Johnson Nutrition Co. 3.500% 11/1/14 5,825 6,064
Mead Johnson Nutrition Co. 4.900% 11/1/19 2,925 3,338
Mead Johnson Nutrition Co. 5.900% 11/1/39 11,170 13,808
Medco Health Solutions Inc. 2.750% 9/15/15 10,225 10,688
Medco Health Solutions Inc. 7.125% 3/15/18 14,138 17,757
Medtronic Inc. 4.500% 3/15/14 2,600 2,751
Medtronic Inc. 3.000% 3/15/15 10,050 10,629
Medtronic Inc. 4.750% 9/15/15 4,435 4,958
Medtronic Inc. 5.600% 3/15/19 1,150 1,400
Medtronic Inc. 4.450% 3/15/20 3,615 4,202
Medtronic Inc. 6.500% 3/15/39 2,440 3,571
Medtronic Inc. 5.550% 3/15/40 4,275 5,399
Medtronic Inc. 4.500% 3/15/42 4,050 4,598
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 1,100 1,288
Memorial Sloan-Kettering Cancer Center New        
York GO 3.774% 11/15/43 11,475 11,506
Merck & Co. Inc. 5.300% 12/1/13 13,475 14,237
Merck & Co. Inc. 4.750% 3/1/15 1,450 1,598
Merck & Co. Inc. 4.000% 6/30/15 9,775 10,724
Merck & Co. Inc. 2.250% 1/15/16 34,525 36,299
Merck & Co. Inc. 6.000% 9/15/17 1,850 2,285
Merck & Co. Inc. 5.000% 6/30/19 3,975 4,809
Merck & Co. Inc. 3.875% 1/15/21 6,630 7,545
Merck & Co. Inc. 6.400% 3/1/28 4,130 5,710
Merck & Co. Inc. 5.950% 12/1/28 2,150 2,866
Merck & Co. Inc. 6.500% 12/1/33 5,563 8,044
Merck & Co. Inc. 5.750% 11/15/36 10,775 14,385
Merck & Co. Inc. 6.550% 9/15/37 11,200 16,516
Merck & Co. Inc. 5.850% 6/30/39 1,750 2,397
Merck & Co. Inc. 3.600% 9/15/42 500 500
Molson Coors Brewing Co. 2.000% 5/1/17 1,300 1,340
Molson Coors Brewing Co. 3.500% 5/1/22 1,450 1,531
Molson Coors Brewing Co. 5.000% 5/1/42 13,400 14,989
Mondelez International Inc. 5.250% 10/1/13 675 705
Mondelez International Inc. 6.750% 2/19/14 150 162
Mondelez International Inc. 4.125% 2/9/16 26,325 28,959
Mondelez International Inc. 6.500% 8/11/17 15,973 19,652
New York University Hospitals Center GO 4.428% 7/1/42 3,500 3,570
Newell Rubbermaid Inc. 2.000% 6/15/15 625 634
Newell Rubbermaid Inc. 4.700% 8/15/20 700 770
Newell Rubbermaid Inc. 4.000% 6/15/22 450 472
Novant Health Inc. 5.850% 11/1/19 6,125 7,157
Novartis Capital Corp. 4.125% 2/10/14 33,225 34,859
Novartis Capital Corp. 2.900% 4/24/15 5,150 5,462
Novartis Capital Corp. 4.400% 4/24/20 400 471
Novartis Capital Corp. 2.400% 9/21/22 15,225 15,328
Novartis Capital Corp. 3.700% 9/21/42 1,850 1,894
Novartis Securities Investment Ltd. 5.125% 2/10/19 17,975 21,651
Pepsi Bottling Group Inc. 7.000% 3/1/29 9,649 14,069
PepsiAmericas Inc. 4.375% 2/15/14 825 869
PepsiAmericas Inc. 4.875% 1/15/15 1,400 1,537
PepsiAmericas Inc. 5.000% 5/15/17 3,800 4,442
PepsiCo Inc. 3.750% 3/1/14 12,950 13,546
PepsiCo Inc. 2.500% 5/10/16 500 529
PepsiCo Inc. 1.250% 8/13/17 2,775 2,797

 

 

PepsiCo Inc. 5.000% 6/1/18 14,400 17,129
PepsiCo Inc. 7.900% 11/1/18 4,003 5,431
PepsiCo Inc. 4.500% 1/15/20 9,875 11,480
PepsiCo Inc. 3.000% 8/25/21 4,137 4,388
PepsiCo Inc. 5.500% 1/15/40 8,730 11,221
PepsiCo Inc. 4.875% 11/1/40 4,250 5,060
PepsiCo Inc. 4.000% 3/5/42 10,625 11,079
PepsiCo Inc. 3.600% 8/13/42 4,400 4,306
PerkinElmer Inc. 5.000% 11/15/21 3,050 3,391
Pfizer Inc. 5.350% 3/15/15 44,225 49,413
Pfizer Inc. 6.200% 3/15/19 26,470 33,748
Pfizer Inc. 7.200% 3/15/39 8,650 13,525
Pharmacia Corp. 6.500% 12/1/18 550 700
Pharmacia Corp. 6.600% 12/1/28 1,750 2,387
Philip Morris International Inc. 6.875% 3/17/14 41,423 45,322
Philip Morris International Inc. 2.500% 5/16/16 2,865 3,031
Philip Morris International Inc. 5.650% 5/16/18 10,805 13,248
Philip Morris International Inc. 4.125% 5/17/21 800 905
Philip Morris International Inc. 6.375% 5/16/38 23,180 32,051
Philip Morris International Inc. 4.375% 11/15/41 3,700 3,992
Philip Morris International Inc. 4.500% 3/20/42 5,000 5,515
Philip Morris International Inc. 3.875% 8/21/42 7,250 7,271
4 Procter & Gamble - Esop 9.360% 1/1/21 8,299 11,214
Procter & Gamble Co. 0.700% 8/15/14 3,350 3,372
Procter & Gamble Co. 4.950% 8/15/14 2,300 2,496
Procter & Gamble Co. 3.500% 2/15/15 7,750 8,292
Procter & Gamble Co. 1.800% 11/15/15 5,000 5,192
Procter & Gamble Co. 4.850% 12/15/15 1,250 1,414
Procter & Gamble Co. 1.450% 8/15/16 2,850 2,929
Procter & Gamble Co. 4.700% 2/15/19 2,860 3,398
Procter & Gamble Co. 2.300% 2/6/22 10,000 10,200
Procter & Gamble Co. 6.450% 1/15/26 3,875 5,355
Procter & Gamble Co. 5.500% 2/1/34 5,963 7,756
Procter & Gamble Co. 5.800% 8/15/34 225 303
Procter & Gamble Co. 5.550% 3/5/37 12,396 16,772
Quest Diagnostics Inc. 5.450% 11/1/15 6,375 7,139
Quest Diagnostics Inc. 6.400% 7/1/17 140 167
Quest Diagnostics Inc. 4.750% 1/30/20 250 283
Quest Diagnostics Inc. 4.700% 4/1/21 700 792
Quest Diagnostics Inc. 6.950% 7/1/37 4,170 5,527
Ralcorp Holdings Inc. 4.950% 8/15/20 5,725 6,020
Ralcorp Holdings Inc. 6.625% 8/15/39 1,390 1,484
Reynolds American Inc. 7.625% 6/1/16 6,250 7,535
Reynolds American Inc. 6.750% 6/15/17 5,836 7,078
Reynolds American Inc. 7.250% 6/15/37 3,840 4,840
Safeway Inc. 6.250% 3/15/14 6,400 6,826
Safeway Inc. 5.625% 8/15/14 1,855 1,986
Safeway Inc. 3.400% 12/1/16 9,500 9,949
Safeway Inc. 6.350% 8/15/17 5,230 5,890
Safeway Inc. 5.000% 8/15/19 950 990
Safeway Inc. 3.950% 8/15/20 4,650 4,529
Safeway Inc. 7.250% 2/1/31 9,877 10,543
Sanofi 1.625% 3/28/14 3,000 3,053
Sanofi 1.200% 9/30/14 5,250 5,328
Sanofi 2.625% 3/29/16 31,976 33,917
Sanofi 4.000% 3/29/21 9,871 11,278
St. Jude Medical Inc. 3.750% 7/15/14 10,275 10,836

 

 

St. Jude Medical Inc. 2.500% 1/15/16 550 574
St. Jude Medical Inc. 4.875% 7/15/19 3,025 3,476
Stryker Corp. 3.000% 1/15/15 2,100 2,214
Stryker Corp. 2.000% 9/30/16 3,875 4,035
Stryker Corp. 4.375% 1/15/20 2,425 2,781
Sysco Corp. 5.250% 2/12/18 3,625 4,361
Sysco Corp. 5.375% 9/21/35 6,375 8,088
Teva Pharmaceutical Finance Co. BV 2.400% 11/10/16 3,850 4,054
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 1,125 1,220
Teva Pharmaceutical Finance Co. LLC 5.550% 2/1/16 775 885
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 5,005 6,628
Teva Pharmaceutical Finance II BV / Teva        
Pharmaceutical Finance III LLC 3.000% 6/15/15 5,075 5,393
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 3,400 3,675
Teva Pharmaceutical Finance IV LLC 1.700% 11/10/14 8,090 8,278
Thermo Fisher Scientific Inc. 3.250% 11/20/14 13,700 14,424
Thermo Fisher Scientific Inc. 3.200% 5/1/15 6,650 7,038
Thermo Fisher Scientific Inc. 3.200% 3/1/16 11,115 11,854
Thermo Fisher Scientific Inc. 4.700% 5/1/20 725 831
Thermo Fisher Scientific Inc. 4.500% 3/1/21 10,400 11,847
Thermo Fisher Scientific Inc. 3.600% 8/15/21 600 643
Thermo Fisher Scientific Inc. 3.150% 1/15/23 825 851
Tupperware Brands Corp. 4.750% 6/1/21 700 744
Tyson Foods Inc. 4.500% 6/15/22 11,200 11,732
Unilever Capital Corp. 3.650% 2/15/14 6,275 6,559
Unilever Capital Corp. 0.450% 7/30/15 450 449
Unilever Capital Corp. 2.750% 2/10/16 200 213
Unilever Capital Corp. 0.850% 8/2/17 1,100 1,089
Unilever Capital Corp. 4.800% 2/15/19 1,500 1,771
Unilever Capital Corp. 4.250% 2/10/21 6,870 8,011
Unilever Capital Corp. 5.900% 11/15/32 3,878 5,488
UST LLC 5.750% 3/1/18 2,700 3,231
Watson Pharmaceuticals Inc. 5.000% 8/15/14 4,600 4,936
Watson Pharmaceuticals Inc. 1.875% 10/1/17 925 935
Watson Pharmaceuticals Inc. 6.125% 8/15/19 4,625 5,649
Watson Pharmaceuticals Inc. 3.250% 10/1/22 1,025 1,038
Watson Pharmaceuticals Inc. 4.625% 10/1/42 450 459
Whirlpool Corp. 4.850% 6/15/21 2,500 2,667
Whirlpool Corp. 4.700% 6/1/22 1,675 1,764
Wyeth LLC 5.500% 2/1/14 11,761 12,569
Wyeth LLC 5.500% 2/15/16 2,475 2,870
Wyeth LLC 5.450% 4/1/17 925 1,103
Wyeth LLC 6.450% 2/1/24 1,500 2,049
Wyeth LLC 6.500% 2/1/34 8,950 12,478
Wyeth LLC 6.000% 2/15/36 7,655 10,278
Wyeth LLC 5.950% 4/1/37 25,245 33,903
Zimmer Holdings Inc. 1.400% 11/30/14 2,500 2,517
Zimmer Holdings Inc. 4.625% 11/30/19 1,075 1,233
Zimmer Holdings Inc. 3.375% 11/30/21 2,725 2,854
Zimmer Holdings Inc. 5.750% 11/30/39 4,340 5,335
 
Energy (1.6%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 3,400 4,228
Anadarko Finance Co. 7.500% 5/1/31 1,220 1,640
Anadarko Petroleum Corp. 7.625% 3/15/14 25,675 28,045
Anadarko Petroleum Corp. 5.750% 6/15/14 6,150 6,610
Anadarko Petroleum Corp. 5.950% 9/15/16 35,806 41,632

 

 

Anadarko Petroleum Corp. 6.375% 9/15/17 7,675 9,264
Anadarko Petroleum Corp. 6.950% 6/15/19 675 846
Anadarko Petroleum Corp. 6.450% 9/15/36 10,720 13,348
Anadarko Petroleum Corp. 7.950% 6/15/39 3,775 5,451
Anadarko Petroleum Corp. 6.200% 3/15/40 1,025 1,257
Apache Corp. 5.625% 1/15/17 700 835
Apache Corp. 1.750% 4/15/17 800 828
Apache Corp. 6.900% 9/15/18 7,100 9,155
Apache Corp. 3.625% 2/1/21 4,700 5,191
Apache Corp. 3.250% 4/15/22 7,000 7,527
Apache Corp. 6.000% 1/15/37 11,000 14,690
Apache Corp. 5.100% 9/1/40 11,900 14,114
Apache Corp. 5.250% 2/1/42 9,300 11,317
Apache Corp. 4.750% 4/15/43 2,500 2,868
Apache Finance Canada Corp. 7.750% 12/15/29 1,075 1,556
Baker Hughes Inc. 7.500% 11/15/18 240 324
Baker Hughes Inc. 6.875% 1/15/29 700 955
Baker Hughes Inc. 5.125% 9/15/40 17,965 22,046
BJ Services Co. 6.000% 6/1/18 2,825 3,499
BP Capital Markets plc 5.250% 11/7/13 17,375 18,276
BP Capital Markets plc 3.625% 5/8/14 5,625 5,899
BP Capital Markets plc 1.700% 12/5/14 2,300 2,358
BP Capital Markets plc 3.875% 3/10/15 9,985 10,723
BP Capital Markets plc 3.125% 10/1/15 17,375 18,533
BP Capital Markets plc 3.200% 3/11/16 20,200 21,673
BP Capital Markets plc 2.248% 11/1/16 7,650 8,004
BP Capital Markets plc 1.846% 5/5/17 16,975 17,336
BP Capital Markets plc 4.750% 3/10/19 11,725 13,645
BP Capital Markets plc 4.742% 3/11/21 14,300 16,745
BP Capital Markets plc 3.561% 11/1/21 7,335 7,930
BP Capital Markets plc 3.245% 5/6/22 11,175 11,790
Burlington Resources Finance Co. 7.200% 8/15/31 750 1,070
Burlington Resources Finance Co. 7.400% 12/1/31 4,275 6,276
Cameron International Corp. 1.600% 4/30/15 4,050 4,112
Cameron International Corp. 6.375% 7/15/18 975 1,181
Cameron International Corp. 7.000% 7/15/38 1,595 2,108
Cameron International Corp. 5.950% 6/1/41 400 497
Canadian Natural Resources Ltd. 1.450% 11/14/14 1,300 1,321
Canadian Natural Resources Ltd. 4.900% 12/1/14 5,400 5,881
Canadian Natural Resources Ltd. 6.000% 8/15/16 4,225 4,995
Canadian Natural Resources Ltd. 5.700% 5/15/17 11,301 13,418
Canadian Natural Resources Ltd. 3.450% 11/15/21 525 562
Canadian Natural Resources Ltd. 7.200% 1/15/32 4,800 6,630
Canadian Natural Resources Ltd. 6.450% 6/30/33 5,865 7,654
Canadian Natural Resources Ltd. 5.850% 2/1/35 175 214
Canadian Natural Resources Ltd. 6.500% 2/15/37 9,180 12,000
Canadian Natural Resources Ltd. 6.250% 3/15/38 825 1,081
Cenovus Energy Inc. 4.500% 9/15/14 4,625 4,963
Cenovus Energy Inc. 5.700% 10/15/19 4,575 5,599
Cenovus Energy Inc. 3.000% 8/15/22 800 818
Cenovus Energy Inc. 6.750% 11/15/39 21,450 29,275
Cenovus Energy Inc. 4.450% 9/15/42 2,875 2,999
Chevron Corp. 3.950% 3/3/14 6,165 6,473
Chevron Corp. 4.950% 3/3/19 14,025 16,981
ConocoPhillips 4.750% 2/1/14 1,357 1,434
ConocoPhillips 4.600% 1/15/15 12,880 14,060
ConocoPhillips 5.750% 2/1/19 28,625 35,642

 

 

ConocoPhillips 5.900% 10/15/32 9,151 11,938
ConocoPhillips 5.900% 5/15/38 4,242 5,710
ConocoPhillips 6.500% 2/1/39 7,025 10,165
ConocoPhillips Canada Funding Co. I 5.625% 10/15/16 28,725 34,082
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 4,450 5,775
ConocoPhillips Holding Co. 6.950% 4/15/29 9,390 13,300
Devon Energy Corp. 5.625% 1/15/14 8,800 9,356
Devon Energy Corp. 2.400% 7/15/16 750 783
Devon Energy Corp. 1.875% 5/15/17 1,525 1,556
Devon Energy Corp. 4.000% 7/15/21 4,250 4,703
Devon Energy Corp. 3.250% 5/15/22 5,825 6,073
Devon Energy Corp. 7.950% 4/15/32 7,650 11,449
Devon Energy Corp. 5.600% 7/15/41 6,150 7,281
Devon Financing Corp. ULC 7.875% 9/30/31 16,526 23,843
Diamond Offshore Drilling Inc. 5.150% 9/1/14 2,250 2,443
Diamond Offshore Drilling Inc. 4.875% 7/1/15 600 667
Diamond Offshore Drilling Inc. 5.875% 5/1/19 2,700 3,343
Diamond Offshore Drilling Inc. 5.700% 10/15/39 4,000 5,270
Encana Corp. 4.750% 10/15/13 75 78
Encana Corp. 5.900% 12/1/17 4,550 5,415
Encana Corp. 3.900% 11/15/21 6,450 6,797
Encana Corp. 7.200% 11/1/31 5,675 6,916
Encana Corp. 6.500% 8/15/34 8,525 10,142
Encana Corp. 6.625% 8/15/37 4,479 5,467
EnCana Holdings Finance Corp. 5.800% 5/1/14 4,900 5,257
Ensco plc 3.250% 3/15/16 4,000 4,273
Ensco plc 4.700% 3/15/21 3,500 3,940
EOG Resources Inc. 6.125% 10/1/13 650 686
EOG Resources Inc. 2.950% 6/1/15 5,350 5,660
EOG Resources Inc. 5.875% 9/15/17 5,325 6,473
EOG Resources Inc. 5.625% 6/1/19 850 1,044
EOG Resources Inc. 4.400% 6/1/20 2,875 3,329
EOG Resources Inc. 4.100% 2/1/21 9,500 10,786
EOG Resources Inc. 2.625% 3/15/23 4,175 4,221
EQT Corp. 6.500% 4/1/18 11,475 13,210
EQT Corp. 8.125% 6/1/19 325 394
FMC Technologies Inc. 2.000% 10/1/17 3,000 3,029
FMC Technologies Inc. 3.450% 10/1/22 1,100 1,116
Global Marine Inc. 7.000% 6/1/28 3,150 3,532
Halliburton Co. 6.150% 9/15/19 2,945 3,684
Halliburton Co. 6.700% 9/15/38 10,225 14,533
Halliburton Co. 7.450% 9/15/39 5,060 7,722
Halliburton Co. 4.500% 11/15/41 5,275 5,903
Hess Corp. 8.125% 2/15/19 10,725 14,119
Hess Corp. 7.875% 10/1/29 5,895 8,155
Hess Corp. 7.300% 8/15/31 4,510 6,042
Hess Corp. 7.125% 3/15/33 4,675 6,200
Hess Corp. 6.000% 1/15/40 6,518 7,894
Hess Corp. 5.600% 2/15/41 7,375 8,564
Husky Energy Inc. 5.900% 6/15/14 8,607 9,340
Husky Energy Inc. 6.150% 6/15/19 800 961
Husky Energy Inc. 7.250% 12/15/19 2,435 3,138
Husky Energy Inc. 3.950% 4/15/22 3,150 3,363
Husky Energy Inc. 6.800% 9/15/37 2,175 2,855
Kerr-McGee Corp. 6.950% 7/1/24 12,420 16,079
Kerr-McGee Corp. 7.875% 9/15/31 2,015 2,695
Marathon Oil Corp. 6.000% 10/1/17 10,475 12,704

 

 

Marathon Oil Corp. 5.900% 3/15/18 3,997 4,843
Marathon Oil Corp. 6.800% 3/15/32 7,367 9,802
Marathon Oil Corp. 6.600% 10/1/37 610 814
Marathon Petroleum Corp. 3.500% 3/1/16 3,000 3,193
Marathon Petroleum Corp. 5.125% 3/1/21 6,800 7,838
Marathon Petroleum Corp. 6.500% 3/1/41 13,475 16,455
Murphy Oil Corp. 4.000% 6/1/22 2,300 2,445
Murphy Oil Corp. 7.050% 5/1/29 4,700 5,742
Nabors Industries Inc. 6.150% 2/15/18 17,650 20,725
Nabors Industries Inc. 9.250% 1/15/19 3,025 3,962
Nabors Industries Inc. 5.000% 9/15/20 2,325 2,558
Nexen Inc. 6.200% 7/30/19 3,500 4,236
Nexen Inc. 7.875% 3/15/32 9,875 13,553
Nexen Inc. 5.875% 3/10/35 3,287 3,892
Nexen Inc. 6.400% 5/15/37 9,450 12,078
Nexen Inc. 7.500% 7/30/39 6,700 9,574
Noble Energy Inc. 8.250% 3/1/19 3,829 4,969
Noble Energy Inc. 4.150% 12/15/21 8,525 9,220
Noble Energy Inc. 8.000% 4/1/27 525 717
Noble Energy Inc. 6.000% 3/1/41 10,600 12,827
Noble Holding International Ltd. 3.450% 8/1/15 9,050 9,561
Noble Holding International Ltd. 3.050% 3/1/16 4,250 4,431
Noble Holding International Ltd. 4.900% 8/1/20 3,825 4,274
Noble Holding International Ltd. 3.950% 3/15/22 1,225 1,284
Noble Holding International Ltd. 6.200% 8/1/40 4,450 5,181
Noble Holding International Ltd. 6.050% 3/1/41 1,020 1,187
Noble Holding International Ltd. 5.250% 3/15/42 1,225 1,312
Occidental Petroleum Corp. 2.500% 2/1/16 9,675 10,238
Occidental Petroleum Corp. 1.750% 2/15/17 4,101 4,247
Occidental Petroleum Corp. 1.500% 2/15/18 2,550 2,590
Occidental Petroleum Corp. 4.100% 2/1/21 14,700 16,895
Occidental Petroleum Corp. 3.125% 2/15/22 11,700 12,526
Occidental Petroleum Corp. 2.700% 2/15/23 10,000 10,261
PC Financial Partnership 5.000% 11/15/14 8,100 8,789
Petro-Canada 6.050% 5/15/18 6,075 7,414
Petro-Canada 7.875% 6/15/26 1,500 2,145
Petro-Canada 7.000% 11/15/28 1,175 1,483
Petro-Canada 5.350% 7/15/33 4,825 5,377
Petro-Canada 5.950% 5/15/35 7,040 8,574
Petro-Canada 6.800% 5/15/38 4,475 6,101
Petrohawk Energy Corp. 10.500% 8/1/14 1,725 1,872
Petrohawk Energy Corp. 7.875% 6/1/15 1,900 1,981
6 Phillips 66 1.950% 3/5/15 2,350 2,409
6 Phillips 66 2.950% 5/1/17 14,100 14,914
6 Phillips 66 4.300% 4/1/22 12,175 13,333
6 Phillips 66 5.875% 5/1/42 15,375 18,416
Pioneer Natural Resources Co. 3.950% 7/15/22 9,835 10,447
Pride International Inc. 8.500% 6/15/19 725 964
Pride International Inc. 6.875% 8/15/20 14,600 18,475
Pride International Inc. 7.875% 8/15/40 8,825 12,955
Rowan Cos. Inc. 7.875% 8/1/19 7,500 9,229
Shell International Finance BV 4.000% 3/21/14 52,575 55,289
Shell International Finance BV 3.100% 6/28/15 13,525 14,459
Shell International Finance BV 3.250% 9/22/15 3,600 3,885
Shell International Finance BV 4.300% 9/22/19 27,250 31,920
Shell International Finance BV 4.375% 3/25/20 2,500 2,933
Shell International Finance BV 6.375% 12/15/38 14,009 20,234

 

 

Shell International Finance BV 5.500% 3/25/40 3,000 3,952
6 Southwestern Energy Co. 4.100% 3/15/22 3,350 3,557
Suncor Energy Inc. 6.100% 6/1/18 875 1,080
Suncor Energy Inc. 7.150% 2/1/32 4,885 6,640
Suncor Energy Inc. 5.950% 12/1/34 250 310
Suncor Energy Inc. 6.500% 6/15/38 24,905 33,063
Suncor Energy Inc. 6.850% 6/1/39 4,475 6,163
Talisman Energy Inc. 7.750% 6/1/19 16,137 20,494
Talisman Energy Inc. 3.750% 2/1/21 1,285 1,340
Talisman Energy Inc. 7.250% 10/15/27 850 1,066
Talisman Energy Inc. 5.850% 2/1/37 6,500 7,365
Talisman Energy Inc. 6.250% 2/1/38 155 185
Tosco Corp. 7.800% 1/1/27 900 1,298
Tosco Corp. 8.125% 2/15/30 16,735 25,320
Total Capital Canada Ltd. 1.625% 1/28/14 5,325 5,417
Total Capital International SA 0.750% 1/25/16 5,850 5,868
Total Capital International SA 1.500% 2/17/17 300 305
Total Capital International SA 1.550% 6/28/17 8,525 8,679
Total Capital International SA 2.875% 2/17/22 4,200 4,390
Total Capital International SA 2.700% 1/25/23 4,500 4,580
Total Capital SA 3.000% 6/24/15 21,040 22,412
Total Capital SA 2.300% 3/15/16 975 1,021
Total Capital SA 4.450% 6/24/20 6,925 8,067
Total Capital SA 4.125% 1/28/21 22,400 25,545
Transocean Inc. 4.950% 11/15/15 11,300 12,372
Transocean Inc. 2.500% 10/15/17 6,150 6,183
Transocean Inc. 6.000% 3/15/18 16,075 18,786
Transocean Inc. 6.500% 11/15/20 5,135 6,134
Transocean Inc. 3.800% 10/15/22 3,500 3,519
Transocean Inc. 7.500% 4/15/31 2,000 2,472
Transocean Inc. 6.800% 3/15/38 5,365 6,458
Transocean Inc. 7.350% 12/15/41 8,975 11,759
Valero Energy Corp. 4.500% 2/1/15 2,625 2,823
Valero Energy Corp. 9.375% 3/15/19 7,566 10,267
Valero Energy Corp. 6.125% 2/1/20 12,675 15,324
Valero Energy Corp. 7.500% 4/15/32 8,265 10,334
Valero Energy Corp. 6.625% 6/15/37 8,490 10,257
Weatherford International Inc. 6.350% 6/15/17 5,750 6,696
Weatherford International Inc. 6.800% 6/15/37 275 299
Weatherford International Ltd. 6.000% 3/15/18 8,325 9,556
Weatherford International Ltd. 9.625% 3/1/19 38,981 50,799
Weatherford International Ltd. 6.500% 8/1/36 925 994
Weatherford International Ltd. 7.000% 3/15/38 1,750 1,985
Weatherford International Ltd. 6.750% 9/15/40 1,000 1,129
XTO Energy Inc. 5.750% 12/15/13 4,650 4,950
XTO Energy Inc. 6.250% 8/1/17 9,075 11,425
 
Other Industrial (0.0%)        
California Institute of Technology GO 4.700% 11/1/11 11,800 13,155
Cintas Corp. No 2 6.125% 12/1/17 1,625 1,976
Cintas Corp. No 2 3.250% 6/1/22 4,000 4,123
Fluor Corp. 3.375% 9/15/21 3,125 3,332
Massachusetts Institute of Technology GO 5.600% 7/1/11 9,785 14,134
Pentair Inc. 5.000% 5/15/21 1,275 1,432
6 Tyco Flow Control International Finance SA 1.875% 9/15/17 300 300
6 URS Corp. 5.000% 4/1/22 6,170 6,294

 

 

Technology (0.9%)        
Adobe Systems Inc. 3.250% 2/1/15 4,525 4,773
Adobe Systems Inc. 4.750% 2/1/20 6,625 7,478
Agilent Technologies Inc. 5.500% 9/14/15 3,125 3,516
Agilent Technologies Inc. 6.500% 11/1/17 15,750 19,236
Agilent Technologies Inc. 3.200% 10/1/22 1,700 1,717
Altera Corp. 1.750% 5/15/17 2,350 2,408
Amphenol Corp. 4.750% 11/15/14 4,125 4,423
Amphenol Corp. 4.000% 2/1/22 550 579
Analog Devices Inc. 5.000% 7/1/14 3,425 3,690
Analog Devices Inc. 3.000% 4/15/16 1,075 1,158
Applied Materials Inc. 2.650% 6/15/16 1,000 1,058
Applied Materials Inc. 4.300% 6/15/21 7,025 7,959
Applied Materials Inc. 5.850% 6/15/41 8,925 11,212
Arrow Electronics Inc. 3.375% 11/1/15 2,600 2,718
Arrow Electronics Inc. 5.125% 3/1/21 1,185 1,285
Avnet Inc. 6.625% 9/15/16 235 268
BMC Software Inc. 7.250% 6/1/18 2,300 2,771
Broadcom Corp. 2.700% 11/1/18 2,980 3,190
6 Broadcom Corp. 2.500% 8/15/22 6,600 6,598
CA Inc. 5.375% 12/1/19 3,500 4,012
Cisco Systems Inc. 1.625% 3/14/14 9,267 9,444
Cisco Systems Inc. 2.900% 11/17/14 1,975 2,083
Cisco Systems Inc. 5.500% 2/22/16 12,490 14,527
Cisco Systems Inc. 3.150% 3/14/17 5,465 5,998
Cisco Systems Inc. 4.950% 2/15/19 27,089 32,482
Cisco Systems Inc. 4.450% 1/15/20 23,845 27,974
Cisco Systems Inc. 5.900% 2/15/39 20,115 26,709
Cisco Systems Inc. 5.500% 1/15/40 3,975 5,109
Computer Sciences Corp. 6.500% 3/15/18 2,200 2,560
Corning Inc. 6.625% 5/15/19 3,180 3,992
Corning Inc. 4.250% 8/15/20 300 337
Corning Inc. 7.250% 8/15/36 300 384
Corning Inc. 4.700% 3/15/37 8,350 8,841
Corning Inc. 5.750% 8/15/40 4,525 5,493
Dell Inc. 2.300% 9/10/15 2,015 2,093
Dell Inc. 5.650% 4/15/18 6,225 7,251
Dell Inc. 5.875% 6/15/19 3,850 4,560
Dell Inc. 7.100% 4/15/28 3,100 3,871
Dell Inc. 6.500% 4/15/38 4,500 5,551
Equifax Inc. 4.450% 12/1/14 2,175 2,307
Equifax Inc. 6.300% 7/1/17 1,075 1,273
Fiserv Inc. 3.125% 10/1/15 1,100 1,149
Fiserv Inc. 3.125% 6/15/16 1,025 1,078
Fiserv Inc. 6.800% 11/20/17 5,950 7,157
Fiserv Inc. 3.500% 10/1/22 6,800 6,804
Google Inc. 2.125% 5/19/16 775 817
Google Inc. 3.625% 5/19/21 8,515 9,611
Harris Corp. 5.000% 10/1/15 3,675 4,069
Harris Corp. 5.950% 12/1/17 225 266
Harris Corp. 4.400% 12/15/20 1,725 1,873
Harris Corp. 6.150% 12/15/40 3,750 4,589
Hewlett-Packard Co. 1.250% 9/13/13 9,875 9,911
Hewlett-Packard Co. 6.125% 3/1/14 23,950 25,587
Hewlett-Packard Co. 1.550% 5/30/14 2,675 2,688
Hewlett-Packard Co. 4.750% 6/2/14 11,400 12,023
Hewlett-Packard Co. 2.625% 12/9/14 1,300 1,335

 

 

Hewlett-Packard Co. 2.350% 3/15/15 6,350 6,468
Hewlett-Packard Co. 2.125% 9/13/15 12,550 12,737
Hewlett-Packard Co. 2.200% 12/1/15 5,950 6,062
Hewlett-Packard Co. 3.000% 9/15/16 17,900 18,524
Hewlett-Packard Co. 3.300% 12/9/16 10,710 11,167
Hewlett-Packard Co. 5.400% 3/1/17 2,035 2,279
Hewlett-Packard Co. 2.600% 9/15/17 12,050 12,091
Hewlett-Packard Co. 5.500% 3/1/18 6,575 7,483
Hewlett-Packard Co. 3.750% 12/1/20 6,275 6,348
Hewlett-Packard Co. 4.300% 6/1/21 675 688
Hewlett-Packard Co. 4.375% 9/15/21 10,425 10,682
Hewlett-Packard Co. 4.650% 12/9/21 5,700 5,940
Hewlett-Packard Co. 4.050% 9/15/22 2,250 2,281
Hewlett-Packard Co. 6.000% 9/15/41 15,500 16,595
Intel Corp. 1.950% 10/1/16 4,625 4,851
Intel Corp. 3.300% 10/1/21 11,901 12,971
Intel Corp. 4.800% 10/1/41 17,200 20,144
International Business Machines Corp. 6.500% 10/15/13 2,796 2,973
International Business Machines Corp. 1.250% 5/12/14 300 304
International Business Machines Corp. 0.875% 10/31/14 200 202
International Business Machines Corp. 0.550% 2/6/15 8,000 8,018
International Business Machines Corp. 2.000% 1/5/16 2,000 2,090
International Business Machines Corp. 1.950% 7/22/16 35,775 37,346
International Business Machines Corp. 1.250% 2/6/17 5,000 5,088
International Business Machines Corp. 5.700% 9/14/17 35,351 43,283
International Business Machines Corp. 7.625% 10/15/18 6,475 8,774
International Business Machines Corp. 1.875% 5/15/19 1,025 1,065
International Business Machines Corp. 1.875% 8/1/22 3,700 3,603
International Business Machines Corp. 7.000% 10/30/25 965 1,429
International Business Machines Corp. 6.220% 8/1/27 9,850 13,476
International Business Machines Corp. 6.500% 1/15/28 600 820
International Business Machines Corp. 5.875% 11/29/32 875 1,200
International Business Machines Corp. 5.600% 11/30/39 8,989 11,995
International Business Machines Corp. 4.000% 6/20/42 9,252 9,997
Intuit Inc. 5.750% 3/15/17 1,900 2,208
Juniper Networks Inc. 3.100% 3/15/16 1,095 1,145
Juniper Networks Inc. 4.600% 3/15/21 1,500 1,608
Juniper Networks Inc. 5.950% 3/15/41 2,900 3,217
KLA-Tencor Corp. 6.900% 5/1/18 3,575 4,316
Lexmark International Inc. 6.650% 6/1/18 4,650 5,070
Microsoft Corp. 2.950% 6/1/14 7,900 8,245
Microsoft Corp. 1.625% 9/25/15 16,495 17,075
Microsoft Corp. 4.200% 6/1/19 6,625 7,753
Microsoft Corp. 3.000% 10/1/20 13,020 14,297
Microsoft Corp. 5.200% 6/1/39 2,075 2,705
Microsoft Corp. 4.500% 10/1/40 5,543 6,540
Microsoft Corp. 5.300% 2/8/41 5,190 6,873
Motorola Solutions Inc. 6.000% 11/15/17 3,075 3,663
Motorola Solutions Inc. 3.750% 5/15/22 6,350 6,608
Motorola Solutions Inc. 7.500% 5/15/25 850 1,058
Oracle Corp. 5.250% 1/15/16 28,071 32,293
Oracle Corp. 5.750% 4/15/18 14,427 17,900
Oracle Corp. 5.000% 7/8/19 16,825 20,450
Oracle Corp. 3.875% 7/15/20 9,775 11,193
Oracle Corp. 6.500% 4/15/38 3,850 5,508
Oracle Corp. 6.125% 7/8/39 7,950 10,923
Oracle Corp. 5.375% 7/15/40 19,425 24,888

 

 

Pitney Bowes Inc. 4.875% 8/15/14 250 262
Pitney Bowes Inc. 4.750% 1/15/16 12,000 12,824
Pitney Bowes Inc. 5.750% 9/15/17 7,000 7,632
Pitney Bowes Inc. 6.250% 3/15/19 200 220
Pitney Bowes Inc. 5.250% 1/15/37 450 462
SAIC Inc. 4.450% 12/1/20 1,850 2,031
SAIC Inc. 5.950% 12/1/40 2,550 2,919
Science Applications International Corp. 5.500% 7/1/33 7,370 7,499
Symantec Corp. 2.750% 9/15/15 600 623
Symantec Corp. 2.750% 6/15/17 3,450 3,549
Symantec Corp. 4.200% 9/15/20 7,200 7,530
Symantec Corp. 3.950% 6/15/22 5,925 6,019
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 2,150 2,217
Texas Instruments Inc. 0.450% 8/3/15 9,750 9,724
Texas Instruments Inc. 2.375% 5/16/16 3,425 3,628
Texas Instruments Inc. 1.650% 8/3/19 6,500 6,516
Tyco Electronics Group SA 7.125% 10/1/37 14,100 18,896
Verisk Analytics Inc. 4.125% 9/12/22 5,125 5,197
Xerox Corp. 8.250% 5/15/14 7,523 8,352
Xerox Corp. 4.250% 2/15/15 19,875 21,110
Xerox Corp. 6.400% 3/15/16 8,045 9,209
Xerox Corp. 6.750% 2/1/17 3,050 3,597
Xerox Corp. 2.950% 3/15/17 650 672
Xerox Corp. 6.350% 5/15/18 11,850 13,931
Xerox Corp. 5.625% 12/15/19 7,575 8,636
Xerox Corp. 6.750% 12/15/39 675 843
 
Transportation (0.4%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 1/31/21 995 1,044
4 American Airlines 2011-2 Class A Pass        
Through Trust 8.625% 4/15/23 3,639 3,899
4 American Airlines Pass Through Trust 2009-        
1A 10.375% 1/2/21 3,367 3,645
Burlington Northern Santa Fe LLC 7.000% 2/1/14 750 813
Burlington Northern Santa Fe LLC 5.650% 5/1/17 7,650 9,133
Burlington Northern Santa Fe LLC 5.750% 3/15/18 6,250 7,633
Burlington Northern Santa Fe LLC 3.600% 9/1/20 5,800 6,284
Burlington Northern Santa Fe LLC 3.450% 9/15/21 3,875 4,135
Burlington Northern Santa Fe LLC 3.050% 3/15/22 4,350 4,493
Burlington Northern Santa Fe LLC 3.050% 9/1/22 800 828
Burlington Northern Santa Fe LLC 7.000% 12/15/25 6,711 9,148
Burlington Northern Santa Fe LLC 7.950% 8/15/30 80 114
Burlington Northern Santa Fe LLC 6.200% 8/15/36 3,450 4,447
Burlington Northern Santa Fe LLC 6.150% 5/1/37 91 118
Burlington Northern Santa Fe LLC 5.750% 5/1/40 6,875 8,594
Burlington Northern Santa Fe LLC 5.050% 3/1/41 9,725 11,162
Burlington Northern Santa Fe LLC 5.400% 6/1/41 7,050 8,507
Burlington Northern Santa Fe LLC 4.950% 9/15/41 1,775 2,010
Burlington Northern Santa Fe LLC 4.400% 3/15/42 5,875 6,239
Burlington Northern Santa Fe LLC 4.375% 9/1/42 1,350 1,433
Canadian National Railway Co. 4.950% 1/15/14 1,875 1,983
Canadian National Railway Co. 5.800% 6/1/16 750 879
Canadian National Railway Co. 1.450% 12/15/16 1,825 1,864
Canadian National Railway Co. 5.850% 11/15/17 1,150 1,401
Canadian National Railway Co. 5.550% 3/1/19 2,160 2,648
Canadian National Railway Co. 2.850% 12/15/21 1,075 1,132

 

 

Canadian National Railway Co. 6.900% 7/15/28 2,375 3,314
Canadian National Railway Co. 6.250% 8/1/34 1,625 2,267
Canadian National Railway Co. 6.200% 6/1/36 2,675 3,668
Canadian National Railway Co. 6.375% 11/15/37 1,550 2,206
Canadian Pacific Railway Co. 4.450% 3/15/23 4,350 4,824
Canadian Pacific Railway Co. 7.125% 10/15/31 810 1,051
Canadian Pacific Railway Co. 5.950% 5/15/37 5,575 6,634
Canadian Pacific Railway Ltd. 5.750% 1/15/42 650 804
Con-way Inc. 6.700% 5/1/34 4,225 4,575
4 Continental Airlines 1998-1 Class A Pass        
Through Trust 6.648% 3/15/19 5,050 5,391
4 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 4/19/22 1,559 1,722
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 11/10/19 1,623 1,863
4 Continental Airlines 2012-1 Class A Pass        
Through Trusts 4.150% 10/11/25 20,725 21,243
4 Continental Airlines 2012-2 Class A Pass        
Through Certificates 4.000% 4/29/26 400 410
CSX Corp. 7.900% 5/1/17 2,795 3,561
CSX Corp. 6.250% 3/15/18 5,350 6,548
CSX Corp. 7.375% 2/1/19 35,100 44,858
CSX Corp. 6.000% 10/1/36 5,931 7,432
CSX Corp. 6.150% 5/1/37 2,325 2,966
CSX Corp. 6.220% 4/30/40 5,887 7,647
4 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 7,860 8,705
4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 12/17/19 9,363 10,697
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 5/23/19 3,527 3,801
4 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 5/7/20 775 803
FedEx Corp. 2.625% 8/1/22 3,050 3,042
FedEx Corp. 3.875% 8/1/42 2,000 1,954
JB Hunt Transport Services Inc. 3.375% 9/15/15 10,100 10,450
Norfolk Southern Corp. 5.257% 9/17/14 45 49
Norfolk Southern Corp. 5.750% 1/15/16 8,200 9,402
Norfolk Southern Corp. 7.700% 5/15/17 5,125 6,473
Norfolk Southern Corp. 5.750% 4/1/18 2,575 3,097
Norfolk Southern Corp. 5.900% 6/15/19 11,450 13,985
Norfolk Southern Corp. 3.250% 12/1/21 4,400 4,645
6 Norfolk Southern Corp. 2.903% 2/15/23 4,473 4,541
Norfolk Southern Corp. 5.590% 5/17/25 102 128
Norfolk Southern Corp. 7.800% 5/15/27 4,400 6,464
Norfolk Southern Corp. 7.250% 2/15/31 4,042 5,766
Norfolk Southern Corp. 4.837% 10/1/41 11,566 13,200
Norfolk Southern Corp. 6.000% 5/23/11 9,175 11,197
Norfolk Southern Railway Co. 9.750% 6/15/20 1,554 2,246
Ryder System Inc. 5.850% 3/1/14 1,725 1,835
Ryder System Inc. 3.150% 3/2/15 5,275 5,482
Ryder System Inc. 7.200% 9/1/15 3,650 4,223
Ryder System Inc. 3.600% 3/1/16 3,650 3,878
Ryder System Inc. 5.850% 11/1/16 8,425 9,723
Ryder System Inc. 3.500% 6/1/17 1,625 1,721
Southwest Airlines Co. 5.250% 10/1/14 175 188
Southwest Airlines Co. 5.750% 12/15/16 2,925 3,332

 

 

Southwest Airlines Co. 5.125% 3/1/17 700 783
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 1,636 1,866
4 UAL 2009-2A Pass Through Trust 9.750% 1/15/17 941 1,082
Union Pacific Corp. 5.700% 8/15/18 1,000 1,216
Union Pacific Corp. 4.000% 2/1/21 200 226
Union Pacific Corp. 4.163% 7/15/22 30,202 34,442
Union Pacific Corp. 6.625% 2/1/29 2,160 2,968
Union Pacific Corp. 5.780% 7/15/40 5,175 6,579
Union Pacific Corp. 4.750% 9/15/41 5,525 6,233
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 1,230 1,497
United Parcel Service Inc. 3.875% 4/1/14 10,175 10,707
United Parcel Service Inc. 1.125% 10/1/17 2,500 2,516
United Parcel Service Inc. 5.500% 1/15/18 2,360 2,869
United Parcel Service Inc. 5.125% 4/1/19 5,850 7,076
United Parcel Service Inc. 3.125% 1/15/21 22,860 24,626
United Parcel Service Inc. 2.450% 10/1/22 2,825 2,849
United Parcel Service Inc. 6.200% 1/15/38 4,650 6,540
United Parcel Service Inc. 3.625% 10/1/42 3,500 3,530
        13,983,413
Utilities (2.4%)        
Electric (1.6%)        
AEP Texas Central Co. 6.650% 2/15/33 2,300 2,977
Alabama Power Co. 5.200% 6/1/41 2,800 3,504
Alabama Power Co. 4.100% 1/15/42 4,875 5,124
Ameren Corp. 8.875% 5/15/14 1,000 1,113
Ameren Illinois Co. 6.125% 11/15/17 1,300 1,580
Appalachian Power Co. 3.400% 5/24/15 5,250 5,555
Appalachian Power Co. 7.950% 1/15/20 350 473
Appalachian Power Co. 4.600% 3/30/21 5,975 6,928
Appalachian Power Co. 5.800% 10/1/35 1,150 1,414
Appalachian Power Co. 6.375% 4/1/36 2,800 3,596
Appalachian Power Co. 7.000% 4/1/38 500 698
Arizona Public Service Co. 5.800% 6/30/14 4,672 5,081
Arizona Public Service Co. 4.650% 5/15/15 2,925 3,189
Arizona Public Service Co. 8.750% 3/1/19 2,300 3,037
Arizona Public Service Co. 5.500% 9/1/35 3,580 4,315
Arizona Public Service Co. 4.500% 4/1/42 6,600 7,194
Atlantic City Electric Co. 7.750% 11/15/18 5,225 7,027
Baltimore Gas & Electric Co. 5.900% 10/1/16 3,525 4,140
Baltimore Gas & Electric Co. 3.500% 11/15/21 1,700 1,822
Baltimore Gas & Electric Co. 6.350% 10/1/36 625 842
Carolina Power & Light Co. 5.300% 1/15/19 35,600 43,009
Carolina Power & Light Co. 6.300% 4/1/38 5,599 7,691
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 6,500 6,504
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 300 434
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 11,175 10,837
CenterPoint Energy Inc. 6.500% 5/1/18 70 84
Cleco Power LLC 6.500% 12/1/35 4,300 5,393
Cleco Power LLC 6.000% 12/1/40 4,075 4,920
Cleveland Electric Illuminating Co. 5.650% 12/15/13 175 184
Cleveland Electric Illuminating Co. 7.880% 11/1/17 2,677 3,372
Cleveland Electric Illuminating Co. 5.500% 8/15/24 900 1,087
Commonwealth Edison Co. 5.950% 8/15/16 11,630 13,703
Commonwealth Edison Co. 6.150% 9/15/17 13,650 16,736
Commonwealth Edison Co. 5.800% 3/15/18 2,975 3,659

 

 

Commonwealth Edison Co. 4.000% 8/1/20 2,175 2,471
Commonwealth Edison Co. 3.400% 9/1/21 3,000 3,291
Commonwealth Edison Co. 5.875% 2/1/33 490 631
Commonwealth Edison Co. 5.900% 3/15/36 2,686 3,532
Commonwealth Edison Co. 6.450% 1/15/38 9,205 12,959
Connecticut Light & Power Co. 6.350% 6/1/36 5,100 7,010
Consolidated Edison Co. of New York Inc. 5.375% 12/15/15 1,400 1,602
Consolidated Edison Co. of New York Inc. 5.500% 9/15/16 5,675 6,672
Consolidated Edison Co. of New York Inc. 5.850% 4/1/18 350 434
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 5,975 7,759
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 6,100 7,537
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 10,865 14,426
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 3,000 4,154
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 1,025 1,503
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 5,725 7,509
Consolidated Natural Gas Co. 5.000% 12/1/14 4,725 5,124
Constellation Energy Group Inc. 4.550% 6/15/15 8,631 9,383
Constellation Energy Group Inc. 5.150% 12/1/20 4,500 5,247
Consumers Energy Co. 5.500% 8/15/16 1,800 2,097
Consumers Energy Co. 6.125% 3/15/19 9,550 11,823
Consumers Energy Co. 6.700% 9/15/19 5,000 6,543
Consumers Energy Co. 2.850% 5/15/22 8,725 9,103
Delmarva Power & Light Co. 4.000% 6/1/42 225 242
Detroit Edison Co. 3.450% 10/1/20 1,700 1,897
Detroit Edison Co. 3.900% 6/1/21 1,575 1,774
Detroit Edison Co. 2.650% 6/15/22 2,300 2,367
Detroit Edison Co. 5.700% 10/1/37 950 1,238
Detroit Edison Co. 3.950% 6/15/42 7,790 8,155
Dominion Resources Inc. 1.800% 3/15/14 3,800 3,863
Dominion Resources Inc. 5.150% 7/15/15 15,608 17,355
Dominion Resources Inc. 2.250% 9/1/15 2,880 3,003
Dominion Resources Inc. 1.950% 8/15/16 5,450 5,651
Dominion Resources Inc. 6.000% 11/30/17 4,625 5,599
Dominion Resources Inc. 6.400% 6/15/18 290 363
Dominion Resources Inc. 8.875% 1/15/19 430 587
Dominion Resources Inc. 4.450% 3/15/21 18,025 20,653
Dominion Resources Inc. 6.300% 3/15/33 1,400 1,792
Dominion Resources Inc. 5.250% 8/1/33 2,575 2,984
Dominion Resources Inc. 5.950% 6/15/35 8,775 11,145
Dominion Resources Inc. 4.900% 8/1/41 8,150 9,508
4 Dominion Resources Inc. 7.500% 6/30/66 3,775 4,096
DTE Energy Co. 6.375% 4/15/33 4,325 5,633
Duke Energy Carolinas LLC 5.750% 11/15/13 400 424
Duke Energy Carolinas LLC 4.300% 6/15/20 5,700 6,603
Duke Energy Carolinas LLC 6.000% 12/1/28 4,670 5,845
Duke Energy Carolinas LLC 6.450% 10/15/32 1,575 2,085
Duke Energy Carolinas LLC 6.100% 6/1/37 7,725 10,024
Duke Energy Carolinas LLC 6.000% 1/15/38 5,676 7,397
Duke Energy Carolinas LLC 6.050% 4/15/38 3,180 4,193
Duke Energy Carolinas LLC 5.300% 2/15/40 3,275 3,974
Duke Energy Carolinas LLC 4.250% 12/15/41 5,000 5,295
Duke Energy Corp. 6.300% 2/1/14 2,520 2,703
Duke Energy Corp. 3.950% 9/15/14 4,225 4,479
Duke Energy Corp. 3.350% 4/1/15 6,575 6,958
Duke Energy Corp. 2.150% 11/15/16 9,075 9,400
Duke Energy Corp. 1.625% 8/15/17 7,925 7,951
Duke Energy Corp. 5.050% 9/15/19 11,200 13,118

 

 

Duke Energy Corp. 3.550% 9/15/21 7,500 7,965
Duke Energy Corp. 3.050% 8/15/22 3,900 3,952
Duke Energy Indiana Inc. 6.050% 6/15/16 325 380
Duke Energy Indiana Inc. 6.120% 10/15/35 1,075 1,352
Duke Energy Indiana Inc. 6.350% 8/15/38 8,100 11,039
Duke Energy Indiana Inc. 6.450% 4/1/39 900 1,255
Duke Energy Indiana Inc. 4.200% 3/15/42 2,875 2,934
Duke Energy Ohio Inc. 5.450% 4/1/19 8 10
El Paso Electric Co. 6.000% 5/15/35 1,725 2,071
Enersis SA 7.375% 1/15/14 1,000 1,067
Entergy Arkansas Inc. 3.750% 2/15/21 2,500 2,699
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 8,675 10,135
Entergy Louisiana LLC 1.875% 12/15/14 1,900 1,954
Entergy Louisiana LLC 5.400% 11/1/24 325 401
Exelon Corp. 4.900% 6/15/15 7,000 7,692
Exelon Corp. 5.625% 6/15/35 1,500 1,718
Exelon Generation Co. LLC 5.350% 1/15/14 3,148 3,319
Exelon Generation Co. LLC 6.200% 10/1/17 5,255 6,273
Exelon Generation Co. LLC 4.000% 10/1/20 6,800 7,204
Exelon Generation Co. LLC 6.250% 10/1/39 1,175 1,361
6 Exelon Generation Co. LLC 5.600% 6/15/42 2,926 3,135
FirstEnergy Corp. 7.375% 11/15/31 8,155 10,691
FirstEnergy Solutions Corp. 4.800% 2/15/15 7,025 7,588
FirstEnergy Solutions Corp. 6.050% 8/15/21 75 84
FirstEnergy Solutions Corp. 6.800% 8/15/39 2,800 3,093
Florida Power & Light Co. 5.550% 11/1/17 1,850 2,265
Florida Power & Light Co. 5.950% 10/1/33 225 302
Florida Power & Light Co. 5.625% 4/1/34 3,825 4,931
Florida Power & Light Co. 4.950% 6/1/35 550 654
Florida Power & Light Co. 5.400% 9/1/35 5,650 7,096
Florida Power & Light Co. 6.200% 6/1/36 4,900 6,773
Florida Power & Light Co. 5.650% 2/1/37 4,175 5,434
Florida Power & Light Co. 5.850% 5/1/37 1,675 2,237
Florida Power & Light Co. 5.950% 2/1/38 9,850 13,376
Florida Power & Light Co. 5.960% 4/1/39 1,175 1,597
Florida Power & Light Co. 4.125% 2/1/42 10,150 10,901
Florida Power Corp. 5.650% 6/15/18 3,100 3,773
Florida Power Corp. 6.350% 9/15/37 10,725 14,537
Florida Power Corp. 6.400% 6/15/38 7,200 9,874
Florida Power Corp. 5.650% 4/1/40 1,000 1,262
Georgia Power Co. 6.000% 11/1/13 3,000 3,176
Georgia Power Co. 0.750% 8/10/15 10,675 10,706
Georgia Power Co. 3.000% 4/15/16 3,400 3,661
Georgia Power Co. 5.700% 6/1/17 16,444 19,867
Georgia Power Co. 2.850% 5/15/22 8,650 8,965
Georgia Power Co. 5.650% 3/1/37 325 406
Georgia Power Co. 5.950% 2/1/39 2,000 2,632
Georgia Power Co. 5.400% 6/1/40 4,000 4,933
Georgia Power Co. 4.750% 9/1/40 2,200 2,476
Georgia Power Co. 4.300% 3/15/42 8,125 8,605
Great Plains Energy Inc. 4.850% 6/1/21 1,200 1,345
Iberdrola International BV 6.750% 7/15/36 3,650 3,870
Indiana Michigan Power Co. 7.000% 3/15/19 625 780
Indiana Michigan Power Co. 6.050% 3/15/37 8,175 10,184
4 Integrys Energy Group Inc. 6.110% 12/1/66 4,990 5,239
Interstate Power & Light Co. 6.250% 7/15/39 2,400 3,168
Jersey Central Power & Light Co. 5.625% 5/1/16 8,700 10,059

 

 

Jersey Central Power & Light Co. 5.650% 6/1/17 4,600 5,403
4 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,583 2,944
Kansas City Power & Light Co. 6.050% 11/15/35 1,725 2,124
Kansas City Power & Light Co. 5.300% 10/1/41 5,450 6,300
4 Kansas Gas & Electric Co. 5.647% 3/29/21 138 153
Kentucky Utilities Co. 1.625% 11/1/15 4,850 4,987
Kentucky Utilities Co. 3.250% 11/1/20 3,550 3,848
Kentucky Utilities Co. 5.125% 11/1/40 2,410 3,012
LG&E & KU Energy LLC 2.125% 11/15/15 2,800 2,852
LG&E & KU Energy LLC 3.750% 11/15/20 3,655 3,831
Louisville Gas & Electric Co. 5.125% 11/15/40 2,075 2,560
Metropolitan Edison Co. 7.700% 1/15/19 5,236 6,631
MidAmerican Energy Co. 5.950% 7/15/17 1,825 2,218
MidAmerican Energy Co. 5.300% 3/15/18 450 539
MidAmerican Energy Co. 6.750% 12/30/31 4,650 6,394
MidAmerican Energy Co. 5.750% 11/1/35 1,400 1,792
MidAmerican Energy Holdings Co. 5.000% 2/15/14 1,175 1,243
MidAmerican Energy Holdings Co. 5.750% 4/1/18 8,575 10,377
MidAmerican Energy Holdings Co. 8.480% 9/15/28 965 1,426
MidAmerican Energy Holdings Co. 6.125% 4/1/36 33,924 43,386
MidAmerican Energy Holdings Co. 5.950% 5/15/37 9,250 11,654
MidAmerican Energy Holdings Co. 6.500% 9/15/37 2,390 3,199
Mississippi Power Co. 4.250% 3/15/42 7,775 8,002
National Rural Utilities Cooperative Finance        
Corp. 4.750% 3/1/14 2,265 2,396
National Rural Utilities Cooperative Finance        
Corp. 1.000% 2/2/15 200 202
National Rural Utilities Cooperative Finance        
Corp. 3.875% 9/16/15 6,750 7,339
National Rural Utilities Cooperative Finance        
Corp. 5.450% 4/10/17 4,600 5,456
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 11,585 13,916
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 21,280 31,468
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 4,550 6,935
Nevada Power Co. 7.125% 3/15/19 16,965 22,161
Nevada Power Co. 6.650% 4/1/36 775 1,070
Nevada Power Co. 6.750% 7/1/37 6,627 9,329
Nevada Power Co. 5.375% 9/15/40 3,905 4,759
Nevada Power Co. 5.450% 5/15/41 900 1,114
NextEra Energy Capital Holdings Inc. 2.550% 11/15/13 3,825 3,891
NextEra Energy Capital Holdings Inc. 1.200% 6/1/15 400 403
NextEra Energy Capital Holdings Inc. 2.600% 9/1/15 2,000 2,076
NextEra Energy Capital Holdings Inc. 7.875% 12/15/15 825 993
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 20,650 24,392
4 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 2,175 2,300
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 2,750 2,942
Northern States Power Co. 1.950% 8/15/15 2,225 2,307
Northern States Power Co. 5.250% 3/1/18 1,875 2,275
Northern States Power Co. 5.250% 7/15/35 325 402
Northern States Power Co. 6.250% 6/1/36 1,650 2,307
Northern States Power Co. 6.200% 7/1/37 5,425 7,601
Northern States Power Co. 5.350% 11/1/39 9,296 11,889
Northern States Power Co. 4.850% 8/15/40 525 634
NSTAR Electric Co. 4.875% 4/15/14 1,600 1,703

 

 

NSTAR Electric Co. 5.625% 11/15/17 5,350 6,417
NSTAR Electric Co. 5.500% 3/15/40 2,950 3,819
NSTAR LLC 4.500% 11/15/19 6,535 7,444
Oglethorpe Power Corp. 5.950% 11/1/39 1,700 2,208
Oglethorpe Power Corp. 5.375% 11/1/40 4,800 5,726
Ohio Edison Co. 6.400% 7/15/16 3,800 4,505
Ohio Power Co. 6.000% 6/1/16 3,275 3,809
Ohio Power Co. 6.600% 2/15/33 1,500 1,968
Ohio Power Co. 5.850% 10/1/35 5,450 6,853
Oklahoma Gas & Electric Co. 5.850% 6/1/40 2,925 3,762
Oncor Electric Delivery Co. LLC 6.375% 1/15/15 7,340 8,156
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 3,325 4,095
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 1,750 1,857
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 5,371 6,727
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 2,125 2,592
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 3,680 4,668
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,805 2,343
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 325 347
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 425 461
Pacific Gas & Electric Co. 4.800% 3/1/14 16,975 17,962
Pacific Gas & Electric Co. 5.625% 11/30/17 3,425 4,170
Pacific Gas & Electric Co. 3.500% 10/1/20 19,650 21,675
Pacific Gas & Electric Co. 4.250% 5/15/21 4,650 5,361
Pacific Gas & Electric Co. 6.050% 3/1/34 25,982 34,046
Pacific Gas & Electric Co. 5.800% 3/1/37 16,875 21,369
Pacific Gas & Electric Co. 6.350% 2/15/38 1,800 2,456
Pacific Gas & Electric Co. 6.250% 3/1/39 3,775 5,108
PacifiCorp 7.700% 11/15/31 1,174 1,769
PacifiCorp 5.250% 6/15/35 100 121
PacifiCorp 5.750% 4/1/37 150 195
PacifiCorp 6.250% 10/15/37 8,625 11,951
PacifiCorp 6.000% 1/15/39 1,025 1,385
PacifiCorp 4.100% 2/1/42 4,825 5,116
Peco Energy Co. 5.350% 3/1/18 675 812
Peco Energy Co. 2.375% 9/15/22 2,925 2,962
Pennsylvania Electric Co. 6.050% 9/1/17 3,426 4,055
Pennsylvania Electric Co. 5.200% 4/1/20 10,400 11,960
Pennsylvania Electric Co. 6.150% 10/1/38 10,400 12,581
Pepco Holdings Inc. 2.700% 10/1/15 150 156
Potomac Electric Power Co. 6.500% 11/15/37 7,882 11,292
PPL Electric Utilities Corp. 3.000% 9/15/21 1,075 1,141
PPL Electric Utilities Corp. 6.250% 5/15/39 4,600 6,420
PPL Electric Utilities Corp. 5.200% 7/15/41 3,140 3,912
PPL Energy Supply LLC 5.400% 8/15/14 800 853
PPL Energy Supply LLC 6.200% 5/15/16 1,545 1,749
PPL Energy Supply LLC 6.500% 5/1/18 8,025 9,450
PPL Energy Supply LLC 4.600% 12/15/21 2,825 3,032
Progress Energy Inc. 6.050% 3/15/14 875 939
Progress Energy Inc. 4.875% 12/1/19 8,100 9,427
Progress Energy Inc. 7.750% 3/1/31 1,625 2,284
Progress Energy Inc. 7.000% 10/30/31 900 1,192
Progress Energy Inc. 6.000% 12/1/39 6,700 8,403
PSEG Power LLC 5.000% 4/1/14 3,150 3,343
PSEG Power LLC 5.500% 12/1/15 14,230 15,869
PSEG Power LLC 2.750% 9/15/16 4,400 4,606
PSEG Power LLC 5.125% 4/15/20 1,701 1,953
PSEG Power LLC 4.150% 9/15/21 3,900 4,217

 

 

PSEG Power LLC 8.625% 4/15/31 350 515
Public Service Co. of Colorado 5.500% 4/1/14 165 177
Public Service Co. of Colorado 5.800% 8/1/18 1,475 1,825
Public Service Co. of Colorado 5.125% 6/1/19 8,825 10,669
Public Service Co. of Colorado 3.200% 11/15/20 1,775 1,943
Public Service Co. of Colorado 2.250% 9/15/22 3,150 3,157
Public Service Co. of Colorado 6.250% 9/1/37 2,325 3,252
Public Service Co. of Colorado 4.750% 8/15/41 2,925 3,462
Public Service Co. of Colorado 3.600% 9/15/42 10,450 10,320
Public Service Co. of Oklahoma 5.150% 12/1/19 100 116
Public Service Co. of Oklahoma 6.625% 11/15/37 4,675 6,187
Public Service Electric & Gas Co. 0.850% 8/15/14 2,500 2,516
Public Service Electric & Gas Co. 2.700% 5/1/15 3,300 3,473
Public Service Electric & Gas Co. 3.500% 8/15/20 500 557
Public Service Electric & Gas Co. 5.800% 5/1/37 4,600 6,151
Public Service Electric & Gas Co. 5.375% 11/1/39 5,772 7,418
Public Service Electric & Gas Co. 3.950% 5/1/42 14,575 15,557
Puget Sound Energy Inc. 5.483% 6/1/35 800 1,012
Puget Sound Energy Inc. 6.274% 3/15/37 5,175 7,265
Puget Sound Energy Inc. 5.757% 10/1/39 2,675 3,533
Puget Sound Energy Inc. 5.795% 3/15/40 1,515 2,000
Puget Sound Energy Inc. 5.764% 7/15/40 1,700 2,221
Puget Sound Energy Inc. 5.638% 4/15/41 3,025 3,932
Puget Sound Energy Inc. 4.434% 11/15/41 3,900 4,364
San Diego Gas & Electric Co. 5.300% 11/15/15 2,100 2,401
San Diego Gas & Electric Co. 5.350% 5/15/35 800 1,017
San Diego Gas & Electric Co. 6.000% 6/1/39 1,080 1,508
San Diego Gas & Electric Co. 4.500% 8/15/40 2,450 2,841
San Diego Gas & Electric Co. 3.950% 11/15/41 8,225 8,682
SCANA Corp. 4.750% 5/15/21 2,675 2,904
SCANA Corp. 4.125% 2/1/22 1,075 1,111
Scottish Power Ltd. 5.375% 3/15/15 4,000 4,242
Sierra Pacific Power Co. 6.000% 5/15/16 4,925 5,754
Sierra Pacific Power Co. 6.750% 7/1/37 4,250 5,900
South Carolina Electric & Gas Co. 6.500% 11/1/18 1,710 2,153
South Carolina Electric & Gas Co. 6.625% 2/1/32 5,825 7,823
South Carolina Electric & Gas Co. 5.300% 5/15/33 220 261
South Carolina Electric & Gas Co. 6.050% 1/15/38 4,300 5,687
South Carolina Electric & Gas Co. 5.450% 2/1/41 4,200 5,219
South Carolina Electric & Gas Co. 4.350% 2/1/42 6,400 6,890
Southern California Edison Co. 5.000% 1/15/14 3,350 3,548
Southern California Edison Co. 4.650% 4/1/15 3,600 3,946
Southern California Edison Co. 5.000% 1/15/16 1,175 1,336
Southern California Edison Co. 3.875% 6/1/21 26,875 30,535
Southern California Edison Co. 6.650% 4/1/29 1,536 2,044
Southern California Edison Co. 6.000% 1/15/34 5,975 7,935
Southern California Edison Co. 5.750% 4/1/35 925 1,203
Southern California Edison Co. 5.350% 7/15/35 4,400 5,465
Southern California Edison Co. 5.550% 1/15/36 1,400 1,794
Southern California Edison Co. 5.625% 2/1/36 6,275 8,083
Southern California Edison Co. 5.550% 1/15/37 6,975 8,953
Southern California Edison Co. 5.950% 2/1/38 410 551
Southern California Edison Co. 4.500% 9/1/40 5,075 5,808
Southern California Edison Co. 3.900% 12/1/41 300 310
Southern Co. 4.150% 5/15/14 3,850 4,065
Southern Power Co. 4.875% 7/15/15 1,550 1,707
Southern Power Co. 5.150% 9/15/41 11,050 12,761

 

 

Southwestern Electric Power Co. 5.550% 1/15/17 400 453
Southwestern Electric Power Co. 5.875% 3/1/18 1,142 1,346
Southwestern Electric Power Co. 6.450% 1/15/19 3,625 4,457
Southwestern Electric Power Co. 6.200% 3/15/40 2,175 2,779
Southwestern Public Service Co. 4.500% 8/15/41 1,425 1,602
Tampa Electric Co. 6.100% 5/15/18 275 344
Tampa Electric Co. 5.400% 5/15/21 2,262 2,801
Tampa Electric Co. 2.600% 9/15/22 3,025 3,053
Tampa Electric Co. 6.550% 5/15/36 3,000 4,186
Tampa Electric Co. 4.100% 6/15/42 2,050 2,174
TECO Finance Inc. 4.000% 3/15/16 2,650 2,885
TECO Finance Inc. 6.572% 11/1/17 2,200 2,684
TECO Finance Inc. 5.150% 3/15/20 2,475 2,919
Toledo Edison Co. 6.150% 5/15/37 6,525 8,164
TransAlta Corp. 4.750% 1/15/15 1,050 1,109
TransAlta Corp. 6.650% 5/15/18 1,325 1,523
TransAlta Corp. 6.500% 3/15/40 650 684
Tucson Electric Power Co. 5.150% 11/15/21 2,125 2,373
UIL Holdings Corp. 4.625% 10/1/20 2,650 2,793
Union Electric Co. 6.700% 2/1/19 4,916 6,282
Union Electric Co. 5.300% 8/1/37 3,000 3,676
Union Electric Co. 8.450% 3/15/39 1,725 2,946
Union Electric Co. 3.900% 9/15/42 2,225 2,281
Virginia Electric & Power Co. 5.400% 1/15/16 1,300 1,495
Virginia Electric & Power Co. 5.400% 4/30/18 3,170 3,847
Virginia Electric & Power Co. 5.000% 6/30/19 3,500 4,185
Virginia Electric & Power Co. 2.950% 1/15/22 2,975 3,153
Virginia Electric & Power Co. 3.450% 9/1/22 250 273
Virginia Electric & Power Co. 6.000% 1/15/36 5,575 7,502
Virginia Electric & Power Co. 6.000% 5/15/37 1,925 2,595
Virginia Electric & Power Co. 6.350% 11/30/37 3,450 4,791
Westar Energy Inc. 4.125% 3/1/42 8,300 8,900
Wisconsin Electric Power Co. 4.250% 12/15/19 4,600 5,346
Wisconsin Electric Power Co. 2.950% 9/15/21 2,500 2,634
Wisconsin Electric Power Co. 5.625% 5/15/33 1,025 1,289
4 Wisconsin Energy Corp. 6.250% 5/15/67 15,675 16,733
Wisconsin Power & Light Co. 6.375% 8/15/37 4,780 6,760
Xcel Energy Inc. 5.613% 4/1/17 592 696
Xcel Energy Inc. 4.700% 5/15/20 1,000 1,165
Xcel Energy Inc. 6.500% 7/1/36 3,050 4,178
 
Natural Gas (0.8%)        
AGL Capital Corp. 5.250% 8/15/19 800 942
AGL Capital Corp. 3.500% 9/15/21 3,550 3,859
AGL Capital Corp. 5.875% 3/15/41 3,310 4,353
Atmos Energy Corp. 4.950% 10/15/14 2,320 2,510
Atmos Energy Corp. 8.500% 3/15/19 1,850 2,477
Atmos Energy Corp. 5.500% 6/15/41 10,450 13,155
Boardwalk Pipelines LP 5.500% 2/1/17 3,725 4,107
British Transco Finance Inc. 6.625% 6/1/18 2,235 2,714
Buckeye Partners LP 6.050% 1/15/18 350 392
CenterPoint Energy Resources Corp. 6.150% 5/1/16 1,350 1,557
CenterPoint Energy Resources Corp. 4.500% 1/15/21 4,226 4,793
CenterPoint Energy Resources Corp. 5.850% 1/15/41 1,750 2,209
DCP Midstream LLC 8.125% 8/16/30 200 265
DCP Midstream Operating LP 3.250% 10/1/15 3,325 3,411
DCP Midstream Operating LP 4.950% 4/1/22 1,650 1,740

 

 

El Paso Natural Gas Co. LLC 5.950% 4/15/17 12,955 14,922
El Paso Natural Gas Co. LLC 8.625% 1/15/22 6,755 9,105
El Paso Pipeline Partners Operating Co. LLC 5.000% 10/1/21 5,000 5,520
El Paso Pipeline Partners Operating Co. LLC 7.500% 11/15/40 6,650 8,562
Enbridge Energy Partners LP 6.500% 4/15/18 7,583 9,187
Enbridge Energy Partners LP 9.875% 3/1/19 7,975 10,853
Enbridge Energy Partners LP 7.500% 4/15/38 11,720 15,713
Enbridge Inc. 5.800% 6/15/14 175 189
Enbridge Inc. 5.600% 4/1/17 3,825 4,438
Energy Transfer Partners LP 8.500% 4/15/14 5,066 5,597
Energy Transfer Partners LP 5.950% 2/1/15 8,475 9,301
Energy Transfer Partners LP 6.125% 2/15/17 1,225 1,407
Energy Transfer Partners LP 6.700% 7/1/18 340 404
Energy Transfer Partners LP 9.000% 4/15/19 35,053 45,314
Energy Transfer Partners LP 5.200% 2/1/22 8,000 8,910
Energy Transfer Partners LP 6.625% 10/15/36 2,050 2,323
Energy Transfer Partners LP 7.500% 7/1/38 2,590 3,131
Energy Transfer Partners LP 6.050% 6/1/41 800 876
Energy Transfer Partners LP 6.500% 2/1/42 8,220 9,518
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 9.750% 1/31/14 12,165 13,573
Enterprise Products Operating LLC 5.600% 10/15/14 200 219
Enterprise Products Operating LLC 5.000% 3/1/15 3,185 3,491
Enterprise Products Operating LLC 6.300% 9/15/17 13,000 15,817
Enterprise Products Operating LLC 6.650% 4/15/18 5,450 6,705
Enterprise Products Operating LLC 6.500% 1/31/19 6,429 7,995
Enterprise Products Operating LLC 5.200% 9/1/20 335 396
Enterprise Products Operating LLC 6.875% 3/1/33 2,113 2,699
Enterprise Products Operating LLC 6.650% 10/15/34 8,400 10,554
Enterprise Products Operating LLC 7.550% 4/15/38 2,925 3,948
Enterprise Products Operating LLC 6.125% 10/15/39 5,160 6,271
Enterprise Products Operating LLC 6.450% 9/1/40 725 898
Enterprise Products Operating LLC 5.950% 2/1/41 1,400 1,668
Enterprise Products Operating LLC 5.700% 2/15/42 10,800 12,589
Enterprise Products Operating LLC 4.850% 8/15/42 4,905 5,112
Enterprise Products Operating LLC 4.450% 2/15/43 6,000 5,942
6 Gulf South Pipeline Co. LP 4.000% 6/15/22 1,050 1,057
7 HNG Internorth 9.625% 3/15/06 3,680 —
KeySpan Corp. 8.000% 11/15/30 50 69
Kinder Morgan Energy Partners LP 5.000% 12/15/13 12,425 13,052
Kinder Morgan Energy Partners LP 5.125% 11/15/14 1,925 2,093
Kinder Morgan Energy Partners LP 3.500% 3/1/16 300 323
Kinder Morgan Energy Partners LP 6.000% 2/1/17 230 270
Kinder Morgan Energy Partners LP 5.950% 2/15/18 32,275 38,903
Kinder Morgan Energy Partners LP 6.850% 2/15/20 10,025 12,632
Kinder Morgan Energy Partners LP 5.800% 3/1/21 4,250 5,068
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,455 3,118
Kinder Morgan Energy Partners LP 5.800% 3/15/35 100 113
Kinder Morgan Energy Partners LP 6.500% 2/1/37 15,400 18,485
Kinder Morgan Energy Partners LP 6.950% 1/15/38 3,425 4,384
Kinder Morgan Energy Partners LP 6.500% 9/1/39 6,130 7,525
Kinder Morgan Energy Partners LP 6.550% 9/15/40 3,750 4,660
Kinder Morgan Energy Partners LP 5.625% 9/1/41 9,000 10,217

 

 

Magellan Midstream Partners LP 6.400% 7/15/18 9,000 11,083
Magellan Midstream Partners LP 6.550% 7/15/19 9,025 11,106
Magellan Midstream Partners LP 4.250% 2/1/21 3,920 4,299
Magellan Midstream Partners LP 6.400% 5/1/37 2,100 2,675
National Fuel Gas Co. 4.900% 12/1/21 550 597
National Grid plc 6.300% 8/1/16 8,600 9,971
Nisource Finance Corp. 5.400% 7/15/14 5,108 5,477
Nisource Finance Corp. 5.250% 9/15/17 925 1,071
Nisource Finance Corp. 6.400% 3/15/18 13,625 16,623
Nisource Finance Corp. 6.800% 1/15/19 150 182
Nisource Finance Corp. 5.450% 9/15/20 1,600 1,884
Nisource Finance Corp. 4.450% 12/1/21 3,750 4,172
Nisource Finance Corp. 6.125% 3/1/22 1,825 2,235
Nisource Finance Corp. 6.250% 12/15/40 8,875 11,161
Nisource Finance Corp. 5.800% 2/1/42 4,475 5,368
Nisource Finance Corp. 5.250% 2/15/43 325 365
ONEOK Inc. 5.200% 6/15/15 4,000 4,355
ONEOK Inc. 4.250% 2/1/22 1,000 1,084
ONEOK Inc. 6.000% 6/15/35 5,850 6,404
ONEOK Partners LP 3.250% 2/1/16 2,500 2,636
ONEOK Partners LP 6.150% 10/1/16 4,525 5,287
ONEOK Partners LP 8.625% 3/1/19 16,575 21,767
ONEOK Partners LP 3.375% 10/1/22 300 302
ONEOK Partners LP 6.650% 10/1/36 5,374 6,411
ONEOK Partners LP 6.850% 10/15/37 4,925 6,056
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 8,050 9,523
Panhandle Eastern Pipe Line Co. LP 7.000% 6/15/18 300 368
Plains All American Pipeline LP / PAA        
Finance Corp. 6.125% 1/15/17 4,440 5,279
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 1,675 2,070
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 2,475 3,322
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 1,400 1,698
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 700 820
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 6,900 7,319
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 6,425 7,278
Questar Corp. 2.750% 2/1/16 600 630
Sempra Energy 2.000% 3/15/14 8,225 8,362
Sempra Energy 2.300% 4/1/17 5,925 6,197
Sempra Energy 6.150% 6/15/18 2,100 2,611
Sempra Energy 2.875% 10/1/22 4,175 4,230
Sempra Energy 6.000% 10/15/39 17,905 23,367
Southern California Gas Co. 5.750% 11/15/35 950 1,256
Southern California Gas Co. 3.750% 9/15/42 4,725 4,820
6 Southern Natural Gas Co. LLC 5.900% 4/1/17 5,690 6,678
Southern Natural Gas Co. LLC 8.000% 3/1/32 5,832 8,351
Southern Union Co. 7.600% 2/1/24 3,810 4,836
Spectra Energy Capital LLC 5.500% 3/1/14 3,125 3,313
Spectra Energy Capital LLC 5.668% 8/15/14 150 162
Spectra Energy Capital LLC 6.200% 4/15/18 4,885 5,910
Spectra Energy Capital LLC 6.750% 2/15/32 2,250 2,723
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 750 868

 

 

  Sunoco Logistics Partners Operations LP 6.100% 2/15/42 4,000 4,385
  Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 120 161
  Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 1,342 1,870
  Texas Gas Transmission LLC 4.600% 6/1/15 2,875 3,122
  TransCanada PipeLines Ltd. 0.875% 3/2/15 6,350 6,403
  TransCanada PipeLines Ltd. 3.400% 6/1/15 500 535
  TransCanada PipeLines Ltd. 6.500% 8/15/18 14,500 18,181
  TransCanada PipeLines Ltd. 3.800% 10/1/20 7,900 8,919
  TransCanada PipeLines Ltd. 2.500% 8/1/22 13,825 13,929
  TransCanada PipeLines Ltd. 5.600% 3/31/34 3,055 3,859
  TransCanada PipeLines Ltd. 5.850% 3/15/36 13,825 18,208
  TransCanada PipeLines Ltd. 6.200% 10/15/37 7,425 10,188
  TransCanada PipeLines Ltd. 7.250% 8/15/38 2,017 3,009
  TransCanada PipeLines Ltd. 7.625% 1/15/39 354 547
4 TransCanada PipeLines Ltd. 6.350% 5/15/67 17,771 19,015
  Williams Cos. Inc. 7.875% 9/1/21 694 913
  Williams Cos. Inc. 7.500% 1/15/31 4,696 5,890
  Williams Cos. Inc. 7.750% 6/15/31 1,085 1,389
  Williams Cos. Inc. 8.750% 3/15/32 441 612
  Williams Partners LP 3.800% 2/15/15 2,900 3,083
  Williams Partners LP 5.250% 3/15/20 36,145 41,973
  Williams Partners LP 4.000% 11/15/21 4,050 4,373
  Williams Partners LP 6.300% 4/15/40 2,920 3,681
  Williams Partners LP / Williams Partners        
  Finance Corp. 7.250% 2/1/17 11,225 13,758
 
  Other Utility (0.0%)        
  American Water Capital Corp. 6.085% 10/15/17 10,200 12,134
  American Water Capital Corp. 6.593% 10/15/37 5,645 7,299
  United Utilities plc 5.375% 2/1/19 3,450 3,807
  United Utilities plc 6.875% 8/15/28 850 972
  Veolia Environnement SA 6.000% 6/1/18 5,495 6,408
  Veolia Environnement SA 6.750% 6/1/38 825 990
 
          2,763,919
Total Corporate Bonds (Cost $22,473,921)       25,021,598
Sovereign Bonds (U.S. Dollar-Denominated) (4.6%)        
  African Development Bank 3.000% 5/27/14 17,625 18,368
  African Development Bank 2.500% 3/15/16 300 319
  African Development Bank 1.250% 9/2/16 6,850 7,007
  African Development Bank 1.125% 3/15/17 7,350 7,469
  Asian Development Bank 2.750% 5/21/14 18,145 18,828
  Asian Development Bank 0.875% 6/10/14 5,550 5,600
  Asian Development Bank 4.250% 10/20/14 5,875 6,313
  Asian Development Bank 2.625% 2/9/15 30,175 31,718
  Asian Development Bank 0.500% 8/17/15 17,950 18,031
  Asian Development Bank 2.500% 3/15/16 15,000 15,969
  Asian Development Bank 5.500% 6/27/16 5,175 6,117
  Asian Development Bank 1.125% 3/15/17 19,500 19,884
  Asian Development Bank 5.250% 6/12/17 600 724
  Asian Development Bank 5.593% 7/16/18 3,528 4,335
  Asian Development Bank 1.875% 10/23/18 11,250 11,855
  Asian Development Bank 1.750% 3/21/19 14,550 15,108
  Banco do Brasil SA 3.875% 1/23/17 3,125 3,253
  Canada 2.375% 9/10/14 4,524 4,725
  Canada 0.875% 2/14/17 34,350 34,837

 

 

China Development Bank Corp. 4.750% 10/8/14 3,700 3,947
China Development Bank Corp. 5.000% 10/15/15 1,450 1,601
6 Corp Nacional del Cobre de Chile 3.000% 7/17/22 1,400 1,405
Corp. Andina de Fomento 5.125% 5/5/15 800 868
Corp. Andina de Fomento 3.750% 1/15/16 6,125 6,420
Corp. Andina de Fomento 8.125% 6/4/19 21,300 27,540
Corp. Andina de Fomento 4.375% 6/15/22 19,644 21,302
Council Of Europe Development Bank 2.750% 2/10/15 5,675 5,948
Council Of Europe Development Bank 2.625% 2/16/16 6,950 7,349
Council Of Europe Development Bank 1.500% 2/22/17 11,950 12,229
Council Of Europe Development Bank 1.500% 6/19/17 3,300 3,383
8 Development Bank of Japan Inc. 4.250% 6/9/15 11,375 12,467
Ecopetrol SA 7.625% 7/23/19 1,500 1,926
European Bank for Reconstruction &        
Development 2.750% 4/20/15 19,100 20,070
European Bank for Reconstruction &        
Development 1.625% 9/3/15 6,550 6,770
European Bank for Reconstruction &        
Development 2.500% 3/15/16 20,100 21,292
European Bank for Reconstruction &        
Development 1.375% 10/20/16 2,550 2,617
European Bank for Reconstruction &        
Development 1.000% 2/16/17 5,000 5,067
European Bank for Reconstruction &        
Development 0.750% 9/1/17 11,500 11,497
European Investment Bank 1.250% 2/14/14 8,800 8,902
European Investment Bank 2.375% 3/14/14 25,550 26,246
European Investment Bank 1.500% 5/15/14 39,400 40,070
European Investment Bank 4.625% 5/15/14 35,882 38,272
European Investment Bank 3.125% 6/4/14 55,200 57,574
European Investment Bank 1.125% 8/15/14 43,050 43,603
European Investment Bank 2.875% 1/15/15 15,400 16,210
European Investment Bank 2.750% 3/23/15 20,500 21,604
European Investment Bank 1.125% 4/15/15 34,800 35,318
European Investment Bank 1.000% 7/15/15 14,865 15,035
European Investment Bank 1.625% 9/1/15 19,525 20,116
European Investment Bank 1.375% 10/20/15 19,325 19,797
European Investment Bank 4.875% 2/16/16 19,250 21,876
European Investment Bank 2.500% 5/16/16 29,250 31,014
European Investment Bank 2.125% 7/15/16 21,800 22,870
European Investment Bank 5.125% 9/13/16 18,700 21,830
European Investment Bank 1.250% 10/14/16 23,925 24,356
European Investment Bank 4.875% 1/17/17 30,625 35,685
European Investment Bank 1.750% 3/15/17 41,800 43,402
European Investment Bank 5.125% 5/30/17 45,545 54,222
European Investment Bank 1.625% 6/15/17 4,900 5,055
European Investment Bank 1.125% 9/15/17 26,075 26,285
European Investment Bank 1.000% 12/15/17 22,500 22,502
European Investment Bank 2.875% 9/15/20 18,400 19,755
European Investment Bank 4.000% 2/16/21 34,475 39,811
European Investment Bank 4.875% 2/15/36 300 357
Export Development Canada 3.125% 4/24/14 225 235
Export Development Canada 2.250% 5/28/15 3,500 3,680
Export Development Canada 0.500% 9/15/15 9,725 9,772
Export Development Canada 1.250% 10/26/16 12,750 13,168
Export-Import Bank of Korea 8.125% 1/21/14 18,550 20,193
Export-Import Bank of Korea 5.875% 1/14/15 19,025 20,908

 

 

Export-Import Bank of Korea 5.125% 3/16/15 2,500 2,717
Export-Import Bank of Korea 4.125% 9/9/15 4,925 5,294
Export-Import Bank of Korea 3.750% 10/20/16 11,550 12,445
Export-Import Bank of Korea 4.000% 1/11/17 6,000 6,526
Export-Import Bank of Korea 5.125% 6/29/20 5,700 6,645
Export-Import Bank of Korea 4.375% 9/15/21 3,725 4,167
Export-Import Bank of Korea 5.000% 4/11/22 3,950 4,660
Federative Republic of Brazil 7.875% 3/7/15 8,200 9,561
Federative Republic of Brazil 6.000% 1/17/17 32,930 39,318
4 Federative Republic of Brazil 8.000% 1/15/18 14,930 17,737
Federative Republic of Brazil 5.875% 1/15/19 42,825 53,317
Federative Republic of Brazil 8.875% 10/14/19 11,650 16,863
Federative Republic of Brazil 4.875% 1/22/21 36,550 43,673
Federative Republic of Brazil 8.875% 4/15/24 3,125 5,031
Federative Republic of Brazil 8.875% 4/15/24 1,500 2,411
Federative Republic of Brazil 8.750% 2/4/25 12,550 20,205
Federative Republic of Brazil 10.125% 5/15/27 12,325 22,277
Federative Republic of Brazil 8.250% 1/20/34 16,525 27,184
Federative Republic of Brazil 7.125% 1/20/37 17,381 26,035
Federative Republic of Brazil 11.000% 8/17/40 13,300 16,984
Federative Republic of Brazil 5.625% 1/7/41 38,325 49,113
Hydro-Quebec 7.500% 4/1/16 2,155 2,644
Hydro-Quebec 2.000% 6/30/16 25,075 25,969
Hydro-Quebec 1.375% 6/19/17 3,700 3,754
Hydro-Quebec 8.400% 1/15/22 8,175 11,866
Hydro-Quebec 8.050% 7/7/24 3,115 4,663
Hydro-Quebec 8.500% 12/1/29 700 1,153
Inter-American Development Bank 3.000% 4/22/14 23,700 24,659
Inter-American Development Bank 2.250% 7/15/15 8,100 8,483
Inter-American Development Bank 0.500% 8/17/15 8,500 8,538
Inter-American Development Bank 4.250% 9/14/15 7,395 8,227
Inter-American Development Bank 5.125% 9/13/16 6,900 8,137
Inter-American Development Bank 1.375% 10/18/16 350 360
Inter-American Development Bank 1.125% 3/15/17 20,300 20,722
Inter-American Development Bank 2.375% 8/15/17 22,800 24,561
Inter-American Development Bank 1.750% 8/24/18 4,900 5,143
Inter-American Development Bank 4.250% 9/10/18 2,950 3,491
Inter-American Development Bank 1.125% 9/12/19 1,750 1,743
Inter-American Development Bank 3.875% 9/17/19 57,400 67,617
Inter-American Development Bank 3.875% 2/14/20 6,425 7,547
Inter-American Development Bank 7.000% 6/15/25 2,950 4,230
Inter-American Development Bank 3.200% 8/7/42 4,500 4,358
International Bank for Reconstruction &        
Development 3.500% 10/8/13 29,450 30,378
International Bank for Reconstruction &        
Development 0.500% 11/26/13 28,900 28,972
International Bank for Reconstruction &        
Development 2.375% 5/26/15 43,425 45,734
International Bank for Reconstruction &        
Development 2.125% 3/15/16 44,275 46,662
International Bank for Reconstruction &        
Development 5.000% 4/1/16 18,325 21,209
International Bank for Reconstruction &        
Development 1.000% 9/15/16 13,250 13,448
International Bank for Reconstruction &        
Development 0.875% 4/17/17 63,175 63,827

 

 

International Bank for Reconstruction &        
Development 7.625% 1/19/23 3,700 5,525
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,050 1,795
International Bank for Reconstruction &        
Development 4.750% 2/15/35 1,150 1,453
International Finance Corp. 3.000% 4/22/14 26,437 27,503
International Finance Corp. 2.750% 4/20/15 10,375 11,007
International Finance Corp. 2.250% 4/11/16 9,000 9,566
International Finance Corp. 1.125% 11/23/16 28,950 29,572
International Finance Corp. 1.000% 4/24/17 3,975 4,023
International Finance Corp. 2.125% 11/17/17 14,975 16,009
8 Japan Bank for International Cooperation 2.875% 2/2/15 16,750 17,648
8 Japan Bank for International Cooperation 2.500% 1/21/16 6,100 6,456
8 Japan Bank for International Cooperation 2.500% 5/18/16 6,100 6,487
8 Japan Bank for International Cooperation 2.250% 7/13/16 12,125 12,794
8 Japan Bank for International Cooperation 1.125% 7/19/17 39,100 39,391
8 Japan Finance Organization for Municipalities 4.625% 4/21/15 6,850 7,537
8 Japan Finance Organization for Municipalities 5.000% 5/16/17 4,000 4,709
8 Japan Finance Organization for Municipalities 4.000% 1/13/21 9,200 10,687
9 KFW 4.000% 10/15/13 23,825 24,700
9 KFW 1.375% 1/13/14 19,175 19,369
9 KFW 3.500% 3/10/14 22,925 23,900
9 KFW 1.500% 4/4/14 13,675 13,893
9 KFW 4.125% 10/15/14 2,550 2,740
9 KFW 2.750% 10/21/14 15,275 15,950
9 KFW 1.000% 1/12/15 48,500 49,098
9 KFW 2.625% 3/3/15 28,625 30,014
9 KFW 0.625% 4/24/15 48,225 48,222
9 KFW 1.250% 10/26/15 11,575 11,837
9 KFW 2.625% 2/16/16 27,900 29,779
9 KFW 5.125% 3/14/16 36,250 41,696
9 KFW 2.000% 6/1/16 38,400 40,193
9 KFW 1.250% 10/5/16 42,575 43,489
9 KFW 4.875% 1/17/17 680 798
9 KFW 1.250% 2/15/17 64,425 65,791
9 KFW 0.875% 9/5/17 26,650 26,662
9 KFW 4.375% 3/15/18 17,975 20,899
9 KFW 4.500% 7/16/18 14,325 16,957
9 KFW 4.875% 6/17/19 24,825 30,361
9 KFW 4.000% 1/27/20 43,750 51,031
9 KFW 2.750% 9/8/20 45,900 49,345
9 KFW 2.375% 8/25/21 10,000 10,359
9 KFW 2.000% 10/4/22 23,500 23,224
9 KFW 0.000% 4/18/36 18,450 8,580
Korea Development Bank 8.000% 1/23/14 10,800 11,736
Korea Development Bank 4.375% 8/10/15 6,275 6,777
Korea Development Bank 3.250% 3/9/16 12,800 13,436
Korea Development Bank 4.000% 9/9/16 4,250 4,612
Korea Development Bank 3.875% 5/4/17 5,900 6,404
Korea Development Bank 3.500% 8/22/17 3,275 3,517
Korea Finance Corp. 3.250% 9/20/16 11,100 11,667
Korea Finance Corp. 2.250% 8/7/17 850 860
Korea Finance Corp. 4.625% 11/16/21 5,975 6,778
Landesbank Baden-Wuerttemberg 7.625% 2/1/23 300 393
9 Landwirtschaftliche Rentenbank 3.125% 7/15/15 12,195 13,019
9 Landwirtschaftliche Rentenbank 4.875% 11/16/15 9,250 10,453

 

 

9 Landwirtschaftliche Rentenbank 2.500% 2/15/16 2,675 2,842
9 Landwirtschaftliche Rentenbank 2.125% 7/15/16 10,750 11,335
9 Landwirtschaftliche Rentenbank 5.000% 11/8/16 76 88
9 Landwirtschaftliche Rentenbank 5.125% 2/1/17 9,775 11,544
9 Landwirtschaftliche Rentenbank 0.875% 9/12/17 11,825 11,802
9 Landwirtschaftliche Rentenbank 1.875% 9/17/18 12,500 13,033
  Nordic Investment Bank 2.625% 10/6/14 9,600 10,001
  Nordic Investment Bank 2.500% 7/15/15 9,200 9,733
  Nordic Investment Bank 2.250% 3/15/16 3,175 3,364
  Nordic Investment Bank 5.000% 2/1/17 5,200 6,123
  Nordic Investment Bank 1.000% 3/7/17 1,650 1,668
  North American Development Bank 4.375% 2/11/20 2,600 2,951
10 Oesterreichische Kontrollbank AG 1.375% 1/21/14 1,475 1,493
10 Oesterreichische Kontrollbank AG 4.500% 3/9/15 125 137
10 Oesterreichische Kontrollbank AG 1.125% 7/6/15 1,700 1,719
10 Oesterreichische Kontrollbank AG 1.750% 10/5/15 5,300 5,449
10 Oesterreichische Kontrollbank AG 2.000% 6/3/16 10,700 11,077
10 Oesterreichische Kontrollbank AG 5.000% 4/25/17 19,995 23,275
  Pemex Project Funding Master Trust 5.750% 3/1/18 39,775 46,514
  Pemex Project Funding Master Trust 6.625% 6/15/35 22,171 27,554
  Pemex Project Funding Master Trust 6.625% 6/15/38 5,975 7,476
  People's Republic of China 4.750% 10/29/13 5,700 5,943
  Petrobras International Finance Co. - Pifco 2.875% 2/6/15 2,150 2,208
  Petrobras International Finance Co. - Pifco 3.875% 1/27/16 12,200 12,908
  Petrobras International Finance Co. - Pifco 6.125% 10/6/16 14,263 16,162
  Petrobras International Finance Co. - Pifco 3.500% 2/6/17 16,900 17,659
  Petrobras International Finance Co. - Pifco 5.875% 3/1/18 30,500 34,613
  Petrobras International Finance Co. - Pifco 8.375% 12/10/18 10,250 12,972
  Petrobras International Finance Co. - Pifco 7.875% 3/15/19 21,208 26,627
  Petrobras International Finance Co. - Pifco 5.750% 1/20/20 7,252 8,233
  Petrobras International Finance Co. - Pifco 5.375% 1/27/21 18,400 20,747
  Petrobras International Finance Co. - Pifco 6.875% 1/20/40 13,700 17,175
  Petrobras International Finance Co. - Pifco 6.750% 1/27/41 25,875 32,080
  Petroleos Mexicanos 4.875% 3/15/15 13,550 14,560
  Petroleos Mexicanos 8.000% 5/3/19 5,200 6,812
  Petroleos Mexicanos 6.000% 3/5/20 10,825 12,952
  Petroleos Mexicanos 5.500% 1/21/21 5,120 5,991
  Petroleos Mexicanos 4.875% 1/24/22 5,100 5,744
  Petroleos Mexicanos 6.500% 6/2/41 36,075 44,419
  Petroleos Mexicanos 5.500% 6/27/44 975 1,061
6 Petronas Capital Ltd. 5.250% 8/12/19 1,000 1,177
  Province of British Columbia 2.850% 6/15/15 15,300 16,291
  Province of British Columbia 2.100% 5/18/16 22,000 23,251
  Province of British Columbia 1.200% 4/25/17 7,000 7,149
  Province of British Columbia 2.650% 9/22/21 1,550 1,656
  Province of British Columbia 6.500% 1/15/26 260 375
  Province of Manitoba 1.375% 4/28/14 200 203
  Province of Manitoba 2.625% 7/15/15 8,750 9,245
  Province of Manitoba 4.900% 12/6/16 13,200 15,492
  Province of Manitoba 1.300% 4/3/17 4,875 4,981
  Province of Manitoba 1.750% 5/30/19 800 817
  Province of Manitoba Canada 2.100% 9/6/22 6,000 6,090
  Province of New Brunswick 2.750% 6/15/18 14,750 16,258
  Province of Nova Scotia 2.375% 7/21/15 8,000 8,406
  Province of Nova Scotia 5.125% 1/26/17 3,500 4,114
  Province of Ontario 1.375% 1/27/14 16,575 16,806
  Province of Ontario 4.100% 6/16/14 27,670 29,384

 

 

Province of Ontario 2.950% 2/5/15 5,080 5,364
Province of Ontario 0.950% 5/26/15 35,525 35,903
Province of Ontario 2.700% 6/16/15 23,375 24,686
Province of Ontario 1.875% 9/15/15 10,300 10,661
Province of Ontario 4.750% 1/19/16 5,375 6,059
Province of Ontario 5.450% 4/27/16 30,325 35,350
Province of Ontario 2.300% 5/10/16 5,700 5,998
Province of Ontario 1.600% 9/21/16 10,650 10,971
Province of Ontario 3.150% 12/15/17 13,000 14,236
Province of Ontario 3.000% 7/16/18 8,475 9,299
Province of Ontario 1.650% 9/27/19 8,300 8,337
Province of Ontario 4.000% 10/7/19 21,225 24,594
Province of Ontario 4.400% 4/14/20 20,575 24,384
Province of Ontario 2.450% 6/29/22 9,975 10,084
Quebec 4.875% 5/5/14 4,125 4,421
Quebec 4.600% 5/26/15 7,800 8,645
Quebec 5.000% 3/1/16 200 230
Quebec 5.125% 11/14/16 21,200 24,945
Quebec 4.625% 5/14/18 11,800 13,913
Quebec 3.500% 7/29/20 16,450 18,350
Quebec 2.750% 8/25/21 16,325 17,218
Quebec 7.500% 7/15/23 450 644
Quebec 7.125% 2/9/24 905 1,276
Quebec 7.500% 9/15/29 7,877 12,191
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% 9/30/19 350 438
Region of Lombardy Italy 5.804% 10/25/32 6,395 4,869
Federative Republic of Brazil 2.625% 1/5/23 10,750 10,761
Republic of Chile 3.875% 8/5/20 8,850 9,980
Republic of Chile 3.250% 9/14/21 1,000 1,081
Republic of Columbia 8.250% 12/22/14 3,200 3,695
Republic of Columbia 7.375% 1/27/17 18,075 22,413
Republic of Columbia 7.375% 3/18/19 13,300 17,556
Republic of Columbia 11.750% 2/25/20 3,350 5,435
Republic of Columbia 4.375% 7/12/21 14,675 16,898
Republic of Columbia 8.125% 5/21/24 6,350 9,462
Republic of Columbia 7.375% 9/18/37 9,722 14,909
Republic of Columbia 6.125% 1/18/41 25,075 33,808
Republic of Finland 6.950% 2/15/26 1,905 2,754
Republic of Italy 4.500% 1/21/15 20,650 21,362
Republic of Italy 3.125% 1/26/15 24,800 24,934
Republic of Italy 4.750% 1/25/16 24,850 25,588
Republic of Italy 5.250% 9/20/16 31,326 32,764
Republic of Italy 5.375% 6/12/17 9,050 9,473
Republic of Italy 6.875% 9/27/23 12,015 13,237
Republic of Italy 5.375% 6/15/33 16,575 15,627
Republic of Korea 5.750% 4/16/14 8,700 9,338
Republic of Korea 4.875% 9/22/14 625 673
Republic of Korea 7.125% 4/16/19 8,013 10,413
Republic of Korea 5.625% 11/3/25 1,425 1,866
Republic of Panama 7.250% 3/15/15 500 573
Republic of Panama 5.200% 1/30/20 20,125 24,120
Republic of Panama 7.125% 1/29/26 14,150 20,058
Republic of Panama 8.875% 9/30/27 650 1,050
Republic of Panama 9.375% 4/1/29 800 1,360
4 Republic of Panama 6.700% 1/26/36 15,065 21,068
Republic of Peru 7.125% 3/30/19 20,700 27,427

 

 

  Republic of Peru 7.350% 7/21/25 9,875 14,403
  Republic of Peru 8.750% 11/21/33 11,392 19,590
4 Republic of Peru 6.550% 3/14/37 12,350 18,124
  Republic of Peru 5.625% 11/18/50 16,275 20,865
  Republic of Poland 5.250% 1/15/14 1,695 1,784
  Republic of Poland 3.875% 7/16/15 15,100 16,081
  Republic of Poland 5.000% 10/19/15 2,875 3,184
  Republic of Poland 6.375% 7/15/19 42,825 52,889
  Republic of Poland 5.125% 4/21/21 11,425 13,310
  Republic of Poland 5.000% 3/23/22 16,725 19,372
  Republic of Poland 3.000% 3/17/23 11,850 11,622
  Republic of South Africa 6.500% 6/2/14 2,425 2,641
  Republic of South Africa 6.875% 5/27/19 14,875 18,783
  Republic of South Africa 5.500% 3/9/20 11,650 13,834
  Republic of South Africa 4.665% 1/17/24 16,925 19,041
  Republic of South Africa 6.250% 3/8/41 6,900 9,092
4 Oriental Republic of Uruguay 8.000% 11/18/22 1,400 2,034
4 Oriental Republic of Uruguay 7.625% 3/21/36 5,975 9,276
  State of Israel 5.125% 3/1/14 800 842
  State of Israel 5.500% 11/9/16 8,100 9,305
  State of Israel 5.125% 3/26/19 18,700 21,488
  State of Israel 4.000% 6/30/22 9,100 9,606
  Statoil ASA 3.875% 4/15/14 7,250 7,619
  Statoil ASA 2.900% 10/15/14 4,625 4,847
  Statoil ASA 1.800% 11/23/16 3,550 3,686
  Statoil ASA 3.125% 8/17/17 9,225 10,152
  Statoil ASA 5.250% 4/15/19 11,825 14,342
  Statoil ASA 3.150% 1/23/22 8,350 8,939
  Statoil ASA 7.750% 6/15/23 25 36
  Statoil ASA 7.250% 9/23/27 5,375 7,800
6 Statoil ASA 6.500% 12/1/28 975 1,325
  Statoil ASA 7.150% 1/15/29 2,950 4,205
  Statoil ASA 5.100% 8/17/40 5,700 7,070
  Statoil ASA 4.250% 11/23/41 2,550 2,824
  Svensk Exportkredit AB 3.250% 9/16/14 7,775 8,154
  Svensk Exportkredit AB 1.750% 10/20/15 13,000 13,369
  Svensk Exportkredit AB 2.125% 7/13/16 7,950 8,249
  Svensk Exportkredit AB 5.125% 3/1/17 1,350 1,577
  Svensk Exportkredit AB 1.750% 5/30/17 8,650 8,823
6 Temasek Financial I Ltd. 5.375% 11/23/39 500 654
  United Mexican States 5.875% 2/17/14 32,775 34,873
  United Mexican States 6.625% 3/3/15 433 490
  United Mexican States 11.375% 9/15/16 4,775 6,613
  United Mexican States 5.625% 1/15/17 46,979 55,041
  United Mexican States 5.950% 3/19/19 24,400 30,329
  United Mexican States 3.625% 3/15/22 14,550 15,872
  United Mexican States 8.300% 8/15/31 24,300 39,062
  United Mexican States 6.750% 9/27/34 39,646 56,255
  United Mexican States 6.050% 1/11/40 10,155 13,506
  United Mexican States 4.750% 3/8/44 53,602 59,561
  United Mexican States 5.750% 10/12/10 11,380 13,538
Total Sovereign Bonds (Cost $4,826,215)       5,233,682
Taxable Municipal Bonds (1.0%)        
  Alameda County CA Joint Powers Authority        
  Lease Revenue 7.046% 12/1/44 200 257
  American Municipal Power Ohio Inc. Revenue        
  (Prairie State Energy Campus Project) 7.834% 2/15/41 1,000 1,424

 

 

American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 950 1,131
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 4,775 5,872
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 1,750 2,059
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 1,525 2,084
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 8,600 12,687
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 2,375 3,082
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 4,075 5,710
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 6,250 8,868
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 1,200 1,747
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 9,030 12,887
California Educational Facilities Authority        
Revenue (Stanford University) 3.625% 5/1/14 7,650 8,033
California Educational Facilities Authority        
Revenue (Stanford University) 4.250% 5/1/16 2,250 2,524
California GO 5.250% 4/1/14 3,775 4,020
California GO 5.750% 3/1/17 10,750 12,442
California GO 6.200% 3/1/19 1,400 1,667
California GO 6.200% 10/1/19 11,175 13,444
California GO 5.700% 11/1/21 10,000 11,457
California GO 7.500% 4/1/34 22,550 30,072
California GO 7.950% 3/1/36 500 600
California GO 7.550% 4/1/39 3,415 4,661
California GO 7.300% 10/1/39 5,000 6,658
California GO 7.350% 11/1/39 21,900 29,572
California GO 7.625% 3/1/40 13,250 18,285
California GO 7.600% 11/1/40 9,150 12,701
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 1,500 1,906
Chicago IL Board of Education GO 6.319% 11/1/29 3,125 3,642
Chicago IL Board of Education GO 6.138% 12/1/39 650 707
Chicago IL GO 7.781% 1/1/35 1,850 2,409
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 9,350 12,291
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 1,450 1,670
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,500 1,955
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 2,850 3,216
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 7,125 8,645
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 1,700 2,177
Chicago IL Water Revenue 6.742% 11/1/40 2,150 2,885
Clark County NV Airport Revenue 6.881% 7/1/42 1,475 1,718
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 6,375 7,925

 

 

  Connecticut GO 5.090% 10/1/30 8,600 10,003
  Connecticut GO 5.850% 3/15/32 5,375 6,792
  Connecticut Special Tax Revenue        
  (Transportation Infrastructure) 5.459% 11/1/30 3,300 3,949
  Cook County IL GO 6.229% 11/15/34 1,950 2,237
  Curators of the University of Missouri System        
  Facilities Revenue 5.960% 11/1/39 3,000 3,970
  Curators of the University of Missouri System        
  Facilities Revenue 5.792% 11/1/41 3,000 3,901
  Dallas County TX Hospital District Revenue 5.621% 8/15/44 2,100 2,738
  Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 7,850 9,585
  Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,050 1,442
  Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 4,700 5,808
  Dallas TX Independent School District GO 6.450% 2/15/35 3,850 4,841
  Dartmouth College New Hampshire GO 4.750% 6/1/19 1,185 1,410
  Denver CO City & County School District No.        
  1 GO 5.664% 12/1/33 1,325 1,677
  Denver CO Public Schools Revenue (City &        
  County of Denver School District No. 1)        
  COP 7.017% 12/15/37 2,100 2,936
  District of Columbia Income Tax Revenue 5.591% 12/1/34 1,125 1,410
  District of Columbia Income Tax Revenue 5.582% 12/1/35 1,600 2,014
  East Baton Rouge LA Sewer Commission        
  Revenue 6.087% 2/1/45 2,300 2,621
  East Bay CA Municipal Utility District Water        
  System Revenue 5.874% 6/1/40 2,100 2,828
  Energy Northwest Washington Electric        
  Revenue (Columbia Generating Station) 2.197% 7/1/19 4,000 4,083
  George Washington University District of        
  Columbia GO 3.485% 9/15/22 8,400 8,962
  Georgia GO 4.503% 11/1/25 5,900 6,851
  Georgia Municipal Electric Power Authority        
  Revenue 6.637% 4/1/57 8,555 10,044
  Georgia Municipal Electric Power Authority        
  Revenue 6.655% 4/1/57 5,980 6,936
  Georgia Municipal Electric Power Authority        
  Revenue 7.055% 4/1/57 3,425 3,742
  Harvard University Massachusetts GO 4.875% 10/15/40 7,600 9,475
  Howard Hughes Medical Institute Maryland        
  Revenue 3.450% 9/1/14 4,050 4,290
  Illinois GO 4.071% 1/1/14 9,600 9,952
  Illinois GO 4.511% 3/1/15 11,650 12,299
  Illinois GO 5.365% 3/1/17 15,950 17,784
  Illinois GO 5.877% 3/1/19 8,345 9,445
  Illinois GO 4.950% 6/1/23 13,275 13,824
  Illinois GO 5.100% 6/1/33 46,014 44,640
  Illinois GO 6.630% 2/1/35 2,800 3,161
  Illinois GO 6.725% 4/1/35 5,275 6,013
  Illinois GO 7.350% 7/1/35 650 784
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34 880 1,128
  Illinois Toll Highway Authority Revenue 5.851% 12/1/34 1,650 2,079
  Indianapolis IN Local Public Improvement        
  Revenue 6.116% 1/15/40 9,700 12,897
  Johns Hopkins University Maryland GO 5.250% 7/1/19 7,950 9,632
11 Kansas Development Finance Authority        
  Revenue (Public Employees Retirement        
  System) 5.501% 5/1/34 4,300 5,047

 

 

  Kentucky Asset/Liability Commission General        
  Fund Revenue 3.165% 4/1/18 800 841
  Las Vegas Valley Water District Nevada GO 7.013% 6/1/39 1,700 2,314
  Los Angeles CA Community College District        
  GO 6.600% 8/1/42 5,325 7,184
  Los Angeles CA Department of Water &        
  Power Revenue 5.716% 7/1/39 2,200 2,783
  Los Angeles CA Department of Water &        
  Power Revenue 6.008% 7/1/39 6,350 8,167
  Los Angeles CA Department of Water &        
  Power Revenue 6.166% 7/1/40 1,550 1,800
  Los Angeles CA Department of Water &        
  Power Revenue 6.574% 7/1/45 2,700 3,924
  Los Angeles CA Department of Water &        
  Power Revenue 6.603% 7/1/50 350 516
  Los Angeles CA Unified School District GO 5.750% 7/1/34 9,225 10,866
  Los Angeles CA Unified School District GO 6.758% 7/1/34 7,175 9,559
  Los Angeles County CA Metropolitan        
  Transportation Authority Sales Tax        
  Revenue 5.735% 6/1/39 5,200 6,575
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.488% 8/1/33 4,300 5,623
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 2,250 3,041
  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 2,330 3,140
  Massachusetts GO 4.200% 12/1/21 5,000 5,750
  Massachusetts GO 4.500% 8/1/31 500 567
  Massachusetts GO 5.456% 12/1/39 4,600 5,784
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 2,550 3,332
  Massachusetts Transportation Fund Revenue 5.731% 6/1/40 1,000 1,329
  Massachusetts Water Pollution Abatement        
  Trust 5.192% 8/1/40 2,825 3,432
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 2,350 2,808
  Metropolitan Government of Nashville &        
  Davidson County TN GO 5.707% 7/1/34 2,625 3,334
  Metropolitan Washington DC/VA Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 1,475 1,772
  Metropolitan Water District of Southern        
  California Water Revenue 6.947% 7/1/40 1,650 2,049
  Mississippi GO 5.245% 11/1/34 1,375 1,667
  Missouri Highways & Transportation        
  Commission Road Revenue 5.445% 5/1/33 1,650 2,041
12 New Jersey Economic Development Authority        
  Revenue (State Pension Funding) 7.425% 2/15/29 14,250 18,200
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 5.754% 12/15/28 12,075 14,377
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.104% 12/15/28 3,500 4,070
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.561% 12/15/40 575 779
13 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 200 213
13 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 2,350 2,465
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 13,900 20,689

 

 

New Jersey Turnpike Authority Revenue 7.102% 1/1/41 3,750 5,387
New York City NY GO 6.246% 6/1/35 2,150 2,516
New York City NY GO 5.968% 3/1/36 3,200 4,194
New York City NY GO 5.985% 12/1/36 1,650 2,104
New York City NY GO 5.517% 10/1/37 8,000 10,010
New York City NY GO 5.846% 6/1/40 2,100 2,764
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 1,400 1,890
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.724% 6/15/42 450 606
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 2,900 4,025
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 1,050 1,468
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 4,400 5,635
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 15,645 21,473
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 6,300 8,423
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 2,125 2,688
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 8,950 11,343
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 10,955 16,462
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 975 1,258
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.548% 11/15/31 700 883
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 2,175 2,620
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 4,170 5,501
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 6,900 8,357
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.289% 3/15/33 3,150 3,753
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 2,210 2,759
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 1,425 1,781
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 5,875 7,285
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 1,600 2,021
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 3,050 4,198
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 4,400 5,277
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 2,675 3,072
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 2,550 2,968
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 2,090 2,957

 

 

  Oregon Department of Transportation        
  Highway User Tax Revenue 5.834% 11/15/34 2,425 3,185
  Oregon GO 5.762% 6/1/23 1,950 2,447
  Oregon GO 5.892% 6/1/27 2,725 3,387
13 Oregon School Boards Association GO 4.759% 6/30/28 2,075 2,373
11 Oregon School Boards Association GO 5.528% 6/30/28 1,200 1,445
  Partners Healthcare System Massachusetts        
  GO 3.443% 7/1/21 3,450 3,647
  Pennsylvania GO 4.650% 2/15/26 2,875 3,381
  Pennsylvania GO 5.350% 5/1/30 7,400 8,207
  Pennsylvania Public School Building Authority        
  Lease Revenue (School District of        
  Philadelphia) 5.000% 9/15/27 2,600 3,004
  Pennsylvania Turnpike Commission Revenue 6.105% 12/1/39 400 505
  Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 1,450 1,738
  Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 1,475 1,784
  Port Authority of New York & New Jersey        
  Revenue 6.040% 12/1/29 2,550 3,281
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 11,550 14,559
  Port Authority of New York & New Jersey        
  Revenue 4.458% 10/1/62 22,900 23,047
  Princeton University New Jersey GO 5.700% 3/1/39 3,625 5,024
  Puerto Rico Government Development Bank        
  GO 3.670% 5/1/14 4,000 4,060
  Puerto Rico Government Development Bank        
  GO 4.704% 5/1/16 3,450 3,553
  Regional Transportation District of Colorado        
  Sales Tax Revenue 5.844% 11/1/50 3,500 4,809
  Rutgers State University NJ Revenue 5.665% 5/1/40 1,850 2,357
  Salt River Project Arizona Agricultural        
  Improvement & Power District Revenue 4.839% 1/1/41 1,900 2,285
  San Antonio TX Electric & Gas Systems        
  Revenue 5.985% 2/1/39 4,325 5,862
  San Antonio TX Electric & Gas Systems        
  Revenue 5.718% 2/1/41 2,725 3,537
  San Antonio TX Electric & Gas Systems        
  Revenue 5.808% 2/1/41 4,650 6,062
  San Antonio TX Electric & Gas Systems        
  Revenue 4.427% 2/1/42 5,500 6,080
  San Diego County CA Water Authority        
  Revenue 6.138% 5/1/49 2,320 3,074
  San Francisco CA City & County Public        
  Utilities Commission Water Revenue 6.000% 11/1/40 4,950 6,176
  Santa Clara Valley CA Transportation        
  Authority Sales Tax Revenue 5.876% 4/1/32 8,900 11,014
  South Carolina Public Service Authority        
  Revenue 6.454% 1/1/50 2,000 2,766
  Texas GO 5.517% 4/1/39 3,160 4,163
  Texas Transportation Commission Revenue 5.028% 4/1/26 2,100 2,560
  Texas Transportation Commission Revenue 5.178% 4/1/30 5,025 6,114
  Texas Transportation Commission Revenue 4.631% 4/1/33 6,450 7,660
  Texas Transportation Commission Revenue 4.681% 4/1/40 2,750 3,214
  Tufts University Massachusetts GO 5.017% 4/15/12 8,325 9,565
  University of California Regents Medical        
  Center Revenue 6.548% 5/15/48 4,250 5,607

 

 

  University of California Regents Medical        
  Center Revenue 6.583% 5/15/49 2,575 3,525
  University of California Revenue 0.887% 7/1/13 1,250 1,255
  University of California Revenue 6.270% 5/15/31 500 574
  University of California Revenue 5.770% 5/15/43 1,220 1,503
  University of California Revenue 5.946% 5/15/45 13,100 16,312
  University of California Revenue 4.858% 5/15/12 18,000 18,627
  University of Massachusetts Building Authority        
  Revenue 5.450% 11/1/40 1,700 2,094
  University of Pennsylvania GO 4.674% 9/1/12 10,350 11,694
  University of Southern California Revenue 5.250% 10/1/11 3,900 4,952
  University of Texas System Revenue        
  Financing System Revenue 5.262% 7/1/39 1,650 2,066
  University of Texas System Revenue        
  Financing System Revenue 6.276% 8/15/41 1,525 1,813
  University of Texas System Revenue        
  Financing System Revenue 5.134% 8/15/42 100 126
  University of Texas System Revenue        
  Financing System Revenue 4.794% 8/15/46 2,300 2,736
  University of Virginia Revenue 6.200% 9/1/39 3,000 4,311
  Utah GO 4.554% 7/1/24 2,525 3,022
  Utah GO 3.539% 7/1/25 6,300 6,867
  Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 400 540
  Washington Convention Center Public        
  Facilities District Revenue 6.790% 7/1/40 400 493
  Washington GO 5.090% 8/1/33 9,025 10,905
  Washington GO 5.481% 8/1/39 870 1,106
  Washington GO 5.140% 8/1/40 6,035 7,502
11 Wisconsin GO 4.800% 5/1/13 2,525 2,591
11 Wisconsin GO 5.700% 5/1/26 2,800 3,438
Total Taxable Municipal Bonds (Cost $954,891)       1,144,573
          Market
          Value
    Coupon   Shares ($000)
Temporary Cash Investment (5.1%)        
Money Market Fund (5.1%)        
14 Vanguard Market Liquidity Fund (Cost        
  $5,827,392) 0.163%   5,827,391,731 5,827,392
 
Total Investments (104.5%) (Cost $111,926,846)       119,779,458
Other Assets and Liabilities-Net (-4.5%)       (5,141,816)
Net Assets (100%)       114,637,642

 

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, as needed to maintain a positive net worth, 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 September 30, 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 September 30, 2012, the aggregate value of these securities was $355,090,000, 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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. 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.

 

Total Bond Market Index Fund

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 September 30, 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 — 79,775,099 16
Asset-Backed/Commercial Mortgage-Backed Securities — 2,777,096 2
Corporate Bonds — 25,021,595 3
Sovereign Bonds — 5,233,682 —
Taxable Municipal Bonds — 1,144,573 —
Temporary Cash Investments 5,827,392 — —
Total 5,827,392 113,952,045 21

 

E. At September 30, 2012, the cost of investment securities for tax purposes was $111,926,846,000. Net unrealized appreciation of investment securities for tax purposes was $7,852,612,000, consisting of unrealized gains of $7,886,874,000 on securities that had risen in value since their purchase and $34,262,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Vanguard Inflation-Protected Securities Fund

Schedule of Investments
As of September 30, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (99.8%)        
U.S. Government Securities (99.8%)        
United States Treasury Inflation Indexed Bonds 2.000% 1/15/14 1,258,100 1,628,911
United States Treasury Inflation Indexed Bonds 1.250% 4/15/14 783,500 881,842
United States Treasury Inflation Indexed Bonds 2.000% 7/15/14 872,845 1,131,494
United States Treasury Inflation Indexed Bonds 1.625% 1/15/15 996,215 1,281,025
1 United States Treasury Inflation Indexed Bonds 0.500% 4/15/15 1,395,600 1,550,100
United States Treasury Inflation Indexed Bonds 1.875% 7/15/15 607,725 787,275
United States Treasury Inflation Indexed Bonds 2.000% 1/15/16 698,750 904,121
United States Treasury Inflation Indexed Bonds 0.125% 4/15/16 2,094,000 2,303,179
United States Treasury Inflation Indexed Bonds 2.500% 7/15/16 408,425 537,907
United States Treasury Inflation Indexed Bonds 2.375% 1/15/17 751,025 1,000,653
United States Treasury Inflation Indexed Bonds 0.125% 4/15/17 1,849,300 2,009,358
United States Treasury Inflation Indexed Bonds 2.625% 7/15/17 712,325 951,413
United States Treasury Inflation Indexed Bonds 1.625% 1/15/18 559,600 715,911
United States Treasury Inflation Indexed Bonds 1.375% 7/15/18 886,500 1,103,880
United States Treasury Inflation Indexed Bonds 2.125% 1/15/19 706,850 925,281
United States Treasury Inflation Indexed Bonds 1.875% 7/15/19 817,550 1,077,214
United States Treasury Inflation Indexed Bonds 1.375% 1/15/20 1,092,000 1,383,793
United States Treasury Inflation Indexed Bonds 1.250% 7/15/20 1,440,100 1,808,329
United States Treasury Inflation Indexed Bonds 1.125% 1/15/21 1,957,500 2,426,512
United States Treasury Inflation Indexed Bonds 0.625% 7/15/21 2,026,000 2,356,463
United States Treasury Inflation Indexed Bonds 0.125% 1/15/22 2,134,900 2,357,555
United States Treasury Inflation Indexed Bonds 0.125% 7/15/22 1,589,000 1,728,746
United States Treasury Inflation Indexed Bonds 2.375% 1/15/25 1,063,770 1,754,556
United States Treasury Inflation Indexed Bonds 2.000% 1/15/26 891,698 1,352,073
United States Treasury Inflation Indexed Bonds 2.375% 1/15/27 827,389 1,297,742
United States Treasury Inflation Indexed Bonds 1.750% 1/15/28 787,125 1,114,993
United States Treasury Inflation Indexed Bonds 3.625% 4/15/28 683,890 1,537,259
United States Treasury Inflation Indexed Bonds 2.500% 1/15/29 708,200 1,081,146
United States Treasury Inflation Indexed Bonds 3.875% 4/15/29 864,200 2,000,395
United States Treasury Inflation Indexed Bonds 3.375% 4/15/32 147,500 316,094
United States Treasury Inflation Indexed Bonds 2.125% 2/15/40 485,630 752,108
United States Treasury Inflation Indexed Bonds 2.125% 2/15/41 819,500 1,260,965
United States Treasury Inflation Indexed Bonds 0.750% 2/15/42 781,300 860,619
Total U.S. Government and Agency Obligations (Cost $38,338,346)     44,178,912
        Market
        Value
  Coupon   Shares ($000)
Temporary Cash Investment (0.0%)        
Money Market Fund (0.0%)        
2 Vanguard Market Liquidity Fund (Cost $8,771) 0.163%   8,771,190 8,771
Total Investments (99.8%) (Cost $38,347,117)       44,187,683
Other Assets and Liabilities-Net (0.2%)       89,316
Net Assets (100%)       44,276,999

 

1 Securities with a value of $11,893,000 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.

 

Inflation-Protected Securities Fund

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).

        ($000)
    Number of Aggregate Unrealized
    Long (Short) Settlement Value Appreciation
Futures Contracts Expiration Contracts Long (Short) (Depreciation)
10-Year U.S. Treasury Note December 2012 (6,786) (905,825) (5,105)
30-Year U.S. Treasury Bond December 2012 (1,722) (257,224) (2,252)

 

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).

 

Inflation-Protected Securities Fund

The following table summarizes the market value of the fund's investments as of September 30, 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 — 44,178,912 —
Temporary Cash Investments 8,771 — —
Futures Contracts—Assets1 331 — —
Futures Contracts—Liabilities1 (7) — —
Total 9,095 44,178,912 —
1 Represents variation margin on the last day of the reporting period.      

 

D. At September 30, 2012, the cost of investment securities for tax purposes was $38,452,841,000. Net unrealized appreciation of investment securities for tax purposes was $5,734,842,000, consisting entirely of unrealized gains on securities that had risen in value since their purchase.

 

Vanguard Total Bond Market II Index Fund

Schedule of Investments
As of September 30, 2012

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (69.9%)        
U.S. Government Securities (39.6%)        
United States Treasury Note/Bond 1.750% 4/15/13 46,750 47,152
United States Treasury Note/Bond 0.625% 4/30/13 137,025 137,389
United States Treasury Note/Bond 1.375% 5/15/13 232,800 234,546
United States Treasury Note/Bond 0.500% 5/31/13 9,095 9,113
United States Treasury Note/Bond 3.500% 5/31/13 16,300 16,659
United States Treasury Note/Bond 1.125% 6/15/13 69,850 70,308
United States Treasury Note/Bond 0.375% 6/30/13 89,505 89,631
United States Treasury Note/Bond 3.375% 6/30/13 31,200 31,941
United States Treasury Note/Bond 0.375% 7/31/13 67,365 67,481
United States Treasury Note/Bond 3.375% 7/31/13 19,225 19,733
United States Treasury Note/Bond 0.750% 8/15/13 259,600 260,856
United States Treasury Note/Bond 4.250% 8/15/13 25,000 25,883
United States Treasury Note/Bond 3.125% 8/31/13 92,875 95,357
United States Treasury Note/Bond 0.750% 9/15/13 132,475 133,178
United States Treasury Note/Bond 0.125% 9/30/13 45,283 45,255
United States Treasury Note/Bond 3.125% 9/30/13 156,925 161,510
United States Treasury Note/Bond 0.500% 10/15/13 30,725 30,821
United States Treasury Note/Bond 0.250% 10/31/13 17,995 18,003
United States Treasury Note/Bond 4.250% 11/15/13 67,775 70,846
United States Treasury Note/Bond 0.250% 11/30/13 134,000 134,063
United States Treasury Note/Bond 2.000% 11/30/13 36,550 37,310
United States Treasury Note/Bond 0.750% 12/15/13 7,525 7,573
United States Treasury Note/Bond 1.500% 12/31/13 8,760 8,901
United States Treasury Note/Bond 1.000% 1/15/14 2,550 2,576
United States Treasury Note/Bond 0.250% 1/31/14 45,125 45,146
United States Treasury Note/Bond 1.750% 1/31/14 24,550 25,049
United States Treasury Note/Bond 1.250% 2/15/14 133,830 135,712
United States Treasury Note/Bond 0.250% 2/28/14 18,000 18,008
United States Treasury Note/Bond 1.875% 2/28/14 38,375 39,268
United States Treasury Note/Bond 1.250% 3/15/14 42,785 43,420
United States Treasury Note/Bond 1.750% 3/31/14 60,000 61,360
United States Treasury Note/Bond 1.250% 4/15/14 392,710 398,785
United States Treasury Note/Bond 1.875% 4/30/14 311,850 319,890
United States Treasury Note/Bond 1.000% 5/15/14 161,990 163,989
United States Treasury Note/Bond 4.750% 5/15/14 95,050 102,001
United States Treasury Note/Bond 2.250% 5/31/14 77,400 79,976
United States Treasury Note/Bond 0.750% 6/15/14 296,690 299,286
United States Treasury Note/Bond 0.250% 6/30/14 66,725 66,736
United States Treasury Note/Bond 2.625% 6/30/14 92,820 96,664
United States Treasury Note/Bond 0.625% 7/15/14 295,900 297,888
United States Treasury Note/Bond 0.125% 7/31/14 725 724
United States Treasury Note/Bond 2.625% 7/31/14 107,125 111,779
United States Treasury Note/Bond 4.250% 8/15/14 119,225 128,111
United States Treasury Note/Bond 2.375% 8/31/14 107,725 112,067
United States Treasury Note/Bond 0.250% 9/15/14 20,535 20,538
United States Treasury Note/Bond 2.375% 9/30/14 199,295 207,765
United States Treasury Note/Bond 0.500% 10/15/14 724,509 728,132
United States Treasury Note/Bond 2.375% 10/31/14 178,315 186,116
United States Treasury Note/Bond 0.375% 11/15/14 298,225 298,923

 

 

United States Treasury Note/Bond 4.250% 11/15/14 280,000 303,582
United States Treasury Note/Bond 2.125% 11/30/14 121,075 125,880
United States Treasury Note/Bond 0.250% 12/15/14 453,845 453,704
United States Treasury Note/Bond 2.625% 12/31/14 250,725 264,046
United States Treasury Note/Bond 0.250% 1/15/15 117,320 117,284
United States Treasury Note/Bond 2.250% 1/31/15 105,850 110,696
United States Treasury Note/Bond 0.250% 2/15/15 209,419 209,256
United States Treasury Note/Bond 4.000% 2/15/15 33,370 36,300
United States Treasury Note/Bond 11.250% 2/15/15 159,350 200,607
United States Treasury Note/Bond 2.375% 2/28/15 1,000 1,050
United States Treasury Note/Bond 0.375% 3/15/15 153,775 154,112
United States Treasury Note/Bond 0.375% 4/15/15 397,780 398,588
United States Treasury Note/Bond 0.250% 5/15/15 134,075 133,929
United States Treasury Note/Bond 4.125% 5/15/15 126,175 138,772
United States Treasury Note/Bond 2.125% 5/31/15 925 970
United States Treasury Note/Bond 0.375% 6/15/15 401,775 402,591
United States Treasury Note/Bond 1.875% 6/30/15 21,250 22,167
United States Treasury Note/Bond 0.250% 7/15/15 352,160 351,663
United States Treasury Note/Bond 0.250% 8/15/15 404,578 403,947
United States Treasury Note/Bond 4.250% 8/15/15 34,850 38,760
United States Treasury Note/Bond 10.625% 8/15/15 1,775 2,297
United States Treasury Note/Bond 0.250% 9/15/15 195,083 194,747
United States Treasury Note/Bond 1.250% 10/31/15 108,835 111,879
United States Treasury Note/Bond 4.500% 11/15/15 29,850 33,698
United States Treasury Note/Bond 9.875% 11/15/15 69,875 90,521
United States Treasury Note/Bond 1.375% 11/30/15 124,425 128,449
United States Treasury Note/Bond 2.000% 1/31/16 2,115 2,230
United States Treasury Note/Bond 4.500% 2/15/16 367,825 418,688
United States Treasury Note/Bond 9.250% 2/15/16 17,000 22,058
United States Treasury Note/Bond 2.125% 2/29/16 9,406 9,966
United States Treasury Note/Bond 2.375% 3/31/16 41,800 44,687
United States Treasury Note/Bond 2.000% 4/30/16 28,250 29,861
United States Treasury Note/Bond 5.125% 5/15/16 183,025 213,996
United States Treasury Note/Bond 7.250% 5/15/16 48,425 60,342
United States Treasury Note/Bond 1.750% 5/31/16 164,425 172,441
United States Treasury Note/Bond 3.250% 5/31/16 3,050 3,366
United States Treasury Note/Bond 1.500% 6/30/16 58,350 60,693
United States Treasury Note/Bond 1.500% 7/31/16 42,500 44,220
United States Treasury Note/Bond 4.875% 8/15/16 22,875 26,764
United States Treasury Note/Bond 1.000% 8/31/16 156,200 159,544
United States Treasury Note/Bond 3.000% 8/31/16 84,375 92,760
United States Treasury Note/Bond 1.000% 9/30/16 5,980 6,109
United States Treasury Note/Bond 3.000% 9/30/16 72,150 79,410
United States Treasury Note/Bond 1.000% 10/31/16 38,240 39,053
United States Treasury Note/Bond 3.125% 10/31/16 312,950 346,542
United States Treasury Note/Bond 0.875% 11/30/16 8,333 8,468
United States Treasury Note/Bond 2.750% 11/30/16 249,165 272,370
United States Treasury Note/Bond 3.250% 12/31/16 395,775 441,475
United States Treasury Note/Bond 0.875% 1/31/17 32,625 33,124
United States Treasury Note/Bond 3.125% 1/31/17 212,675 236,369
United States Treasury Note/Bond 4.625% 2/15/17 33,425 39,332
United States Treasury Note/Bond 0.875% 2/28/17 15,521 15,761
United States Treasury Note/Bond 3.000% 2/28/17 5,300 5,871
United States Treasury Note/Bond 1.000% 3/31/17 44,405 45,300
United States Treasury Note/Bond 3.250% 3/31/17 115,650 129,564
United States Treasury Note/Bond 0.875% 4/30/17 25 25
United States Treasury Note/Bond 3.125% 4/30/17 341,550 381,149

 

 

United States Treasury Note/Bond 4.500% 5/15/17 1,725 2,035
United States Treasury Note/Bond 8.750% 5/15/17 56,744 77,970
United States Treasury Note/Bond 0.625% 5/31/17 113,985 114,305
United States Treasury Note/Bond 2.750% 5/31/17 210,580 231,836
United States Treasury Note/Bond 0.750% 6/30/17 40,360 40,682
United States Treasury Note/Bond 2.500% 6/30/17 89,625 97,663
United States Treasury Note/Bond 0.500% 7/31/17 161,085 160,330
United States Treasury Note/Bond 2.375% 7/31/17 155,425 168,611
United States Treasury Note/Bond 8.875% 8/15/17 41,325 57,745
United States Treasury Note/Bond 0.625% 8/31/17 140,965 141,098
United States Treasury Note/Bond 1.875% 8/31/17 87,600 93,007
United States Treasury Note/Bond 0.625% 9/30/17 173,950 173,950
United States Treasury Note/Bond 1.875% 9/30/17 389,675 413,605
United States Treasury Note/Bond 4.250% 11/15/17 3,865 4,564
United States Treasury Note/Bond 2.625% 1/31/18 2,575 2,836
United States Treasury Note/Bond 3.500% 2/15/18 37,050 42,509
United States Treasury Note/Bond 2.625% 4/30/18 26,125 28,815
United States Treasury Note/Bond 3.875% 5/15/18 55,038 64,558
United States Treasury Note/Bond 9.125% 5/15/18 7,300 10,679
United States Treasury Note/Bond 2.375% 5/31/18 33,300 36,266
United States Treasury Note/Bond 2.375% 6/30/18 177,475 193,393
United States Treasury Note/Bond 2.250% 7/31/18 165,850 179,584
United States Treasury Note/Bond 4.000% 8/15/18 69,750 82,708
United States Treasury Note/Bond 1.500% 8/31/18 220,400 229,079
United States Treasury Note/Bond 1.375% 9/30/18 252,665 260,680
United States Treasury Note/Bond 1.750% 10/31/18 227,205 239,524
United States Treasury Note/Bond 3.750% 11/15/18 202,750 238,010
United States Treasury Note/Bond 1.375% 11/30/18 75,000 77,321
United States Treasury Note/Bond 1.375% 12/31/18 145,000 149,395
United States Treasury Note/Bond 1.250% 1/31/19 30,775 31,443
United States Treasury Note/Bond 1.375% 2/28/19 97,675 100,499
United States Treasury Note/Bond 1.500% 3/31/19 72,320 74,919
United States Treasury Note/Bond 3.125% 5/15/19 46,400 52,918
United States Treasury Note/Bond 1.125% 5/31/19 40,000 40,388
United States Treasury Note/Bond 1.000% 6/30/19 51,675 51,691
United States Treasury Note/Bond 3.625% 8/15/19 281,550 330,776
United States Treasury Note/Bond 8.125% 8/15/19 13,700 20,244
United States Treasury Note/Bond 1.000% 8/31/19 81,319 81,141
United States Treasury Note/Bond 1.000% 9/30/19 60,056 59,859
United States Treasury Note/Bond 3.375% 11/15/19 244,743 283,863
United States Treasury Note/Bond 3.625% 2/15/20 26,240 30,930
United States Treasury Note/Bond 8.500% 2/15/20 26 40
United States Treasury Note/Bond 3.500% 5/15/20 164,995 193,224
United States Treasury Note/Bond 2.625% 8/15/20 159,770 176,670
United States Treasury Note/Bond 8.750% 8/15/20 65,755 103,338
United States Treasury Note/Bond 2.625% 11/15/20 466,095 514,816
United States Treasury Note/Bond 7.875% 2/15/21 80,550 122,952
United States Treasury Note/Bond 3.125% 5/15/21 290,295 331,935
United States Treasury Note/Bond 2.125% 8/15/21 83,085 87,927
United States Treasury Note/Bond 8.125% 8/15/21 42,550 66,690
United States Treasury Note/Bond 2.000% 11/15/21 199,390 208,238
United States Treasury Note/Bond 8.000% 11/15/21 9,450 14,807
United States Treasury Note/Bond 2.000% 2/15/22 248,910 258,983
United States Treasury Note/Bond 1.750% 5/15/22 75,007 76,086
United States Treasury Note/Bond 1.625% 8/15/22 224,392 224,217
United States Treasury Note/Bond 7.250% 8/15/22 75 114
United States Treasury Note/Bond 7.625% 11/15/22 150 235

 

 

United States Treasury Note/Bond 7.125% 2/15/23 2,675 4,084
United States Treasury Note/Bond 6.250% 8/15/23 228,370 331,529
United States Treasury Note/Bond 7.500% 11/15/24 9,650 15,565
United States Treasury Note/Bond 6.875% 8/15/25 93,000 145,036
United States Treasury Note/Bond 6.000% 2/15/26 11,060 16,194
United States Treasury Note/Bond 6.750% 8/15/26 43,150 67,543
United States Treasury Note/Bond 6.500% 11/15/26 41,215 63,413
United States Treasury Note/Bond 6.625% 2/15/27 4,150 6,466
United States Treasury Note/Bond 6.375% 8/15/27 6,850 10,516
United States Treasury Note/Bond 6.125% 11/15/27 350 527
United States Treasury Note/Bond 5.500% 8/15/28 30,775 44,085
United States Treasury Note/Bond 5.250% 11/15/28 80,842 113,204
United States Treasury Note/Bond 5.250% 2/15/29 21,575 30,276
United States Treasury Note/Bond 6.125% 8/15/29 106,930 164,238
United States Treasury Note/Bond 6.250% 5/15/30 3,435 5,386
United States Treasury Note/Bond 5.375% 2/15/31 174,125 252,018
United States Treasury Note/Bond 4.750% 2/15/37 163,000 225,858
United States Treasury Note/Bond 5.000% 5/15/37 3,584 5,139
United States Treasury Note/Bond 4.375% 2/15/38 49,200 64,859
United States Treasury Note/Bond 4.500% 5/15/38 4,079 5,481
United States Treasury Note/Bond 3.500% 2/15/39 89,630 103,019
United States Treasury Note/Bond 4.250% 5/15/39 240,000 311,362
United States Treasury Note/Bond 4.500% 8/15/39 43,566 58,712
United States Treasury Note/Bond 4.375% 11/15/39 133,905 177,174
United States Treasury Note/Bond 4.625% 2/15/40 81,805 112,418
United States Treasury Note/Bond 4.375% 5/15/40 99,820 132,200
United States Treasury Note/Bond 3.875% 8/15/40 39,235 47,995
United States Treasury Note/Bond 4.250% 11/15/40 103,577 134,650
United States Treasury Note/Bond 4.750% 2/15/41 225,292 316,114
United States Treasury Note/Bond 4.375% 5/15/41 24,535 32,547
United States Treasury Note/Bond 3.125% 11/15/41 188,230 200,759
United States Treasury Note/Bond 3.125% 2/15/42 177,534 189,074
United States Treasury Note/Bond 3.000% 5/15/42 18,938 19,663
United States Treasury Note/Bond 2.750% 8/15/42 158,700 156,270
        24,329,526
Agency Bonds and Notes (4.3%)        
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 2,098
1 Federal Agricultural Mortgage Corp. 2.125% 9/15/15 1,050 1,100
1 Federal Agricultural Mortgage Corp. 2.000% 7/27/16 1,800 1,882
1 Federal Farm Credit Banks 3.875% 10/7/13 3,250 3,370
1 Federal Farm Credit Banks 1.125% 2/27/14 5,650 5,717
1 Federal Farm Credit Banks 2.625% 4/17/14 28,627 29,654
1 Federal Farm Credit Banks 3.000% 9/22/14 2,075 2,186
1 Federal Farm Credit Banks 1.625% 11/19/14 5,850 6,012
1 Federal Farm Credit Banks 0.500% 6/23/15 4,000 4,016
1 Federal Farm Credit Banks 1.500% 11/16/15 3,000 3,102
1 Federal Farm Credit Banks 4.875% 12/16/15 425 486
1 Federal Farm Credit Banks 1.050% 3/28/16 2,000 2,037
1 Federal Farm Credit Banks 5.125% 8/25/16 3,475 4,091
1 Federal Farm Credit Banks 4.875% 1/17/17 8,500 10,044
1 Federal Farm Credit Banks 5.150% 11/15/19 5,325 6,712
1 Federal Home Loan Banks 3.625% 10/18/13 7,370 7,632
1 Federal Home Loan Banks 0.375% 11/27/13 81,780 81,904
1 Federal Home Loan Banks 4.875% 11/27/13 6,475 6,821
1 Federal Home Loan Banks 3.125% 12/13/13 2,675 2,767
1 Federal Home Loan Banks 0.875% 12/27/13 15,000 15,113

 

 

1 Federal Home Loan Banks 0.375% 1/29/14 11,000 11,020
1 Federal Home Loan Banks 1.375% 5/28/14 61,600 62,732
1 Federal Home Loan Banks 2.500% 6/13/14 4,975 5,162
1 Federal Home Loan Banks 5.250% 6/18/14 2,665 2,892
1 Federal Home Loan Banks 5.500% 8/13/14 9,675 10,616
1 Federal Home Loan Banks 4.500% 11/14/14 4,650 5,060
1 Federal Home Loan Banks 2.750% 12/12/14 22,925 24,131
1 Federal Home Loan Banks 3.125% 3/11/16 16,175 17,618
1 Federal Home Loan Banks 5.375% 5/18/16 18,800 22,117
1 Federal Home Loan Banks 5.625% 6/13/16 825 967
1 Federal Home Loan Banks 5.125% 10/19/16 9,725 11,485
1 Federal Home Loan Banks 4.750% 12/16/16 12,580 14,784
1 Federal Home Loan Banks 4.875% 5/17/17 10,500 12,527
1 Federal Home Loan Banks 1.000% 6/21/17 8,925 9,051
1 Federal Home Loan Banks 4.875% 9/8/17 595 712
1 Federal Home Loan Banks 5.000% 11/17/17 7,850 9,514
1 Federal Home Loan Banks 5.375% 8/15/18 5,250 6,567
1 Federal Home Loan Banks 4.125% 3/13/20 17,255 20,532
1 Federal Home Loan Banks 5.250% 12/11/20 5,000 6,452
1 Federal Home Loan Banks 5.625% 6/11/21 5,275 6,935
1 Federal Home Loan Banks 5.375% 8/15/24 1,585 2,115
1 Federal Home Loan Banks 5.500% 7/15/36 7,225 9,998
2 Federal Home Loan Mortgage Corp. 0.375% 10/30/13 24,240 24,280
2 Federal Home Loan Mortgage Corp. 4.875% 11/15/13 16,250 17,093
2 Federal Home Loan Mortgage Corp. 0.375% 11/27/13 52,370 52,450
2 Federal Home Loan Mortgage Corp. 2.500% 1/7/14 2,000 2,057
2 Federal Home Loan Mortgage Corp. 4.500% 1/15/14 21,895 23,093
2 Federal Home Loan Mortgage Corp. 1.375% 2/25/14 33,025 33,546
2 Federal Home Loan Mortgage Corp. 2.500% 4/23/14 25,650 26,547
2 Federal Home Loan Mortgage Corp. 5.000% 7/15/14 16,275 17,650
2 Federal Home Loan Mortgage Corp. 3.000% 7/28/14 23,075 24,223
2 Federal Home Loan Mortgage Corp. 1.000% 7/30/14 12,000 12,161
2 Federal Home Loan Mortgage Corp. 1.000% 8/20/14 5,555 5,628
2 Federal Home Loan Mortgage Corp. 1.000% 8/27/14 6,225 6,307
2 Federal Home Loan Mortgage Corp. 0.500% 9/19/14 5,950 5,972
2 Federal Home Loan Mortgage Corp. 0.000% 11/24/14 2,100 2,085
2 Federal Home Loan Mortgage Corp. 0.750% 11/25/14 14,800 14,941
2 Federal Home Loan Mortgage Corp. 0.625% 12/29/14 78,650 79,179
2 Federal Home Loan Mortgage Corp. 4.500% 1/15/15 985 1,079
2 Federal Home Loan Mortgage Corp. 5.050% 1/26/15 5,450 6,045
2 Federal Home Loan Mortgage Corp. 2.875% 2/9/15 7,670 8,131
2 Federal Home Loan Mortgage Corp. 0.500% 4/17/15 35,000 35,143
2 Federal Home Loan Mortgage Corp. 4.375% 7/17/15 31,780 35,326
2 Federal Home Loan Mortgage Corp. 1.750% 9/10/15 20,000 20,790
2 Federal Home Loan Mortgage Corp. 5.250% 4/18/16 1,400 1,634
2 Federal Home Loan Mortgage Corp. 2.500% 5/27/16 29,725 31,877
2 Federal Home Loan Mortgage Corp. 5.500% 7/18/16 775 920
2 Federal Home Loan Mortgage Corp. 2.000% 8/25/16 37,845 39,977
2 Federal Home Loan Mortgage Corp. 5.000% 2/16/17 19,175 22,781
2 Federal Home Loan Mortgage Corp. 1.000% 3/8/17 18,000 18,271
2 Federal Home Loan Mortgage Corp. 5.000% 4/18/17 5,000 5,969
2 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 50,000 51,235
2 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 37,975 38,461
2 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 12,750 12,904
2 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 11,550 14,185
2 Federal Home Loan Mortgage Corp. 1.000% 9/29/17 38,125 38,544
2 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 7,125 8,664

 

 

2 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 8,805 10,721
2 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 29,000 33,763
2 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 35,175 36,459
2 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 15,800 15,822
2 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 15,650 15,618
2 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 47,800 50,125
2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 3,625 5,543
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 16,050 25,027
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 7,295 11,017
2 Federal National Mortgage Assn. 4.625% 10/15/13 12,625 13,201
2 Federal National Mortgage Assn. 2.875% 12/11/13 8,775 9,048
2 Federal National Mortgage Assn. 0.750% 12/18/13 44,900 45,165
2 Federal National Mortgage Assn. 5.125% 1/2/14 1,175 1,246
2 Federal National Mortgage Assn. 1.250% 2/27/14 30,220 30,642
2 Federal National Mortgage Assn. 2.750% 3/13/14 14,075 14,585
2 Federal National Mortgage Assn. 4.125% 4/15/14 35,025 37,106
2 Federal National Mortgage Assn. 2.500% 5/15/14 61,195 63,398
2 Federal National Mortgage Assn. 1.125% 6/27/14 6,050 6,139
2 Federal National Mortgage Assn. 0.875% 8/28/14 60,175 60,863
2 Federal National Mortgage Assn. 3.000% 9/16/14 9,075 9,556
2 Federal National Mortgage Assn. 4.625% 10/15/14 16,100 17,516
2 Federal National Mortgage Assn. 0.625% 10/30/14 2,370 2,387
2 Federal National Mortgage Assn. 2.625% 11/20/14 39,895 41,865
2 Federal National Mortgage Assn. 0.750% 12/19/14 30,000 30,289
2 Federal National Mortgage Assn. 0.375% 3/16/15 46,000 46,046
2 Federal National Mortgage Assn. 5.000% 4/15/15 5,450 6,098
2 Federal National Mortgage Assn. 0.500% 5/27/15 19,000 19,076
2 Federal National Mortgage Assn. 0.500% 7/2/15 14,700 14,761
2 Federal National Mortgage Assn. 2.375% 7/28/15 5,525 5,838
2 Federal National Mortgage Assn. 2.000% 9/21/15 12,595 13,187
2 Federal National Mortgage Assn. 0.500% 9/28/15 30,000 30,099
2 Federal National Mortgage Assn. 4.375% 10/15/15 22,325 24,997
2 Federal National Mortgage Assn. 1.625% 10/26/15 79,455 82,400
2 Federal National Mortgage Assn. 5.000% 3/15/16 12,025 13,886
2 Federal National Mortgage Assn. 2.375% 4/11/16 27,250 29,046
2 Federal National Mortgage Assn. 5.250% 9/15/16 12,450 14,732
2 Federal National Mortgage Assn. 1.250% 9/28/16 47,995 49,303
2 Federal National Mortgage Assn. 1.375% 11/15/16 37,670 38,880
2 Federal National Mortgage Assn. 1.250% 1/30/17 21,100 21,663
2 Federal National Mortgage Assn. 5.000% 2/13/17 64,225 76,279
2 Federal National Mortgage Assn. 1.125% 4/27/17 70,100 71,486
2 Federal National Mortgage Assn. 5.000% 5/11/17 11,275 13,468
2 Federal National Mortgage Assn. 5.375% 6/12/17 2,800 3,402
2 Federal National Mortgage Assn. 0.875% 8/28/17 15,650 15,740
2 Federal National Mortgage Assn. 0.875% 10/26/17 21,575 21,650
2 Federal National Mortgage Assn. 0.000% 10/9/19 6,640 5,818
2 Federal National Mortgage Assn. 6.250% 5/15/29 5,550 8,075
2 Federal National Mortgage Assn. 7.125% 1/15/30 8,520 13,533
2 Federal National Mortgage Assn. 7.250% 5/15/30 10,675 17,234
2 Federal National Mortgage Assn. 6.625% 11/15/30 19,495 29,977
2 Federal National Mortgage Assn. 5.625% 7/15/37 3,246 4,739
1 Financing Corp. 9.800% 4/6/18 850 1,232
1 Financing Corp. 10.350% 8/3/18 100 150
1 Financing Corp. 9.650% 11/2/18 2,375 3,511
1 Financing Corp. 9.700% 4/5/19 425 640
Israel Government AID Bond 5.500% 9/18/23 6,375 8,411
Israel Government AID Bond 5.500% 12/4/23 1,050 1,386

 

 

  Israel Government AID Bond 5.500% 4/26/24 6,200 8,150
  Private Export Funding Corp. 3.050% 10/15/14 4,000 4,219
  Private Export Funding Corp. 1.375% 2/15/17 1,000 1,029
  Private Export Funding Corp. 2.250% 12/15/17 1,775 1,899
  Private Export Funding Corp. 4.375% 3/15/19 3,217 3,849
  Private Export Funding Corp. 1.450% 8/15/19 1,100 1,108
  Private Export Funding Corp. 4.300% 12/15/21 3,035 3,654
  Private Export Funding Corp. 2.800% 5/15/22 1,125 1,202
  Private Export Funding Corp. 2.450% 7/15/24 2,200 2,250
  Resolution Funding Corp. 8.125% 10/15/19 100 145
  Resolution Funding Corp. 8.875% 7/15/20 100 153
1 Tennessee Valley Authority 5.500% 7/18/17 6,400 7,811
1 Tennessee Valley Authority 4.500% 4/1/18 9,125 10,860
1 Tennessee Valley Authority 3.875% 2/15/21 5,170 6,060
1 Tennessee Valley Authority 1.875% 8/15/22 3,750 3,730
1 Tennessee Valley Authority 6.750% 11/1/25 550 813
1 Tennessee Valley Authority 7.125% 5/1/30 8,975 13,962
1 Tennessee Valley Authority 4.650% 6/15/35 1,425 1,734
1 Tennessee Valley Authority 5.880% 4/1/36 4,265 5,979
1 Tennessee Valley Authority 5.500% 6/15/38 850 1,150
1 Tennessee Valley Authority 5.250% 9/15/39 3,150 4,156
1 Tennessee Valley Authority 4.875% 1/15/48 14,075 17,890
1 Tennessee Valley Authority 5.375% 4/1/56 2,770 3,803
1 Tennessee Valley Authority 4.625% 9/15/60 3,365 4,162
            2,618,894
Conventional Mortgage-Backed Securities (25.1%)        
2,3,4 Fannie Mae Pool 2.500% 3/1/27–10/1/27 144,084 151,500
2,3,4 Fannie Mae Pool 3.000% 1/1/27–10/1/42 497,280 526,502
2,3,4 Fannie Mae Pool 3.500% 9/1/25–10/1/42 1,037,226 1,110,944
2,3,4 Fannie Mae Pool 4.000% 6/1/18–10/1/42 1,294,687 1,396,800
2,3,4 Fannie Mae Pool 4.500% 1/1/15–10/1/42 1,034,245 1,121,939
2,3,4 Fannie Mae Pool 5.000% 3/1/17–10/1/42 898,900 985,125
2,4   Fannie Mae Pool 5.500% 9/1/14–10/1/42 763,225 841,584
2,3,4 Fannie Mae Pool 6.000% 9/1/13–10/1/42 555,268 616,095
2,4   Fannie Mae Pool 6.500% 4/1/16–10/1/39 200,790 226,830
2,4   Fannie Mae Pool 7.000% 9/1/14–12/1/38 44,481 50,881
2,4   Fannie Mae Pool 7.500% 7/1/30–12/1/32 497 578
2,4   Fannie Mae Pool 8.000% 12/1/29 58 67
2,3,4 Freddie Mac Gold Pool 2.500% 10/1/27 80,925 84,971
2,3,4 Freddie Mac Gold Pool 3.000% 12/1/21–10/1/42 257,400 271,829
2,3,4 Freddie Mac Gold Pool 3.500% 8/1/25–10/1/42 523,022 557,701
2,3,4 Freddie Mac Gold Pool 4.000% 7/1/13–10/1/42 729,292 782,787
2,3,4 Freddie Mac Gold Pool 4.500% 8/1/13–10/1/42 695,321 749,398
2,3,4 Freddie Mac Gold Pool 5.000% 4/1/17–11/1/42 570,033 619,190
2,3,4 Freddie Mac Gold Pool 5.500% 12/1/13–10/1/42 550,142 601,147
2,3,4 Freddie Mac Gold Pool 6.000% 4/1/13–10/1/42 348,429 383,911
2,3,4 Freddie Mac Gold Pool 6.500% 6/1/13–10/1/42 99,792 112,575
2,4   Freddie Mac Gold Pool 7.000% 6/1/15–12/1/38 23,058 26,251
2,4   Freddie Mac Gold Pool 7.500% 4/1/27–2/1/32 245 284
2,4   Freddie Mac Gold Pool 8.000% 1/1/27–11/1/31 294 342
2,4   Freddie Mac Gold Pool 8.500% 6/1/25 60 70
3,4   Ginnie Mae I Pool 3.000% 10/1/42 5,450 5,835
3,4   Ginnie Mae I Pool 3.500% 11/15/25–10/1/42 136,264 148,957
3,4   Ginnie Mae I Pool 4.000% 8/15/18–10/1/42 284,285 313,453
3,4   Ginnie Mae I Pool 4.500% 6/15/18–11/1/42 452,989 498,817
4   Ginnie Mae I Pool 5.000% 12/15/17–10/1/42 286,774 317,106
4   Ginnie Mae I Pool 5.500% 4/15/17–6/15/41 162,469 181,449

 

 

4 Ginnie Mae I Pool 6.000% 4/15/17–12/15/40 137,244 155,527
4 Ginnie Mae I Pool 6.500% 5/15/24–8/15/39 44,379 51,027
4 Ginnie Mae I Pool 7.000% 7/15/23–9/15/36 2,041 2,358
4 Ginnie Mae I Pool 7.500% 12/15/23 55 63
4 Ginnie Mae I Pool 8.000% 6/15/25–1/15/27 114 133
4 Ginnie Mae I Pool 9.000%  11/15/17–12/15/17 114 131
3,4 Ginnie Mae II Pool 3.000% 2/20/27–10/1/42 54,282 58,159
3,4 Ginnie Mae II Pool 3.500% 9/20/25–10/1/42 492,224 537,864
3,4 Ginnie Mae II Pool 4.000% 9/20/25–10/1/42 509,634 560,853
3,4 Ginnie Mae II Pool 4.500% 8/20/33–10/1/42 584,657 646,147
4 Ginnie Mae II Pool 5.000% 12/20/32–6/20/42 408,079 452,619
3,4 Ginnie Mae II Pool 5.500% 12/20/33–10/1/42 153,492 170,906
4 Ginnie Mae II Pool 6.000% 3/20/31–9/20/41 63,389 71,961
4 Ginnie Mae II Pool 6.500% 10/20/28–11/20/39  22,154 25,302
4 Ginnie Mae II Pool 7.000% 8/20/34–11/20/38 2,421 2,764
          15,420,732
Nonconventional Mortgage-Backed Securities (0.9%)        
2,4,5 Fannie Mae Pool 1.797% 4/1/37 1,774 1,847
2,4 Fannie Mae Pool 2.223% 9/1/42 7,625 7,942
2,4,5 Fannie Mae Pool 2.235% 6/1/37 514 543
2,4,5 Fannie Mae Pool 2.400% 2/1/37 1,093 1,140
2,4,5 Fannie Mae Pool 2.417% 9/1/34 561 597
2,4,5 Fannie Mae Pool 2.437% 1/1/35 1,375 1,482
2,4,5 Fannie Mae Pool 2.488% 12/1/35 1,770 1,910
2,4,5 Fannie Mae Pool 2.537% 12/1/35 3,166 3,321
2,4 Fannie Mae Pool 2.539% 12/1/40 5,316 5,510
2,4 Fannie Mae Pool 2.560% 10/1/40 5,114 5,301
2,4,5 Fannie Mae Pool 2.596% 8/1/37 1,187 1,254
2,4,5 Fannie Mae Pool 2.649% 2/1/36 1,012 1,032
2,4,5 Fannie Mae Pool 2.685% 11/1/33 825 898
2,4,5 Fannie Mae Pool 2.721% 8/1/35 1,239 1,323
2,4,5 Fannie Mae Pool 2.722% 1/1/37 943 1,016
2,4,5 Fannie Mae Pool 2.796% 2/1/36 1,196 1,216
2,4 Fannie Mae Pool 2.801% 3/1/42 9,044 9,578
2,4 Fannie Mae Pool 2.820% 1/1/42 5,583 5,915
2,4,5 Fannie Mae Pool 2.823% 7/1/35 953 1,017
2,4 Fannie Mae Pool 2.827% 3/1/41 5,338 5,579
2,4,5 Fannie Mae Pool 2.839% 3/1/37 3,641 3,876
2,4,5 Fannie Mae Pool 2.842% 5/1/35 1,123 1,207
2,4,5 Fannie Mae Pool 2.844% 3/1/37 854 910
2,4,5 Fannie Mae Pool 2.869% 2/1/37 1,497 1,598
2,4 Fannie Mae Pool 2.884% 11/1/41 7,072 7,507
2,4,5 Fannie Mae Pool 2.898% 4/1/36 3,206 3,448
2,4,5 Fannie Mae Pool 2.912% 8/1/35 2,359 2,561
2,4 Fannie Mae Pool 2.918% 12/1/40 3,959 4,138
2,4,5 Fannie Mae Pool 2.973% 3/1/37 1,030 1,112
2,4 Fannie Mae Pool 2.990% 5/1/42 4,927 5,304
2,4 Fannie Mae Pool 3.012% 3/1/42 7,707 8,263
2,4 Fannie Mae Pool 3.014% 3/1/41 2,347 2,459
2,4 Fannie Mae Pool 3.049% 2/1/41 4,087 4,279
2,4 Fannie Mae Pool 3.123% 12/1/40–2/1/41 7,131 7,487
2,4,5 Fannie Mae Pool 3.145% 10/1/36 911 996
2,4 Fannie Mae Pool 3.160% 2/1/41 5,385 5,643
2,4 Fannie Mae Pool 3.183% 12/1/40 5,144 5,402
2,4 Fannie Mae Pool 3.202% 9/1/40 4,414 4,631
2,4 Fannie Mae Pool 3.207% 8/1/40 3,571 3,746
2,4 Fannie Mae Pool 3.248% 10/1/40 8,128 8,537

 

 

2,4 Fannie Mae Pool 3.271% 11/1/40 3,960 4,159
2,4 Fannie Mae Pool 3.290% 1/1/40 2,193 2,299
2,4 Fannie Mae Pool 3.298% 1/1/41 4,389 4,754
2,4,5 Fannie Mae Pool 3.364% 12/1/35 1,858 1,971
2,4 Fannie Mae Pool 3.365% 1/1/40 6,687 7,015
2,4 Fannie Mae Pool 3.369% 5/1/40 2,128 2,238
2,4 Fannie Mae Pool 3.447% 12/1/39 8,835 9,269
2,4 Fannie Mae Pool 3.503% 5/1/40 1,882 1,984
2,4 Fannie Mae Pool 3.507% 10/1/39 1,836 1,930
2,4 Fannie Mae Pool 3.538% 3/1/40 8,999 9,476
2,4 Fannie Mae Pool 3.580% 8/1/39 2,005 2,120
2,4 Fannie Mae Pool 3.592% 4/1/41 4,140 4,384
2,4 Fannie Mae Pool 3.596% 11/1/39 1,015 1,068
2,4 Fannie Mae Pool 3.620% 11/1/39 1,977 2,081
2,4 Fannie Mae Pool 3.676% 7/1/39 1,554 1,634
2,4,5 Fannie Mae Pool 3.682% 8/1/37 5,517 5,904
2,4 Fannie Mae Pool 3.705% 5/1/40 10,751 11,348
2,4 Fannie Mae Pool 3.771% 2/1/40 8,814 9,267
2,4 Fannie Mae Pool 3.828% 9/1/40 5,820 6,390
2,4,5 Fannie Mae Pool 4.065% 3/1/37 1,172 1,253
2,4 Fannie Mae Pool 4.197% 12/1/39 5,798 6,227
2,4,5 Fannie Mae Pool 4.270% 9/1/37 2,089 2,189
2,4 Fannie Mae Pool 4.481% 11/1/34 2,462 2,622
2,4,5 Fannie Mae Pool 4.750% 10/1/38 4,145 4,456
2,4 Fannie Mae Pool 4.971% 7/1/38 578 624
2,4 Fannie Mae Pool 4.980% 12/1/33 527 565
2,4 Fannie Mae Pool 5.006% 11/1/33 398 426
2,4 Fannie Mae Pool 5.102% 3/1/38 3,037 3,311
2,4 Fannie Mae Pool 5.251% 7/1/36 1,456 1,581
2,4 Fannie Mae Pool 5.259% 7/1/38 144 154
2,4,5 Fannie Mae Pool 5.321% 12/1/35 889 957
2,4 Fannie Mae Pool 5.526% 4/1/37 145 157
2,4 Fannie Mae Pool 5.564% 5/1/36 614 670
2,4 Fannie Mae Pool 5.701% 4/1/37 2,235 2,439
2,4 Fannie Mae Pool 5.769% 12/1/37 2,680 2,898
2,4 Fannie Mae Pool 5.876% 4/1/36 635 686
2,4 Fannie Mae Pool 5.954% 10/1/37 1,393 1,521
2,4 Fannie Mae Pool 5.959% 11/1/36 808 876
2,4 Fannie Mae Pool 5.967% 7/1/37 450 488
2,4 Fannie Mae Pool 6.317% 6/1/36 155 167
2,4,5 Freddie Mac Non Gold Pool 2.105% 6/1/37 573 589
2,4,5 Freddie Mac Non Gold Pool 2.164% 7/1/35 746 791
2,4,5 Freddie Mac Non Gold Pool 2.187% 4/1/37 2,002 2,061
2,4,5 Freddie Mac Non Gold Pool 2.324% 3/1/37 50 52
2,4,5 Freddie Mac Non Gold Pool 2.362% 12/1/34 2,446 2,647
2,4,5 Freddie Mac Non Gold Pool 2.375% 11/1/34–4/1/37 3,859 4,139
2,4,5 Freddie Mac Non Gold Pool 2.433% 1/1/37 1,174 1,248
2,4,5 Freddie Mac Non Gold Pool 2.517% 12/1/34 924 993
2,4 Freddie Mac Non Gold Pool 2.576% 2/1/42 3,811 4,014
2,4,5 Freddie Mac Non Gold Pool 2.631% 1/1/35–12/1/36 1,409 1,471
2,4 Freddie Mac Non Gold Pool 2.642% 12/1/40 5,035 5,232
2,4,5 Freddie Mac Non Gold Pool 2.673% 3/1/37 52 56
2,4,5 Freddie Mac Non Gold Pool 2.674% 3/1/37 2,765 2,944
2,4 Freddie Mac Non Gold Pool 2.712% 12/1/40 9,141 9,511
2,4 Freddie Mac Non Gold Pool 2.729% 11/1/40 1,860 1,937
2,4,5 Freddie Mac Non Gold Pool 2.775% 6/1/37 1,271 1,367
2,4,5 Freddie Mac Non Gold Pool 2.780% 3/1/36 1,883 2,032

 

 

2,4 Freddie Mac Non Gold Pool 2.804% 1/1/41 6,221 6,472
2,4,5 Freddie Mac Non Gold Pool 2.885% 6/1/37 1,675 1,803
2,4,5 Freddie Mac Non Gold Pool 2.890% 4/1/35 75 80
2,4,5 Freddie Mac Non Gold Pool 2.895% 4/1/37 1,773 1,851
2,4,5 Freddie Mac Non Gold Pool 2.925% 3/1/37 1,289 1,390
2,4 Freddie Mac Non Gold Pool 2.964% 2/1/41 6,798 7,125
2,4 Freddie Mac Non Gold Pool 3.020% 8/1/37 1,565 1,729
2,4 Freddie Mac Non Gold Pool 3.085% 3/1/41 2,746 2,883
2,4 Freddie Mac Non Gold Pool 3.104% 6/1/41 2,685 2,819
2,4 Freddie Mac Non Gold Pool 3.136% 11/1/40 4,100 4,304
2,4 Freddie Mac Non Gold Pool 3.267% 6/1/40 2,103 2,210
2,4 Freddie Mac Non Gold Pool 3.355% 5/1/40 1,470 1,547
2,4 Freddie Mac Non Gold Pool 3.381% 4/1/40 5,365 5,638
2,4 Freddie Mac Non Gold Pool 3.428% 3/1/42 8,489 9,238
2,4 Freddie Mac Non Gold Pool 3.449% 5/1/40 1,617 1,702
2,4 Freddie Mac Non Gold Pool 3.499% 8/1/40 5,867 6,386
2,4 Freddie Mac Non Gold Pool 3.538% 11/1/39 6,195 6,522
2,4 Freddie Mac Non Gold Pool 3.609% 6/1/40 3,211 3,390
2,4 Freddie Mac Non Gold Pool 3.611% 6/1/40 7,426 7,850
2,4 Freddie Mac Non Gold Pool 3.616% 1/1/40 3,035 3,196
2,4 Freddie Mac Non Gold Pool 3.683% 9/1/40 5,431 5,751
2,4 Freddie Mac Non Gold Pool 3.988% 3/1/40 8,825 9,339
2,4 Freddie Mac Non Gold Pool 4.705% 5/1/38 516 555
2,4 Freddie Mac Non Gold Pool 4.903% 12/1/35 5,335 5,607
2,4 Freddie Mac Non Gold Pool 5.002% 10/1/36 2,203 2,366
2,4 Freddie Mac Non Gold Pool 5.040% 7/1/38 1,538 1,660
2,4 Freddie Mac Non Gold Pool 5.237% 3/1/38 2,109 2,301
2,4 Freddie Mac Non Gold Pool 5.262% 12/1/35 847 878
2,4 Freddie Mac Non Gold Pool 5.489% 1/1/38 1,273 1,379
2,4 Freddie Mac Non Gold Pool 5.492% 2/1/36 742 803
2,4 Freddie Mac Non Gold Pool 5.494% 3/1/37 522 564
2,4 Freddie Mac Non Gold Pool 5.611% 3/1/37 255 269
2,4 Freddie Mac Non Gold Pool 5.687% 10/1/37 1,740 1,804
2,4 Freddie Mac Non Gold Pool 5.730% 11/1/36 427 446
2,4 Freddie Mac Non Gold Pool 5.731% 9/1/36 3,024 3,257
2,4 Freddie Mac Non Gold Pool 5.736% 3/1/37 913 989
2,4 Freddie Mac Non Gold Pool 5.744% 9/1/37 1,787 1,953
2,4 Freddie Mac Non Gold Pool 5.751% 5/1/36 1,312 1,398
2,4 Freddie Mac Non Gold Pool 5.826% 6/1/37 1,647 1,786
2,4 Freddie Mac Non Gold Pool 5.845% 5/1/37 4,729 5,168
2,4 Freddie Mac Non Gold Pool 5.917% 12/1/36 660 716
2,4 Freddie Mac Non Gold Pool 5.979% 1/1/37 466 505
2,4 Freddie Mac Non Gold Pool 6.022% 12/1/36 1,083 1,184
2,4 Freddie Mac Non Gold Pool 6.065% 10/1/37 196 213
2,4 Freddie Mac Non Gold Pool 6.211% 8/1/37 578 632
2,4 Freddie Mac Non Gold Pool 6.453% 2/1/37 504 548
4,5 Ginnie Mae II Pool 1.750% 6/20/29 57 59
4 Ginnie Mae II Pool 2.500% 11/20/40–1/20/42 46,383 49,169
4 Ginnie Mae II Pool 3.000% 12/20/40–11/20/41 24,333 26,063
4 Ginnie Mae II Pool 3.500% 1/20/41–7/20/41 11,424 12,147
4 Ginnie Mae II Pool 3.750% 1/20/40 5,748 6,067
4 Ginnie Mae II Pool 4.000% 9/20/39–10/20/41 29,801 31,411
4,5 Ginnie Mae II Pool 4.500% 10/20/39 628 674
4 Ginnie Mae II Pool 5.000% 7/20/38–10/20/38 1,102 1,163
          563,126
Total U.S. Government and Agency Obligations (Cost $41,254,268)   42,932,278

 

 

Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)      
4 Ally Auto Receivables Trust 2011-2 1.980% 4/15/16 3,900 4,008
4 Banc of America Commercial Mortgage Trust        
2006-1 5.372% 9/10/45 9,085 10,342
4 Banc of America Commercial Mortgage Trust        
2006-1 5.421% 9/10/45 200 224
4 Banc of America Commercial Mortgage Trust        
2006-2 5.917% 5/10/45 7,560 8,783
4 Banc of America Commercial Mortgage Trust        
2006-2 5.952% 5/10/45 1,380 1,326
4 Banc of America Commercial Mortgage Trust        
2006-4 5.634% 7/10/46 8,720 10,074
4 Banc of America Commercial Mortgage Trust        
2006-5 5.414% 9/10/47 5,105 5,817
4 Banc of America Commercial Mortgage Trust        
2006-5 5.448% 9/10/47 890 926
4 Banc of America Commercial Mortgage Trust        
2007-1 5.482% 1/15/49 3,215 3,390
4 Banc of America Commercial Mortgage Trust        
2008-1 6.395% 2/10/51 12,600 15,270
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 4.153% 11/10/38 1,504 1,547
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.736% 6/10/39 5,168 5,487
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 4.877% 7/10/42 14,840 15,494
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.247% 11/10/42 2,530 2,609
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 4.727% 7/10/43 1,655 1,764
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 4.857% 7/10/43 460 508
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.115% 10/10/45 4,765 5,313
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.364% 9/10/47 1,500 1,593
4 Banc of America Merrill Lynch Commercial        
Mortgage Inc. 5.364% 9/10/47 2,545 2,843
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.712% 4/12/38 8,400 9,728
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.712% 4/12/38 1,500 1,682
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.830% 8/15/38 666 666
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.933% 9/11/38 2,225 2,488
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.618% 3/11/39 3,025 2,898
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.618% 3/11/39 7,290 8,332
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.680% 8/13/39 7,856 8,062
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.740% 3/13/40 7,377 7,454
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.854% 6/11/40 3,992 4,097

 

 

4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.906% 6/11/40 3,200 3,503
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.405% 12/11/40 3,175 3,611
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.200% 1/12/41 1,300 1,352
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.750% 6/11/41 1,970 2,033
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.582% 9/11/41 1,125 1,253
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.568% 10/12/41 3,675 4,127
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.825% 11/11/41 275 293
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.868% 11/11/41 990 1,049
4 Bear Stearns Commercial Mortgage        
Securities Inc. 4.933% 2/13/42 1,985 2,179
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.742% 9/11/42 8,100 9,818
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.793% 9/11/42 1,825 1,911
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.297% 10/12/42 4,125 4,660
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.513% 1/12/45 2,475 2,690
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.613% 6/11/50 2,431 2,468
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.694% 6/11/50 14,180 16,761
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.700% 6/11/50 6,625 7,961
4 Bear Stearns Commercial Mortgage        
Securities Inc. 5.915% 6/11/50 3,885 4,357
4 Capital One Multi-Asset Execution Trust 5.050% 12/17/18 12,975 14,739
4 Capital One Multi-Asset Execution Trust 5.750% 7/15/20 6,690 8,154
4 CenterPoint Energy Transition Bond Co. LLC 3.028% 10/15/25 5,300 5,516
4 Chase Issuance Trust 4.650% 3/15/15 11,375 11,582
4 Chase Issuance Trust 5.400% 7/15/15 3,325 3,444
6 Cie de Financement Foncier SA 2.125% 4/22/13 2,900 2,922
4 Citibank Credit Card Issuance Trust 4.900% 6/23/16 7,800 8,402
4 Citibank Credit Card Issuance Trust 4.850% 3/10/17 1,155 1,278
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 8,702
4 Citibank Credit Card Issuance Trust 5.350% 2/7/20 400 483
4 Citigroup Commercial Mortgage Trust 4.623% 10/15/41 841 854
4 Citigroup Commercial Mortgage Trust 4.830% 5/15/43 3,520 3,802
4 Citigroup Commercial Mortgage Trust 3.024% 9/10/45 1,950 1,999
4 Citigroup Commercial Mortgage Trust 5.921% 3/15/49 2,000 2,263
4 Citigroup Commercial Mortgage Trust 5.921% 3/15/49 7,075 8,119
4 Citigroup Commercial Mortgage Trust 5.431% 10/15/49 1,625 1,871
4 Citigroup Commercial Mortgage Trust 5.462% 10/15/49 1,435 1,617
4 Citigroup Commercial Mortgage Trust 5.888% 12/10/49 1,875 2,064
4 Citigroup Commercial Mortgage Trust 5.888% 12/10/49 9,145 10,771
4 Citigroup Commercial Mortgage Trust 6.263% 12/10/49 11,348 13,694
4 Citigroup/Deutsche Bank Commercial        
Mortgage Trust 2005-CD1 5.393% 7/15/44 6,975 7,890

 

 

4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 2005-CD1 5.393% 7/15/44 2,475 2,769
4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 2006-CD3 5.648% 10/15/48 4,150 4,467
4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 2007-CD4 5.205% 12/11/49 2,584 2,605
4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 2007-CD4 5.322% 12/11/49 6,395 7,291
4 Citigroup/Deutsche Bank Commercial        
  Mortgage Trust 2007-CD5 5.886% 11/15/44 7,000 8,279
4 COBALT CMBS Commercial Mortgage Trust        
  2007-C2 5.484% 4/15/47 1,975 2,259
4 COBALT CMBS Commercial Mortgage Trust        
  2007-C3 5.998% 5/15/46 6,645 7,659
4 Commercial Mortgage Pass Through        
  Certificates 4.084% 6/10/38 2,110 2,137
4 Commercial Mortgage Pass Through        
  Certificates 2004-LNB2 4.715% 3/10/39 8,211 8,516
4 Commercial Mortgage Pass Through        
  Certificates 2005-C6 5.116% 6/10/44 11,980 13,422
4 Commercial Mortgage Pass Through        
  Certificates 2006-C7 5.940% 6/10/46 9,400 10,702
4 Commercial Mortgage Pass Through        
  Certificates 2006-C7 5.965% 6/10/46 1,815 1,959
4 Commercial Mortgage Pass Through        
  Certificates 2006-C8 5.248% 12/10/46 1,039 1,040
4 Commercial Mortgage Pass Through        
  Certificates 2006-C9 6.002% 12/10/49 6,825 8,052
4 Commercial Mortgage Pass Through        
  Certificates 2012-CCRE2 3.147% 8/15/45 1,285 1,358
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C1 5.588% 2/15/39 2,225 2,251
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C1 5.588% 2/15/39 10,725 12,114
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C1 5.588% 2/15/39 2,800 3,129
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C3 6.000% 6/15/38 5,675 6,477
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C3 6.000% 6/15/38 1,950 2,178
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C4 5.509% 9/15/39 550 567
4 Commercial Mortgage Pass-Through        
  Certificates Series 2006-C5 5.311% 12/15/39 7,455 8,416
4 Commercial Mortgage Pass-Through        
  Certificates Series 2007-C1 5.383% 2/15/40 2,830 3,122
4 Commercial Mortgage Pass-Through        
  Certificates Series 2007-C3 5.866% 6/15/39 12,160 13,648
4,6 Commercial Mortgages Lease-Backed        
  Certificates Series 2001-CMLB-1 6.746% 6/20/31 1,941 2,065
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 4.750% 1/15/37 6,924 7,137
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.014% 2/15/38 5,850 6,388
4 Credit Suisse First Boston Mortgage        
  Securities Corp. 5.075% 2/15/38 2,009 2,135

 

 

4 Credit Suisse First Boston Mortgage        
Securities Corp. 3.936% 5/15/38 5,294 5,349
4 Credit Suisse First Boston Mortgage        
Securities Corp. 5.100% 8/15/38 520 583
4 Credit Suisse First Boston Mortgage        
Securities Corp. 5.100% 8/15/38 6,775 7,585
4 Credit Suisse First Boston Mortgage        
Securities Corp. 5.190% 8/15/38 1,375 1,435
4 Credit Suisse First Boston Mortgage        
Securities Corp. 5.230% 12/15/40 1,525 1,578
4 Discover Card Master Trust 5.650% 12/15/15 12,320 12,736
4 Discover Card Master Trust 5.650% 3/16/20 4,776 5,803
4 Ford Credit Auto Owner Trust 2.420% 11/15/14 2,200 2,219
4 Ford Credit Auto Owner Trust 2.150% 6/15/15 6,800 6,887
4 Ford Credit Auto Owner Trust 1.150% 6/15/17 3,525 3,588
4 GE Capital Commercial Mortgage Corp. 5.145% 7/10/37 3,667 3,732
4 GE Capital Commercial Mortgage Corp. 4.974% 7/10/45 4,460 4,994
4 GE Capital Commercial Mortgage Corp. 5.483% 11/10/45 2,725 2,905
4 GE Capital Commercial Mortgage Corp.        
Series 2006-C1 Trust 5.481% 3/10/44 2,825 3,104
4 GE Capital Commercial Mortgage Corp.        
Series 2006-C1 Trust 5.481% 3/10/44 11,475 12,865
4 GE Capital Commercial Mortgage Corp.        
Series 2007-C1 Trust 5.543% 12/10/49 4,300 4,826
4 GMAC Commercial Mortgage Securities Inc.        
Series 2003-C3 Trust 4.646% 4/10/40 10 10
4 GMAC Commercial Mortgage Securities Inc.        
Series 2004-C1 Trust 4.908% 3/10/38 825 860
4 GMAC Commercial Mortgage Securities Inc.        
Series 2004-C3 Trust 4.864% 12/10/41 3,175 3,413
4 GMAC Commercial Mortgage Securities Inc.        
Series 2005-C1 Trust 4.754% 5/10/43 1,055 1,145
4 GMAC Commercial Mortgage Securities Inc.        
Trust Series 2003-C1 4.079% 5/10/36 761 766
4 Greenwich Capital Commercial Funding Corp. 4.533% 1/5/36 35 35
4 Greenwich Capital Commercial Funding Corp. 4.915% 1/5/36 4,375 4,496
4 Greenwich Capital Commercial Funding Corp. 5.317% 6/10/36 4,875 5,107
4 Greenwich Capital Commercial Funding Corp. 5.117% 4/10/37 140 139
4 Greenwich Capital Commercial Funding Corp. 5.224% 4/10/37 7,925 8,787
4 Greenwich Capital Commercial Funding Corp. 5.277% 4/10/37 1,900 1,961
4 Greenwich Capital Commercial Funding Corp. 6.065% 7/10/38 2,275 2,638
4 Greenwich Capital Commercial Funding Corp. 5.475% 3/10/39 640 666
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 1,878
4 GS Mortgage Securities Corp. II 5.506% 4/10/38 2,271 2,286
4 GS Mortgage Securities Corp. II 5.553% 4/10/38 8,350 9,457
4 GS Mortgage Securities Corp. II 5.622% 4/10/38 1,725 1,828
4 GS Mortgage Securities Corp. II 5.396% 8/10/38 8,575 9,102
4 GS Mortgage Securities Corp. II 4.608% 1/10/40 805 807
4 GS Mortgage Securities Corp. II 3.707% 8/10/44 1,500 1,662
4 GS Mortgage Securities Corp. II 3.482% 1/10/45 6,250 6,678
4 GS Mortgage Securities Corp. II 3.377% 5/10/45 3,825 4,136
4 Honda Auto Receivables Owner Trust 1.800% 4/17/17 1,475 1,500
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.050% 12/12/34 1,185 1,185
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.654% 1/12/37 1,040 1,044

 

 

4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.985% 1/12/37 2,362 2,382
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.255% 7/12/37 424 431
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.535% 8/12/37 800 858
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.879% 1/12/38 11,005 11,361
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.404% 1/12/39 4,625 4,788
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.774% 6/12/41 10,500 11,230
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 4.780% 7/15/42 1,535 1,671
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.508% 1/12/43 1,000 1,006
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.475% 4/15/43 3,350 3,807
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.637% 12/12/44 1,100 1,137
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.401% 12/15/44 1,480 1,664
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.480% 12/15/44 585 626
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.061% 4/15/45 1,355 1,242
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.061% 4/15/45 710 798
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.061% 4/15/45 9,120 10,481
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.593% 5/12/45 4,180 4,569
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 3.507% 5/15/45 4,875 5,201
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.440% 5/15/45 1,720 1,919
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.447% 5/15/45 4,715 5,044
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 3.483% 6/15/45 3,816 4,066
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 2.829% 10/15/45 3,575 3,664
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.440% 6/12/47 6,180 7,077
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.003% 6/15/49 5,610 6,360
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.794% 2/12/51 19,976 23,664
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 6.086% 2/12/51 1,400 1,574
4 JP Morgan Chase Commercial Mortgage        
Securities Corp. 5.882% 2/15/51 6,620 7,741
4 LB-UBS Commercial Mortgage Trust 4.786% 10/15/29 6,975 7,367
4 LB-UBS Commercial Mortgage Trust 4.742% 2/15/30 4,850 5,256
4 LB-UBS Commercial Mortgage Trust 5.150% 4/15/30 2,845 3,120
4 LB-UBS Commercial Mortgage Trust 5.197% 11/15/30 6,855 7,709
4 LB-UBS Commercial Mortgage Trust 5.217% 2/15/31 925 1,019

 

 

4 LB-UBS Commercial Mortgage Trust 4.960% 12/15/31 1,072 1,077
4 LB-UBS Commercial Mortgage Trust 4.166% 5/15/32 10,700 10,810
4 LB-UBS Commercial Mortgage Trust 4.685% 7/15/32 620 631
4 LB-UBS Commercial Mortgage Trust 5.124% 11/15/32 6,425 6,610
4 LB-UBS Commercial Mortgage Trust 4.931% 9/15/35 9,600 9,762
4 LB-UBS Commercial Mortgage Trust 5.378% 11/15/38 1,585 1,695
4 LB-UBS Commercial Mortgage Trust 5.661% 3/15/39 13,965 16,006
4 LB-UBS Commercial Mortgage Trust 5.372% 9/15/39 1,250 1,440
4 LB-UBS Commercial Mortgage Trust 5.413% 9/15/39 1,176 1,324
4 LB-UBS Commercial Mortgage Trust 5.424% 2/15/40 3,900 4,560
4 LB-UBS Commercial Mortgage Trust 5.430% 2/15/40 7,800 8,840
4 LB-UBS Commercial Mortgage Trust 5.455% 2/15/40 1,700 1,826
4 LB-UBS Commercial Mortgage Trust 5.057% 9/15/40 750 762
4 LB-UBS Commercial Mortgage Trust 6.325% 4/15/41 1,970 2,179
4 LB-UBS Commercial Mortgage Trust 6.325% 4/15/41 13,125 15,881
4 LB-UBS Commercial Mortgage Trust 5.866% 9/15/45 12,345 14,691
4 Merrill Lynch Mortgage Trust 5.236% 11/12/35 6,360 6,583
4 Merrill Lynch Mortgage Trust 5.107% 7/12/38 636 699
4 Merrill Lynch Mortgage Trust 5.847% 5/12/39 625 705
4 Merrill Lynch Mortgage Trust 5.847% 5/12/39 9,440 10,946
4 Merrill Lynch Mortgage Trust 4.747% 6/12/43 890 982
4 Merrill Lynch Mortgage Trust 5.782% 8/12/43 1,965 2,149
4 Merrill Lynch Mortgage Trust 5.291% 1/12/44 8,790 10,003
4 Merrill Lynch Mortgage Trust 6.042% 6/12/50 15,155 17,517
4 Merrill Lynch Mortgage Trust 5.690% 2/12/51 7,450 8,792
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 6.091% 6/12/46 13,225 15,141
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.456% 7/12/46 300 323
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.378% 8/12/48 7,615 8,443
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.590% 9/12/49 1,299 1,300
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.700% 9/12/49 10,995 12,541
4 Merrill Lynch/Countrywide Commercial        
Mortgage Trust 5.204% 12/12/49 1,225 1,296
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 3.176% 8/15/45 1,600 1,692
4 Morgan Stanley Capital I Trust 2003-IQ6 4.970% 12/15/41 7,286 7,522
4 Morgan Stanley Capital I Trust 2004-HQ4 4.970% 4/14/40 4,040 4,247
4 Morgan Stanley Capital I Trust 2004-IQ8 5.110% 6/15/40 8,909 9,400
4 Morgan Stanley Capital I Trust 2004-TOP13 4.660% 9/13/45 2,465 2,541
4 Morgan Stanley Capital I Trust 2004-TOP15 5.030% 6/13/41 803 816
4 Morgan Stanley Capital I Trust 2004-TOP15 5.270% 6/13/41 2,185 2,292
4 Morgan Stanley Capital I Trust 2005-HQ5 5.168% 1/14/42 1,500 1,628
4 Morgan Stanley Capital I Trust 2005-HQ6 4.989% 8/13/42 13,445 15,014
4 Morgan Stanley Capital I Trust 2005-HQ6 5.073% 8/13/42 1,595 1,658
4 Morgan Stanley Capital I Trust 2005-HQ7 5.383% 11/14/42 7,950 8,840
4 Morgan Stanley Capital I Trust 2005-IQ10 5.230% 9/15/42 11,050 12,181
4 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 1,345 1,395
4 Morgan Stanley Capital I Trust 2005-TOP17 4.780% 12/13/41 6,390 6,895
4 Morgan Stanley Capital I Trust 2005-TOP17 4.840% 12/13/41 515 537
4 Morgan Stanley Capital I Trust 2005-TOP19 4.985% 6/12/47 1,580 1,631
4 Morgan Stanley Capital I Trust 2006-HQ10 5.328% 11/12/41 4,385 5,052
4 Morgan Stanley Capital I Trust 2006-HQ10 5.360% 11/12/41 2,626 2,869
4 Morgan Stanley Capital I Trust 2006-HQ8 5.598% 3/12/44 11,925 13,592

 

 

4 Morgan Stanley Capital I Trust 2006-HQ8 5.647% 3/12/44 2,503 2,761
4 Morgan Stanley Capital I Trust 2006-HQ9 5.773% 7/12/44 3,425 3,901
4 Morgan Stanley Capital I Trust 2006-HQ9 5.793% 7/12/44 1,475 1,529
4 Morgan Stanley Capital I Trust 2006-IQ11 5.891% 10/15/42 4,080 4,683
4 Morgan Stanley Capital I Trust 2006-IQ11 5.895% 10/15/42 225 253
4 Morgan Stanley Capital I Trust 2006-IQ11 5.895% 10/15/42 1,750 1,808
4 Morgan Stanley Capital I Trust 2006-IQ12 5.332% 12/15/43 8,360 9,604
4 Morgan Stanley Capital I Trust 2006-TOP21 5.090% 10/12/52 761 761
4 Morgan Stanley Capital I Trust 2006-TOP21 5.204% 10/12/52 2,775 3,010
4 Morgan Stanley Capital I Trust 2006-TOP23 5.987% 8/12/41 775 902
4 Morgan Stanley Capital I Trust 2007-IQ14 5.654% 4/15/49 1,316 1,422
4 Morgan Stanley Capital I Trust 2007-IQ14 5.692% 4/15/49 9,610 10,864
4 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 6,050 7,126
4 Morgan Stanley Capital I Trust 2007-IQ16 6.308% 12/12/49 1,975 2,177
4 Morgan Stanley Capital I Trust 2007-TOP25 5.544% 11/12/49 1,650 1,789
4 Morgan Stanley Capital I Trust 2007-TOP27 5.823% 6/11/42 2,475 2,778
4 Morgan Stanley Capital I Trust 2007-TOP27 5.823% 6/11/42 9,080 10,946
4 Morgan Stanley Capital I Trust 2008-TOP29 6.455% 1/11/43 11,770 14,722
4 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 6,000 6,307
4 Morgan Stanley Dean Witter Capital I 6.390% 7/15/33 36 36
4 Morgan Stanley Dean Witter Capital I 4.920% 3/12/35 9,960 10,037
4 Morgan Stanley Dean Witter Capital I 4.740% 11/13/36 3,571 3,589
4 Nissan Auto Receivables Owner Trust 0.660% 12/17/18 2,655 2,663
6 Northern Rock Asset Management plc 5.625% 6/22/17 1,075 1,201
4 PSE&G Transition Funding LLC 6.890% 12/15/17 6,975 8,061
4 Public Service New Hampshire Funding LLC 6.480% 5/1/15 75 76
Royal Bank of Canada 1.200% 9/19/17 11,600 11,686
4 TIAA Seasoned Commercial Mortgage Trust 5.585% 8/15/39 1,385 1,480
4 Toyota Auto Receivables Owner Trust 2012-A 0.990% 8/15/17 5,668 5,745
4 Volkswagen Auto Loan Enhanced Trust 1.150% 7/20/18 6,480 6,601
4 Wachovia Bank Commercial Mortgage Trust 4.867% 2/15/35 240 242
4 Wachovia Bank Commercial Mortgage Trust 5.125% 8/15/35 950 972
4 Wachovia Bank Commercial Mortgage Trust 4.964% 11/15/35 5,075 5,248
4 Wachovia Bank Commercial Mortgage Trust 4.748% 2/15/41 6,885 7,160
4 Wachovia Bank Commercial Mortgage Trust 5.489% 7/15/41 11,150 11,773
4 Wachovia Bank Commercial Mortgage Trust 4.803% 10/15/41 10,325 11,059
4 Wachovia Bank Commercial Mortgage Trust 5.083% 3/15/42 7,030 7,707
4 Wachovia Bank Commercial Mortgage Trust 5.224% 3/15/42 625 647
4 Wachovia Bank Commercial Mortgage Trust 5.118% 7/15/42 3,520 3,926
4 Wachovia Bank Commercial Mortgage Trust 5.922% 5/15/43 7,320 8,447
4 Wachovia Bank Commercial Mortgage Trust 4.699% 5/15/44 4,900 5,411
4 Wachovia Bank Commercial Mortgage Trust 4.750% 5/15/44 665 732
4 Wachovia Bank Commercial Mortgage Trust 4.793% 5/15/44 1,350 1,455
4 Wachovia Bank Commercial Mortgage Trust 5.413% 10/15/44 9,217 10,262
4 Wachovia Bank Commercial Mortgage Trust 5.413% 10/15/44 535 553
4 Wachovia Bank Commercial Mortgage Trust 5.469% 12/15/44 10,300 11,677
4 Wachovia Bank Commercial Mortgage Trust 5.519% 12/15/44 475 519
4 Wachovia Bank Commercial Mortgage Trust 6.169% 6/15/45 475 540
4 Wachovia Bank Commercial Mortgage Trust 5.765% 7/15/45 7,115 8,163
4 Wachovia Bank Commercial Mortgage Trust 5.679% 10/15/48 2,397 2,572
4 Wachovia Bank Commercial Mortgage Trust 5.313% 11/15/48 5,275 5,480
4 Wachovia Bank Commercial Mortgage Trust 5.339% 11/15/48 2,400 2,604
4 Wells Fargo Commercial Mortgage Trust 2.918% 10/15/45 1,975 2,024
4 WFRBS Commercial Mortgage Trust 2011-C6 3.440% 4/15/45 3,875 4,188
4 WFRBS Commercial Mortgage Trust 2012-C7 3.431% 6/15/45 2,500 2,713
4 WFRBS Commercial Mortgage Trust 2012-C7 4.090% 6/15/45 2,200 2,389

 

 

4 WFRBS Commercial Mortgage Trust 2012-C8 3.001% 8/15/45 1,600 1,676
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,146,538)   1,354,909
Corporate Bonds (21.5%)        
Finance (7.0%)        
Banking (4.5%)        
Abbey National Treasury Services plc 2.875% 4/25/14 2,475 2,507
Abbey National Treasury Services plc 4.000% 4/27/16 3,635 3,781
American Express Bank FSB 6.000% 9/13/17 1,275 1,547
American Express Centurion Bank 5.950% 6/12/17 650 777
American Express Centurion Bank 6.000% 9/13/17 12,700 15,417
American Express Co. 5.500% 9/12/16 1,025 1,190
American Express Co. 6.150% 8/28/17 2,715 3,294
American Express Co. 7.000% 3/19/18 10,200 12,913
American Express Co. 8.125% 5/20/19 2,470 3,337
American Express Co. 8.150% 3/19/38 2,335 3,739
4 American Express Co. 6.800% 9/1/66 2,825 3,030
American Express Credit Corp. 5.125% 8/25/14 5,990 6,489
American Express Credit Corp. 1.750% 6/12/15 750 767
American Express Credit Corp. 2.750% 9/15/15 7,715 8,126
American Express Credit Corp. 5.300% 12/2/15 2,000 2,250
American Express Credit Corp. 2.800% 9/19/16 13,215 14,054
American Express Credit Corp. 2.375% 3/24/17 16,200 17,059
Associates Corp. of North America 6.950% 11/1/18 65 78
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 2,125 2,137
Banco Santander Chile 2.875% 11/13/12 675 674
Bancolombia SA 4.250% 1/12/16 7,700 8,025
Bancolombia SA 5.125% 9/11/22 1,800 1,811
Bank of America Corp. 7.375% 5/15/14 4,650 5,086
Bank of America Corp. 5.375% 6/15/14 800 851
Bank of America Corp. 5.125% 11/15/14 2,510 2,699
Bank of America Corp. 4.500% 4/1/15 23,170 24,769
Bank of America Corp. 4.750% 8/1/15 275 298
Bank of America Corp. 3.700% 9/1/15 670 707
Bank of America Corp. 5.250% 12/1/15 1,225 1,319
Bank of America Corp. 3.625% 3/17/16 15,275 16,086
Bank of America Corp. 3.750% 7/12/16 8,695 9,208
Bank of America Corp. 6.500% 8/1/16 32,070 37,213
Bank of America Corp. 5.750% 8/15/16 3,250 3,562
Bank of America Corp. 7.800% 9/15/16 5,000 5,834
Bank of America Corp. 5.625% 10/14/16 14,700 16,659
Bank of America Corp. 5.420% 3/15/17 7,425 7,990
Bank of America Corp. 3.875% 3/22/17 500 538
Bank of America Corp. 6.000% 9/1/17 400 462
Bank of America Corp. 5.750% 12/1/17 6,880 7,886
Bank of America Corp. 5.650% 5/1/18 10,915 12,471
Bank of America Corp. 7.625% 6/1/19 4,620 5,783
Bank of America Corp. 5.625% 7/1/20 17,665 20,148
Bank of America Corp. 5.875% 1/5/21 6,890 7,935
Bank of America Corp. 5.000% 5/13/21 795 877
Bank of America Corp. 5.700% 1/24/22 2,550 2,996
Bank of America Corp. 5.875% 2/7/42 11,050 12,932
Bank of America NA 5.300% 3/15/17 15,125 16,800
Bank of America NA 6.100% 6/15/17 1,975 2,246
Bank of America NA 6.000% 10/15/36 2,225 2,607
Bank of Montreal 2.500% 1/11/17 11,225 11,871
Bank of New York Mellon Corp. 4.300% 5/15/14 5,145 5,456
Bank of New York Mellon Corp. 1.700% 11/24/14 3,215 3,282

 

 

Bank of New York Mellon Corp. 1.200% 2/20/15 1,700 1,723
Bank of New York Mellon Corp. 4.950% 3/15/15 2,325 2,557
Bank of New York Mellon Corp. 2.500% 1/15/16 4,050 4,245
Bank of New York Mellon Corp. 2.300% 7/28/16 2,679 2,807
Bank of New York Mellon Corp. 2.400% 1/17/17 725 761
Bank of New York Mellon Corp. 1.969% 6/20/17 3,200 3,307
Bank of New York Mellon Corp. 5.450% 5/15/19 3,645 4,308
Bank of New York Mellon Corp. 4.600% 1/15/20 6,975 7,993
Bank of New York Mellon Corp. 3.550% 9/23/21 5,200 5,626
Bank of Nova Scotia 2.375% 12/17/13 7,250 7,416
Bank of Nova Scotia 1.850% 1/12/15 10,220 10,528
Bank of Nova Scotia 3.400% 1/22/15 265 281
Bank of Nova Scotia 2.050% 10/7/15 1,900 1,968
Bank of Nova Scotia 2.900% 3/29/16 145 155
Bank of Nova Scotia 2.550% 1/12/17 3,255 3,442
Bank of Nova Scotia 4.375% 1/13/21 1,570 1,828
6 Bank of Tokyo-Mitsubishi UFJ Ltd. 2.450% 9/11/15 4,000 4,156
Bank One Corp. 4.900% 4/30/15 975 1,059
Bank One Corp. 7.625% 10/15/26 425 555
Bank One Corp. 8.000% 4/29/27 2,500 3,433
Barclays Bank plc 5.200% 7/10/14 23,220 24,784
Barclays Bank plc 2.750% 2/23/15 4,375 4,501
Barclays Bank plc 3.900% 4/7/15 3,745 3,975
Barclays Bank plc 5.000% 9/22/16 3,390 3,797
Barclays Bank plc 6.750% 5/22/19 3,040 3,694
Barclays Bank plc 5.125% 1/8/20 2,290 2,576
Barclays Bank plc 5.140% 10/14/20 4,745 4,873
BB&T Corp. 2.050% 4/28/14 3,280 3,352
BB&T Corp. 5.700% 4/30/14 970 1,044
BB&T Corp. 5.200% 12/23/15 9,270 10,374
BB&T Corp. 3.200% 3/15/16 4,670 5,007
BB&T Corp. 2.150% 3/22/17 3,800 3,936
BB&T Corp. 4.900% 6/30/17 100 113
BB&T Corp. 5.250% 11/1/19 3,750 4,340
BB&T Corp. 3.950% 3/22/22 1,770 1,933
BBVA US Senior SAU 3.250% 5/16/14 4,625 4,588
Bear Stearns Cos. LLC 5.700% 11/15/14 9,825 10,750
Bear Stearns Cos. LLC 5.300% 10/30/15 5,900 6,572
Bear Stearns Cos. LLC 5.550% 1/22/17 2,200 2,496
Bear Stearns Cos. LLC 6.400% 10/2/17 2,650 3,177
Bear Stearns Cos. LLC 7.250% 2/1/18 4,580 5,717
Bear Stearns Cos. LLC 4.650% 7/2/18 425 478
BNP Paribas SA 3.250% 3/11/15 9,355 9,722
BNP Paribas SA 3.600% 2/23/16 10,575 11,160
BNP Paribas SA 2.375% 9/14/17 5,600 5,605
BNP Paribas SA 5.000% 1/15/21 15,915 17,577
BNY Mellon NA 4.750% 12/15/14 3,350 3,621
Branch Banking & Trust Co. 5.625% 9/15/16 1,875 2,143
Canadian Imperial Bank of Commerce 0.900% 10/1/15 3,475 3,484
Canadian Imperial Bank of Commerce 2.350% 12/11/15 3,620 3,792
Capital One Bank USA NA 8.800% 7/15/19 10,900 14,373
Capital One Financial Corp. 7.375% 5/23/14 645 711
Capital One Financial Corp. 2.125% 7/15/14 3,395 3,460
Capital One Financial Corp. 5.500% 6/1/15 6,650 7,450
Capital One Financial Corp. 3.150% 7/15/16 6,545 6,954
Capital One Financial Corp. 6.150% 9/1/16 3,150 3,594
Capital One Financial Corp. 5.250% 2/21/17 1,075 1,202

 

 

Capital One Financial Corp. 6.750% 9/15/17 3,170 3,892
Capital One Financial Corp. 4.750% 7/15/21 1,545 1,744
4,6 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 4,025 4,721
Citigroup Inc. 5.300% 10/17/12 5,300 5,308
Citigroup Inc. 5.500% 4/11/13 4,720 4,841
Citigroup Inc. 6.000% 12/13/13 17,625 18,659
Citigroup Inc. 5.125% 5/5/14 798 842
Citigroup Inc. 6.375% 8/12/14 6,510 7,080
Citigroup Inc. 5.000% 9/15/14 9,120 9,617
Citigroup Inc. 6.010% 1/15/15 3,635 3,986
Citigroup Inc. 2.650% 3/2/15 11,900 12,185
Citigroup Inc. 4.750% 5/19/15 5,635 6,065
Citigroup Inc. 4.700% 5/29/15 3,650 3,923
Citigroup Inc. 4.587% 12/15/15 4,695 5,098
Citigroup Inc. 5.300% 1/7/16 5,550 6,097
Citigroup Inc. 3.953% 6/15/16 3,965 4,243
Citigroup Inc. 5.850% 8/2/16 265 302
Citigroup Inc. 4.450% 1/10/17 10,650 11,664
Citigroup Inc. 5.500% 2/15/17 12,485 13,793
Citigroup Inc. 6.000% 8/15/17 3,441 3,997
Citigroup Inc. 6.125% 11/21/17 13,960 16,387
Citigroup Inc. 6.125% 5/15/18 12,340 14,638
Citigroup Inc. 8.500% 5/22/19 18,415 24,397
Citigroup Inc. 5.375% 8/9/20 14,014 16,248
Citigroup Inc. 4.500% 1/14/22 11,300 12,439
Citigroup Inc. 6.625% 6/15/32 1,925 2,159
Citigroup Inc. 5.875% 2/22/33 3,905 4,103
Citigroup Inc. 6.000% 10/31/33 3,850 4,180
Citigroup Inc. 5.850% 12/11/34 812 951
Citigroup Inc. 6.125% 8/25/36 6,060 6,586
Citigroup Inc. 5.875% 5/29/37 4,550 5,319
Citigroup Inc. 6.875% 3/5/38 18,066 23,381
Citigroup Inc. 8.125% 7/15/39 1,575 2,331
Citigroup Inc. 5.875% 1/30/42 2,825 3,366
Comerica Bank 5.750% 11/21/16 3,775 4,403
Comerica Bank 5.200% 8/22/17 2,800 3,200
Comerica Inc. 4.800% 5/1/15 1,100 1,171
Commonwealth Bank of Australia 1.950% 3/16/15 7,200 7,345
Commonwealth Bank of Australia 1.250% 9/18/15 4,000 4,011
Commonwealth Bank of Australia 1.900% 9/18/17 2,000 2,003
Compass Bank 6.400% 10/1/17 900 951
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 2.125% 10/13/15 7,630 7,866
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.375% 1/19/17 12,950 13,786
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 4.500% 1/11/21 12,265 13,667
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 3.875% 2/8/22 10,750 11,382
Cooperatieve Centrale Raiffeisen-        
Boerenleenbank BA 5.250% 5/24/41 3,465 4,036
Countrywide Financial Corp. 6.250% 5/15/16 450 490
Credit Suisse 2.200% 1/14/14 7,625 7,760
Credit Suisse 5.500% 5/1/14 7,790 8,323
Credit Suisse 3.500% 3/23/15 11,985 12,659
Credit Suisse 6.000% 2/15/18 6,450 7,301
Credit Suisse 5.300% 8/13/19 7,300 8,564

 

 

Credit Suisse 5.400% 1/14/20 2,275 2,489
Credit Suisse 4.375% 8/5/20 3,175 3,550
Credit Suisse USA Inc. 5.125% 1/15/14 625 656
Credit Suisse USA Inc. 4.875% 1/15/15 2,935 3,179
Credit Suisse USA Inc. 5.125% 8/15/15 4,265 4,724
Credit Suisse USA Inc. 5.375% 3/2/16 680 765
Credit Suisse USA Inc. 7.125% 7/15/32 5,385 7,727
Deutsche Bank AG 3.875% 8/18/14 145 152
Deutsche Bank AG 3.450% 3/30/15 5,900 6,224
Deutsche Bank AG 3.250% 1/11/16 11,195 11,834
Deutsche Bank AG 6.000% 9/1/17 15,190 18,092
Deutsche Bank Financial LLC 5.375% 3/2/15 4,545 4,827
Discover Bank 7.000% 4/15/20 1,350 1,631
Fifth Third Bancorp 3.625% 1/25/16 9,525 10,255
Fifth Third Bancorp 4.500% 6/1/18 725 805
Fifth Third Bancorp 3.500% 3/15/22 5,775 6,161
Fifth Third Bancorp 8.250% 3/1/38 6,246 8,951
Fifth Third Bank 4.750% 2/1/15 2,800 3,000
First Horizon National Corp. 5.375% 12/15/15 7,350 8,040
First Niagara Financial Group Inc. 6.750% 3/19/20 675 785
First Niagara Financial Group Inc. 7.250% 12/15/21 440 505
First Tennessee Bank NA 5.050% 1/15/15 3,574 3,686
Goldman Sachs Capital I 6.345% 2/15/34 5,375 5,402
Goldman Sachs Group Inc. 4.750% 7/15/13 7,425 7,656
Goldman Sachs Group Inc. 5.250% 10/15/13 13,485 14,095
Goldman Sachs Group Inc. 5.150% 1/15/14 4,875 5,120
Goldman Sachs Group Inc. 6.000% 5/1/14 10,170 10,922
Goldman Sachs Group Inc. 5.000% 10/1/14 11,175 11,960
Goldman Sachs Group Inc. 5.125% 1/15/15 8,040 8,646
Goldman Sachs Group Inc. 3.300% 5/3/15 1,475 1,535
Goldman Sachs Group Inc. 3.700% 8/1/15 2,510 2,647
Goldman Sachs Group Inc. 5.350% 1/15/16 14,375 15,875
Goldman Sachs Group Inc. 3.625% 2/7/16 33,565 35,370
Goldman Sachs Group Inc. 5.750% 10/1/16 3,330 3,779
Goldman Sachs Group Inc. 5.625% 1/15/17 4,570 5,040
Goldman Sachs Group Inc. 6.250% 9/1/17 14,730 17,211
Goldman Sachs Group Inc. 5.950% 1/18/18 6,215 7,166
Goldman Sachs Group Inc. 6.150% 4/1/18 7,225 8,427
Goldman Sachs Group Inc. 7.500% 2/15/19 3,255 4,031
Goldman Sachs Group Inc. 5.375% 3/15/20 18,740 20,737
Goldman Sachs Group Inc. 6.000% 6/15/20 18,290 21,028
Goldman Sachs Group Inc. 5.250% 7/27/21 5,725 6,300
Goldman Sachs Group Inc. 5.750% 1/24/22 12,225 14,003
Goldman Sachs Group Inc. 5.950% 1/15/27 4,795 4,995
Goldman Sachs Group Inc. 6.125% 2/15/33 15,965 17,916
Goldman Sachs Group Inc. 6.450% 5/1/36 8,525 8,940
Goldman Sachs Group Inc. 6.750% 10/1/37 20,705 22,119
Goldman Sachs Group Inc. 6.250% 2/1/41 12,055 13,982
HSBC Bank USA NA 4.625% 4/1/14 12,495 13,107
HSBC Bank USA NA 4.875% 8/24/20 4,275 4,609
HSBC Bank USA NA 5.875% 11/1/34 2,325 2,684
HSBC Bank USA NA 5.625% 8/15/35 3,950 4,319
HSBC Bank USA NA 7.000% 1/15/39 1,025 1,332
HSBC Holdings plc 5.100% 4/5/21 11,570 13,398
HSBC Holdings plc 4.875% 1/14/22 2,350 2,687
HSBC Holdings plc 4.000% 3/30/22 125 133
HSBC Holdings plc 7.625% 5/17/32 325 402

 

 

HSBC Holdings plc 7.350% 11/27/32 600 713
HSBC Holdings plc 6.500% 5/2/36 10,965 12,874
HSBC Holdings plc 6.500% 9/15/37 16,515 19,500
HSBC Holdings plc 6.800% 6/1/38 2,325 2,845
HSBC Holdings plc 6.100% 1/14/42 2,225 2,899
HSBC USA Inc. 2.375% 2/13/15 10,500 10,820
HSBC USA Inc. 5.000% 9/27/20 855 913
Huntington Bancshares Inc. 7.000% 12/15/20 3,950 4,801
JPMorgan Chase & Co. 2.050% 1/24/14 8,050 8,192
JPMorgan Chase & Co. 4.875% 3/15/14 8,800 9,272
JPMorgan Chase & Co. 4.650% 6/1/14 22,065 23,353
JPMorgan Chase & Co. 5.125% 9/15/14 15,490 16,598
JPMorgan Chase & Co. 3.700% 1/20/15 16,550 17,510
JPMorgan Chase & Co. 4.750% 3/1/15 4,625 5,023
JPMorgan Chase & Co. 1.875% 3/20/15 3,500 3,565
JPMorgan Chase & Co. 5.250% 5/1/15 5,525 6,039
JPMorgan Chase & Co. 3.400% 6/24/15 1,965 2,086
JPMorgan Chase & Co. 5.150% 10/1/15 8,195 9,069
JPMorgan Chase & Co. 2.600% 1/15/16 4,525 4,723
JPMorgan Chase & Co. 3.450% 3/1/16 1,420 1,510
JPMorgan Chase & Co. 3.150% 7/5/16 8,545 9,024
JPMorgan Chase & Co. 6.125% 6/27/17 3,325 3,904
JPMorgan Chase & Co. 2.000% 8/15/17 11,050 11,124
JPMorgan Chase & Co. 6.000% 1/15/18 13,385 15,934
JPMorgan Chase & Co. 6.300% 4/23/19 15,560 19,079
JPMorgan Chase & Co. 4.400% 7/22/20 1,295 1,419
JPMorgan Chase & Co. 4.250% 10/15/20 725 789
JPMorgan Chase & Co. 4.625% 5/10/21 815 908
JPMorgan Chase & Co. 4.350% 8/15/21 23,290 25,506
JPMorgan Chase & Co. 4.500% 1/24/22 2,825 3,134
JPMorgan Chase & Co. 3.250% 9/23/22 17,000 17,096
JPMorgan Chase & Co. 6.400% 5/15/38 33,865 43,230
JPMorgan Chase & Co. 5.500% 10/15/40 5,825 6,842
JPMorgan Chase & Co. 5.600% 7/15/41 4,475 5,339
JPMorgan Chase & Co. 5.400% 1/6/42 3,175 3,649
JPMorgan Chase Bank NA 5.875% 6/13/16 7,950 9,110
JPMorgan Chase Bank NA 6.000% 10/1/17 2,490 2,950
KeyBank NA 5.800% 7/1/14 850 916
KeyBank NA 5.450% 3/3/16 2,500 2,778
KeyCorp 5.100% 3/24/21 6,490 7,591
6 Lloyds TSB Bank plc 4.375% 1/12/15 2,725 2,883
Lloyds TSB Bank plc 4.875% 1/21/16 5,370 5,859
Lloyds TSB Bank plc 4.200% 3/28/17 5,050 5,557
6 Lloyds TSB Bank plc 5.800% 1/13/20 2,950 3,437
Lloyds TSB Bank plc 6.375% 1/21/21 5,500 6,749
Manufacturers & Traders Trust Co. 6.625% 12/4/17 2,475 2,952
4 Manufacturers & Traders Trust Co. 5.585% 12/28/20 100 99
MBNA Corp. 5.000% 6/15/15 1,425 1,544
Mellon Funding Corp. 5.000% 12/1/14 875 943
Merrill Lynch & Co. Inc. 5.000% 2/3/14 5,325 5,546
Merrill Lynch & Co. Inc. 5.450% 7/15/14 1,665 1,775
Merrill Lynch & Co. Inc. 5.000% 1/15/15 11,281 12,128
Merrill Lynch & Co. Inc. 6.050% 5/16/16 1,730 1,881
Merrill Lynch & Co. Inc. 5.700% 5/2/17 9,035 9,728
Merrill Lynch & Co. Inc. 6.400% 8/28/17 11,055 12,824
Merrill Lynch & Co. Inc. 6.875% 4/25/18 17,595 21,087
Merrill Lynch & Co. Inc. 6.500% 7/15/18 1,100 1,299

 

 

Merrill Lynch & Co. Inc. 6.110% 1/29/37 1,065 1,129
Merrill Lynch & Co. Inc. 7.750% 5/14/38 15,255 19,056
Morgan Stanley 6.750% 10/15/13 200 210
Morgan Stanley 2.875% 1/24/14 19,900 20,166
Morgan Stanley 4.750% 4/1/14 14,430 14,937
Morgan Stanley 6.000% 5/13/14 12,050 12,774
Morgan Stanley 2.875% 7/28/14 1,050 1,073
Morgan Stanley 4.200% 11/20/14 3,370 3,501
Morgan Stanley 4.100% 1/26/15 3,300 3,412
Morgan Stanley 6.000% 4/28/15 5,135 5,566
Morgan Stanley 5.375% 10/15/15 10,660 11,464
Morgan Stanley 3.450% 11/2/15 24,800 25,379
Morgan Stanley 3.800% 4/29/16 1,215 1,254
Morgan Stanley 5.750% 10/18/16 4,700 5,152
Morgan Stanley 5.450% 1/9/17 3,815 4,162
Morgan Stanley 4.750% 3/22/17 9,150 9,801
Morgan Stanley 5.950% 12/28/17 5,690 6,393
Morgan Stanley 6.625% 4/1/18 7,565 8,654
Morgan Stanley 7.300% 5/13/19 13,185 15,561
Morgan Stanley 5.625% 9/23/19 25,555 27,891
Morgan Stanley 5.500% 1/26/20 2,750 2,972
Morgan Stanley 5.500% 7/24/20 2,150 2,320
Morgan Stanley 5.750% 1/25/21 11,940 13,065
Morgan Stanley 5.500% 7/28/21 3,750 4,088
Morgan Stanley 6.250% 8/9/26 8,475 9,476
Morgan Stanley 7.250% 4/1/32 7,545 9,073
Morgan Stanley 6.375% 7/24/42 3,875 4,231
Murray Street Investment Trust I 4.647% 3/9/17 6,300 6,767
National Australia Bank Ltd. 2.000% 3/9/15 3,800 3,877
National Australia Bank Ltd. 1.600% 8/7/15 6,275 6,329
National Australia Bank Ltd. 2.750% 3/9/17 3,800 3,977
National Bank of Canada 1.500% 6/26/15 6,750 6,867
National City Bank 5.800% 6/7/17 1,775 2,074
National City Corp. 4.900% 1/15/15 850 928
National City Corp. 6.875% 5/15/19 4,965 6,134
Northern Trust Co. 6.500% 8/15/18 425 530
Northern Trust Corp. 4.625% 5/1/14 1,025 1,090
Northern Trust Corp. 2.375% 8/2/22 1,975 1,956
PNC Bank NA 4.875% 9/21/17 3,575 4,116
PNC Bank NA 6.000% 12/7/17 325 391
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% 9/21/15 650 714
PNC Funding Corp. 5.250% 11/15/15 7,550 8,440
PNC Funding Corp. 2.700% 9/19/16 1,945 2,068
PNC Funding Corp. 5.625% 2/1/17 325 374
PNC Funding Corp. 6.700% 6/10/19 6,475 8,299
PNC Funding Corp. 5.125% 2/8/20 5,700 6,739
PNC Funding Corp. 4.375% 8/11/20 6,150 7,046
PNC Funding Corp. 3.300% 3/8/22 11,000 11,741
Royal Bank of Canada 1.450% 10/30/14 160 163
Royal Bank of Canada 1.150% 3/13/15 2,475 2,506
Royal Bank of Canada 2.625% 12/15/15 9,125 9,652
Royal Bank of Canada 2.875% 4/19/16 2,075 2,212
Royal Bank of Canada 2.300% 7/20/16 9,255 9,732
Royal Bank of Scotland Group plc 2.550% 9/18/15 1,450 1,466
Royal Bank of Scotland Group plc 6.400% 10/21/19 8,505 9,842

 

 

Royal Bank of Scotland NV 4.650% 6/4/18 100 96
Royal Bank of Scotland plc 3.250% 1/11/14 3,925 4,026
6 Royal Bank of Scotland plc 4.875% 8/25/14 1,075 1,140
Royal Bank of Scotland plc 4.875% 3/16/15 3,365 3,606
Royal Bank of Scotland plc 3.950% 9/21/15 545 578
Royal Bank of Scotland plc 4.375% 3/16/16 12,030 12,955
Royal Bank of Scotland plc 5.625% 8/24/20 7,355 8,363
Royal Bank of Scotland plc 6.125% 1/11/21 2,630 3,132
Santander Holdings USA Inc. 3.000% 9/24/15 1,550 1,567
Santander Holdings USA Inc. 4.625% 4/19/16 4,225 4,366
SouthTrust Corp. 5.800% 6/15/14 750 806
Sovereign Bank 8.750% 5/30/18 675 768
State Street Bank & Trust Co. 5.300% 1/15/16 2,725 3,042
State Street Bank & Trust Co. 5.250% 10/15/18 2,879 3,427
State Street Corp. 4.300% 5/30/14 1,600 1,700
State Street Corp. 2.875% 3/7/16 6,235 6,683
State Street Corp. 5.375% 4/30/17 185 217
State Street Corp. 4.375% 3/7/21 1,385 1,612
Sumitomo Mitsui Banking Corp. 1.350% 7/18/15 3,700 3,730
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 6,925 7,019
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 2,675 2,724
SunTrust Bank 5.000% 9/1/15 16 17
SunTrust Bank 7.250% 3/15/18 375 453
SunTrust Banks Inc. 3.600% 4/15/16 4,160 4,442
SunTrust Banks Inc. 3.500% 1/20/17 4,070 4,352
SunTrust Banks Inc. 6.000% 9/11/17 2,550 2,987
Svenska Handelsbanken AB 2.875% 4/4/17 10,975 11,553
Toronto-Dominion Bank 1.375% 7/14/14 1,660 1,690
Toronto-Dominion Bank 2.500% 7/14/16 2,495 2,635
Toronto-Dominion Bank 2.375% 10/19/16 7,878 8,282
UBS AG 2.250% 1/28/14 9,950 10,102
UBS AG 3.875% 1/15/15 1,890 2,001
UBS AG 7.000% 10/15/15 1,000 1,098
UBS AG 5.875% 7/15/16 2,620 2,872
UBS AG 7.375% 6/15/17 3,000 3,534
UBS AG 5.875% 12/20/17 7,960 9,408
UBS AG 5.750% 4/25/18 2,940 3,469
UBS AG 4.875% 8/4/20 14,450 16,101
UBS AG 7.750% 9/1/26 1,000 1,222
Union Bank NA 5.950% 5/11/16 1,375 1,572
Union Bank NA 3.000% 6/6/16 1,550 1,647
Union Bank NA 2.125% 6/16/17 1,100 1,126
UnionBanCal Corp. 5.250% 12/16/13 700 730
UnionBanCal Corp. 3.500% 6/18/22 4,150 4,372
US Bancorp 1.125% 10/30/13 3,400 3,424
US Bancorp 4.200% 5/15/14 175 185
US Bancorp 3.150% 3/4/15 600 636
US Bancorp 2.450% 7/27/15 480 504
US Bancorp 3.442% 2/1/16 4,395 4,610
US Bancorp 2.200% 11/15/16 9,450 9,904
US Bancorp 1.650% 5/15/17 6,650 6,819
US Bancorp 4.125% 5/24/21 10,265 11,671
US Bancorp 3.000% 3/15/22 4,225 4,404
US Bancorp 2.950% 7/15/22 3,375 3,391
US Bank NA 6.300% 2/4/14 3,150 3,390
US Bank NA 4.950% 10/30/14 5,050 5,483
US Bank NA 4.800% 4/15/15 850 937

 

 

Vesey Street Investment Trust I 4.404% 9/1/16 625 667
Wachovia Bank NA 4.800% 11/1/14 411 442
Wachovia Bank NA 4.875% 2/1/15 4,840 5,239
Wachovia Bank NA 5.000% 8/15/15 577 635
Wachovia Bank NA 6.000% 11/15/17 2,500 2,998
Wachovia Bank NA 5.850% 2/1/37 5,775 7,240
Wachovia Bank NA 6.600% 1/15/38 9,845 13,467
Wachovia Corp. 4.875% 2/15/14 5,275 5,538
Wachovia Corp. 5.250% 8/1/14 4,615 4,959
Wachovia Corp. 5.625% 10/15/16 11,800 13,680
Wachovia Corp. 5.750% 6/15/17 11,950 14,285
Wachovia Corp. 5.750% 2/1/18 1,265 1,524
Wachovia Corp. 6.605% 10/1/25 100 121
Wachovia Corp. 7.500% 4/15/35 275 358
Wachovia Corp. 5.500% 8/1/35 1,775 2,038
Wachovia Corp. 6.550% 10/15/35 250 298
Wells Fargo & Co. 4.950% 10/16/13 777 810
Wells Fargo & Co. 3.750% 10/1/14 2,345 2,486
Wells Fargo & Co. 1.250% 2/13/15 17,550 17,687
Wells Fargo & Co. 3.625% 4/15/15 11,375 12,154
Wells Fargo & Co. 1.500% 7/1/15 3,350 3,401
Wells Fargo & Co. 3.676% 6/15/16 13,820 15,000
Wells Fargo & Co. 5.125% 9/15/16 1,060 1,191
Wells Fargo & Co. 2.625% 12/15/16 5,400 5,706
Wells Fargo & Co. 2.100% 5/8/17 3,625 3,728
Wells Fargo & Co. 5.625% 12/11/17 20,165 24,184
Wells Fargo & Co. 4.600% 4/1/21 11,765 13,458
Wells Fargo & Co. 3.500% 3/8/22 2,650 2,818
Wells Fargo & Co. 5.375% 2/7/35 4,700 5,681
Wells Fargo Bank NA 4.750% 2/9/15 4,005 4,333
Wells Fargo Bank NA 5.750% 5/16/16 3,600 4,128
Wells Fargo Bank NA 5.950% 8/26/36 2,700 3,452
4 Wells Fargo Capital X 5.950% 12/1/86 3,600 3,618
Westpac Banking Corp. 1.850% 12/9/13 7,815 7,933
Westpac Banking Corp. 4.200% 2/27/15 7,400 7,957
Westpac Banking Corp. 3.000% 8/4/15 4,125 4,350
Westpac Banking Corp. 1.125% 9/25/15 6,400 6,409
Westpac Banking Corp. 3.000% 12/9/15 335 355
Westpac Banking Corp. 2.000% 8/14/17 4,325 4,382
Westpac Banking Corp. 4.875% 11/19/19 9,370 10,694
Zions Bancorporation 4.500% 3/27/17 450 459
 
Brokerage (0.1%)        
Ameriprise Financial Inc. 5.650% 11/15/15 5,000 5,686
Ameriprise Financial Inc. 5.300% 3/15/20 775 919
4 Ameriprise Financial Inc. 7.518% 6/1/66 4,475 4,945
BlackRock Inc. 3.500% 12/10/14 1,700 1,810
BlackRock Inc. 1.375% 6/1/15 875 891
BlackRock Inc. 6.250% 9/15/17 1,150 1,419
BlackRock Inc. 5.000% 12/10/19 3,465 4,123
BlackRock Inc. 4.250% 5/24/21 5,600 6,282
BlackRock Inc. 3.375% 6/1/22 5,750 6,086
Charles Schwab Corp. 4.950% 6/1/14 2,150 2,303
Charles Schwab Corp. 4.450% 7/22/20 1,000 1,139
6 Charles Schwab Corp. 3.225% 9/1/22 3,075 3,104
6 FMR LLC 7.490% 6/15/19 200 243
Franklin Resources Inc. 3.125% 5/20/15 1,450 1,531

 

 

Franklin Resources Inc. 1.375% 9/15/17 1,400 1,408
Franklin Resources Inc. 4.625% 5/20/20 700 805
Franklin Resources Inc. 2.800% 9/15/22 4,875 4,937
Jefferies Group Inc. 3.875% 11/9/15 875 881
Jefferies Group Inc. 5.125% 4/13/18 3,975 4,010
Jefferies Group Inc. 8.500% 7/15/19 3,000 3,435
Jefferies Group Inc. 6.875% 4/15/21 1,620 1,731
Jefferies Group Inc. 6.450% 6/8/27 1,050 1,070
Jefferies Group Inc. 6.250% 1/15/36 5,280 5,214
Lazard Group LLC 6.850% 6/15/17 2,675 3,011
6 Legg Mason Inc. 5.500% 5/21/19 1,825 1,954
Nomura Holdings Inc. 5.000% 3/4/15 2,425 2,555
Nomura Holdings Inc. 4.125% 1/19/16 275 284
Nomura Holdings Inc. 6.700% 3/4/20 4,025 4,596
Raymond James Financial Inc. 4.250% 4/15/16 1,000 1,060
TD Ameritrade Holding Corp. 4.150% 12/1/14 1,025 1,095
TD Ameritrade Holding Corp. 5.600% 12/1/19 925 1,082
 
Finance Companies (0.7%)        
Block Financial LLC 5.125% 10/30/14 2,460 2,591
Discover Financial Services 6.450% 6/12/17 325 375
6 Discover Financial Services 5.200% 4/27/22 950 1,035
GATX Corp. 4.750% 6/15/22 2,050 2,117
General Electric Capital Corp. 5.250% 10/19/12 24,450 24,503
General Electric Capital Corp. 2.800% 1/8/13 6,975 7,020
General Electric Capital Corp. 5.450% 1/15/13 5,470 5,547
General Electric Capital Corp. 2.100% 1/7/14 6,325 6,441
General Electric Capital Corp. 5.900% 5/13/14 5,125 5,547
General Electric Capital Corp. 5.500% 6/4/14 5,150 5,552
General Electric Capital Corp. 5.650% 6/9/14 5,800 6,272
General Electric Capital Corp. 3.750% 11/14/14 12,475 13,247
General Electric Capital Corp. 3.500% 6/29/15 5,000 5,329
General Electric Capital Corp. 1.625% 7/2/15 3,825 3,893
General Electric Capital Corp. 4.375% 9/21/15 5,300 5,822
General Electric Capital Corp. 2.250% 11/9/15 2,445 2,534
General Electric Capital Corp. 2.950% 5/9/16 4,225 4,472
General Electric Capital Corp. 3.350% 10/17/16 7,700 8,305
General Electric Capital Corp. 2.900% 1/9/17 250 264
General Electric Capital Corp. 5.400% 2/15/17 14,850 17,176
General Electric Capital Corp. 2.300% 4/27/17 4,700 4,833
General Electric Capital Corp. 5.625% 9/15/17 6,065 7,154
General Electric Capital Corp. 5.625% 5/1/18 17,050 20,143
General Electric Capital Corp. 6.000% 8/7/19 10,675 12,986
General Electric Capital Corp. 5.500% 1/8/20 1,075 1,272
General Electric Capital Corp. 5.550% 5/4/20 3,275 3,878
General Electric Capital Corp. 4.625% 1/7/21 3,425 3,826
General Electric Capital Corp. 5.300% 2/11/21 8,330 9,555
General Electric Capital Corp. 4.650% 10/17/21 2,465 2,765
General Electric Capital Corp. 3.150% 9/7/22 2,000 2,004
General Electric Capital Corp. 6.750% 3/15/32 15,610 20,109
General Electric Capital Corp. 6.150% 8/7/37 19,250 23,513
General Electric Capital Corp. 5.875% 1/14/38 22,490 26,715
General Electric Capital Corp. 6.875% 1/10/39 30,425 40,693
4 General Electric Capital Corp. 6.375% 11/15/67 12,635 13,298
4 HSBC Finance Capital Trust IX 5.911% 11/30/35 1,950 1,921
HSBC Finance Corp. 5.250% 1/15/14 1,425 1,494
HSBC Finance Corp. 5.250% 4/15/15 4,485 4,843

 

 

HSBC Finance Corp. 5.000% 6/30/15 11,445 12,383
HSBC Finance Corp. 5.500% 1/19/16 1,545 1,706
HSBC Finance Corp. 6.676% 1/15/21 17,234 19,952
SLM Corp. 5.000% 10/1/13 2,545 2,638
SLM Corp. 5.375% 5/15/14 3,175 3,352
SLM Corp. 5.050% 11/14/14 975 1,021
SLM Corp. 5.000% 4/15/15 600 634
SLM Corp. 6.250% 1/25/16 13,275 14,565
SLM Corp. 6.000% 1/25/17 4,775 5,210
SLM Corp. 4.625% 9/25/17 1,800 1,835
SLM Corp. 8.450% 6/15/18 5,845 6,889
SLM Corp. 8.000% 3/25/20 5,795 6,699
SLM Corp. 7.250% 1/25/22 1,250 1,413
SLM Corp. 5.625% 8/1/33 5,895 5,554
 
Insurance (1.2%)        
ACE Capital Trust II 9.700% 4/1/30 1,000 1,420
ACE INA Holdings Inc. 5.875% 6/15/14 2,500 2,719
ACE INA Holdings Inc. 5.600% 5/15/15 1,725 1,936
ACE INA Holdings Inc. 2.600% 11/23/15 3,735 3,913
ACE INA Holdings Inc. 5.700% 2/15/17 1,400 1,660
ACE INA Holdings Inc. 5.800% 3/15/18 425 521
ACE INA Holdings Inc. 5.900% 6/15/19 785 970
ACE INA Holdings Inc. 6.700% 5/15/36 400 563
AEGON Funding Co. LLC 5.750% 12/15/20 3,016 3,514
Aetna Inc. 6.000% 6/15/16 6,675 7,814
Aetna Inc. 3.950% 9/1/20 5,500 5,969
Aetna Inc. 4.125% 6/1/21 2,230 2,453
Aetna Inc. 6.625% 6/15/36 3,100 3,995
Aetna Inc. 6.750% 12/15/37 1,425 1,877
Aflac Inc. 2.650% 2/15/17 2,565 2,692
Aflac Inc. 8.500% 5/15/19 1,425 1,904
Aflac Inc. 6.900% 12/17/39 2,450 3,156
Aflac Inc. 6.450% 8/15/40 1,050 1,285
Alleghany Corp. 5.625% 9/15/20 1,000 1,104
Alleghany Corp. 4.950% 6/27/22 3,200 3,488
Allied World Assurance Co. Ltd. 7.500% 8/1/16 6,875 7,968
Allstate Corp. 6.200% 5/16/14 895 975
Allstate Corp. 5.000% 8/15/14 3,325 3,594
Allstate Corp. 7.450% 5/16/19 3,230 4,220
Allstate Corp. 6.125% 12/15/32 950 1,227
Allstate Corp. 5.350% 6/1/33 225 267
Allstate Corp. 5.550% 5/9/35 1,370 1,682
Allstate Corp. 5.950% 4/1/36 1,000 1,276
Allstate Corp. 6.900% 5/15/38 2,655 3,664
Allstate Corp. 5.200% 1/15/42 1,000 1,194
4 Allstate Corp. 6.500% 5/15/57 1,625 1,714
4 Allstate Corp. 6.125% 5/15/67 1,750 1,798
Alterra Finance LLC 6.250% 9/30/20 815 888
American Financial Group Inc. 9.875% 6/15/19 775 980
American International Group Inc. 4.250% 9/15/14 3,640 3,845
American International Group Inc. 3.000% 3/20/15 6,600 6,838
American International Group Inc. 2.375% 8/24/15 525 530
American International Group Inc. 5.050% 10/1/15 4,775 5,220
American International Group Inc. 4.875% 9/15/16 3,200 3,572
American International Group Inc. 5.600% 10/18/16 4,825 5,497
American International Group Inc. 3.800% 3/22/17 8,850 9,506

 

 

American International Group Inc. 5.450% 5/18/17 2,815 3,201
American International Group Inc. 5.850% 1/16/18 5,050 5,862
American International Group Inc. 8.250% 8/15/18 3,380 4,348
American International Group Inc. 6.400% 12/15/20 16,710 20,440
American International Group Inc. 6.250% 5/1/36 6,500 8,300
American International Group Inc. 6.820% 11/15/37 1,107 1,449
4 American International Group Inc. 8.175% 5/15/68 12,565 15,361
4 American International Group Inc. 6.250% 3/15/87 5,348 5,361
Aon Corp. 3.500% 9/30/15 2,025 2,143
Aon Corp. 5.000% 9/30/20 6,370 7,346
Aon Corp. 8.205% 1/1/27 825 1,032
Aon Corp. 6.250% 9/30/40 2,125 2,751
Arch Capital Group Ltd. 7.350% 5/1/34 1,175 1,510
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 4,250 4,657
Assurant Inc. 5.625% 2/15/14 625 659
Assurant Inc. 6.750% 2/15/34 3,825 4,411
AXA SA 8.600% 12/15/30 7,170 8,746
Axis Capital Holdings Ltd. 5.750% 12/1/14 725 779
Axis Specialty Finance LLC 5.875% 6/1/20 5,300 5,956
Berkshire Hathaway Finance Corp. 4.850% 1/15/15 1,050 1,153
Berkshire Hathaway Finance Corp. 2.450% 12/15/15 2,050 2,160
Berkshire Hathaway Finance Corp. 1.600% 5/15/17 2,100 2,148
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 5,670 6,841
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 5,620 6,427
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 2,100 2,183
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 145 177
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 2,100 2,168
Berkshire Hathaway Inc. 3.200% 2/11/15 3,700 3,927
Berkshire Hathaway Inc. 2.200% 8/15/16 20,370 21,385
Berkshire Hathaway Inc. 1.900% 1/31/17 5,000 5,180
Chubb Corp. 5.750% 5/15/18 940 1,163
Chubb Corp. 6.000% 5/11/37 2,900 3,932
4 Chubb Corp. 6.375% 3/29/67 6,065 6,459
Cigna Corp. 2.750% 11/15/16 8,005 8,450
Cigna Corp. 5.125% 6/15/20 875 1,001
Cigna Corp. 4.375% 12/15/20 200 219
Cigna Corp. 4.500% 3/15/21 1,090 1,208
Cigna Corp. 4.000% 2/15/22 1,385 1,491
Cigna Corp. 7.875% 5/15/27 425 562
Cigna Corp. 6.150% 11/15/36 9,259 11,095
Cigna Corp. 5.875% 3/15/41 1,865 2,221
Cigna Corp. 5.375% 2/15/42 1,585 1,777
Cincinnati Financial Corp. 6.920% 5/15/28 4,325 5,223
CNA Financial Corp. 5.850% 12/15/14 2,000 2,177
CNA Financial Corp. 6.500% 8/15/16 1,750 2,024
CNA Financial Corp. 7.350% 11/15/19 1,840 2,285
CNA Financial Corp. 5.875% 8/15/20 1,805 2,100
CNA Financial Corp. 5.750% 8/15/21 6,140 7,188
Coventry Health Care Inc. 6.300% 8/15/14 3,850 4,205
Coventry Health Care Inc. 5.950% 3/15/17 1,800 2,101
Coventry Health Care Inc. 5.450% 6/15/21 1,985 2,316
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 4,729 5,216
Genworth Financial Inc. 5.750% 6/15/14 300 311
Genworth Financial Inc. 4.950% 10/1/15 825 846
Genworth Financial Inc. 8.625% 12/15/16 4,125 4,661
Genworth Financial Inc. 6.515% 5/22/18 350 357
Genworth Financial Inc. 7.700% 6/15/20 535 556

 

 

Genworth Financial Inc. 7.625% 9/24/21 4,650 4,766
Genworth Financial Inc. 6.500% 6/15/34 3,575 3,374
Hartford Financial Services Group Inc. 5.500% 10/15/16 975 1,078
Hartford Financial Services Group Inc. 5.375% 3/15/17 900 999
Hartford Financial Services Group Inc. 4.000% 10/15/17 925 992
Hartford Financial Services Group Inc. 6.300% 3/15/18 3,150 3,634
Hartford Financial Services Group Inc. 6.000% 1/15/19 925 1,053
Hartford Financial Services Group Inc. 5.125% 4/15/22 825 923
Hartford Financial Services Group Inc. 5.950% 10/15/36 550 561
Hartford Financial Services Group Inc. 6.100% 10/1/41 1,775 1,987
Hartford Financial Services Group Inc. 6.625% 4/15/42 3,050 3,671
HCC Insurance Holdings Inc. 6.300% 11/15/19 1,600 1,848
Humana Inc. 7.200% 6/15/18 100 121
Humana Inc. 6.300% 8/1/18 150 174
Humana Inc. 8.150% 6/15/38 2,500 3,368
Infinity Property & Casualty Corp. 5.000% 9/19/22 950 989
6 ING US Inc. 5.500% 7/15/22 525 550
Jefferson-Pilot Corp. 4.750% 1/30/14 275 287
Lincoln National Corp. 4.300% 6/15/15 1,619 1,729
Lincoln National Corp. 8.750% 7/1/19 900 1,178
Lincoln National Corp. 6.250% 2/15/20 4,745 5,558
Lincoln National Corp. 4.850% 6/24/21 8,407 9,159
Lincoln National Corp. 4.200% 3/15/22 100 105
Lincoln National Corp. 6.150% 4/7/36 3,450 3,913
Lincoln National Corp. 7.000% 6/15/40 1,285 1,609
4 Lincoln National Corp. 7.000% 5/17/66 6,985 7,002
Loews Corp. 5.250% 3/15/16 950 1,071
Loews Corp. 6.000% 2/1/35 200 235
Manulife Financial Corp. 3.400% 9/17/15 3,875 4,060
Manulife Financial Corp. 4.900% 9/17/20 4,875 5,387
Markel Corp. 7.125% 9/30/19 825 990
Markel Corp. 4.900% 7/1/22 2,750 2,940
Marsh & McLennan Cos. Inc. 5.750% 9/15/15 56 63
Marsh & McLennan Cos. Inc. 9.250% 4/15/19 5,962 8,190
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 2,265 2,529
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 2,125 2,455
6 Massachusetts Mutual Life Insurance Co. 8.875% 6/1/39 575 866
MetLife Inc. 5.000% 11/24/13 1,275 1,341
MetLife Inc. 2.375% 2/6/14 7,420 7,593
MetLife Inc. 5.000% 6/15/15 2,245 2,493
MetLife Inc. 6.750% 6/1/16 895 1,070
MetLife Inc. 1.564% 12/15/17 4,100 4,128
MetLife Inc. 6.817% 8/15/18 895 1,127
MetLife Inc. 7.717% 2/15/19 1,570 2,045
MetLife Inc. 4.750% 2/8/21 3,895 4,506
MetLife Inc. 1.564% 12/15/22 2,425 2,438
MetLife Inc. 6.375% 6/15/34 1,770 2,315
MetLife Inc. 5.875% 2/6/41 6,745 8,464
MetLife Inc. 4.125% 8/13/42 3,100 3,077
4 MetLife Inc. 6.400% 12/15/66 5,235 5,536
6 Metropolitan Life Global Funding I 5.125% 6/10/14 5,225 5,590
Munich Re America Corp. 7.450% 12/15/26 1,200 1,566
4 Nationwide Financial Services Inc. 6.750% 5/15/67 200 204
PartnerRe Finance B LLC 5.500% 6/1/20 8,508 9,417
Primerica Inc. 4.750% 7/15/22 475 509
Principal Financial Group Inc. 7.875% 5/15/14 1,525 1,696
Principal Financial Group Inc. 8.875% 5/15/19 8,090 10,760

 

 

Principal Financial Group Inc. 6.050% 10/15/36 1,825 2,235
Principal Life Income Funding Trusts 5.100% 4/15/14 1,250 1,332
Progressive Corp. 3.750% 8/23/21 855 945
Progressive Corp. 6.625% 3/1/29 1,300 1,699
Progressive Corp. 6.250% 12/1/32 100 132
4 Progressive Corp. 6.700% 6/15/67 3,100 3,302
Protective Life Corp. 7.375% 10/15/19 950 1,140
Protective Life Corp. 8.450% 10/15/39 2,900 3,723
Prudential Financial Inc. 4.750% 4/1/14 650 685
Prudential Financial Inc. 5.100% 9/20/14 6,080 6,572
Prudential Financial Inc. 3.875% 1/14/15 2,000 2,127
Prudential Financial Inc. 6.200% 1/15/15 2,750 3,045
Prudential Financial Inc. 4.750% 9/17/15 5,750 6,331
Prudential Financial Inc. 5.500% 3/15/16 1,575 1,763
Prudential Financial Inc. 3.000% 5/12/16 1,650 1,737
Prudential Financial Inc. 6.000% 12/1/17 1,550 1,878
Prudential Financial Inc. 7.375% 6/15/19 795 1,007
Prudential Financial Inc. 5.375% 6/21/20 1,945 2,256
Prudential Financial Inc. 5.750% 7/15/33 1,280 1,437
Prudential Financial Inc. 5.400% 6/13/35 2,775 2,996
Prudential Financial Inc. 5.900% 3/17/36 2,300 2,598
Prudential Financial Inc. 5.700% 12/14/36 6,370 7,186
Prudential Financial Inc. 6.625% 12/1/37 6,050 7,540
Prudential Financial Inc. 5.625% 5/12/41 1,745 1,950
4 Prudential Financial Inc. 5.875% 9/15/42 2,000 2,045
4 Reinsurance Group of America Inc. 6.750% 12/15/65 5,675 5,476
Swiss Re Solutions Holding Corp. 6.450% 3/1/19 675 788
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 1,225 1,511
Swiss Re Solutions Holding Corp. 7.750% 6/15/30 4,075 5,180
Torchmark Corp. 6.375% 6/15/16 1,225 1,388
Transatlantic Holdings Inc. 8.000% 11/30/39 5,275 6,672
Travelers Cos. Inc. 5.500% 12/1/15 3,815 4,315
Travelers Cos. Inc. 6.250% 6/20/16 1,100 1,297
Travelers Cos. Inc. 5.750% 12/15/17 1,375 1,666
Travelers Cos. Inc. 5.800% 5/15/18 965 1,182
Travelers Cos. Inc. 3.900% 11/1/20 2,170 2,448
Travelers Cos. Inc. 6.750% 6/20/36 1,525 2,137
Travelers Cos. Inc. 6.250% 6/15/37 6,010 8,098
Travelers Cos. Inc. 5.350% 11/1/40 4,245 5,308
Travelers Property Casualty Corp. 6.375% 3/15/33 100 131
UnitedHealth Group Inc. 5.000% 8/15/14 4,900 5,295
UnitedHealth Group Inc. 4.875% 3/15/15 875 961
UnitedHealth Group Inc. 1.875% 11/15/16 325 336
UnitedHealth Group Inc. 6.000% 6/15/17 1,825 2,217
UnitedHealth Group Inc. 6.000% 2/15/18 340 419
UnitedHealth Group Inc. 3.875% 10/15/20 5,000 5,512
UnitedHealth Group Inc. 4.700% 2/15/21 835 969
UnitedHealth Group Inc. 3.375% 11/15/21 145 155
UnitedHealth Group Inc. 2.875% 3/15/22 3,300 3,358
UnitedHealth Group Inc. 5.800% 3/15/36 4,525 5,454
UnitedHealth Group Inc. 6.500% 6/15/37 625 826
UnitedHealth Group Inc. 6.625% 11/15/37 1,425 1,937
UnitedHealth Group Inc. 6.875% 2/15/38 7,620 10,545
UnitedHealth Group Inc. 5.950% 2/15/41 250 319
UnitedHealth Group Inc. 4.625% 11/15/41 75 81
UnitedHealth Group Inc. 4.375% 3/15/42 1,000 1,068
Unum Group 7.125% 9/30/16 1,250 1,455

 

 

Unum Group 5.625% 9/15/20 825 928
Unum Group 5.750% 8/15/42 1,925 2,031
Validus Holdings Ltd. 8.875% 1/26/40 2,950 3,770
WellPoint Inc. 6.000% 2/15/14 550 589
WellPoint Inc. 5.000% 12/15/14 4,650 5,050
WellPoint Inc. 1.250% 9/10/15 2,825 2,844
WellPoint Inc. 5.250% 1/15/16 1,710 1,917
WellPoint Inc. 5.875% 6/15/17 7,450 8,829
WellPoint Inc. 1.875% 1/15/18 2,975 2,985
WellPoint Inc. 7.000% 2/15/19 655 818
WellPoint Inc. 3.700% 8/15/21 205 215
WellPoint Inc. 3.125% 5/15/22 700 698
WellPoint Inc. 3.300% 1/15/23 2,600 2,628
WellPoint Inc. 5.950% 12/15/34 3,050 3,568
WellPoint Inc. 5.850% 1/15/36 2,400 2,785
WellPoint Inc. 6.375% 6/15/37 620 767
WellPoint Inc. 4.625% 5/15/42 2,000 2,018
WellPoint Inc. 4.650% 1/15/43 500 507
Willis Group Holdings plc 4.125% 3/15/16 3,775 4,014
Willis Group Holdings plc 5.750% 3/15/21 5,710 6,471
Willis North America Inc. 5.625% 7/15/15 2,200 2,383
Willis North America Inc. 6.200% 3/28/17 1,125 1,282
Willis North America Inc. 7.000% 9/29/19 150 179
WR Berkley Corp. 5.375% 9/15/20 375 413
XL Group plc 5.250% 9/15/14 350 375
XL Group plc 6.375% 11/15/24 175 207
XL Group plc 6.250% 5/15/27 1,392 1,573
XLIT Ltd. 5.750% 10/1/21 6,805 7,845
 
Other Finance (0.0%)        
CME Group Inc. 5.750% 2/15/14 1,075 1,149
NASDAQ OMX Group Inc. 5.550% 1/15/20 3,800 4,098
ORIX Corp. 4.710% 4/27/15 1,500 1,594
ORIX Corp. 5.000% 1/12/16 2,340 2,531
ORIX Corp. 3.750% 3/9/17 2,700 2,793
XTRA Finance Corp. 5.150% 4/1/17 4,525 5,231
 
Real Estate Investment Trusts (0.5%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 2,575 2,746
Arden Realty LP 5.250% 3/1/15 250 271
AvalonBay Communities Inc. 5.750% 9/15/16 275 317
BioMed Realty LP 3.850% 4/15/16 2,500 2,636
BioMed Realty LP 4.250% 7/15/22 1,050 1,095
Boston Properties LP 5.625% 4/15/15 1,375 1,524
Boston Properties LP 5.625% 11/15/20 4,500 5,337
Boston Properties LP 4.125% 5/15/21 1,410 1,518
Boston Properties LP 3.850% 2/1/23 8,700 9,160
Brandywine Operating Partnership LP 6.000% 4/1/16 5,630 6,166
Brandywine Operating Partnership LP 5.700% 5/1/17 275 305
Brandywine Operating Partnership LP 4.950% 4/15/18 4,250 4,563
BRE Properties Inc. 5.500% 3/15/17 975 1,104
BRE Properties Inc. 3.375% 1/15/23 1,125 1,118
CommonWealth REIT 6.250% 8/15/16 575 629
CommonWealth REIT 6.250% 6/15/17 1,725 1,897
CommonWealth REIT 5.875% 9/15/20 1,300 1,396
Digital Realty Trust LP 4.500% 7/15/15 4,550 4,869
Digital Realty Trust LP 5.250% 3/15/21 4,965 5,521

 

 

Duke Realty LP 7.375% 2/15/15 3,675 4,122
Duke Realty LP 5.950% 2/15/17 5,225 5,900
Duke Realty LP 6.750% 3/15/20 275 335
Entertainment Properties Trust 5.750% 8/15/22 575 598
ERP Operating LP 5.250% 9/15/14 1,350 1,458
ERP Operating LP 5.125% 3/15/16 3,050 3,437
ERP Operating LP 5.375% 8/1/16 975 1,117
ERP Operating LP 5.750% 6/15/17 550 654
ERP Operating LP 4.750% 7/15/20 385 441
ERP Operating LP 4.625% 12/15/21 1,760 2,031
Federal Realty Investment Trust 3.000% 8/1/22 1,600 1,590
HCP Inc. 5.650% 12/15/13 2,225 2,350
HCP Inc. 2.700% 2/1/14 1,205 1,232
HCP Inc. 3.750% 2/1/16 11,855 12,604
HCP Inc. 6.300% 9/15/16 950 1,098
HCP Inc. 5.375% 2/1/21 3,690 4,188
HCP Inc. 3.150% 8/1/22 3,050 2,976
HCP Inc. 6.750% 2/1/41 1,675 2,172
Health Care REIT Inc. 6.000% 11/15/13 525 554
Health Care REIT Inc. 3.625% 3/15/16 175 185
Health Care REIT Inc. 6.200% 6/1/16 3,250 3,660
Health Care REIT Inc. 4.700% 9/15/17 1,850 2,043
Health Care REIT Inc. 6.125% 4/15/20 3,850 4,480
Health Care REIT Inc. 4.950% 1/15/21 8,915 9,748
Health Care REIT Inc. 5.250% 1/15/22 175 196
Health Care REIT Inc. 6.500% 3/15/41 175 205
Healthcare Realty Trust Inc. 6.500% 1/17/17 1,600 1,827
Healthcare Realty Trust Inc. 5.750% 1/15/21 1,205 1,334
Hospitality Properties Trust 7.875% 8/15/14 1,375 1,487
Hospitality Properties Trust 5.125% 2/15/15 1,775 1,862
Hospitality Properties Trust 5.625% 3/15/17 3,150 3,416
Hospitality Properties Trust 6.700% 1/15/18 5,650 6,362
Kilroy Realty LP 5.000% 11/3/15 3,100 3,376
Kilroy Realty LP 4.800% 7/15/18 2,900 3,207
Kimco Realty Corp. 5.783% 3/15/16 2,800 3,140
Kimco Realty Corp. 5.700% 5/1/17 1,250 1,440
Kimco Realty Corp. 6.875% 10/1/19 3,575 4,397
Liberty Property LP 5.125% 3/2/15 4,170 4,466
Liberty Property LP 4.750% 10/1/20 450 489
Mack-Cali Realty LP 7.750% 8/15/19 2,175 2,712
Mack-Cali Realty LP 4.500% 4/18/22 350 375
National Retail Properties Inc. 6.875% 10/15/17 2,700 3,219
National Retail Properties Inc. 3.800% 10/15/22 1,600 1,633
Omega Healthcare Investors Inc. 6.750% 10/15/22 1,175 1,313
ProLogis LP 4.500% 8/15/17 775 837
ProLogis LP 6.625% 5/15/18 500 598
ProLogis LP 7.375% 10/30/19 2,075 2,563
ProLogis LP 6.625% 12/1/19 850 1,019
ProLogis LP 6.875% 3/15/20 3,675 4,454
Realty Income Corp. 6.750% 8/15/19 5,665 6,910
Realty Income Corp. 5.750% 1/15/21 3,000 3,509
Regency Centers LP 5.250% 8/1/15 625 680
Regency Centers LP 5.875% 6/15/17 3,400 3,931
Senior Housing Properties Trust 4.300% 1/15/16 700 723
Simon Property Group LP 6.750% 5/15/14 9,850 10,616
Simon Property Group LP 4.200% 2/1/15 1,690 1,805
Simon Property Group LP 5.750% 12/1/15 5,975 6,757

 

 

Simon Property Group LP 6.100% 5/1/16 150 173
Simon Property Group LP 5.250% 12/1/16 5,965 6,862
Simon Property Group LP 2.800% 1/30/17 3,525 3,693
Simon Property Group LP 5.875% 3/1/17 4,675 5,493
Simon Property Group LP 2.150% 9/15/17 1,250 1,294
Simon Property Group LP 6.125% 5/30/18 1,875 2,290
Simon Property Group LP 5.650% 2/1/20 3,875 4,615
Simon Property Group LP 4.375% 3/1/21 1,645 1,857
Simon Property Group LP 3.375% 3/15/22 1,675 1,761
Simon Property Group LP 6.750% 2/1/40 3,800 5,250
Simon Property Group LP 4.750% 3/15/42 1,300 1,397
Tanger Properties LP 6.150% 11/15/15 2,975 3,359
UDR Inc. 4.250% 6/1/18 575 634
UDR Inc. 4.625% 1/10/22 3,800 4,198
Ventas Realty LP / Ventas Capital Corp. 3.125% 11/30/15 1,575 1,642
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 2,125 2,274
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 975 1,073
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,125 1,197
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 3,975 3,895
Vornado Realty LP 5.000% 1/15/22 5,500 6,087
Washington REIT 4.950% 10/1/20 800 877
Washington REIT 3.950% 10/15/22 950 963
        4,274,811
Industrial (12.0%)        
Basic Industry (1.2%)        
Agrium Inc. 6.750% 1/15/19 1,500 1,880
Agrium Inc. 3.150% 10/1/22 3,025 3,040
Agrium Inc. 6.125% 1/15/41 275 352
Air Products & Chemicals Inc. 2.000% 8/2/16 1,050 1,096
Air Products & Chemicals Inc. 3.000% 11/3/21 2,485 2,616
Airgas Inc. 4.500% 9/15/14 1,800 1,923
Airgas Inc. 3.250% 10/1/15 1,075 1,143
Albemarle Corp. 4.500% 12/15/20 450 501
Alcoa Inc. 6.750% 7/15/18 690 796
Alcoa Inc. 6.150% 8/15/20 10,665 11,735
Alcoa Inc. 5.400% 4/15/21 4,000 4,197
Alcoa Inc. 5.870% 2/23/22 550 591
Alcoa Inc. 5.900% 2/1/27 4,500 4,730
Alcoa Inc. 6.750% 1/15/28 8,030 8,831
Alcoa Inc. 5.950% 2/1/37 440 437
Allegheny Technologies Inc. 9.375% 6/1/19 2,975 3,830
Allegheny Technologies Inc. 5.950% 1/15/21 2,000 2,208
AngloGold Ashanti Holdings plc 5.375% 4/15/20 2,810 2,959
AngloGold Ashanti Holdings plc 5.125% 8/1/22 525 537
AngloGold Ashanti Holdings plc 6.500% 4/15/40 875 900
ArcelorMittal 9.250% 2/15/15 2,825 3,136
ArcelorMittal 4.000% 8/5/15 2,450 2,450
ArcelorMittal 4.000% 3/1/16 4,725 4,672
ArcelorMittal 4.750% 2/25/17 9,500 9,285
ArcelorMittal 6.125% 6/1/18 5,400 5,369
ArcelorMittal 10.100% 6/1/19 6,700 7,738
ArcelorMittal 5.500% 8/5/20 1,275 1,227
ArcelorMittal 5.750% 3/1/21 7,646 7,262
ArcelorMittal 7.250% 10/15/39 8,000 7,333
ArcelorMittal 7.000% 3/1/41 3,665 3,290
Barrick Gold Corp. 2.900% 5/30/16 4,730 4,967
Barrick Gold Corp. 6.950% 4/1/19 200 249

 

 

Barrick Gold Corp. 3.850% 4/1/22 1,200 1,263
Barrick Gold Corp. 5.250% 4/1/42 3,000 3,367
Barrick Gold Finance Co. 4.875% 11/15/14 400 431
Barrick North America Finance LLC 6.800% 9/15/18 6,150 7,632
Barrick North America Finance LLC 4.400% 5/30/21 13,135 14,325
Barrick North America Finance LLC 5.700% 5/30/41 1,625 1,864
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 2,744 3,193
BHP Billiton Finance USA Ltd. 5.500% 4/1/14 5,125 5,499
BHP Billiton Finance USA Ltd. 1.125% 11/21/14 6,625 6,708
BHP Billiton Finance USA Ltd. 1.000% 2/24/15 7,100 7,170
BHP Billiton Finance USA Ltd. 5.250% 12/15/15 3,000 3,415
BHP Billiton Finance USA Ltd. 1.875% 11/21/16 2,800 2,898
BHP Billiton Finance USA Ltd. 1.625% 2/24/17 6,550 6,695
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 1,425 1,661
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 4,390 5,614
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 650 690
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 4,675 4,839
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 6,600 6,994
Cabot Corp. 2.550% 1/15/18 200 205
Cabot Corp. 3.700% 7/15/22 400 409
Carpenter Technology Corp. 5.200% 7/15/21 5,425 5,728
Celulosa Arauco y Constitucion SA 5.625% 4/20/15 1,000 1,080
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 800 961
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 2,800 2,953
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 2,000 2,096
CF Industries Inc. 6.875% 5/1/18 1,600 1,952
CF Industries Inc. 7.125% 5/1/20 4,510 5,660
Cliffs Natural Resources Inc. 5.900% 3/15/20 2,225 2,332
Cliffs Natural Resources Inc. 4.875% 4/1/21 11,465 11,224
Cliffs Natural Resources Inc. 6.250% 10/1/40 3,000 2,938
Cytec Industries Inc. 8.950% 7/1/17 550 683
Domtar Corp. 6.250% 9/1/42 475 489
Dow Chemical Co. 7.600% 5/15/14 4,375 4,831
Dow Chemical Co. 5.900% 2/15/15 17,300 19,271
Dow Chemical Co. 2.500% 2/15/16 2,175 2,271
Dow Chemical Co. 8.550% 5/15/19 590 792
Dow Chemical Co. 4.250% 11/15/20 9,465 10,424
Dow Chemical Co. 4.125% 11/15/21 1,415 1,541
Dow Chemical Co. 7.375% 11/1/29 1,500 1,989
Dow Chemical Co. 9.400% 5/15/39 5,865 9,616
Dow Chemical Co. 5.250% 11/15/41 5,265 5,987
Eastman Chemical Co. 3.000% 12/15/15 4,600 4,848
Eastman Chemical Co. 2.400% 6/1/17 2,100 2,189
Eastman Chemical Co. 3.600% 8/15/22 6,775 7,117
Eastman Chemical Co. 4.800% 9/1/42 2,750 2,970
Ecolab Inc. 2.375% 12/8/14 1,400 1,454
Ecolab Inc. 1.000% 8/9/15 550 554
Ecolab Inc. 3.000% 12/8/16 1,875 2,021
Ecolab Inc. 4.350% 12/8/21 10,100 11,470
Ecolab Inc. 5.500% 12/8/41 1,500 1,874
EI du Pont de Nemours & Co. 1.750% 3/25/14 1,500 1,532
EI du Pont de Nemours & Co. 3.250% 1/15/15 425 452
EI du Pont de Nemours & Co. 2.750% 4/1/16 1,600 1,710
EI du Pont de Nemours & Co. 5.250% 12/15/16 1,330 1,559
EI du Pont de Nemours & Co. 6.000% 7/15/18 11,240 14,127
EI du Pont de Nemours & Co. 4.625% 1/15/20 3,115 3,670
EI du Pont de Nemours & Co. 3.625% 1/15/21 11,468 12,853

 

 

EI du Pont de Nemours & Co. 4.250% 4/1/21 950 1,108
EI du Pont de Nemours & Co. 6.500% 1/15/28 525 706
EI du Pont de Nemours & Co. 4.900% 1/15/41 2,500 3,069
FMC Corp. 3.950% 2/1/22 1,275 1,360
Freeport-McMoRan Copper & Gold Inc. 1.400% 2/13/15 2,800 2,825
Freeport-McMoRan Copper & Gold Inc. 2.150% 3/1/17 2,000 2,029
Freeport-McMoRan Copper & Gold Inc. 3.550% 3/1/22 2,325 2,334
Georgia-Pacific LLC 8.875% 5/15/31 2,375 3,523
ICI Wilmington Inc. 5.625% 12/1/13 200 209
International Paper Co. 5.300% 4/1/15 1,600 1,746
International Paper Co. 7.950% 6/15/18 7,465 9,625
International Paper Co. 9.375% 5/15/19 1,800 2,441
International Paper Co. 7.500% 8/15/21 5,190 6,796
International Paper Co. 4.750% 2/15/22 5,000 5,656
International Paper Co. 7.300% 11/15/39 3,145 4,179
International Paper Co. 6.000% 11/15/41 6,000 7,353
Lubrizol Corp. 5.500% 10/1/14 600 659
Lubrizol Corp. 8.875% 2/1/19 1,075 1,513
Monsanto Co. 5.125% 4/15/18 850 1,018
Monsanto Co. 2.200% 7/15/22 650 648
Monsanto Co. 5.875% 4/15/38 4,300 5,743
Monsanto Co. 3.600% 7/15/42 2,000 1,990
Mosaic Co. 4.875% 11/15/41 45 50
Newmont Mining Corp. 5.125% 10/1/19 1,000 1,142
Newmont Mining Corp. 3.500% 3/15/22 7,050 7,139
Newmont Mining Corp. 5.875% 4/1/35 750 845
Newmont Mining Corp. 6.250% 10/1/39 3,275 3,873
Newmont Mining Corp. 4.875% 3/15/42 9,500 9,735
Nucor Corp. 5.750% 12/1/17 840 1,022
Nucor Corp. 5.850% 6/1/18 1,725 2,118
Nucor Corp. 4.125% 9/15/22 300 338
Nucor Corp. 6.400% 12/1/37 1,875 2,604
Packaging Corp. of America 3.900% 6/15/22 2,275 2,360
Placer Dome Inc. 6.450% 10/15/35 1,050 1,245
Plum Creek Timberlands LP 5.875% 11/15/15 1,250 1,379
Plum Creek Timberlands LP 4.700% 3/15/21 445 481
Potash Corp. of Saskatchewan Inc. 3.750% 9/30/15 2,000 2,168
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 1,200 1,313
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,077 1,377
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 8,065 9,497
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 200 258
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 375 479
PPG Industries Inc. 1.900% 1/15/16 3,625 3,758
PPG Industries Inc. 6.650% 3/15/18 950 1,169
PPG Industries Inc. 5.500% 11/15/40 4,200 5,042
Praxair Inc. 4.375% 3/31/14 825 872
Praxair Inc. 5.250% 11/15/14 2,000 2,194
Praxair Inc. 4.625% 3/30/15 5,435 5,980
Praxair Inc. 4.500% 8/15/19 1,800 2,106
Praxair Inc. 3.000% 9/1/21 2,225 2,358
Praxair Inc. 2.450% 2/15/22 6,000 6,063
Praxair Inc. 2.200% 8/15/22 3,025 2,976
Rayonier Inc. 3.750% 4/1/22 1,000 1,035
Reliance Steel & Aluminum Co. 6.200% 11/15/16 100 112
Reliance Steel & Aluminum Co. 6.850% 11/15/36 100 110
Rio Tinto Alcan Inc. 5.200% 1/15/14 200 211
Rio Tinto Alcan Inc. 5.000% 6/1/15 250 276

 

 

Rio Tinto Alcan Inc. 6.125% 12/15/33 5,725 7,418
Rio Tinto Alcan Inc. 5.750% 6/1/35 3,000 3,785
Rio Tinto Finance USA Ltd. 8.950% 5/1/14 12,425 13,998
Rio Tinto Finance USA Ltd. 1.875% 11/2/15 2,000 2,058
Rio Tinto Finance USA Ltd. 2.500% 5/20/16 145 152
Rio Tinto Finance USA Ltd. 2.250% 9/20/16 3,200 3,324
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 2,000 2,488
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 10,200 13,950
Rio Tinto Finance USA Ltd. 3.500% 11/2/20 440 462
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 2,700 2,877
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 1,375 1,863
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 5,735 6,604
Rio Tinto Finance USA plc 1.125% 3/20/15 2,400 2,418
Rio Tinto Finance USA plc 2.000% 3/22/17 3,075 3,140
Rio Tinto Finance USA plc 1.625% 8/21/17 5,075 5,089
Rio Tinto Finance USA plc 3.500% 3/22/22 2,175 2,282
Rio Tinto Finance USA plc 2.875% 8/21/22 10,200 10,149
Rio Tinto Finance USA plc 4.750% 3/22/42 3,475 3,748
Rio Tinto Finance USA plc 4.125% 8/21/42 2,700 2,662
Rohm & Haas Co. 6.000% 9/15/17 5,775 6,905
Rohm & Haas Co. 7.850% 7/15/29 5,000 6,702
RPM International Inc. 6.125% 10/15/19 650 755
Sherwin-Williams Co. 3.125% 12/15/14 1,350 1,423
Sigma-Aldrich Corp. 3.375% 11/1/20 600 652
Southern Copper Corp. 5.375% 4/16/20 400 449
Southern Copper Corp. 7.500% 7/27/35 6,525 8,104
Southern Copper Corp. 6.750% 4/16/40 1,600 1,853
Syngenta Finance NV 3.125% 3/28/22 2,250 2,371
Syngenta Finance NV 4.375% 3/28/42 1,250 1,382
Teck Resources Ltd. 5.375% 10/1/15 4,991 5,513
Teck Resources Ltd. 3.150% 1/15/17 700 725
Teck Resources Ltd. 2.500% 2/1/18 700 704
Teck Resources Ltd. 10.750% 5/15/19 2,025 2,458
Teck Resources Ltd. 4.750% 1/15/22 700 761
Teck Resources Ltd. 3.750% 2/1/23 850 841
Teck Resources Ltd. 6.000% 8/15/40 3,500 3,693
Teck Resources Ltd. 6.250% 7/15/41 6,401 6,899
Teck Resources Ltd. 5.200% 3/1/42 1,600 1,531
Teck Resources Ltd. 5.400% 2/1/43 1,000 976
Vale Canada Ltd. 5.700% 10/15/15 1,200 1,330
Vale Canada Ltd. 7.200% 9/15/32 3,541 4,291
Vale Overseas Ltd. 6.250% 1/11/16 1,240 1,397
Vale Overseas Ltd. 6.250% 1/23/17 6,850 7,927
Vale Overseas Ltd. 5.625% 9/15/19 5,550 6,241
Vale Overseas Ltd. 4.625% 9/15/20 8,835 9,404
Vale Overseas Ltd. 4.375% 1/11/22 7,805 8,164
Vale Overseas Ltd. 8.250% 1/17/34 800 1,032
Vale Overseas Ltd. 6.875% 11/21/36 5,620 6,524
Vale Overseas Ltd. 6.875% 11/10/39 9,215 10,776
Valspar Corp. 7.250% 6/15/19 400 493
Valspar Corp. 4.200% 1/15/22 375 409
Westlake Chemical Corp. 3.600% 7/15/22 400 403
Westvaco Corp. 7.950% 2/15/31 2,700 3,530
Xstrata Canada Corp. 5.375% 6/1/15 100 108
Xstrata Canada Corp. 6.000% 10/15/15 325 362
Xstrata Canada Corp. 5.500% 6/15/17 1,975 2,208

 

 

Capital Goods (1.0%)        
3M Co. 1.375% 9/29/16 1,630 1,675
3M Co. 2.000% 6/26/22 5,000 4,990
3M Co. 6.375% 2/15/28 1,300 1,764
3M Co. 5.700% 3/15/37 2,345 3,212
ABB Finance USA Inc. 1.625% 5/8/17 1,200 1,217
ABB Finance USA Inc. 2.875% 5/8/22 4,110 4,239
ABB Finance USA Inc. 4.375% 5/8/42 1,250 1,382
Acuity Brands Lighting Inc. 6.000% 12/15/19 800 928
6 ADT Corp. 2.250% 7/15/17 750 765
6 ADT Corp. 3.500% 7/15/22 5,950 6,132
6 ADT Corp. 4.875% 7/15/42 1,600 1,729
Bemis Co. Inc. 5.650% 8/1/14 7,225 7,805
Black & Decker Corp. 5.750% 11/15/16 625 729
Boeing Capital Corp. 3.250% 10/27/14 2,850 3,009
Boeing Capital Corp. 2.125% 8/15/16 885 933
Boeing Capital Corp. 4.700% 10/27/19 5,875 6,995
Boeing Co. 5.000% 3/15/14 985 1,049
Boeing Co. 3.500% 2/15/15 4,135 4,440
Boeing Co. 6.000% 3/15/19 725 911
Boeing Co. 4.875% 2/15/20 1,825 2,214
Boeing Co. 8.750% 8/15/21 200 297
Boeing Co. 7.250% 6/15/25 325 457
Boeing Co. 8.750% 9/15/31 300 485
Boeing Co. 6.125% 2/15/33 225 302
Boeing Co. 6.625% 2/15/38 525 788
Boeing Co. 5.875% 2/15/40 1,930 2,687
Caterpillar Financial Services Corp. 1.550% 12/20/13 2,095 2,124
Caterpillar Financial Services Corp. 6.125% 2/17/14 9,150 9,858
Caterpillar Financial Services Corp. 1.650% 4/1/14 450 458
Caterpillar Financial Services Corp. 1.375% 5/20/14 5,405 5,487
Caterpillar Financial Services Corp. 4.750% 2/17/15 1,350 1,478
Caterpillar Financial Services Corp. 1.050% 3/26/15 1,700 1,717
Caterpillar Financial Services Corp. 4.625% 6/1/15 2,725 3,002
Caterpillar Financial Services Corp. 2.050% 8/1/16 3,630 3,786
Caterpillar Financial Services Corp. 1.750% 3/24/17 1,675 1,715
Caterpillar Financial Services Corp. 7.150% 2/15/19 14,290 18,835
Caterpillar Inc. 1.375% 5/27/14 1,200 1,218
Caterpillar Inc. 0.950% 6/26/15 1,950 1,966
Caterpillar Inc. 1.500% 6/26/17 1,825 1,863
Caterpillar Inc. 3.900% 5/27/21 13,330 15,113
Caterpillar Inc. 6.050% 8/15/36 3,991 5,423
6 Caterpillar Inc. 3.803% 8/15/42 10,944 11,089
Cooper US Inc. 5.450% 4/1/15 950 1,045
Cooper US Inc. 2.375% 1/15/16 5,575 5,757
Cooper US Inc. 3.875% 12/15/20 200 219
CRH America Inc. 5.300% 10/15/13 450 469
CRH America Inc. 4.125% 1/15/16 3,800 3,950
CRH America Inc. 6.000% 9/30/16 4,500 5,012
CRH America Inc. 8.125% 7/15/18 1,275 1,544
CRH America Inc. 5.750% 1/15/21 8,340 9,271
Danaher Corp. 2.300% 6/23/16 1,800 1,895
Danaher Corp. 5.625% 1/15/18 850 1,020
Danaher Corp. 3.900% 6/23/21 1,000 1,133
Deere & Co. 6.950% 4/25/14 3,925 4,326
Deere & Co. 2.600% 6/8/22 3,800 3,901
Deere & Co. 5.375% 10/16/29 3,695 4,739

 

 

Deere & Co. 8.100% 5/15/30 1,525 2,359
Deere & Co. 3.900% 6/9/42 4,725 4,895
Dover Corp. 4.875% 10/15/15 2,225 2,485
Dover Corp. 5.450% 3/15/18 2,250 2,707
Dover Corp. 4.300% 3/1/21 830 959
Dover Corp. 5.375% 10/15/35 100 125
Dover Corp. 6.600% 3/15/38 975 1,428
Dover Corp. 5.375% 3/1/41 895 1,173
Eaton Corp. 5.600% 5/15/18 5,855 6,992
Embraer Overseas Ltd. 6.375% 1/24/17 4,450 5,017
Embraer Overseas Ltd. 6.375% 1/15/20 5,560 6,358
Emerson Electric Co. 5.125% 12/1/16 2,125 2,486
Emerson Electric Co. 5.250% 10/15/18 2,200 2,676
Emerson Electric Co. 4.875% 10/15/19 2,275 2,738
Emerson Electric Co. 4.250% 11/15/20 950 1,109
Emerson Electric Co. 5.250% 11/15/39 515 651
Flowserve Corp. 3.500% 9/15/22 1,075 1,086
General Dynamics Corp. 5.250% 2/1/14 3,450 3,667
General Dynamics Corp. 1.375% 1/15/15 5,000 5,098
General Dynamics Corp. 3.875% 7/15/21 5,000 5,647
General Electric Co. 5.250% 12/6/17 18,145 21,475
Goodrich Corp. 6.290% 7/1/16 1,000 1,178
Goodrich Corp. 6.125% 3/1/19 3,600 4,513
Goodrich Corp. 4.875% 3/1/20 4,657 5,521
Goodrich Corp. 3.600% 2/1/21 1,540 1,698
Harsco Corp. 2.700% 10/15/15 950 956
Harsco Corp. 5.750% 5/15/18 7,300 8,027
Honeywell International Inc. 3.875% 2/15/14 550 576
Honeywell International Inc. 5.400% 3/15/16 2,330 2,674
Honeywell International Inc. 5.300% 3/15/17 2,375 2,798
Honeywell International Inc. 5.300% 3/1/18 175 212
Honeywell International Inc. 5.000% 2/15/19 2,520 3,006
Honeywell International Inc. 4.250% 3/1/21 3,545 4,171
Honeywell International Inc. 5.700% 3/15/36 1,600 2,111
Honeywell International Inc. 5.700% 3/15/37 495 660
Honeywell International Inc. 5.375% 3/1/41 6,345 8,313
Illinois Tool Works Inc. 5.150% 4/1/14 9,664 10,336
Illinois Tool Works Inc. 6.250% 4/1/19 2,650 3,349
Illinois Tool Works Inc. 3.375% 9/15/21 895 965
Illinois Tool Works Inc. 4.875% 9/15/41 895 1,051
Illinois Tool Works Inc. 3.900% 9/1/42 1,875 1,895
Ingersoll-Rand Global Holding Co. Ltd. 9.500% 4/15/14 5,175 5,835
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 1,850 2,284
John Deere Capital Corp. 4.900% 9/9/13 2,925 3,050
John Deere Capital Corp. 1.250% 12/2/14 2,225 2,259
John Deere Capital Corp. 2.950% 3/9/15 5,075 5,356
John Deere Capital Corp. 0.875% 4/17/15 875 881
John Deere Capital Corp. 0.950% 6/29/15 3,000 3,025
John Deere Capital Corp. 0.700% 9/4/15 1,100 1,101
John Deere Capital Corp. 1.850% 9/15/16 815 839
John Deere Capital Corp. 2.000% 1/13/17 2,350 2,444
John Deere Capital Corp. 1.400% 3/15/17 2,000 2,042
John Deere Capital Corp. 5.500% 4/13/17 150 178
John Deere Capital Corp. 2.800% 9/18/17 4,225 4,591
John Deere Capital Corp. 1.200% 10/10/17 1,725 1,733
John Deere Capital Corp. 5.750% 9/10/18 4,035 4,983
John Deere Capital Corp. 2.250% 4/17/19 1,275 1,325

 

 

John Deere Capital Corp. 3.900% 7/12/21 875 988
John Deere Capital Corp. 3.150% 10/15/21 3,095 3,287
John Deere Capital Corp. 2.750% 3/15/22 2,250 2,316
John Deere Capital Corp. 2.800% 1/27/23 1,175 1,213
Joy Global Inc. 6.000% 11/15/16 575 662
Kennametal Inc. 3.875% 2/15/22 1,050 1,102
L-3 Communications Corp. 5.200% 10/15/19 2,205 2,486
L-3 Communications Corp. 4.750% 7/15/20 2,950 3,266
L-3 Communications Corp. 4.950% 2/15/21 5,100 5,678
Legrand France SA 8.500% 2/15/25 400 511
Lockheed Martin Corp. 7.650% 5/1/16 3,950 4,811
Lockheed Martin Corp. 2.125% 9/15/16 5,775 6,020
Lockheed Martin Corp. 4.250% 11/15/19 2,720 3,087
Lockheed Martin Corp. 3.350% 9/15/21 920 965
Lockheed Martin Corp. 6.150% 9/1/36 9,460 12,228
Lockheed Martin Corp. 5.500% 11/15/39 1,745 2,114
Lockheed Martin Corp. 5.720% 6/1/40 4,626 5,675
Martin Marietta Materials Inc. 6.600% 4/15/18 1,850 2,077
Northrop Grumman Corp. 1.850% 11/15/15 7,659 7,895
Northrop Grumman Corp. 3.500% 3/15/21 1,425 1,518
Northrop Grumman Corp. 5.050% 11/15/40 1,875 2,168
Northrop Grumman Systems Corp. 7.750% 2/15/31 3,070 4,532
Owens Corning 6.500% 12/1/16 10,020 11,279
Owens Corning 9.000% 6/15/19 1,500 1,886
Owens Corning 7.000% 12/1/36 325 357
Parker Hannifin Corp. 5.500% 5/15/18 450 542
Parker Hannifin Corp. 3.500% 9/15/22 1,625 1,759
Parker Hannifin Corp. 6.250% 5/15/38 550 775
Raytheon Co. 1.400% 12/15/14 1,400 1,426
Raytheon Co. 1.625% 10/15/15 645 663
Raytheon Co. 6.400% 12/15/18 100 128
Raytheon Co. 4.400% 2/15/20 500 578
Raytheon Co. 3.125% 10/15/20 1,525 1,640
Raytheon Co. 7.200% 8/15/27 1,225 1,723
Raytheon Co. 4.875% 10/15/40 575 681
Raytheon Co. 4.700% 12/15/41 6,400 7,437
Republic Services Inc. 3.800% 5/15/18 6,590 7,330
Republic Services Inc. 5.500% 9/15/19 4,000 4,724
Republic Services Inc. 5.000% 3/1/20 4,100 4,749
Republic Services Inc. 5.250% 11/15/21 2,650 3,136
Republic Services Inc. 3.550% 6/1/22 300 315
Republic Services Inc. 6.086% 3/15/35 825 990
Republic Services Inc. 6.200% 3/1/40 2,455 3,064
Republic Services Inc. 5.700% 5/15/41 3,300 3,946
Rockwell Automation Inc. 5.650% 12/1/17 600 712
Rockwell Automation Inc. 6.700% 1/15/28 325 429
Rockwell Automation Inc. 6.250% 12/1/37 1,500 2,030
Rockwell Collins Inc. 5.250% 7/15/19 275 328
Rockwell Collins Inc. 3.100% 11/15/21 1,000 1,057
Roper Industries Inc. 6.250% 9/1/19 3,000 3,635
Sonoco Products Co. 4.375% 11/1/21 435 467
Sonoco Products Co. 5.750% 11/1/40 2,910 3,394
Stanley Black & Decker Inc. 3.400% 12/1/21 2,425 2,527
Textron Inc. 5.600% 12/1/17 1,391 1,548
Tyco International Finance SA 8.500% 1/15/19 1,130 1,508
Tyco International Ltd. / Tyco International        
Finance SA 7.000% 12/15/19 1,375 1,756

 

 

Tyco International Ltd. / Tyco International        
Finance SA 6.875% 1/15/21 4,100 5,415
United Technologies Corp. 4.875% 5/1/15 360 400
United Technologies Corp. 1.200% 6/1/15 3,000 3,057
United Technologies Corp. 1.800% 6/1/17 4,500 4,669
United Technologies Corp. 5.375% 12/15/17 4,925 5,985
United Technologies Corp. 6.125% 2/1/19 3,190 3,998
United Technologies Corp. 4.500% 4/15/20 10,255 12,053
United Technologies Corp. 3.100% 6/1/22 9,845 10,468
United Technologies Corp. 6.700% 8/1/28 325 444
United Technologies Corp. 7.500% 9/15/29 825 1,209
United Technologies Corp. 5.400% 5/1/35 600 736
United Technologies Corp. 6.050% 6/1/36 1,790 2,412
United Technologies Corp. 6.125% 7/15/38 7,450 10,043
United Technologies Corp. 5.700% 4/15/40 2,375 3,089
United Technologies Corp. 4.500% 6/1/42 14,815 16,540
Waste Management Inc. 5.000% 3/15/14 495 525
Waste Management Inc. 6.375% 3/11/15 9,650 10,873
Waste Management Inc. 2.600% 9/1/16 145 152
Waste Management Inc. 6.100% 3/15/18 175 211
Waste Management Inc. 7.375% 3/11/19 4,670 6,005
Waste Management Inc. 4.750% 6/30/20 5,000 5,729
Waste Management Inc. 4.600% 3/1/21 175 199
Waste Management Inc. 7.100% 8/1/26 325 441
Waste Management Inc. 7.750% 5/15/32 365 521
Waste Management Inc. 6.125% 11/30/39 4,175 5,311
 
Communication (2.3%)        
America Movil SAB de CV 5.500% 3/1/14 1,735 1,847
America Movil SAB de CV 5.750% 1/15/15 6,989 7,740
America Movil SAB de CV 2.375% 9/8/16 3,500 3,641
America Movil SAB de CV 5.625% 11/15/17 1,150 1,369
America Movil SAB de CV 5.000% 10/16/19 2,700 3,143
America Movil SAB de CV 5.000% 3/30/20 9,440 11,079
America Movil SAB de CV 3.125% 7/16/22 2,400 2,467
America Movil SAB de CV 6.375% 3/1/35 2,275 2,969
America Movil SAB de CV 6.125% 11/15/37 1,575 2,003
America Movil SAB de CV 6.125% 3/30/40 10,465 13,599
America Movil SAB de CV 4.375% 7/16/42 5,450 5,601
American Tower Corp. 4.500% 1/15/18 15,000 16,604
American Tower Corp. 5.050% 9/1/20 295 329
American Tower Corp. 5.900% 11/1/21 5,615 6,663
AT&T Corp. 6.500% 3/15/29 2,100 2,604
AT&T Corp. 8.000% 11/15/31 5,699 8,807
AT&T Inc. 5.100% 9/15/14 8,775 9,548
AT&T Inc. 2.500% 8/15/15 12,290 12,940
AT&T Inc. 2.950% 5/15/16 5,740 6,174
AT&T Inc. 5.625% 6/15/16 7,225 8,466
AT&T Inc. 2.400% 8/15/16 1,355 1,433
AT&T Inc. 1.600% 2/15/17 13,965 14,319
AT&T Inc. 5.500% 2/1/18 4,715 5,694
AT&T Inc. 5.600% 5/15/18 3,700 4,540
AT&T Inc. 5.800% 2/15/19 3,925 4,880
AT&T Inc. 4.450% 5/15/21 590 694
AT&T Inc. 3.875% 8/15/21 16,885 19,103
AT&T Inc. 3.000% 2/15/22 10,725 11,323
AT&T Inc. 6.450% 6/15/34 2,025 2,646

 

 

AT&T Inc. 6.500% 9/1/37 14,625 19,463
AT&T Inc. 6.300% 1/15/38 18,665 24,527
AT&T Inc. 6.400% 5/15/38 3,075 4,101
AT&T Inc. 6.550% 2/15/39 4,165 5,652
AT&T Inc. 5.350% 9/1/40 19,078 22,989
AT&T Inc. 5.550% 8/15/41 6,075 7,571
AT&T Mobility LLC 7.125% 12/15/31 525 730
Bellsouth Capital Funding Corp. 7.875% 2/15/30 5,200 7,033
BellSouth Corp. 5.200% 9/15/14 425 461
BellSouth Corp. 5.200% 12/15/16 6,875 7,978
BellSouth Corp. 6.875% 10/15/31 4,883 6,118
BellSouth Corp. 6.550% 6/15/34 1,750 2,120
BellSouth Corp. 6.000% 11/15/34 1,175 1,354
BellSouth Telecommunications Inc. 6.375% 6/1/28 5,250 6,276
BellSouth Telecommunications Inc. 7.000% 12/1/95 400 503
British Telecommunications plc 5.950% 1/15/18 10,410 12,458
British Telecommunications plc 9.625% 12/15/30 8,075 13,167
CBS Corp. 1.950% 7/1/17 175 179
CBS Corp. 4.625% 5/15/18 100 114
CBS Corp. 8.875% 5/15/19 1,100 1,479
CBS Corp. 5.750% 4/15/20 12,390 14,966
CBS Corp. 4.300% 2/15/21 4,150 4,623
CBS Corp. 7.875% 7/30/30 450 615
CBS Corp. 5.500% 5/15/33 200 221
CBS Corp. 4.850% 7/1/42 2,000 2,118
Cellco Partnership / Verizon Wireless Capital        
LLC 7.375% 11/15/13 10,070 10,823
Cellco Partnership / Verizon Wireless Capital        
LLC 5.550% 2/1/14 12,685 13,499
Cellco Partnership / Verizon Wireless Capital        
LLC 8.500% 11/15/18 12,615 17,716
CenturyLink Inc. 6.000% 4/1/17 3,325 3,726
CenturyLink Inc. 6.150% 9/15/19 1,675 1,874
CenturyLink Inc. 6.450% 6/15/21 3,465 3,908
CenturyLink Inc. 5.800% 3/15/22 9,100 9,905
CenturyLink Inc. 6.875% 1/15/28 300 321
CenturyLink Inc. 7.600% 9/15/39 3,550 3,758
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 2,000 2,989
Comcast Cable Communications LLC 8.875% 5/1/17 975 1,279
Comcast Corp. 5.300% 1/15/14 1,850 1,960
Comcast Corp. 6.500% 1/15/15 1,350 1,524
Comcast Corp. 5.850% 11/15/15 3,760 4,331
Comcast Corp. 5.900% 3/15/16 12,110 14,097
Comcast Corp. 6.500% 1/15/17 150 182
Comcast Corp. 6.300% 11/15/17 3,125 3,860
Comcast Corp. 5.875% 2/15/18 4,150 5,048
Comcast Corp. 5.700% 5/15/18 4,625 5,624
Comcast Corp. 5.700% 7/1/19 6,870 8,421
Comcast Corp. 5.150% 3/1/20 5,055 6,011
Comcast Corp. 3.125% 7/15/22 1,925 1,996
Comcast Corp. 7.050% 3/15/33 2,000 2,633
Comcast Corp. 5.650% 6/15/35 2,900 3,436
Comcast Corp. 6.500% 11/15/35 19,100 24,655
Comcast Corp. 6.450% 3/15/37 1,825 2,363
Comcast Corp. 6.950% 8/15/37 8,950 12,180
Comcast Corp. 6.400% 5/15/38 1,975 2,564

 

 

Comcast Corp. 4.650% 7/15/42 4,350 4,651
COX Communications Inc. 5.450% 12/15/14 15,700 17,280
COX Communications Inc. 5.500% 10/1/15 100 114
Deutsche Telekom International Finance BV 4.875% 7/8/14 1,775 1,894
Deutsche Telekom International Finance BV 5.750% 3/23/16 2,500 2,858
Deutsche Telekom International Finance BV 6.750% 8/20/18 5,100 6,436
Deutsche Telekom International Finance BV 6.000% 7/8/19 11,525 13,694
Deutsche Telekom International Finance BV 8.750% 6/15/30 9,965 15,000
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.750% 10/1/14 1,550 1,666
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.550% 3/15/15 6,425 6,799
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.500% 3/1/16 3,000 3,200
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.875% 10/1/19 12,975 15,265
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 4.600% 2/15/21 1,950 2,133
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.000% 3/1/21 18,475 20,774
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 3.800% 3/15/22 10,000 10,310
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.350% 3/15/40 2,900 3,414
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.000% 8/15/40 325 366
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 6.375% 3/1/41 2,600 3,060
DIRECTV Holdings LLC / DIRECTV Financing        
Co. Inc. 5.150% 3/15/42 8,600 8,826
Discovery Communications LLC 5.050% 6/1/20 500 586
Discovery Communications LLC 4.375% 6/15/21 870 976
Discovery Communications LLC 3.300% 5/15/22 2,125 2,213
Discovery Communications LLC 6.350% 6/1/40 4,060 5,121
Discovery Communications LLC 4.950% 5/15/42 1,750 1,909
Embarq Corp. 7.082% 6/1/16 4,925 5,813
Embarq Corp. 7.995% 6/1/36 9,849 11,136
France Telecom SA 4.375% 7/8/14 3,850 4,067
France Telecom SA 2.125% 9/16/15 5,000 5,154
France Telecom SA 2.750% 9/14/16 4,180 4,362
France Telecom SA 5.375% 7/8/19 6,825 7,954
France Telecom SA 4.125% 9/14/21 17,295 19,121
France Telecom SA 8.500% 3/1/31 4,465 6,715
Grupo Televisa SAB 6.625% 3/18/25 1,300 1,691
Grupo Televisa SAB 8.500% 3/11/32 200 292
Grupo Televisa SAB 6.625% 1/15/40 3,500 4,604
GTE Corp. 8.750% 11/1/21 1,700 2,431
GTE Corp. 6.940% 4/15/28 1,750 2,291
Koninklijke KPN NV 8.375% 10/1/30 1,550 2,064
McGraw-Hill Cos. Inc. 5.900% 11/15/17 1,750 2,059
McGraw-Hill Cos. Inc. 6.550% 11/15/37 1,600 1,940
NBCUniversal Media LLC 2.100% 4/1/14 3,700 3,777
NBCUniversal Media LLC 3.650% 4/30/15 3,450 3,703
NBCUniversal Media LLC 2.875% 4/1/16 5,830 6,199
NBCUniversal Media LLC 5.150% 4/30/20 7,550 8,955
NBCUniversal Media LLC 4.375% 4/1/21 295 334
NBCUniversal Media LLC 2.875% 1/15/23 4,150 4,142

 

 

NBCUniversal Media LLC 6.400% 4/30/40 8,200 10,434
NBCUniversal Media LLC 5.950% 4/1/41 1,700 2,107
NBCUniversal Media LLC 4.450% 1/15/43 5,525 5,506
New Cingular Wireless Services Inc. 8.750% 3/1/31 1,720 2,775
News America Inc. 5.300% 12/15/14 4,945 5,443
News America Inc. 8.000% 10/17/16 1,450 1,829
News America Inc. 6.900% 3/1/19 4,340 5,437
News America Inc. 4.500% 2/15/21 16,550 18,670
News America Inc. 7.700% 10/30/25 200 270
News America Inc. 6.550% 3/15/33 4,915 5,800
News America Inc. 6.200% 12/15/34 5,500 6,622
News America Inc. 6.400% 12/15/35 7,450 9,204
News America Inc. 8.150% 10/17/36 625 865
News America Inc. 6.650% 11/15/37 3,000 3,811
News America Inc. 7.850% 3/1/39 250 342
News America Inc. 6.900% 8/15/39 5,025 6,536
News America Inc. 7.750% 12/1/45 425 582
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 825 836
Omnicom Group Inc. 5.900% 4/15/16 1,675 1,935
Omnicom Group Inc. 4.450% 8/15/20 4,550 5,062
Omnicom Group Inc. 3.625% 5/1/22 8,450 8,862
Pacific Bell Telephone Co. 7.125% 3/15/26 425 574
Qwest Capital Funding Inc. 6.875% 7/15/28 1,000 1,035
Qwest Corp. 7.500% 10/1/14 2,625 2,926
Qwest Corp. 6.500% 6/1/17 1,125 1,330
Qwest Corp. 6.750% 12/1/21 5,590 6,672
Qwest Corp. 7.250% 9/15/25 1,400 1,673
Qwest Corp. 6.875% 9/15/33 2,900 2,940
Qwest Corp. 7.125% 11/15/43 4,500 4,601
Reed Elsevier Capital Inc. 7.750% 1/15/14 1,000 1,084
Reed Elsevier Capital Inc. 8.625% 1/15/19 3,365 4,312
Rogers Communications Inc. 6.375% 3/1/14 5,275 5,698
Rogers Communications Inc. 5.500% 3/15/14 2,605 2,786
Rogers Communications Inc. 6.800% 8/15/18 7,350 9,268
Rogers Communications Inc. 7.500% 8/15/38 100 144
TCI Communications Inc. 8.750% 8/1/15 4,175 5,051
TCI Communications Inc. 7.875% 2/15/26 300 432
TCI Communications Inc. 7.125% 2/15/28 450 591
Telecom Italia Capital SA 5.250% 11/15/13 6,850 7,083
Telecom Italia Capital SA 6.175% 6/18/14 2,065 2,172
Telecom Italia Capital SA 4.950% 9/30/14 7,475 7,750
Telecom Italia Capital SA 5.250% 10/1/15 3,795 3,997
Telecom Italia Capital SA 6.999% 6/4/18 200 221
Telecom Italia Capital SA 6.375% 11/15/33 2,875 2,631
Telecom Italia Capital SA 6.000% 9/30/34 3,200 2,828
Telecom Italia Capital SA 7.200% 7/18/36 1,100 1,078
Telecom Italia Capital SA 7.721% 6/4/38 17,440 17,558
Telefonica Emisiones SAU 4.949% 1/15/15 3,775 3,859
Telefonica Emisiones SAU 3.992% 2/16/16 6,190 6,149
Telefonica Emisiones SAU 6.421% 6/20/16 4,975 5,262
Telefonica Emisiones SAU 5.877% 7/15/19 11,625 11,782
Telefonica Emisiones SAU 5.134% 4/27/20 5,545 5,426
Telefonica Emisiones SAU 5.462% 2/16/21 5,540 5,459
Telefonica Emisiones SAU 7.045% 6/20/36 3,010 2,954
Telefonica Europe BV 8.250% 9/15/30 1,500 1,601
Thomson Reuters Corp. 5.700% 10/1/14 5,075 5,553
Thomson Reuters Corp. 6.500% 7/15/18 250 317

 

 

Thomson Reuters Corp. 4.700% 10/15/19 1,625 1,879
Thomson Reuters Corp. 3.950% 9/30/21 2,000 2,173
Thomson Reuters Corp. 5.500% 8/15/35 1,500 1,741
Thomson Reuters Corp. 5.850% 4/15/40 4,400 5,414
Time Warner Cable Inc. 8.250% 2/14/14 875 963
Time Warner Cable Inc. 7.500% 4/1/14 8,075 8,866
Time Warner Cable Inc. 3.500% 2/1/15 925 983
Time Warner Cable Inc. 5.850% 5/1/17 9,600 11,429
Time Warner Cable Inc. 6.750% 7/1/18 9,150 11,505
Time Warner Cable Inc. 8.750% 2/14/19 3,100 4,226
Time Warner Cable Inc. 8.250% 4/1/19 12,550 16,821
Time Warner Cable Inc. 5.000% 2/1/20 9,295 10,779
Time Warner Cable Inc. 4.125% 2/15/21 3,000 3,305
Time Warner Cable Inc. 4.000% 9/1/21 3,050 3,349
Time Warner Cable Inc. 6.750% 6/15/39 3,572 4,654
Time Warner Cable Inc. 5.875% 11/15/40 17,750 20,895
Time Warner Cable Inc. 5.500% 9/1/41 1,950 2,212
Time Warner Cable Inc. 4.500% 9/15/42 3,325 3,309
Time Warner Entertainment Co. LP 8.375% 3/15/23 800 1,128
Time Warner Entertainment Co. LP 8.375% 7/15/33 2,975 4,309
United States Cellular Corp. 6.700% 12/15/33 1,700 1,777
Verizon Communications Inc. 1.950% 3/28/14 890 911
Verizon Communications Inc. 4.900% 9/15/15 575 647
Verizon Communications Inc. 5.550% 2/15/16 15,350 17,775
Verizon Communications Inc. 3.000% 4/1/16 7,470 8,055
Verizon Communications Inc. 2.000% 11/1/16 11,546 12,065
Verizon Communications Inc. 5.500% 4/1/17 4,300 5,132
Verizon Communications Inc. 5.500% 2/15/18 16,300 19,832
Verizon Communications Inc. 6.100% 4/15/18 3,920 4,896
Verizon Communications Inc. 8.750% 11/1/18 2,365 3,303
Verizon Communications Inc. 6.350% 4/1/19 2,925 3,753
Verizon Communications Inc. 4.600% 4/1/21 6,460 7,675
Verizon Communications Inc. 3.500% 11/1/21 5,335 5,892
Verizon Communications Inc. 5.850% 9/15/35 7,650 9,697
Verizon Communications Inc. 6.250% 4/1/37 1,675 2,229
Verizon Communications Inc. 6.900% 4/15/38 4,625 6,645
Verizon Communications Inc. 8.950% 3/1/39 2,575 4,485
Verizon Communications Inc. 7.350% 4/1/39 1,200 1,809
Verizon Communications Inc. 6.000% 4/1/41 11,780 15,621
Verizon Communications Inc. 4.750% 11/1/41 8,175 9,442
Verizon Global Funding Corp. 7.750% 12/1/30 5,190 7,721
Verizon Maryland Inc. 5.125% 6/15/33 2,675 2,914
Verizon New England Inc. 7.875% 11/15/29 1,225 1,613
Verizon New York Inc. 7.375% 4/1/32 3,900 5,181
Virgin Media Secured Finance plc 6.500% 1/15/18 500 547
Vodafone Group plc 5.000% 12/16/13 475 501
Vodafone Group plc 4.150% 6/10/14 590 625
Vodafone Group plc 5.375% 1/30/15 6,775 7,495
Vodafone Group plc 5.750% 3/15/16 1,825 2,108
Vodafone Group plc 5.625% 2/27/17 16,490 19,619
Vodafone Group plc 1.625% 3/20/17 1,300 1,329
Vodafone Group plc 1.250% 9/26/17 9,400 9,411
Vodafone Group plc 4.625% 7/15/18 5,200 6,002
Vodafone Group plc 5.450% 6/10/19 5,000 6,179
Vodafone Group plc 2.500% 9/26/22 1,500 1,500
Vodafone Group plc 6.250% 11/30/32 2,675 3,556
Vodafone Group plc 6.150% 2/27/37 6,420 8,645

 

 

Washington Post Co. 7.250% 2/1/19 875 1,036
WPP Finance 2010 4.750% 11/21/21 6,801 7,498
WPP Finance 2010 3.625% 9/7/22 900 907
WPP Finance UK 8.000% 9/15/14 2,625 2,935
 
Consumer Cyclical (1.5%)        
AutoZone Inc. 6.500% 1/15/14 2,000 2,141
AutoZone Inc. 5.750% 1/15/15 4,050 4,476
AutoZone Inc. 7.125% 8/1/18 6,975 8,716
BorgWarner Inc. 4.625% 9/15/20 400 443
Costco Wholesale Corp. 5.500% 3/15/17 5,400 6,527
CVS Caremark Corp. 4.875% 9/15/14 1,675 1,806
CVS Caremark Corp. 3.250% 5/18/15 2,245 2,388
CVS Caremark Corp. 6.125% 8/15/16 2,375 2,820
CVS Caremark Corp. 5.750% 6/1/17 3,090 3,726
CVS Caremark Corp. 6.600% 3/15/19 6,065 7,752
CVS Caremark Corp. 4.750% 5/18/20 1,000 1,167
CVS Caremark Corp. 6.250% 6/1/27 10,150 13,421
CVS Caremark Corp. 6.125% 9/15/39 3,975 5,196
CVS Caremark Corp. 5.750% 5/15/41 4,695 5,892
Daimler Finance North America LLC 6.500% 11/15/13 7,100 7,568
6 Daimler Finance North America LLC 2.625% 9/15/16 2,300 2,386
Daimler Finance North America LLC 8.500% 1/18/31 4,995 7,866
Darden Restaurants Inc. 6.200% 10/15/17 1,850 2,158
Darden Restaurants Inc. 4.500% 10/15/21 105 112
Darden Restaurants Inc. 6.800% 10/15/37 6,745 8,172
eBay Inc. 0.875% 10/15/13 1,150 1,156
eBay Inc. 1.625% 10/15/15 1,150 1,188
eBay Inc. 1.350% 7/15/17 5,375 5,436
eBay Inc. 3.250% 10/15/20 1,175 1,266
eBay Inc. 2.600% 7/15/22 3,000 3,022
eBay Inc. 4.000% 7/15/42 5,075 4,946
Expedia Inc. 7.456% 8/15/18 250 296
Expedia Inc. 5.950% 8/15/20 6,400 7,038
Family Dollar Stores Inc. 5.000% 2/1/21 1,275 1,372
Ford Holdings LLC 9.300% 3/1/30 1,350 1,792
Ford Motor Co. 6.625% 10/1/28 3,075 3,459
Ford Motor Co. 6.375% 2/1/29 2,375 2,577
Ford Motor Co. 7.450% 7/16/31 9,475 11,749
Ford Motor Co. 7.400% 11/1/46 2,650 3,187
Ford Motor Credit Co. LLC 7.000% 10/1/13 10,775 11,396
Ford Motor Credit Co. LLC 8.000% 6/1/14 3,400 3,754
Ford Motor Credit Co. LLC 8.700% 10/1/14 2,350 2,662
Ford Motor Credit Co. LLC 3.875% 1/15/15 10,350 10,791
Ford Motor Credit Co. LLC 7.000% 4/15/15 10,725 12,008
Ford Motor Credit Co. LLC 2.750% 5/15/15 4,875 4,963
Ford Motor Credit Co. LLC 12.000% 5/15/15 3,200 3,974
Ford Motor Credit Co. LLC 5.625% 9/15/15 4,400 4,821
Ford Motor Credit Co. LLC 4.207% 4/15/16 3,100 3,282
Ford Motor Credit Co. LLC 3.984% 6/15/16 1,875 1,966
Ford Motor Credit Co. LLC 8.000% 12/15/16 4,575 5,498
Ford Motor Credit Co. LLC 4.250% 2/3/17 2,750 2,913
Ford Motor Credit Co. LLC 3.000% 6/12/17 3,500 3,559
Ford Motor Credit Co. LLC 6.625% 8/15/17 4,775 5,538
Ford Motor Credit Co. LLC 5.000% 5/15/18 5,700 6,225
Ford Motor Credit Co. LLC 8.125% 1/15/20 6,650 8,352
Ford Motor Credit Co. LLC 5.750% 2/1/21 3,950 4,419

 

 

Ford Motor Credit Co. LLC 5.875% 8/2/21 11,250 12,749
Ford Motor Credit Co. LLC 4.250% 9/20/22 4,925 5,020
Gap Inc. 5.950% 4/12/21 1,675 1,872
Historic TW Inc. 9.150% 2/1/23 3,425 4,918
Historic TW Inc. 6.625% 5/15/29 2,925 3,643
Home Depot Inc. 5.250% 12/16/13 6,050 6,401
Home Depot Inc. 5.400% 3/1/16 6,470 7,492
Home Depot Inc. 4.400% 4/1/21 9,730 11,460
Home Depot Inc. 5.875% 12/16/36 10,605 13,989
Home Depot Inc. 5.400% 9/15/40 1,590 2,004
Home Depot Inc. 5.950% 4/1/41 2,075 2,817
International Game Technology 7.500% 6/15/19 1,390 1,670
International Game Technology 5.500% 6/15/20 1,030 1,129
Johnson Controls Inc. 2.600% 12/1/16 1,475 1,551
Johnson Controls Inc. 5.000% 3/30/20 2,300 2,628
Johnson Controls Inc. 4.250% 3/1/21 5,405 5,848
Johnson Controls Inc. 3.750% 12/1/21 1,425 1,518
Johnson Controls Inc. 6.000% 1/15/36 350 419
Johnson Controls Inc. 5.700% 3/1/41 795 953
Johnson Controls Inc. 5.250% 12/1/41 1,475 1,677
Kohl's Corp. 6.250% 12/15/17 1,550 1,895
Kohl's Corp. 4.000% 11/1/21 7,380 8,040
Kohl's Corp. 6.000% 1/15/33 300 346
Kohl's Corp. 6.875% 12/15/37 700 930
Lowe's Cos. Inc. 5.400% 10/15/16 1,925 2,239
Lowe's Cos. Inc. 6.100% 9/15/17 875 1,066
Lowe's Cos. Inc. 4.625% 4/15/20 3,355 3,866
Lowe's Cos. Inc. 3.750% 4/15/21 4,045 4,404
Lowe's Cos. Inc. 3.800% 11/15/21 3,775 4,146
Lowe's Cos. Inc. 3.120% 4/15/22 875 908
Lowe's Cos. Inc. 6.875% 2/15/28 350 457
Lowe's Cos. Inc. 6.500% 3/15/29 1,050 1,333
Lowe's Cos. Inc. 5.800% 10/15/36 7,175 8,866
Lowe's Cos. Inc. 5.800% 4/15/40 120 148
Lowe's Cos. Inc. 5.125% 11/15/41 1,200 1,379
Lowe's Cos. Inc. 4.650% 4/15/42 2,500 2,726
Macy's Retail Holdings Inc. 7.875% 7/15/15 5,515 6,482
Macy's Retail Holdings Inc. 5.900% 12/1/16 3,775 4,408
Macy's Retail Holdings Inc. 3.875% 1/15/22 4,100 4,418
Macy's Retail Holdings Inc. 6.900% 4/1/29 9,850 11,618
Macy's Retail Holdings Inc. 6.375% 3/15/37 2,300 2,770
Macy's Retail Holdings Inc. 5.125% 1/15/42 2,325 2,536
Marriott International Inc. 6.200% 6/15/16 550 633
Marriott International Inc. 6.375% 6/15/17 650 773
Marriott International Inc. 3.000% 3/1/19 1,750 1,792
McDonald's Corp. 5.300% 3/15/17 300 352
McDonald's Corp. 5.800% 10/15/17 1,825 2,242
McDonald's Corp. 5.350% 3/1/18 2,870 3,517
McDonald's Corp. 5.000% 2/1/19 4,525 5,425
McDonald's Corp. 2.625% 1/15/22 11,090 11,661
McDonald's Corp. 6.300% 10/15/37 325 462
McDonald's Corp. 6.300% 3/1/38 1,825 2,591
McDonald's Corp. 3.700% 2/15/42 7,525 7,745
Nordstrom Inc. 6.750% 6/1/14 175 193
Nordstrom Inc. 6.250% 1/15/18 5,625 6,863
Nordstrom Inc. 4.750% 5/1/20 1,200 1,396
Nordstrom Inc. 4.000% 10/15/21 12,440 14,012

 

 

Nordstrom Inc. 6.950% 3/15/28 425 565
Nordstrom Inc. 7.000% 1/15/38 1,275 1,851
NVR Inc. 3.950% 9/15/22 1,900 1,950
O'Reilly Automotive Inc. 4.875% 1/14/21 600 665
O'Reilly Automotive Inc. 3.800% 9/1/22 175 181
PACCAR Financial Corp. 1.050% 6/5/15 750 757
PACCAR Financial Corp. 1.600% 3/15/17 3,725 3,798
PACCAR Inc. 6.875% 2/15/14 1,200 1,302
6 QVC Inc. 5.125% 7/2/22 425 448
Staples Inc. 9.750% 1/15/14 6,300 6,954
Target Corp. 5.875% 7/15/16 2,825 3,347
Target Corp. 5.375% 5/1/17 850 1,015
Target Corp. 6.000% 1/15/18 3,555 4,427
Target Corp. 3.875% 7/15/20 3,655 4,180
Target Corp. 2.900% 1/15/22 3,650 3,869
Target Corp. 7.000% 7/15/31 1,425 1,993
Target Corp. 6.350% 11/1/32 2,075 2,754
Target Corp. 6.500% 10/15/37 2,400 3,368
Target Corp. 7.000% 1/15/38 10,170 14,934
Target Corp. 4.000% 7/1/42 5,000 5,097
Time Warner Cos. Inc. 7.570% 2/1/24 325 436
Time Warner Cos. Inc. 6.950% 1/15/28 150 199
Time Warner Inc. 3.150% 7/15/15 8,518 9,081
Time Warner Inc. 5.875% 11/15/16 2,525 2,998
Time Warner Inc. 4.875% 3/15/20 4,860 5,632
Time Warner Inc. 4.700% 1/15/21 4,250 4,879
Time Warner Inc. 4.750% 3/29/21 7,975 9,206
Time Warner Inc. 4.000% 1/15/22 295 326
Time Warner Inc. 7.625% 4/15/31 5,700 7,915
Time Warner Inc. 7.700% 5/1/32 7,850 10,982
Time Warner Inc. 6.500% 11/15/36 9,090 11,577
Time Warner Inc. 6.200% 3/15/40 950 1,187
Time Warner Inc. 6.100% 7/15/40 3,150 3,893
Time Warner Inc. 6.250% 3/29/41 5,275 6,601
Time Warner Inc. 5.375% 10/15/41 295 334
Time Warner Inc. 4.900% 6/15/42 2,985 3,268
TJX Cos. Inc. 4.200% 8/15/15 6,265 6,867
TJX Cos. Inc. 6.950% 4/15/19 5,450 6,985
Toyota Motor Credit Corp. 1.000% 2/17/15 4,850 4,893
Toyota Motor Credit Corp. 3.200% 6/17/15 5,500 5,867
Toyota Motor Credit Corp. 0.875% 7/17/15 2,700 2,713
Toyota Motor Credit Corp. 2.800% 1/11/16 1,890 2,004
Toyota Motor Credit Corp. 2.000% 9/15/16 3,125 3,247
Toyota Motor Credit Corp. 2.050% 1/12/17 15,855 16,465
Toyota Motor Credit Corp. 4.250% 1/11/21 4,200 4,795
Toyota Motor Credit Corp. 3.400% 9/15/21 1,495 1,617
Toyota Motor Credit Corp. 3.300% 1/12/22 5,600 6,029
VF Corp. 5.950% 11/1/17 850 1,018
VF Corp. 3.500% 9/1/21 4,695 5,035
VF Corp. 6.450% 11/1/37 1,275 1,735
Viacom Inc. 4.375% 9/15/14 375 401
Viacom Inc. 1.250% 2/27/15 3,600 3,635
Viacom Inc. 2.500% 12/15/16 300 316
Viacom Inc. 3.500% 4/1/17 835 912
Viacom Inc. 6.125% 10/5/17 1,250 1,504
Viacom Inc. 5.625% 9/15/19 10,235 12,305
Viacom Inc. 3.875% 12/15/21 5,290 5,765

 

 

Viacom Inc. 6.875% 4/30/36 6,560 8,684
Wal-Mart Stores Inc. 1.625% 4/15/14 5,910 6,021
Wal-Mart Stores Inc. 3.200% 5/15/14 2,100 2,198
Wal-Mart Stores Inc. 2.875% 4/1/15 2,425 2,572
Wal-Mart Stores Inc. 4.500% 7/1/15 2,225 2,469
Wal-Mart Stores Inc. 2.250% 7/8/15 1,275 1,335
Wal-Mart Stores Inc. 1.500% 10/25/15 12,135 12,483
Wal-Mart Stores Inc. 5.375% 4/5/17 625 748
Wal-Mart Stores Inc. 5.800% 2/15/18 4,920 6,129
Wal-Mart Stores Inc. 3.625% 7/8/20 3,950 4,442
Wal-Mart Stores Inc. 3.250% 10/25/20 6,795 7,518
Wal-Mart Stores Inc. 4.250% 4/15/21 19,735 23,213
Wal-Mart Stores Inc. 5.875% 4/5/27 11,050 14,836
Wal-Mart Stores Inc. 7.550% 2/15/30 3,650 5,476
Wal-Mart Stores Inc. 5.250% 9/1/35 1,560 1,929
Wal-Mart Stores Inc. 6.500% 8/15/37 8,515 12,177
Wal-Mart Stores Inc. 6.200% 4/15/38 8,305 11,495
Wal-Mart Stores Inc. 5.625% 4/1/40 1,700 2,237
Wal-Mart Stores Inc. 4.875% 7/8/40 8,595 10,374
Wal-Mart Stores Inc. 5.000% 10/25/40 1,850 2,239
Wal-Mart Stores Inc. 5.625% 4/15/41 6,060 8,081
Walgreen Co. 1.000% 3/13/15 2,600 2,611
Walgreen Co. 1.800% 9/15/17 1,400 1,414
Walgreen Co. 5.250% 1/15/19 1,970 2,313
Walgreen Co. 3.100% 9/15/22 350 354
Walgreen Co. 4.400% 9/15/42 1,300 1,333
Walt Disney Co. 4.500% 12/15/13 2,595 2,720
Walt Disney Co. 6.200% 6/20/14 2,000 2,195
Walt Disney Co. 0.875% 12/1/14 7,225 7,303
Walt Disney Co. 1.350% 8/16/16 235 241
Walt Disney Co. 5.625% 9/15/16 3,425 4,070
Walt Disney Co. 1.125% 2/15/17 4,000 4,055
Walt Disney Co. 5.875% 12/15/17 1,875 2,301
Walt Disney Co. 7.000% 3/1/32 325 478
Walt Disney Co. 4.375% 8/16/41 325 374
Walt Disney Co. 4.125% 12/1/41 7,633 8,502
Western Union Co. 6.500% 2/26/14 3,275 3,537
Western Union Co. 5.930% 10/1/16 1,825 2,150
Western Union Co. 5.253% 4/1/20 240 281
Western Union Co. 6.200% 11/17/36 3,350 3,818
Western Union Co. 6.200% 6/21/40 1,100 1,277
Wyndham Worldwide Corp. 5.750% 2/1/18 10,076 11,348
Wyndham Worldwide Corp. 4.250% 3/1/22 300 305
Yum! Brands Inc. 4.250% 9/15/15 2,000 2,164
Yum! Brands Inc. 6.250% 4/15/16 2,850 3,298
Yum! Brands Inc. 6.250% 3/15/18 1,750 2,129
Yum! Brands Inc. 5.300% 9/15/19 685 801
Yum! Brands Inc. 3.875% 11/1/20 1,175 1,282
Yum! Brands Inc. 6.875% 11/15/37 1,350 1,865
 
Consumer Noncyclical (3.0%)        
Abbott Laboratories 4.350% 3/15/14 1,075 1,137
Abbott Laboratories 2.700% 5/27/15 1,000 1,059
Abbott Laboratories 5.875% 5/15/16 6,385 7,521
Abbott Laboratories 5.600% 11/30/17 4,450 5,450
Abbott Laboratories 5.125% 4/1/19 8,615 10,373
Abbott Laboratories 4.125% 5/27/20 3,000 3,465

 

 

Abbott Laboratories 6.150% 11/30/37 11,080 15,434
Abbott Laboratories 6.000% 4/1/39 575 807
Abbott Laboratories 5.300% 5/27/40 3,755 4,868
Allergan Inc. 5.750% 4/1/16 400 465
Allergan Inc. 3.375% 9/15/20 5,000 5,417
Altria Group Inc. 8.500% 11/10/13 8,745 9,496
Altria Group Inc. 7.750% 2/6/14 4,600 5,027
Altria Group Inc. 4.125% 9/11/15 500 548
Altria Group Inc. 9.700% 11/10/18 3,311 4,734
Altria Group Inc. 9.250% 8/6/19 401 568
Altria Group Inc. 4.750% 5/5/21 6,150 7,043
Altria Group Inc. 2.850% 8/9/22 18,050 17,921
Altria Group Inc. 9.950% 11/10/38 5,390 9,014
Altria Group Inc. 10.200% 2/6/39 7,400 12,676
Altria Group Inc. 4.250% 8/9/42 7,725 7,636
AmerisourceBergen Corp. 5.875% 9/15/15 7,375 8,440
AmerisourceBergen Corp. 4.875% 11/15/19 975 1,139
AmerisourceBergen Corp. 3.500% 11/15/21 7,750 8,323
Amgen Inc. 1.875% 11/15/14 1,660 1,708
Amgen Inc. 4.850% 11/18/14 9,375 10,191
Amgen Inc. 2.300% 6/15/16 6,870 7,179
Amgen Inc. 2.500% 11/15/16 1,660 1,748
Amgen Inc. 2.125% 5/15/17 3,850 3,979
Amgen Inc. 5.850% 6/1/17 7,750 9,256
Amgen Inc. 6.150% 6/1/18 6,505 7,960
Amgen Inc. 5.700% 2/1/19 1,320 1,585
Amgen Inc. 3.450% 10/1/20 825 871
Amgen Inc. 4.100% 6/15/21 1,765 1,928
Amgen Inc. 3.875% 11/15/21 1,660 1,787
Amgen Inc. 3.625% 5/15/22 3,850 4,075
Amgen Inc. 6.375% 6/1/37 2,200 2,754
Amgen Inc. 6.900% 6/1/38 5,023 6,698
Amgen Inc. 6.400% 2/1/39 2,725 3,455
Amgen Inc. 5.750% 3/15/40 2,665 3,145
Amgen Inc. 4.950% 10/1/41 9,275 9,748
Amgen Inc. 5.150% 11/15/41 3,630 4,037
Amgen Inc. 5.650% 6/15/42 2,350 2,791
Amgen Inc. 5.375% 5/15/43 6,200 7,190
Anheuser-Busch Cos. LLC 5.600% 3/1/17 1,375 1,630
Anheuser-Busch Cos. LLC 5.500% 1/15/18 6,307 7,635
Anheuser-Busch Cos. LLC 6.800% 8/20/32 775 1,076
Anheuser-Busch Cos. LLC 5.750% 4/1/36 2,905 3,722
Anheuser-Busch InBev Worldwide Inc. 1.500% 7/14/14 5,825 5,935
Anheuser-Busch InBev Worldwide Inc. 5.375% 11/15/14 4,290 4,715
Anheuser-Busch InBev Worldwide Inc. 4.125% 1/15/15 4,590 4,934
Anheuser-Busch InBev Worldwide Inc. 0.800% 7/15/15 4,475 4,497
Anheuser-Busch InBev Worldwide Inc. 2.875% 2/15/16 5,968 6,369
Anheuser-Busch InBev Worldwide Inc. 1.375% 7/15/17 13,445 13,613
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 4,040 5,464
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 3,675 4,843
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 11,690 14,500
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 2,600 3,130
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 3,875 4,531
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 10,225 10,382
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 8,590 14,305
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 2,825 4,036
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 9,950 9,988

 

 

Archer-Daniels-Midland Co. 8.375% 4/15/17 100 129
Archer-Daniels-Midland Co. 5.450% 3/15/18 3,625 4,360
Archer-Daniels-Midland Co. 4.479% 3/1/21 2,145 2,479
Archer-Daniels-Midland Co. 5.935% 10/1/32 1,775 2,206
Archer-Daniels-Midland Co. 5.375% 9/15/35 2,025 2,462
Archer-Daniels-Midland Co. 5.765% 3/1/41 7,095 9,211
AstraZeneca plc 5.900% 9/15/17 11,965 14,675
AstraZeneca plc 6.450% 9/15/37 12,480 17,086
AstraZeneca plc 4.000% 9/18/42 2,075 2,127
Avon Products Inc. 5.750% 3/1/18 2,460 2,656
Avon Products Inc. 6.500% 3/1/19 1,160 1,288
Baptist Health South Florida Obligated Group        
Revenue 4.590% 8/15/21 850 959
Baxter International Inc. 5.900% 9/1/16 875 1,043
Baxter International Inc. 1.850% 1/15/17 4,050 4,200
Baxter International Inc. 4.250% 3/15/20 900 1,027
Baxter International Inc. 2.400% 8/15/22 2,325 2,343
Baxter International Inc. 3.650% 8/15/42 1,400 1,410
Beam Inc. 1.875% 5/15/17 1,825 1,871
Beam Inc. 3.250% 5/15/22 1,400 1,448
Beam Inc. 5.875% 1/15/36 875 1,043
Becton Dickinson & Co. 1.750% 11/8/16 90 93
Becton Dickinson & Co. 5.000% 5/15/19 450 531
Becton Dickinson & Co. 3.250% 11/12/20 8,340 9,043
Becton Dickinson & Co. 3.125% 11/8/21 2,985 3,195
Biogen Idec Inc. 6.875% 3/1/18 1,300 1,601
Boston Scientific Corp. 4.500% 1/15/15 8,295 8,870
Boston Scientific Corp. 6.250% 11/15/15 6,000 6,818
Boston Scientific Corp. 5.125% 1/12/17 3,750 4,191
Boston Scientific Corp. 6.000% 1/15/20 3,870 4,601
Boston Scientific Corp. 7.000% 11/15/35 2,850 3,664
Boston Scientific Corp. 7.375% 1/15/40 3,400 4,685
Bottling Group LLC 5.000% 11/15/13 2,700 2,840
Bottling Group LLC 6.950% 3/15/14 4,225 4,616
Bottling Group LLC 5.500% 4/1/16 4,050 4,670
Bottling Group LLC 5.125% 1/15/19 1,975 2,350
Bristol-Myers Squibb Co. 5.450% 5/1/18 11,240 13,644
Bristol-Myers Squibb Co. 2.000% 8/1/22 3,275 3,182
Bristol-Myers Squibb Co. 7.150% 6/15/23 100 141
Bristol-Myers Squibb Co. 6.800% 11/15/26 100 141
Bristol-Myers Squibb Co. 5.875% 11/15/36 2,888 3,791
Bristol-Myers Squibb Co. 6.125% 5/1/38 460 638
Bristol-Myers Squibb Co. 3.250% 8/1/42 1,575 1,453
Bristol-Myers Squibb Co. 6.875% 8/1/97 325 477
Bunge Ltd. Finance Corp. 5.100% 7/15/15 575 621
Bunge Ltd. Finance Corp. 8.500% 6/15/19 13,150 16,611
Campbell Soup Co. 3.050% 7/15/17 525 566
Campbell Soup Co. 4.250% 4/15/21 2,175 2,483
Campbell Soup Co. 3.800% 8/2/42 700 693
Cardinal Health Inc. 4.000% 6/15/15 100 108
Cardinal Health Inc. 4.625% 12/15/20 4,935 5,624
CareFusion Corp. 5.125% 8/1/14 1,985 2,125
CareFusion Corp. 6.375% 8/1/19 5,085 6,105
Celgene Corp. 2.450% 10/15/15 750 778
Celgene Corp. 3.950% 10/15/20 5,075 5,464
Celgene Corp. 3.250% 8/15/22 1,250 1,261
Celgene Corp. 5.700% 10/15/40 1,350 1,541

 

 

Church & Dwight Co. Inc. 3.350% 12/15/15 1,000 1,060
Clorox Co. 5.000% 1/15/15 525 572
Clorox Co. 3.550% 11/1/15 1,850 1,997
Clorox Co. 5.950% 10/15/17 8,722 10,477
Coca-Cola Co. 0.750% 11/15/13 6,200 6,229
Coca-Cola Co. 0.750% 3/13/15 575 578
Coca-Cola Co. 1.500% 11/15/15 9,500 9,783
Coca-Cola Co. 1.800% 9/1/16 2,900 3,023
Coca-Cola Co. 5.350% 11/15/17 8,350 10,094
Coca-Cola Co. 1.650% 3/14/18 725 747
Coca-Cola Co. 4.875% 3/15/19 5,910 7,070
Coca-Cola Co. 3.150% 11/15/20 1,100 1,204
Coca-Cola Co. 3.300% 9/1/21 7,615 8,463
Coca-Cola Enterprises Inc. 2.125% 9/15/15 1,595 1,642
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 775 877
Coca-Cola HBC Finance BV 5.500% 9/17/15 3,500 3,781
Coca-Cola Refreshments USA Inc. 7.375% 3/3/14 4,425 4,848
Coca-Cola Refreshments USA Inc. 4.250% 3/1/15 2,200 2,387
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 1,800 2,649
Colgate-Palmolive Co. 0.600% 11/15/14 745 749
Colgate-Palmolive Co. 1.300% 1/15/17 4,375 4,462
Colgate-Palmolive Co. 2.450% 11/15/21 1,510 1,571
Colgate-Palmolive Co. 2.300% 5/3/22 300 304
Colgate-Palmolive Co. 1.950% 2/1/23 250 243
ConAgra Foods Inc. 5.875% 4/15/14 1,295 1,395
ConAgra Foods Inc. 5.819% 6/15/17 225 264
ConAgra Foods Inc. 7.125% 10/1/26 940 1,237
ConAgra Foods Inc. 7.000% 10/1/28 250 319
ConAgra Foods Inc. 8.250% 9/15/30 675 940
Covidien International Finance SA 6.000% 10/15/17 1,995 2,452
Covidien International Finance SA 6.550% 10/15/37 4,849 6,932
CR Bard Inc. 4.400% 1/15/21 2,220 2,567
CR Bard Inc. 6.700% 12/1/26 1,800 2,374
Delhaize Group SA 5.875% 2/1/14 1,400 1,473
Delhaize Group SA 6.500% 6/15/17 235 262
Delhaize Group SA 5.700% 10/1/40 6,241 5,536
Diageo Capital plc 5.500% 9/30/16 425 498
Diageo Capital plc 1.500% 5/11/17 9,825 9,999
Diageo Capital plc 5.750% 10/23/17 3,885 4,738
Diageo Capital plc 4.828% 7/15/20 3,100 3,659
Diageo Capital plc 5.875% 9/30/36 200 259
Diageo Finance BV 5.300% 10/28/15 1,800 2,042
Diageo Investment Corp. 2.875% 5/11/22 7,575 7,893
Diageo Investment Corp. 7.450% 4/15/35 200 300
Diageo Investment Corp. 4.250% 5/11/42 5,550 6,055
Dr Pepper Snapple Group Inc. 2.900% 1/15/16 3,045 3,227
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 420 533
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 2,785 2,873
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 425 627
Eli Lilly & Co. 4.200% 3/6/14 2,200 2,319
Eli Lilly & Co. 5.200% 3/15/17 3,925 4,636
Eli Lilly & Co. 5.500% 3/15/27 2,950 3,820
Eli Lilly & Co. 5.550% 3/15/37 1,800 2,323
Eli Lilly & Co. 5.950% 11/15/37 235 321
Energizer Holdings Inc. 4.700% 5/19/21 1,325 1,407
Energizer Holdings Inc. 4.700% 5/24/22 1,750 1,861
Estee Lauder Cos. Inc. 2.350% 8/15/22 1,700 1,702

 

 

Estee Lauder Cos. Inc. 6.000% 5/15/37 200 261
Estee Lauder Cos. Inc. 3.700% 8/15/42 600 591
Express Scripts Holding Co. 6.250% 6/15/14 4,575 4,984
6 Express Scripts Holding Co. 2.100% 2/12/15 6,700 6,847
6 Express Scripts Holding Co. 2.650% 2/15/17 8,925 9,374
6 Express Scripts Holding Co. 4.750% 11/15/21 3,000 3,467
6 Express Scripts Holding Co. 3.900% 2/15/22 7,150 7,779
6 Express Scripts Holding Co. 6.125% 11/15/41 2,825 3,677
Flowers Foods Inc. 4.375% 4/1/22 1,500 1,548
Genentech Inc. 4.750% 7/15/15 800 888
Genentech Inc. 5.250% 7/15/35 5,020 6,072
General Mills Inc. 5.200% 3/17/15 2,000 2,216
General Mills Inc. 5.700% 2/15/17 2,525 3,010
General Mills Inc. 5.650% 2/15/19 6,725 8,188
General Mills Inc. 3.150% 12/15/21 5,950 6,175
General Mills Inc. 5.400% 6/15/40 4,505 5,496
Gilead Sciences Inc. 3.050% 12/1/16 375 403
Gilead Sciences Inc. 4.500% 4/1/21 2,025 2,296
Gilead Sciences Inc. 4.400% 12/1/21 9,402 10,639
Gilead Sciences Inc. 5.650% 12/1/41 1,550 1,941
GlaxoSmithKline Capital Inc. 4.375% 4/15/14 6,225 6,603
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 5,555 6,837
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 950 1,177
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 14,535 20,633
GlaxoSmithKline Capital plc 0.750% 5/8/15 4,475 4,503
GlaxoSmithKline Capital plc 1.500% 5/8/17 13,500 13,732
GlaxoSmithKline Capital plc 2.850% 5/8/22 1,850 1,920
Hasbro Inc. 6.125% 5/15/14 5,000 5,411
Hasbro Inc. 6.300% 9/15/17 2,125 2,495
Hasbro Inc. 6.350% 3/15/40 1,200 1,433
Hershey Co. 5.450% 9/1/16 425 493
Hershey Co. 1.500% 11/1/16 2,125 2,188
Hershey Co. 4.125% 12/1/20 1,710 1,936
HJ Heinz Co. 1.500% 3/1/17 4,000 4,061
HJ Heinz Finance Co. 6.750% 3/15/32 1,925 2,431
Hormel Foods Corp. 4.125% 4/15/21 625 706
Hospira Inc. 5.900% 6/15/14 500 537
Hospira Inc. 6.400% 5/15/15 275 307
Hospira Inc. 6.050% 3/30/17 1,050 1,212
Hospira Inc. 5.600% 9/15/40 1,075 1,143
Ingredion Inc. 3.200% 11/1/15 1,700 1,794
Ingredion Inc. 4.625% 11/1/20 890 997
Ingredion Inc. 6.625% 4/15/37 575 715
JM Smucker Co. 3.500% 10/15/21 995 1,064
Johnson & Johnson 1.200% 5/15/14 835 847
Johnson & Johnson 5.550% 8/15/17 1,700 2,077
Johnson & Johnson 5.150% 7/15/18 4,550 5,578
Johnson & Johnson 2.950% 9/1/20 10,000 10,857
Johnson & Johnson 3.550% 5/15/21 5,000 5,685
Johnson & Johnson 6.730% 11/15/23 1,203 1,730
Johnson & Johnson 6.950% 9/1/29 1,300 1,909
Johnson & Johnson 4.950% 5/15/33 1,600 1,985
Johnson & Johnson 5.950% 8/15/37 1,555 2,207
Johnson & Johnson 4.500% 9/1/40 1,370 1,674
Kaiser Foundation Hospitals 3.500% 4/1/22 900 957
Kaiser Foundation Hospitals 4.875% 4/1/42 1,800 2,035
Kellogg Co. 1.875% 11/17/16 4,400 4,534

 

 

Kellogg Co. 4.000% 12/15/20 9,005 10,105
Kellogg Co. 3.125% 5/17/22 200 209
Kellogg Co. 7.450% 4/1/31 1,150 1,620
Kimberly-Clark Corp. 4.875% 8/15/15 1,875 2,100
Kimberly-Clark Corp. 6.125% 8/1/17 5,804 7,198
Kimberly-Clark Corp. 7.500% 11/1/18 800 1,073
Kimberly-Clark Corp. 3.625% 8/1/20 3,150 3,501
Kimberly-Clark Corp. 3.875% 3/1/21 2,940 3,332
Kimberly-Clark Corp. 2.400% 3/1/22 1,100 1,119
Kimberly-Clark Corp. 6.625% 8/1/37 200 295
Kimberly-Clark Corp. 5.300% 3/1/41 1,600 2,089
Koninklijke Philips Electronics NV 5.750% 3/11/18 7,250 8,809
Koninklijke Philips Electronics NV 6.875% 3/11/38 4,720 6,490
Koninklijke Philips Electronics NV 5.000% 3/15/42 3,500 3,971
6 Kraft Foods Group Inc. 1.625% 6/4/15 1,400 1,422
6 Kraft Foods Group Inc. 2.250% 6/5/17 4,150 4,298
6 Kraft Foods Group Inc. 6.125% 8/23/18 15,240 18,720
6 Kraft Foods Group Inc. 5.375% 2/10/20 2,539 3,030
6 Kraft Foods Group Inc. 3.500% 6/6/22 2,825 2,993
6 Kraft Foods Group Inc. 5.000% 6/4/42 7,000 7,882
Mondelez International Inc. 5.250% 10/1/13 3,100 3,238
Mondelez International Inc. 6.750% 2/19/14 200 217
Mondelez International Inc. 4.125% 2/9/16 6,365 7,002
Mondelez International Inc. 6.500% 8/11/17 11,600 14,272
Mondelez International Inc. 6.125% 2/1/18 690 843
Mondelez International Inc. 5.375% 2/10/20 16,651 20,092
Mondelez International Inc. 6.500% 11/1/31 4,111 5,268
Mondelez International Inc. 7.000% 8/11/37 3,675 5,146
Mondelez International Inc. 6.875% 2/1/38 5,975 8,313
Mondelez International Inc. 6.875% 1/26/39 525 730
Mondelez International Inc. 6.500% 2/9/40 8,345 11,349
Kroger Co. 4.950% 1/15/15 1,950 2,124
Kroger Co. 3.900% 10/1/15 2,350 2,554
Kroger Co. 2.200% 1/15/17 6,775 6,938
Kroger Co. 6.400% 8/15/17 435 525
Kroger Co. 6.800% 12/15/18 2,400 2,942
Kroger Co. 7.700% 6/1/29 2,800 3,644
Kroger Co. 8.000% 9/15/29 8,675 11,556
Kroger Co. 7.500% 4/1/31 625 823
Laboratory Corp. of America Holdings 5.625% 12/15/15 1,025 1,155
Laboratory Corp. of America Holdings 2.200% 8/23/17 9,175 9,378
Laboratory Corp. of America Holdings 4.625% 11/15/20 235 261
Laboratory Corp. of America Holdings 3.750% 8/23/22 725 760
Life Technologies Corp. 4.400% 3/1/15 1,700 1,816
Life Technologies Corp. 3.500% 1/15/16 2,800 2,946
Life Technologies Corp. 6.000% 3/1/20 2,340 2,789
Life Technologies Corp. 5.000% 1/15/21 1,350 1,529
Lorillard Tobacco Co. 3.500% 8/4/16 760 806
Lorillard Tobacco Co. 2.300% 8/21/17 500 504
Lorillard Tobacco Co. 8.125% 6/23/19 3,075 3,956
Lorillard Tobacco Co. 8.125% 5/1/40 1,000 1,305
Lorillard Tobacco Co. 7.000% 8/4/41 1,550 1,861
Mattel Inc. 2.500% 11/1/16 1,125 1,177
Mattel Inc. 5.450% 11/1/41 845 944
McCormick & Co. Inc. 3.900% 7/15/21 875 970
McKesson Corp. 6.500% 2/15/14 6,000 6,462
McKesson Corp. 5.700% 3/1/17 5,000 5,982

 

 

McKesson Corp. 4.750% 3/1/21 1,740 2,013
McKesson Corp. 6.000% 3/1/41 5,000 6,827
Mead Johnson Nutrition Co. 3.500% 11/1/14 2,525 2,629
Mead Johnson Nutrition Co. 4.900% 11/1/19 2,309 2,635
Mead Johnson Nutrition Co. 5.900% 11/1/39 3,410 4,215
Medco Health Solutions Inc. 2.750% 9/15/15 1,525 1,594
Medco Health Solutions Inc. 7.125% 3/15/18 9,080 11,404
Medco Health Solutions Inc. 4.125% 9/15/20 590 648
Medtronic Inc. 4.500% 3/15/14 1,000 1,058
Medtronic Inc. 3.000% 3/15/15 4,495 4,754
Medtronic Inc. 4.750% 9/15/15 1,775 1,984
Medtronic Inc. 4.450% 3/15/20 1,650 1,918
Medtronic Inc. 4.125% 3/15/21 590 671
Medtronic Inc. 6.500% 3/15/39 500 732
Medtronic Inc. 5.550% 3/15/40 2,100 2,652
Medtronic Inc. 4.500% 3/15/42 4,875 5,534
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 700 820
Memorial Sloan-Kettering Cancer Center New        
York GO 3.774% 11/15/43 5,750 5,766
Merck & Co. Inc. 5.300% 12/1/13 1,295 1,368
Merck & Co. Inc. 4.750% 3/1/15 1,200 1,323
Merck & Co. Inc. 4.000% 6/30/15 2,590 2,841
Merck & Co. Inc. 2.250% 1/15/16 3,850 4,048
Merck & Co. Inc. 6.000% 9/15/17 2,300 2,841
Merck & Co. Inc. 5.000% 6/30/19 7,445 9,007
Merck & Co. Inc. 3.875% 1/15/21 11,720 13,338
Merck & Co. Inc. 2.400% 9/15/22 3,750 3,785
Merck & Co. Inc. 6.400% 3/1/28 1,525 2,108
Merck & Co. Inc. 5.950% 12/1/28 775 1,033
Merck & Co. Inc. 6.500% 12/1/33 5,275 7,628
Merck & Co. Inc. 5.750% 11/15/36 325 434
Merck & Co. Inc. 6.550% 9/15/37 5,015 7,396
Merck & Co. Inc. 5.850% 6/30/39 1,025 1,404
Merck & Co. Inc. 3.600% 9/15/42 1,800 1,800
Molson Coors Brewing Co. 2.000% 5/1/17 725 747
Molson Coors Brewing Co. 3.500% 5/1/22 800 844
Molson Coors Brewing Co. 5.000% 5/1/42 7,175 8,026
New York University Hospitals Center GO 4.428% 7/1/42 1,850 1,887
Novant Health Inc. 5.850% 11/1/19 2,125 2,483
Novartis Capital Corp. 4.125% 2/10/14 6,525 6,846
Novartis Capital Corp. 2.900% 4/24/15 14,370 15,240
Novartis Capital Corp. 2.400% 9/21/22 5,175 5,210
Novartis Capital Corp. 3.700% 9/21/42 1,225 1,254
Novartis Securities Investment Ltd. 5.125% 2/10/19 10,590 12,756
PepsiAmericas Inc. 4.375% 2/15/14 100 105
PepsiAmericas Inc. 4.875% 1/15/15 5,100 5,599
PepsiAmericas Inc. 5.000% 5/15/17 1,400 1,636
PepsiCo Inc. 0.875% 10/25/13 5,885 5,919
PepsiCo Inc. 3.750% 3/1/14 1,150 1,203
PepsiCo Inc. 0.750% 3/5/15 3,125 3,139
PepsiCo Inc. 0.700% 8/13/15 1,910 1,915
PepsiCo Inc. 2.500% 5/10/16 11,390 12,053
PepsiCo Inc. 5.000% 6/1/18 425 506
PepsiCo Inc. 7.900% 11/1/18 1,575 2,137
PepsiCo Inc. 4.500% 1/15/20 2,800 3,255
PepsiCo Inc. 3.125% 11/1/20 4,200 4,507

 

 

PepsiCo Inc. 3.000% 8/25/21 1,530 1,623
PepsiCo Inc. 2.750% 3/5/22 12,050 12,503
PepsiCo Inc. 5.500% 1/15/40 5,425 6,973
PepsiCo Inc. 4.875% 11/1/40 4,510 5,370
PepsiCo Inc. 4.000% 3/5/42 6,600 6,882
PerkinElmer Inc. 5.000% 11/15/21 1,410 1,568
Pfizer Inc. 5.350% 3/15/15 15,865 17,726
Pfizer Inc. 6.200% 3/15/19 15,445 19,692
Pfizer Inc. 7.200% 3/15/39 11,515 18,004
Pharmacia Corp. 6.500% 12/1/18 6,000 7,635
Pharmacia Corp. 6.600% 12/1/28 625 852
Philip Morris International Inc. 6.875% 3/17/14 4,340 4,749
Philip Morris International Inc. 2.500% 5/16/16 5,000 5,291
Philip Morris International Inc. 1.625% 3/20/17 3,250 3,330
Philip Morris International Inc. 1.125% 8/21/17 2,975 2,974
Philip Morris International Inc. 5.650% 5/16/18 9,290 11,391
Philip Morris International Inc. 4.500% 3/26/20 575 674
Philip Morris International Inc. 4.125% 5/17/21 530 599
Philip Morris International Inc. 2.900% 11/15/21 1,500 1,557
Philip Morris International Inc. 6.375% 5/16/38 5,600 7,743
Philip Morris International Inc. 4.375% 11/15/41 7,855 8,474
Philip Morris International Inc. 4.500% 3/20/42 3,550 3,915
Philip Morris International Inc. 3.875% 8/21/42 525 526
4 Procter & Gamble - Esop 9.360% 1/1/21 2,648 3,578
Procter & Gamble Co. 0.700% 8/15/14 590 594
Procter & Gamble Co. 4.950% 8/15/14 850 922
Procter & Gamble Co. 3.500% 2/15/15 4,500 4,815
Procter & Gamble Co. 1.800% 11/15/15 6,925 7,191
Procter & Gamble Co. 1.450% 8/15/16 27,045 27,791
Procter & Gamble Co. 4.700% 2/15/19 2,215 2,631
Procter & Gamble Co. 6.450% 1/15/26 2,750 3,800
Procter & Gamble Co. 5.800% 8/15/34 250 337
Procter & Gamble Co. 5.550% 3/5/37 4,345 5,879
Quest Diagnostics Inc. 5.450% 11/1/15 4,000 4,479
Quest Diagnostics Inc. 6.400% 7/1/17 175 209
Quest Diagnostics Inc. 4.700% 4/1/21 235 266
Quest Diagnostics Inc. 6.950% 7/1/37 1,225 1,624
Ralcorp Holdings Inc. 6.625% 8/15/39 4,550 4,858
Reynolds American Inc. 7.625% 6/1/16 850 1,025
Reynolds American Inc. 6.750% 6/15/17 2,400 2,911
Reynolds American Inc. 7.750% 6/1/18 1,000 1,258
Reynolds American Inc. 7.250% 6/15/37 1,225 1,544
Safeway Inc. 6.250% 3/15/14 5,850 6,240
Safeway Inc. 3.400% 12/1/16 775 812
Safeway Inc. 6.350% 8/15/17 1,325 1,492
Safeway Inc. 5.000% 8/15/19 3,500 3,648
Safeway Inc. 4.750% 12/1/21 575 586
Safeway Inc. 7.250% 2/1/31 4,645 4,958
Sanofi 1.625% 3/28/14 1,050 1,069
Sanofi 2.625% 3/29/16 10,800 11,455
Sanofi 4.000% 3/29/21 8,865 10,129
St. Jude Medical Inc. 3.750% 7/15/14 2,875 3,032
St. Jude Medical Inc. 2.500% 1/15/16 1,475 1,541
St. Jude Medical Inc. 4.875% 7/15/19 500 575
Stryker Corp. 3.000% 1/15/15 800 843
Stryker Corp. 2.000% 9/30/16 2,285 2,379
Stryker Corp. 4.375% 1/15/20 700 803

 

 

Sysco Corp. 5.250% 2/12/18 3,875 4,661
Sysco Corp. 5.375% 9/21/35 4,948 6,278
Teva Pharmaceutical Finance Co. BV 2.400% 11/10/16 2,060 2,169
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 615 667
Teva Pharmaceutical Finance Co. LLC 5.550% 2/1/16 3,225 3,684
Teva Pharmaceutical Finance II BV / Teva        
Pharmaceutical Finance III LLC 3.000% 6/15/15 1,950 2,072
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 1,835 1,984
Teva Pharmaceutical Finance IV LLC 1.700% 11/10/14 1,380 1,412
Thermo Fisher Scientific Inc. 2.050% 2/21/14 2,500 2,548
Thermo Fisher Scientific Inc. 3.250% 11/20/14 5,000 5,264
Thermo Fisher Scientific Inc. 3.200% 5/1/15 1,725 1,826
Thermo Fisher Scientific Inc. 2.250% 8/15/16 1,845 1,916
Thermo Fisher Scientific Inc. 4.700% 5/1/20 525 601
Thermo Fisher Scientific Inc. 4.500% 3/1/21 8,450 9,626
Tyson Foods Inc. 4.500% 6/15/22 5,600 5,866
Unilever Capital Corp. 3.650% 2/15/14 1,525 1,594
Unilever Capital Corp. 0.850% 8/2/17 4,885 4,838
Unilever Capital Corp. 4.800% 2/15/19 700 827
Unilever Capital Corp. 4.250% 2/10/21 10,010 11,673
Unilever Capital Corp. 5.900% 11/15/32 3,700 5,236
UST LLC 5.750% 3/1/18 1,000 1,197
Watson Pharmaceuticals Inc. 5.000% 8/15/14 1,250 1,341
Watson Pharmaceuticals Inc. 1.875% 10/1/17 1,725 1,744
Watson Pharmaceuticals Inc. 3.250% 10/1/22 2,750 2,784
Watson Pharmaceuticals Inc. 4.625% 10/1/42 1,225 1,248
Whirlpool Corp. 5.500% 3/1/13 4,075 4,156
Whirlpool Corp. 8.600% 5/1/14 900 1,001
Wyeth LLC 5.500% 2/1/14 1,350 1,443
Wyeth LLC 5.500% 2/15/16 5,240 6,076
Wyeth LLC 5.450% 4/1/17 2,950 3,518
Wyeth LLC 6.450% 2/1/24 2,625 3,585
Wyeth LLC 6.500% 2/1/34 4,725 6,587
Wyeth LLC 6.000% 2/15/36 3,575 4,800
Wyeth LLC 5.950% 4/1/37 7,690 10,327
Zimmer Holdings Inc. 1.400% 11/30/14 800 805
Zimmer Holdings Inc. 4.625% 11/30/19 2,495 2,861
Zimmer Holdings Inc. 3.375% 11/30/21 800 838
Zimmer Holdings Inc. 5.750% 11/30/39 1,075 1,322
 
Energy (1.6%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 1,425 1,772
Anadarko Finance Co. 7.500% 5/1/31 4,600 6,185
Anadarko Petroleum Corp. 7.625% 3/15/14 7,363 8,043
Anadarko Petroleum Corp. 5.750% 6/15/14 800 860
Anadarko Petroleum Corp. 5.950% 9/15/16 11,530 13,406
Anadarko Petroleum Corp. 6.950% 6/15/19 500 627
Anadarko Petroleum Corp. 6.450% 9/15/36 16,005 19,928
Anadarko Petroleum Corp. 7.950% 6/15/39 1,000 1,444
Apache Corp. 5.625% 1/15/17 250 298
Apache Corp. 1.750% 4/15/17 2,100 2,174
Apache Corp. 6.900% 9/15/18 5,450 7,027
Apache Corp. 3.625% 2/1/21 6,160 6,803
Apache Corp. 3.250% 4/15/22 5,350 5,753
Apache Corp. 6.000% 1/15/37 5,275 7,045
Apache Corp. 5.100% 9/1/40 7,375 8,747
Apache Corp. 5.250% 2/1/42 740 900

 

 

Apache Corp. 4.750% 4/15/43 2,325 2,667
Baker Hughes Inc. 3.200% 8/15/21 4,470 4,853
Baker Hughes Inc. 6.875% 1/15/29 300 409
Baker Hughes Inc. 5.125% 9/15/40 5,965 7,320
BP Capital Markets plc 5.250% 11/7/13 5,475 5,759
BP Capital Markets plc 3.625% 5/8/14 3,650 3,828
BP Capital Markets plc 1.700% 12/5/14 3,200 3,281
BP Capital Markets plc 3.875% 3/10/15 4,525 4,860
BP Capital Markets plc 3.125% 10/1/15 6,500 6,933
BP Capital Markets plc 3.200% 3/11/16 9,495 10,187
BP Capital Markets plc 2.248% 11/1/16 5,450 5,702
BP Capital Markets plc 1.846% 5/5/17 5,000 5,106
BP Capital Markets plc 4.750% 3/10/19 5,300 6,168
BP Capital Markets plc 4.500% 10/1/20 7,295 8,442
BP Capital Markets plc 4.742% 3/11/21 5,315 6,224
BP Capital Markets plc 3.561% 11/1/21 10,520 11,374
BP Capital Markets plc 3.245% 5/6/22 6,800 7,174
Burlington Resources Finance Co. 7.200% 8/15/31 300 428
Burlington Resources Finance Co. 7.400% 12/1/31 1,775 2,606
Cameron International Corp. 6.375% 7/15/18 4,400 5,330
Cameron International Corp. 7.000% 7/15/38 100 132
Canadian Natural Resources Ltd. 1.450% 11/14/14 2,000 2,032
Canadian Natural Resources Ltd. 4.900% 12/1/14 4,225 4,602
Canadian Natural Resources Ltd. 6.000% 8/15/16 1,150 1,360
Canadian Natural Resources Ltd. 5.700% 5/15/17 1,535 1,823
Canadian Natural Resources Ltd. 3.450% 11/15/21 1,500 1,605
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,875 2,590
Canadian Natural Resources Ltd. 6.450% 6/30/33 2,025 2,643
Canadian Natural Resources Ltd. 5.850% 2/1/35 350 428
Canadian Natural Resources Ltd. 6.500% 2/15/37 5,600 7,321
Canadian Natural Resources Ltd. 6.250% 3/15/38 1,680 2,201
Cenovus Energy Inc. 4.500% 9/15/14 590 633
Cenovus Energy Inc. 5.700% 10/15/19 7,050 8,627
Cenovus Energy Inc. 3.000% 8/15/22 1,075 1,100
Cenovus Energy Inc. 6.750% 11/15/39 6,475 8,837
Cenovus Energy Inc. 4.450% 9/15/42 3,175 3,311
Chevron Corp. 3.950% 3/3/14 3,375 3,543
Chevron Corp. 4.950% 3/3/19 2,750 3,330
ConocoPhillips 4.750% 2/1/14 1,469 1,552
ConocoPhillips 4.600% 1/15/15 11,640 12,707
ConocoPhillips 5.750% 2/1/19 13,565 16,890
ConocoPhillips 6.000% 1/15/20 5,220 6,692
ConocoPhillips 5.900% 10/15/32 725 946
ConocoPhillips 5.900% 5/15/38 1,370 1,844
ConocoPhillips 6.500% 2/1/39 13,638 19,734
ConocoPhillips Canada Funding Co. I 5.625% 10/15/16 4,525 5,369
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 5,575 7,235
ConocoPhillips Holding Co. 6.950% 4/15/29 2,850 4,037
Devon Energy Corp. 5.625% 1/15/14 1,475 1,568
Devon Energy Corp. 2.400% 7/15/16 800 836
Devon Energy Corp. 4.000% 7/15/21 2,000 2,213
Devon Energy Corp. 3.250% 5/15/22 2,175 2,268
Devon Energy Corp. 7.950% 4/15/32 1,650 2,469
Devon Energy Corp. 5.600% 7/15/41 3,020 3,576
Devon Energy Corp. 4.750% 5/15/42 6,650 7,161
Devon Financing Corp. ULC 7.875% 9/30/31 8,275 11,939
Diamond Offshore Drilling Inc. 4.875% 7/1/15 2,275 2,530

 

 

Diamond Offshore Drilling Inc. 5.700% 10/15/39 1,850 2,437
Encana Corp. 3.900% 11/15/21 1,885 1,987
Encana Corp. 7.200% 11/1/31 1,800 2,193
Encana Corp. 6.500% 8/15/34 2,925 3,480
Encana Corp. 6.625% 8/15/37 4,700 5,737
EnCana Holdings Finance Corp. 5.800% 5/1/14 4,350 4,667
Eni USA Inc. 7.300% 11/15/27 175 234
Ensco plc 3.250% 3/15/16 5,960 6,366
Ensco plc 4.700% 3/15/21 4,250 4,784
EOG Resources Inc. 6.125% 10/1/13 575 607
EOG Resources Inc. 2.500% 2/1/16 705 743
EOG Resources Inc. 5.875% 9/15/17 2,200 2,674
EOG Resources Inc. 5.625% 6/1/19 3,350 4,115
EOG Resources Inc. 4.400% 6/1/20 1,380 1,598
EOG Resources Inc. 4.100% 2/1/21 4,900 5,563
EOG Resources Inc. 2.625% 3/15/23 1,700 1,719
EQT Corp. 6.500% 4/1/18 3,175 3,655
EQT Corp. 8.125% 6/1/19 2,975 3,602
EQT Corp. 4.875% 11/15/21 2,500 2,630
FMC Technologies Inc. 2.000% 10/1/17 1,500 1,515
FMC Technologies Inc. 3.450% 10/1/22 1,400 1,420
Global Marine Inc. 7.000% 6/1/28 5,850 6,560
Halliburton Co. 6.150% 9/15/19 800 1,001
Halliburton Co. 3.250% 11/15/21 4,235 4,596
Halliburton Co. 6.700% 9/15/38 920 1,308
Halliburton Co. 7.450% 9/15/39 900 1,373
Halliburton Co. 4.500% 11/15/41 4,645 5,198
Hess Corp. 8.125% 2/15/19 7,715 10,157
Hess Corp. 7.875% 10/1/29 1,450 2,006
Hess Corp. 7.125% 3/15/33 1,375 1,823
Hess Corp. 6.000% 1/15/40 3,700 4,481
Hess Corp. 5.600% 2/15/41 7,580 8,802
Husky Energy Inc. 5.900% 6/15/14 2,025 2,197
Husky Energy Inc. 6.150% 6/15/19 200 240
Husky Energy Inc. 7.250% 12/15/19 2,020 2,603
Husky Energy Inc. 6.800% 9/15/37 5,125 6,727
Kerr-McGee Corp. 6.950% 7/1/24 3,300 4,272
Kerr-McGee Corp. 7.875% 9/15/31 875 1,170
Marathon Oil Corp. 6.000% 10/1/17 10,460 12,686
Marathon Oil Corp. 5.900% 3/15/18 1,228 1,488
Marathon Oil Corp. 6.800% 3/15/32 2,670 3,553
Marathon Petroleum Corp. 3.500% 3/1/16 1,000 1,064
Marathon Petroleum Corp. 5.125% 3/1/21 2,425 2,795
Marathon Petroleum Corp. 6.500% 3/1/41 6,250 7,632
Murphy Oil Corp. 4.000% 6/1/22 1,400 1,488
Murphy Oil Corp. 7.050% 5/1/29 2,000 2,443
Nabors Industries Inc. 6.150% 2/15/18 4,830 5,671
Nabors Industries Inc. 9.250% 1/15/19 4,375 5,730
Nabors Industries Inc. 5.000% 9/15/20 5,985 6,584
Nexen Inc. 7.875% 3/15/32 325 446
Nexen Inc. 5.875% 3/10/35 690 817
Nexen Inc. 6.400% 5/15/37 12,850 16,424
Nexen Inc. 7.500% 7/30/39 3,400 4,859
Noble Energy Inc. 8.250% 3/1/19 3,235 4,198
Noble Energy Inc. 4.150% 12/15/21 9,250 10,004
Noble Energy Inc. 8.000% 4/1/27 4,895 6,683
Noble Holding International Ltd. 3.050% 3/1/16 440 459

 

 

Noble Holding International Ltd. 2.500% 3/15/17 2,400 2,466
Noble Holding International Ltd. 4.900% 8/1/20 3,400 3,799
Noble Holding International Ltd. 3.950% 3/15/22 3,250 3,406
Noble Holding International Ltd. 6.200% 8/1/40 1,400 1,630
Noble Holding International Ltd. 6.050% 3/1/41 2,500 2,909
Noble Holding International Ltd. 5.250% 3/15/42 2,000 2,142
Occidental Petroleum Corp. 2.500% 2/1/16 3,405 3,603
Occidental Petroleum Corp. 4.125% 6/1/16 2,620 2,924
Occidental Petroleum Corp. 1.750% 2/15/17 5,100 5,282
Occidental Petroleum Corp. 1.500% 2/15/18 700 711
Occidental Petroleum Corp. 4.100% 2/1/21 5,100 5,861
Occidental Petroleum Corp. 3.125% 2/15/22 7,725 8,270
Occidental Petroleum Corp. 2.700% 2/15/23 6,000 6,156
PC Financial Partnership 5.000% 11/15/14 900 977
Petro-Canada 7.875% 6/15/26 500 715
Petro-Canada 7.000% 11/15/28 475 600
Petro-Canada 5.350% 7/15/33 1,425 1,588
Petro-Canada 5.950% 5/15/35 2,900 3,532
Petro-Canada 6.800% 5/15/38 4,525 6,170
Petrohawk Energy Corp. 7.250% 8/15/18 3,000 3,401
6 Phillips 66 1.950% 3/5/15 2,745 2,814
6 Phillips 66 2.950% 5/1/17 7,475 7,907
6 Phillips 66 4.300% 4/1/22 6,150 6,735
6 Phillips 66 5.875% 5/1/42 6,950 8,325
Pioneer Natural Resources Co. 3.950% 7/15/22 3,700 3,930
Pioneer Natural Resources Co. 7.200% 1/15/28 4,378 5,494
Pride International Inc. 6.875% 8/15/20 6,000 7,592
Pride International Inc. 7.875% 8/15/40 3,000 4,404
Rowan Cos. Inc. 5.000% 9/1/17 1,200 1,323
Rowan Cos. Inc. 7.875% 8/1/19 875 1,077
Shell International Finance BV 4.000% 3/21/14 4,210 4,427
Shell International Finance BV 3.100% 6/28/15 14,300 15,287
Shell International Finance BV 3.250% 9/22/15 1,400 1,511
Shell International Finance BV 5.200% 3/22/17 4,150 4,909
Shell International Finance BV 1.125% 8/21/17 2,400 2,411
Shell International Finance BV 4.300% 9/22/19 3,100 3,631
Shell International Finance BV 2.375% 8/21/22 4,850 4,893
Shell International Finance BV 6.375% 12/15/38 13,267 19,162
Shell International Finance BV 5.500% 3/25/40 6,750 8,893
Shell International Finance BV 3.625% 8/21/42 4,000 4,056
Southwestern Energy Co. 7.500% 2/1/18 900 1,081
6 Southwestern Energy Co. 4.100% 3/15/22 4,600 4,884
Suncor Energy Inc. 6.100% 6/1/18 4,900 6,045
Suncor Energy Inc. 7.150% 2/1/32 3,425 4,655
Suncor Energy Inc. 5.950% 12/1/34 175 217
Suncor Energy Inc. 6.500% 6/15/38 3,080 4,089
Suncor Energy Inc. 6.850% 6/1/39 7,355 10,129
Talisman Energy Inc. 5.125% 5/15/15 375 406
Talisman Energy Inc. 7.750% 6/1/19 11,525 14,637
Tosco Corp. 8.125% 2/15/30 4,950 7,489
Total Capital Canada Ltd. 1.625% 1/28/14 4,500 4,578
Total Capital International SA 0.750% 1/25/16 1,700 1,705
Total Capital International SA 1.500% 2/17/17 1,075 1,094
Total Capital International SA 1.550% 6/28/17 8,350 8,501
Total Capital International SA 2.875% 2/17/22 6,000 6,272
Total Capital International SA 2.700% 1/25/23 2,450 2,494
Total Capital SA 3.000% 6/24/15 5,800 6,178

 

 

Total Capital SA 2.300% 3/15/16 7,265 7,611
Total Capital SA 4.450% 6/24/20 5,075 5,912
Total Capital SA 4.125% 1/28/21 2,805 3,199
Transocean Inc. 4.950% 11/15/15 9,650 10,566
Transocean Inc. 6.000% 3/15/18 6,375 7,450
Transocean Inc. 6.375% 12/15/21 5,000 5,986
Transocean Inc. 3.800% 10/15/22 1,300 1,307
Transocean Inc. 7.500% 4/15/31 1,575 1,947
Transocean Inc. 6.800% 3/15/38 2,925 3,521
Valero Energy Corp. 6.125% 6/15/17 7,655 9,273
Valero Energy Corp. 9.375% 3/15/19 1,575 2,137
Valero Energy Corp. 6.125% 2/1/20 3,250 3,929
Valero Energy Corp. 7.500% 4/15/32 3,775 4,720
Valero Energy Corp. 6.625% 6/15/37 8,281 10,005
Weatherford International Inc. 6.350% 6/15/17 4,625 5,386
Weatherford International Inc. 6.800% 6/15/37 2,550 2,773
Weatherford International Ltd. 5.500% 2/15/16 2,000 2,210
Weatherford International Ltd. 6.000% 3/15/18 6,140 7,048
Weatherford International Ltd. 9.625% 3/1/19 5,200 6,776
Weatherford International Ltd. 6.500% 8/1/36 2,750 2,956
Weatherford International Ltd. 7.000% 3/15/38 2,480 2,812
Weatherford International Ltd. 6.750% 9/15/40 2,370 2,676
XTO Energy Inc. 5.750% 12/15/13 2,200 2,342
XTO Energy Inc. 6.250% 8/1/17 6,250 7,868
 
Other Industrial (0.0%)        
California Institute of Technology GO 4.700% 11/1/11 5,700 6,355
Cintas Corp. No 2 6.125% 12/1/17 850 1,033
Cintas Corp. No 2 3.250% 6/1/22 1,725 1,778
Fluor Corp. 3.375% 9/15/21 1,500 1,599
Massachusetts Institute of Technology GO 5.600% 7/1/11 4,000 5,778
Pentair Inc. 5.000% 5/15/21 2,000 2,246
6 URS Corp. 5.000% 4/1/22 3,600 3,673
 
Technology (0.9%)        
Adobe Systems Inc. 3.250% 2/1/15 1,525 1,609
Adobe Systems Inc. 4.750% 2/1/20 1,275 1,439
Agilent Technologies Inc. 5.500% 9/14/15 1,300 1,463
Agilent Technologies Inc. 6.500% 11/1/17 9,575 11,694
Altera Corp. 1.750% 5/15/17 1,250 1,281
Amphenol Corp. 4.750% 11/15/14 2,475 2,654
Analog Devices Inc. 5.000% 7/1/14 1,200 1,293
Analog Devices Inc. 3.000% 4/15/16 875 942
Applied Materials Inc. 2.650% 6/15/16 525 555
Applied Materials Inc. 4.300% 6/15/21 3,840 4,350
Applied Materials Inc. 5.850% 6/15/41 5,460 6,859
Arrow Electronics Inc. 3.375% 11/1/15 1,225 1,281
Arrow Electronics Inc. 5.125% 3/1/21 515 559
Avnet Inc. 6.625% 9/15/16 225 257
Avnet Inc. 5.875% 6/15/20 4,300 4,825
BMC Software Inc. 7.250% 6/1/18 825 994
Broadcom Corp. 1.500% 11/1/13 5,800 5,860
Broadcom Corp. 2.700% 11/1/18 6,060 6,486
CA Inc. 6.125% 12/1/14 5,000 5,496
CA Inc. 5.375% 12/1/19 3,545 4,063
Cisco Systems Inc. 1.625% 3/14/14 11,165 11,378
Cisco Systems Inc. 5.500% 2/22/16 11,783 13,704

 

 

Cisco Systems Inc. 3.150% 3/14/17 6,975 7,656
Cisco Systems Inc. 4.950% 2/15/19 5,525 6,625
Cisco Systems Inc. 4.450% 1/15/20 5,000 5,866
Cisco Systems Inc. 5.900% 2/15/39 1,600 2,125
Cisco Systems Inc. 5.500% 1/15/40 17,370 22,327
Computer Sciences Corp. 6.500% 3/15/18 100 116
Corning Inc. 6.625% 5/15/19 275 345
Corning Inc. 7.250% 8/15/36 100 128
Corning Inc. 4.700% 3/15/37 4,000 4,235
Corning Inc. 5.750% 8/15/40 7,135 8,661
Dell Inc. 2.100% 4/1/14 6,400 6,496
Dell Inc. 5.650% 4/15/18 1,600 1,864
Dell Inc. 5.875% 6/15/19 1,250 1,480
Dell Inc. 7.100% 4/15/28 500 624
Dell Inc. 6.500% 4/15/38 700 863
Dun & Bradstreet Corp. 2.875% 11/15/15 350 361
Equifax Inc. 4.450% 12/1/14 775 822
Equifax Inc. 6.300% 7/1/17 425 503
Fiserv Inc. 3.125% 10/1/15 1,000 1,045
Fiserv Inc. 3.125% 6/15/16 3,415 3,592
Fiserv Inc. 6.800% 11/20/17 2,150 2,586
Fiserv Inc. 3.500% 10/1/22 1,425 1,426
Google Inc. 1.250% 5/19/14 470 477
Google Inc. 2.125% 5/19/16 375 395
Google Inc. 3.625% 5/19/21 3,325 3,753
Harris Corp. 5.000% 10/1/15 2,500 2,768
Harris Corp. 6.375% 6/15/19 250 303
Harris Corp. 4.400% 12/15/20 2,675 2,904
Harris Corp. 6.150% 12/15/40 750 918
Hewlett-Packard Co. 6.125% 3/1/14 11,300 12,072
Hewlett-Packard Co. 1.550% 5/30/14 1,400 1,407
Hewlett-Packard Co. 4.750% 6/2/14 725 765
Hewlett-Packard Co. 2.625% 12/9/14 4,500 4,622
Hewlett-Packard Co. 2.350% 3/15/15 1,300 1,324
Hewlett-Packard Co. 2.125% 9/13/15 4,275 4,339
Hewlett-Packard Co. 2.200% 12/1/15 1,625 1,656
Hewlett-Packard Co. 3.000% 9/15/16 1,875 1,940
Hewlett-Packard Co. 3.300% 12/9/16 1,225 1,277
Hewlett-Packard Co. 5.400% 3/1/17 2,075 2,324
Hewlett-Packard Co. 2.600% 9/15/17 10,825 10,862
Hewlett-Packard Co. 5.500% 3/1/18 7,325 8,337
Hewlett-Packard Co. 3.750% 12/1/20 12,550 12,696
Hewlett-Packard Co. 4.375% 9/15/21 11,275 11,553
Hewlett-Packard Co. 4.650% 12/9/21 6,500 6,774
Hewlett-Packard Co. 4.050% 9/15/22 3,677 3,727
Hewlett-Packard Co. 6.000% 9/15/41 7,895 8,453
Intel Corp. 1.950% 10/1/16 5,200 5,454
Intel Corp. 3.300% 10/1/21 2,000 2,180
Intel Corp. 4.800% 10/1/41 9,870 11,559
International Business Machines Corp. 6.500% 10/15/13 2,875 3,057
International Business Machines Corp. 0.875% 10/31/14 4,375 4,409
International Business Machines Corp. 0.550% 2/6/15 1,200 1,203
International Business Machines Corp. 2.000% 1/5/16 8,425 8,806
International Business Machines Corp. 1.950% 7/22/16 8,175 8,534
International Business Machines Corp. 1.250% 2/6/17 8,600 8,752
International Business Machines Corp. 5.700% 9/14/17 25,325 31,007
International Business Machines Corp. 1.875% 5/15/19 525 546

 

 

International Business Machines Corp. 2.900% 11/1/21 1,950 2,084
International Business Machines Corp. 7.000% 10/30/25 4,850 7,180
International Business Machines Corp. 6.220% 8/1/27 1,975 2,702
International Business Machines Corp. 6.500% 1/15/28 100 137
International Business Machines Corp. 5.875% 11/29/32 225 309
International Business Machines Corp. 5.600% 11/30/39 3,798 5,068
International Business Machines Corp. 4.000% 6/20/42 10,547 11,396
Intuit Inc. 5.750% 3/15/17 575 668
Juniper Networks Inc. 3.100% 3/15/16 1,000 1,045
Juniper Networks Inc. 4.600% 3/15/21 900 965
Juniper Networks Inc. 5.950% 3/15/41 5,500 6,101
KLA-Tencor Corp. 6.900% 5/1/18 1,850 2,233
Lexmark International Inc. 6.650% 6/1/18 1,700 1,854
Microsoft Corp. 2.950% 6/1/14 3,240 3,381
Microsoft Corp. 1.625% 9/25/15 2,800 2,899
Microsoft Corp. 4.200% 6/1/19 965 1,129
Microsoft Corp. 3.000% 10/1/20 4,750 5,216
Microsoft Corp. 4.000% 2/8/21 3,950 4,603
Microsoft Corp. 5.200% 6/1/39 4,375 5,704
Microsoft Corp. 4.500% 10/1/40 3,135 3,699
Microsoft Corp. 5.300% 2/8/41 2,500 3,311
Motorola Solutions Inc. 3.750% 5/15/22 3,000 3,122
Oracle Corp. 3.750% 7/8/14 2,850 3,015
Oracle Corp. 5.250% 1/15/16 13,250 15,243
Oracle Corp. 5.750% 4/15/18 6,910 8,573
Oracle Corp. 5.000% 7/8/19 5,500 6,685
Oracle Corp. 3.875% 7/15/20 3,300 3,779
Oracle Corp. 6.500% 4/15/38 2,900 4,149
Oracle Corp. 6.125% 7/8/39 5,855 8,045
Oracle Corp. 5.375% 7/15/40 9,597 12,296
Pitney Bowes Inc. 4.875% 8/15/14 690 724
Pitney Bowes Inc. 4.750% 1/15/16 4,475 4,782
Pitney Bowes Inc. 5.750% 9/15/17 950 1,036
Pitney Bowes Inc. 5.250% 1/15/37 1,975 2,027
SAIC Inc. 4.450% 12/1/20 2,660 2,920
SAIC Inc. 5.950% 12/1/40 800 916
Science Applications International Corp. 5.500% 7/1/33 250 254
Symantec Corp. 2.750% 9/15/15 2,300 2,388
Symantec Corp. 2.750% 6/15/17 3,275 3,369
Symantec Corp. 3.950% 6/15/22 3,150 3,200
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 1,250 1,289
Texas Instruments Inc. 1.375% 5/15/14 690 701
Texas Instruments Inc. 0.450% 8/3/15 1,625 1,621
Texas Instruments Inc. 2.375% 5/16/16 4,675 4,952
Texas Instruments Inc. 1.650% 8/3/19 3,500 3,508
Tyco Electronics Group SA 6.550% 10/1/17 4,491 5,433
Tyco Electronics Group SA 4.875% 1/15/21 4,500 5,033
Tyco Electronics Group SA 7.125% 10/1/37 4,575 6,131
Verisk Analytics Inc. 4.125% 9/12/22 2,700 2,738
Xerox Corp. 8.250% 5/15/14 7,550 8,382
Xerox Corp. 4.250% 2/15/15 4,280 4,546
Xerox Corp. 6.400% 3/15/16 1,525 1,746
Xerox Corp. 6.750% 2/1/17 2,750 3,243
Xerox Corp. 2.950% 3/15/17 3,425 3,543
Xerox Corp. 6.350% 5/15/18 6,045 7,106
Xerox Corp. 5.625% 12/15/19 1,165 1,328

 

 

Xerox Corp. 4.500% 5/15/21 3,765 3,999
 
Transportation (0.5%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 1/31/21 426 448
4 American Airlines 2011-2 Class A Pass        
Through Trust 8.625% 4/15/23 946 1,014
4 American Airlines Pass Through Trust 2009-        
1A 10.375% 1/2/21 1,394 1,509
Burlington Northern Santa Fe LLC 5.650% 5/1/17 1,025 1,224
Burlington Northern Santa Fe LLC 5.750% 3/15/18 850 1,038
Burlington Northern Santa Fe LLC 3.600% 9/1/20 750 813
Burlington Northern Santa Fe LLC 4.100% 6/1/21 590 654
Burlington Northern Santa Fe LLC 3.450% 9/15/21 10,590 11,301
Burlington Northern Santa Fe LLC 3.050% 3/15/22 375 387
Burlington Northern Santa Fe LLC 3.050% 9/1/22 600 621
Burlington Northern Santa Fe LLC 7.000% 12/15/25 1,700 2,317
Burlington Northern Santa Fe LLC 6.200% 8/15/36 1,300 1,676
Burlington Northern Santa Fe LLC 6.150% 5/1/37 4,150 5,369
Burlington Northern Santa Fe LLC 5.750% 5/1/40 11,600 14,501
Burlington Northern Santa Fe LLC 5.050% 3/1/41 1,800 2,066
Burlington Northern Santa Fe LLC 4.950% 9/15/41 500 566
Burlington Northern Santa Fe LLC 4.400% 3/15/42 800 849
Burlington Northern Santa Fe LLC 4.375% 9/1/42 1,000 1,062
Canadian National Railway Co. 4.950% 1/15/14 125 132
Canadian National Railway Co. 5.800% 6/1/16 200 234
Canadian National Railway Co. 1.450% 12/15/16 200 204
Canadian National Railway Co. 5.850% 11/15/17 350 427
Canadian National Railway Co. 5.550% 3/1/19 5,385 6,601
Canadian National Railway Co. 2.850% 12/15/21 6,175 6,500
Canadian National Railway Co. 6.900% 7/15/28 100 139
Canadian National Railway Co. 6.250% 8/1/34 575 802
Canadian National Railway Co. 6.200% 6/1/36 1,375 1,885
Canadian National Railway Co. 6.375% 11/15/37 1,100 1,566
Canadian Pacific Railway Co. 4.450% 3/15/23 2,375 2,634
Canadian Pacific Railway Co. 7.125% 10/15/31 1,181 1,532
Canadian Pacific Railway Co. 5.950% 5/15/37 3,660 4,355
Con-way Inc. 6.700% 5/1/34 2,475 2,680
4 Continental Airlines 1998-1 Class A Pass        
Through Trust 6.648% 3/15/19 1,888 2,015
4 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 4/19/22 296 327
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 11/10/19 1,082 1,242
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 1/12/21 4,772 5,118
4 Continental Airlines 2012-1 Class A Pass        
Through Trusts 4.150% 10/11/25 5,750 5,894
4 Continental Airlines 2012-2 Class A Pass Thru        
Certificates 4.000% 4/29/26 775 793
CSX Corp. 6.250% 4/1/15 1,325 1,503
CSX Corp. 7.900% 5/1/17 9,886 12,597
CSX Corp. 6.250% 3/15/18 3,875 4,742
CSX Corp. 7.375% 2/1/19 5,050 6,454
CSX Corp. 4.250% 6/1/21 590 661
CSX Corp. 6.000% 10/1/36 1,675 2,099
CSX Corp. 6.150% 5/1/37 900 1,148

 

 

CSX Corp. 6.220% 4/30/40 7,164 9,305
CSX Corp. 4.750% 5/30/42 590 642
CSX Corp. 4.400% 3/1/43 525 544
4 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 2,769 3,067
4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 12/17/19 5,622 6,423
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 5/23/19 1,649 1,777
4 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 5/7/20 575 596
FedEx Corp. 8.000% 1/15/19 175 235
FedEx Corp. 2.625% 8/1/22 1,575 1,571
FedEx Corp. 3.875% 8/1/42 1,000 977
JB Hunt Transport Services Inc. 3.375% 9/15/15 3,800 3,932
Norfolk Southern Corp. 5.257% 9/17/14 1,845 2,006
Norfolk Southern Corp. 5.750% 1/15/16 2,825 3,239
Norfolk Southern Corp. 7.700% 5/15/17 1,525 1,926
Norfolk Southern Corp. 5.750% 4/1/18 875 1,052
Norfolk Southern Corp. 5.900% 6/15/19 2,765 3,377
Norfolk Southern Corp. 3.000% 4/1/22 2,400 2,486
6 Norfolk Southern Corp. 2.903% 2/15/23 1,889 1,918
Norfolk Southern Corp. 5.590% 5/17/25 133 167
Norfolk Southern Corp. 7.800% 5/15/27 1,025 1,506
Norfolk Southern Corp. 7.250% 2/15/31 811 1,157
Norfolk Southern Corp. 4.837% 10/1/41 4,673 5,333
Norfolk Southern Corp. 3.950% 10/1/42 2,825 2,821
Norfolk Southern Corp. 6.000% 5/23/11 9,325 11,380
Norfolk Southern Railway Co. 9.750% 6/15/20 775 1,120
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 11/1/19 396 430
Ryder System Inc. 5.850% 3/1/14 600 638
Ryder System Inc. 3.150% 3/2/15 4,840 5,030
Ryder System Inc. 7.200% 9/1/15 3,450 3,991
Ryder System Inc. 3.600% 3/1/16 2,060 2,189
Ryder System Inc. 5.850% 11/1/16 6,075 7,011
Ryder System Inc. 2.500% 3/1/18 3,000 3,042
Southwest Airlines Co. 5.250% 10/1/14 260 279
Southwest Airlines Co. 5.125% 3/1/17 250 280
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 737 841
4 UAL 2009-2A Pass Through Trust 9.750% 1/15/17 1,363 1,568
Union Pacific Corp. 6.125% 2/15/20 350 437
Union Pacific Corp. 4.000% 2/1/21 4,325 4,885
Union Pacific Corp. 4.163% 7/15/22 4,740 5,405
Union Pacific Corp. 7.125% 2/1/28 1,605 2,239
Union Pacific Corp. 6.625% 2/1/29 400 550
Union Pacific Corp. 5.780% 7/15/40 6,300 8,010
Union Pacific Corp. 4.750% 9/15/41 7,275 8,207
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 412 501
United Parcel Service Inc. 3.875% 4/1/14 3,550 3,736
United Parcel Service Inc. 1.125% 10/1/17 875 880
United Parcel Service Inc. 5.500% 1/15/18 2,200 2,675
United Parcel Service Inc. 5.125% 4/1/19 1,875 2,268
United Parcel Service Inc. 3.125% 1/15/21 13,900 14,974
United Parcel Service Inc. 2.450% 10/1/22 3,000 3,026

 

 

United Parcel Service Inc. 6.200% 1/15/38 2,385 3,354
United Parcel Service Inc. 3.625% 10/1/42 2,000 2,017
        7,354,983
Utilities (2.5%)        
Electric (1.7%)        
AEP Texas Central Co. 6.650% 2/15/33 2,952 3,821
Alabama Power Co. 5.650% 3/15/35 1,000 1,096
Alabama Power Co. 6.125% 5/15/38 1,000 1,349
Alabama Power Co. 6.000% 3/1/39 3,200 4,201
Alabama Power Co. 5.200% 6/1/41 2,575 3,223
Alabama Power Co. 4.100% 1/15/42 5,125 5,387
Ameren Illinois Co. 2.700% 9/1/22 2,600 2,640
Appalachian Power Co. 3.400% 5/24/15 1,300 1,376
Appalachian Power Co. 4.600% 3/30/21 6,500 7,537
Appalachian Power Co. 5.800% 10/1/35 400 492
Appalachian Power Co. 6.700% 8/15/37 3,750 4,991
Appalachian Power Co. 7.000% 4/1/38 365 510
Arizona Public Service Co. 5.800% 6/30/14 100 109
Arizona Public Service Co. 4.650% 5/15/15 400 436
Arizona Public Service Co. 5.500% 9/1/35 2,100 2,531
Arizona Public Service Co. 4.500% 4/1/42 4,525 4,932
Atlantic City Electric Co. 7.750% 11/15/18 2,700 3,631
Baltimore Gas & Electric Co. 5.900% 10/1/16 100 117
Baltimore Gas & Electric Co. 3.500% 11/15/21 10,600 11,358
Baltimore Gas & Electric Co. 6.350% 10/1/36 700 943
Carolina Power & Light Co. 5.125% 9/15/13 1,825 1,906
Carolina Power & Light Co. 2.800% 5/15/22 1,900 1,974
Carolina Power & Light Co. 6.300% 4/1/38 3,025 4,155
Carolina Power & Light Co. 4.100% 5/15/42 3,625 3,765
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 2,500 2,501
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 100 145
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 5,850 5,673
CenterPoint Energy Inc. 6.500% 5/1/18 150 181
Cleco Power LLC 6.000% 12/1/40 1,600 1,932
Cleveland Electric Illuminating Co. 5.700% 4/1/17 4,203 4,751
Cleveland Electric Illuminating Co. 7.880% 11/1/17 425 535
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,125 1,359
Commonwealth Edison Co. 5.950% 8/15/16 2,975 3,505
Commonwealth Edison Co. 1.950% 9/1/16 885 916
Commonwealth Edison Co. 6.150% 9/15/17 15,357 18,829
Commonwealth Edison Co. 5.800% 3/15/18 4,635 5,700
Commonwealth Edison Co. 4.000% 8/1/20 5,000 5,681
Commonwealth Edison Co. 5.875% 2/1/33 100 129
Commonwealth Edison Co. 6.450% 1/15/38 3,020 4,252
Commonwealth Edison Co. 3.800% 10/1/42 4,175 4,191
Connecticut Light & Power Co. 6.350% 6/1/36 2,225 3,058
Consolidated Edison Co. of New York Inc. 5.550% 4/1/14 335 360
Consolidated Edison Co. of New York Inc. 5.375% 12/15/15 3,213 3,678
Consolidated Edison Co. of New York Inc. 5.500% 9/15/16 2,225 2,616
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 5,000 6,493
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 550 680
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 3,615 4,800
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 1,878 2,600
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 300 440
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 5,460 7,161
Consolidated Natural Gas Co. 5.000% 12/1/14 4,660 5,054
Constellation Energy Group Inc. 4.550% 6/15/15 4,750 5,164

 

 

Constellation Energy Group Inc. 5.150% 12/1/20 3,705 4,320
Consumers Energy Co. 5.500% 8/15/16 800 932
Consumers Energy Co. 6.125% 3/15/19 125 155
Consumers Energy Co. 6.700% 9/15/19 3,960 5,182
Consumers Energy Co. 2.850% 5/15/22 12,616 13,163
Detroit Edison Co. 3.450% 10/1/20 7,005 7,816
Detroit Edison Co. 5.700% 10/1/37 425 554
Detroit Edison Co. 3.950% 6/15/42 4,000 4,188
Dominion Resources Inc. 5.150% 7/15/15 5,600 6,227
Dominion Resources Inc. 2.250% 9/1/15 2,782 2,901
Dominion Resources Inc. 1.950% 8/15/16 2,150 2,229
Dominion Resources Inc. 5.600% 11/15/16 670 787
Dominion Resources Inc. 1.400% 9/15/17 3,675 3,690
Dominion Resources Inc. 6.000% 11/30/17 1,750 2,119
Dominion Resources Inc. 6.400% 6/15/18 300 376
Dominion Resources Inc. 5.200% 8/15/19 300 357
Dominion Resources Inc. 2.750% 9/15/22 4,800 4,836
Dominion Resources Inc. 6.300% 3/15/33 350 448
Dominion Resources Inc. 5.950% 6/15/35 2,375 3,016
Dominion Resources Inc. 4.900% 8/1/41 4,075 4,754
Dominion Resources Inc. 4.050% 9/15/42 1,300 1,318
4 Dominion Resources Inc. 7.500% 6/30/66 950 1,031
DTE Energy Co. 6.375% 4/15/33 100 130
Duke Energy Carolinas LLC 5.750% 11/15/13 100 106
Duke Energy Carolinas LLC 1.750% 12/15/16 2,785 2,883
Duke Energy Carolinas LLC 5.250% 1/15/18 2,000 2,401
Duke Energy Carolinas LLC 5.100% 4/15/18 2,000 2,386
Duke Energy Carolinas LLC 4.300% 6/15/20 2,500 2,896
Duke Energy Carolinas LLC 3.900% 6/15/21 5,068 5,694
Duke Energy Carolinas LLC 6.000% 12/1/28 2,994 3,747
Duke Energy Carolinas LLC 6.450% 10/15/32 1,425 1,887
Duke Energy Carolinas LLC 6.100% 6/1/37 2,225 2,887
Duke Energy Carolinas LLC 6.000% 1/15/38 450 586
Duke Energy Carolinas LLC 6.050% 4/15/38 525 692
Duke Energy Carolinas LLC 5.300% 2/15/40 5,290 6,419
Duke Energy Carolinas LLC 4.250% 12/15/41 1,850 1,959
Duke Energy Carolinas LLC 4.000% 9/30/42 7,525 7,686
Duke Energy Corp. 3.950% 9/15/14 4,350 4,612
Duke Energy Corp. 3.350% 4/1/15 4,650 4,921
Duke Energy Corp. 2.150% 11/15/16 925 958
Duke Energy Corp. 1.625% 8/15/17 525 527
Duke Energy Corp. 5.050% 9/15/19 3,775 4,421
Duke Energy Corp. 3.050% 8/15/22 1,550 1,571
Duke Energy Indiana Inc. 6.050% 6/15/16 1,600 1,872
Duke Energy Indiana Inc. 3.750% 7/15/20 2,500 2,781
Duke Energy Indiana Inc. 6.120% 10/15/35 325 409
Duke Energy Indiana Inc. 6.350% 8/15/38 3,775 5,145
Duke Energy Indiana Inc. 4.200% 3/15/42 1,000 1,021
Duke Energy Ohio Inc. 5.450% 4/1/19 5,000 6,017
Edison International 3.750% 9/15/17 1,690 1,818
El Paso Electric Co. 6.000% 5/15/35 600 720
Entergy Arkansas Inc. 3.750% 2/15/21 3,350 3,616
Entergy Gulf States Louisiana LLC 3.950% 10/1/20 675 733
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,670 1,945
Entergy Louisiana LLC 1.875% 12/15/14 850 874
Entergy Louisiana LLC 5.400% 11/1/24 4,652 5,742
Exelon Corp. 4.900% 6/15/15 1,400 1,538

 

 

Exelon Corp. 5.625% 6/15/35 200 229
Exelon Generation Co. LLC 6.200% 10/1/17 295 352
Exelon Generation Co. LLC 4.000% 10/1/20 1,800 1,907
6 Exelon Generation Co. LLC 5.600% 6/15/42 848 909
FirstEnergy Corp. 7.375% 11/15/31 4,665 6,116
FirstEnergy Solutions Corp. 4.800% 2/15/15 3,500 3,780
Florida Power & Light Co. 5.550% 11/1/17 2,675 3,275
Florida Power & Light Co. 5.950% 10/1/33 225 302
Florida Power & Light Co. 5.625% 4/1/34 2,160 2,785
Florida Power & Light Co. 4.950% 6/1/35 250 297
Florida Power & Light Co. 5.400% 9/1/35 425 534
Florida Power & Light Co. 6.200% 6/1/36 1,050 1,451
Florida Power & Light Co. 5.650% 2/1/37 725 944
Florida Power & Light Co. 5.850% 5/1/37 1,265 1,689
Florida Power & Light Co. 5.950% 2/1/38 3,100 4,210
Florida Power & Light Co. 5.960% 4/1/39 6,100 8,290
Florida Power & Light Co. 5.690% 3/1/40 425 567
Florida Power & Light Co. 5.250% 2/1/41 500 632
Florida Power & Light Co. 4.125% 2/1/42 6,250 6,712
Florida Power Corp. 5.100% 12/1/15 590 665
Florida Power Corp. 5.650% 6/15/18 1,175 1,430
Florida Power Corp. 6.350% 9/15/37 775 1,050
Florida Power Corp. 6.400% 6/15/38 3,250 4,457
Florida Power Corp. 5.650% 4/1/40 3,500 4,418
Georgia Power Co. 0.750% 8/10/15 1,075 1,078
Georgia Power Co. 3.000% 4/15/16 6,625 7,133
Georgia Power Co. 5.700% 6/1/17 2,525 3,051
Georgia Power Co. 5.650% 3/1/37 100 125
Georgia Power Co. 5.400% 6/1/40 375 462
Georgia Power Co. 4.300% 3/15/42 5,900 6,248
Iberdrola International BV 6.750% 7/15/36 4,285 4,543
Indiana Michigan Power Co. 7.000% 3/15/19 550 687
Indiana Michigan Power Co. 6.050% 3/15/37 2,850 3,551
4 Integrys Energy Group Inc. 6.110% 12/1/66 1,600 1,680
Interstate Power & Light Co. 6.250% 7/15/39 925 1,221
Jersey Central Power & Light Co. 5.625% 5/1/16 2,525 2,919
Jersey Central Power & Light Co. 5.650% 6/1/17 775 910
4 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 1,490 1,698
Kansas City Power & Light Co. 6.050% 11/15/35 525 646
Kansas City Power & Light Co. 5.300% 10/1/41 2,545 2,942
4 Kansas Gas & Electric Co. 5.647% 3/29/21 77 84
Kentucky Utilities Co. 1.625% 11/1/15 2,795 2,874
Kentucky Utilities Co. 3.250% 11/1/20 4,775 5,176
Kentucky Utilities Co. 5.125% 11/1/40 3,575 4,468
LG&E & KU Energy LLC 2.125% 11/15/15 1,350 1,375
LG&E & KU Energy LLC 3.750% 11/15/20 1,600 1,677
LG&E & KU Energy LLC 4.375% 10/1/21 3,625 3,966
Louisville Gas & Electric Co. 1.625% 11/15/15 4,875 5,009
Louisville Gas & Electric Co. 5.125% 11/15/40 1,325 1,635
Metropolitan Edison Co. 7.700% 1/15/19 1,348 1,707
MidAmerican Energy Co. 5.950% 7/15/17 2,810 3,415
MidAmerican Energy Co. 5.300% 3/15/18 100 120
MidAmerican Energy Co. 6.750% 12/30/31 4,150 5,706
MidAmerican Energy Co. 5.750% 11/1/35 1,575 2,016
MidAmerican Energy Holdings Co. 5.000% 2/15/14 425 450
MidAmerican Energy Holdings Co. 5.750% 4/1/18 4,255 5,149
MidAmerican Energy Holdings Co. 8.480% 9/15/28 100 148

 

 

MidAmerican Energy Holdings Co. 6.125% 4/1/36 9,725 12,437
MidAmerican Energy Holdings Co. 5.950% 5/15/37 8,367 10,542
MidAmerican Energy Holdings Co. 6.500% 9/15/37 8,230 11,017
Midamerican Funding LLC 6.927% 3/1/29 3,935 5,232
Mississippi Power Co. 4.250% 3/15/42 4,475 4,606
National Rural Utilities Cooperative Finance        
Corp. 4.750% 3/1/14 3,375 3,570
National Rural Utilities Cooperative Finance        
Corp. 1.000% 2/2/15 6,550 6,610
National Rural Utilities Cooperative Finance        
Corp. 3.050% 3/1/16 2,950 3,152
National Rural Utilities Cooperative Finance        
Corp. 5.450% 4/10/17 175 208
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 1,525 1,832
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 3,500 5,176
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 6,010 6,370
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 2,225 3,391
Nevada Power Co. 6.500% 5/15/18 1,290 1,635
Nevada Power Co. 6.500% 8/1/18 10,543 13,463
Nevada Power Co. 7.125% 3/15/19 4,150 5,421
Nevada Power Co. 6.650% 4/1/36 590 815
Nevada Power Co. 6.750% 7/1/37 975 1,373
Nevada Power Co. 5.450% 5/15/41 500 619
NextEra Energy Capital Holdings Inc. 2.550% 11/15/13 2,375 2,416
NextEra Energy Capital Holdings Inc. 1.200% 6/1/15 3,250 3,271
NextEra Energy Capital Holdings Inc. 2.600% 9/1/15 350 363
NextEra Energy Capital Holdings Inc. 7.875% 12/15/15 2,000 2,407
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 3,613 4,268
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 885 995
4 NextEra Energy Capital Holdings Inc. 6.350% 10/1/66 2,075 2,194
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 1,503 1,608
4 NextEra Energy Capital Holdings Inc. 7.300% 9/1/67 325 356
Northern States Power Co. 1.950% 8/15/15 425 441
Northern States Power Co. 5.250% 3/1/18 625 758
Northern States Power Co. 5.250% 7/15/35 100 124
Northern States Power Co. 6.250% 6/1/36 525 734
Northern States Power Co. 6.200% 7/1/37 1,475 2,067
Northern States Power Co. 5.350% 11/1/39 1,325 1,695
Northern States Power Co. 4.850% 8/15/40 950 1,147
NSTAR Electric Co. 4.875% 4/15/14 625 665
NSTAR Electric Co. 5.625% 11/15/17 2,060 2,471
NSTAR Electric Co. 5.500% 3/15/40 1,250 1,618
NSTAR LLC 4.500% 11/15/19 8,482 9,662
Oglethorpe Power Corp. 5.950% 11/1/39 600 779
Oglethorpe Power Corp. 5.375% 11/1/40 3,345 3,990
Ohio Edison Co. 6.400% 7/15/16 1,275 1,511
Ohio Power Co. 6.000% 6/1/16 1,520 1,768
Ohio Power Co. 5.375% 10/1/21 3,000 3,687
Ohio Power Co. 5.850% 10/1/35 1,050 1,320
Oklahoma Gas & Electric Co. 5.850% 6/1/40 1,200 1,543
Oklahoma Gas & Electric Co. 5.250% 5/15/41 1,250 1,513
Oncor Electric Delivery Co. LLC 6.375% 1/15/15 2,150 2,389
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 3,170 3,904

 

 

Oncor Electric Delivery Co. LLC 7.000% 9/1/22 2,900 3,632
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 1,000 1,220
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 150 190
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,800 2,336
Pacific Gas & Electric Co. 4.800% 3/1/14 6,370 6,740
Pacific Gas & Electric Co. 5.625% 11/30/17 7,376 8,981
Pacific Gas & Electric Co. 8.250% 10/15/18 4,105 5,647
Pacific Gas & Electric Co. 3.500% 10/1/20 3,590 3,960
Pacific Gas & Electric Co. 4.250% 5/15/21 4,400 5,073
Pacific Gas & Electric Co. 6.050% 3/1/34 11,165 14,630
Pacific Gas & Electric Co. 5.800% 3/1/37 5,705 7,224
Pacific Gas & Electric Co. 6.350% 2/15/38 4,000 5,459
Pacific Gas & Electric Co. 6.250% 3/1/39 2,673 3,617
Pacific Gas & Electric Co. 5.400% 1/15/40 1,200 1,475
Pacific Gas & Electric Co. 4.450% 4/15/42 275 298
PacifiCorp 7.700% 11/15/31 1,185 1,786
PacifiCorp 5.250% 6/15/35 125 151
PacifiCorp 5.750% 4/1/37 590 767
PacifiCorp 4.100% 2/1/42 1,600 1,696
Peco Energy Co. 5.350% 3/1/18 575 692
Peco Energy Co. 2.375% 9/15/22 875 886
Pennsylvania Electric Co. 6.050% 9/1/17 5,638 6,673
Pennsylvania Electric Co. 5.200% 4/1/20 5,045 5,802
Pennsylvania Electric Co. 6.150% 10/1/38 6,925 8,377
Pepco Holdings Inc. 2.700% 10/1/15 295 307
Potomac Electric Power Co. 6.500% 11/15/37 7,193 10,305
PPL Electric Utilities Corp. 3.000% 9/15/21 590 626
PPL Electric Utilities Corp. 6.250% 5/15/39 1,075 1,500
PPL Energy Supply LLC 5.400% 8/15/14 200 213
PPL Energy Supply LLC 6.200% 5/15/16 3,149 3,565
PPL Energy Supply LLC 6.500% 5/1/18 525 618
Progress Energy Inc. 6.050% 3/15/14 625 670
Progress Energy Inc. 5.625% 1/15/16 2,795 3,194
Progress Energy Inc. 4.400% 1/15/21 5,186 5,827
Progress Energy Inc. 3.150% 4/1/22 5,800 5,899
Progress Energy Inc. 7.750% 3/1/31 625 879
Progress Energy Inc. 6.000% 12/1/39 590 740
PSEG Power LLC 5.000% 4/1/14 2,425 2,573
PSEG Power LLC 5.500% 12/1/15 3,125 3,485
PSEG Power LLC 5.320% 9/15/16 885 1,010
PSEG Power LLC 5.125% 4/15/20 540 620
PSEG Power LLC 4.150% 9/15/21 1,100 1,189
PSEG Power LLC 8.625% 4/15/31 975 1,436
Public Service Co. of Colorado 5.500% 4/1/14 175 188
Public Service Co. of Colorado 5.800% 8/1/18 425 526
Public Service Co. of Colorado 5.125% 6/1/19 3,925 4,745
Public Service Co. of Colorado 3.200% 11/15/20 5,900 6,459
Public Service Co. of Colorado 6.250% 9/1/37 475 664
Public Service Co. of Colorado 4.750% 8/15/41 1,500 1,775
Public Service Co. of Colorado 3.600% 9/15/42 800 790
Public Service Co. of Oklahoma 5.150% 12/1/19 650 756
Public Service Co. of Oklahoma 4.400% 2/1/21 2,585 2,898
Public Service Co. of Oklahoma 6.625% 11/15/37 1,550 2,051
Public Service Electric & Gas Co. 3.500% 8/15/20 625 696
Public Service Electric & Gas Co. 5.800% 5/1/37 3,275 4,380
Public Service Electric & Gas Co. 5.500% 3/1/40 3,175 4,168
Public Service Electric & Gas Co. 3.950% 5/1/42 7,700 8,219

 

 

Public Service Electric & Gas Co. 3.650% 9/1/42 3,250 3,292
Puget Sound Energy Inc. 5.483% 6/1/35 1,350 1,708
Puget Sound Energy Inc. 6.274% 3/15/37 1,525 2,141
Puget Sound Energy Inc. 5.757% 10/1/39 1,400 1,849
Puget Sound Energy Inc. 5.795% 3/15/40 660 871
Puget Sound Energy Inc. 5.764% 7/15/40 600 784
Puget Sound Energy Inc. 4.434% 11/15/41 4,800 5,371
San Diego Gas & Electric Co. 5.300% 11/15/15 650 743
San Diego Gas & Electric Co. 3.000% 8/15/21 4,350 4,653
San Diego Gas & Electric Co. 5.350% 5/15/35 250 318
San Diego Gas & Electric Co. 5.350% 5/15/40 2,000 2,614
San Diego Gas & Electric Co. 4.500% 8/15/40 3,295 3,821
San Diego Gas & Electric Co. 3.950% 11/15/41 400 422
SCANA Corp. 6.250% 4/1/20 4,455 5,278
SCANA Corp. 4.750% 5/15/21 1,795 1,949
Sierra Pacific Power Co. 6.000% 5/15/16 4,050 4,732
Sierra Pacific Power Co. 6.750% 7/1/37 1,450 2,013
South Carolina Electric & Gas Co. 6.500% 11/1/18 2,275 2,865
South Carolina Electric & Gas Co. 6.625% 2/1/32 2,525 3,391
South Carolina Electric & Gas Co. 6.050% 1/15/38 1,550 2,050
South Carolina Electric & Gas Co. 4.350% 2/1/42 950 1,023
Southern California Edison Co. 5.000% 1/15/14 2,725 2,886
Southern California Edison Co. 5.750% 3/15/14 700 753
Southern California Edison Co. 4.650% 4/1/15 425 466
Southern California Edison Co. 5.000% 1/15/16 1,025 1,166
Southern California Edison Co. 3.875% 6/1/21 2,000 2,272
Southern California Edison Co. 6.650% 4/1/29 150 200
Southern California Edison Co. 6.000% 1/15/34 1,000 1,328
Southern California Edison Co. 5.750% 4/1/35 325 423
Southern California Edison Co. 5.350% 7/15/35 4,185 5,198
Southern California Edison Co. 5.550% 1/15/36 500 641
Southern California Edison Co. 5.625% 2/1/36 1,875 2,415
Southern California Edison Co. 5.950% 2/1/38 2,800 3,763
Southern California Edison Co. 4.500% 9/1/40 10,307 11,796
Southern California Edison Co. 4.050% 3/15/42 1,575 1,680
Southern Co. 2.375% 9/15/15 2,850 2,985
Southern Co. 1.950% 9/1/16 590 610
Southern Power Co. 4.875% 7/15/15 2,125 2,341
Southern Power Co. 5.150% 9/15/41 6,640 7,668
Southwestern Electric Power Co. 5.550% 1/15/17 100 113
Southwestern Electric Power Co. 6.450% 1/15/19 4,763 5,856
Southwestern Electric Power Co. 3.550% 2/15/22 2,000 2,102
Tampa Electric Co. 6.100% 5/15/18 475 594
Tampa Electric Co. 2.600% 9/15/22 1,000 1,009
Tampa Electric Co. 6.550% 5/15/36 675 942
TECO Finance Inc. 4.000% 3/15/16 1,100 1,198
TECO Finance Inc. 6.572% 11/1/17 470 573
TECO Finance Inc. 5.150% 3/15/20 6,000 7,077
Toledo Edison Co. 6.150% 5/15/37 3,619 4,528
TransAlta Corp. 4.750% 1/15/15 400 423
TransAlta Corp. 6.650% 5/15/18 2,325 2,673
Tucson Electric Power Co. 5.150% 11/15/21 1,045 1,167
UIL Holdings Corp. 4.625% 10/1/20 1,000 1,054
Union Electric Co. 6.700% 2/1/19 2,432 3,108
Union Electric Co. 5.300% 8/1/37 2,919 3,576
Union Electric Co. 8.450% 3/15/39 2,300 3,929
Virginia Electric & Power Co. 5.400% 1/15/16 5,250 6,036

 

 

Virginia Electric & Power Co. 2.950% 1/15/22 2,025 2,146
Virginia Electric & Power Co. 3.450% 9/1/22 11,095 12,134
Virginia Electric & Power Co. 6.000% 1/15/36 1,575 2,119
Westar Energy Inc. 4.125% 3/1/42 4,375 4,691
Wisconsin Electric Power Co. 6.000% 4/1/14 825 892
Wisconsin Electric Power Co. 4.250% 12/15/19 2,650 3,080
Wisconsin Electric Power Co. 2.950% 9/15/21 3,915 4,125
4 Wisconsin Energy Corp. 6.250% 5/15/67 5,325 5,684
Wisconsin Power & Light Co. 5.000% 7/15/19 475 562
Wisconsin Power & Light Co. 6.375% 8/15/37 1,625 2,298
Xcel Energy Inc. 5.613% 4/1/17 275 323
Xcel Energy Inc. 4.700% 5/15/20 7,095 8,266
Xcel Energy Inc. 6.500% 7/1/36 4,215 5,773
 
Natural Gas (0.8%)        
AGL Capital Corp. 5.250% 8/15/19 1,600 1,884
AGL Capital Corp. 3.500% 9/15/21 650 707
AGL Capital Corp. 5.875% 3/15/41 5,700 7,496
Atmos Energy Corp. 4.950% 10/15/14 2,125 2,299
Atmos Energy Corp. 8.500% 3/15/19 450 602
Atmos Energy Corp. 5.500% 6/15/41 7,300 9,190
Boardwalk Pipelines LP 5.500% 2/1/17 925 1,020
British Transco Finance Inc. 6.625% 6/1/18 3,175 3,856
Buckeye Partners LP 6.050% 1/15/18 100 112
CenterPoint Energy Resources Corp. 6.150% 5/1/16 970 1,119
CenterPoint Energy Resources Corp. 4.500% 1/15/21 2,501 2,836
CenterPoint Energy Resources Corp. 6.625% 11/1/37 2,300 3,112
CenterPoint Energy Resources Corp. 5.850% 1/15/41 625 789
DCP Midstream LLC 8.125% 8/16/30 4,950 6,546
DCP Midstream Operating LP 3.250% 10/1/15 1,200 1,231
DCP Midstream Operating LP 4.950% 4/1/22 1,000 1,055
El Paso Natural Gas Co. LLC 5.950% 4/15/17 11,365 13,090
El Paso Pipeline Partners Operating Co. LLC 6.500% 4/1/20 3,836 4,507
Enbridge Energy Partners LP 6.500% 4/15/18 5,125 6,209
Enbridge Energy Partners LP 9.875% 3/1/19 5,180 7,049
Enbridge Energy Partners LP 5.200% 3/15/20 525 602
Enbridge Energy Partners LP 7.500% 4/15/38 4,500 6,033
Enbridge Inc. 4.900% 3/1/15 800 872
Enbridge Inc. 5.600% 4/1/17 2,160 2,506
Energy Transfer Partners LP 8.500% 4/15/14 4,713 5,207
Energy Transfer Partners LP 5.950% 2/1/15 5,370 5,893
Energy Transfer Partners LP 6.125% 2/15/17 4,970 5,709
Energy Transfer Partners LP 9.000% 4/15/19 1,679 2,170
Energy Transfer Partners LP 4.650% 6/1/21 705 760
Energy Transfer Partners LP 5.200% 2/1/22 2,135 2,378
Energy Transfer Partners LP 6.625% 10/15/36 750 850
Energy Transfer Partners LP 7.500% 7/1/38 7,257 8,774
Energy Transfer Partners LP 6.050% 6/1/41 5,000 5,472
Energy Transfer Partners LP 6.500% 2/1/42 10,115 11,712
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 9.750% 1/31/14 7,325 8,173
Enterprise Products Operating LLC 5.600% 10/15/14 9,615 10,527
Enterprise Products Operating LLC 1.250% 8/13/15 3,175 3,202

 

 

Enterprise Products Operating LLC 6.300% 9/15/17 4,200 5,110
Enterprise Products Operating LLC 6.650% 4/15/18 1,900 2,338
Enterprise Products Operating LLC 6.500% 1/31/19 1,750 2,176
Enterprise Products Operating LLC 6.875% 3/1/33 5,398 6,896
Enterprise Products Operating LLC 7.550% 4/15/38 3,130 4,224
Enterprise Products Operating LLC 5.950% 2/1/41 2,105 2,508
Enterprise Products Operating LLC 4.850% 8/15/42 5,063 5,277
Enterprise Products Operating LLC 4.450% 2/15/43 5,125 5,075
6 Gulf South Pipeline Co. LP 4.000% 6/15/22 1,725 1,737
7 HNG Internorth 9.625% 3/15/06 1,000 —
KeySpan Corp. 8.000% 11/15/30 50 69
Kinder Morgan Energy Partners LP 5.000% 12/15/13 5,800 6,093
Kinder Morgan Energy Partners LP 5.125% 11/15/14 3,250 3,534
Kinder Morgan Energy Partners LP 3.500% 3/1/16 4,085 4,399
Kinder Morgan Energy Partners LP 5.950% 2/15/18 3,300 3,978
Kinder Morgan Energy Partners LP 9.000% 2/1/19 5,127 6,817
Kinder Morgan Energy Partners LP 6.850% 2/15/20 2,300 2,898
Kinder Morgan Energy Partners LP 5.300% 9/15/20 5,000 5,849
Kinder Morgan Energy Partners LP 3.950% 9/1/22 4,550 4,888
Kinder Morgan Energy Partners LP 3.450% 2/15/23 2,350 2,422
Kinder Morgan Energy Partners LP 7.400% 3/15/31 980 1,248
Kinder Morgan Energy Partners LP 7.300% 8/15/33 1,700 2,159
Kinder Morgan Energy Partners LP 6.500% 2/1/37 2,200 2,641
Kinder Morgan Energy Partners LP 6.950% 1/15/38 2,340 2,995
Kinder Morgan Energy Partners LP 6.500% 9/1/39 5,275 6,476
Kinder Morgan Energy Partners LP 6.550% 9/15/40 5,000 6,214
Kinder Morgan Energy Partners LP 5.625% 9/1/41 500 568
Kinder Morgan Energy Partners LP 5.000% 8/15/42 2,350 2,447
Magellan Midstream Partners LP 5.650% 10/15/16 3,910 4,538
Magellan Midstream Partners LP 6.550% 7/15/19 6,750 8,307
Magellan Midstream Partners LP 4.250% 2/1/21 3,950 4,332
National Grid plc 6.300% 8/1/16 2,450 2,841
Nisource Finance Corp. 5.400% 7/15/14 425 456
Nisource Finance Corp. 5.250% 9/15/17 2,200 2,547
Nisource Finance Corp. 6.400% 3/15/18 885 1,080
Nisource Finance Corp. 6.800% 1/15/19 4,250 5,146
Nisource Finance Corp. 5.450% 9/15/20 1,400 1,648
Nisource Finance Corp. 6.125% 3/1/22 11,745 14,385
Nisource Finance Corp. 6.250% 12/15/40 2,350 2,955
Nisource Finance Corp. 5.800% 2/1/42 75 90
ONEOK Inc. 5.200% 6/15/15 1,000 1,089
ONEOK Inc. 4.250% 2/1/22 1,250 1,355
ONEOK Inc. 6.000% 6/15/35 5,165 5,654
ONEOK Partners LP 3.250% 2/1/16 4,050 4,270
ONEOK Partners LP 6.150% 10/1/16 4,340 5,071
ONEOK Partners LP 8.625% 3/1/19 2,500 3,283
ONEOK Partners LP 3.375% 10/1/22 675 680
ONEOK Partners LP 6.650% 10/1/36 4,775 5,697
ONEOK Partners LP 6.850% 10/15/37 2,575 3,166
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 7,928 9,378
Panhandle Eastern Pipe Line Co. LP 7.000% 6/15/18 325 399
Plains All American Pipeline LP / PAA        
Finance Corp. 6.125% 1/15/17 2,000 2,378
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 125 168
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 5,300 6,211

 

 

Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 1,500 1,591
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 1,320 1,692
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 1,825 2,067
Questar Corp. 2.750% 2/1/16 2,075 2,179
Sempra Energy 6.500% 6/1/16 3,885 4,630
Sempra Energy 2.300% 4/1/17 175 183
Sempra Energy 9.800% 2/15/19 1,500 2,117
Sempra Energy 2.875% 10/1/22 2,125 2,153
Sempra Energy 6.000% 10/15/39 10,810 14,107
Southern California Gas Co. 5.750% 11/15/35 400 529
Southern California Gas Co. 3.750% 9/15/42 3,325 3,392
6 Southern Natural Gas Co. LLC 5.900% 4/1/17 1,950 2,289
Southern Natural Gas Co. LLC 8.000% 3/1/32 2,299 3,292
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 7,465 8,062
Southern Union Co. 8.250% 11/15/29 400 495
Spectra Energy Capital LLC 5.500% 3/1/14 1,250 1,325
Spectra Energy Capital LLC 5.668% 8/15/14 100 108
Spectra Energy Capital LLC 8.000% 10/1/19 835 1,095
Spectra Energy Capital LLC 6.750% 2/15/32 725 877
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 3,236 3,744
Tennessee Gas Pipeline Co. LLC 7.500% 4/1/17 720 890
Texas Eastern Transmission LP 7.000% 7/15/32 100 133
Texas Gas Transmission LLC 4.600% 6/1/15 1,275 1,384
TransCanada PipeLines Ltd. 3.400% 6/1/15 4,000 4,283
TransCanada PipeLines Ltd. 6.500% 8/15/18 10,540 13,216
TransCanada PipeLines Ltd. 3.800% 10/1/20 6,140 6,932
TransCanada PipeLines Ltd. 2.500% 8/1/22 6,075 6,121
TransCanada PipeLines Ltd. 5.600% 3/31/34 1,400 1,769
TransCanada PipeLines Ltd. 5.850% 3/15/36 2,675 3,523
TransCanada PipeLines Ltd. 6.200% 10/15/37 7,925 10,874
TransCanada PipeLines Ltd. 7.250% 8/15/38 300 447
TransCanada PipeLines Ltd. 7.625% 1/15/39 690 1,066
4 TransCanada PipeLines Ltd. 6.350% 5/15/67 4,100 4,387
Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 295 356
6 Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 3,125 3,225
Western Gas Partners LP 5.375% 6/1/21 2,950 3,340
Williams Cos. Inc. 7.500% 1/15/31 1,329 1,667
Williams Cos. Inc. 7.750% 6/15/31 842 1,078
Williams Cos. Inc. 8.750% 3/15/32 3,560 4,943
Williams Partners LP 3.800% 2/15/15 1,200 1,276
Williams Partners LP 5.250% 3/15/20 7,901 9,175
Williams Partners LP 4.000% 11/15/21 3,000 3,239
Williams Partners LP 3.350% 8/15/22 850 865
Williams Partners LP 6.300% 4/15/40 8,295 10,455
Williams Partners LP / Williams Partners        
Finance Corp. 7.250% 2/1/17 13,250 16,240
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 2,425 2,885
American Water Capital Corp. 6.593% 10/15/37 1,875 2,424
United Utilities plc 5.375% 2/1/19 5,400 5,959

 

 

Veolia Environnement SA 6.000% 6/1/18 6,000 6,997
 
        1,556,464
Total Corporate Bonds (Cost $11,884,869)       13,186,258
Sovereign Bonds (U.S. Dollar-Denominated) (4.6%)        
African Development Bank 3.000% 5/27/14 9,560 9,963
African Development Bank 1.250% 9/2/16 3,100 3,171
African Development Bank 1.125% 3/15/17 4,200 4,268
Asian Development Bank 2.750% 5/21/14 8,875 9,209
Asian Development Bank 0.875% 6/10/14 500 505
Asian Development Bank 4.250% 10/20/14 3,550 3,814
Asian Development Bank 2.625% 2/9/15 20,005 21,028
Asian Development Bank 2.500% 3/15/16 11,150 11,870
Asian Development Bank 5.500% 6/27/16 5,450 6,442
Asian Development Bank 1.125% 3/15/17 21,275 21,693
Asian Development Bank 5.250% 6/12/17 100 121
Asian Development Bank 5.593% 7/16/18 1,700 2,089
Asian Development Bank 1.875% 10/23/18 5,120 5,395
Asian Development Bank 1.750% 3/21/19 12,350 12,824
6 Banco del Estado de Chile 3.875% 2/8/22 200 212
Banco do Brasil SA 3.875% 1/23/17 1,650 1,717
Canada 2.375% 9/10/14 4,385 4,579
Canada 0.875% 2/14/17 19,250 19,523
China Development Bank Corp. 4.750% 10/8/14 2,625 2,800
China Development Bank Corp. 5.000% 10/15/15 525 580
6 Corp Nacional del Cobre de Chile 3.000% 7/17/22 6,000 6,022
Corp. Andina de Fomento 5.125% 5/5/15 3,775 4,098
Corp. Andina de Fomento 3.750% 1/15/16 9,060 9,497
Corp. Andina de Fomento 8.125% 6/4/19 1,775 2,295
Corp. Andina de Fomento 4.375% 6/15/22 17,046 18,484
Council Of Europe Development Bank 2.750% 2/10/15 2,200 2,306
Council Of Europe Development Bank 2.625% 2/16/16 4,240 4,483
Council Of Europe Development Bank 1.500% 2/22/17 6,000 6,140
Council Of Europe Development Bank 1.500% 6/19/17 1,350 1,384
8 Development Bank of Japan Inc. 4.250% 6/9/15 5,815 6,373
Ecopetrol SA 7.625% 7/23/19 1,725 2,215
European Bank for Reconstruction &        
Development 2.750% 4/20/15 7,700 8,091
European Bank for Reconstruction &        
Development 1.625% 9/3/15 1,800 1,860
European Bank for Reconstruction &        
Development 2.500% 3/15/16 11,975 12,685
European Bank for Reconstruction &        
Development 1.375% 10/20/16 4,735 4,859
European Bank for Reconstruction &        
Development 0.750% 9/1/17 8,075 8,073
European Investment Bank 1.250% 2/14/14 24,090 24,369
European Investment Bank 2.375% 3/14/14 9,400 9,656
European Investment Bank 1.500% 5/15/14 13,575 13,806
European Investment Bank 4.625% 5/15/14 11,075 11,813
European Investment Bank 3.125% 6/4/14 16,395 17,100
European Investment Bank 1.125% 8/15/14 12,900 13,066
European Investment Bank 0.875% 12/15/14 17,220 17,376
European Investment Bank 2.875% 1/15/15 7,875 8,289
European Investment Bank 2.750% 3/23/15 10,325 10,881
European Investment Bank 1.125% 4/15/15 26,000 26,387

 

 

European Investment Bank 1.000% 7/15/15 24,000 24,275
European Investment Bank 1.625% 9/1/15 19,545 20,137
European Investment Bank 1.375% 10/20/15 4,545 4,656
European Investment Bank 4.875% 2/16/16 9,500 10,796
European Investment Bank 2.250% 3/15/16 18,400 19,303
European Investment Bank 2.500% 5/16/16 15,700 16,647
European Investment Bank 2.125% 7/15/16 6,000 6,294
European Investment Bank 5.125% 9/13/16 14,700 17,160
European Investment Bank 1.250% 10/14/16 6,650 6,770
European Investment Bank 4.875% 1/17/17 5,500 6,409
European Investment Bank 1.750% 3/15/17 35,100 36,445
European Investment Bank 5.125% 5/30/17 9,150 10,893
European Investment Bank 1.625% 6/15/17 1,000 1,032
European Investment Bank 1.125% 9/15/17 9,400 9,476
European Investment Bank 1.000% 12/15/17 1,850 1,850
European Investment Bank 2.875% 9/15/20 14,650 15,729
European Investment Bank 4.000% 2/16/21 11,575 13,367
European Investment Bank 4.875% 2/15/36 100 119
Export Development Canada 3.125% 4/24/14 15,175 15,872
Export Development Canada 2.250% 5/28/15 1,550 1,630
Export Development Canada 1.250% 10/26/16 705 728
Export-Import Bank of Korea 8.125% 1/21/14 11,800 12,845
Export-Import Bank of Korea 5.875% 1/14/15 1,750 1,923
Export-Import Bank of Korea 5.125% 3/16/15 3,275 3,559
Export-Import Bank of Korea 4.125% 9/9/15 5,925 6,369
Export-Import Bank of Korea 3.750% 10/20/16 5,575 6,007
Export-Import Bank of Korea 4.000% 1/11/17 4,250 4,623
Export-Import Bank of Korea 5.125% 6/29/20 3,600 4,197
Export-Import Bank of Korea 4.000% 1/29/21 2,500 2,734
Export-Import Bank of Korea 5.000% 4/11/22 3,300 3,893
Federative Republic of Brazil 10.500% 7/14/14 1,275 1,494
Federative Republic of Brazil 7.875% 3/7/15 4,875 5,684
Federative Republic of Brazil 6.000% 1/17/17 21,330 25,468
4 Federative Republic of Brazil 8.000% 1/15/18 6,096 7,242
Federative Republic of Brazil 5.875% 1/15/19 31,050 38,657
Federative Republic of Brazil 8.875% 10/14/19 3,600 5,211
Federative Republic of Brazil 4.875% 1/22/21 19,470 23,265
Federative Republic of Brazil 8.875% 4/15/24 1,525 2,455
Federative Republic of Brazil 8.750% 2/4/25 4,200 6,762
Federative Republic of Brazil 10.125% 5/15/27 4,200 7,591
Federative Republic of Brazil 8.250% 1/20/34 750 1,234
Federative Republic of Brazil 7.125% 1/20/37 11,425 17,114
Federative Republic of Brazil 11.000% 8/17/40 4,350 5,555
Federative Republic of Brazil 5.625% 1/7/41 27,250 34,921
Hydro-Quebec 7.500% 4/1/16 3,650 4,478
Hydro-Quebec 2.000% 6/30/16 18,000 18,642
Hydro-Quebec 1.375% 6/19/17 4,300 4,363
Hydro-Quebec 8.400% 1/15/22 3,040 4,413
Hydro-Quebec 8.050% 7/7/24 1,350 2,021
Hydro-Quebec 8.500% 12/1/29 100 165
Inter-American Development Bank 3.000% 4/22/14 20,725 21,564
Inter-American Development Bank 2.250% 7/15/15 9,625 10,080
Inter-American Development Bank 0.500% 8/17/15 4,900 4,922
Inter-American Development Bank 4.250% 9/14/15 3,450 3,838
Inter-American Development Bank 5.125% 9/13/16 100 118
Inter-American Development Bank 1.375% 10/18/16 9,810 10,099
Inter-American Development Bank 1.125% 3/15/17 10,650 10,871

 

 

Inter-American Development Bank 2.375% 8/15/17 5,100 5,494
Inter-American Development Bank 1.750% 8/24/18 6,795 7,133
Inter-American Development Bank 1.125% 9/12/19 9,800 9,761
Inter-American Development Bank 3.875% 9/17/19 16,750 19,731
Inter-American Development Bank 3.875% 2/14/20 2,300 2,702
Inter-American Development Bank 7.000% 6/15/25 1,125 1,613
Inter-American Development Bank 3.200% 8/7/42 2,000 1,937
International Bank for Reconstruction &        
Development 3.500% 10/8/13 7,410 7,643
International Bank for Reconstruction &        
Development 0.500% 11/26/13 2,525 2,531
International Bank for Reconstruction &        
Development 1.125% 8/25/14 10,275 10,419
International Bank for Reconstruction &        
Development 2.375% 5/26/15 31,070 32,722
International Bank for Reconstruction &        
Development 2.125% 3/15/16 20,450 21,552
International Bank for Reconstruction &        
Development 5.000% 4/1/16 9,975 11,545
International Bank for Reconstruction &        
Development 1.000% 9/15/16 5,995 6,085
International Bank for Reconstruction &        
Development 0.875% 4/17/17 32,975 33,315
International Bank for Reconstruction &        
Development 7.625% 1/19/23 950 1,419
International Bank for Reconstruction &        
Development 8.875% 3/1/26 450 769
International Finance Corp. 3.000% 4/22/14 11,675 12,146
International Finance Corp. 2.750% 4/20/15 3,250 3,448
International Finance Corp. 2.250% 4/11/16 5,000 5,314
International Finance Corp. 1.125% 11/23/16 14,950 15,271
International Finance Corp. 1.000% 4/24/17 5,650 5,719
International Finance Corp. 2.125% 11/17/17 10,175 10,877
8 Japan Bank for International Cooperation 2.875% 2/2/15 6,300 6,638
8 Japan Bank for International Cooperation 1.875% 9/24/15 6,065 6,284
8 Japan Bank for International Cooperation 2.500% 1/21/16 5,600 5,926
8 Japan Bank for International Cooperation 2.500% 5/18/16 6,200 6,594
8 Japan Bank for International Cooperation 2.250% 7/13/16 5,000 5,276
8 Japan Bank for International Cooperation 1.125% 7/19/17 6,675 6,725
8 Japan Bank for International Cooperation 2.125% 2/7/19 5,000 5,207
8 Japan Finance Organization for Municipalities 4.625% 4/21/15 2,675 2,943
8 Japan Finance Organization for Municipalities 5.000% 5/16/17 1,600 1,884
8 Japan Finance Organization for Municipalities 4.000% 1/13/21 5,625 6,534
9 KFW 4.000% 10/15/13 7,500 7,775
9 KFW 1.375% 1/13/14 30,475 30,783
9 KFW 3.500% 3/10/14 300 313
9 KFW 1.500% 4/4/14 275 279
9 KFW 4.125% 10/15/14 575 618
9 KFW 2.750% 10/21/14 20,090 20,978
9 KFW 1.000% 1/12/15 29,825 30,193
9 KFW 2.625% 3/3/15 11,875 12,451
9 KFW 0.625% 4/24/15 17,700 17,699
9 KFW 1.250% 10/26/15 15,400 15,749
9 KFW 2.625% 2/16/16 3,450 3,682
9 KFW 5.125% 3/14/16 14,000 16,103
9 KFW 2.000% 6/1/16 19,000 19,887
9 KFW 1.250% 10/5/16 15,230 15,557

 

 

9 KFW 4.875% 1/17/17 3,000 3,521
9 KFW 1.250% 2/15/17 29,000 29,615
9 KFW 0.875% 9/5/17 14,200 14,206
9 KFW 4.375% 3/15/18 18,850 21,916
9 KFW 4.500% 7/16/18 6,425 7,606
9 KFW 4.875% 6/17/19 19,300 23,604
9 KFW 4.000% 1/27/20 5,500 6,415
9 KFW 2.750% 9/8/20 30,850 33,166
9 KFW 2.375% 8/25/21 9,590 9,934
9 KFW 2.000% 10/4/22 19,875 19,641
9 KFW 0.000% 4/18/36 7,000 3,255
9 KFW 0.000% 6/29/37 5,450 2,462
  Korea Development Bank 8.000% 1/23/14 3,150 3,423
  Korea Development Bank 4.375% 8/10/15 11,800 12,744
  Korea Development Bank 3.250% 3/9/16 1,180 1,239
  Korea Development Bank 4.000% 9/9/16 2,500 2,713
  Korea Development Bank 3.875% 5/4/17 2,500 2,713
  Korea Development Bank 3.500% 8/22/17 2,525 2,712
  Korea Finance Corp. 3.250% 9/20/16 4,000 4,204
  Korea Finance Corp. 2.250% 8/7/17 1,475 1,492
  Korea Finance Corp. 4.625% 11/16/21 4,000 4,538
9 Landwirtschaftliche Rentenbank 3.125% 7/15/15 6,605 7,051
9 Landwirtschaftliche Rentenbank 4.875% 11/16/15 10,650 12,036
9 Landwirtschaftliche Rentenbank 2.500% 2/15/16 7,220 7,671
9 Landwirtschaftliche Rentenbank 2.125% 7/15/16 175 185
9 Landwirtschaftliche Rentenbank 5.125% 2/1/17 2,700 3,189
9 Landwirtschaftliche Rentenbank 0.875% 9/12/17 2,325 2,320
9 Landwirtschaftliche Rentenbank 2.375% 9/13/17 4,000 4,294
9 Landwirtschaftliche Rentenbank 1.875% 9/17/18 5,600 5,839
  Nordic Investment Bank 2.625% 10/6/14 4,000 4,167
  Nordic Investment Bank 2.500% 7/15/15 3,865 4,089
  Nordic Investment Bank 2.250% 3/15/16 4,250 4,503
  Nordic Investment Bank 5.000% 2/1/17 1,150 1,354
  Nordic Investment Bank 1.000% 3/7/17 2,250 2,274
  North American Development Bank 4.375% 2/11/20 975 1,107
10 Oesterreichische Kontrollbank AG 1.375% 1/21/14 14,250 14,424
10 Oesterreichische Kontrollbank AG 4.500% 3/9/15 2,600 2,841
10 Oesterreichische Kontrollbank AG 2.000% 6/3/16 2,500 2,588
10 Oesterreichische Kontrollbank AG 5.000% 4/25/17 4,025 4,685
  Pemex Project Funding Master Trust 7.375% 12/15/14 2,500 2,831
  Pemex Project Funding Master Trust 5.750% 3/1/18 11,125 13,010
  Pemex Project Funding Master Trust 6.625% 6/15/35 9,100 11,310
  Pemex Project Funding Master Trust 6.625% 6/15/38 2,025 2,534
  People's Republic of China 4.750% 10/29/13 1,800 1,877
  Petrobras International Finance Co. - Pifco 2.875% 2/6/15 5,150 5,288
  Petrobras International Finance Co. - Pifco 3.875% 1/27/16 3,350 3,545
  Petrobras International Finance Co. - Pifco 6.125% 10/6/16 13,325 15,099
  Petrobras International Finance Co. - Pifco 3.500% 2/6/17 12,250 12,801
  Petrobras International Finance Co. - Pifco 5.875% 3/1/18 12,275 13,930
  Petrobras International Finance Co. - Pifco 8.375% 12/10/18 2,300 2,911
  Petrobras International Finance Co. - Pifco 7.875% 3/15/19 9,575 12,022
  Petrobras International Finance Co. - Pifco 5.750% 1/20/20 9,260 10,512
  Petrobras International Finance Co. - Pifco 5.375% 1/27/21 8,325 9,387
  Petrobras International Finance Co. - Pifco 6.875% 1/20/40 8,025 10,060
  Petrobras International Finance Co. - Pifco 6.750% 1/27/41 14,700 18,225
  Petroleos Mexicanos 4.875% 3/15/15 9,875 10,611
  Petroleos Mexicanos 8.000% 5/3/19 1,675 2,194

 

 

Petroleos Mexicanos 6.000% 3/5/20 5,000 5,982
Petroleos Mexicanos 5.500% 1/21/21 7,645 8,946
Petroleos Mexicanos 4.875% 1/24/22 19,850 22,356
Petroleos Mexicanos 6.500% 6/2/41 10,725 13,206
Petroleos Mexicanos 5.500% 6/27/44 7,400 8,052
Province of British Columbia 2.850% 6/15/15 6,100 6,495
Province of British Columbia 2.100% 5/18/16 13,280 14,035
Province of British Columbia 1.200% 4/25/17 4,900 5,004
Province of British Columbia 2.650% 9/22/21 8,200 8,758
Province of Manitoba 1.375% 4/28/14 7,000 7,113
Province of Manitoba 2.625% 7/15/15 1,475 1,558
Province of Manitoba 4.900% 12/6/16 6,065 7,118
Province of Manitoba 1.300% 4/3/17 4,050 4,138
Province of New Brunswick 2.750% 6/15/18 7,575 8,349
Province of Nova Scotia 2.375% 7/21/15 6,390 6,715
Province of Nova Scotia 5.125% 1/26/17 1,000 1,175
Province of Nova Scotia 9.125% 5/1/21 1,280 1,926
Province of Ontario 1.375% 1/27/14 14,675 14,879
Province of Ontario 4.100% 6/16/14 13,250 14,071
Province of Ontario 2.950% 2/5/15 1,475 1,557
Province of Ontario 0.950% 5/26/15 15,000 15,160
Province of Ontario 2.700% 6/16/15 10,800 11,406
Province of Ontario 1.875% 9/15/15 2,500 2,587
Province of Ontario 4.750% 1/19/16 4,325 4,876
Province of Ontario 5.450% 4/27/16 5,675 6,615
Province of Ontario 2.300% 5/10/16 26,290 27,664
Province of Ontario 1.600% 9/21/16 9,200 9,477
Province of Ontario 3.150% 12/15/17 5,525 6,050
Province of Ontario 3.000% 7/16/18 2,550 2,798
Province of Ontario 4.000% 10/7/19 3,750 4,345
Province of Ontario 4.400% 4/14/20 9,200 10,903
Province of Ontario 2.450% 6/29/22 2,025 2,047
Province of Ontario 1.650% 9/27/19 11,000 11,049
Quebec 4.875% 5/5/14 275 295
Quebec 4.600% 5/26/15 2,250 2,494
Quebec 5.125% 11/14/16 7,275 8,560
Quebec 4.625% 5/14/18 7,000 8,254
Quebec 3.500% 7/29/20 7,770 8,667
Quebec 2.750% 8/25/21 8,475 8,938
Quebec 7.125% 2/9/24 325 458
Quebec 7.500% 9/15/29 6,875 10,641
Region of Lombardy Italy 5.804% 10/25/32 1,050 799
Federative Republic of Brazil 2.625% 1/5/23 6,425 6,431
Republic of Chile 3.875% 8/5/20 6,850 7,724
Republic of Chile 3.250% 9/14/21 200 216
Republic of Columbia 8.250% 12/22/14 2,000 2,309
Republic of Columbia 7.375% 1/27/17 4,900 6,076
Republic of Columbia 7.375% 3/18/19 12,550 16,566
Republic of Columbia 11.750% 2/25/20 1,050 1,704
Republic of Columbia 4.375% 7/12/21 9,795 11,279
Republic of Columbia 8.125% 5/21/24 2,800 4,172
Republic of Columbia 7.375% 9/18/37 4,500 6,901
Republic of Columbia 6.125% 1/18/41 16,250 21,910
Republic of Finland 6.950% 2/15/26 1,000 1,446
Republic of Italy 4.500% 1/21/15 4,000 4,138
Republic of Italy 3.125% 1/26/15 13,815 13,890
Republic of Italy 4.750% 1/25/16 14,850 15,291

 

 

Republic of Italy 5.250% 9/20/16 10,855 11,353
Republic of Italy 5.375% 6/12/17 9,400 9,839
Republic of Italy 6.875% 9/27/23 5,725 6,307
Republic of Italy 5.375% 6/15/33 5,650 5,327
Republic of Korea 5.750% 4/16/14 3,375 3,622
Republic of Korea 4.875% 9/22/14 6,785 7,306
Republic of Korea 7.125% 4/16/19 3,175 4,126
Republic of Korea 5.625% 11/3/25 575 753
Republic of Panama 5.200% 1/30/20 10,455 12,530
Republic of Panama 7.125% 1/29/26 6,500 9,214
4 Republic of Panama 6.700% 1/26/36 9,648 13,493
Republic of Peru 7.125% 3/30/19 12,350 16,364
Republic of Peru 7.350% 7/21/25 1,525 2,224
Republic of Peru 8.750% 11/21/33 11,427 19,650
4 Republic of Peru 6.550% 3/14/37 5,200 7,631
Republic of Peru 5.625% 11/18/50 5,400 6,923
Republic of Poland 5.250% 1/15/14 800 842
Republic of Poland 3.875% 7/16/15 13,550 14,431
Republic of Poland 5.000% 10/19/15 750 831
Republic of Poland 6.375% 7/15/19 18,960 23,416
Republic of Poland 5.125% 4/21/21 7,850 9,145
Republic of Poland 5.000% 3/23/22 6,185 7,164
Republic of Poland 3.000% 3/17/23 13,500 13,240
Republic of South Africa 6.875% 5/27/19 7,375 9,312
Republic of South Africa 5.500% 3/9/20 5,890 6,994
Republic of South Africa 4.665% 1/17/24 5,300 5,962
Republic of South Africa 6.250% 3/8/41 7,100 9,356
4 Oriental Republic of Uruguay 8.000% 11/18/22 9,000 13,072
4 Oriental Republic of Uruguay 6.875% 9/28/25 1,350 1,852
4 Oriental Republic of Uruguay 7.625% 3/21/36 1,425 2,212
State of Israel 5.125% 3/1/14 200 210
State of Israel 5.500% 11/9/16 3,480 3,998
State of Israel 5.125% 3/26/19 5,350 6,148
State of Israel 4.000% 6/30/22 8,300 8,761
Statoil ASA 3.875% 4/15/14 1,250 1,314
Statoil ASA 2.900% 10/15/14 950 996
Statoil ASA 1.800% 11/23/16 300 311
Statoil ASA 3.125% 8/17/17 5,590 6,152
Statoil ASA 6.700% 1/15/18 1,000 1,246
Statoil ASA 5.250% 4/15/19 7,215 8,751
Statoil ASA 3.150% 1/23/22 3,175 3,399
Statoil ASA 7.250% 9/23/27 1,975 2,866
6 Statoil ASA 6.500% 12/1/28 225 306
Statoil ASA 7.150% 1/15/29 1,165 1,661
Statoil ASA 5.100% 8/17/40 4,000 4,962
Statoil ASA 4.250% 11/23/41 1,300 1,439
Svensk Exportkredit AB 3.250% 9/16/14 5,050 5,296
Svensk Exportkredit AB 1.750% 10/20/15 2,600 2,674
Svensk Exportkredit AB 2.125% 7/13/16 7,360 7,637
Svensk Exportkredit AB 5.125% 3/1/17 550 642
Svensk Exportkredit AB 1.750% 5/30/17 4,050 4,131
United Mexican States 5.875% 2/17/14 25,025 26,627
United Mexican States 6.625% 3/3/15 2,975 3,365
United Mexican States 11.375% 9/15/16 1,325 1,835
United Mexican States 5.625% 1/15/17 31,620 37,046
United Mexican States 5.950% 3/19/19 9,725 12,088
United Mexican States 3.625% 3/15/22 7,050 7,690

 

 

United Mexican States 8.300% 8/15/31 3,125 5,023
United Mexican States 6.750% 9/27/34 6,400 9,081
United Mexican States 6.050% 1/11/40 18,760 24,951
United Mexican States 4.750% 3/8/44 14,483 16,093
United Mexican States 5.750% 10/12/10 24,760 29,455
Total Sovereign Bonds (Cost $2,637,850)       2,832,697
Taxable Municipal Bonds (1.0%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 100 129
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 575 819
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 400 476
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 3,000 3,689
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 1,090 1,282
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 750 1,025
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 3,050 4,499
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 875 1,135
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,500 2,102
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 4,283 6,077
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 1,025 1,492
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 4,065 5,801
California Educational Facilities Authority        
Revenue (Stanford University) 3.625% 5/1/14 2,250 2,363
California Educational Facilities Authority        
Revenue (Stanford University) 4.250% 5/1/16 750 841
California GO 5.250% 4/1/14 1,675 1,784
California GO 3.950% 11/1/15 2,550 2,766
California GO 5.750% 3/1/17 4,000 4,630
California GO 6.200% 3/1/19 1,100 1,310
California GO 6.200% 10/1/19 4,935 5,937
California GO 5.700% 11/1/21 4,655 5,333
California GO 7.500% 4/1/34 14,380 19,177
California GO 7.550% 4/1/39 12,345 16,850
California GO 7.300% 10/1/39 1,200 1,598
California GO 7.350% 11/1/39 9,525 12,862
California GO 7.625% 3/1/40 2,950 4,071
California GO 7.600% 11/1/40 2,900 4,026
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 550 699
Chicago IL Board of Education GO 6.319% 11/1/29 1,025 1,195
Chicago IL Board of Education GO 6.138% 12/1/39 400 435
Chicago IL GO 7.781% 1/1/35 825 1,074
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 3,060 4,023
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 400 461

 

 

Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 600 782
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 1,650 1,862
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 3,065 3,719
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 600 768
Chicago IL Water Revenue 6.742% 11/1/40 900 1,207
Clark County NV Airport Revenue 6.881% 7/1/42 550 640
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 2,350 2,921
Connecticut GO 5.090% 10/1/30 800 931
Connecticut GO 5.850% 3/15/32 6,665 8,422
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 100 120
Cook County IL GO 6.229% 11/15/34 750 860
Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 1,000 1,323
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 2,700 3,511
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,108
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 1,650 2,015
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,100 1,511
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 2,675 3,306
Dallas TX Independent School District GO 6.450% 2/15/35 1,500 1,886
Dartmouth College New Hampshire GO 4.750% 6/1/19 275 327
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 525 665
Denver CO Public Schools Revenue (City &        
County of Denver School District No. 1)        
COP 7.017% 12/15/37 1,050 1,468
District of Columbia Income Tax Revenue 5.591% 12/1/34 450 564
District of Columbia Income Tax Revenue 5.582% 12/1/35 650 818
East Baton Rouge LA Sewer Commission        
Revenue 6.087% 2/1/45 975 1,111
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 4,400 5,926
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 2,000 2,041
George Washington University District of        
Columbia GO 3.485% 9/15/22 4,400 4,694
Georgia GO 4.503% 11/1/25 2,300 2,671
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 6,445 7,567
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 2,250 2,610
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 1,325 1,448
Harvard University Massachusetts GO 4.875% 10/15/40 2,925 3,646
Howard Hughes Medical Institute Maryland        
Revenue 3.450% 9/1/14 1,450 1,536
Illinois GO 4.071% 1/1/14 5,980 6,199
Illinois GO 4.511% 3/1/15 3,350 3,537
Illinois GO 5.365% 3/1/17 3,000 3,345
Illinois GO 5.665% 3/1/18 5,000 5,644
Illinois GO 4.950% 6/1/23 5,125 5,337

 

 

Illinois GO 5.100% 6/1/33 29,230 28,357
Illinois GO 6.630% 2/1/35 1,050 1,185
Illinois GO 6.725% 4/1/35 3,250 3,705
Illinois GO 7.350% 7/1/35 4,200 5,063
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 460 590
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 625 788
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 3,700 4,919
Johns Hopkins University Maryland GO 5.250% 7/1/19 2,275 2,756
11 Kansas Development Finance Authority        
Revenue (Public Employees Retirement        
System) 5.501% 5/1/34 1,525 1,790
Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 300 315
Las Vegas Valley Water District Nevada GO 7.013% 6/1/39 650 885
Los Angeles CA Community College District        
GO 6.600% 8/1/42 2,150 2,901
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 850 1,075
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 2,400 3,087
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 600 697
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 5,215 7,578
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 500 737
Los Angeles CA Unified School District GO 5.755% 7/1/29 1,500 1,763
Los Angeles CA Unified School District GO 5.750% 7/1/34 7,190 8,469
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 2,200 2,782
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 1,700 2,223
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 850 1,149
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 800 1,078
Massachusetts GO 4.200% 12/1/21 3,000 3,450
Massachusetts GO 5.456% 12/1/39 3,640 4,577
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 2,100 2,744
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 475 631
Massachusetts Water Pollution Abatement        
Trust 5.192% 8/1/40 2,415 2,934
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 1,500 1,793
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 1,000 1,270
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 525 631
Metropolitan Water District of Southern        
California Water Revenue 6.947% 7/1/40 650 807
Mississippi GO 5.245% 11/1/34 700 849
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 600 742

 

 

12 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 4,065 5,192
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 2,355 2,804
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 5,290 7,169
13 New Jersey Turnpike Authority Revenue 4.252% 1/1/16 905 949
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 6,400 9,526
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 4,790 6,881
New York City NY GO 6.646% 12/1/31 100 123
New York City NY GO 6.246% 6/1/35 950 1,112
New York City NY GO 5.968% 3/1/36 1,840 2,412
New York City NY GO 5.985% 12/1/36 600 765
New York City NY GO 5.517% 10/1/37 3,225 4,035
New York City NY GO 6.271% 12/1/37 3,450 4,595
New York City NY GO 5.846% 6/1/40 750 987
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 500 675
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 4,000 4,562
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 1,150 1,596
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 350 489
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 2,400 3,073
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 3,890 5,339
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 2,500 3,343
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 750 949
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 3,300 4,182
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 1,000 1,247
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 3,950 5,936
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 400 516
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.548% 11/15/31 300 378
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 975 1,174
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 2,340 3,087
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.668% 11/15/39 2,000 2,629
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 3,745 4,536
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.289% 3/15/33 1,250 1,489
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 900 1,124
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 750 937

 

 

New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 2,375 2,945
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 650 821
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 3,525 4,852
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 1,575 1,889
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,135 1,303
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,000 1,164
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 650 920
Oregon Department of Transportation        
Highway User Tax Revenue 5.834% 11/15/34 1,050 1,379
Oregon GO 5.762% 6/1/23 650 816
Oregon GO 5.892% 6/1/27 975 1,212
13 Oregon School Boards Association GO 4.759% 6/30/28 700 800
11 Oregon School Boards Association GO 5.528% 6/30/28 375 452
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 1,700 1,797
Pennsylvania GO 4.650% 2/15/26 850 999
Pennsylvania GO 5.350% 5/1/30 3,000 3,327
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 1,000 1,155
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 550 659
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 550 665
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 850 1,094
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 4,700 5,924
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 4,465 5,099
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 9,550 9,611
Princeton University New Jersey GO 5.700% 3/1/39 1,500 2,079
Puerto Rico Government Development Bank        
GO 3.670% 5/1/14 2,000 2,030
Puerto Rico Government Development Bank        
GO 4.704% 5/1/16 1,750 1,802
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 1,400 1,923
Rutgers State University NJ Revenue 5.665% 5/1/40 725 924
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 750 902
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 1,500 2,033
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 1,175 1,525
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 2,075 2,705
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 3,060 3,383

 

 

San Diego County CA Regional        
Transportation Authority Sales Tax        
Revenue 5.911% 4/1/48 1,470 1,992
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 1,340 1,776
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 1,600 1,996
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 3,000 4,256
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 3,855 4,771
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 775 877
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 4,125 5,706
Texas GO 5.517% 4/1/39 1,590 2,095
Texas Transportation Commission Revenue 5.028% 4/1/26 750 914
Texas Transportation Commission Revenue 5.178% 4/1/30 3,300 4,015
Texas Transportation Commission Revenue 4.631% 4/1/33 2,300 2,731
Texas Transportation Commission Revenue 4.681% 4/1/40 1,375 1,607
Tufts University Massachusetts GO 5.017% 4/15/12 4,700 5,400
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 1,600 2,111
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 975 1,335
University of California Revenue 0.887% 7/1/13 600 602
University of California Revenue 5.770% 5/15/43 5,790 7,135
University of California Revenue 5.946% 5/15/45 4,950 6,164
University of California Revenue 4.858% 5/15/12 4,125 4,269
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 600 739
University of Pennsylvania GO 4.674% 9/1/12 5,500 6,214
University of Southern California Revenue 5.250% 10/1/11 1,800 2,286
University of Texas System Revenue        
Financing System Revenue 5.262% 7/1/39 650 814
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 525 624
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 150 189
University of Texas System Revenue        
Financing System Revenue 4.794% 8/15/46 1,665 1,981
University of Virginia Revenue 6.200% 9/1/39 1,000 1,437
Utah GO 4.554% 7/1/24 1,000 1,197
Utah GO 3.539% 7/1/25 2,300 2,507
Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 100 135
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 730 928
Washington GO 5.090% 8/1/33 3,825 4,622
Washington GO 5.481% 8/1/39 270 343
Washington GO 5.140% 8/1/40 1,920 2,387
11 Wisconsin GO 4.800% 5/1/13 775 795
11 Wisconsin GO 5.700% 5/1/26 1,800 2,210
Total Taxable Municipal Bonds (Cost $477,748)       573,487

 

 

      Market
      Value
  Coupon Shares ($000)
Temporary Cash Investment (6.3%)      
Money Market Fund (6.3%)      
14 Vanguard Market Liquidity Fund (Cost $3,889,393) 0.163% 3,889,392,705 3,889,393
Total Investments (105.5%) (Cost $61,290,666)     64,769,022
Other Assets and Liabilities-Net (-5.5%)     (3,358,108)
Net Assets (100%)     61,410,914

 

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, as needed to maintain a positive net worth, 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 September 30, 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 September 30, 2012, the aggregate value of these securities was $178,861,000, 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. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. 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.

 

Total Bond Market II Index Fund

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 II Index Fund

The following table summarizes the market value of the fund's investments as of September 30, 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 — 42,932,278 —
Asset-Backed/Commercial Mortgage-Backed Securities — 1,354,909 —
Corporate Bonds — 13,186,258 —
Sovereign Bonds — 2,832,697 —
Taxable Municipal Bonds — 573,487 —
Temporary Cash Investments 3,889,393 — —
Total 3,889,393 60,879,629 —

 

E. At September 30, 2012, the cost of investment securities for tax purposes was $61,290,666,000. Net unrealized appreciation of investment securities for tax purposes was $3,478,356,000, consisting of unrealized gains of $3,490,810,000 on securities that had risen in value since their purchase and $12,454,000 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: November 16, 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: November 16, 2012

 

  VANGUARD BOND INDEX FUNDS
 
By: /s/ THOMAS J. HIGGINS*
  THOMAS J. HIGGINS
  CHIEF FINANCIAL OFFICER
 
Date: November 16, 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.