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: March 31, 2013

Item 1: Schedule of Investments

Vanguard Short-Term Bond Index Fund

Schedule of Investments
As of March 31, 2013

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (70.8%)
U.S. Government Securities (63.0%)
United States Treasury Note/Bond	1.875%	2/28/14	263,700	267,822
United States Treasury Note/Bond	1.750%	3/31/14	239,935	243,685
United States Treasury Note/Bond	1.250%	4/15/14	46,720	47,238
United States Treasury Note/Bond	1.875%	4/30/14	298,455	303,911
United States Treasury Note/Bond	1.000%	5/15/14	41,800	42,179
United States Treasury Note/Bond	2.250%	5/31/14	349,445	357,800
United States Treasury Note/Bond	0.750%	6/15/14	177,115	178,305
United States Treasury Note/Bond	2.625%	6/30/14	214,485	220,954
United States Treasury Note/Bond	0.625%	7/15/14	156,390	157,245
United States Treasury Note/Bond	0.125%	7/31/14	185,136	184,934
United States Treasury Note/Bond	2.625%	7/31/14	397,175	410,020
United States Treasury Note/Bond	0.500%	8/15/14	109,175	109,618
United States Treasury Note/Bond	4.250%	8/15/14	54,530	57,555
United States Treasury Note/Bond	0.250%	8/31/14	354,015	354,181
United States Treasury Note/Bond	2.375%	8/31/14	93,261	96,103
United States Treasury Note/Bond	0.250%	9/15/14	70,040	70,073
United States Treasury Note/Bond	0.250%	9/30/14	17,855	17,863
United States Treasury Note/Bond	2.375%	9/30/14	151,860	156,771
United States Treasury Note/Bond	0.500%	10/15/14	142,810	143,413
United States Treasury Note/Bond	0.250%	10/31/14	191,595	191,685
United States Treasury Note/Bond	2.375%	10/31/14	354,545	366,511
United States Treasury Note/Bond	0.375%	11/15/14	104,970	105,216
United States Treasury Note/Bond	4.250%	11/15/14	81,285	86,569
United States Treasury Note/Bond	0.250%	11/30/14	300,135	300,276
United States Treasury Note/Bond	2.125%	11/30/14	280,475	289,285
United States Treasury Note/Bond	0.250%	12/15/14	60,595	60,623
United States Treasury Note/Bond	0.125%	12/31/14	340,595	340,009
United States Treasury Note/Bond	2.625%	12/31/14	36,890	38,423
United States Treasury Note/Bond	0.250%	1/15/15	13,075	13,077
United States Treasury Note/Bond	0.250%	1/31/15	241,525	241,525
United States Treasury Note/Bond	2.250%	1/31/15	418,930	434,380
United States Treasury Note/Bond	0.250%	2/15/15	14,116	14,116
United States Treasury Note/Bond	4.000%	2/15/15	39,505	42,270
United States Treasury Note/Bond	11.250%	2/15/15	40,292	48,564
United States Treasury Note/Bond	0.250%	2/28/15	719,873	719,988
United States Treasury Note/Bond	2.375%	2/28/15	248,322	258,372
United States Treasury Note/Bond	0.375%	3/15/15	111,885	112,147
United States Treasury Note/Bond	2.500%	3/31/15	392,198	409,725
United States Treasury Note/Bond	0.375%	4/15/15	231,725	232,232
United States Treasury Note/Bond	2.500%	4/30/15	159,417	166,816
United States Treasury Note/Bond	0.250%	5/15/15	168,440	168,336
United States Treasury Note/Bond	4.125%	5/15/15	29,640	32,048
United States Treasury Note/Bond	2.125%	5/31/15	83,545	86,873
United States Treasury Note/Bond	0.375%	6/15/15	10,345	10,366
United States Treasury Note/Bond	1.875%	6/30/15	80,313	83,187
United States Treasury Note/Bond	0.250%	7/15/15	18,950	18,935
United States Treasury Note/Bond	1.750%	7/31/15	154,035	159,281
United States Treasury Note/Bond	0.250%	8/15/15	210,505	210,276
United States Treasury Note/Bond	4.250%	8/15/15	82,620	90,340

United States Treasury Note/Bond	1.250%	8/31/15	70,163	71,775
United States Treasury Note/Bond	0.250%	9/15/15	2,050	2,047
United States Treasury Note/Bond	1.250%	9/30/15	88,454	90,541
United States Treasury Note/Bond	0.250%	10/15/15	135,710	135,498
United States Treasury Note/Bond	1.250%	10/31/15	274,925	281,498
United States Treasury Note/Bond	0.375%	11/15/15	156,130	156,374
United States Treasury Note/Bond	4.500%	11/15/15	22,695	25,167
United States Treasury Note/Bond	1.375%	11/30/15	245,210	251,993
United States Treasury Note/Bond	2.125%	12/31/15	176,850	185,500
United States Treasury Note/Bond	0.375%	1/15/16	106,999	107,100
United States Treasury Note/Bond	2.000%	1/31/16	235,350	246,308
United States Treasury Note/Bond	0.375%	2/15/16	147,815	147,954
United States Treasury Note/Bond	4.500%	2/15/16	206,058	230,527
United States Treasury Note/Bond	2.125%	2/29/16	173,480	182,371
United States Treasury Note/Bond	2.625%	2/29/16	20,000	21,313
United States Treasury Note/Bond	0.375%	3/15/16	71,250	71,306
United States Treasury Note/Bond	2.250%	3/31/16	10,425	11,011
United States Treasury Note/Bond	2.375%	3/31/16	251,547	266,600
United States Treasury Note/Bond	2.000%	4/30/16	213,180	223,773
United States Treasury Note/Bond	2.625%	4/30/16	55,760	59,576
United States Treasury Note/Bond	5.125%	5/15/16	102,220	117,201
United States Treasury Note/Bond	1.750%	5/31/16	363,300	378,798
United States Treasury Note/Bond	3.250%	5/31/16	71,280	77,684
United States Treasury Note/Bond	1.500%	6/30/16	226,120	234,070
United States Treasury Note/Bond	1.500%	7/31/16	146,825	152,056
United States Treasury Note/Bond	4.875%	8/15/16	4,625	5,312
United States Treasury Note/Bond	1.000%	8/31/16	154,320	157,214
United States Treasury Note/Bond	3.000%	8/31/16	50,325	54,674
United States Treasury Note/Bond	1.000%	9/30/16	325,105	331,201
United States Treasury Note/Bond	1.000%	10/31/16	223,820	228,017
United States Treasury Note/Bond	0.875%	11/30/16	176,372	178,852
United States Treasury Note/Bond	0.875%	12/31/16	256,791	260,322
United States Treasury Note/Bond	0.875%	1/31/17	76,990	78,012
United States Treasury Note/Bond	0.875%	2/28/17	241,280	244,448
United States Treasury Note/Bond	1.000%	3/31/17	331,015	336,861
United States Treasury Note/Bond	0.875%	4/30/17	294,949	298,544
United States Treasury Note/Bond	0.625%	5/31/17	256,790	257,191
United States Treasury Note/Bond	0.750%	6/30/17	299,565	301,344
United States Treasury Note/Bond	0.500%	7/31/17	92,940	92,446
United States Treasury Note/Bond	2.375%	7/31/17	135,340	145,491
United States Treasury Note/Bond	0.625%	8/31/17	366,101	365,874
United States Treasury Note/Bond	0.625%	9/30/17	381,950	381,354
United States Treasury Note/Bond	0.750%	10/31/17	206,684	207,331
United States Treasury Note/Bond	1.875%	10/31/17	91,900	96,868
United States Treasury Note/Bond	0.625%	11/30/17	241,125	240,447
United States Treasury Note/Bond	0.750%	12/31/17	223,235	223,655
United States Treasury Note/Bond	2.750%	12/31/17	101,845	111,616
United States Treasury Note/Bond	0.875%	1/31/18	170,530	171,756
United States Treasury Note/Bond	0.750%	2/28/18	306,115	306,259
United States Treasury Note/Bond	0.750%	3/31/18	391,975	391,669
United States Treasury Note/Bond	9.125%	5/15/18	900	1,278
				17,947,198
Agency Bonds and Notes (7.8%)
1 Federal Agricultural Mortgage Corp.	2.125%	9/15/15	1,925	2,004
1 Federal Agricultural Mortgage Corp.	2.000%	7/27/16	2,250	2,357
1 Federal Farm Credit Banks	2.625%	4/17/14	5,500	5,638
1 Federal Farm Credit Banks	3.000%	9/22/14	1,750	1,821

1 Federal Farm Credit Banks	1.625%	11/19/14	6,950	7,105
1 Federal Farm Credit Banks	0.500%	6/23/15	4,500	4,516
1 Federal Farm Credit Banks	1.500%	11/16/15	4,500	4,627
1 Federal Farm Credit Banks	4.875%	12/16/15	13,730	15,380
1 Federal Farm Credit Banks	1.050%	3/28/16	3,525	3,586
1 Federal Farm Credit Banks	5.125%	8/25/16	13,700	15,839
1 Federal Home Loan Banks	1.375%	5/28/14	107,285	108,716
1 Federal Home Loan Banks	2.500%	6/13/14	9,675	9,932
1 Federal Home Loan Banks	5.500%	8/13/14	24,790	26,574
1 Federal Home Loan Banks	0.875%	12/12/14	9,600	9,695
1 Federal Home Loan Banks	2.750%	12/12/14	57,650	59,997
1 Federal Home Loan Banks	0.250%	1/16/15	22,465	22,456
1 Federal Home Loan Banks	0.250%	2/20/15	20,095	20,079
1 Federal Home Loan Banks	1.750%	9/11/15	30,000	31,012
1 Federal Home Loan Banks	0.500%	11/20/15	30,000	30,103
1 Federal Home Loan Banks	5.625%	6/13/16	4,325	5,005
1 Federal Home Loan Banks	4.750%	12/16/16	17,420	20,110
1 Federal Home Loan Banks	4.875%	5/17/17	29,920	35,052
1 Federal Home Loan Banks	1.000%	6/21/17	42,325	42,877
2 Federal Home Loan Mortgage Corp.	2.500%	4/23/14	19,000	19,459
2 Federal Home Loan Mortgage Corp.	5.000%	7/15/14	9,500	10,082
2 Federal Home Loan Mortgage Corp.	3.000%	7/28/14	41,950	43,485
2 Federal Home Loan Mortgage Corp.	1.000%	7/30/14	13,725	13,867
2 Federal Home Loan Mortgage Corp.	1.000%	8/20/14	11,600	11,722
2 Federal Home Loan Mortgage Corp.	1.000%	8/27/14	28,575	28,883
2 Federal Home Loan Mortgage Corp.	0.500%	9/19/14	8,150	8,176
2 Federal Home Loan Mortgage Corp.	0.750%	11/25/14	63,000	63,516
2 Federal Home Loan Mortgage Corp.	0.625%	12/29/14	65,750	66,154
2 Federal Home Loan Mortgage Corp.	2.875%	2/9/15	59,475	62,338
2 Federal Home Loan Mortgage Corp.	0.500%	4/17/15	106,500	106,908
2 Federal Home Loan Mortgage Corp.	1.750%	9/10/15	38,395	39,680
2 Federal Home Loan Mortgage Corp.	5.250%	4/18/16	16,500	18,884
2 Federal Home Loan Mortgage Corp.	0.500%	5/13/16	15,000	15,015
2 Federal Home Loan Mortgage Corp.	2.500%	5/27/16	19,125	20,341
2 Federal Home Loan Mortgage Corp.	5.500%	7/18/16	25,000	29,075
2 Federal Home Loan Mortgage Corp.	2.000%	8/25/16	62,375	65,464
2 Federal Home Loan Mortgage Corp.	1.000%	3/8/17	12,925	13,081
2 Federal Home Loan Mortgage Corp.	1.250%	5/12/17	22,930	23,472
2 Federal Home Loan Mortgage Corp.	1.000%	6/29/17	7,900	8,000
2 Federal Home Loan Mortgage Corp.	1.000%	7/28/17	47,500	48,033
2 Federal Home Loan Mortgage Corp.	5.500%	8/23/17	1,630	1,964
2 Federal Home Loan Mortgage Corp.	1.000%	9/29/17	33,700	34,018
2 Federal Home Loan Mortgage Corp.	0.750%	1/12/18	31,700	31,543
2 Federal Home Loan Mortgage Corp.	0.875%	3/7/18	33,000	32,951
2 Federal National Mortgage Assn.	4.125%	4/15/14	13,450	13,994
2 Federal National Mortgage Assn.	2.500%	5/15/14	59,110	60,618
2 Federal National Mortgage Assn.	1.125%	6/27/14	8,300	8,393
2 Federal National Mortgage Assn.	0.875%	8/28/14	7,450	7,518
2 Federal National Mortgage Assn.	3.000%	9/16/14	45,075	46,890
2 Federal National Mortgage Assn.	4.625%	10/15/14	18,225	19,448
2 Federal National Mortgage Assn.	0.625%	10/30/14	20,450	20,570
2 Federal National Mortgage Assn.	2.625%	11/20/14	18,510	19,227
2 Federal National Mortgage Assn.	0.750%	12/19/14	39,540	39,863
2 Federal National Mortgage Assn.	0.375%	3/16/15	27,750	27,784
2 Federal National Mortgage Assn.	0.500%	5/27/15	23,110	23,193
2 Federal National Mortgage Assn.	0.500%	7/2/15	24,080	24,160
2 Federal National Mortgage Assn.	2.375%	7/28/15	67,710	70,863

2 Federal National Mortgage Assn.	0.500%	9/28/15	25,000	25,073
2 Federal National Mortgage Assn.	4.375%	10/15/15	12,660	13,944
2 Federal National Mortgage Assn.	1.625%	10/26/15	27,320	28,204
2 Federal National Mortgage Assn.	0.375%	12/21/15	17,540	17,529
2 Federal National Mortgage Assn.	5.000%	3/15/16	52,800	59,881
2 Federal National Mortgage Assn.	0.500%	3/30/16	25,600	25,645
2 Federal National Mortgage Assn.	2.375%	4/11/16	42,340	44,777
2 Federal National Mortgage Assn.	5.250%	9/15/16	10,100	11,727
2 Federal National Mortgage Assn.	1.250%	9/28/16	11,715	11,995
2 Federal National Mortgage Assn.	1.375%	11/15/16	48,000	49,334
2 Federal National Mortgage Assn.	1.250%	1/30/17	20,000	20,447
2 Federal National Mortgage Assn.	5.000%	2/13/17	35,000	40,792
2 Federal National Mortgage Assn.	1.125%	4/27/17	23,250	23,697
2 Federal National Mortgage Assn.	0.875%	8/28/17	33,800	34,005
2 Federal National Mortgage Assn.	0.875%	10/26/17	59,200	59,410
2 Federal National Mortgage Assn.	0.875%	12/20/17	44,775	44,794
2 Federal National Mortgage Assn.	0.875%	2/8/18	28,000	27,999
Private Export Funding Corp.	3.050%	10/15/14	900	938
Private Export Funding Corp.	1.375%	2/15/17	500	512
Private Export Funding Corp.	2.250%	12/15/17	3,225	3,426
1 Tennessee Valley Authority	5.500%	7/18/17	6,200	7,427
1 Tennessee Valley Authority	6.250%	12/15/17	2,600	3,245
				2,237,914
Total U.S. Government and Agency Obligations (Cost $19,934,455)				20,185,112
Corporate Bonds (21.5%)
Finance (9.9%)
Banking (7.4%)
Abbey National Treasury Services plc	2.875%	4/25/14	3,075	3,123
Abbey National Treasury Services plc	4.000%	4/27/16	9,175	9,782
American Express Centurion Bank	5.950%	6/12/17	2,175	2,573
American Express Co.	7.250%	5/20/14	5,350	5,744
American Express Co.	5.500%	9/12/16	2,575	2,947
American Express Co.	6.150%	8/28/17	12,375	14,810
American Express Co.	7.000%	3/19/18	6,600	8,247
3 American Express Co.	6.800%	9/1/66	3,225	3,459
American Express Credit Corp.	5.125%	8/25/14	17,000	18,061
American Express Credit Corp.	1.750%	6/12/15	4,050	4,139
American Express Credit Corp.	2.750%	9/15/15	4,425	4,628
American Express Credit Corp.	2.800%	9/19/16	15,450	16,373
American Express Credit Corp.	2.375%	3/24/17	10,325	10,811
Australia & New Zealand Banking Group Ltd.	0.900%	2/12/16	3,050	3,059
Australia & New Zealand Banking Group Ltd.	1.875%	10/6/17	4,500	4,613
Bancolombia SA	4.250%	1/12/16	2,600	2,724
Bank of America Corp.	7.375%	5/15/14	13,230	14,159
Bank of America Corp.	5.375%	6/15/14	2,525	2,650
Bank of America Corp.	5.125%	11/15/14	6,050	6,428
Bank of America Corp.	4.500%	4/1/15	24,400	25,863
Bank of America Corp.	3.700%	9/1/15	5,475	5,785
Bank of America Corp.	1.500%	10/9/15	6,050	6,067
Bank of America Corp.	5.250%	12/1/15	6,000	6,493
Bank of America Corp.	1.250%	1/11/16	4,600	4,579
Bank of America Corp.	3.625%	3/17/16	21,675	22,996
Bank of America Corp.	3.750%	7/12/16	14,750	15,676
Bank of America Corp.	6.500%	8/1/16	11,020	12,667
Bank of America Corp.	5.750%	8/15/16	3,900	4,342
Bank of America Corp.	7.800%	9/15/16	2,967	3,482

Bank of America Corp.	5.625%	10/14/16	1,950	2,195
Bank of America Corp.	5.420%	3/15/17	3,850	4,276
Bank of America Corp.	3.875%	3/22/17	2,500	2,689
Bank of America Corp.	6.000%	9/1/17	4,625	5,366
Bank of America Corp.	5.750%	12/1/17	19,600	22,637
Bank of America Corp.	2.000%	1/11/18	11,725	11,661
Bank of America NA	5.300%	3/15/17	7,275	8,141
Bank of America NA	6.100%	6/15/17	250	287
Bank of Montreal	1.750%	4/29/14	650	659
Bank of Montreal	0.800%	11/6/15	4,250	4,244
Bank of Montreal	2.500%	1/11/17	11,225	11,762
Bank of Montreal	1.400%	9/11/17	2,525	2,534
Bank of New York Mellon Corp.	4.300%	5/15/14	10,000	10,430
Bank of New York Mellon Corp.	1.200%	2/20/15	5,000	5,058
Bank of New York Mellon Corp.	4.950%	3/15/15	1,700	1,838
Bank of New York Mellon Corp.	2.500%	1/15/16	3,250	3,413
Bank of New York Mellon Corp.	2.300%	7/28/16	5,050	5,281
Bank of New York Mellon Corp.	2.400%	1/17/17	2,575	2,693
Bank of New York Mellon Corp.	1.969%	6/20/17	2,000	2,064
Bank of New York Mellon Corp.	1.300%	1/25/18	1,100	1,100
Bank of Nova Scotia	1.850%	1/12/15	4,365	4,462
Bank of Nova Scotia	3.400%	1/22/15	11,900	12,489
Bank of Nova Scotia	2.050%	10/7/15	5,875	6,141
Bank of Nova Scotia	0.750%	10/9/15	5,450	5,456
Bank of Nova Scotia	2.550%	1/12/17	16,175	16,997
Bank of Nova Scotia	1.375%	12/18/17	750	751
4 Bank of Tokyo-Mitsubishi UFJ Ltd.	2.450%	9/11/15	2,000	2,074
Bank One Corp.	4.900%	4/30/15	2,375	2,552
Barclays Bank plc	5.200%	7/10/14	13,825	14,575
Barclays Bank plc	2.750%	2/23/15	3,875	3,994
Barclays Bank plc	5.000%	9/22/16	8,675	9,763
BB&T Corp.	2.050%	4/28/14	2,055	2,090
BB&T Corp.	5.700%	4/30/14	1,330	1,403
BB&T Corp.	5.200%	12/23/15	7,379	8,195
BB&T Corp.	3.200%	3/15/16	10,075	10,706
BB&T Corp.	3.950%	4/29/16	3,250	3,544
BB&T Corp.	2.150%	3/22/17	2,950	3,040
BB&T Corp.	4.900%	6/30/17	2,000	2,257
BB&T Corp.	1.450%	1/12/18	2,000	1,992
BBVA US Senior SAU	3.250%	5/16/14	4,350	4,408
BBVA US Senior SAU	4.664%	10/9/15	8,900	9,108
Bear Stearns Cos. LLC	5.700%	11/15/14	9,625	10,376
Bear Stearns Cos. LLC	5.300%	10/30/15	30	33
Bear Stearns Cos. LLC	5.550%	1/22/17	3,500	3,982
Bear Stearns Cos. LLC	6.400%	10/2/17	14,825	17,716
Bear Stearns Cos. LLC	7.250%	2/1/18	12,950	15,989
BNP Paribas SA	3.250%	3/11/15	2,925	3,041
BNP Paribas SA	3.600%	2/23/16	14,550	15,435
BNP Paribas SA	2.375%	9/14/17	16,775	17,012
BNY Mellon NA	4.750%	12/15/14	1,300	1,391
Canadian Imperial Bank of Commerce	0.900%	10/1/15	3,275	3,286
Canadian Imperial Bank of Commerce	2.350%	12/11/15	3,740	3,907
Canadian Imperial Bank of Commerce	1.550%	1/23/18	6,000	6,047
Capital One Financial Corp.	7.375%	5/23/14	9,325	10,015
Capital One Financial Corp.	2.150%	3/23/15	2,650	2,711
Capital One Financial Corp.	1.000%	11/6/15	1,825	1,816
Capital One Financial Corp.	3.150%	7/15/16	19,350	20,556

Capital One Financial Corp.	6.150%	9/1/16	1,925	2,213
Capital One Financial Corp.	6.750%	9/15/17	5,800	7,009
Capital One NA	1.500%	3/22/18	2,550	2,527
Citigroup Inc.	5.500%	4/11/13	4,920	4,925
Citigroup Inc.	5.125%	5/5/14	2,432	2,541
Citigroup Inc.	6.375%	8/12/14	15,500	16,614
Citigroup Inc.	5.000%	9/15/14	14,925	15,664
Citigroup Inc.	5.500%	10/15/14	11,010	11,751
Citigroup Inc.	6.010%	1/15/15	7,800	8,448
Citigroup Inc.	2.650%	3/2/15	7,250	7,451
Citigroup Inc.	4.750%	5/19/15	8,925	9,563
Citigroup Inc.	4.700%	5/29/15	4,275	4,580
Citigroup Inc.	2.250%	8/7/15	5,000	5,111
Citigroup Inc.	4.587%	12/15/15	2,900	3,145
Citigroup Inc.	5.300%	1/7/16	7,575	8,360
Citigroup Inc.	1.250%	1/15/16	8,075	8,049
Citigroup Inc.	1.300%	4/1/16	1,250	1,247
Citigroup Inc.	3.953%	6/15/16	12,425	13,390
Citigroup Inc.	4.450%	1/10/17	14,825	16,307
Citigroup Inc.	5.500%	2/15/17	5,350	5,950
Citigroup Inc.	6.000%	8/15/17	5,727	6,685
Citigroup Inc.	6.125%	11/21/17	18,975	22,449
Citigroup Inc.	6.125%	5/15/18	100	119
Comerica Bank	5.750%	11/21/16	1,000	1,158
Comerica Bank	5.200%	8/22/17	2,900	3,342
Comerica Inc.	4.800%	5/1/15	1,500	1,605
Comerica Inc.	3.000%	9/16/15	3,900	4,100
Commonwealth Bank of Australia	1.950%	3/16/15	9,000	9,216
Commonwealth Bank of Australia	1.250%	9/18/15	5,850	5,922
Commonwealth Bank of Australia	1.900%	9/18/17	4,075	4,177
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	2.125%	10/13/15	12,900	13,264
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.375%	1/19/17	12,525	13,441
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	1.700%	3/19/18	4,325	4,323
Countrywide Financial Corp.	6.250%	5/15/16	2,175	2,423
Credit Suisse	5.500%	5/1/14	8,950	9,416
Credit Suisse	3.500%	3/23/15	7,950	8,369
Credit Suisse	6.000%	2/15/18	5,025	5,816
Credit Suisse USA Inc.	4.875%	1/15/15	5,755	6,176
Credit Suisse USA Inc.	5.125%	8/15/15	6,750	7,401
Credit Suisse USA Inc.	5.375%	3/2/16	8,096	9,099
Deutsche Bank AG	3.875%	8/18/14	1,200	1,253
Deutsche Bank AG	3.450%	3/30/15	10,350	10,888
Deutsche Bank AG	3.250%	1/11/16	14,175	15,028
Deutsche Bank AG	6.000%	9/1/17	12,550	14,934
Discover Financial Services	6.450%	6/12/17	2,575	3,019
Fifth Third Bancorp	3.625%	1/25/16	9,425	10,061
Fifth Third Bank	4.750%	2/1/15	2,800	2,986
Fifth Third Bank	0.900%	2/26/16	500	500
Fifth Third Bank	1.450%	2/28/18	2,500	2,501
First Horizon National Corp.	5.375%	12/15/15	4,325	4,714
First Tennessee Bank NA	5.650%	4/1/16	1,146	1,262
Goldman Sachs Group Inc.	6.000%	5/1/14	17,000	17,935
Goldman Sachs Group Inc.	5.125%	1/15/15	4,600	4,914
Goldman Sachs Group Inc.	3.300%	5/3/15	6,450	6,724

Goldman Sachs Group Inc.	3.700%	8/1/15	21,775	22,991
Goldman Sachs Group Inc.	1.600%	11/23/15	5,875	5,924
Goldman Sachs Group Inc.	5.350%	1/15/16	8,650	9,552
Goldman Sachs Group Inc.	3.625%	2/7/16	24,925	26,474
Goldman Sachs Group Inc.	5.750%	10/1/16	7,450	8,464
Goldman Sachs Group Inc.	5.625%	1/15/17	7,825	8,744
Goldman Sachs Group Inc.	6.250%	9/1/17	13,450	15,734
Goldman Sachs Group Inc.	5.950%	1/18/18	19,975	23,234
Goldman Sachs Group Inc.	2.375%	1/22/18	11,450	11,588
HSBC Bank USA NA	4.625%	4/1/14	1,125	1,168
HSBC Bank USA NA	6.000%	8/9/17	1,050	1,225
HSBC USA Inc.	2.375%	2/13/15	9,825	10,106
HSBC USA Inc.	1.625%	1/16/18	10,050	10,020
Intesa Sanpaolo SPA	3.125%	1/15/16	8,775	8,576
Intesa Sanpaolo SPA	3.875%	1/16/18	5,475	5,296
JPMorgan Chase & Co.	4.650%	6/1/14	10,300	10,772
JPMorgan Chase & Co.	5.125%	9/15/14	7,375	7,813
JPMorgan Chase & Co.	3.700%	1/20/15	14,950	15,686
JPMorgan Chase & Co.	4.750%	3/1/15	3,550	3,810
JPMorgan Chase & Co.	1.875%	3/20/15	6,550	6,681
JPMorgan Chase & Co.	5.250%	5/1/15	3,975	4,303
JPMorgan Chase & Co.	3.400%	6/24/15	13,760	14,482
JPMorgan Chase & Co.	5.150%	10/1/15	3,000	3,276
JPMorgan Chase & Co.	1.100%	10/15/15	12,275	12,294
JPMorgan Chase & Co.	2.600%	1/15/16	7,723	8,012
JPMorgan Chase & Co.	1.125%	2/26/16	4,400	4,396
JPMorgan Chase & Co.	3.450%	3/1/16	16,265	17,285
JPMorgan Chase & Co.	3.150%	7/5/16	22,825	24,205
JPMorgan Chase & Co.	2.000%	8/15/17	8,500	8,672
JPMorgan Chase & Co.	6.000%	1/15/18	21,325	25,358
JPMorgan Chase Bank NA	6.000%	10/1/17	13,825	16,262
KeyBank NA	5.800%	7/1/14	3,000	3,184
KeyBank NA	4.950%	9/15/15	1,000	1,087
KeyBank NA	5.450%	3/3/16	3,525	3,949
KeyBank NA	1.650%	2/1/18	4,725	4,758
KeyCorp	3.750%	8/13/15	300	320
Lloyds TSB Bank plc	4.875%	1/21/16	12,800	13,987
Lloyds TSB Bank plc	4.200%	3/28/17	1,150	1,268
Manufacturers & Traders Trust Co.	6.625%	12/4/17	3,550	4,308
Manufacturers & Traders Trust Co.	1.450%	3/7/18	250	250
3 Manufacturers & Traders Trust Co.	5.585%	12/28/20	900	908
Mellon Funding Corp.	5.000%	12/1/14	4,600	4,904
Merrill Lynch & Co. Inc.	5.450%	7/15/14	5,200	5,482
Merrill Lynch & Co. Inc.	5.000%	1/15/15	10,400	11,057
Merrill Lynch & Co. Inc.	6.050%	5/16/16	7,690	8,536
Merrill Lynch & Co. Inc.	5.700%	5/2/17	5,000	5,578
Merrill Lynch & Co. Inc.	6.400%	8/28/17	12,600	14,796
Morgan Stanley	4.750%	4/1/14	11,650	12,020
Morgan Stanley	6.000%	5/13/14	13,375	14,087
Morgan Stanley	4.200%	11/20/14	11,975	12,525
Morgan Stanley	4.100%	1/26/15	8,075	8,413
Morgan Stanley	6.000%	4/28/15	10,875	11,855
Morgan Stanley	4.000%	7/24/15	3,000	3,163
Morgan Stanley	5.375%	10/15/15	7,050	7,701
Morgan Stanley	3.450%	11/2/15	6,925	7,232
Morgan Stanley	1.750%	2/25/16	1,000	1,007
Morgan Stanley	3.800%	4/29/16	9,700	10,290

Morgan Stanley	5.750%	10/18/16	10,150	11,442
Morgan Stanley	5.450%	1/9/17	9,975	11,171
Morgan Stanley	4.750%	3/22/17	8,575	9,474
Morgan Stanley	5.550%	4/27/17	5,000	5,629
Morgan Stanley	6.250%	8/28/17	7,125	8,306
Morgan Stanley	5.950%	12/28/17	10,850	12,569
Murray Street Investment Trust I	4.647%	3/9/17	8,550	9,378
National Australia Bank Ltd.	2.000%	3/9/15	5,475	5,618
National Australia Bank Ltd.	1.600%	8/7/15	6,200	6,296
National Australia Bank Ltd.	0.900%	1/20/16	500	501
National Australia Bank Ltd.	2.750%	3/9/17	4,975	5,245
National Bank of Canada	1.500%	6/26/15	5,600	5,686
National Bank of Canada	1.450%	11/7/17	1,750	1,745
National City Bank	5.800%	6/7/17	2,225	2,607
Northern Trust Corp.	4.625%	5/1/14	2,200	2,299
PNC Bank NA	4.875%	9/21/17	300	344
PNC Bank NA	6.000%	12/7/17	1,125	1,340
PNC Funding Corp.	5.400%	6/10/14	300	317
PNC Funding Corp.	3.625%	2/8/15	18,675	19,664
PNC Funding Corp.	5.250%	11/15/15	2,100	2,327
PNC Funding Corp.	2.700%	9/19/16	6,450	6,798
PNC Funding Corp.	5.625%	2/1/17	6,977	7,910
Regions Financial Corp.	5.750%	6/15/15	2,150	2,322
Royal Bank of Canada	1.450%	10/30/14	3,100	3,149
Royal Bank of Canada	1.150%	3/13/15	250	256
Royal Bank of Canada	0.800%	10/30/15	15,425	15,447
Royal Bank of Canada	2.625%	12/15/15	14,925	15,691
Royal Bank of Canada	2.300%	7/20/16	2,325	2,428
Royal Bank of Canada	1.500%	1/16/18	25	25
Royal Bank of Scotland Group plc	2.550%	9/18/15	400	411
4 Royal Bank of Scotland plc	4.875%	8/25/14	2,400	2,524
Royal Bank of Scotland plc	4.875%	3/16/15	4,525	4,855
Royal Bank of Scotland plc	3.950%	9/21/15	4,625	4,935
Royal Bank of Scotland plc	4.375%	3/16/16	7,000	7,617
Santander Holdings USA Inc.	3.000%	9/24/15	275	281
Santander Holdings USA Inc.	4.625%	4/19/16	4,250	4,542
Societe Generale SA	2.750%	10/12/17	5,375	5,518
SouthTrust Corp.	5.800%	6/15/14	1,350	1,426
State Street Corp.	2.875%	3/7/16	10,938	11,633
State Street Corp.	4.956%	3/15/18	4,175	4,745
Sumitomo Mitsui Banking Corp.	1.350%	7/18/15	4,825	4,886
Sumitomo Mitsui Banking Corp.	0.900%	1/18/16	800	799
Sumitomo Mitsui Banking Corp.	1.800%	7/18/17	5,800	5,911
Sumitomo Mitsui Banking Corp.	1.500%	1/18/18	3,075	3,078
SunTrust Bank	7.250%	3/15/18	3,200	3,974
SunTrust Banks Inc.	3.600%	4/15/16	12,275	13,139
SunTrust Banks Inc.	3.500%	1/20/17	2,085	2,232
SunTrust Banks Inc.	6.000%	9/11/17	1,615	1,908
Svenska Handelsbanken AB	3.125%	7/12/16	7,500	7,964
Svenska Handelsbanken AB	2.875%	4/4/17	3,550	3,747
Svenska Handelsbanken AB	1.625%	3/21/18	4,075	4,064
Toronto-Dominion Bank	1.375%	7/14/14	6,050	6,124
Toronto-Dominion Bank	2.500%	7/14/16	4,585	4,807
Toronto-Dominion Bank	2.375%	10/19/16	10,650	11,160
UBS AG	3.875%	1/15/15	10,400	10,948
UBS AG	5.875%	7/15/16	4,800	5,393
UBS AG	5.875%	12/20/17	9,100	10,800

Union Bank NA	5.950%	5/11/16	2,300	2,612
Union Bank NA	3.000%	6/6/16	4,950	5,251
Union Bank NA	2.125%	6/16/17	2,575	2,653
US Bancorp	4.200%	5/15/14	10,725	11,171
US Bancorp	3.150%	3/4/15	4,800	5,041
US Bancorp	3.442%	2/1/16	4,325	4,588
US Bancorp	2.200%	11/15/16	8,605	8,965
US Bank NA	6.300%	2/4/14	1,850	1,940
US Bank NA	4.950%	10/30/14	1,350	1,439
3 US Bank NA	3.778%	4/29/20	1,000	1,057
Vesey Street Investment Trust I	4.404%	9/1/16	1,600	1,737
Wachovia Bank NA	4.800%	11/1/14	4,279	4,551
Wachovia Bank NA	5.000%	8/15/15	7,000	7,641
Wachovia Bank NA	6.000%	11/15/17	1,875	2,244
Wachovia Corp.	5.250%	8/1/14	2,950	3,121
Wachovia Corp.	5.625%	10/15/16	18,050	20,584
Wachovia Corp.	5.750%	6/15/17	4,350	5,092
Wachovia Corp.	5.750%	2/1/18	7,750	9,218
Wells Fargo & Co.	3.750%	10/1/14	6,450	6,752
Wells Fargo & Co.	1.250%	2/13/15	14,675	14,818
Wells Fargo & Co.	3.625%	4/15/15	8,100	8,548
Wells Fargo & Co.	1.500%	7/1/15	5,725	5,818
Wells Fargo & Co.	3.676%	6/15/16	21,325	23,035
Wells Fargo & Co.	5.125%	9/15/16	2,500	2,822
Wells Fargo & Co.	2.625%	12/15/16	1,575	1,656
Wells Fargo & Co.	2.100%	5/8/17	2,500	2,582
Wells Fargo & Co.	5.625%	12/11/17	21,125	24,888
Wells Fargo & Co.	1.500%	1/16/18	4,150	4,133
Wells Fargo Bank NA	4.750%	2/9/15	6,112	6,532
Wells Fargo Bank NA	5.750%	5/16/16	4,825	5,492
Westpac Banking Corp.	4.200%	2/27/15	5,875	6,267
Westpac Banking Corp.	3.000%	8/4/15	10,625	11,159
Westpac Banking Corp.	1.125%	9/25/15	3,875	3,902
Westpac Banking Corp.	3.000%	12/9/15	6,705	7,088
Westpac Banking Corp.	0.950%	1/12/16	2,625	2,633
Westpac Banking Corp.	2.000%	8/14/17	5,450	5,611
Westpac Banking Corp.	1.600%	1/12/18	5,300	5,346
Zions Bancorporation	4.500%	3/27/17	2,475	2,623
Brokerage (0.2%)
Ameriprise Financial Inc.	5.650%	11/15/15	4,500	5,052
BlackRock Inc.	3.500%	12/10/14	5,050	5,304
BlackRock Inc.	1.375%	6/1/15	600	610
BlackRock Inc.	6.250%	9/15/17	200	244
Charles Schwab Corp.	0.850%	12/4/15	1,300	1,304
Franklin Resources Inc.	3.125%	5/20/15	1,400	1,470
Franklin Resources Inc.	1.375%	9/15/17	2,200	2,211
Jefferies Group LLC	3.875%	11/9/15	5,200	5,439
Lazard Group LLC	7.125%	5/15/15	1,875	2,070
Lazard Group LLC	6.850%	6/15/17	2,925	3,356
Nomura Holdings Inc.	5.000%	3/4/15	6,000	6,373
Nomura Holdings Inc.	4.125%	1/19/16	4,000	4,239
Nomura Holdings Inc.	2.000%	9/13/16	3,750	3,749
Raymond James Financial Inc.	4.250%	4/15/16	575	613
TD Ameritrade Holding Corp.	4.150%	12/1/14	2,775	2,927

Finance Companies (0.8%)
Block Financial LLC	5.125%	10/30/14	2,200	2,307
GATX Corp.	8.750%	5/15/14	1,000	1,083
GATX Corp.	3.500%	7/15/16	3,960	4,205
3 GE Capital Trust I	6.375%	11/15/67	425	448
General Electric Capital Corp.	5.900%	5/13/14	2,750	2,913
General Electric Capital Corp.	5.500%	6/4/14	4,525	4,786
General Electric Capital Corp.	5.650%	6/9/14	4,500	4,771
General Electric Capital Corp.	3.750%	11/14/14	24,200	25,390
General Electric Capital Corp.	2.150%	1/9/15	1,085	1,114
General Electric Capital Corp.	3.500%	6/29/15	6,000	6,346
General Electric Capital Corp.	1.625%	7/2/15	8,025	8,161
General Electric Capital Corp.	4.375%	9/21/15	6,500	7,046
General Electric Capital Corp.	2.250%	11/9/15	25,675	26,556
General Electric Capital Corp.	1.000%	12/11/15	7,650	7,698
General Electric Capital Corp.	5.000%	1/8/16	75	83
General Electric Capital Corp.	2.950%	5/9/16	29,200	30,871
General Electric Capital Corp.	2.900%	1/9/17	7,000	7,397
General Electric Capital Corp.	5.400%	2/15/17	9,600	11,048
General Electric Capital Corp.	2.300%	4/27/17	5,125	5,305
General Electric Capital Corp.	5.625%	9/15/17	5,150	6,044
General Electric Capital Corp.	1.600%	11/20/17	11,925	11,962
3 General Electric Capital Corp.	6.375%	11/15/67	6,975	7,394
3 HSBC Finance Capital Trust IX	5.911%	11/30/35	2,925	2,947
HSBC Finance Corp.	5.500%	1/19/16	20,625	22,975
SLM Corp.	5.375%	5/15/14	1,850	1,929
SLM Corp.	5.050%	11/14/14	785	824
SLM Corp.	5.000%	4/15/15	150	159
SLM Corp.	3.875%	9/10/15	425	442
SLM Corp.	6.250%	1/25/16	16,125	17,597
SLM Corp.	6.000%	1/25/17	1,700	1,851
SLM Corp.	4.625%	9/25/17	2,525	2,624
Insurance (1.1%)
ACE INA Holdings Inc.	5.875%	6/15/14	1,754	1,864
ACE INA Holdings Inc.	5.600%	5/15/15	2,050	2,259
ACE INA Holdings Inc.	2.600%	11/23/15	4,175	4,378
ACE INA Holdings Inc.	5.700%	2/15/17	1,400	1,637
ACE INA Holdings Inc.	5.800%	3/15/18	1,500	1,820
Aetna Inc.	6.000%	6/15/16	4,330	4,988
Aetna Inc.	1.750%	5/15/17	200	204
Aetna Inc.	1.500%	11/15/17	4,400	4,416
Aflac Inc.	2.650%	2/15/17	1,515	1,595
Allied World Assurance Co. Ltd.	7.500%	8/1/16	4,500	5,303
3 Allstate Corp.	6.125%	5/15/67	2,275	2,389
Allstate Life Global Funding Trusts	5.375%	4/30/13	4,075	4,090
American International Group Inc.	4.250%	9/15/14	4,600	4,819
American International Group Inc.	3.000%	3/20/15	3,550	3,683
American International Group Inc.	2.375%	8/24/15	825	846
American International Group Inc.	5.050%	10/1/15	2,000	2,190
American International Group Inc.	4.875%	9/15/16	10,700	11,914
American International Group Inc.	5.600%	10/18/16	2,175	2,468
American International Group Inc.	3.800%	3/22/17	6,425	6,954
American International Group Inc.	5.450%	5/18/17	5,655	6,482
American International Group Inc.	5.850%	1/16/18	10,925	12,802
Aon Corp.	3.500%	9/30/15	3,350	3,544
Aon Corp.	3.125%	5/27/16	3,000	3,166

Assurant Inc.	2.500%	3/15/18	700	700
Axis Capital Holdings Ltd.	5.750%	12/1/14	1,800	1,918
Berkshire Hathaway Finance Corp.	4.850%	1/15/15	1,875	2,019
Berkshire Hathaway Finance Corp.	1.600%	5/15/17	11,975	12,210
Berkshire Hathaway Inc.	3.200%	2/11/15	18,275	19,205
Berkshire Hathaway Inc.	2.200%	8/15/16	2,500	2,621
Berkshire Hathaway Inc.	1.900%	1/31/17	5,100	5,279
Berkshire Hathaway Inc.	1.550%	2/9/18	75	76
3 Chubb Corp.	6.375%	3/29/67	2,800	3,066
Cigna Corp.	2.750%	11/15/16	7,925	8,402
CNA Financial Corp.	5.850%	12/15/14	1,575	1,695
CNA Financial Corp.	6.500%	8/15/16	3,950	4,547
Coventry Health Care Inc.	6.300%	8/15/14	4,500	4,818
Genworth Financial Inc.	5.750%	6/15/14	1,996	2,096
Genworth Financial Inc.	8.625%	12/15/16	2,400	2,904
Hartford Financial Services Group Inc.	5.500%	10/15/16	4,525	5,163
Hartford Financial Services Group Inc.	5.375%	3/15/17	525	601
4 ING US Inc.	2.900%	2/15/18	2,050	2,074
Lincoln National Corp.	4.300%	6/15/15	2,000	2,144
3 Lincoln National Corp.	7.000%	5/17/66	4,000	4,070
Loews Corp.	5.250%	3/15/16	1,275	1,420
Manulife Financial Corp.	3.400%	9/17/15	4,025	4,253
Marsh & McLennan Cos. Inc.	5.750%	9/15/15	3,684	4,098
Marsh & McLennan Cos. Inc.	2.300%	4/1/17	1,100	1,128
MetLife Inc.	5.000%	6/15/15	7,275	7,933
MetLife Inc.	6.750%	6/1/16	3,800	4,472
Principal Financial Group Inc.	1.850%	11/15/17	400	404
3 Progressive Corp.	6.700%	6/15/67	3,775	4,152
Prudential Financial Inc.	4.750%	4/1/14	1,475	1,535
Prudential Financial Inc.	5.100%	9/20/14	1,325	1,408
Prudential Financial Inc.	3.875%	1/14/15	2,950	3,104
Prudential Financial Inc.	6.200%	1/15/15	4,700	5,132
Prudential Financial Inc.	4.750%	9/17/15	13,400	14,602
Prudential Financial Inc.	3.000%	5/12/16	6,015	6,375
3 Reinsurance Group of America Inc.	6.750%	12/15/65	2,800	2,866
3 StanCorp Financial Group Inc.	6.900%	6/1/67	1,000	1,018
Torchmark Corp.	6.375%	6/15/16	1,250	1,410
Transatlantic Holdings Inc.	5.750%	12/14/15	3,275	3,610
Travelers Cos. Inc.	5.500%	12/1/15	4,100	4,607
Travelers Cos. Inc.	6.250%	6/20/16	1,325	1,545
UnitedHealth Group Inc.	5.000%	8/15/14	4,975	5,281
UnitedHealth Group Inc.	0.850%	10/15/15	2,725	2,740
UnitedHealth Group Inc.	1.875%	11/15/16	450	464
UnitedHealth Group Inc.	6.000%	6/15/17	2,775	3,305
UnitedHealth Group Inc.	1.400%	10/15/17	2,400	2,415
UnitedHealth Group Inc.	6.000%	2/15/18	7,875	9,536
Unum Group	7.125%	9/30/16	1,800	2,120
WellPoint Inc.	6.000%	2/15/14	1,700	1,778
WellPoint Inc.	5.000%	12/15/14	1,475	1,580
WellPoint Inc.	5.250%	1/15/16	8,025	8,936
WellPoint Inc.	5.875%	6/15/17	3,125	3,688
WellPoint Inc.	1.875%	1/15/18	625	633
Willis Group Holdings plc	4.125%	3/15/16	2,525	2,683
Willis North America Inc.	5.625%	7/15/15	1,800	1,953
Willis North America Inc.	6.200%	3/28/17	2,200	2,510
XL Group plc	5.250%	9/15/14	1,455	1,536

Other Finance (0.0%)
NASDAQ OMX Group Inc.	4.000%	1/15/15	1,750	1,825
NYSE Euronext	2.000%	10/5/17	2,325	2,387
ORIX Corp.	4.710%	4/27/15	750	796
ORIX Corp.	5.000%	1/12/16	4,590	4,949
ORIX Corp.	3.750%	3/9/17	3,450	3,619
Real Estate Investment Trusts (0.4%)
Arden Realty LP	5.250%	3/1/15	1,250	1,345
AvalonBay Communities Inc.	5.750%	9/15/16	1,250	1,439
BioMed Realty LP	3.850%	4/15/16	3,700	3,939
Brandywine Operating Partnership LP	5.700%	5/1/17	3,475	3,934
Brandywine Operating Partnership LP	4.950%	4/15/18	200	222
BRE Properties Inc.	5.500%	3/15/17	2,175	2,467
CommonWealth REIT	6.250%	6/15/17	2,200	2,408
CommonWealth REIT	6.650%	1/15/18	2,850	3,235
Digital Realty Trust LP	4.500%	7/15/15	5,225	5,530
Duke Realty LP	7.375%	2/15/15	2,700	2,992
ERP Operating LP	5.250%	9/15/14	1,430	1,523
ERP Operating LP	6.584%	4/13/15	820	912
ERP Operating LP	5.125%	3/15/16	2,000	2,222
ERP Operating LP	5.375%	8/1/16	475	539
ERP Operating LP	5.750%	6/15/17	4,507	5,270
HCP Inc.	3.750%	2/1/16	4,600	4,922
HCP Inc.	6.300%	9/15/16	1,000	1,159
HCP Inc.	6.700%	1/30/18	4,500	5,480
Health Care REIT Inc.	3.625%	3/15/16	4,950	5,259
Health Care REIT Inc.	6.200%	6/1/16	975	1,113
Health Care REIT Inc.	2.250%	3/15/18	1,775	1,789
Healthcare Realty Trust Inc.	5.125%	4/1/14	1,400	1,459
Hospitality Properties Trust	7.875%	8/15/14	1,775	1,875
Hospitality Properties Trust	5.625%	3/15/17	2,575	2,838
Hospitality Properties Trust	6.700%	1/15/18	2,000	2,303
Kilroy Realty LP	5.000%	11/3/15	2,325	2,535
Kimco Realty Corp.	5.783%	3/15/16	1,025	1,152
Kimco Realty Corp.	5.700%	5/1/17	1,500	1,732
Kimco Realty Corp.	4.300%	2/1/18	1,250	1,394
Liberty Property LP	5.125%	3/2/15	4,500	4,820
Mack-Cali Realty LP	2.500%	12/15/17	1,650	1,676
ProLogis LP	7.625%	8/15/14	1,400	1,511
ProLogis LP	4.500%	8/15/17	200	220
Realty Income Corp.	2.000%	1/31/18	3,650	3,677
Regency Centers LP	5.250%	8/1/15	3,200	3,482
Senior Housing Properties Trust	4.300%	1/15/16	1,000	1,039
Simon Property Group LP	6.750%	5/15/14	6,550	6,889
Simon Property Group LP	4.200%	2/1/15	6,100	6,430
Simon Property Group LP	5.100%	6/15/15	3,000	3,276
Simon Property Group LP	5.250%	12/1/16	2,225	2,541
Simon Property Group LP	2.800%	1/30/17	4,500	4,767
Simon Property Group LP	2.150%	9/15/17	2,935	3,034
Ventas Realty LP / Ventas Capital Corp.	3.125%	11/30/15	1,100	1,162
Ventas Realty LP / Ventas Capital Corp.	2.000%	2/15/18	3,600	3,627
Vornado Realty LP	4.250%	4/1/15	1,000	1,054
				2,825,720
Industrial (10.1%)
Basic Industry (0.8%)
Air Products & Chemicals Inc.	2.000%	8/2/16	3,975	4,121

Airgas Inc.	4.500%	9/15/14	1,525	1,606
Airgas Inc.	3.250%	10/1/15	2,950	3,103
Alcoa Inc.	5.550%	2/1/17	2,600	2,869
Barrick Gold Corp.	1.750%	5/30/14	2,650	2,697
Barrick Gold Corp.	2.900%	5/30/16	5,630	5,930
BHP Billiton Finance USA Ltd.	4.800%	4/15/13	3,000	3,005
BHP Billiton Finance USA Ltd.	5.500%	4/1/14	8,525	8,958
BHP Billiton Finance USA Ltd.	1.000%	2/24/15	3,250	3,283
BHP Billiton Finance USA Ltd.	1.625%	2/24/17	15,750	16,070
BHP Billiton Finance USA Ltd.	5.400%	3/29/17	1,675	1,948
Celulosa Arauco y Constitucion SA	5.625%	4/20/15	3,475	3,736
Dow Chemical Co.	5.900%	2/15/15	3,950	4,320
Dow Chemical Co.	2.500%	2/15/16	2,000	2,084
Eastman Chemical Co.	3.000%	12/15/15	1,025	1,077
Eastman Chemical Co.	2.400%	6/1/17	6,100	6,336
Ecolab Inc.	2.375%	12/8/14	2,600	2,669
Ecolab Inc.	1.000%	8/9/15	1,525	1,530
Ecolab Inc.	3.000%	12/8/16	7,200	7,656
Ecolab Inc.	1.450%	12/8/17	3,725	3,708
EI du Pont de Nemours & Co.	4.875%	4/30/14	2,550	2,674
EI du Pont de Nemours & Co.	3.250%	1/15/15	5,000	5,246
EI du Pont de Nemours & Co.	2.750%	4/1/16	2,000	2,122
EI du Pont de Nemours & Co.	5.250%	12/15/16	5,990	6,932
Freeport-McMoRan Copper & Gold Inc.	1.400%	2/13/15	125	126
Freeport-McMoRan Copper & Gold Inc.	2.150%	3/1/17	1,875	1,900
4 Freeport-McMoRan Copper & Gold Inc.	2.375%	3/15/18	8,610	8,656
Georgia-Pacific LLC	7.700%	6/15/15	1,250	1,428
Goldcorp Inc.	2.125%	3/15/18	4,950	4,974
ICI Wilmington Inc.	5.625%	12/1/13	1,600	1,647
International Paper Co.	7.400%	6/15/14	3,000	3,221
International Paper Co.	5.300%	4/1/15	2,500	2,704
International Paper Co.	5.250%	4/1/16	2,950	3,275
Lubrizol Corp.	5.500%	10/1/14	1,850	1,988
Monsanto Co.	2.750%	4/15/16	1,250	1,324
Plum Creek Timberlands LP	5.875%	11/15/15	1,650	1,833
Potash Corp. of Saskatchewan Inc.	3.750%	9/30/15	6,000	6,420
Potash Corp. of Saskatchewan Inc.	3.250%	12/1/17	1,225	1,328
PPG Industries Inc.	1.900%	1/15/16	3,675	3,783
PPG Industries Inc.	6.650%	3/15/18	950	1,173
Praxair Inc.	4.375%	3/31/14	1,125	1,167
Praxair Inc.	5.250%	11/15/14	2,750	2,955
Praxair Inc.	4.625%	3/30/15	1,625	1,757
Praxair Inc.	5.375%	11/1/16	700	809
Praxair Inc.	5.200%	3/15/17	1,250	1,446
Praxair Inc.	1.050%	11/7/17	5,000	4,967
Rio Tinto Finance USA Ltd.	8.950%	5/1/14	8,950	9,728
Rio Tinto Finance USA Ltd.	1.875%	11/2/15	8,000	8,204
Rio Tinto Finance USA Ltd.	2.500%	5/20/16	2,025	2,113
Rio Tinto Finance USA Ltd.	2.250%	9/20/16	1,700	1,765
Rio Tinto Finance USA plc	1.125%	3/20/15	2,550	2,568
Rio Tinto Finance USA plc	2.000%	3/22/17	10,700	10,964
Rio Tinto Finance USA plc	1.625%	8/21/17	2,500	2,516
Sherwin-Williams Co.	3.125%	12/15/14	1,900	1,975
Teck Resources Ltd.	3.150%	1/15/17	3,575	3,743
Teck Resources Ltd.	2.500%	2/1/18	1,950	1,940
Vale Canada Ltd.	5.700%	10/15/15	1,125	1,226
Vale Overseas Ltd.	6.250%	1/11/16	5,425	6,054

Vale Overseas Ltd.	6.250%	1/23/17	9,500	10,850
Xstrata Canada Corp.	6.000%	10/15/15	1,525	1,689
Capital Goods (1.0%)
3M Co.	1.375%	9/29/16	5,650	5,788
3M Co.	1.000%	6/26/17	3,000	3,011
Bemis Co. Inc.	5.650%	8/1/14	2,875	3,052
Black & Decker Corp.	5.750%	11/15/16	625	726
Boeing Capital Corp.	3.250%	10/27/14	7,525	7,853
Boeing Capital Corp.	2.125%	8/15/16	575	598
Boeing Co.	3.500%	2/15/15	6,725	7,095
Boeing Co.	3.750%	11/20/16	700	766
Caterpillar Financial Services Corp.	6.125%	2/17/14	200	210
Caterpillar Financial Services Corp.	1.100%	5/29/15	2,100	2,124
Caterpillar Financial Services Corp.	4.625%	6/1/15	2,000	2,165
Caterpillar Financial Services Corp.	2.650%	4/1/16	1,725	1,816
Caterpillar Financial Services Corp.	2.050%	8/1/16	6,650	6,903
Caterpillar Financial Services Corp.	1.625%	6/1/17	10,000	10,176
Caterpillar Financial Services Corp.	1.250%	11/6/17	4,225	4,238
Caterpillar Financial Services Corp.	1.300%	3/1/18	4,250	4,246
Caterpillar Inc.	0.950%	6/26/15	6,125	6,181
Caterpillar Inc.	5.700%	8/15/16	500	580
Caterpillar Inc.	1.500%	6/26/17	5,125	5,201
Cooper US Inc.	2.375%	1/15/16	2,500	2,589
Cooper US Inc.	6.100%	7/1/17	500	591
CRH America Inc.	4.125%	1/15/16	8,500	8,956
CRH America Inc.	6.000%	9/30/16	4,150	4,722
Danaher Corp.	2.300%	6/23/16	1,500	1,573
Danaher Corp.	5.625%	1/15/18	700	835
Deere & Co.	6.950%	4/25/14	1,325	1,418
4 Eaton Corp.	1.500%	11/2/17	8,100	8,121
Embraer Overseas Ltd.	6.375%	1/24/17	825	932
General Dynamics Corp.	1.375%	1/15/15	6,000	6,105
General Dynamics Corp.	1.000%	11/15/17	6,000	5,949
General Electric Co.	0.850%	10/9/15	7,875	7,899
General Electric Co.	5.250%	12/6/17	21,000	24,625
Harsco Corp.	2.700%	10/15/15	1,000	1,009
Honeywell International Inc.	5.300%	3/1/18	1,525	1,817
Illinois Tool Works Inc.	5.150%	4/1/14	3,775	3,936
Ingersoll-Rand Global Holding Co. Ltd.	9.500%	4/15/14	6,700	7,290
John Deere Capital Corp.	1.250%	12/2/14	200	203
John Deere Capital Corp.	2.950%	3/9/15	18,275	19,113
John Deere Capital Corp.	0.875%	4/17/15	9,175	9,231
John Deere Capital Corp.	1.850%	9/15/16	5,650	5,832
John Deere Capital Corp.	1.300%	3/12/18	300	301
Joy Global Inc.	6.000%	11/15/16	875	1,006
L-3 Communications Corp.	3.950%	11/15/16	2,050	2,211
Lockheed Martin Corp.	2.125%	9/15/16	7,400	7,660
Mohawk Industries Inc.	6.375%	1/15/16	4,000	4,513
Northrop Grumman Corp.	3.700%	8/1/14	300	312
Northrop Grumman Corp.	1.850%	11/15/15	3,975	4,065
Owens Corning	6.500%	12/1/16	4,447	5,017
4 Pentair Finance SA	1.350%	12/1/15	1,000	1,002
Precision Castparts Corp.	0.700%	12/20/15	7,125	7,142
Precision Castparts Corp.	1.250%	1/15/18	4,075	4,081
Roper Industries Inc.	1.850%	11/15/17	1,650	1,666
United Technologies Corp.	4.875%	5/1/15	10,000	10,911

United Technologies Corp.	1.200%	6/1/15	4,415	4,482
United Technologies Corp.	1.800%	6/1/17	14,735	15,214
United Technologies Corp.	5.375%	12/15/17	2,350	2,791
Waste Management Inc.	6.375%	3/11/15	1,600	1,767
Waste Management Inc.	2.600%	9/1/16	2,500	2,615
Waste Management Inc.	6.100%	3/15/18	2,350	2,824
Communication (1.5%)
America Movil SAB de CV	5.750%	1/15/15	5,938	6,420
America Movil SAB de CV	3.625%	3/30/15	6,600	6,950
America Movil SAB de CV	2.375%	9/8/16	5,550	5,726
American Tower Corp.	4.625%	4/1/15	3,709	3,961
American Tower Corp.	4.500%	1/15/18	9,600	10,592
AT&T Inc.	5.100%	9/15/14	13,206	14,042
AT&T Inc.	2.500%	8/15/15	16,875	17,529
AT&T Inc.	0.800%	12/1/15	2,075	2,068
AT&T Inc.	0.900%	2/12/16	4,625	4,619
AT&T Inc.	2.950%	5/15/16	6,425	6,783
AT&T Inc.	5.625%	6/15/16	4,850	5,536
AT&T Inc.	1.600%	2/15/17	8,525	8,641
AT&T Inc.	1.700%	6/1/17	10,500	10,623
AT&T Inc.	1.400%	12/1/17	11,275	11,209
AT&T Inc.	5.500%	2/1/18	9,750	11,450
BellSouth Corp.	5.200%	9/15/14	200	215
British Telecommunications plc	2.000%	6/22/15	3,950	4,046
British Telecommunications plc	5.950%	1/15/18	3,825	4,565
CBS Corp.	1.950%	7/1/17	1,925	1,960
Comcast Cable Communications LLC	8.875%	5/1/17	900	1,161
Comcast Corp.	6.500%	1/15/15	500	552
Comcast Corp.	5.850%	11/15/15	11,000	12,420
Comcast Corp.	5.900%	3/15/16	8,525	9,760
Comcast Corp.	4.950%	6/15/16	2,175	2,445
Comcast Corp.	6.500%	1/15/17	1,425	1,705
Comcast Corp.	6.300%	11/15/17	2,500	3,048
Comcast Corp.	5.875%	2/15/18	4,725	5,704
COX Communications Inc.	5.450%	12/15/14	1,768	1,912
COX Communications Inc.	5.500%	10/1/15	1,775	1,978
Deutsche Telekom International Finance BV	4.875%	7/8/14	2,675	2,829
Deutsche Telekom International Finance BV	5.750%	3/23/16	3,150	3,563
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.750%	10/1/14	2,075	2,193
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.550%	3/15/15	5,835	6,109
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.125%	2/15/16	3,765	3,955
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.500%	3/1/16	7,375	7,832
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	2.400%	3/15/17	9,000	9,250
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	1.750%	1/15/18	3,000	2,970
Embarq Corp.	7.082%	6/1/16	9,275	10,685
France Telecom SA	4.375%	7/8/14	10,575	11,031
France Telecom SA	2.125%	9/16/15	600	616
France Telecom SA	2.750%	9/14/16	2,450	2,560
NBCUniversal Media LLC	2.100%	4/1/14	5,000	5,076
NBCUniversal Media LLC	3.650%	4/30/15	1,250	1,326

NBCUniversal Media LLC	2.875%	4/1/16	9,250	9,774
News America Inc.	5.300%	12/15/14	2,450	2,639
Nippon Telegraph & Telephone Corp.	1.400%	7/18/17	2,325	2,340
Omnicom Group Inc.	5.900%	4/15/16	4,215	4,780
Qwest Corp.	6.500%	6/1/17	4,450	5,187
Rogers Communications Inc.	6.375%	3/1/14	200	210
Rogers Communications Inc.	7.500%	3/15/15	3,000	3,387
Telecom Italia Capital SA	6.175%	6/18/14	7,105	7,433
Telecom Italia Capital SA	4.950%	9/30/14	7,414	7,680
Telecom Italia Capital SA	5.250%	10/1/15	2,000	2,110
Telefonica Emisiones SAU	4.949%	1/15/15	1,550	1,628
Telefonica Emisiones SAU	3.729%	4/27/15	5,825	6,029
Telefonica Emisiones SAU	3.992%	2/16/16	12,500	13,033
Telefonica Emisiones SAU	6.421%	6/20/16	5,000	5,546
Thomson Reuters Corp.	5.700%	10/1/14	7,550	8,099
Time Warner Cable Inc.	7.500%	4/1/14	8,900	9,493
Time Warner Cable Inc.	3.500%	2/1/15	1,125	1,179
Time Warner Cable Inc.	5.850%	5/1/17	8,800	10,225
Verizon Communications Inc.	5.550%	2/15/16	9,600	10,818
Verizon Communications Inc.	3.000%	4/1/16	9,500	10,058
Verizon Communications Inc.	2.000%	11/1/16	2,325	2,399
Verizon Communications Inc.	1.100%	11/1/17	4,500	4,440
Verizon Communications Inc.	5.500%	2/15/18	8,000	9,402
Vodafone Group plc	4.150%	6/10/14	12,375	12,878
Vodafone Group plc	5.000%	9/15/15	1,000	1,099
Vodafone Group plc	3.375%	11/24/15	3,550	3,770
Vodafone Group plc	5.750%	3/15/16	5,250	5,971
Vodafone Group plc	5.625%	2/27/17	8,000	9,275
Vodafone Group plc	1.625%	3/20/17	5,200	5,253
Vodafone Group plc	1.250%	9/26/17	4,250	4,210
Vodafone Group plc	1.500%	2/19/18	7,000	6,977
WPP Finance UK	8.000%	9/15/14	4,475	4,912
Consumer Cyclical (1.5%)
4 ADT Corp.	2.250%	7/15/17	3,150	3,132
Amazon.com Inc.	0.650%	11/27/15	3,725	3,715
Amazon.com Inc.	1.200%	11/29/17	4,200	4,181
AutoZone Inc.	5.500%	11/15/15	1,000	1,113
Carnival Corp.	1.200%	2/5/16	1,950	1,953
Carnival Corp.	1.875%	12/15/17	1,625	1,626
Costco Wholesale Corp.	0.650%	12/7/15	5,825	5,838
Costco Wholesale Corp.	5.500%	3/15/17	2,225	2,611
Costco Wholesale Corp.	1.125%	12/15/17	9,525	9,571
CVS Caremark Corp.	4.875%	9/15/14	2,350	2,497
CVS Caremark Corp.	3.250%	5/18/15	11,550	12,142
CVS Caremark Corp.	6.125%	8/15/16	600	700
CVS Caremark Corp.	5.750%	6/1/17	4,710	5,579
eBay Inc.	1.625%	10/15/15	1,975	2,026
eBay Inc.	1.350%	7/15/17	4,475	4,524
Ford Motor Credit Co. LLC	8.000%	6/1/14	4,550	4,889
Ford Motor Credit Co. LLC	8.700%	10/1/14	4,200	4,646
Ford Motor Credit Co. LLC	3.875%	1/15/15	15,425	16,028
Ford Motor Credit Co. LLC	7.000%	4/15/15	5,075	5,590
Ford Motor Credit Co. LLC	2.750%	5/15/15	4,200	4,292
Ford Motor Credit Co. LLC	12.000%	5/15/15	2,150	2,597
Ford Motor Credit Co. LLC	5.625%	9/15/15	7,400	8,056
Ford Motor Credit Co. LLC	4.207%	4/15/16	12,700	13,522

Ford Motor Credit Co. LLC	3.984%	6/15/16	2,250	2,381
Ford Motor Credit Co. LLC	8.000%	12/15/16	5,300	6,345
Ford Motor Credit Co. LLC	4.250%	2/3/17	5,525	5,910
Ford Motor Credit Co. LLC	3.000%	6/12/17	2,550	2,617
Ford Motor Credit Co. LLC	6.625%	8/15/17	5,800	6,773
Ford Motor Credit Co. LLC	2.375%	1/16/18	8,250	8,192
Home Depot Inc.	5.400%	3/1/16	15,575	17,655
Hyatt Hotels Corp.	3.875%	8/15/16	1,075	1,146
Johnson Controls Inc.	1.750%	3/1/14	200	202
Johnson Controls Inc.	5.500%	1/15/16	1,300	1,449
Johnson Controls Inc.	2.600%	12/1/16	800	838
Kohl's Corp.	6.250%	12/15/17	250	291
Lowe's Cos. Inc.	5.400%	10/15/16	6,525	7,541
Lowe's Cos. Inc.	1.625%	4/15/17	5,450	5,573
Macy's Retail Holdings Inc.	7.875%	7/15/15	10,125	11,667
Macy's Retail Holdings Inc.	5.900%	12/1/16	4,062	4,718
Marriott International Inc.	6.200%	6/15/16	1,400	1,608
Marriott International Inc.	6.375%	6/15/17	1,275	1,493
McDonald's Corp.	0.750%	5/29/15	3,000	3,022
McDonald's Corp.	5.300%	3/15/17	500	583
McDonald's Corp.	5.800%	10/15/17	3,750	4,535
McDonald's Corp.	5.350%	3/1/18	4,075	4,847
Nordstrom Inc.	6.750%	6/1/14	1,150	1,230
Nordstrom Inc.	6.250%	1/15/18	1,475	1,771
PACCAR Financial Corp.	1.050%	6/5/15	1,300	1,314
PACCAR Financial Corp.	0.800%	2/8/16	750	750
PACCAR Financial Corp.	1.600%	3/15/17	1,350	1,375
PACCAR Inc.	6.875%	2/15/14	4,450	4,695
Starbucks Corp.	6.250%	8/15/17	1,250	1,502
Starwood Hotels & Resorts Worldwide Inc.	6.750%	5/15/18	100	121
Target Corp.	1.125%	7/18/14	1,050	1,061
Target Corp.	5.875%	7/15/16	3,225	3,762
Target Corp.	5.375%	5/1/17	5,850	6,850
Target Corp.	6.000%	1/15/18	4,450	5,424
Time Warner Inc.	3.150%	7/15/15	9,000	9,471
Toyota Motor Credit Corp.	1.000%	2/17/15	5,325	5,373
Toyota Motor Credit Corp.	3.200%	6/17/15	11,200	11,831
Toyota Motor Credit Corp.	0.875%	7/17/15	12,125	12,200
Toyota Motor Credit Corp.	2.800%	1/11/16	7,225	7,625
Toyota Motor Credit Corp.	2.000%	9/15/16	6,500	6,720
Toyota Motor Credit Corp.	2.050%	1/12/17	9,000	9,318
Toyota Motor Credit Corp.	1.250%	10/5/17	2,225	2,221
Toyota Motor Credit Corp.	1.375%	1/10/18	2,150	2,159
Viacom Inc.	4.375%	9/15/14	600	631
Viacom Inc.	1.250%	2/27/15	8,000	8,053
Viacom Inc.	4.250%	9/15/15	2,300	2,473
Viacom Inc.	6.250%	4/30/16	7,500	8,615
Viacom Inc.	2.500%	12/15/16	1,425	1,487
Viacom Inc.	3.500%	4/1/17	2,850	3,052
Wal-Mart Stores Inc.	1.625%	4/15/14	4,350	4,408
Wal-Mart Stores Inc.	3.200%	5/15/14	4,369	4,512
Wal-Mart Stores Inc.	2.875%	4/1/15	4,530	4,748
Wal-Mart Stores Inc.	2.250%	7/8/15	4,250	4,425
Wal-Mart Stores Inc.	1.500%	10/25/15	14,975	15,370
Wal-Mart Stores Inc.	5.800%	2/15/18	8,475	10,304
Walgreen Co.	1.000%	3/13/15	5,050	5,076
Walgreen Co.	1.800%	9/15/17	6,825	6,916

Walt Disney Co.	6.200%	6/20/14	3,000	3,214
Walt Disney Co.	0.875%	12/1/14	9,250	9,324
Walt Disney Co.	1.350%	8/16/16	3,650	3,722
Walt Disney Co.	1.125%	2/15/17	6,000	6,022
Walt Disney Co.	1.100%	12/1/17	6,075	6,089
Western Union Co.	5.930%	10/1/16	2,150	2,378
Western Union Co.	2.875%	12/10/17	4,600	4,684
Wyndham Worldwide Corp.	2.950%	3/1/17	3,475	3,568
Wyndham Worldwide Corp.	2.500%	3/1/18	225	227
Consumer Noncyclical (2.6%)
4 AbbVie Inc.	1.200%	11/6/15	17,600	17,774
4 AbbVie Inc.	1.750%	11/6/17	17,425	17,711
Actavis Inc.	5.000%	8/15/14	4,000	4,223
Actavis Inc.	1.875%	10/1/17	2,950	2,989
Allergan Inc.	1.350%	3/15/18	2,775	2,790
Altria Group Inc.	4.125%	9/11/15	9,425	10,161
AmerisourceBergen Corp.	5.875%	9/15/15	2,175	2,436
Amgen Inc.	1.875%	11/15/14	200	204
Amgen Inc.	4.850%	11/18/14	4,175	4,455
Amgen Inc.	2.300%	6/15/16	3,550	3,687
Amgen Inc.	2.500%	11/15/16	625	656
Amgen Inc.	2.125%	5/15/17	6,375	6,588
Amgen Inc.	5.850%	6/1/17	11,725	13,853
Anheuser-Busch Cos. LLC	5.500%	1/15/18	3,875	4,614
Anheuser-Busch InBev Finance Inc.	1.250%	1/17/18	4,150	4,148
Anheuser-Busch InBev Worldwide Inc.	1.500%	7/14/14	425	431
Anheuser-Busch InBev Worldwide Inc.	5.375%	11/15/14	1,200	1,290
Anheuser-Busch InBev Worldwide Inc.	4.125%	1/15/15	7,550	8,007
Anheuser-Busch InBev Worldwide Inc.	0.800%	7/15/15	8,000	8,014
Anheuser-Busch InBev Worldwide Inc.	2.875%	2/15/16	15,910	16,874
Anheuser-Busch InBev Worldwide Inc.	1.375%	7/15/17	12,430	12,552
Archer-Daniels-Midland Co.	8.375%	4/15/17	625	793
AstraZeneca plc	5.900%	9/15/17	8,000	9,613
Avon Products Inc.	5.625%	3/1/14	200	209
Avon Products Inc.	2.375%	3/15/16	1,475	1,493
Avon Products Inc.	5.750%	3/1/18	2,356	2,609
Baxter International Inc.	4.625%	3/15/15	2,750	2,961
Baxter International Inc.	5.900%	9/1/16	3,300	3,840
Beam Inc.	6.375%	6/15/14	2,449	2,614
Beam Inc.	1.875%	5/15/17	875	891
Becton Dickinson & Co.	1.750%	11/8/16	200	206
Biogen Idec Inc.	6.875%	3/1/18	4,950	6,063
Boston Scientific Corp.	4.500%	1/15/15	1,300	1,381
Boston Scientific Corp.	6.250%	11/15/15	8,000	8,968
Boston Scientific Corp.	6.400%	6/15/16	6,000	6,877
Boston Scientific Corp.	5.125%	1/12/17	1,850	2,066
Bottling Group LLC	6.950%	3/15/14	9,725	10,309
Bristol-Myers Squibb Co.	0.875%	8/1/17	5,750	5,683
Brown-Forman Corp.	2.500%	1/15/16	625	654
Brown-Forman Corp.	1.000%	1/15/18	2,275	2,259
Bunge Ltd. Finance Corp.	5.350%	4/15/14	5,850	6,111
Bunge Ltd. Finance Corp.	5.100%	7/15/15	1,925	2,087
Bunge Ltd. Finance Corp.	4.100%	3/15/16	1,375	1,474
Bunge Ltd. Finance Corp.	3.200%	6/15/17	3,475	3,592
Campbell Soup Co.	3.050%	7/15/17	1,975	2,113
Cardinal Health Inc.	4.000%	6/15/15	1,875	2,005

Cardinal Health Inc.	1.700%	3/15/18	4,550	4,526
CareFusion Corp.	5.125%	8/1/14	5,975	6,303
Catholic Health Initiatives Colorado GO	1.600%	11/1/17	1,450	1,473
Celgene Corp.	2.450%	10/15/15	5,600	5,802
Celgene Corp.	1.900%	8/15/17	2,150	2,191
Church & Dwight Co. Inc.	3.350%	12/15/15	1,225	1,296
Clorox Co.	5.000%	1/15/15	3,700	3,957
Coca-Cola Co.	1.500%	11/15/15	6,400	6,561
Coca-Cola Co.	1.800%	9/1/16	2,300	2,378
Coca-Cola Co.	5.350%	11/15/17	15,900	18,871
Coca-Cola Enterprises Inc.	2.125%	9/15/15	6,900	7,104
Coca-Cola HBC Finance BV	5.500%	9/17/15	2,000	2,175
Coca-Cola Refreshments USA Inc.	4.250%	3/1/15	1,700	1,815
Colgate-Palmolive Co.	2.625%	5/1/17	3,085	3,294
ConAgra Foods Inc.	5.875%	4/15/14	650	684
ConAgra Foods Inc.	1.300%	1/25/16	7,575	7,628
ConAgra Foods Inc.	1.900%	1/25/18	6,925	6,995
Covidien International Finance SA	2.800%	6/15/15	5,000	5,229
Delhaize Group SA	6.500%	6/15/17	1,600	1,830
DENTSPLY International Inc.	2.750%	8/15/16	1,500	1,560
Diageo Capital plc	5.500%	9/30/16	4,000	4,583
Diageo Capital plc	1.500%	5/11/17	5,125	5,209
Diageo Capital plc	5.750%	10/23/17	3,875	4,613
Diageo Finance BV	5.300%	10/28/15	3,075	3,425
Dr Pepper Snapple Group Inc.	2.900%	1/15/16	4,600	4,854
Eli Lilly & Co.	5.200%	3/15/17	3,650	4,230
Express Scripts Holding Co.	2.100%	2/12/15	9,100	9,298
Express Scripts Holding Co.	3.125%	5/15/16	100	106
Express Scripts Holding Co.	2.650%	2/15/17	10,300	10,787
Genentech Inc.	4.750%	7/15/15	5,500	6,003
General Mills Inc.	5.200%	3/17/15	13,450	14,617
General Mills Inc.	5.700%	2/15/17	100	117
Gilead Sciences Inc.	2.400%	12/1/14	1,050	1,079
Gilead Sciences Inc.	3.050%	12/1/16	1,050	1,125
GlaxoSmithKline Capital Inc.	4.375%	4/15/14	7,800	8,119
GlaxoSmithKline Capital Inc.	0.700%	3/18/16	5,525	5,520
GlaxoSmithKline Capital plc	1.500%	5/8/17	12,625	12,827
Hasbro Inc.	6.125%	5/15/14	3,000	3,175
Hasbro Inc.	6.300%	9/15/17	375	436
Hershey Co.	5.450%	9/1/16	700	802
Hershey Co.	1.500%	11/1/16	3,225	3,306
HJ Heinz Co.	1.500%	3/1/17	600	607
Hospira Inc.	5.900%	6/15/14	675	713
Hospira Inc.	6.050%	3/30/17	1,000	1,140
Ingredion Inc.	3.200%	11/1/15	350	367
Johnson & Johnson	1.200%	5/15/14	7,575	7,646
Johnson & Johnson	5.550%	8/15/17	4,225	5,060
Kellogg Co.	1.875%	11/17/16	6,000	6,164
Kellogg Co.	1.750%	5/17/17	325	332
Kimberly-Clark Corp.	4.875%	8/15/15	175	193
Kimberly-Clark Corp.	6.125%	8/1/17	6,625	8,016
Kraft Foods Group Inc.	1.625%	6/4/15	3,200	3,252
Kraft Foods Group Inc.	2.250%	6/5/17	2,800	2,907
Kroger Co.	3.900%	10/1/15	500	535
Kroger Co.	2.200%	1/15/17	1,075	1,109
Laboratory Corp. of America Holdings	2.200%	8/23/17	3,025	3,067
Life Technologies Corp.	4.400%	3/1/15	4,475	4,713

Life Technologies Corp.	3.500%	1/15/16	1,725	1,801
Lorillard Tobacco Co.	3.500%	8/4/16	2,150	2,268
Mattel Inc.	2.500%	11/1/16	1,150	1,201
McKesson Corp.	3.250%	3/1/16	13,875	14,828
Mead Johnson Nutrition Co.	3.500%	11/1/14	5,225	5,438
Medco Health Solutions Inc.	2.750%	9/15/15	2,200	2,289
Medco Health Solutions Inc.	7.125%	3/15/18	8,675	10,765
Medtronic Inc.	4.500%	3/15/14	1,975	2,050
Medtronic Inc.	3.000%	3/15/15	5,300	5,549
Medtronic Inc.	2.625%	3/15/16	2,500	2,629
Medtronic Inc.	1.375%	4/1/18	4,100	4,093
Merck & Co. Inc.	2.250%	1/15/16	18,700	19,553
Merck & Co. Inc.	1.100%	1/31/18	4,000	4,007
Merck Sharp & Dohme Corp.	4.750%	3/1/15	4,875	5,269
Molson Coors Brewing Co.	2.000%	5/1/17	250	256
Mondelez International Inc.	4.125%	2/9/16	13,900	15,127
Mondelez International Inc.	6.500%	8/11/17	4,900	5,922
Mondelez International Inc.	6.125%	2/1/18	7,230	8,673
Newell Rubbermaid Inc.	2.050%	12/1/17	1,175	1,181
Novartis Capital Corp.	2.900%	4/24/15	13,225	13,865
PepsiAmericas Inc.	4.875%	1/15/15	1,525	1,642
PepsiCo Inc.	3.100%	1/15/15	2,900	3,041
PepsiCo Inc.	0.750%	3/5/15	1,000	1,004
PepsiCo Inc.	0.700%	2/26/16	2,000	2,000
PepsiCo Inc.	2.500%	5/10/16	5,000	5,256
Pfizer Inc.	5.350%	3/15/15	12,575	13,715
Philip Morris International Inc.	2.500%	5/16/16	6,000	6,304
Philip Morris International Inc.	1.625%	3/20/17	225	230
Philip Morris International Inc.	1.125%	8/21/17	10,025	9,989
Procter & Gamble Co.	0.700%	8/15/14	7,000	7,032
Procter & Gamble Co.	3.500%	2/15/15	3,525	3,717
Procter & Gamble Co.	1.800%	11/15/15	10,175	10,515
Procter & Gamble Co.	4.850%	12/15/15	4,500	5,003
Procter & Gamble Co.	1.450%	8/15/16	4,450	4,560
Quest Diagnostics Inc.	3.200%	4/1/16	2,100	2,203
Reynolds American Inc.	1.050%	10/30/15	2,850	2,849
Reynolds American Inc.	7.625%	6/1/16	375	447
Reynolds American Inc.	6.750%	6/15/17	4,725	5,684
Safeway Inc.	6.250%	3/15/14	200	210
Sanofi	1.200%	9/30/14	4,200	4,245
Sanofi	2.625%	3/29/16	10,050	10,583
St. Jude Medical Inc.	3.750%	7/15/14	2,950	3,076
Stryker Corp.	3.000%	1/15/15	1,500	1,565
Stryker Corp.	2.000%	9/30/16	3,075	3,194
Teva Pharmaceutical Finance Co. BV	2.400%	11/10/16	2,750	2,877
Teva Pharmaceutical Finance II BV / Teva
Pharmaceutical Finance III LLC	3.000%	6/15/15	9,813	10,287
Thermo Fisher Scientific Inc.	2.050%	2/21/14	150	152
Thermo Fisher Scientific Inc.	3.250%	11/20/14	1,275	1,324
Thermo Fisher Scientific Inc.	3.200%	5/1/15	1,600	1,673
Thermo Fisher Scientific Inc.	3.200%	3/1/16	3,300	3,500
Thermo Fisher Scientific Inc.	2.250%	8/15/16	8,000	8,278
Unilever Capital Corp.	0.450%	7/30/15	1,150	1,147
Unilever Capital Corp.	0.850%	8/2/17	6,375	6,337
Whirlpool Corp.	8.600%	5/1/14	1,100	1,190
Wyeth LLC	5.500%	2/15/16	5,600	6,373
Wyeth LLC	5.450%	4/1/17	900	1,060

Zimmer Holdings Inc.	1.400%	11/30/14	1,075	1,084
4 Zoetis Inc.	1.150%	2/1/16	1,400	1,408
4 Zoetis Inc.	1.875%	2/1/18	3,475	3,501
Energy (1.2%)
Anadarko Petroleum Corp.	7.625%	3/15/14	200	213
Anadarko Petroleum Corp.	5.750%	6/15/14	900	951
Anadarko Petroleum Corp.	6.375%	9/15/17	12,250	14,636
Apache Corp.	1.750%	4/15/17	7,050	7,199
BP Capital Markets plc	3.625%	5/8/14	6,775	6,999
BP Capital Markets plc	3.875%	3/10/15	10,925	11,604
BP Capital Markets plc	3.125%	10/1/15	14,525	15,335
BP Capital Markets plc	0.700%	11/6/15	2,375	2,373
BP Capital Markets plc	3.200%	3/11/16	10,300	10,967
BP Capital Markets plc	1.846%	5/5/17	2,000	2,051
BP Capital Markets plc	1.375%	11/6/17	9,150	9,156
Canadian Natural Resources Ltd.	1.450%	11/14/14	1,300	1,315
Canadian Natural Resources Ltd.	4.900%	12/1/14	550	587
Canadian Natural Resources Ltd.	6.000%	8/15/16	4,000	4,639
Canadian Natural Resources Ltd.	5.700%	5/15/17	5,275	6,170
Cenovus Energy Inc.	4.500%	9/15/14	2,950	3,108
Chevron Corp.	1.104%	12/5/17	5,975	5,995
ConocoPhillips	4.600%	1/15/15	11,600	12,413
ConocoPhillips Canada Funding Co. I	5.625%	10/15/16	2,000	2,330
ConocoPhillips Co.	1.050%	12/15/17	9,000	8,963
Devon Energy Corp.	2.400%	7/15/16	1,800	1,870
Devon Energy Corp.	1.875%	5/15/17	4,350	4,384
Diamond Offshore Drilling Inc.	5.150%	9/1/14	2,000	2,125
Encana Corp.	5.900%	12/1/17	1,275	1,505
EnCana Holdings Finance Corp.	5.800%	5/1/14	3,950	4,162
Ensco plc	3.250%	3/15/16	6,400	6,819
EOG Resources Inc.	6.125%	10/1/13	1,200	1,234
EOG Resources Inc.	2.950%	6/1/15	1,725	1,809
FMC Technologies Inc.	2.000%	10/1/17	650	658
Husky Energy Inc.	5.900%	6/15/14	2,625	2,782
Marathon Oil Corp.	0.900%	11/1/15	2,225	2,224
Marathon Oil Corp.	5.900%	3/15/18	8,700	10,382
Marathon Petroleum Corp.	3.500%	3/1/16	3,550	3,796
Nabors Industries Inc.	6.150%	2/15/18	2,500	2,853
National Oilwell Varco Inc.	1.350%	12/1/17	3,500	3,517
Noble Holding International Ltd.	3.450%	8/1/15	5,100	5,346
Noble Holding International Ltd.	2.500%	3/15/17	700	726
Occidental Petroleum Corp.	2.500%	2/1/16	3,200	3,370
Occidental Petroleum Corp.	4.125%	6/1/16	2,800	3,091
Occidental Petroleum Corp.	1.750%	2/15/17	10,500	10,794
Petro-Canada	6.050%	5/15/18	3,412	4,116
Petrohawk Energy Corp.	10.500%	8/1/14	2,400	2,544
Petrohawk Energy Corp.	7.875%	6/1/15	2,400	2,481
Phillips 66	2.950%	5/1/17	5,800	6,157
Pioneer Natural Resources Co.	6.650%	3/15/17	5,000	5,870
Shell International Finance BV	3.100%	6/28/15	8,050	8,507
Shell International Finance BV	3.250%	9/22/15	2,350	2,508
Shell International Finance BV	0.625%	12/4/15	2,875	2,885
Shell International Finance BV	5.200%	3/22/17	5,000	5,805
Shell International Finance BV	1.125%	8/21/17	9,350	9,400
Southwestern Energy Co.	7.500%	2/1/18	2,550	3,124
Talisman Energy Inc.	5.125%	5/15/15	4,150	4,457

Total Capital Canada Ltd.	1.450%	1/15/18	6,025	5,992
Total Capital International SA	0.750%	1/25/16	3,600	3,609
Total Capital International SA	1.500%	2/17/17	3,700	3,770
Total Capital International SA	1.550%	6/28/17	6,650	6,762
Total Capital SA	3.000%	6/24/15	8,425	8,857
Total Capital SA	3.125%	10/2/15	100	106
Total Capital SA	2.300%	3/15/16	10,225	10,655
Transocean Inc.	4.950%	11/15/15	4,400	4,768
Transocean Inc.	5.050%	12/15/16	4,475	4,969
Transocean Inc.	2.500%	10/15/17	6,750	6,816
Transocean Inc.	6.000%	3/15/18	1,700	1,926
Valero Energy Corp.	4.500%	2/1/15	300	320
Valero Energy Corp.	6.125%	6/15/17	9,815	11,669
Weatherford International Inc.	6.350%	6/15/17	5,235	6,020
Weatherford International Ltd.	6.000%	3/15/18	1,075	1,225
XTO Energy Inc.	6.250%	8/1/17	1,522	1,868
Other Industrial (0.0%)
Yale University Connecticut GO	2.900%	10/15/14	1,369	1,423
Technology (1.2%)
Adobe Systems Inc.	3.250%	2/1/15	3,925	4,097
Agilent Technologies Inc.	5.500%	9/14/15	3,180	3,514
Agilent Technologies Inc.	6.500%	11/1/17	4,775	5,722
Altera Corp.	1.750%	5/15/17	2,800	2,864
Amphenol Corp.	4.750%	11/15/14	2,775	2,943
Analog Devices Inc.	5.000%	7/1/14	850	896
Analog Devices Inc.	3.000%	4/15/16	2,000	2,119
Applied Materials Inc.	2.650%	6/15/16	2,500	2,630
Arrow Electronics Inc.	3.375%	11/1/15	4,200	4,371
Autodesk Inc.	1.950%	12/15/17	1,225	1,217
Avnet Inc.	6.625%	9/15/16	1,400	1,595
Baidu Inc.	2.250%	11/28/17	4,200	4,273
Broadcom Corp.	2.375%	11/1/15	1,000	1,044
CA Inc.	6.125%	12/1/14	5,000	5,398
Cisco Systems Inc.	1.625%	3/14/14	200	202
Cisco Systems Inc.	2.900%	11/17/14	8,900	9,262
Cisco Systems Inc.	5.500%	2/22/16	5,750	6,536
Computer Sciences Corp.	2.500%	9/15/15	1,000	1,026
Computer Sciences Corp.	6.500%	3/15/18	2,525	2,938
Corning Inc.	1.450%	11/15/17	2,350	2,363
Dell Inc.	2.100%	4/1/14	640	644
Dell Inc.	2.300%	9/10/15	1,100	1,101
Dell Inc.	3.100%	4/1/16	6,910	6,936
Dun & Bradstreet Corp.	2.875%	11/15/15	875	906
Dun & Bradstreet Corp.	3.250%	12/1/17	2,100	2,156
Equifax Inc.	4.450%	12/1/14	1,000	1,053
Fiserv Inc.	3.125%	6/15/16	675	712
Fiserv Inc.	6.800%	11/20/17	2,725	3,281
Google Inc.	1.250%	5/19/14	50	51
Google Inc.	2.125%	5/19/16	5,575	5,828
Harris Corp.	5.950%	12/1/17	1,750	2,027
Hewlett-Packard Co.	1.550%	5/30/14	2,250	2,260
Hewlett-Packard Co.	4.750%	6/2/14	8,300	8,656
Hewlett-Packard Co.	2.625%	12/9/14	5,375	5,506
Hewlett-Packard Co.	2.350%	3/15/15	3,850	3,930
Hewlett-Packard Co.	2.125%	9/13/15	7,825	7,947

Hewlett-Packard Co.	2.650%	6/1/16	5,000	5,097
Hewlett-Packard Co.	3.000%	9/15/16	7,300	7,531
Hewlett-Packard Co.	3.300%	12/9/16	2,775	2,890
Hewlett-Packard Co.	2.600%	9/15/17	6,780	6,834
Hewlett-Packard Co.	5.500%	3/1/18	1,550	1,741
Intel Corp.	1.950%	10/1/16	10,100	10,474
Intel Corp.	1.350%	12/15/17	17,380	17,427
International Business Machines Corp.	1.250%	5/12/14	4,400	4,445
International Business Machines Corp.	0.875%	10/31/14	5,200	5,242
International Business Machines Corp.	0.550%	2/6/15	9,200	9,213
International Business Machines Corp.	2.000%	1/5/16	10,100	10,473
International Business Machines Corp.	1.950%	7/22/16	10,600	10,984
International Business Machines Corp.	5.700%	9/14/17	14,050	16,800
Intuit Inc.	5.750%	3/15/17	2,000	2,293
Jabil Circuit Inc.	8.250%	3/15/18	1,350	1,627
Juniper Networks Inc.	3.100%	3/15/16	500	524
Microsoft Corp.	2.950%	6/1/14	7,450	7,675
Microsoft Corp.	1.625%	9/25/15	12,300	12,636
Microsoft Corp.	2.500%	2/8/16	3,900	4,109
National Semiconductor Corp.	6.600%	6/15/17	2,575	3,126
NetApp Inc.	2.000%	12/15/17	2,500	2,513
Oracle Corp.	3.750%	7/8/14	11,400	11,879
Oracle Corp.	5.250%	1/15/16	4,589	5,163
Oracle Corp.	1.200%	10/15/17	12,950	12,944
Pitney Bowes Inc.	5.600%	3/15/18	1,825	1,959
Symantec Corp.	2.750%	9/15/15	3,375	3,489
Symantec Corp.	2.750%	6/15/17	525	539
Texas Instruments Inc.	1.375%	5/15/14	2,125	2,149
Texas Instruments Inc.	0.450%	8/3/15	1,300	1,298
Texas Instruments Inc.	2.375%	5/16/16	8,225	8,625
Tyco Electronics Group SA	1.600%	2/3/15	2,800	2,836
Tyco Electronics Group SA	6.550%	10/1/17	2,755	3,286
Xerox Corp.	8.250%	5/15/14	2,355	2,542
Xerox Corp.	4.250%	2/15/15	15,875	16,709
Xerox Corp.	6.400%	3/15/16	3,000	3,389
Transportation (0.3%)
Burlington Northern Santa Fe LLC	5.650%	5/1/17	5,625	6,606
Burlington Northern Santa Fe LLC	5.750%	3/15/18	1,125	1,354
Canadian National Railway Co.	5.800%	6/1/16	1,250	1,433
Canadian National Railway Co.	1.450%	12/15/16	5,425	5,538
Canadian National Railway Co.	5.850%	11/15/17	475	571
CSX Corp.	6.250%	4/1/15	6,125	6,775
CSX Corp.	5.600%	5/1/17	3,400	3,952
CSX Corp.	6.250%	3/15/18	5,475	6,653
JB Hunt Transport Services Inc.	3.375%	9/15/15	3,100	3,223
Norfolk Southern Corp.	5.750%	1/15/16	1,197	1,354
Norfolk Southern Corp.	7.700%	5/15/17	5,600	7,012
Ryder System Inc.	5.850%	3/1/14	200	209
Ryder System Inc.	3.150%	3/2/15	1,450	1,507
Ryder System Inc.	3.600%	3/1/16	4,000	4,218
Ryder System Inc.	5.850%	11/1/16	100	114
Ryder System Inc.	2.500%	3/1/17	2,400	2,468
Ryder System Inc.	2.500%	3/1/18	2,500	2,559
3 UAL 2009-1 Pass Through Trust	10.400%	5/1/18	1,272	1,472
Union Pacific Corp.	5.750%	11/15/17	1,700	2,030

3 United Air Lines Inc. 2009-2 Class A Pass
Through Trust	9.750%	7/15/18	5,725	6,649
United Parcel Service Inc.	3.875%	4/1/14	4,625	4,785
United Parcel Service Inc.	5.500%	1/15/18	3,975	4,751
				2,888,914
Utilities (1.5%)
Electric (0.9%)
Alabama Power Co.	0.550%	10/15/15	1,500	1,499
Ameren Corp.	8.875%	5/15/14	100	108
Ameren Illinois Co.	6.125%	11/15/17	2,000	2,411
American Electric Power Co. Inc.	1.650%	12/15/17	4,700	4,713
Appalachian Power Co.	3.400%	5/24/15	4,500	4,728
Arizona Public Service Co.	5.800%	6/30/14	3,500	3,722
Arizona Public Service Co.	4.650%	5/15/15	975	1,052
Baltimore Gas & Electric Co.	5.900%	10/1/16	2,225	2,591
Carolina Power & Light Co.	5.150%	4/1/15	2,000	2,183
Carolina Power & Light Co.	5.250%	12/15/15	3,000	3,374
Cleveland Electric Illuminating Co.	5.700%	4/1/17	1,000	1,134
Commonwealth Edison Co.	4.700%	4/15/15	3,045	3,290
Commonwealth Edison Co.	5.950%	8/15/16	1,975	2,292
Commonwealth Edison Co.	1.950%	9/1/16	2,000	2,071
Commonwealth Edison Co.	6.150%	9/15/17	2,525	3,049
Consolidated Edison Co. of New York Inc.	5.500%	9/15/16	3,400	3,930
Consumers Energy Co.	5.500%	8/15/16	2,550	2,930
Dominion Resources Inc.	5.150%	7/15/15	1,895	2,076
Dominion Resources Inc.	1.950%	8/15/16	6,050	6,252
Dominion Resources Inc.	6.000%	11/30/17	6,620	7,945
Duke Energy Carolinas LLC	1.750%	12/15/16	5,000	5,156
Duke Energy Corp.	3.350%	4/1/15	10,875	11,416
Duke Energy Corp.	1.625%	8/15/17	8,000	8,072
Enersis SA	7.375%	1/15/14	1,000	1,047
Exelon Corp.	4.900%	6/15/15	5,475	5,927
Exelon Generation Co. LLC	6.200%	10/1/17	5,025	5,895
FirstEnergy Corp.	2.750%	3/15/18	650	657
FirstEnergy Solutions Corp.	4.800%	2/15/15	4,975	5,363
Florida Power Corp.	5.100%	12/1/15	1,175	1,313
Georgia Power Co.	0.750%	8/10/15	1,600	1,606
Georgia Power Co.	0.625%	11/15/15	5,950	5,949
Georgia Power Co.	3.000%	4/15/16	2,400	2,560
Georgia Power Co.	5.700%	6/1/17	3,200	3,781
3 Integrys Energy Group Inc.	6.110%	12/1/66	1,000	1,055
Jersey Central Power & Light Co.	5.625%	5/1/16	3,412	3,826
Jersey Central Power & Light Co.	5.650%	6/1/17	4,200	4,845
Kentucky Utilities Co.	1.625%	11/1/15	2,550	2,624
LG&E & KU Energy LLC	2.125%	11/15/15	2,650	2,718
Louisville Gas & Electric Co.	1.625%	11/15/15	5,500	5,655
MidAmerican Energy Co.	5.950%	7/15/17	925	1,105
MidAmerican Energy Co.	5.300%	3/15/18	900	1,067
MidAmerican Energy Holdings Co.	5.000%	2/15/14	600	623
Mississippi Power Co.	2.350%	10/15/16	3,075	3,228
National Rural Utilities Cooperative Finance
Corp.	5.500%	7/1/13	4,766	4,826
National Rural Utilities Cooperative Finance
Corp.	3.875%	9/16/15	3,250	3,508
National Rural Utilities Cooperative Finance
Corp.	3.050%	3/1/16	1,200	1,271

National Rural Utilities Cooperative Finance
Corp.	5.450%	4/10/17	300	350
National Rural Utilities Cooperative Finance
Corp.	5.450%	2/1/18	3,975	4,730
Nevada Power Co.	6.500%	5/15/18	4,725	5,840
NextEra Energy Capital Holdings Inc.	1.200%	6/1/15	100	101
NextEra Energy Capital Holdings Inc.	2.600%	9/1/15	1,900	1,974
NextEra Energy Capital Holdings Inc.	7.875%	12/15/15	4,800	5,643
3 NextEra Energy Capital Holdings Inc.	6.350%	10/1/66	2,225	2,361
3 NextEra Energy Capital Holdings Inc.	6.650%	6/15/67	5,050	5,454
Northern States Power Co.	1.950%	8/15/15	1,200	1,236
Northern States Power Co.	5.250%	3/1/18	2,325	2,774
NSTAR Electric Co.	4.875%	4/15/14	1,500	1,562
NSTAR Electric Co.	5.625%	11/15/17	1,525	1,824
Ohio Edison Co.	6.400%	7/15/16	2,200	2,558
Ohio Power Co.	6.000%	6/1/16	425	486
Oncor Electric Delivery Co. LLC	6.375%	1/15/15	3,200	3,503
Pacific Gas & Electric Co.	4.800%	3/1/14	400	415
Peco Energy Co.	5.350%	3/1/18	1,775	2,121
Pepco Holdings Inc.	2.700%	10/1/15	2,200	2,281
PSEG Power LLC	5.500%	12/1/15	3,000	3,332
PSEG Power LLC	2.750%	9/15/16	300	312
PSEG Power LLC	5.320%	9/15/16	1,300	1,470
Public Service Co. of Colorado	5.500%	4/1/14	1,000	1,051
Public Service Electric & Gas Co.	0.850%	8/15/14	4,400	4,423
Public Service Electric & Gas Co.	2.700%	5/1/15	1,125	1,175
Scottish Power Ltd.	5.375%	3/15/15	3,200	3,416
Southern California Edison Co.	5.750%	3/15/14	300	314
Southern California Edison Co.	4.150%	9/15/14	3,000	3,155
Southern Co.	4.150%	5/15/14	800	830
Southern Co.	2.375%	9/15/15	4,810	4,993
Southern Power Co.	4.875%	7/15/15	2,000	2,182
Southwestern Electric Power Co.	5.550%	1/15/17	2,825	3,210
TECO Finance Inc.	4.000%	3/15/16	375	404
TransAlta Corp.	4.750%	1/15/15	2,988	3,155
Union Electric Co.	5.400%	2/1/16	5,000	5,628
Virginia Electric & Power Co.	5.950%	9/15/17	2,125	2,565
Virginia Electric & Power Co.	1.200%	1/15/18	6,005	6,016
Wisconsin Electric Power Co.	6.000%	4/1/14	2,407	2,532
3 Wisconsin Energy Corp.	6.250%	5/15/67	2,400	2,604
Natural Gas (0.6%)
Atmos Energy Corp.	4.950%	10/15/14	4,400	4,672
Boardwalk Pipelines LP	5.500%	2/1/17	2,025	2,267
CenterPoint Energy Resources Corp.	6.125%	11/1/17	3,212	3,821
Colorado Interstate Gas Co. LLC	6.800%	11/15/15	8,750	10,064
DCP Midstream Operating LP	2.500%	12/1/17	8,645	8,767
El Paso Natural Gas Co. LLC	5.950%	4/15/17	3,025	3,523
Enbridge Energy Partners LP	6.500%	4/15/18	5,000	5,995
Enbridge Inc.	4.900%	3/1/15	4,950	5,311
Energy Transfer Partners LP	8.500%	4/15/14	2,828	3,041
Energy Transfer Partners LP	6.125%	2/15/17	4,200	4,852
5 Enron Corp.	9.125%	4/1/03	2,000	—
5 Enron Corp.	7.625%	9/10/04	1,000	—
Enterprise Products Operating LLC	5.600%	10/15/14	100	107
Enterprise Products Operating LLC	3.700%	6/1/15	1,000	1,059
Enterprise Products Operating LLC	3.200%	2/1/16	2,025	2,149

Enterprise Products Operating LLC	6.300%	9/15/17	7,450	8,973
Enterprise Products Operating LLC	6.650%	4/15/18	3,025	3,749
3 Enterprise Products Operating LLC	8.375%	8/1/66	2,300	2,645
3 Enterprise Products Operating LLC	7.034%	1/15/68	3,822	4,424
5 HNG Internorth	9.625%	3/15/06	1,500	—
Kinder Morgan Energy Partners LP	3.500%	3/1/16	2,660	2,842
Kinder Morgan Energy Partners LP	6.000%	2/1/17	8,000	9,337
Kinder Morgan Energy Partners LP	5.950%	2/15/18	2,700	3,227
National Grid plc	6.300%	8/1/16	5,450	6,336
Nisource Finance Corp.	5.250%	9/15/17	3,800	4,363
Nisource Finance Corp.	6.400%	3/15/18	3,775	4,542
ONEOK Inc.	5.200%	6/15/15	1,825	1,984
ONEOK Partners LP	3.250%	2/1/16	3,100	3,269
ONEOK Partners LP	2.000%	10/1/17	5,900	5,966
Panhandle Eastern Pipe Line Co. LP	6.200%	11/1/17	3,000	3,572
Plains All American Pipeline LP / PAA
Finance Corp.	6.125%	1/15/17	2,500	2,938
Sempra Energy	6.500%	6/1/16	4,000	4,653
Sempra Energy	2.300%	4/1/17	9,900	10,292
4 Southern Natural Gas Co. LLC	5.900%	4/1/17	1,325	1,545
Spectra Energy Capital LLC	5.668%	8/15/14	1,300	1,383
Spectra Energy Partners LP	2.950%	6/15/16	2,000	2,076
Texas Gas Transmission LLC	4.600%	6/1/15	325	350
TransCanada PipeLines Ltd.	3.400%	6/1/15	8,700	9,204
TransCanada PipeLines Ltd.	0.750%	1/15/16	2,700	2,696
Williams Partners LP	3.800%	2/15/15	3,225	3,399
Williams Partners LP / Williams Partners
Finance Corp.	7.250%	2/1/17	6,250	7,515
				421,331
Total Corporate Bonds (Cost $5,971,031)				6,135,965
Sovereign Bonds (U.S. Dollar-Denominated) (7.1%)
African Development Bank	3.000%	5/27/14	15,375	15,846
African Development Bank	6.875%	10/15/15	105	119
African Development Bank	1.125%	3/15/17	7,000	7,121
African Development Bank	0.875%	3/15/18	4,500	4,485
Asian Development Bank	2.750%	5/21/14	24,500	25,170
Asian Development Bank	0.875%	6/10/14	13,330	13,415
Asian Development Bank	2.625%	2/9/15	18,000	18,722
Asian Development Bank	0.500%	8/17/15	1,000	1,003
Asian Development Bank	2.500%	3/15/16	13,450	14,233
Asian Development Bank	1.125%	3/15/17	7,300	7,420
Asian Development Bank	5.250%	6/12/17	2,300	2,724
Banco do Brasil SA	3.875%	1/23/17	2,275	2,378
Canada	2.375%	9/10/14	9,100	9,381
Canada	0.875%	2/14/17	23,800	24,013
China Development Bank Corp.	4.750%	10/8/14	1,375	1,449
China Development Bank Corp.	5.000%	10/15/15	3,450	3,781
Corp. Andina de Fomento	5.125%	5/5/15	2,925	3,139
Corp. Andina de Fomento	3.750%	1/15/16	5,783	6,110
Corp. Andina de Fomento	5.750%	1/12/17	400	455
Council Of Europe Development Bank	1.500%	1/15/15	3,000	3,053
Council Of Europe Development Bank	2.750%	2/10/15	3,700	3,858
Council Of Europe Development Bank	2.625%	2/16/16	4,600	4,866
Council Of Europe Development Bank	1.250%	9/22/16	6,000	6,106
Council Of Europe Development Bank	1.500%	2/22/17	1,750	1,793

Council Of Europe Development Bank	1.500%	6/19/17	5,175	5,300
Council Of Europe Development Bank	1.000%	3/7/18	6,075	6,043
6 Development Bank of Japan Inc.	5.125%	2/1/17	3,700	4,272
European Bank for Reconstruction &
Development	5.000%	5/19/14	3,400	3,580
European Bank for Reconstruction &
Development	2.750%	4/20/15	6,250	6,551
European Bank for Reconstruction &
Development	1.625%	9/3/15	1,750	1,800
European Bank for Reconstruction &
Development	2.500%	3/15/16	11,950	12,646
European Bank for Reconstruction &
Development	1.375%	10/20/16	7,600	7,804
European Bank for Reconstruction &
Development	1.000%	2/16/17	5,000	5,058
European Bank for Reconstruction &
Development	0.750%	9/1/17	8,625	8,619
European Investment Bank	2.375%	3/14/14	500	509
European Investment Bank	3.000%	4/8/14	8,400	8,630
European Investment Bank	1.500%	5/15/14	24,825	25,155
European Investment Bank	4.625%	5/15/14	5,829	6,107
European Investment Bank	3.125%	6/4/14	29,450	30,402
European Investment Bank	1.125%	8/15/14	29,050	29,331
European Investment Bank	0.875%	12/15/14	11,625	11,720
European Investment Bank	2.875%	1/15/15	11,000	11,485
European Investment Bank	2.750%	3/23/15	11,225	11,734
European Investment Bank	1.125%	4/15/15	20,550	20,849
European Investment Bank	1.625%	9/1/15	23,550	24,214
European Investment Bank	1.375%	10/20/15	13,500	13,808
European Investment Bank	4.625%	10/20/15	1,095	1,209
European Investment Bank	2.250%	3/15/16	9,350	9,818
European Investment Bank	0.625%	4/15/16	17,250	17,292
European Investment Bank	2.500%	5/16/16	13,025	13,788
European Investment Bank	2.125%	7/15/16	19,900	20,841
European Investment Bank	5.125%	9/13/16	4,000	4,604
European Investment Bank	1.250%	10/14/16	22,000	22,432
European Investment Bank	4.875%	1/17/17	7,100	8,164
European Investment Bank	1.750%	3/15/17	25,000	25,870
European Investment Bank	5.125%	5/30/17	25,000	29,296
European Investment Bank	1.625%	6/15/17	19,000	19,556
European Investment Bank	1.125%	9/15/17	30,350	30,589
European Investment Bank	1.000%	3/15/18	10,000	9,939
Export Development Canada	3.125%	4/24/14	8,150	8,413
Export Development Canada	1.500%	5/15/14	7,200	7,313
Export Development Canada	2.250%	5/28/15	4,725	4,924
Export Development Canada	1.250%	10/27/15	3,000	3,072
Export Development Canada	1.250%	10/26/16	4,000	4,099
Export Development Canada	0.750%	12/15/17	1,850	1,854
Export-Import Bank of Korea	5.875%	1/14/15	5,375	5,821
Export-Import Bank of Korea	5.125%	3/16/15	1,700	1,830
Export-Import Bank of Korea	4.125%	9/9/15	7,125	7,634
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	6,637
Export-Import Bank of Korea	1.750%	2/27/18	3,250	3,274
Federative Republic of Brazil	10.500%	7/14/14	5,725	6,438
Federative Republic of Brazil	7.875%	3/7/15	12,525	14,162
Federative Republic of Brazil	6.000%	1/17/17	9,600	11,165

FMS Wertmanagement AoeR	0.625%	4/18/16	8,550	8,552
FMS Wertmanagement AoeR	1.000%	11/21/17	4,725	4,738
Hydro-Quebec	2.000%	6/30/16	9,205	9,586
Hydro-Quebec	1.375%	6/19/17	1,800	1,829
Inter-American Development Bank	3.000%	4/22/14	11,050	11,356
Inter-American Development Bank	4.500%	9/15/14	3,000	3,177
Inter-American Development Bank	2.250%	7/15/15	8,125	8,469
Inter-American Development Bank	0.500%	8/17/15	5,950	5,971
Inter-American Development Bank	4.250%	9/14/15	5,550	6,052
Inter-American Development Bank	1.375%	10/18/16	16,750	17,193
Inter-American Development Bank	1.125%	3/15/17	20,575	20,922
Inter-American Development Bank	2.375%	8/15/17	7,800	8,334
Inter-American Development Bank	0.875%	3/15/18	8,725	8,695
International Bank for Reconstruction &
Development	1.125%	8/25/14	10,400	10,512
International Bank for Reconstruction &
Development	2.375%	5/26/15	26,110	27,224
International Bank for Reconstruction &
Development	2.125%	3/15/16	35,625	37,342
International Bank for Reconstruction &
Development	5.000%	4/1/16	4,600	5,221
International Bank for Reconstruction &
Development	0.500%	4/15/16	10,000	10,014
International Bank for Reconstruction &
Development	1.000%	9/15/16	23,400	23,751
International Bank for Reconstruction &
Development	0.875%	4/17/17	19,500	19,620
International Finance Corp.	3.000%	4/22/14	23,165	23,824
International Finance Corp.	2.750%	4/20/15	13,550	14,215
International Finance Corp.	0.500%	5/16/16	1,850	1,853
International Finance Corp.	1.125%	11/23/16	27,175	27,709
International Finance Corp.	1.000%	4/24/17	4,800	4,865
6 Japan Bank for International Cooperation	2.875%	2/2/15	7,700	8,037
6 Japan Bank for International Cooperation	1.875%	9/24/15	4,200	4,333
6 Japan Bank for International Cooperation	2.500%	1/21/16	6,200	6,523
6 Japan Bank for International Cooperation	2.500%	5/18/16	6,300	6,657
6 Japan Bank for International Cooperation	2.250%	7/13/16	12,480	13,112
6 Japan Bank for International Cooperation	1.125%	7/19/17	7,325	7,360
6 Japan Finance Organization for Municipalities	4.625%	4/21/15	5,075	5,491
6 Japan Finance Organization for Municipalities	5.000%	5/16/17	3,800	4,409
7 KFW	3.500%	3/10/14	400	412
7 KFW	1.500%	4/4/14	17,675	17,889
7 KFW	2.750%	10/21/14	13,250	13,755
7 KFW	1.000%	1/12/15	17,450	17,638
7 KFW	2.625%	3/3/15	10,650	11,105
7 KFW	0.625%	4/24/15	17,250	17,330
7 KFW	1.250%	10/26/15	26,725	27,235
7 KFW	2.625%	2/16/16	18,050	19,137
7 KFW	5.125%	3/14/16	11,875	13,449
7 KFW	0.500%	4/19/16	29,750	29,721
7 KFW	2.000%	6/1/16	18,925	19,752
7 KFW	1.250%	10/5/16	24,100	24,582
7 KFW	1.250%	2/15/17	23,350	23,819
7 KFW	0.875%	9/5/17	12,600	12,608
7 KFW	4.375%	3/15/18	18,750	21,680
Korea Development Bank	4.375%	8/10/15	11,275	12,097
Korea Development Bank	3.250%	3/9/16	1,875	1,980

Korea Development Bank	3.875%	5/4/17	4,600	4,980
Korea Development Bank	3.500%	8/22/17	6,500	6,972
Korea Development Bank	1.500%	1/22/18	1,000	985
Korea Finance Corp.	3.250%	9/20/16	4,200	4,449
Korea Finance Corp.	2.250%	8/7/17	2,650	2,706
7 Landwirtschaftliche Rentenbank	3.125%	7/15/15	10,000	10,599
7 Landwirtschaftliche Rentenbank	2.500%	2/15/16	10,150	10,713
7 Landwirtschaftliche Rentenbank	2.125%	7/15/16	11,400	11,948
7 Landwirtschaftliche Rentenbank	5.000%	11/8/16	100	115
7 Landwirtschaftliche Rentenbank	5.125%	2/1/17	6,690	7,776
7 Landwirtschaftliche Rentenbank	0.875%	9/12/17	6,125	6,116
Nordic Investment Bank	2.625%	10/6/14	6,700	6,909
Nordic Investment Bank	2.500%	7/15/15	2,625	2,745
Nordic Investment Bank	2.250%	3/15/16	6,475	6,807
Nordic Investment Bank	0.500%	4/14/16	4,125	4,125
Nordic Investment Bank	5.000%	2/1/17	7,650	8,871
Nordic Investment Bank	1.000%	3/7/17	4,850	4,895
8 Oesterreichische Kontrollbank AG	1.125%	7/6/15	5,300	5,376
8 Oesterreichische Kontrollbank AG	1.750%	10/5/15	12,075	12,435
8 Oesterreichische Kontrollbank AG	4.875%	2/16/16	5,329	5,961
8 Oesterreichische Kontrollbank AG	2.000%	6/3/16	7,850	8,159
Pemex Project Funding Master Trust	7.375%	12/15/14	180	199
Pemex Project Funding Master Trust	5.750%	3/1/18	9,575	10,986
Petrobras International Finance Co. - Pifco	7.750%	9/15/14	1,625	1,773
Petrobras International Finance Co. - Pifco	2.875%	2/6/15	400	408
Petrobras International Finance Co. - Pifco	3.875%	1/27/16	24,625	25,709
Petrobras International Finance Co. - Pifco	3.500%	2/6/17	14,100	14,545
Petroleos Mexicanos	4.875%	3/15/15	9,550	10,244
Province of British Columbia	2.850%	6/15/15	6,125	6,454
Province of British Columbia	2.100%	5/18/16	8,600	9,019
Province of British Columbia	1.200%	4/25/17	4,000	4,078
Province of Manitoba	1.375%	4/28/14	1,600	1,618
Province of Manitoba	2.625%	7/15/15	4,525	4,752
Province of Manitoba	4.900%	12/6/16	4,000	4,614
Province of New Brunswick	5.200%	2/21/17	200	233
Province of Nova Scotia	2.375%	7/21/15	4,250	4,432
Province of Nova Scotia	5.125%	1/26/17	245	284
Province of Ontario	4.100%	6/16/14	37,825	39,576
Province of Ontario	4.500%	2/3/15	1,310	1,409
Province of Ontario	2.950%	2/5/15	18,525	19,395
Province of Ontario	0.950%	5/26/15	6,875	6,942
Province of Ontario	2.700%	6/16/15	5,750	6,028
Province of Ontario	1.875%	9/15/15	900	930
Province of Ontario	2.300%	5/10/16	14,300	15,030
Province of Ontario	1.600%	9/21/16	17,600	18,126
Province of Ontario	1.100%	10/25/17	4,800	4,811
Province of Ontario	3.150%	12/15/17	1,150	1,259
Province of Ontario	1.200%	2/14/18	11,625	11,658
Quebec	4.875%	5/5/14	7,700	8,082
Quebec	4.600%	5/26/15	7,400	8,057
Quebec	5.125%	11/14/16	22,225	25,663
Republic of Columbia	8.250%	12/22/14	4,150	4,685
Republic of Columbia	7.375%	1/27/17	5,600	6,824
Republic of Italy	4.500%	1/21/15	9,950	10,361
Republic of Italy	3.125%	1/26/15	16,700	16,971
Republic of Italy	4.750%	1/25/16	13,000	13,699
Republic of Italy	5.250%	9/20/16	19,200	20,568

Republic of Korea	5.750%	4/16/14	6,350	6,717
Republic of Korea	4.875%	9/22/14	3,925	4,196
Republic of Panama	7.250%	3/15/15	6,000	6,693
Republic of Peru	9.875%	2/6/15	7,425	8,676
Republic of Poland	3.875%	7/16/15	15,045	15,948
Republic of South Africa	6.500%	6/2/14	5,050	5,359
State of Israel	5.500%	11/9/16	4,025	4,607
Statoil ASA	3.875%	4/15/14	1,150	1,192
Statoil ASA	2.900%	10/15/14	5,400	5,602
Statoil ASA	1.800%	11/23/16	2,375	2,452
Statoil ASA	3.125%	8/17/17	4,800	5,216
Statoil ASA	6.700%	1/15/18	2,720	3,323
Statoil ASA	1.200%	1/17/18	875	879
Svensk Exportkredit AB	3.250%	9/16/14	5,250	5,467
Svensk Exportkredit AB	1.750%	10/20/15	4,400	4,530
Svensk Exportkredit AB	2.125%	7/13/16	5,500	5,740
Svensk Exportkredit AB	5.125%	3/1/17	6,250	7,236
Svensk Exportkredit AB	1.750%	5/30/17	1,975	2,031
United Mexican States	6.625%	3/3/15	7,900	8,761
United Mexican States	11.375%	9/15/16	4,625	6,232
United Mexican States	5.625%	1/15/17	18,775	21,628
Total Sovereign Bonds (Cost $1,959,444)				2,005,561
Taxable Municipal Bonds (0.1%)
California Educational Facilities Authority
Revenue (Stanford University)	3.625%	5/1/14	1,600	1,655
California GO	5.250%	4/1/14	2,300	2,407
California GO	3.950%	11/1/15	3,300	3,580
California GO	5.950%	4/1/16	2,800	3,201
Howard Hughes Medical Institute Maryland
Revenue	3.450%	9/1/14	2,150	2,252
Illinois GO	4.511%	3/1/15	550	582
Illinois GO	5.365%	3/1/17	5,000	5,600
Illinois GO	5.665%	3/1/18	8,500	9,719
Puerto Rico Government Development Bank
GO	3.670%	5/1/14	700	702
Puerto Rico Government Development Bank
GO	4.704%	5/1/16	1,500	1,517
University of California Revenue	0.887%	7/1/13	1,050	1,052
Total Taxable Municipal Bonds (Cost $31,351)				32,267
				Market
				Value
	Coupon		Shares	($000)
Temporary Cash Investment (1.9%)
Money Market Fund (1.9%)
9 Vanguard Market Liquidity Fund
(Cost $523,114)	0.147%		523,114,073	523,114
Total Investments (101.4%) (Cost $28,419,395)				28,882,019
Other Assets and Liabilities-Net (-1.4%)				(387,185)
Net Assets (100%)				28,494,834

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 March 31, 2013, the aggregate value of these securities was $69,522,000, representing 0.2% of net assets.
5 Non-income-producing security--security in default.
6 Guaranteed by the Government of Japan.
7 Guaranteed by the Federal Republic of Germany.
8 Guaranteed by the Republic of Austria.
9 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

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

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).

Short-Term Bond Index Fund

The following table summarizes the market value of the fund's investments as of March 31, 2013, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	20,185,112	—
Corporate Bonds	—	6,135,965	—
Sovereign Bonds	—	2,005,561	—
Taxable Municipal Bonds	—	32,267	—
Temporary Cash Investments	523,114	—	—
Total	523,114	28,358,905	—

C. At March 31, 2013, the cost of investment securities for tax purposes was $28,419,395,000. Net unrealized appreciation of investment securities for tax purposes was $462,624,000, consisting of unrealized gains of $469,133,000 on securities that had risen in value since their purchase and $6,509,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Intermediate-Term Bond Index Fund

Schedule of Investments
As of March 31, 2013

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (51.2%)
U.S. Government Securities (48.4%)
United States Treasury Note/Bond	4.750%	8/15/17	139,660	164,581
United States Treasury Note/Bond	0.625%	11/30/17	1	1
United States Treasury Note/Bond	3.500%	2/15/18	177,710	201,285
United States Treasury Note/Bond	2.625%	4/30/18	93,775	102,420
United States Treasury Note/Bond	3.875%	5/15/18	141,725	163,803
United States Treasury Note/Bond	2.375%	5/31/18	89,770	96,952
United States Treasury Note/Bond	2.375%	6/30/18	83,500	90,193
United States Treasury Note/Bond	2.250%	7/31/18	65,080	69,900
United States Treasury Note/Bond	4.000%	8/15/18	230,495	269,174
United States Treasury Note/Bond	1.500%	8/31/18	18,875	19,524
United States Treasury Note/Bond	1.375%	9/30/18	15,000	15,412
United States Treasury Note/Bond	1.750%	10/31/18	30,420	31,856
United States Treasury Note/Bond	3.750%	11/15/18	293,555	339,975
United States Treasury Note/Bond	1.375%	11/30/18	10,670	10,947
United States Treasury Note/Bond	2.750%	2/15/19	117,070	129,125
United States Treasury Note/Bond	8.875%	2/15/19	51,850	75,498
United States Treasury Note/Bond	1.375%	2/28/19	9,300	9,516
United States Treasury Note/Bond	1.250%	4/30/19	6,525	6,617
United States Treasury Note/Bond	3.125%	5/15/19	397,495	448,052
United States Treasury Note/Bond	1.125%	5/31/19	48,600	48,881
United States Treasury Note/Bond	1.000%	6/30/19	25,725	25,637
United States Treasury Note/Bond	3.625%	8/15/19	436,740	506,142
United States Treasury Note/Bond	8.125%	8/15/19	3,775	5,434
United States Treasury Note/Bond	1.000%	8/31/19	85,875	85,338
United States Treasury Note/Bond	1.000%	9/30/19	500	497
United States Treasury Note/Bond	1.250%	10/31/19	70,650	71,224
United States Treasury Note/Bond	3.375%	11/15/19	366,329	419,619
United States Treasury Note/Bond	1.000%	11/30/19	72,275	71,586
United States Treasury Note/Bond	1.125%	12/31/19	36,616	36,513
United States Treasury Note/Bond	1.375%	1/31/20	15,195	15,385
United States Treasury Note/Bond	3.625%	2/15/20	462,472	537,767
United States Treasury Note/Bond	8.500%	2/15/20	3,756	5,591
United States Treasury Note/Bond	1.250%	2/29/20	213,311	213,844
United States Treasury Note/Bond	3.500%	5/15/20	456,800	527,892
United States Treasury Note/Bond	2.625%	8/15/20	353,215	386,110
United States Treasury Note/Bond	8.750%	8/15/20	14,970	22,909
United States Treasury Note/Bond	2.625%	11/15/20	311,542	340,067
United States Treasury Note/Bond	3.625%	2/15/21	325,130	379,082
United States Treasury Note/Bond	3.125%	5/15/21	276,118	311,152
United States Treasury Note/Bond	2.125%	8/15/21	125,943	131,709
United States Treasury Note/Bond	8.125%	8/15/21	1,300	1,985
United States Treasury Note/Bond	2.000%	11/15/21	279,780	288,741
United States Treasury Note/Bond	8.000%	11/15/21	350	534
United States Treasury Note/Bond	2.000%	2/15/22	250,595	257,800
United States Treasury Note/Bond	1.750%	5/15/22	247,930	248,860
United States Treasury Note/Bond	1.625%	8/15/22	259,057	255,899
United States Treasury Note/Bond	1.625%	11/15/22	319,240	313,854

	United States Treasury Note/Bond	2.000%	2/15/23	521,125	528,129
					8,283,012
Agency Bonds and Notes (2.8%)
1	Federal Home Loan Banks	5.375%	8/15/18	14,025	17,255
1	Federal Home Loan Banks	5.375%	5/15/19	11,885	14,851
1	Federal Home Loan Banks	5.125%	8/15/19	7,905	9,780
1	Federal Home Loan Banks	1.250%	12/13/19	8,875	8,851
1	Federal Home Loan Banks	4.125%	3/13/20	18,775	22,204
1	Federal Home Loan Banks	5.250%	12/11/20	3,250	4,137
1	Federal Home Loan Banks	5.625%	6/11/21	13,365	17,421
1	Federal Home Loan Banks	2.125%	3/10/23	3,500	3,501
2	Federal Home Loan Mortgage Corp.	4.875%	6/13/18	11,500	13,794
2	Federal Home Loan Mortgage Corp.	3.750%	3/27/19	41,145	47,252
2	Federal Home Loan Mortgage Corp.	1.750%	5/30/19	27,655	28,536
2	Federal Home Loan Mortgage Corp.	1.250%	8/1/19	22,000	21,997
2	Federal Home Loan Mortgage Corp.	1.250%	10/2/19	58,725	58,498
2	Federal Home Loan Mortgage Corp.	2.375%	1/13/22	56,710	59,017
2	Federal National Mortgage Assn.	0.875%	2/8/18	17,800	17,799
2	Federal National Mortgage Assn.	0.000%	10/9/19	47,300	41,628
1	Financing Corp.	9.800%	4/6/18	1,440	2,053
1	Financing Corp.	10.350%	8/3/18	3,755	5,513
1	Financing Corp.	9.650%	11/2/18	12,540	18,167
1	Financing Corp.	8.600%	9/26/19	1,540	2,216
	Private Export Funding Corp.	4.375%	3/15/19	7,000	8,265
	Private Export Funding Corp.	1.450%	8/15/19	4,400	4,431
	Private Export Funding Corp.	4.300%	12/15/21	9,940	11,838
	Private Export Funding Corp.	2.800%	5/15/22	3,725	3,959
	Private Export Funding Corp.	2.050%	11/15/22	10,276	10,201
1	Tennessee Valley Authority	4.500%	4/1/18	5,600	6,573
1	Tennessee Valley Authority	3.875%	2/15/21	6,100	7,136
1	Tennessee Valley Authority	1.875%	8/15/22	8,175	8,115
					474,988
Total U.S. Government and Agency Obligations (Cost $8,203,855)					8,758,000
Asset-Backed/Commercial Mortgage-Backed Securities (0.1%)
3	Banco Bilbao Vizcaya Argentaria SA	5.750%	7/20/17	225	240
3	Bank of Scotland plc	5.250%	2/21/17	2,225	2,528
3,4 Commercial Mortgages Lease-Backed
	Certificates Series 2001-CMLB-1	6.746%	6/20/31	145	152
3	Northern Rock Asset Management plc	5.625%	6/22/17	4,825	5,592
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,404)					8,512
Corporate Bonds (41.3%)
Finance (12.9%)
	Banking (7.3%)
	American Express Co.	2.650%	12/2/22	11,298	11,080
	Associates Corp. of North America	6.950%	11/1/18	1,833	2,246
	Bancolombia SA	5.950%	6/3/21	6,425	7,213
	Bank of America Corp.	5.650%	5/1/18	27,290	31,604
	Bank of America Corp.	7.625%	6/1/19	9,100	11,556
	Bank of America Corp.	5.625%	7/1/20	30,645	35,737
	Bank of America Corp.	5.875%	1/5/21	7,600	8,957
	Bank of America Corp.	5.000%	5/13/21	6,500	7,227
	Bank of America Corp.	5.700%	1/24/22	12,175	14,300
	Bank of America Corp.	3.300%	1/11/23	24,425	23,982
	Bank of Montreal	2.550%	11/6/22	6,100	5,997
	Bank of New York Mellon Corp.	5.450%	5/15/19	10,360	12,514

Bank of New York Mellon Corp.	4.600%	1/15/20	3,675	4,233
Bank of New York Mellon Corp.	4.150%	2/1/21	2,000	2,242
Bank of New York Mellon Corp.	3.550%	9/23/21	3,725	4,016
Bank of Nova Scotia	4.375%	1/13/21	4,500	5,127
Barclays Bank plc	6.750%	5/22/19	8,900	11,108
Barclays Bank plc	5.125%	1/8/20	15,175	17,537
Barclays Bank plc	5.140%	10/14/20	4,800	5,098
BB&T Corp.	6.850%	4/30/19	5,011	6,444
BB&T Corp.	5.250%	11/1/19	600	699
BB&T Corp.	3.950%	3/22/22	3,250	3,465
Bear Stearns Cos. LLC	4.650%	7/2/18	4,939	5,572
BNP Paribas SA	5.000%	1/15/21	18,250	20,590
BNP Paribas SA	3.250%	3/3/23	4,175	4,064
Capital One Bank USA NA	8.800%	7/15/19	3,125	4,222
Capital One Bank USA NA	3.375%	2/15/23	5,640	5,563
Capital One Financial Corp.	4.750%	7/15/21	7,375	8,338
3,4 Citicorp Lease Pass-Through Trust 1999-1	8.040%	12/15/19	2,100	2,676
Citigroup Inc.	6.125%	5/15/18	15,442	18,458
Citigroup Inc.	8.500%	5/22/19	15,046	20,060
Citigroup Inc.	5.375%	8/9/20	11,126	13,017
Citigroup Inc.	4.500%	1/14/22	19,325	21,484
Citigroup Inc.	4.050%	7/30/22	4,575	4,718
Citigroup Inc.	3.375%	3/1/23	1,025	1,031
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	4.500%	1/11/21	8,375	9,307
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.875%	2/8/22	15,925	16,784
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.950%	11/9/22	10,625	10,624
Credit Suisse	5.300%	8/13/19	6,125	7,226
Credit Suisse	5.400%	1/14/20	7,050	7,888
Credit Suisse	4.375%	8/5/20	9,700	10,912
Discover Bank	7.000%	4/15/20	2,400	2,972
Discover Financial Services	3.850%	11/21/22	5,343	5,464
Fifth Third Bancorp	4.500%	6/1/18	4,550	5,044
Fifth Third Bancorp	3.500%	3/15/22	1,875	1,944
First Niagara Financial Group Inc.	6.750%	3/19/20	2,275	2,733
First Niagara Financial Group Inc.	7.250%	12/15/21	1,245	1,516
FirstMerit Corp.	4.350%	2/4/23	1,500	1,556
Goldman Sachs Group Inc.	6.150%	4/1/18	23,400	27,555
Goldman Sachs Group Inc.	7.500%	2/15/19	15,710	19,668
Goldman Sachs Group Inc.	5.375%	3/15/20	18,300	20,835
Goldman Sachs Group Inc.	6.000%	6/15/20	12,115	14,195
Goldman Sachs Group Inc.	5.250%	7/27/21	19,325	21,910
Goldman Sachs Group Inc.	5.750%	1/24/22	29,100	33,760
Goldman Sachs Group Inc.	3.625%	1/22/23	13,050	13,065
HSBC Bank USA NA	4.875%	8/24/20	9,075	10,195
HSBC Holdings plc	5.100%	4/5/21	13,975	16,157
HSBC Holdings plc	4.875%	1/14/22	2,500	2,857
HSBC Holdings plc	4.000%	3/30/22	9,600	10,336
HSBC USA Inc.	5.000%	9/27/20	9,600	10,640
Huntington Bancshares Inc.	7.000%	12/15/20	4,175	5,169
JPMorgan Chase & Co.	6.300%	4/23/19	19,975	24,328
JPMorgan Chase & Co.	4.400%	7/22/20	15,215	16,822
JPMorgan Chase & Co.	4.250%	10/15/20	27,525	30,140
JPMorgan Chase & Co.	4.625%	5/10/21	8,308	9,291
JPMorgan Chase & Co.	4.350%	8/15/21	25,225	27,845

JPMorgan Chase & Co.	4.500%	1/24/22	13,100	14,567
JPMorgan Chase & Co.	3.250%	9/23/22	17,425	17,396
JPMorgan Chase & Co.	3.200%	1/25/23	12,100	12,049
KeyCorp	5.100%	3/24/21	8,150	9,462
Lloyds TSB Bank plc	6.375%	1/21/21	11,225	13,885
Merrill Lynch & Co. Inc.	6.875%	4/25/18	35,575	42,949
Merrill Lynch & Co. Inc.	6.500%	7/15/18	4,125	4,914
Merrill Lynch & Co. Inc.	6.875%	11/15/18	2,925	3,585
Morgan Stanley	6.625%	4/1/18	19,730	23,559
Morgan Stanley	7.300%	5/13/19	14,925	18,436
Morgan Stanley	5.625%	9/23/19	17,950	20,691
Morgan Stanley	5.500%	1/26/20	8,025	9,199
Morgan Stanley	5.500%	7/24/20	8,925	10,253
Morgan Stanley	5.750%	1/25/21	18,875	21,796
Morgan Stanley	5.500%	7/28/21	13,450	15,428
Morgan Stanley	4.875%	11/1/22	9,700	10,219
Morgan Stanley	3.750%	2/25/23	15,850	15,954
National Australia Bank Ltd.	3.000%	1/20/23	4,350	4,310
National City Corp.	6.875%	5/15/19	1,700	2,110
Northern Trust Co.	6.500%	8/15/18	1,275	1,596
Northern Trust Corp.	3.450%	11/4/20	1,700	1,840
Northern Trust Corp.	3.375%	8/23/21	2,750	2,935
Northern Trust Corp.	2.375%	8/2/22	6,625	6,491
People's United Financial Inc.	3.650%	12/6/22	2,425	2,460
PNC Bank NA	2.700%	11/1/22	8,850	8,572
PNC Bank NA	2.950%	1/30/23	4,800	4,775
PNC Financial Services Group Inc.	2.854%	11/9/22	3,625	3,614
PNC Funding Corp.	6.700%	6/10/19	7,150	9,048
PNC Funding Corp.	5.125%	2/8/20	6,010	7,038
PNC Funding Corp.	4.375%	8/11/20	1,200	1,355
PNC Funding Corp.	3.300%	3/8/22	8,075	8,334
Royal Bank of Scotland Group plc	6.400%	10/21/19	15,475	18,390
Royal Bank of Scotland NV	4.650%	6/4/18	1,925	1,989
Royal Bank of Scotland plc	5.625%	8/24/20	3,025	3,548
Royal Bank of Scotland plc	6.125%	1/11/21	5,300	6,399
Sovereign Bank	8.750%	5/30/18	2,825	3,417
State Street Bank & Trust Co.	5.250%	10/15/18	1,000	1,176
State Street Corp.	4.375%	3/7/21	4,500	5,121
Sumitomo Mitsui Banking Corp.	3.200%	7/18/22	4,600	4,651
Sumitomo Mitsui Banking Corp.	3.000%	1/18/23	875	873
UBS AG	5.750%	4/25/18	15,675	18,573
UBS AG	4.875%	8/4/20	13,375	15,404
UnionBanCal Corp.	3.500%	6/18/22	1,575	1,634
US Bancorp	4.125%	5/24/21	6,175	6,890
US Bancorp	3.000%	3/15/22	5,500	5,648
US Bancorp	2.950%	7/15/22	8,325	8,278
Wells Fargo & Co.	4.600%	4/1/21	17,300	19,689
Wells Fargo & Co.	3.500%	3/8/22	14,475	15,165
Wells Fargo & Co.	3.450%	2/13/23	8,050	8,117
Westpac Banking Corp.	4.875%	11/19/19	15,650	18,281
Brokerage (0.5%)
Ameriprise Financial Inc.	7.300%	6/28/19	600	784
Ameriprise Financial Inc.	5.300%	3/15/20	6,850	8,163
BlackRock Inc.	5.000%	12/10/19	3,900	4,631
BlackRock Inc.	4.250%	5/24/21	5,850	6,581
BlackRock Inc.	3.375%	6/1/22	4,650	4,915

Charles Schwab Corp.	4.450%	7/22/20	5,550	6,332
Charles Schwab Corp.	3.225%	9/1/22	1,375	1,422
Franklin Resources Inc.	4.625%	5/20/20	2,250	2,576
Franklin Resources Inc.	2.800%	9/15/22	2,075	2,101
Invesco Finance plc	3.125%	11/30/22	4,050	4,136
Jefferies Group LLC	5.125%	4/13/18	5,392	5,873
Jefferies Group LLC	8.500%	7/15/19	3,375	4,207
Jefferies Group LLC	6.875%	4/15/21	5,502	6,423
Jefferies Group LLC	5.125%	1/20/23	1,875	1,985
Legg Mason Inc.	5.500%	5/21/19	3,175	3,473
Nomura Holdings Inc.	6.700%	3/4/20	5,100	6,112
Raymond James Financial Inc.	8.600%	8/15/19	1,500	1,927
TD Ameritrade Holding Corp.	5.600%	12/1/19	2,225	2,674
Finance Companies (1.3%)
Block Financial LLC	5.500%	11/1/22	3,000	3,181
GATX Corp.	2.375%	7/30/18	1,425	1,453
GATX Corp.	4.750%	6/15/22	2,000	2,122
GATX Corp.	3.900%	3/30/23	1,275	1,292
General Electric Capital Corp.	1.625%	4/2/18	4,825	4,805
General Electric Capital Corp.	5.625%	5/1/18	30,500	36,120
General Electric Capital Corp.	6.000%	8/7/19	7,425	9,008
General Electric Capital Corp.	2.100%	12/11/19	1,325	1,351
General Electric Capital Corp.	5.500%	1/8/20	10,975	13,012
General Electric Capital Corp.	5.550%	5/4/20	6,025	7,220
General Electric Capital Corp.	4.375%	9/16/20	11,875	13,252
General Electric Capital Corp.	4.625%	1/7/21	12,150	13,668
General Electric Capital Corp.	5.300%	2/11/21	8,100	9,279
General Electric Capital Corp.	4.650%	10/17/21	17,450	19,534
General Electric Capital Corp.	3.150%	9/7/22	16,800	16,650
General Electric Capital Corp.	3.100%	1/9/23	8,550	8,443
HSBC Finance Corp.	6.676%	1/15/21	19,209	22,785
SLM Corp.	8.450%	6/15/18	18,040	21,373
SLM Corp.	8.000%	3/25/20	8,250	9,615
SLM Corp.	7.250%	1/25/22	4,975	5,574
SLM Corp.	5.500%	1/25/23	3,975	3,946
Insurance (2.3%)
ACE INA Holdings Inc.	5.900%	6/15/19	3,725	4,637
ACE INA Holdings Inc.	2.700%	3/13/23	1,525	1,514
AEGON Funding Co. LLC	5.750%	12/15/20	2,500	2,950
Aetna Inc.	6.500%	9/15/18	1,450	1,793
Aetna Inc.	4.125%	6/1/21	7,075	7,776
Aetna Inc.	2.750%	11/15/22	7,675	7,503
Aflac Inc.	8.500%	5/15/19	3,400	4,598
Aflac Inc.	4.000%	2/15/22	3,550	3,824
Alleghany Corp.	5.625%	9/15/20	1,450	1,671
Alleghany Corp.	4.950%	6/27/22	3,500	3,897
Allied World Assurance Co. Ltd.	5.500%	11/15/20	2,225	2,528
Allstate Corp.	6.750%	5/15/18	1,000	1,247
Allstate Corp.	7.450%	5/16/19	3,525	4,638
Alterra Finance LLC	6.250%	9/30/20	1,565	1,835
American Financial Group Inc.	9.875%	6/15/19	2,625	3,561
American International Group Inc.	8.250%	8/15/18	13,070	16,928
American International Group Inc.	6.400%	12/15/20	15,490	19,218
American International Group Inc.	4.875%	6/1/22	8,100	9,176
Aon Corp.	5.000%	9/30/20	3,600	4,140

Aspen Insurance Holdings Ltd.	6.000%	12/15/20	1,075	1,235
Assurant Inc.	4.000%	3/15/23	1,725	1,728
Axis Specialty Finance LLC	5.875%	6/1/20	5,100	5,809
Berkshire Hathaway Finance Corp.	5.400%	5/15/18	15,900	18,995
Berkshire Hathaway Finance Corp.	4.250%	1/15/21	4,925	5,553
Berkshire Hathaway Inc.	3.750%	8/15/21	2,250	2,443
Berkshire Hathaway Inc.	3.000%	2/11/23	1,225	1,243
Chubb Corp.	5.750%	5/15/18	3,500	4,259
Cigna Corp.	8.500%	5/1/19	2,000	2,604
Cigna Corp.	5.125%	6/15/20	1,491	1,723
Cigna Corp.	4.375%	12/15/20	1,920	2,138
Cigna Corp.	4.500%	3/15/21	3,700	4,126
Cigna Corp.	4.000%	2/15/22	6,575	7,110
CNA Financial Corp.	7.350%	11/15/19	2,240	2,838
CNA Financial Corp.	5.875%	8/15/20	1,800	2,133
CNA Financial Corp.	5.750%	8/15/21	3,095	3,663
Coventry Health Care Inc.	5.450%	6/15/21	2,750	3,241
Fidelity National Financial Inc.	5.500%	9/1/22	775	883
First American Financial Corp.	4.300%	2/1/23	1,425	1,480
Genworth Financial Inc.	6.515%	5/22/18	3,000	3,412
Genworth Financial Inc.	7.700%	6/15/20	3,825	4,571
Genworth Financial Inc.	7.200%	2/15/21	2,075	2,428
Genworth Financial Inc.	7.625%	9/24/21	2,900	3,487
Hanover Insurance Group Inc.	6.375%	6/15/21	150	173
Hartford Financial Services Group Inc.	6.300%	3/15/18	3,153	3,824
Hartford Financial Services Group Inc.	6.000%	1/15/19	1,475	1,768
Hartford Financial Services Group Inc.	5.500%	3/30/20	2,700	3,179
Hartford Financial Services Group Inc.	5.125%	4/15/22	4,375	5,083
HCC Insurance Holdings Inc.	6.300%	11/15/19	1,600	1,861
Humana Inc.	7.200%	6/15/18	5,205	6,388
Humana Inc.	6.300%	8/1/18	785	926
Humana Inc.	3.150%	12/1/22	1,675	1,654
Infinity Property & Casualty Corp.	5.000%	9/19/22	1,350	1,404
3 ING US Inc.	5.500%	7/15/22	3,625	4,013
Lincoln National Corp.	8.750%	7/1/19	8,151	11,056
Lincoln National Corp.	6.250%	2/15/20	3,250	3,946
Lincoln National Corp.	4.200%	3/15/22	300	326
Manulife Financial Corp.	4.900%	9/17/20	3,250	3,676
Markel Corp.	7.125%	9/30/19	1,617	1,996
Markel Corp.	4.900%	7/1/22	3,450	3,831
Markel Corp.	3.625%	3/30/23	2,000	2,006
Marsh & McLennan Cos. Inc.	9.250%	4/15/19	1,950	2,623
Marsh & McLennan Cos. Inc.	4.800%	7/15/21	3,150	3,593
MetLife Inc.	6.817%	8/15/18	5,500	6,870
MetLife Inc.	7.717%	2/15/19	3,979	5,183
MetLife Inc.	4.750%	2/8/21	7,475	8,586
MetLife Inc.	3.048%	12/15/22	1,900	1,906
Montpelier Re Holdings Ltd.	4.700%	10/15/22	1,425	1,463
OneBeacon US Holdings Inc.	4.600%	11/9/22	1,425	1,487
PartnerRe Finance B LLC	5.500%	6/1/20	4,700	5,345
Primerica Inc.	4.750%	7/15/22	1,750	1,941
Principal Financial Group Inc.	8.875%	5/15/19	1,750	2,381
Principal Financial Group Inc.	3.300%	9/15/22	1,700	1,735
Progressive Corp.	3.750%	8/23/21	2,100	2,289
Protective Life Corp.	7.375%	10/15/19	1,600	1,966
Prudential Financial Inc.	7.375%	6/15/19	7,245	9,309
Prudential Financial Inc.	5.375%	6/21/20	3,800	4,490

Prudential Financial Inc.	4.500%	11/15/20	3,425	3,849
4 Prudential Financial Inc.	5.875%	9/15/42	5,375	5,697
4 Prudential Financial Inc.	8.875%	6/15/68	430	529
Reinsurance Group of America Inc.	6.450%	11/15/19	2,000	2,403
Reinsurance Group of America Inc.	5.000%	6/1/21	3,500	3,936
Swiss Re Solutions Holding Corp.	6.450%	3/1/19	400	478
Torchmark Corp.	3.800%	9/15/22	5,000	5,160
Travelers Cos. Inc.	5.800%	5/15/18	3,525	4,288
Travelers Cos. Inc.	5.900%	6/2/19	3,075	3,824
UnitedHealth Group Inc.	1.625%	3/15/19	875	874
UnitedHealth Group Inc.	4.700%	2/15/21	2,625	3,005
UnitedHealth Group Inc.	3.375%	11/15/21	500	528
UnitedHealth Group Inc.	2.875%	3/15/22	6,500	6,581
UnitedHealth Group Inc.	2.875%	3/15/23	3,400	3,388
Unum Group	5.625%	9/15/20	1,650	1,907
WellPoint Inc.	4.350%	8/15/20	14,005	15,539
WellPoint Inc.	3.700%	8/15/21	1,850	1,951
WellPoint Inc.	3.125%	5/15/22	4,000	4,023
WellPoint Inc.	3.300%	1/15/23	200	203
Willis Group Holdings plc	5.750%	3/15/21	3,900	4,409
Willis North America Inc.	7.000%	9/29/19	3,250	3,876
WR Berkley Corp.	5.375%	9/15/20	1,875	2,137
WR Berkley Corp.	4.625%	3/15/22	3,500	3,814
XLIT Ltd.	5.750%	10/1/21	2,300	2,743
Other Finance (0.1%)
CME Group Inc.	3.000%	9/15/22	2,525	2,540
Jones Lang LaSalle Inc.	4.400%	11/15/22	1,300	1,339
NASDAQ OMX Group Inc.	5.550%	1/15/20	5,300	5,728
Real Estate Investment Trusts (1.4%)
Alexandria Real Estate Equities Inc.	4.600%	4/1/22	2,650	2,868
American Campus Communities Operating
Partnership LP	3.750%	4/15/23	1,800	1,797
AvalonBay Communities Inc.	2.950%	9/15/22	3,025	2,979
BioMed Realty LP	4.250%	7/15/22	1,300	1,369
Boston Properties LP	3.700%	11/15/18	3,585	3,943
Boston Properties LP	5.875%	10/15/19	875	1,060
Boston Properties LP	5.625%	11/15/20	4,875	5,782
Boston Properties LP	4.125%	5/15/21	13,245	14,374
Boston Properties LP	3.850%	2/1/23	800	848
Brandywine Operating Partnership LP	4.950%	4/15/18	2,800	3,103
Brandywine Operating Partnership LP	3.950%	2/15/23	1,600	1,612
Camden Property Trust	2.950%	12/15/22	4,950	4,877
DDR Corp.	4.750%	4/15/18	1,500	1,665
DDR Corp.	7.875%	9/1/20	2,000	2,548
DDR Corp.	4.625%	7/15/22	4,425	4,847
Digital Realty Trust LP	5.250%	3/15/21	5,575	6,244
Digital Realty Trust LP	3.625%	10/1/22	1,125	1,127
Duke Realty LP	8.250%	8/15/19	1,125	1,467
Duke Realty LP	6.750%	3/15/20	350	428
Duke Realty LP	3.875%	10/15/22	4,850	4,978
Duke Realty LP	3.625%	4/15/23	2,525	2,529
EPR Properties	7.750%	7/15/20	500	596
EPR Properties	5.750%	8/15/22	2,875	3,148
Equity One Inc.	3.750%	11/15/22	2,000	1,992
ERP Operating LP	4.750%	7/15/20	6,250	7,040

ERP Operating LP	4.625%	12/15/21	3,770	4,240
Federal Realty Investment Trust	3.000%	8/1/22	1,525	1,517
HCP Inc.	2.625%	2/1/20	4,150	4,178
HCP Inc.	5.375%	2/1/21	10,270	11,947
Health Care REIT Inc.	4.125%	4/1/19	3,025	3,287
Health Care REIT Inc.	6.125%	4/15/20	3,750	4,450
Health Care REIT Inc.	4.950%	1/15/21	5,425	6,048
Health Care REIT Inc.	5.250%	1/15/22	1,650	1,878
Health Care REIT Inc.	3.750%	3/15/23	600	604
Healthcare Realty Trust Inc.	5.750%	1/15/21	1,500	1,711
Healthcare Realty Trust Inc.	3.750%	4/15/23	2,125	2,117
3 Healthcare Trust of America Holdings LP	3.700%	4/15/23	1,625	1,621
Hospitality Properties Trust	5.000%	8/15/22	2,275	2,435
Kilroy Realty LP	4.800%	7/15/18	5,950	6,639
Kilroy Realty LP	3.800%	1/15/23	375	385
Kimco Realty Corp.	6.875%	10/1/19	2,957	3,759
Liberty Property LP	4.750%	10/1/20	1,960	2,146
Mack-Cali Realty LP	7.750%	8/15/19	3,975	5,030
Mack-Cali Realty LP	4.500%	4/18/22	100	107
National Retail Properties Inc.	3.800%	10/15/22	1,000	1,029
Omega Healthcare Investors Inc.	6.750%	10/15/22	3,550	3,914
ProLogis LP	6.625%	5/15/18	300	362
ProLogis LP	7.375%	10/30/19	2,600	3,260
ProLogis LP	6.625%	12/1/19	2,225	2,706
ProLogis LP	6.875%	3/15/20	4,300	5,267
Realty Income Corp.	6.750%	8/15/19	4,150	5,141
Realty Income Corp.	5.750%	1/15/21	1,000	1,167
Realty Income Corp.	3.250%	10/15/22	2,425	2,386
Simon Property Group LP	6.125%	5/30/18	3,225	3,950
Simon Property Group LP	5.650%	2/1/20	10,800	13,000
Simon Property Group LP	4.375%	3/1/21	10,285	11,507
Simon Property Group LP	4.125%	12/1/21	5,975	6,606
Simon Property Group LP	3.375%	3/15/22	3,450	3,629
UDR Inc.	4.250%	6/1/18	850	938
UDR Inc.	4.625%	1/10/22	3,325	3,685
Ventas Realty LP / Ventas Capital Corp.	4.000%	4/30/19	4,000	4,357
Ventas Realty LP / Ventas Capital Corp.	2.700%	4/1/20	2,475	2,494
Ventas Realty LP / Ventas Capital Corp.	4.750%	6/1/21	2,900	3,234
Ventas Realty LP / Ventas Capital Corp.	4.250%	3/1/22	2,590	2,781
Ventas Realty LP / Ventas Capital Corp.	3.250%	8/15/22	4,150	4,128
Vornado Realty LP	5.000%	1/15/22	2,000	2,227
Washington REIT	4.950%	10/1/20	3,150	3,436
Weingarten Realty Investors	3.375%	10/15/22	1,275	1,260
Weingarten Realty Investors	3.500%	4/15/23	2,275	2,274
				2,196,594
Industrial (24.0%)
Basic Industry (3.1%)
Agrium Inc.	6.750%	1/15/19	2,550	3,128
Agrium Inc.	3.150%	10/1/22	3,250	3,141
Air Products & Chemicals Inc.	3.000%	11/3/21	5,550	5,764
Air Products & Chemicals Inc.	2.750%	2/3/23	1,250	1,275
Albemarle Corp.	4.500%	12/15/20	1,050	1,159
Alcoa Inc.	6.750%	7/15/18	5,850	6,702
Alcoa Inc.	5.720%	2/23/19	1,100	1,191
Alcoa Inc.	6.150%	8/15/20	5,550	6,064
Alcoa Inc.	5.400%	4/15/21	8,825	9,132
Alcoa Inc.	5.870%	2/23/22	3,050	3,247

Allegheny Technologies Inc.	5.950%	1/15/21	3,735	4,150
AngloGold Ashanti Holdings plc	5.375%	4/15/20	2,660	2,817
AngloGold Ashanti Holdings plc	5.125%	8/1/22	4,350	4,426
Barrick Gold Corp.	6.950%	4/1/19	6,100	7,564
Barrick Gold Corp.	3.850%	4/1/22	6,125	6,284
Barrick North America Finance LLC	6.800%	9/15/18	2,150	2,647
Barrick North America Finance LLC	4.400%	5/30/21	9,418	10,177
BHP Billiton Finance USA Ltd.	6.500%	4/1/19	7,675	9,731
BHP Billiton Finance USA Ltd.	3.250%	11/21/21	10,725	11,320
BHP Billiton Finance USA Ltd.	2.875%	2/24/22	5,750	5,870
Cabot Corp.	3.700%	7/15/22	1,200	1,220
Carpenter Technology Corp.	5.200%	7/15/21	2,350	2,530
Carpenter Technology Corp.	4.450%	3/1/23	925	949
Celulosa Arauco y Constitucion SA	7.250%	7/29/19	2,100	2,520
Celulosa Arauco y Constitucion SA	5.000%	1/21/21	1,525	1,609
Celulosa Arauco y Constitucion SA	4.750%	1/11/22	2,925	3,054
CF Industries Inc.	6.875%	5/1/18	4,650	5,563
CF Industries Inc.	7.125%	5/1/20	9,000	11,138
Cliffs Natural Resources Inc.	5.900%	3/15/20	3,175	3,354
Cliffs Natural Resources Inc.	4.875%	4/1/21	5,700	5,635
Dow Chemical Co.	8.550%	5/15/19	4,000	5,381
Dow Chemical Co.	4.250%	11/15/20	20,525	22,484
Dow Chemical Co.	4.125%	11/15/21	12,850	13,692
Dow Chemical Co.	3.000%	11/15/22	4,000	3,932
Eastman Chemical Co.	5.500%	11/15/19	3,650	4,285
Eastman Chemical Co.	4.500%	1/15/21	1,600	1,776
Eastman Chemical Co.	3.600%	8/15/22	6,225	6,498
Ecolab Inc.	4.350%	12/8/21	9,650	10,758
EI du Pont de Nemours & Co.	6.000%	7/15/18	14,175	17,476
EI du Pont de Nemours & Co.	4.625%	1/15/20	4,755	5,524
EI du Pont de Nemours & Co.	3.625%	1/15/21	6,025	6,610
EI du Pont de Nemours & Co.	4.250%	4/1/21	2,900	3,307
EI du Pont de Nemours & Co.	2.800%	2/15/23	3,800	3,847
FMC Corp.	3.950%	2/1/22	3,050	3,223
3 Freeport-McMoRan Copper & Gold Inc.	3.100%	3/15/20	7,375	7,401
Freeport-McMoRan Copper & Gold Inc.	3.550%	3/1/22	9,565	9,492
3 Freeport-McMoRan Copper & Gold Inc.	3.875%	3/15/23	12,520	12,463
Goldcorp Inc.	3.700%	3/15/23	6,400	6,432
International Paper Co.	7.950%	6/15/18	9,600	12,341
International Paper Co.	9.375%	5/15/19	3,775	5,192
International Paper Co.	7.500%	8/15/21	9,540	12,480
International Paper Co.	4.750%	2/15/22	8,100	9,109
Kinross Gold Corp.	5.125%	9/1/21	2,300	2,407
Lubrizol Corp.	8.875%	2/1/19	1,100	1,526
LyondellBasell Industries NV	5.000%	4/15/19	11,475	12,952
LyondellBasell Industries NV	6.000%	11/15/21	5,750	6,828
Methanex Corp.	3.250%	12/15/19	1,975	1,997
Monsanto Co.	5.125%	4/15/18	925	1,103
Monsanto Co.	2.200%	7/15/22	1,950	1,923
Mosaic Co.	3.750%	11/15/21	1,950	2,052
3 NewMarket Corp.	4.100%	12/15/22	300	306
Newmont Mining Corp.	5.125%	10/1/19	5,025	5,798
Newmont Mining Corp.	3.500%	3/15/22	9,765	9,824
Nucor Corp.	5.850%	6/1/18	3,275	3,960
Nucor Corp.	4.125%	9/15/22	2,950	3,242
Packaging Corp. of America	3.900%	6/15/22	1,900	1,964
Plum Creek Timberlands LP	4.700%	3/15/21	2,125	2,309

Potash Corp. of Saskatchewan Inc.	4.875%	3/30/20	1,800	2,061
PPG Industries Inc.	3.600%	11/15/20	6,350	6,801
Praxair Inc.	4.500%	8/15/19	2,450	2,848
Praxair Inc.	4.050%	3/15/21	575	634
Praxair Inc.	3.000%	9/1/21	4,925	5,089
Praxair Inc.	2.450%	2/15/22	10,725	10,745
Praxair Inc.	2.200%	8/15/22	2,250	2,182
Rayonier Inc.	3.750%	4/1/22	250	252
Rio Tinto Finance USA Ltd.	6.500%	7/15/18	18,675	22,941
Rio Tinto Finance USA Ltd.	9.000%	5/1/19	8,525	11,794
Rio Tinto Finance USA Ltd.	4.125%	5/20/21	3,325	3,605
Rio Tinto Finance USA Ltd.	3.750%	9/20/21	5,575	5,902
Rio Tinto Finance USA plc	3.500%	3/22/22	6,300	6,516
Rio Tinto Finance USA plc	2.875%	8/21/22	9,025	8,832
RPM International Inc.	6.125%	10/15/19	2,575	3,034
RPM International Inc.	3.450%	11/15/22	2,900	2,868
Sigma-Aldrich Corp.	3.375%	11/1/20	750	795
Southern Copper Corp.	5.375%	4/16/20	1,725	1,960
Southern Copper Corp.	3.500%	11/8/22	1,500	1,487
Syngenta Finance NV	3.125%	3/28/22	2,500	2,578
Teck Resources Ltd.	3.000%	3/1/19	6,100	6,233
Teck Resources Ltd.	4.750%	1/15/22	5,625	6,047
Teck Resources Ltd.	3.750%	2/1/23	1,500	1,468
Vale Overseas Ltd.	5.625%	9/15/19	6,250	7,088
Vale Overseas Ltd.	4.625%	9/15/20	12,125	12,849
Vale Overseas Ltd.	4.375%	1/11/22	10,470	10,748
Valspar Corp.	7.250%	6/15/19	1,275	1,580
Valspar Corp.	4.200%	1/15/22	1,550	1,688
Westlake Chemical Corp.	3.600%	7/15/22	550	560
Capital Goods (2.5%)
3M Co.	2.000%	6/26/22	3,125	3,101
ABB Finance USA Inc.	2.875%	5/8/22	6,965	7,051
Acuity Brands Lighting Inc.	6.000%	12/15/19	1,675	1,923
Bemis Co. Inc.	6.800%	8/1/19	2,300	2,791
Boeing Capital Corp.	2.900%	8/15/18	1,550	1,664
Boeing Co.	6.000%	3/15/19	7,075	8,745
Boeing Co.	4.875%	2/15/20	6,075	7,196
Carlisle Cos. Inc.	3.750%	11/15/22	3,350	3,352
Caterpillar Financial Services Corp.	5.450%	4/15/18	7,950	9,492
Caterpillar Financial Services Corp.	7.050%	10/1/18	3,500	4,495
Caterpillar Financial Services Corp.	7.150%	2/15/19	7,650	9,924
Caterpillar Financial Services Corp.	2.850%	6/1/22	2,750	2,819
Caterpillar Inc.	3.900%	5/27/21	8,200	9,095
Caterpillar Inc.	2.600%	6/26/22	4,250	4,286
Cooper US Inc.	3.875%	12/15/20	5,000	5,418
CRH America Inc.	8.125%	7/15/18	6,825	8,461
Danaher Corp.	5.400%	3/1/19	1,300	1,565
Danaher Corp.	3.900%	6/23/21	5,850	6,529
Deere & Co.	4.375%	10/16/19	700	817
Deere & Co.	2.600%	6/8/22	7,200	7,255
Dover Corp.	4.300%	3/1/21	5,500	6,233
Eaton Corp.	5.600%	5/15/18	5,325	6,298
3 Eaton Corp.	2.750%	11/2/22	5,975	5,930
Embraer Overseas Ltd.	6.375%	1/15/20	4,600	5,323
Embraer SA	5.150%	6/15/22	1,800	1,957
Emerson Electric Co.	5.250%	10/15/18	850	1,019

Emerson Electric Co.	4.875%	10/15/19	1,450	1,722
Emerson Electric Co.	4.250%	11/15/20	1,400	1,611
Emerson Electric Co.	2.625%	2/15/23	6,525	6,609
Flowserve Corp.	3.500%	9/15/22	8,025	8,124
General Dynamics Corp.	3.875%	7/15/21	2,900	3,220
General Dynamics Corp.	2.250%	11/15/22	8,100	7,788
General Electric Co.	2.700%	10/9/22	19,025	19,024
Goodrich Corp.	6.125%	3/1/19	3,472	4,333
Harsco Corp.	5.750%	5/15/18	2,695	2,998
Honeywell International Inc.	5.000%	2/15/19	3,700	4,413
Honeywell International Inc.	4.250%	3/1/21	8,426	9,713
IDEX Corp.	4.200%	12/15/21	400	428
Illinois Tool Works Inc.	6.250%	4/1/19	5,900	7,401
Ingersoll-Rand Global Holding Co. Ltd.	6.875%	8/15/18	6,100	7,337
John Deere Capital Corp.	5.350%	4/3/18	300	357
John Deere Capital Corp.	5.750%	9/10/18	12,100	14,768
John Deere Capital Corp.	1.700%	1/15/20	2,325	2,291
John Deere Capital Corp.	3.900%	7/12/21	6,200	6,904
John Deere Capital Corp.	3.150%	10/15/21	2,700	2,849
John Deere Capital Corp.	2.750%	3/15/22	300	305
John Deere Capital Corp.	2.800%	1/27/23	275	279
Joy Global Inc.	5.125%	10/15/21	3,420	3,830
Kennametal Inc.	2.650%	11/1/19	2,550	2,558
Kennametal Inc.	3.875%	2/15/22	2,425	2,524
L-3 Communications Corp.	5.200%	10/15/19	5,775	6,575
L-3 Communications Corp.	4.750%	7/15/20	2,700	2,979
L-3 Communications Corp.	4.950%	2/15/21	8,225	9,188
Lockheed Martin Corp.	4.250%	11/15/19	6,300	7,066
Lockheed Martin Corp.	3.350%	9/15/21	5,800	6,062
Martin Marietta Materials Inc.	6.600%	4/15/18	2,050	2,327
Mohawk Industries Inc.	3.850%	2/1/23	2,025	2,060
Northrop Grumman Corp.	3.500%	3/15/21	6,450	6,903
Owens Corning	9.000%	6/15/19	943	1,207
Parker Hannifin Corp.	5.500%	5/15/18	2,000	2,384
3 Pentair Finance SA	5.000%	5/15/21	3,000	3,399
3 Pentair Finance SA	3.150%	9/15/22	3,100	3,067
Precision Castparts Corp.	2.500%	1/15/23	3,700	3,652
Raytheon Co.	6.400%	12/15/18	500	621
Raytheon Co.	4.400%	2/15/20	1,225	1,392
Raytheon Co.	3.125%	10/15/20	9,500	10,046
Raytheon Co.	2.500%	12/15/22	7,725	7,535
Republic Services Inc.	3.800%	5/15/18	1,480	1,626
Republic Services Inc.	5.500%	9/15/19	1,825	2,170
Republic Services Inc.	5.000%	3/1/20	6,025	6,964
Republic Services Inc.	5.250%	11/15/21	9,188	10,765
Republic Services Inc.	3.550%	6/1/22	925	964
Rockwell Collins Inc.	5.250%	7/15/19	650	777
Rockwell Collins Inc.	3.100%	11/15/21	1,800	1,900
Roper Industries Inc.	6.250%	9/1/19	2,900	3,523
Roper Industries Inc.	3.125%	11/15/22	2,275	2,284
Snap-on Inc.	6.125%	9/1/21	2,825	3,477
Sonoco Products Co.	4.375%	11/1/21	1,100	1,200
Stanley Black & Decker Inc.	3.400%	12/1/21	4,775	4,999
Stanley Black & Decker Inc.	2.900%	11/1/22	1,825	1,835
Textron Inc.	7.250%	10/1/19	1,000	1,214
Tyco International Finance SA	8.500%	1/15/19	6,650	8,627

Tyco International Ltd. / Tyco International
Finance SA	7.000%	12/15/19	600	745
United Technologies Corp.	6.125%	2/1/19	9,775	12,184
United Technologies Corp.	4.500%	4/15/20	7,400	8,584
United Technologies Corp.	3.100%	6/1/22	14,200	14,862
Waste Management Inc.	7.375%	3/11/19	1,550	1,968
Waste Management Inc.	4.750%	6/30/20	8,800	10,018
Waste Management Inc.	4.600%	3/1/21	1,400	1,584
Communication (3.5%)
America Movil SAB de CV	5.000%	10/16/19	7,500	8,506
America Movil SAB de CV	5.000%	3/30/20	11,300	12,724
America Movil SAB de CV	3.125%	7/16/22	8,050	7,891
American Tower Corp.	5.050%	9/1/20	8,070	8,958
American Tower Corp.	5.900%	11/1/21	3,400	3,994
American Tower Corp.	4.700%	3/15/22	550	598
American Tower Corp.	3.500%	1/31/23	7,141	7,070
AT&T Inc.	5.600%	5/15/18	4,750	5,641
AT&T Inc.	5.800%	2/15/19	11,175	13,514
AT&T Inc.	4.450%	5/15/21	4,075	4,589
AT&T Inc.	3.875%	8/15/21	7,950	8,591
AT&T Inc.	3.000%	2/15/22	12,825	12,947
AT&T Inc.	2.625%	12/1/22	10,350	10,012
CBS Corp.	8.875%	5/15/19	6,350	8,500
CBS Corp.	5.750%	4/15/20	220	260
CBS Corp.	4.300%	2/15/21	3,300	3,591
CBS Corp.	3.375%	3/1/22	2,750	2,804
Cellco Partnership / Verizon Wireless Capital
LLC	8.500%	11/15/18	14,760	19,611
Comcast Cable Communications Holdings
Inc.	9.455%	11/15/22	5,923	9,000
Comcast Corp.	5.700%	5/15/18	12,350	14,888
Comcast Corp.	5.700%	7/1/19	4,625	5,640
Comcast Corp.	5.150%	3/1/20	2,125	2,520
Comcast Corp.	3.125%	7/15/22	2,675	2,743
Comcast Corp.	2.850%	1/15/23	6,900	6,888
Deutsche Telekom International Finance BV	6.750%	8/20/18	13,025	16,113
Deutsche Telekom International Finance BV	6.000%	7/8/19	625	766
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.875%	10/1/19	8,150	9,682
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.200%	3/15/20	11,505	13,198
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.000%	3/1/21	7,500	8,353
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.800%	3/15/22	9,850	10,090
Discovery Communications LLC	5.625%	8/15/19	2,000	2,376
Discovery Communications LLC	5.050%	6/1/20	7,200	8,325
Discovery Communications LLC	4.375%	6/15/21	2,350	2,596
Discovery Communications LLC	3.300%	5/15/22	3,900	3,971
Discovery Communications LLC	3.250%	4/1/23	1,975	2,002
France Telecom SA	5.375%	7/8/19	5,100	5,961
France Telecom SA	4.125%	9/14/21	8,625	9,310
Grupo Televisa SAB	6.000%	5/15/18	1,225	1,428
GTE Corp.	6.840%	4/15/18	2,200	2,709
Interpublic Group of Cos. Inc.	4.000%	3/15/22	3,000	3,019
Moody's Corp.	5.500%	9/1/20	200	218

Moody's Corp.	4.500%	9/1/22	8,275	8,527
NBCUniversal Media LLC	5.150%	4/30/20	11,075	13,140
NBCUniversal Media LLC	4.375%	4/1/21	13,065	14,689
NBCUniversal Media LLC	2.875%	1/15/23	6,100	6,051
News America Inc.	6.900%	3/1/19	10,800	13,640
News America Inc.	4.500%	2/15/21	5,050	5,705
News America Inc.	3.000%	9/15/22	3,000	2,978
Omnicom Group Inc.	4.450%	8/15/20	16,950	18,450
Omnicom Group Inc.	3.625%	5/1/22	4,950	5,030
Qwest Corp.	6.750%	12/1/21	3,230	3,722
3 Reed Elsevier Capital Inc.	3.125%	10/15/22	7,263	7,084
Rogers Communications Inc.	6.800%	8/15/18	7,115	8,948
Rogers Communications Inc.	3.000%	3/15/23	2,755	2,763
Telecom Italia Capital SA	6.999%	6/4/18	2,375	2,686
Telecom Italia Capital SA	7.175%	6/18/19	7,055	8,038
Telefonica Emisiones SAU	5.877%	7/15/19	2,000	2,208
Telefonica Emisiones SAU	5.134%	4/27/20	6,700	7,062
Telefonica Emisiones SAU	5.462%	2/16/21	13,285	14,269
Thomson Reuters Corp.	6.500%	7/15/18	4,250	5,219
Thomson Reuters Corp.	4.700%	10/15/19	2,350	2,687
Thomson Reuters Corp.	3.950%	9/30/21	2,875	3,110
Time Warner Cable Inc.	6.750%	7/1/18	15,775	19,390
Time Warner Cable Inc.	8.750%	2/14/19	3,350	4,434
Time Warner Cable Inc.	8.250%	4/1/19	5,875	7,657
Time Warner Cable Inc.	5.000%	2/1/20	10,585	12,058
Time Warner Cable Inc.	4.125%	2/15/21	3,175	3,407
Time Warner Cable Inc.	4.000%	9/1/21	11,000	11,711
Time Warner Entertainment Co. LP	8.375%	3/15/23	1,703	2,321
Verizon Communications Inc.	6.100%	4/15/18	4,400	5,309
Verizon Communications Inc.	8.750%	11/1/18	11,873	15,934
Verizon Communications Inc.	6.350%	4/1/19	9,500	11,667
Verizon Communications Inc.	4.600%	4/1/21	8,025	8,952
Verizon Communications Inc.	3.500%	11/1/21	13,000	13,501
Verizon Communications Inc.	2.450%	11/1/22	9,425	8,893
Virgin Media Secured Finance plc	5.250%	1/15/21	3,000	3,144
Vodafone Group plc	4.625%	7/15/18	2,995	3,434
Vodafone Group plc	5.450%	6/10/19	2,400	2,849
Vodafone Group plc	4.375%	3/16/21	5,500	6,203
Vodafone Group plc	2.500%	9/26/22	7,400	7,128
Vodafone Group plc	2.950%	2/19/23	8,360	8,312
Washington Post Co.	7.250%	2/1/19	1,075	1,280
WPP Finance 2010	4.750%	11/21/21	6,975	7,565
WPP Finance 2010	3.625%	9/7/22	3,400	3,385
Consumer Cyclical (2.4%)
3 ADT Corp.	3.500%	7/15/22	5,300	5,229
Advance Auto Parts Inc.	5.750%	5/1/20	1,725	1,904
Advance Auto Parts Inc.	4.500%	1/15/22	1,500	1,544
Amazon.com Inc.	2.500%	11/29/22	7,500	7,257
AutoZone Inc.	7.125%	8/1/18	3,625	4,551
AutoZone Inc.	4.000%	11/15/20	250	268
AutoZone Inc.	3.700%	4/15/22	2,400	2,484
BorgWarner Inc.	4.625%	9/15/20	950	1,046
Costco Wholesale Corp.	1.700%	12/15/19	4,475	4,495
CVS Caremark Corp.	4.750%	5/18/20	50	58
CVS Caremark Corp.	4.125%	5/15/21	1,000	1,112
CVS Caremark Corp.	2.750%	12/1/22	7,225	7,128

Darden Restaurants Inc.	4.500%	10/15/21	2,250	2,354
Darden Restaurants Inc.	3.350%	11/1/22	2,700	2,562
eBay Inc.	3.250%	10/15/20	4,675	5,015
eBay Inc.	2.600%	7/15/22	5,575	5,544
Expedia Inc.	5.950%	8/15/20	8,425	9,352
Family Dollar Stores Inc.	5.000%	2/1/21	1,450	1,563
Ford Motor Credit Co. LLC	5.000%	5/15/18	11,200	12,344
Ford Motor Credit Co. LLC	8.125%	1/15/20	9,925	12,537
Ford Motor Credit Co. LLC	5.750%	2/1/21	6,625	7,506
Ford Motor Credit Co. LLC	5.875%	8/2/21	10,575	12,088
Ford Motor Credit Co. LLC	4.250%	9/20/22	7,850	8,084
Gap Inc.	5.950%	4/12/21	7,450	8,456
Historic TW Inc.	6.875%	6/15/18	800	997
Home Depot Inc.	3.950%	9/15/20	400	449
Home Depot Inc.	4.400%	4/1/21	10,825	12,468
Host Hotels & Resorts LP	5.875%	6/15/19	1,000	1,099
Host Hotels & Resorts LP	6.000%	10/1/21	3,000	3,476
Host Hotels & Resorts LP	5.250%	3/15/22	5,500	6,119
Host Hotels & Resorts LP	4.750%	3/1/23	922	992
Host Hotels & Resorts LP	3.750%	10/15/23	1,000	1,004
Hyatt Hotels Corp.	5.375%	8/15/21	900	1,001
International Game Technology	7.500%	6/15/19	4,000	4,781
International Game Technology	5.500%	6/15/20	2,650	2,857
Johnson Controls Inc.	5.000%	3/30/20	2,850	3,249
Johnson Controls Inc.	4.250%	3/1/21	650	715
Johnson Controls Inc.	3.750%	12/1/21	4,750	5,057
Kohl's Corp.	4.000%	11/1/21	1,150	1,188
Lowe's Cos. Inc.	4.625%	4/15/20	2,700	3,107
Lowe's Cos. Inc.	3.750%	4/15/21	500	546
Lowe's Cos. Inc.	3.800%	11/15/21	4,000	4,391
Lowe's Cos. Inc.	3.120%	4/15/22	4,450	4,617
Macy's Retail Holdings Inc.	3.875%	1/15/22	8,700	9,160
Macy's Retail Holdings Inc.	2.875%	2/15/23	1,000	968
Marriott International Inc.	3.000%	3/1/19	925	972
Marriott International Inc.	3.250%	9/15/22	2,600	2,608
McDonald's Corp.	5.000%	2/1/19	725	859
McDonald's Corp.	1.875%	5/29/19	2,000	2,040
McDonald's Corp.	3.625%	5/20/21	3,500	3,876
McDonald's Corp.	2.625%	1/15/22	5,800	5,909
Nordstrom Inc.	4.750%	5/1/20	4,150	4,810
Nordstrom Inc.	4.000%	10/15/21	5,050	5,612
NVR Inc.	3.950%	9/15/22	2,725	2,799
O'Reilly Automotive Inc.	4.875%	1/14/21	1,825	2,034
O'Reilly Automotive Inc.	4.625%	9/15/21	625	690
O'Reilly Automotive Inc.	3.800%	9/1/22	2,500	2,604
QVC Inc.	5.125%	7/2/22	2,850	3,003
3 QVC Inc.	4.375%	3/15/23	3,225	3,244
Staples Inc.	4.375%	1/12/23	2,875	2,903
Starwood Hotels & Resorts Worldwide Inc.	6.750%	5/15/18	1,955	2,368
Target Corp.	3.875%	7/15/20	7,200	8,084
Target Corp.	2.900%	1/15/22	7,075	7,325
Time Warner Inc.	4.875%	3/15/20	8,375	9,568
Time Warner Inc.	4.700%	1/15/21	3,250	3,667
Time Warner Inc.	4.750%	3/29/21	8,875	10,058
Time Warner Inc.	4.000%	1/15/22	5,100	5,471
Time Warner Inc.	3.400%	6/15/22	3,000	3,084
TJX Cos. Inc.	6.950%	4/15/19	4,325	5,511

Toyota Motor Credit Corp.	4.500%	6/17/20	4,700	5,393
Toyota Motor Credit Corp.	4.250%	1/11/21	1,475	1,673
Toyota Motor Credit Corp.	3.400%	9/15/21	5,005	5,346
Toyota Motor Credit Corp.	3.300%	1/12/22	6,800	7,198
Toyota Motor Credit Corp.	2.625%	1/10/23	6,400	6,359
VF Corp.	3.500%	9/1/21	3,575	3,817
Viacom Inc.	5.625%	9/15/19	7,175	8,578
Viacom Inc.	4.500%	3/1/21	500	554
Viacom Inc.	3.125%	6/15/22	4,875	4,896
Wal-Mart Stores Inc.	3.625%	7/8/20	8,650	9,555
Wal-Mart Stores Inc.	3.250%	10/25/20	11,100	12,015
Wal-Mart Stores Inc.	4.250%	4/15/21	6,950	7,979
Walgreen Co.	5.250%	1/15/19	6,400	7,473
Walgreen Co.	3.100%	9/15/22	5,975	5,918
Walt Disney Co.	3.750%	6/1/21	600	661
Walt Disney Co.	2.750%	8/16/21	5,875	6,072
Walt Disney Co.	2.550%	2/15/22	6,000	6,044
Walt Disney Co.	2.350%	12/1/22	2,850	2,802
Western Union Co.	3.650%	8/22/18	2,600	2,684
Wyndham Worldwide Corp.	4.250%	3/1/22	3,000	3,138
Wyndham Worldwide Corp.	3.900%	3/1/23	5,325	5,338
Consumer Noncyclical (6.2%)
Abbott Laboratories	5.125%	4/1/19	10,171	12,123
Abbott Laboratories	4.125%	5/27/20	5,225	5,947
3 AbbVie Inc.	2.000%	11/6/18	2,250	2,280
3 AbbVie Inc.	2.900%	11/6/22	21,450	21,581
Actavis Inc.	6.125%	8/15/19	2,000	2,422
Actavis Inc.	3.250%	10/1/22	7,850	7,929
Allergan Inc.	3.375%	9/15/20	3,000	3,231
Allergan Inc.	2.800%	3/15/23	1,325	1,336
Altria Group Inc.	9.700%	11/10/18	14,226	19,703
Altria Group Inc.	9.250%	8/6/19	2,361	3,287
Altria Group Inc.	4.750%	5/5/21	11,200	12,670
Altria Group Inc.	2.850%	8/9/22	15,425	15,118
AmerisourceBergen Corp.	3.500%	11/15/21	8,850	9,442
Amgen Inc.	5.700%	2/1/19	4,825	5,779
Amgen Inc.	3.450%	10/1/20	9,975	10,670
Amgen Inc.	4.100%	6/15/21	6,600	7,313
Amgen Inc.	3.875%	11/15/21	11,350	12,390
Amgen Inc.	3.625%	5/15/22	8,475	9,078
Anheuser-Busch InBev Finance Inc.	2.625%	1/17/23	8,375	8,295
Anheuser-Busch InBev Worldwide Inc.	7.750%	1/15/19	9,075	11,940
Anheuser-Busch InBev Worldwide Inc.	6.875%	11/15/19	6,325	8,200
Anheuser-Busch InBev Worldwide Inc.	5.375%	1/15/20	20,350	24,490
Anheuser-Busch InBev Worldwide Inc.	5.000%	4/15/20	2,800	3,329
Anheuser-Busch InBev Worldwide Inc.	4.375%	2/15/21	1,175	1,344
Anheuser-Busch InBev Worldwide Inc.	2.500%	7/15/22	21,200	20,807
Archer-Daniels-Midland Co.	4.479%	3/1/21	6,125	6,991
AstraZeneca plc	1.950%	9/18/19	6,725	6,802
Avon Products Inc.	6.500%	3/1/19	385	437
Avon Products Inc.	4.600%	3/15/20	2,575	2,665
Avon Products Inc.	5.000%	3/15/23	2,725	2,790
Baxter International Inc.	5.375%	6/1/18	3,700	4,403
Baxter International Inc.	4.250%	3/15/20	2,850	3,245
Baxter International Inc.	2.400%	8/15/22	1,625	1,599
Beam Inc.	3.250%	5/15/22	925	947

Becton Dickinson & Co.	5.000%	5/15/19	2,975	3,496
Becton Dickinson & Co.	3.250%	11/12/20	2,820	3,007
Becton Dickinson & Co.	3.125%	11/8/21	7,175	7,488
Bio-Rad Laboratories Inc.	4.875%	12/15/20	2,000	2,090
Boston Scientific Corp.	6.000%	1/15/20	9,250	10,789
Bottling Group LLC	5.125%	1/15/19	9,495	11,267
Bristol-Myers Squibb Co.	5.450%	5/1/18	1,725	2,071
Bristol-Myers Squibb Co.	2.000%	8/1/22	6,075	5,752
Brown-Forman Corp.	2.250%	1/15/23	575	563
Bunge Ltd. Finance Corp.	8.500%	6/15/19	7,375	9,557
Campbell Soup Co.	4.500%	2/15/19	400	452
Campbell Soup Co.	4.250%	4/15/21	1,550	1,711
Campbell Soup Co.	2.500%	8/2/22	3,000	2,851
Cardinal Health Inc.	4.625%	12/15/20	4,125	4,647
Cardinal Health Inc.	3.200%	6/15/22	100	101
Cardinal Health Inc.	3.200%	3/15/23	2,575	2,552
CareFusion Corp.	6.375%	8/1/19	4,750	5,762
Catholic Health Initiatives Colorado GO	2.950%	11/1/22	3,200	3,246
Celgene Corp.	3.950%	10/15/20	1,925	2,084
Celgene Corp.	3.250%	8/15/22	5,725	5,791
Clorox Co.	3.800%	11/15/21	100	106
Clorox Co.	3.050%	9/15/22	3,650	3,684
Coca-Cola Co.	1.150%	4/1/18	8,625	8,604
Coca-Cola Co.	4.875%	3/15/19	2,400	2,846
Coca-Cola Co.	3.150%	11/15/20	10,335	11,173
Coca-Cola Co.	3.300%	9/1/21	8,125	8,803
Coca-Cola Co.	2.500%	4/1/23	925	931
Coca-Cola Enterprises Inc.	3.500%	9/15/20	4,600	4,854
Coca-Cola Enterprises Inc.	4.500%	9/1/21	2,000	2,260
Coca-Cola Femsa SAB de CV	4.625%	2/15/20	2,000	2,222
Coca-Cola Refreshments USA Inc.	8.500%	2/1/22	300	432
Colgate-Palmolive Co.	2.450%	11/15/21	1,500	1,537
Colgate-Palmolive Co.	2.300%	5/3/22	2,700	2,714
ConAgra Foods Inc.	7.000%	4/15/19	650	815
ConAgra Foods Inc.	3.250%	9/15/22	4,875	4,912
ConAgra Foods Inc.	3.200%	1/25/23	6,475	6,460
Covidien International Finance SA	3.200%	6/15/22	3,475	3,618
CR Bard Inc.	4.400%	1/15/21	2,125	2,377
Delhaize Group SA	4.125%	4/10/19	1,500	1,586
DENTSPLY International Inc.	4.125%	8/15/21	2,000	2,128
Diageo Capital plc	4.828%	7/15/20	1,215	1,414
Diageo Investment Corp.	2.875%	5/11/22	9,400	9,524
Dignity Health California GO	3.125%	11/1/22	1,600	1,584
Dr Pepper Snapple Group Inc.	6.820%	5/1/18	4,250	5,316
Dr Pepper Snapple Group Inc.	2.600%	1/15/19	825	859
Dr Pepper Snapple Group Inc.	3.200%	11/15/21	4,000	4,154
Dr Pepper Snapple Group Inc.	2.700%	11/15/22	500	495
Energizer Holdings Inc.	4.700%	5/19/21	2,300	2,443
Energizer Holdings Inc.	4.700%	5/24/22	3,650	3,884
Estee Lauder Cos. Inc.	2.350%	8/15/22	1,450	1,426
Express Scripts Holding Co.	7.250%	6/15/19	2,050	2,618
Express Scripts Holding Co.	4.750%	11/15/21	8,475	9,616
Express Scripts Holding Co.	3.900%	2/15/22	5,675	6,085
Flowers Foods Inc.	4.375%	4/1/22	1,000	1,020
General Mills Inc.	5.650%	2/15/19	8,275	9,970
General Mills Inc.	3.150%	12/15/21	8,775	9,213
Gilead Sciences Inc.	4.500%	4/1/21	4,550	5,140

Gilead Sciences Inc.	4.400%	12/1/21	5,825	6,543
GlaxoSmithKline Capital Inc.	5.650%	5/15/18	20,175	24,427
GlaxoSmithKline Capital Inc.	2.800%	3/18/23	4,350	4,388
GlaxoSmithKline Capital plc	2.850%	5/8/22	10,150	10,354
Hillshire Brands Co.	4.100%	9/15/20	173	182
HJ Heinz Co.	3.125%	9/12/21	2,750	2,797
Hormel Foods Corp.	4.125%	4/15/21	875	977
Ingredion Inc.	4.625%	11/1/20	2,000	2,234
JM Smucker Co.	3.500%	10/15/21	3,950	4,172
Johnson & Johnson	5.150%	7/15/18	8,625	10,374
Johnson & Johnson	2.950%	9/1/20	2,000	2,146
Johnson & Johnson	3.550%	5/15/21	2,175	2,417
Kaiser Foundation Hospitals	3.500%	4/1/22	1,825	1,916
Kellogg Co.	3.250%	5/21/18	1,325	1,436
Kellogg Co.	4.150%	11/15/19	4,650	5,230
Kellogg Co.	4.000%	12/15/20	4,775	5,317
Kellogg Co.	3.125%	5/17/22	6,275	6,486
Kimberly-Clark Corp.	6.250%	7/15/18	675	842
Kimberly-Clark Corp.	7.500%	11/1/18	125	166
Kimberly-Clark Corp.	3.625%	8/1/20	1,000	1,102
Kimberly-Clark Corp.	3.875%	3/1/21	2,095	2,351
Kimberly-Clark Corp.	2.400%	3/1/22	5,000	5,033
Koninklijke Philips Electronics NV	3.750%	3/15/22	7,450	8,056
Kraft Foods Group Inc.	6.125%	8/23/18	4,200	5,110
Kraft Foods Group Inc.	5.375%	2/10/20	5,223	6,226
Kraft Foods Group Inc.	3.500%	6/6/22	14,775	15,415
Kroger Co.	6.150%	1/15/20	6,269	7,623
Kroger Co.	3.400%	4/15/22	3,000	3,130
Laboratory Corp. of America Holdings	4.625%	11/15/20	3,000	3,287
Laboratory Corp. of America Holdings	3.750%	8/23/22	1,475	1,512
Life Technologies Corp.	6.000%	3/1/20	4,000	4,481
Life Technologies Corp.	5.000%	1/15/21	4,025	4,347
Lorillard Tobacco Co.	8.125%	6/23/19	4,425	5,625
Lorillard Tobacco Co.	6.875%	5/1/20	3,975	4,815
Mattel Inc.	3.150%	3/15/23	2,000	2,014
McCormick & Co. Inc.	3.900%	7/15/21	1,850	2,017
McKesson Corp.	7.500%	2/15/19	1,825	2,389
McKesson Corp.	4.750%	3/1/21	7,625	8,816
Mead Johnson Nutrition Co.	4.900%	11/1/19	5,725	6,524
Medtronic Inc.	5.600%	3/15/19	1,525	1,853
Medtronic Inc.	4.450%	3/15/20	8,775	10,061
Medtronic Inc.	3.125%	3/15/22	4,900	5,158
Medtronic Inc.	2.750%	4/1/23	5,225	5,222
Merck & Co. Inc.	3.875%	1/15/21	8,125	9,065
Merck & Co. Inc.	2.400%	9/15/22	2,050	2,033
Merck Sharp & Dohme Corp.	5.000%	6/30/19	6,025	7,209
Molson Coors Brewing Co.	3.500%	5/1/22	2,800	2,920
Mondelez International Inc.	6.125%	8/23/18	2,539	3,093
Mondelez International Inc.	5.375%	2/10/20	20,427	24,236
Newell Rubbermaid Inc.	4.000%	6/15/22	5,425	5,708
Novant Health Inc.	5.850%	11/1/19	1,300	1,554
Novartis Capital Corp.	4.400%	4/24/20	6,300	7,290
Novartis Capital Corp.	2.400%	9/21/22	10,150	10,090
Novartis Securities Investment Ltd.	5.125%	2/10/19	15,598	18,619
PepsiCo Inc.	5.000%	6/1/18	9,500	11,156
PepsiCo Inc.	7.900%	11/1/18	7,075	9,422
PepsiCo Inc.	4.500%	1/15/20	1,900	2,192

PepsiCo Inc.	3.125%	11/1/20	4,200	4,489
PepsiCo Inc.	3.000%	8/25/21	3,700	3,872
PepsiCo Inc.	2.750%	3/5/22	10,475	10,602
PerkinElmer Inc.	5.000%	11/15/21	1,850	2,044
Pfizer Inc.	6.200%	3/15/19	27,100	34,026
Philip Morris International Inc.	5.650%	5/16/18	16,375	19,631
Philip Morris International Inc.	4.500%	3/26/20	1,600	1,837
Philip Morris International Inc.	4.125%	5/17/21	2,000	2,237
Philip Morris International Inc.	2.900%	11/15/21	4,800	4,948
Philip Morris International Inc.	2.500%	8/22/22	3,625	3,571
Philip Morris International Inc.	2.625%	3/6/23	3,700	3,641
Procter & Gamble Co.	4.700%	2/15/19	11,901	14,032
Procter & Gamble Co.	2.300%	2/6/22	7,400	7,437
Quest Diagnostics Inc.	4.750%	1/30/20	1,100	1,203
Quest Diagnostics Inc.	4.700%	4/1/21	1,350	1,477
Reynolds American Inc.	7.750%	6/1/18	1,000	1,265
Reynolds American Inc.	3.250%	11/1/22	6,350	6,288
Safeway Inc.	5.000%	8/15/19	4,250	4,742
Safeway Inc.	3.950%	8/15/20	3,250	3,331
Sanofi	4.000%	3/29/21	16,900	18,781
St. Jude Medical Inc.	4.875%	7/15/19	2,757	3,146
St. Jude Medical Inc.	3.250%	4/15/23	2,325	2,333
Stryker Corp.	4.375%	1/15/20	1,950	2,204
Sysco Corp.	2.600%	6/12/22	1,950	1,947
Teva Pharmaceutical Finance Co. BV	3.650%	11/10/21	4,650	4,950
Teva Pharmaceutical Finance Co. BV	2.950%	12/18/22	9,750	9,774
Teva Pharmaceutical Finance IV BV	3.650%	11/10/21	2,650	2,821
Teva Pharmaceutical Finance IV LLC	2.250%	3/18/20	2,725	2,742
Thermo Fisher Scientific Inc.	4.700%	5/1/20	650	720
Thermo Fisher Scientific Inc.	4.500%	3/1/21	2,950	3,233
Thermo Fisher Scientific Inc.	3.600%	8/15/21	11,625	12,032
Thermo Fisher Scientific Inc.	3.150%	1/15/23	1,275	1,266
Tupperware Brands Corp.	4.750%	6/1/21	3,225	3,406
Tyson Foods Inc.	4.500%	6/15/22	6,150	6,673
Unilever Capital Corp.	4.800%	2/15/19	2,475	2,911
Unilever Capital Corp.	4.250%	2/10/21	6,880	7,838
Whirlpool Corp.	4.850%	6/15/21	3,500	3,860
Zimmer Holdings Inc.	4.625%	11/30/19	3,175	3,637
Zimmer Holdings Inc.	3.375%	11/30/21	350	362
3 Zoetis Inc.	3.250%	2/1/23	7,950	8,093
Energy (3.2%)
Anadarko Petroleum Corp.	8.700%	3/15/19	2,500	3,367
Anadarko Petroleum Corp.	6.950%	6/15/19	2,700	3,405
Apache Corp.	6.900%	9/15/18	3,800	4,786
Apache Corp.	3.625%	2/1/21	7,500	8,079
Apache Corp.	2.625%	1/15/23	5,000	4,854
Baker Hughes Inc.	7.500%	11/15/18	3,000	3,934
Baker Hughes Inc.	3.200%	8/15/21	4,800	5,089
BJ Services Co.	6.000%	6/1/18	1,225	1,491
BP Capital Markets plc	4.750%	3/10/19	3,825	4,460
BP Capital Markets plc	4.500%	10/1/20	8,730	10,000
BP Capital Markets plc	4.742%	3/11/21	11,900	13,801
BP Capital Markets plc	3.561%	11/1/21	6,200	6,591
BP Capital Markets plc	3.245%	5/6/22	9,400	9,710
BP Capital Markets plc	2.500%	11/6/22	5,700	5,543
Cameron International Corp.	6.375%	7/15/18	4,475	5,367

Cameron International Corp.	4.500%	6/1/21	650	726
Cameron International Corp.	3.600%	4/30/22	850	893
Canadian Natural Resources Ltd.	3.450%	11/15/21	2,875	3,052
Cenovus Energy Inc.	5.700%	10/15/19	7,475	9,054
Cenovus Energy Inc.	3.000%	8/15/22	4,275	4,292
Chevron Corp.	4.950%	3/3/19	8,300	9,910
Chevron Corp.	2.355%	12/5/22	8,000	7,921
ConocoPhillips	5.200%	5/15/18	1,425	1,681
ConocoPhillips	6.650%	7/15/18	3,075	3,869
ConocoPhillips	5.750%	2/1/19	13,675	16,744
ConocoPhillips	6.000%	1/15/20	8,275	10,376
ConocoPhillips Co.	2.400%	12/15/22	5,925	5,824
Devon Energy Corp.	6.300%	1/15/19	3,875	4,677
Devon Energy Corp.	4.000%	7/15/21	4,000	4,267
Devon Energy Corp.	3.250%	5/15/22	4,500	4,493
Diamond Offshore Drilling Inc.	5.875%	5/1/19	1,050	1,288
Encana Corp.	6.500%	5/15/19	1,300	1,582
Encana Corp.	3.900%	11/15/21	3,700	3,920
Ensco plc	4.700%	3/15/21	7,050	7,881
EOG Resources Inc.	6.875%	10/1/18	4,525	5,737
EOG Resources Inc.	4.400%	6/1/20	1,200	1,389
EOG Resources Inc.	4.100%	2/1/21	13,175	14,874
EOG Resources Inc.	2.625%	3/15/23	1,750	1,727
EQT Corp.	6.500%	4/1/18	5,950	6,912
EQT Corp.	8.125%	6/1/19	1,725	2,145
EQT Corp.	4.875%	11/15/21	3,475	3,697
FMC Technologies Inc.	3.450%	10/1/22	2,975	3,031
Halliburton Co.	5.900%	9/15/18	4,600	5,653
Halliburton Co.	6.150%	9/15/19	4,300	5,419
Halliburton Co.	3.250%	11/15/21	2,200	2,341
Hess Corp.	8.125%	2/15/19	4,335	5,606
Husky Energy Inc.	6.150%	6/15/19	510	616
Husky Energy Inc.	7.250%	12/15/19	3,895	5,007
Husky Energy Inc.	3.950%	4/15/22	5,050	5,423
Marathon Oil Corp.	2.800%	11/1/22	5,725	5,574
Marathon Petroleum Corp.	5.125%	3/1/21	3,450	4,018
Murphy Oil Corp.	3.700%	12/1/22	6,775	6,586
Nabors Industries Inc.	9.250%	1/15/19	6,975	8,998
Nabors Industries Inc.	5.000%	9/15/20	1,450	1,545
Nabors Industries Inc.	4.625%	9/15/21	3,800	3,969
National Oilwell Varco Inc.	2.600%	12/1/22	9,410	9,338
Noble Energy Inc.	8.250%	3/1/19	5,001	6,527
Noble Energy Inc.	4.150%	12/15/21	8,175	8,988
Noble Holding International Ltd.	4.900%	8/1/20	5,215	5,754
Noble Holding International Ltd.	4.625%	3/1/21	1,800	1,952
Noble Holding International Ltd.	3.950%	3/15/22	2,825	2,911
Occidental Petroleum Corp.	4.100%	2/1/21	8,925	10,083
Occidental Petroleum Corp.	3.125%	2/15/22	6,275	6,600
Occidental Petroleum Corp.	2.700%	2/15/23	3,600	3,603
Petro-Canada	6.050%	5/15/18	7,675	9,258
Petrohawk Energy Corp.	7.250%	8/15/18	3,800	4,247
Petrohawk Energy Corp.	6.250%	6/1/19	6,440	7,285
Phillips 66	4.300%	4/1/22	12,200	13,401
Pioneer Natural Resources Co.	6.875%	5/1/18	1,500	1,827
Pioneer Natural Resources Co.	7.500%	1/15/20	6,000	7,620
Pioneer Natural Resources Co.	3.950%	7/15/22	2,575	2,689
Pride International Inc.	8.500%	6/15/19	700	925

Pride International Inc.	6.875%	8/15/20	9,660	12,139
Rowan Cos. Inc.	7.875%	8/1/19	2,150	2,692
Rowan Cos. Inc.	4.875%	6/1/22	4,975	5,409
Sasol Financing International plc	4.500%	11/14/22	1,700	1,697
Shell International Finance BV	4.300%	9/22/19	12,975	15,033
Shell International Finance BV	4.375%	3/25/20	3,900	4,522
Shell International Finance BV	2.375%	8/21/22	6,325	6,269
Shell International Finance BV	2.250%	1/6/23	4,975	4,842
Southwestern Energy Co.	4.100%	3/15/22	4,325	4,574
Suncor Energy Inc.	6.100%	6/1/18	7,409	8,980
Talisman Energy Inc.	7.750%	6/1/19	3,875	4,946
Talisman Energy Inc.	3.750%	2/1/21	4,000	4,168
Total Capital International SA	2.875%	2/17/22	4,700	4,828
Total Capital International SA	2.700%	1/25/23	3,500	3,512
Total Capital SA	4.450%	6/24/20	7,875	9,109
Total Capital SA	4.125%	1/28/21	6,130	6,903
Total Capital SA	4.250%	12/15/21	2,230	2,543
Transocean Inc.	6.500%	11/15/20	4,525	5,229
Transocean Inc.	6.375%	12/15/21	12,638	14,713
Transocean Inc.	3.800%	10/15/22	925	912
Valero Energy Corp.	9.375%	3/15/19	4,000	5,453
Valero Energy Corp.	6.125%	2/1/20	7,180	8,728
Weatherford International Ltd.	9.625%	3/1/19	7,565	9,892
Weatherford International Ltd.	4.500%	4/15/22	5,175	5,322
XTO Energy Inc.	5.500%	6/15/18	1,875	2,284
Other Industrial (0.1%)
Cintas Corp. No 2	4.300%	6/1/21	1,300	1,430
Cintas Corp. No 2	3.250%	6/1/22	1,450	1,482
Fluor Corp.	3.375%	9/15/21	2,300	2,433
3 URS Corp.	5.250%	4/1/22	5,000	5,272
Valmont Industries Inc.	6.625%	4/20/20	1,390	1,645
Technology (2.1%)
Adobe Systems Inc.	4.750%	2/1/20	4,175	4,665
Agilent Technologies Inc.	5.000%	7/15/20	3,000	3,411
Agilent Technologies Inc.	3.200%	10/1/22	5,475	5,461
Amphenol Corp.	4.000%	2/1/22	1,925	2,011
Applied Materials Inc.	4.300%	6/15/21	6,825	7,612
Arrow Electronics Inc.	6.000%	4/1/20	1,184	1,327
Arrow Electronics Inc.	5.125%	3/1/21	2,000	2,140
Autodesk Inc.	3.600%	12/15/22	1,550	1,558
Avnet Inc.	4.875%	12/1/22	3,725	3,863
Baidu Inc.	3.500%	11/28/22	7,850	7,855
BMC Software Inc.	7.250%	6/1/18	2,800	3,204
BMC Software Inc.	4.250%	2/15/22	2,900	2,911
BMC Software Inc.	4.500%	12/1/22	575	587
Broadcom Corp.	2.700%	11/1/18	4,225	4,491
3 Broadcom Corp.	2.500%	8/15/22	4,500	4,431
CA Inc.	5.375%	12/1/19	2,525	2,863
Cisco Systems Inc.	4.950%	2/15/19	11,617	13,681
Cisco Systems Inc.	4.450%	1/15/20	15,575	17,934
Corning Inc.	6.625%	5/15/19	950	1,182
Corning Inc.	4.250%	8/15/20	1,447	1,612
Dell Inc.	5.650%	4/15/18	2,500	2,612
Dell Inc.	5.875%	6/15/19	3,675	3,852
Dell Inc.	4.625%	4/1/21	2,000	1,964

Dun & Bradstreet Corp.	4.375%	12/1/22	1,225	1,248
Equifax Inc.	3.300%	12/15/22	1,000	984
Fiserv Inc.	4.625%	10/1/20	5,147	5,605
Fiserv Inc.	3.500%	10/1/22	1,615	1,614
Google Inc.	3.625%	5/19/21	5,600	6,192
Harris Corp.	6.375%	6/15/19	775	924
Harris Corp.	4.400%	12/15/20	4,740	5,193
Hewlett-Packard Co.	3.750%	12/1/20	9,550	9,495
Hewlett-Packard Co.	4.300%	6/1/21	8,825	8,985
Hewlett-Packard Co.	4.375%	9/15/21	10,950	11,189
Hewlett-Packard Co.	4.650%	12/9/21	4,850	5,023
Intel Corp.	3.300%	10/1/21	12,416	13,016
Intel Corp.	2.700%	12/15/22	8,500	8,399
International Business Machines Corp.	7.625%	10/15/18	7,985	10,553
International Business Machines Corp.	1.875%	5/15/19	2,625	2,689
International Business Machines Corp.	2.900%	11/1/21	11,375	11,942
International Business Machines Corp.	1.875%	8/1/22	5,600	5,334
Jabil Circuit Inc.	5.625%	12/15/20	3,188	3,399
Jabil Circuit Inc.	4.700%	9/15/22	1,700	1,696
Juniper Networks Inc.	4.600%	3/15/21	725	777
KLA-Tencor Corp.	6.900%	5/1/18	4,000	4,773
Lexmark International Inc.	6.650%	6/1/18	2,975	3,319
Lexmark International Inc.	5.125%	3/15/20	875	898
Maxim Integrated Products Inc.	3.375%	3/15/23	2,375	2,403
Microsoft Corp.	4.200%	6/1/19	9,175	10,558
Microsoft Corp.	3.000%	10/1/20	4,000	4,281
Microsoft Corp.	2.125%	11/15/22	4,100	4,008
Motorola Solutions Inc.	3.750%	5/15/22	6,050	6,191
Oracle Corp.	5.750%	4/15/18	4,680	5,651
Oracle Corp.	5.000%	7/8/19	14,775	17,544
Oracle Corp.	3.875%	7/15/20	10,940	12,216
Oracle Corp.	2.500%	10/15/22	15,600	15,266
Pitney Bowes Inc.	4.750%	5/15/18	1,000	1,037
Pitney Bowes Inc.	6.250%	3/15/19	3,700	4,112
SAIC Inc.	4.450%	12/1/20	1,200	1,288
Symantec Corp.	4.200%	9/15/20	3,705	3,957
Symantec Corp.	3.950%	6/15/22	2,650	2,731
Telefonaktiebolaget LM Ericsson	4.125%	5/15/22	4,450	4,644
Texas Instruments Inc.	1.650%	8/3/19	3,700	3,701
Tyco Electronics Group SA	3.500%	2/3/22	3,075	3,131
Verisk Analytics Inc.	4.125%	9/12/22	4,575	4,748
Xerox Corp.	6.350%	5/15/18	10,575	12,391
Xerox Corp.	5.625%	12/15/19	2,875	3,285
Xerox Corp.	4.500%	5/15/21	5,750	6,153
Transportation (0.9%)
4 American Airlines 2009-1A Pass Through
Trust	10.375%	1/2/21	3,229	3,366
4 American Airlines 2011-1 Class A Pass
Through Trust	5.250%	1/31/21	586	639
4 American Airlines 2011-2 Class A Pass
Through Trust	8.625%	4/15/23	3,384	3,528
Burlington Northern Santa Fe LLC	4.700%	10/1/19	2,021	2,358
Burlington Northern Santa Fe LLC	3.450%	9/15/21	5,525	5,888
Burlington Northern Santa Fe LLC	3.050%	3/15/22	4,225	4,338
Burlington Northern Santa Fe LLC	3.050%	9/1/22	4,200	4,283
Burlington Northern Santa Fe LLC	3.000%	3/15/23	1,900	1,913

Canadian National Railway Co.	5.550%	5/15/18	900	1,073
Canadian National Railway Co.	5.550%	3/1/19	2,000	2,435
Canadian National Railway Co.	2.850%	12/15/21	5,075	5,275
Canadian National Railway Co.	2.250%	11/15/22	1,200	1,184
Canadian Pacific Railway Co.	7.250%	5/15/19	8,079	10,311
4 Continental Airlines 1998-1 Class A Pass
Through Trust	6.648%	3/15/19	915	976
4 Continental Airlines 2007-1 Class A Pass
Through Trust	5.983%	4/19/22	447	508
4 Continental Airlines 2009-2 Class A Pass
Through Trust	7.250%	5/10/21	3,945	4,610
4 Continental Airlines 2010-1 Class A Pass
Through Trust	4.750%	1/12/21	2,308	2,533
CSX Corp.	7.375%	2/1/19	2,025	2,586
CSX Corp.	4.250%	6/1/21	7,325	8,237
4 Delta Air Lines 2007-1 Class A Pass Through
Trust	6.821%	2/10/24	2,133	2,426
4 Delta Air Lines 2009-1 Class A Pass Through
Trust	7.750%	12/17/19	4,391	5,126
4 Delta Air Lines 2010-1 Class A Pass Through
Trust	6.200%	1/2/20	2,333	2,648
4 Delta Air Lines 2010-2 Class A Pass Through
Trust	4.950%	5/23/19	2,977	3,260
4 Delta Air Lines 2012-1 Class A Pass Through
Trust	4.750%	5/7/20	2,000	2,170
FedEx Corp.	8.000%	1/15/19	3,315	4,356
FedEx Corp.	2.625%	8/1/22	2,475	2,433
Norfolk Southern Corp.	5.750%	4/1/18	2,375	2,855
Norfolk Southern Corp.	5.900%	6/15/19	6,900	8,466
Norfolk Southern Corp.	3.250%	12/1/21	2,900	3,041
Norfolk Southern Corp.	3.000%	4/1/22	2,200	2,251
3 Norfolk Southern Corp.	2.903%	2/15/23	47	47
Norfolk Southern Railway Co.	9.750%	6/15/20	411	599
4 Southwest Airlines Co. 2007-1 Pass Through
Trust	6.150%	2/1/24	670	793
Union Pacific Corp.	5.700%	8/15/18	3,825	4,624
Union Pacific Corp.	4.000%	2/1/21	1,400	1,570
Union Pacific Corp.	4.163%	7/15/22	6,171	6,962
Union Pacific Corp.	2.950%	1/15/23	2,175	2,231
Union Pacific Corp.	2.750%	4/15/23	1,800	1,811
United Parcel Service Inc.	5.125%	4/1/19	2,811	3,379
United Parcel Service Inc.	3.125%	1/15/21	11,700	12,522
United Parcel Service Inc.	2.450%	10/1/22	7,075	7,027
United Parcel Service of America Inc.	8.375%	4/1/20	500	695
				4,110,258
Utilities (4.4%)
Electric (2.6%)
Alabama Power Co.	3.375%	10/1/20	745	811
Ameren Illinois Co.	2.700%	9/1/22	995	996
American Electric Power Co. Inc.	2.950%	12/15/22	1,025	1,023
Appalachian Power Co.	7.950%	1/15/20	775	1,040
Appalachian Power Co.	4.600%	3/30/21	1,700	1,929
Arizona Public Service Co.	8.750%	3/1/19	4,875	6,574
Baltimore Gas & Electric Co.	3.500%	11/15/21	3,575	3,830
Carolina Power & Light Co.	5.300%	1/15/19	9,825	11,825
Carolina Power & Light Co.	3.000%	9/15/21	5,400	5,689
Carolina Power & Light Co.	2.800%	5/15/22	2,500	2,569

CenterPoint Energy Inc.	6.500%	5/1/18	4,500	5,485
CMS Energy Corp.	5.050%	3/15/22	3,500	4,034
Commonwealth Edison Co.	4.000%	8/1/20	2,000	2,238
Commonwealth Edison Co.	3.400%	9/1/21	5,050	5,452
Connecticut Light & Power Co.	5.650%	5/1/18	3,100	3,720
Connecticut Light & Power Co.	2.500%	1/15/23	4,025	4,014
Consolidated Edison Co. of New York Inc.	5.850%	4/1/18	5,300	6,437
Consolidated Edison Co. of New York Inc.	6.650%	4/1/19	3,500	4,458
Consolidated Edison Co. of New York Inc.	4.450%	6/15/20	2,000	2,317
Constellation Energy Group Inc.	5.150%	12/1/20	2,150	2,434
Consumers Energy Co.	6.125%	3/15/19	300	372
Consumers Energy Co.	6.700%	9/15/19	9,116	11,767
Consumers Energy Co.	5.650%	4/15/20	1,075	1,318
Consumers Energy Co.	2.850%	5/15/22	3,000	3,100
Dominion Resources Inc.	8.875%	1/15/19	5,375	7,310
Dominion Resources Inc.	5.200%	8/15/19	900	1,076
Dominion Resources Inc.	4.450%	3/15/21	13,300	15,159
DTE Electric Co.	3.450%	10/1/20	4,030	4,411
DTE Electric Co.	3.900%	6/1/21	750	839
DTE Electric Co.	2.650%	6/15/22	3,150	3,204
Duke Energy Carolinas LLC	5.100%	4/15/18	6,750	8,007
Duke Energy Carolinas LLC	4.300%	6/15/20	3,075	3,531
Duke Energy Carolinas LLC	3.900%	6/15/21	2,000	2,246
Duke Energy Corp.	5.050%	9/15/19	10,600	12,491
Duke Energy Corp.	3.050%	8/15/22	2,350	2,388
Duke Energy Indiana Inc.	3.750%	7/15/20	1,750	1,932
Entergy Corp.	5.125%	9/15/20	2,125	2,321
Entergy Gulf States Louisiana LLC	6.000%	5/1/18	4,450	5,267
Entergy Gulf States Louisiana LLC	3.950%	10/1/20	2,500	2,720
Entergy Louisiana LLC	6.500%	9/1/18	2,625	3,204
Entergy Texas Inc.	7.125%	2/1/19	3,810	4,751
Exelon Generation Co. LLC	5.200%	10/1/19	2,400	2,719
Exelon Generation Co. LLC	4.000%	10/1/20	5,750	6,062
Exelon Generation Co. LLC	4.250%	6/15/22	4,000	4,203
FirstEnergy Solutions Corp.	6.050%	8/15/21	4,050	4,809
Florida Power Corp.	5.650%	6/15/18	2,100	2,531
Florida Power Corp.	3.100%	8/15/21	2,000	2,115
Georgia Power Co.	2.850%	5/15/22	6,350	6,488
Great Plains Energy Inc.	4.850%	6/1/21	6,095	6,798
Indiana Michigan Power Co.	7.000%	3/15/19	5,747	7,226
Indiana Michigan Power Co.	3.200%	3/15/23	575	580
Kansas City Power & Light Co.	3.150%	3/15/23	1,225	1,240
Kentucky Utilities Co.	3.250%	11/1/20	2,300	2,481
LG&E & KU Energy LLC	3.750%	11/15/20	2,025	2,149
Metropolitan Edison Co.	7.700%	1/15/19	2,000	2,570
MidAmerican Energy Holdings Co.	5.750%	4/1/18	8,075	9,703
National Rural Utilities Cooperative Finance
Corp.	10.375%	11/1/18	2,675	3,907
National Rural Utilities Cooperative Finance
Corp.	3.050%	2/15/22	2,075	2,167
Nevada Power Co.	6.500%	5/15/18	4,217	5,212
Nevada Power Co.	6.500%	8/1/18	5,675	7,057
Nevada Power Co.	7.125%	3/15/19	300	388
NextEra Energy Capital Holdings Inc.	6.000%	3/1/19	3,700	4,398
NextEra Energy Capital Holdings Inc.	4.500%	6/1/21	3,000	3,339
Northern States Power Co.	2.150%	8/15/22	825	804
NSTAR Electric Co.	2.375%	10/15/22	1,575	1,545

NSTAR LLC	4.500%	11/15/19	3,500	4,028
Ohio Power Co.	5.375%	10/1/21	2,075	2,508
Oncor Electric Delivery Co. LLC	6.800%	9/1/18	2,500	3,092
Oncor Electric Delivery Co. LLC	4.100%	6/1/22	2,950	3,213
Oncor Electric Delivery Co. LLC	7.000%	9/1/22	1,550	2,015
Pacific Gas & Electric Co.	8.250%	10/15/18	1,325	1,775
Pacific Gas & Electric Co.	3.500%	10/1/20	12,085	13,147
Pacific Gas & Electric Co.	4.250%	5/15/21	200	226
Pacific Gas & Electric Co.	3.250%	9/15/21	2,500	2,632
Pacific Gas & Electric Co.	2.450%	8/15/22	1,925	1,901
PacifiCorp	5.650%	7/15/18	2,575	3,135
PacifiCorp	5.500%	1/15/19	2,740	3,314
PacifiCorp	3.850%	6/15/21	200	222
PacifiCorp	2.950%	2/1/22	3,900	4,066
Peco Energy Co.	2.375%	9/15/22	2,450	2,441
Pennsylvania Electric Co.	5.200%	4/1/20	200	230
PPL Electric Utilities Corp.	3.000%	9/15/21	5,700	5,978
PPL Energy Supply LLC	6.500%	5/1/18	750	889
PPL Energy Supply LLC	4.600%	12/15/21	10,200	10,856
Progress Energy Inc.	4.400%	1/15/21	2,000	2,231
Progress Energy Inc.	3.150%	4/1/22	3,500	3,555
PSEG Power LLC	5.125%	4/15/20	3,937	4,464
PSEG Power LLC	4.150%	9/15/21	1,225	1,321
Public Service Co. of Colorado	5.125%	6/1/19	2,300	2,769
Public Service Co. of Colorado	3.200%	11/15/20	3,300	3,549
Public Service Co. of Colorado	2.250%	9/15/22	2,500	2,458
Public Service Co. of Colorado	2.500%	3/15/23	1,600	1,607
Public Service Co. of New Mexico	7.950%	5/15/18	3,531	4,394
Public Service Co. of Oklahoma	5.150%	12/1/19	650	756
Public Service Co. of Oklahoma	4.400%	2/1/21	4,500	5,053
Public Service Electric & Gas Co.	3.500%	8/15/20	2,000	2,206
San Diego Gas & Electric Co.	3.000%	8/15/21	3,000	3,180
SCANA Corp.	4.750%	5/15/21	3,050	3,388
SCANA Corp.	4.125%	2/1/22	4,450	4,673
South Carolina Electric & Gas Co.	6.500%	11/1/18	2,400	3,029
Southern California Edison Co.	5.500%	8/15/18	4,500	5,495
Southern California Edison Co.	3.875%	6/1/21	3,325	3,715
Southwestern Electric Power Co.	6.450%	1/15/19	3,472	4,231
Southwestern Electric Power Co.	3.550%	2/15/22	2,850	2,971
Southwestern Public Service Co.	8.750%	12/1/18	155	208
Tampa Electric Co.	6.100%	5/15/18	2,150	2,642
Tampa Electric Co.	5.400%	5/15/21	3,500	4,299
Tampa Electric Co.	2.600%	9/15/22	350	351
TECO Finance Inc.	5.150%	3/15/20	1,350	1,566
TransAlta Corp.	6.650%	5/15/18	2,975	3,471
Tucson Electric Power Co.	5.150%	11/15/21	2,050	2,271
UIL Holdings Corp.	4.625%	10/1/20	1,850	1,959
Union Electric Co.	6.700%	2/1/19	3,000	3,777
Virginia Electric & Power Co.	2.950%	1/15/22	3,200	3,346
Virginia Electric & Power Co.	3.450%	9/1/22	1,550	1,682
Virginia Electric & Power Co.	2.750%	3/15/23	400	408
Westar Energy Inc.	8.625%	12/1/18	1,550	2,105
Western Massachusetts Electric Co.	3.500%	9/15/21	2,275	2,424
Wisconsin Electric Power Co.	4.250%	12/15/19	1,525	1,743
Wisconsin Power & Light Co.	5.000%	7/15/19	2,275	2,695
Wisconsin Power & Light Co.	2.250%	11/15/22	1,850	1,825

Xcel Energy Inc.	4.700%	5/15/20	3,450	4,000
Natural Gas (1.8%)
AGL Capital Corp.	5.250%	8/15/19	2,300	2,742
AGL Capital Corp.	3.500%	9/15/21	3,000	3,227
Atmos Energy Corp.	8.500%	3/15/19	2,510	3,401
Buckeye Partners LP	4.875%	2/1/21	2,000	2,147
CenterPoint Energy Resources Corp.	6.000%	5/15/18	5,361	6,442
CenterPoint Energy Resources Corp.	4.500%	1/15/21	2,302	2,617
DCP Midstream Operating LP	4.950%	4/1/22	1,700	1,854
DCP Midstream Operating LP	3.875%	3/15/23	3,150	3,167
El Paso Pipeline Partners Operating Co. LLC	6.500%	4/1/20	2,000	2,415
El Paso Pipeline Partners Operating Co. LLC	5.000%	10/1/21	6,500	7,292
Enbridge Energy Partners LP	6.500%	4/15/18	4,575	5,486
Enbridge Energy Partners LP	9.875%	3/1/19	1,700	2,321
Enbridge Energy Partners LP	5.200%	3/15/20	1,875	2,112
Enbridge Energy Partners LP	4.200%	9/15/21	3,675	3,870
Energy Transfer Partners LP	9.000%	4/15/19	18,053	23,884
Energy Transfer Partners LP	4.650%	6/1/21	425	464
Energy Transfer Partners LP	5.200%	2/1/22	1,440	1,616
Energy Transfer Partners LP	3.600%	2/1/23	3,000	2,987
Enterprise Products Operating LLC	6.650%	4/15/18	550	682
Enterprise Products Operating LLC	6.500%	1/31/19	3,500	4,348
Enterprise Products Operating LLC	5.250%	1/31/20	5,400	6,340
Enterprise Products Operating LLC	5.200%	9/1/20	6,500	7,642
Enterprise Products Operating LLC	4.050%	2/15/22	3,575	3,888
Enterprise Products Operating LLC	3.350%	3/15/23	5,500	5,603
Gulf South Pipeline Co. LP	4.000%	6/15/22	3,175	3,376
Kinder Morgan Energy Partners LP	6.850%	2/15/20	17,175	21,565
Kinder Morgan Energy Partners LP	4.150%	3/1/22	1,475	1,577
Kinder Morgan Energy Partners LP	3.950%	9/1/22	3,975	4,215
Kinder Morgan Energy Partners LP	3.450%	2/15/23	200	202
Magellan Midstream Partners LP	6.550%	7/15/19	8,575	10,605
National Fuel Gas Co.	6.500%	4/15/18	3,000	3,600
National Fuel Gas Co.	4.900%	12/1/21	3,875	4,314
National Fuel Gas Co.	3.750%	3/1/23	4,275	4,328
Nisource Finance Corp.	6.800%	1/15/19	938	1,143
Nisource Finance Corp.	4.450%	12/1/21	250	274
Nisource Finance Corp.	6.125%	3/1/22	1,500	1,793
Nisource Finance Corp.	3.850%	2/15/23	2,575	2,658
ONEOK Inc.	4.250%	2/1/22	5,475	5,810
ONEOK Partners LP	8.625%	3/1/19	5,000	6,634
ONEOK Partners LP	3.375%	10/1/22	4,100	4,065
Panhandle Eastern Pipe Line Co. LP	7.000%	6/15/18	2,525	3,078
Plains All American Pipeline LP / PAA
Finance Corp.	6.500%	5/1/18	1,850	2,281
Plains All American Pipeline LP / PAA
Finance Corp.	8.750%	5/1/19	690	937
Plains All American Pipeline LP / PAA
Finance Corp.	5.750%	1/15/20	2,725	3,274
Plains All American Pipeline LP / PAA
Finance Corp.	5.000%	2/1/21	6,075	7,031
Plains All American Pipeline LP / PAA
Finance Corp.	3.650%	6/1/22	3,700	3,912
Plains All American Pipeline LP / PAA
Finance Corp.	2.850%	1/31/23	525	516
Sempra Energy	6.150%	6/15/18	4,300	5,241

Sempra Energy	9.800%	2/15/19	4,370	6,165
Sempra Energy	2.875%	10/1/22	3,000	3,001
Southern Natural Gas Co. LLC / Southern
Natural Issuing Corp.	4.400%	6/15/21	3,575	3,917
Spectra Energy Capital LLC	6.200%	4/15/18	9,113	11,010
Spectra Energy Capital LLC	3.300%	3/15/23	875	875
Spectra Energy Partners LP	4.600%	6/15/21	1,850	1,984
Sunoco Logistics Partners Operations LP	5.500%	2/15/20	3,305	3,766
Sunoco Logistics Partners Operations LP	3.450%	1/15/23	2,475	2,442
TransCanada PipeLines Ltd.	6.500%	8/15/18	8,900	11,097
TransCanada PipeLines Ltd.	3.800%	10/1/20	10,435	11,469
TransCanada PipeLines Ltd.	2.500%	8/1/22	7,475	7,322
Transcontinental Gas Pipe Line Co. LLC	6.050%	6/15/18	2,500	3,026
Western Gas Partners LP	5.375%	6/1/21	5,600	6,310
Williams Cos. Inc.	7.875%	9/1/21	279	357
Williams Cos. Inc.	3.700%	1/15/23	7,000	6,943
Williams Partners LP	5.250%	3/15/20	9,335	10,650
Williams Partners LP	4.000%	11/15/21	9,125	9,586
Williams Partners LP	3.350%	8/15/22	5,150	5,109
Other Utility (0.0%)
United Utilities plc	5.375%	2/1/19	1,000	1,107
Veolia Environnement SA	6.000%	6/1/18	3,550	4,140
				755,517
Total Corporate Bonds (Cost $6,528,960)				7,062,369
Sovereign Bonds (U.S. Dollar-Denominated) (6.1%)
Asian Development Bank	5.593%	7/16/18	2,380	2,907
Asian Development Bank	1.875%	10/23/18	3,600	3,761
Asian Development Bank	1.750%	3/21/19	10,550	10,907
Asian Development Bank	1.375%	3/23/20	4,000	4,000
Banco do Brasil SA	3.875%	10/10/22	10,925	10,545
4 Colombia Government International Bond	2.625%	3/15/23	6,225	5,991
Corp. Andina de Fomento	8.125%	6/4/19	5,600	7,286
Corp. Andina de Fomento	4.375%	6/15/22	10,020	10,873
3 Corp. Nacional Del Cobre de Chile	3.000%	7/17/22	1,200	1,176
Ecopetrol SA	7.625%	7/23/19	8,800	11,012
European Bank for Reconstruction &
Development	1.000%	6/15/18	4,000	3,995
European Bank for Reconstruction &
Development	1.500%	3/16/20	4,050	4,066
European Investment Bank	2.875%	9/15/20	14,425	15,535
European Investment Bank	4.000%	2/16/21	19,750	22,849
Export-Import Bank of Korea	5.125%	6/29/20	4,400	5,084
Export-Import Bank of Korea	4.000%	1/29/21	5,000	5,426
Export-Import Bank of Korea	4.375%	9/15/21	8,000	8,897
Export-Import Bank of Korea	5.000%	4/11/22	4,400	5,121
Federative Republic of Brazil	5.875%	1/15/19	14,075	16,925
Federative Republic of Brazil	4.875%	1/22/21	32,500	37,606
Federative Republic of Brazil	2.625%	1/5/23	5,500	5,280
Hydro-Quebec	9.400%	2/1/21	2,000	2,956
Hydro-Quebec	8.400%	1/15/22	4,825	6,888
Inter-American Development Bank	1.750%	8/24/18	16,525	17,141
Inter-American Development Bank	1.125%	9/12/19	9,200	9,128
Inter-American Development Bank	3.875%	9/17/19	9,500	11,013
Inter-American Development Bank	3.875%	2/14/20	5,475	6,366

International Bank for Reconstruction &
Development	7.625%	1/19/23	1,782	2,663
International Bank for Reconstruction &
Development	2.125%	2/13/23	15,000	15,103
5 Japan Bank for International Cooperation	2.125%	2/7/19	6,300	6,554
5 Japan Finance Organization for Municipalities	4.000%	1/13/21	6,000	6,921
6 KFW	4.500%	7/16/18	12,875	15,126
6 KFW	4.875%	6/17/19	13,450	16,283
6 KFW	4.000%	1/27/20	13,675	15,788
6 KFW	2.750%	9/8/20	26,275	28,423
6 KFW	2.375%	8/25/21	15,000	15,550
6 KFW	2.625%	1/25/22	26,460	27,898
6 KFW	2.000%	10/4/22	12,550	12,368
6 KFW	2.125%	1/17/23	22,250	22,377
Korea Development Bank	3.000%	9/14/22	5,000	4,972
Korea Finance Corp.	4.625%	11/16/21	4,350	4,908
6 Landwirtschaftliche Rentenbank	1.000%	4/4/18	7,000	6,964
6 Landwirtschaftliche Rentenbank	1.875%	9/17/18	10,800	11,236
6 Landwirtschaftliche Rentenbank	1.375%	10/23/19	2,375	2,374
Nexen Inc.	6.200%	7/30/19	3,500	4,360
North American Development Bank	4.375%	2/11/20	1,200	1,332
North American Development Bank	2.400%	10/26/22	2,200	2,112
4 Oriental Republic of Uruguay	8.000%	11/18/22	7,400	10,249
Petrobras International Finance Co. - Pifco	5.875%	3/1/18	11,125	12,523
Petrobras International Finance Co. - Pifco	8.375%	12/10/18	1,915	2,395
Petrobras International Finance Co. - Pifco	7.875%	3/15/19	13,600	16,546
Petrobras International Finance Co. - Pifco	5.750%	1/20/20	14,110	15,548
Petrobras International Finance Co. - Pifco	5.375%	1/27/21	30,540	33,063
Petroleos Mexicanos	8.000%	5/3/19	5,075	6,516
Petroleos Mexicanos	6.000%	3/5/20	5,825	6,897
Petroleos Mexicanos	5.500%	1/21/21	16,300	18,768
Petroleos Mexicanos	4.875%	1/24/22	23,400	25,856
3 Petroleos Mexicanos	3.500%	1/30/23	7,000	6,977
Province of British Columbia	2.650%	9/22/21	5,000	5,245
Province of British Columbia	2.000%	10/23/22	7,000	6,856
Province of Manitoba	1.750%	5/30/19	9,025	9,157
Province of Manitoba	9.250%	4/1/20	1,500	2,143
Province of Manitoba Canada	1.125%	6/1/18	3,700	3,706
Province of Manitoba Canada	2.100%	9/6/22	3,550	3,514
Province of New Brunswick	2.750%	6/15/18	6,425	6,915
Province of Nova Scotia	8.250%	7/30/22	4,700	6,727
Province of Ontario	1.650%	9/27/19	9,350	9,333
Province of Ontario	4.000%	10/7/19	16,800	19,127
Province of Ontario	4.400%	4/14/20	17,000	19,906
Province of Ontario	2.450%	6/29/22	2,150	2,169
Province of Quebec Canada	2.625%	2/13/23	2,575	2,596
Quebec	4.625%	5/14/18	4,500	5,245
Quebec	3.500%	7/29/20	2,700	2,990
Quebec	2.750%	8/25/21	20,350	21,192
Republic of Chile	3.875%	8/5/20	3,800	4,174
Republic of Chile	3.250%	9/14/21	8,500	8,890
Republic of Chile	2.250%	10/30/22	2,275	2,179
Republic of Columbia	7.375%	3/18/19	14,125	18,186
Republic of Columbia	11.750%	2/25/20	600	937
Republic of Columbia	4.375%	7/12/21	13,050	14,642
Republic of Korea	7.125%	4/16/19	10,650	13,781
Republic of Panama	5.200%	1/30/20	4,450	5,184

Republic of Peru	7.125%	3/30/19	6,900	8,832
Republic of Poland	6.375%	7/15/19	18,600	22,855
Republic of Poland	5.125%	4/21/21	9,500	10,972
Republic of Poland	5.000%	3/23/22	26,475	30,309
Republic of Poland	3.000%	3/17/23	6,775	6,573
Republic of South Africa	6.875%	5/27/19	9,150	11,129
Republic of South Africa	5.500%	3/9/20	17,305	19,793
Republic of South Africa	5.875%	5/30/22	3,000	3,532
State of Israel	5.125%	3/26/19	9,110	10,621
State of Israel	4.000%	6/30/22	8,350	9,038
Statoil ASA	5.250%	4/15/19	9,575	11,553
Statoil ASA	3.150%	1/23/22	975	1,036
Statoil ASA	2.450%	1/17/23	2,700	2,665
United Mexican States	5.950%	3/19/19	24,825	30,038
United Mexican States	5.125%	1/15/20	20,651	24,151
United Mexican States	3.625%	3/15/22	17,874	18,960
Total Sovereign Bonds (Cost $980,146)				1,048,235
Taxable Municipal Bonds (0.2%)
California Educational Facilities Authority
Revenue (Stanford University)	3.625%	5/1/14	2,500	2,586
California Educational Facilities Authority
Revenue (Stanford University)	4.250%	5/1/16	800	886
California Educational Facilities Authority
Revenue (Stanford University)	4.750%	5/1/19	1,800	2,149
California GO	6.200%	3/1/19	500	611
California GO	6.200%	10/1/19	3,925	4,817
California GO	5.700%	11/1/21	1,300	1,579
California GO	6.650%	3/1/22	1,500	1,895
Cornell University New York GO	5.450%	2/1/19	1,350	1,651
Dartmouth College New Hampshire GO	4.750%	6/1/19	1,000	1,180
Emory University Georgia GO	5.625%	9/1/19	1,000	1,231
Energy Northwest Washington Electric
Revenue (Columbia Generating Station)	2.197%	7/1/19	1,650	1,691
Howard Hughes Medical Institute Maryland
Revenue	3.450%	9/1/14	2,750	2,881
Illinois GO	5.877%	3/1/19	3,980	4,580
Johns Hopkins University Maryland GO	5.250%	7/1/19	597	724
Kentucky Asset/Liability Commission General
Fund Revenue	3.165%	4/1/18	1,250	1,305
Massachusetts GO	4.200%	12/1/21	3,375	3,848
Partners Healthcare System Massachusetts
GO	3.443%	7/1/21	1,325	1,398
University of California Revenue	1.796%	7/1/19	2,950	2,957
7 Wisconsin GO	4.800%	5/1/13	1,350	1,356
Total Taxable Municipal Bonds (Cost $36,155)				39,325
				Market
				Value
	Coupon		Shares	($000)
Temporary Cash Investment (0.3%)
Money Market Fund (0.3%)
8 Vanguard Market Liquidity Fund
(Cost $44,854)	0.147%		44,853,651	44,854
Total Investments (99.2%) (Cost $15,801,374)				16,961,295
Other Assets and Liabilities-Net (0.8%)				145,211
Net Assets (100%)				17,106,506

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 March 31, 2013, the aggregate value of these securities was $114,802,000, representing 0.7% of net assets.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Guaranteed by the Government of Japan.
6 Guaranteed by the Federal Republic of Germany.
7 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
8 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 March 31, 2013, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	8,758,000	—
Asset-Backed/Commercial Mortgage-Backed Securities	—	8,512	—
Corporate Bonds	—	7,062,369
Sovereign Bonds	—	1,048,235	—
Taxable Municipal Bonds	—	39,325	—
Temporary Cash Investments	44,854	—	—
Total	44,854	16,916,441	—

C. At March 31, 2013, the cost of investment securities for tax purposes was $15,801,374,000. Net unrealized appreciation of investment securities for tax purposes was $1,159,921,000, consisting of unrealized gains of $1,182,670,000 on securities that had risen in value since their purchase and $22,749,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Long-Term Bond Index Fund

Schedule of Investments
As of March 31, 2013

				Face	Market
			Maturity	Amount	Value
		Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (40.1%)
U.S. Government Securities (37.2%)
	United States Treasury Note/Bond	0.250%	3/31/14	35	35
	United States Treasury Note/Bond	9.875%	11/15/15	1,050	1,311
	United States Treasury Note/Bond	9.250%	2/15/16	145	182
	United States Treasury Note/Bond	2.750%	5/31/17	30	33
	United States Treasury Note/Bond	1.875%	8/31/17	285	300
	United States Treasury Note/Bond	4.250%	11/15/17	450	523
	United States Treasury Note/Bond	2.000%	2/15/22	1,600	1,646
	United States Treasury Note/Bond	1.750%	5/15/22	2,055	2,063
	United States Treasury Note/Bond	1.625%	11/15/22	5,175	5,088
	United States Treasury Note/Bond	2.000%	2/15/23	27,180	27,545
	United States Treasury Note/Bond	6.250%	8/15/23	35,975	50,955
	United States Treasury Note/Bond	7.500%	11/15/24	18,145	28,477
	United States Treasury Note/Bond	6.875%	8/15/25	50,890	77,202
	United States Treasury Note/Bond	6.750%	8/15/26	13,260	20,159
	United States Treasury Note/Bond	6.500%	11/15/26	19,235	28,738
	United States Treasury Note/Bond	6.625%	2/15/27	1,125	1,702
	United States Treasury Note/Bond	6.375%	8/15/27	6,165	9,183
	United States Treasury Note/Bond	6.125%	11/15/27	2,165	3,162
	United States Treasury Note/Bond	5.500%	8/15/28	29,680	41,181
	United States Treasury Note/Bond	5.250%	11/15/28	56,905	77,160
	United States Treasury Note/Bond	5.250%	2/15/29	65	88
	United States Treasury Note/Bond	6.125%	8/15/29	43,840	65,055
	United States Treasury Note/Bond	6.250%	5/15/30	19,455	29,404
	United States Treasury Note/Bond	5.375%	2/15/31	43,375	60,393
	United States Treasury Note/Bond	4.500%	2/15/36	11,250	14,307
	United States Treasury Note/Bond	4.750%	2/15/37	2,380	3,138
	United States Treasury Note/Bond	4.375%	2/15/38	29,248	36,628
	United States Treasury Note/Bond	4.500%	5/15/38	68,530	87,440
	United States Treasury Note/Bond	3.500%	2/15/39	18,920	20,611
	United States Treasury Note/Bond	4.250%	5/15/39	67,953	83,645
	United States Treasury Note/Bond	4.500%	8/15/39	8,331	10,656
	United States Treasury Note/Bond	4.375%	11/15/39	120,225	150,920
	United States Treasury Note/Bond	4.625%	2/15/40	80,151	104,535
	United States Treasury Note/Bond	4.375%	5/15/40	91,578	115,002
	United States Treasury Note/Bond	3.875%	8/15/40	66,970	77,612
	United States Treasury Note/Bond	4.250%	11/15/40	117,550	144,807
	United States Treasury Note/Bond	4.750%	2/15/41	84,605	112,551
	United States Treasury Note/Bond	4.375%	5/15/41	91,200	114,627
	United States Treasury Note/Bond	3.750%	8/15/41	510	578
	United States Treasury Note/Bond	3.125%	11/15/41	99,430	100,222
	United States Treasury Note/Bond	3.125%	2/15/42	24,973	25,149
	United States Treasury Note/Bond	3.000%	5/15/42	109,315	107,248
	United States Treasury Note/Bond	2.750%	8/15/42	112,473	104,582
	United States Treasury Note/Bond	2.750%	11/15/42	125,030	116,142
	United States Treasury Note/Bond	3.125%	2/15/43	87,000	87,353
					2,149,338
Agency Bonds and Notes (2.9%)
1	Federal Home Loan Banks	5.375%	8/15/24	100	130

1	Federal Home Loan Banks	5.625%	3/14/36	1,000	1,348
1	Federal Home Loan Banks	5.500%	7/15/36	6,210	8,376
2	Federal Home Loan Mortgage Corp.	6.750%	9/15/29	7,700	11,501
2	Federal Home Loan Mortgage Corp.	6.750%	3/15/31	13,865	20,957
2	Federal Home Loan Mortgage Corp.	6.250%	7/15/32	4,525	6,604
2	Federal National Mortgage Assn.	6.250%	5/15/29	8,900	12,655
2	Federal National Mortgage Assn.	7.125%	1/15/30	9,075	13,993
2	Federal National Mortgage Assn.	7.250%	5/15/30	7,085	11,101
2	Federal National Mortgage Assn.	6.625%	11/15/30	6,245	9,333
2,3 Federal National Mortgage Assn.		6.000%	4/18/36	2,000	2,302
2	Federal National Mortgage Assn.	5.625%	7/15/37	4,650	6,501
2	Federal National Mortgage Assn.	6.210%	8/6/38	1,000	1,439
	Israel Government AID Bond	5.500%	9/18/23	1,000	1,292
	Israel Government AID Bond	5.500%	12/4/23	5,325	6,929
	Israel Government AID Bond	5.500%	4/26/24	6,000	7,811
	Private Export Funding Corp.	2.450%	7/15/24	1,550	1,561
	Resolution Funding Corp.	8.625%	1/15/21	850	1,287
1	Tennessee Valley Authority	6.750%	11/1/25	5,750	8,366
1	Tennessee Valley Authority	7.125%	5/1/30	3,970	5,992
1	Tennessee Valley Authority	4.650%	6/15/35	4,825	5,673
1	Tennessee Valley Authority	5.880%	4/1/36	1,500	2,054
1	Tennessee Valley Authority	5.980%	4/1/36	1,000	1,405
1	Tennessee Valley Authority	6.150%	1/15/38	2,450	3,492
1	Tennessee Valley Authority	5.500%	6/15/38	1,175	1,558
1	Tennessee Valley Authority	5.250%	9/15/39	4,165	5,370
1	Tennessee Valley Authority	3.500%	12/15/42	3,000	2,911
1	Tennessee Valley Authority	4.875%	1/15/48	2,500	2,989
1	Tennessee Valley Authority	5.375%	4/1/56	1,950	2,526
1	Tennessee Valley Authority	4.625%	9/15/60	2,000	2,310
					169,766
Total U.S. Government and Agency Obligations (Cost $2,095,541)					2,319,104
Asset-Backed/Commercial Mortgage-Backed Security (0.1%)
3	PSE&G Transition Funding LLC Series 2001-1
	(Cost $2,500)	6.890%	12/15/17	2,500	2,817
Corporate Bonds (46.3%)
Finance (8.8%)
	Banking (4.1%)
	American Express Co.	4.050%	12/3/42	3,881	3,732
	Bank of America Corp.	5.875%	2/7/42	5,270	6,243
	Bank of America NA	6.000%	10/15/36	4,225	5,133
	Bank One Corp.	7.625%	10/15/26	6,050	8,363
	Bank One Corp.	8.000%	4/29/27	185	266
3,4 Citicorp Lease Pass-Through Trust 1999-1		8.040%	12/15/19	450	573
	Citigroup Inc.	6.625%	1/15/28	125	153
	Citigroup Inc.	6.625%	6/15/32	3,350	3,975
	Citigroup Inc.	5.875%	2/22/33	2,900	3,179
	Citigroup Inc.	6.000%	10/31/33	2,025	2,250
	Citigroup Inc.	5.850%	12/11/34	4,074	4,756
	Citigroup Inc.	6.125%	8/25/36	5,065	5,747
	Citigroup Inc.	5.875%	5/29/37	1,565	1,844
	Citigroup Inc.	6.875%	3/5/38	7,585	9,979
	Citigroup Inc.	8.125%	7/15/39	6,220	9,082
	Citigroup Inc.	5.875%	1/30/42	2,515	2,988
	Cooperatieve Centrale Raiffeisen-
	Boerenleenbank BA	5.250%	5/24/41	4,625	5,232
	Credit Suisse USA Inc.	7.125%	7/15/32	2,100	2,959

Fifth Third Bancorp	8.250%	3/1/38	2,470	3,445
Goldman Sachs Capital I	6.345%	2/15/34	7,350	7,681
Goldman Sachs Group Inc.	5.950%	1/15/27	3,550	3,920
Goldman Sachs Group Inc.	6.125%	2/15/33	6,550	7,480
Goldman Sachs Group Inc.	6.450%	5/1/36	2,700	2,907
Goldman Sachs Group Inc.	6.750%	10/1/37	14,815	16,561
Goldman Sachs Group Inc.	6.250%	2/1/41	7,700	9,099
HSBC Bank USA NA	5.875%	11/1/34	3,690	4,263
HSBC Bank USA NA	5.625%	8/15/35	3,825	4,283
HSBC Bank USA NA	7.000%	1/15/39	625	815
HSBC Holdings plc	7.625%	5/17/32	1,050	1,392
HSBC Holdings plc	7.350%	11/27/32	200	252
HSBC Holdings plc	6.500%	5/2/36	4,925	6,046
HSBC Holdings plc	6.500%	9/15/37	5,925	7,346
HSBC Holdings plc	6.800%	6/1/38	5,140	6,579
HSBC Holdings plc	6.100%	1/14/42	2,050	2,626
JPMorgan Chase & Co.	6.400%	5/15/38	6,975	8,932
JPMorgan Chase & Co.	5.500%	10/15/40	2,775	3,265
JPMorgan Chase & Co.	5.600%	7/15/41	4,225	5,033
JPMorgan Chase & Co.	5.400%	1/6/42	4,130	4,748
KeyBank NA	6.950%	2/1/28	143	178
Merrill Lynch & Co. Inc.	6.110%	1/29/37	5,175	5,837
Merrill Lynch & Co. Inc.	7.750%	5/14/38	4,800	6,406
Morgan Stanley	6.250%	8/9/26	3,125	3,704
Morgan Stanley	7.250%	4/1/32	2,225	2,893
Morgan Stanley	6.375%	7/24/42	5,175	6,209
UBS AG	7.750%	9/1/26	1,500	1,944
Wachovia Bank NA	5.850%	2/1/37	3,875	4,661
Wachovia Bank NA	6.600%	1/15/38	6,775	8,900
Wachovia Corp.	6.605%	10/1/25	1,725	2,191
Wachovia Corp.	7.574%	8/1/26	125	172
Wachovia Corp.	7.500%	4/15/35	150	195
Wachovia Corp.	5.500%	8/1/35	4,225	4,714
Wachovia Corp.	6.550%	10/15/35	125	153
Wells Fargo & Co.	5.375%	2/7/35	2,450	2,871
Wells Fargo Bank NA	5.950%	8/26/36	2,355	2,897
3 Wells Fargo Capital X	5.950%	12/1/86	2,525	2,550
Brokerage (0.1%)
Jefferies Group LLC	6.450%	6/8/27	900	1,003
Jefferies Group LLC	6.250%	1/15/36	1,150	1,187
Jefferies Group LLC	6.500%	1/20/43	1,575	1,679
Finance Companies (1.1%)
General Electric Capital Corp.	6.750%	3/15/32	17,205	21,851
General Electric Capital Corp.	6.150%	8/7/37	6,030	7,280
General Electric Capital Corp.	5.875%	1/14/38	18,425	21,366
General Electric Capital Corp.	6.875%	1/10/39	7,900	10,423
SLM Corp.	5.625%	8/1/33	2,450	2,284
Insurance (3.3%)
ACE Capital Trust II	9.700%	4/1/30	850	1,241
ACE INA Holdings Inc.	6.700%	5/15/36	1,000	1,379
ACE INA Holdings Inc.	4.150%	3/13/43	875	880
Aetna Inc.	6.625%	6/15/36	3,250	4,216
Aetna Inc.	6.750%	12/15/37	1,325	1,774
Aetna Inc.	4.500%	5/15/42	1,450	1,471

Aetna Inc.	4.125%	11/15/42	1,075	1,030
Aflac Inc.	6.900%	12/17/39	575	756
Aflac Inc.	6.450%	8/15/40	1,285	1,615
Allstate Corp.	6.125%	12/15/32	1,250	1,557
Allstate Corp.	5.350%	6/1/33	1,950	2,288
Allstate Corp.	5.550%	5/9/35	2,300	2,774
Allstate Corp.	6.900%	5/15/38	300	416
Allstate Corp.	5.200%	1/15/42	2,000	2,303
3 Allstate Corp.	6.500%	5/15/67	1,500	1,628
American International Group Inc.	6.250%	5/1/36	2,350	2,945
American International Group Inc.	6.820%	11/15/37	826	1,081
3 American International Group Inc.	8.175%	5/15/68	9,775	13,196
3 American International Group Inc.	6.250%	3/15/87	2,975	3,287
Aon Corp.	8.205%	1/1/27	250	326
Aon Corp.	6.250%	9/30/40	1,600	2,063
4 Aon plc	4.250%	12/12/42	575	557
Arch Capital Group Ltd.	7.350%	5/1/34	625	803
Assurant Inc.	6.750%	2/15/34	1,200	1,334
AXA SA	8.600%	12/15/30	4,275	5,515
Berkshire Hathaway Finance Corp.	5.750%	1/15/40	3,175	3,789
Berkshire Hathaway Finance Corp.	4.400%	5/15/42	600	593
Berkshire Hathaway Inc.	4.500%	2/11/43	3,000	3,030
Chubb Corp.	6.000%	5/11/37	2,075	2,668
Chubb Corp.	6.500%	5/15/38	1,375	1,871
Cigna Corp.	7.875%	5/15/27	500	675
Cigna Corp.	6.150%	11/15/36	525	637
Cigna Corp.	5.875%	3/15/41	1,785	2,148
Cigna Corp.	5.375%	2/15/42	2,850	3,216
Cincinnati Financial Corp.	6.920%	5/15/28	1,200	1,551
Cincinnati Financial Corp.	6.125%	11/1/34	1,350	1,536
Endurance Specialty Holdings Ltd.	7.000%	7/15/34	1,425	1,620
Genworth Financial Inc.	6.500%	6/15/34	825	875
Hartford Financial Services Group Inc.	5.950%	10/15/36	450	534
Hartford Financial Services Group Inc.	6.625%	3/30/40	486	627
Hartford Financial Services Group Inc.	6.100%	10/1/41	600	729
Hartford Financial Services Group Inc.	6.625%	4/15/42	2,120	2,808
Humana Inc.	8.150%	6/15/38	250	352
Humana Inc.	4.625%	12/1/42	1,300	1,246
Lincoln National Corp.	6.150%	4/7/36	2,825	3,380
Lincoln National Corp.	7.000%	6/15/40	1,350	1,793
Loews Corp.	6.000%	2/1/35	800	951
Markel Corp.	5.000%	3/30/43	675	676
Marsh & McLennan Cos. Inc.	5.875%	8/1/33	1,125	1,330
MetLife Inc.	6.500%	12/15/32	750	960
MetLife Inc.	6.375%	6/15/34	1,150	1,465
MetLife Inc.	5.700%	6/15/35	975	1,147
MetLife Inc.	5.875%	2/6/41	5,400	6,543
MetLife Inc.	4.125%	8/13/42	1,775	1,676
3 MetLife Inc.	6.400%	12/15/66	3,415	3,748
3 MetLife Inc.	10.750%	8/1/69	1,340	2,080
Munich Re America Corp.	7.450%	12/15/26	1,000	1,359
3 Nationwide Financial Services Inc.	6.750%	5/15/67	1,000	1,059
Principal Financial Group Inc.	3.125%	5/15/23	775	777
Principal Financial Group Inc.	6.050%	10/15/36	1,925	2,394
Principal Financial Group Inc.	4.625%	9/15/42	375	386
Principal Financial Group Inc.	4.350%	5/15/43	800	795
Progressive Corp.	6.625%	3/1/29	1,625	2,081

Protective Life Corp.	8.450%	10/15/39	900	1,188
Prudential Financial Inc.	5.750%	7/15/33	150	172
Prudential Financial Inc.	5.400%	6/13/35	1,820	1,989
Prudential Financial Inc.	5.900%	3/17/36	1,350	1,562
Prudential Financial Inc.	5.700%	12/14/36	5,600	6,326
Prudential Financial Inc.	6.625%	12/1/37	425	535
Prudential Financial Inc.	6.625%	6/21/40	600	758
Prudential Financial Inc.	6.200%	11/15/40	1,450	1,756
Prudential Financial Inc.	5.625%	5/12/41	125	141
3 Prudential Financial Inc.	5.625%	6/15/43	4,150	4,306
3 Prudential Financial Inc.	5.200%	3/15/44	1,100	1,097
Swiss Re Solutions Holding Corp.	7.000%	2/15/26	2,315	3,008
Swiss Re Solutions Holding Corp.	7.750%	6/15/30	695	936
Transatlantic Holdings Inc.	8.000%	11/30/39	800	1,118
Travelers Cos. Inc.	6.750%	6/20/36	1,000	1,381
Travelers Cos. Inc.	6.250%	6/15/37	1,825	2,434
Travelers Cos. Inc.	5.350%	11/1/40	2,175	2,638
Travelers Property Casualty Corp.	6.375%	3/15/33	1,150	1,510
UnitedHealth Group Inc.	5.800%	3/15/36	1,635	1,943
UnitedHealth Group Inc.	6.500%	6/15/37	890	1,148
UnitedHealth Group Inc.	6.625%	11/15/37	575	749
UnitedHealth Group Inc.	6.875%	2/15/38	4,560	6,082
UnitedHealth Group Inc.	5.950%	2/15/41	1,500	1,847
UnitedHealth Group Inc.	4.625%	11/15/41	3,050	3,153
UnitedHealth Group Inc.	4.375%	3/15/42	1,500	1,507
UnitedHealth Group Inc.	3.950%	10/15/42	1,500	1,409
UnitedHealth Group Inc.	4.250%	3/15/43	2,000	1,968
Unum Group	5.750%	8/15/42	650	729
Validus Holdings Ltd.	8.875%	1/26/40	590	788
WellPoint Inc.	5.950%	12/15/34	3,265	3,856
WellPoint Inc.	5.850%	1/15/36	2,575	3,031
WellPoint Inc.	6.375%	6/15/37	1,220	1,499
WellPoint Inc.	5.800%	8/15/40	700	824
WellPoint Inc.	4.625%	5/15/42	1,950	1,958
WellPoint Inc.	4.650%	1/15/43	2,325	2,313
XL Group plc	6.375%	11/15/24	1,150	1,396
XL Group plc	6.250%	5/15/27	625	753
Real Estate Investment Trusts (0.2%)
HCP Inc.	6.750%	2/1/41	775	1,003
Health Care REIT Inc.	6.500%	3/15/41	900	1,068
Health Care REIT Inc.	5.125%	3/15/43	1,400	1,387
Liberty Property LP	3.375%	6/15/23	825	822
Omega Healthcare Investors Inc.	5.875%	3/15/24	1,200	1,278
Realty Income Corp.	5.875%	3/15/35	920	1,034
Simon Property Group LP	6.750%	2/1/40	1,350	1,829
Simon Property Group LP	4.750%	3/15/42	2,100	2,189
				508,633
Industrial (29.3%)
Basic Industry (2.7%)
Agrium Inc.	6.125%	1/15/41	1,850	2,083
Alcoa Inc.	5.900%	2/1/27	3,175	3,376
Alcoa Inc.	6.750%	1/15/28	1,225	1,352
Alcoa Inc.	5.950%	2/1/37	400	387
AngloGold Ashanti Holdings plc	6.500%	4/15/40	950	965
Barrick Gold Corp.	5.250%	4/1/42	2,500	2,535
Barrick North America Finance LLC	7.500%	9/15/38	1,225	1,599

Barrick North America Finance LLC	5.700%	5/30/41	2,250	2,408
Barrick PD Australia Finance Pty Ltd.	5.950%	10/15/39	2,320	2,565
BHP Billiton Finance USA Ltd.	6.420%	3/1/26	500	657
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	2,860	2,877
Cliffs Natural Resources Inc.	6.250%	10/1/40	2,600	2,402
Domtar Corp.	6.250%	9/1/42	1,375	1,407
Dow Chemical Co.	7.375%	11/1/29	2,300	3,074
Dow Chemical Co.	9.400%	5/15/39	1,950	3,118
Dow Chemical Co.	5.250%	11/15/41	2,675	2,889
Dow Chemical Co.	4.375%	11/15/42	2,500	2,391
Eastman Chemical Co.	4.800%	9/1/42	1,825	1,888
Ecolab Inc.	5.500%	12/8/41	1,840	2,113
EI du Pont de Nemours & Co.	6.500%	1/15/28	775	1,025
EI du Pont de Nemours & Co.	4.900%	1/15/41	2,575	2,940
EI du Pont de Nemours & Co.	4.150%	2/15/43	2,175	2,195
4 Freeport-McMoRan Copper & Gold Inc.	5.450%	3/15/43	7,355	7,248
4 Georgia-Pacific LLC	5.400%	11/1/20	4,850	5,723
International Paper Co.	8.700%	6/15/38	1,020	1,495
International Paper Co.	7.300%	11/15/39	1,890	2,485
International Paper Co.	6.000%	11/15/41	2,250	2,621
Kinross Gold Corp.	6.875%	9/1/41	820	851
Lubrizol Corp.	6.500%	10/1/34	925	1,230
LyondellBasell Industries NV	5.750%	4/15/24	2,875	3,373
Monsanto Co.	5.500%	8/15/25	1,350	1,726
Monsanto Co.	5.875%	4/15/38	1,350	1,749
Mosaic Co.	4.875%	11/15/41	830	878
Newmont Mining Corp.	5.875%	4/1/35	1,210	1,342
Newmont Mining Corp.	6.250%	10/1/39	3,810	4,382
Newmont Mining Corp.	4.875%	3/15/42	2,725	2,633
Nucor Corp.	6.400%	12/1/37	925	1,207
Placer Dome Inc.	6.450%	10/15/35	700	806
Potash Corp. of Saskatchewan Inc.	5.875%	12/1/36	1,465	1,748
Potash Corp. of Saskatchewan Inc.	5.625%	12/1/40	1,600	1,889
PPG Industries Inc.	7.700%	3/15/38	650	893
PPG Industries Inc.	5.500%	11/15/40	800	911
Praxair Inc.	3.550%	11/7/42	950	889
Reliance Steel & Aluminum Co.	6.850%	11/15/36	350	382
Rio Tinto Alcan Inc.	5.750%	6/1/35	4,350	5,312
Rio Tinto Finance USA Ltd.	7.125%	7/15/28	4,325	5,889
Rio Tinto Finance USA Ltd.	5.200%	11/2/40	1,675	1,897
Rio Tinto Finance USA plc	4.750%	3/22/42	1,250	1,313
Rio Tinto Finance USA plc	4.125%	8/21/42	2,150	2,023
Rohm & Haas Co.	7.850%	7/15/29	2,500	3,418
Southern Copper Corp.	7.500%	7/27/35	3,850	4,633
Southern Copper Corp.	6.750%	4/16/40	1,960	2,214
Southern Copper Corp.	5.250%	11/8/42	3,050	2,902
Syngenta Finance NV	4.375%	3/28/42	650	686
Teck Resources Ltd.	6.125%	10/1/35	1,500	1,597
Teck Resources Ltd.	6.000%	8/15/40	2,275	2,403
Teck Resources Ltd.	6.250%	7/15/41	2,550	2,684
Teck Resources Ltd.	5.200%	3/1/42	3,045	2,824
Teck Resources Ltd.	5.400%	2/1/43	525	500
Vale Canada Ltd.	7.200%	9/15/32	1,050	1,225
Vale Overseas Ltd.	8.250%	1/17/34	1,225	1,572
Vale Overseas Ltd.	6.875%	11/21/36	8,755	9,952
Vale Overseas Ltd.	6.875%	11/10/39	4,105	4,697
Vale SA	5.625%	9/11/42	3,350	3,311

Westvaco Corp.	7.950%	2/15/31	1,875	2,291
Capital Goods (2.2%)
3M Co.	6.375%	2/15/28	500	694
3M Co.	5.700%	3/15/37	2,050	2,651
ABB Finance USA Inc.	4.375%	5/8/42	1,975	2,077
Boeing Co.	8.750%	9/15/31	850	1,297
Boeing Co.	6.125%	2/15/33	925	1,175
Boeing Co.	6.625%	2/15/38	1,050	1,447
Boeing Co.	6.875%	3/15/39	350	497
Boeing Co.	5.875%	2/15/40	1,825	2,326
Caterpillar Inc.	6.050%	8/15/36	2,725	3,496
Caterpillar Inc.	3.803%	8/15/42	6,641	6,277
Deere & Co.	5.375%	10/16/29	1,975	2,444
Deere & Co.	8.100%	5/15/30	1,000	1,530
Deere & Co.	7.125%	3/3/31	200	283
Deere & Co.	3.900%	6/9/42	3,400	3,361
Dover Corp.	5.375%	10/15/35	825	989
Dover Corp.	6.600%	3/15/38	1,075	1,487
Dover Corp.	5.375%	3/1/41	900	1,092
4 Eaton Corp.	4.000%	11/2/32	2,000	1,995
4 Eaton Corp.	4.150%	11/2/42	2,750	2,677
Emerson Electric Co.	6.000%	8/15/32	400	510
Emerson Electric Co.	6.125%	4/15/39	825	1,126
Emerson Electric Co.	5.250%	11/15/39	175	210
General Dynamics Corp.	3.600%	11/15/42	1,900	1,739
General Electric Co.	4.125%	10/9/42	6,000	6,006
Honeywell International Inc.	5.700%	3/15/36	1,500	1,889
Honeywell International Inc.	5.700%	3/15/37	1,525	1,930
Honeywell International Inc.	5.375%	3/1/41	1,920	2,384
Illinois Tool Works Inc.	4.875%	9/15/41	2,100	2,354
Illinois Tool Works Inc.	3.900%	9/1/42	2,750	2,658
Legrand France SA	8.500%	2/15/25	825	1,105
Lockheed Martin Corp.	6.150%	9/1/36	6,110	7,432
Lockheed Martin Corp.	5.500%	11/15/39	1,350	1,545
Lockheed Martin Corp.	5.720%	6/1/40	189	223
Lockheed Martin Corp.	4.850%	9/15/41	425	439
Northrop Grumman Corp.	5.050%	11/15/40	1,800	1,950
Northrop Grumman Systems Corp.	7.750%	2/15/31	1,115	1,583
Owens Corning	7.000%	12/1/36	1,450	1,654
Parker Hannifin Corp.	6.250%	5/15/38	995	1,331
Precision Castparts Corp.	3.900%	1/15/43	1,275	1,253
Raytheon Co.	7.200%	8/15/27	400	553
Raytheon Co.	4.875%	10/15/40	1,300	1,434
Raytheon Co.	4.700%	12/15/41	1,975	2,132
Republic Services Inc.	4.750%	5/15/23	500	567
Republic Services Inc.	6.200%	3/1/40	2,835	3,508
Republic Services Inc.	5.700%	5/15/41	2,000	2,322
Rockwell Automation Inc.	6.700%	1/15/28	300	412
Rockwell Automation Inc.	6.250%	12/1/37	800	1,047
Sonoco Products Co.	5.750%	11/1/40	1,950	2,226
Stanley Black & Decker Inc.	5.200%	9/1/40	1,200	1,353
United Technologies Corp.	6.700%	8/1/28	250	334
United Technologies Corp.	7.500%	9/15/29	1,875	2,684
United Technologies Corp.	5.400%	5/1/35	1,775	2,118
United Technologies Corp.	6.050%	6/1/36	1,575	2,027
United Technologies Corp.	6.125%	7/15/38	2,275	2,955

United Technologies Corp.	5.700%	4/15/40	3,985	5,024
United Technologies Corp.	4.500%	6/1/42	8,975	9,572
Waste Management Inc.	7.100%	8/1/26	850	1,141
Waste Management Inc.	7.000%	7/15/28	2,095	2,809
Waste Management Inc.	7.750%	5/15/32	975	1,340
Waste Management Inc.	6.125%	11/30/39	1,145	1,414
Communication (6.7%)
Alltel Corp.	6.800%	5/1/29	200	269
Alltel Corp.	7.875%	7/1/32	2,375	3,488
America Movil SAB de CV	6.375%	3/1/35	2,810	3,361
America Movil SAB de CV	6.125%	11/15/37	875	1,016
America Movil SAB de CV	6.125%	3/30/40	5,670	6,634
America Movil SAB de CV	4.375%	7/16/42	2,500	2,327
Ameritech Capital Funding Corp.	6.550%	1/15/28	1,000	1,159
AT&T Corp.	6.500%	3/15/29	875	1,064
AT&T Corp.	8.000%	11/15/31	3,290	4,808
AT&T Inc.	6.450%	6/15/34	5,810	7,106
AT&T Inc.	6.150%	9/15/34	2,400	2,843
AT&T Inc.	6.500%	9/1/37	5,110	6,303
AT&T Inc.	6.300%	1/15/38	9,460	11,369
AT&T Inc.	6.400%	5/15/38	2,425	2,961
AT&T Inc.	6.550%	2/15/39	4,000	4,951
AT&T Inc.	5.350%	9/1/40	7,981	8,549
AT&T Inc.	5.550%	8/15/41	2,325	2,549
4 AT&T Inc.	4.300%	12/15/42	4,725	4,455
4 AT&T Inc.	4.350%	6/15/45	6,985	6,519
AT&T Mobility LLC	7.125%	12/15/31	1,950	2,654
Bellsouth Capital Funding Corp.	7.875%	2/15/30	3,043	3,915
BellSouth Corp.	6.875%	10/15/31	1,202	1,453
BellSouth Corp.	6.550%	6/15/34	1,815	2,157
BellSouth Corp.	6.000%	11/15/34	1,054	1,172
BellSouth Telecommunications Inc.	6.375%	6/1/28	3,140	3,775
BellSouth Telecommunications Inc.	0.000%	12/15/95	585	539
British Telecommunications plc	9.625%	12/15/30	7,350	11,417
CBS Corp.	7.875%	7/30/30	4,815	6,393
CBS Corp.	5.500%	5/15/33	225	238
CBS Corp.	5.900%	10/15/40	600	663
CBS Corp.	4.850%	7/1/42	775	756
4 CC Holdings GS V LLC	3.849%	4/15/23	2,625	2,651
Comcast Corp.	4.250%	1/15/33	4,550	4,574
Comcast Corp.	7.050%	3/15/33	700	931
Comcast Corp.	5.650%	6/15/35	4,650	5,396
Comcast Corp.	6.500%	11/15/35	6,915	8,808
Comcast Corp.	6.450%	3/15/37	3,175	4,028
Comcast Corp.	6.950%	8/15/37	4,285	5,728
Comcast Corp.	6.400%	5/15/38	4,350	5,502
Comcast Corp.	4.650%	7/15/42	2,850	2,915
Comcast Corp.	4.500%	1/15/43	3,000	3,030
Deutsche Telekom International Finance BV	8.750%	6/15/30	10,825	15,267
Deutsche Telekom International Finance BV	9.250%	6/1/32	255	390
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.350%	3/15/40	3,110	3,470
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.000%	8/15/40	3,300	3,522
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.375%	3/1/41	2,800	3,139

DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.150%	3/15/42	2,650	2,565
Discovery Communications LLC	6.350%	6/1/40	2,400	2,920
Discovery Communications LLC	4.950%	5/15/42	1,425	1,474
Discovery Communications LLC	4.875%	4/1/43	2,025	2,065
Embarq Corp.	7.995%	6/1/36	4,020	4,252
France Telecom SA	8.500%	3/1/31	6,890	9,857
France Telecom SA	5.375%	1/13/42	2,125	2,196
Grupo Televisa SAB	6.625%	3/18/25	1,600	2,019
Grupo Televisa SAB	8.500%	3/11/32	250	353
Grupo Televisa SAB	6.625%	1/15/40	2,035	2,484
GTE Corp.	6.940%	4/15/28	2,675	3,487
Koninklijke KPN NV	8.375%	10/1/30	2,175	2,863
McGraw-Hill Cos. Inc.	6.550%	11/15/37	1,150	1,213
NBCUniversal Media LLC	6.400%	4/30/40	3,695	4,692
NBCUniversal Media LLC	5.950%	4/1/41	3,100	3,772
NBCUniversal Media LLC	4.450%	1/15/43	2,200	2,179
New Cingular Wireless Services Inc.	8.750%	3/1/31	1,840	2,869
News America Inc.	6.550%	3/15/33	225	267
News America Inc.	6.200%	12/15/34	6,340	7,509
News America Inc.	6.400%	12/15/35	7,055	8,528
News America Inc.	8.150%	10/17/36	1,225	1,687
News America Inc.	6.150%	3/1/37	2,580	3,044
News America Inc.	7.850%	3/1/39	825	1,124
News America Inc.	6.900%	8/15/39	2,700	3,433
News America Inc.	6.150%	2/15/41	900	1,076
News America Inc.	7.750%	12/1/45	1,395	1,923
Pacific Bell Telephone Co.	7.125%	3/15/26	572	758
Qwest Corp.	7.200%	11/10/26	200	202
Qwest Corp.	6.875%	9/15/33	4,450	4,433
Rogers Communications Inc.	7.500%	8/15/38	1,575	2,178
Rogers Communications Inc.	4.500%	3/15/43	200	200
TCI Communications Inc.	7.875%	2/15/26	1,775	2,461
TCI Communications Inc.	7.125%	2/15/28	1,095	1,476
Telecom Italia Capital SA	6.375%	11/15/33	3,025	2,942
Telecom Italia Capital SA	6.000%	9/30/34	2,050	1,914
Telecom Italia Capital SA	7.200%	7/18/36	2,235	2,227
Telecom Italia Capital SA	7.721%	6/4/38	3,650	3,808
Telefonica Emisiones SAU	7.045%	6/20/36	5,750	6,180
Telefonica Europe BV	8.250%	9/15/30	2,400	2,857
Thomson Reuters Corp.	5.500%	8/15/35	1,700	1,924
Thomson Reuters Corp.	5.850%	4/15/40	1,625	1,930
Time Warner Cable Inc.	6.550%	5/1/37	3,785	4,385
Time Warner Cable Inc.	7.300%	7/1/38	3,325	4,142
Time Warner Cable Inc.	6.750%	6/15/39	4,150	4,911
Time Warner Cable Inc.	5.875%	11/15/40	4,300	4,579
Time Warner Cable Inc.	5.500%	9/1/41	3,150	3,228
Time Warner Cable Inc.	4.500%	9/15/42	4,325	3,926
Time Warner Entertainment Co. LP	8.375%	7/15/33	1,950	2,699
United States Cellular Corp.	6.700%	12/15/33	1,610	1,710
Verizon Communications Inc.	5.850%	9/15/35	3,250	3,718
Verizon Communications Inc.	6.250%	4/1/37	2,825	3,357
Verizon Communications Inc.	6.400%	2/15/38	10,105	12,226
Verizon Communications Inc.	6.900%	4/15/38	3,000	3,846
Verizon Communications Inc.	7.350%	4/1/39	1,925	2,608
Verizon Communications Inc.	6.000%	4/1/41	1,675	1,941
Verizon Communications Inc.	4.750%	11/1/41	2,050	2,013

Verizon Communications Inc.	3.850%	11/1/42	2,250	1,938
Verizon Global Funding Corp.	7.750%	12/1/30	6,575	9,094
Verizon Global Funding Corp.	7.750%	6/15/32	208	292
Verizon Maryland Inc.	5.125%	6/15/33	950	991
Verizon New England Inc.	7.875%	11/15/29	490	619
Verizon New York Inc.	7.375%	4/1/32	650	821
Vodafone Group plc	7.875%	2/15/30	1,000	1,413
Vodafone Group plc	6.250%	11/30/32	550	669
Vodafone Group plc	6.150%	2/27/37	5,875	7,018
Vodafone Group plc	4.375%	2/19/43	4,375	4,144
WPP Finance 2010	5.125%	9/7/42	1,400	1,380
Consumer Cyclical (3.9%)
4 ADT Corp.	4.125%	6/15/23	1,550	1,590
4 ADT Corp.	4.875%	7/15/42	1,850	1,768
CVS Caremark Corp.	6.250%	6/1/27	3,400	4,353
CVS Caremark Corp.	6.125%	9/15/39	3,825	4,733
CVS Caremark Corp.	5.750%	5/15/41	2,375	2,825
Daimler Finance North America LLC	8.500%	1/18/31	3,315	5,133
Darden Restaurants Inc.	6.800%	10/15/37	1,400	1,617
eBay Inc.	4.000%	7/15/42	2,450	2,246
Ford Holdings LLC	9.300%	3/1/30	750	1,057
Ford Motor Co.	6.625%	10/1/28	1,625	1,881
Ford Motor Co.	6.375%	2/1/29	1,025	1,144
Ford Motor Co.	7.450%	7/16/31	5,650	7,133
Ford Motor Co.	4.750%	1/15/43	5,525	5,152
Ford Motor Co.	7.400%	11/1/46	1,125	1,402
Historic TW Inc.	6.625%	5/15/29	6,875	8,483
Home Depot Inc.	5.875%	12/16/36	7,875	9,816
Home Depot Inc.	5.400%	9/15/40	1,625	1,929
Home Depot Inc.	5.950%	4/1/41	2,975	3,799
Host Hotels & Resorts LP	3.750%	10/15/23	1,300	1,305
Johnson Controls Inc.	6.000%	1/15/36	475	571
Johnson Controls Inc.	5.700%	3/1/41	1,100	1,276
Johnson Controls Inc.	5.250%	12/1/41	635	698
Kohl's Corp.	6.000%	1/15/33	400	418
Kohl's Corp.	6.875%	12/15/37	1,795	2,067
Lowe's Cos. Inc.	6.875%	2/15/28	550	711
Lowe's Cos. Inc.	6.500%	3/15/29	1,300	1,624
Lowe's Cos. Inc.	5.800%	10/15/36	2,250	2,683
Lowe's Cos. Inc.	6.650%	9/15/37	425	556
Lowe's Cos. Inc.	5.800%	4/15/40	2,175	2,619
Lowe's Cos. Inc.	5.125%	11/15/41	1,225	1,365
Lowe's Cos. Inc.	4.650%	4/15/42	2,560	2,682
Macy's Retail Holdings Inc.	6.900%	4/1/29	3,050	3,668
Macy's Retail Holdings Inc.	6.375%	3/15/37	3,600	4,192
Macy's Retail Holdings Inc.	5.125%	1/15/42	800	830
Macy's Retail Holdings Inc.	4.300%	2/15/43	1,175	1,072
McDonald's Corp.	6.300%	10/15/37	1,975	2,675
McDonald's Corp.	6.300%	3/1/38	2,600	3,534
McDonald's Corp.	5.700%	2/1/39	1,250	1,608
McDonald's Corp.	3.700%	2/15/42	1,675	1,627
MDC Holdings Inc.	6.000%	1/15/43	700	689
Nordstrom Inc.	6.950%	3/15/28	300	397
Nordstrom Inc.	7.000%	1/15/38	800	1,107
4 QVC Inc.	5.950%	3/15/43	575	573
Target Corp.	6.350%	11/1/32	3,400	4,439

Target Corp.	6.500%	10/15/37	6,900	9,290
Target Corp.	7.000%	1/15/38	2,494	3,603
Time Warner Cos. Inc.	7.570%	2/1/24	500	670
Time Warner Cos. Inc.	6.950%	1/15/28	1,000	1,297
Time Warner Inc.	7.625%	4/15/31	6,400	8,670
Time Warner Inc.	7.700%	5/1/32	2,765	3,772
Time Warner Inc.	6.200%	3/15/40	2,350	2,738
Time Warner Inc.	6.100%	7/15/40	2,210	2,566
Time Warner Inc.	6.250%	3/29/41	2,925	3,443
Time Warner Inc.	5.375%	10/15/41	2,350	2,524
Time Warner Inc.	4.900%	6/15/42	1,725	1,733
VF Corp.	6.450%	11/1/37	1,500	1,901
Viacom Inc.	6.875%	4/30/36	5,310	6,605
4 Viacom Inc.	4.375%	3/15/43	1,312	1,224
Viacom Inc.	4.875%	6/15/43	1,000	1,010
Wal-Mart Stores Inc.	5.875%	4/5/27	4,562	5,975
Wal-Mart Stores Inc.	7.550%	2/15/30	4,125	5,969
Wal-Mart Stores Inc.	5.250%	9/1/35	6,025	7,048
Wal-Mart Stores Inc.	6.500%	8/15/37	8,525	11,503
Wal-Mart Stores Inc.	6.200%	4/15/38	4,555	6,012
Wal-Mart Stores Inc.	5.625%	4/1/40	2,850	3,531
Wal-Mart Stores Inc.	4.875%	7/8/40	4,150	4,678
Wal-Mart Stores Inc.	5.000%	10/25/40	1,300	1,486
Wal-Mart Stores Inc.	5.625%	4/15/41	4,350	5,461
Walgreen Co.	4.400%	9/15/42	1,450	1,393
Walt Disney Co.	7.000%	3/1/32	1,450	2,041
Walt Disney Co.	4.375%	8/16/41	225	242
Walt Disney Co.	4.125%	12/1/41	1,975	2,039
Walt Disney Co.	3.700%	12/1/42	1,100	1,058
Western Union Co.	6.200%	11/17/36	1,950	1,995
Western Union Co.	6.200%	6/21/40	325	330
Yum! Brands Inc.	6.875%	11/15/37	1,800	2,334
Consumer Noncyclical (6.7%)
Abbott Laboratories	6.150%	11/30/37	1,325	1,783
Abbott Laboratories	6.000%	4/1/39	1,225	1,601
Abbott Laboratories	5.300%	5/27/40	2,450	2,981
4 AbbVie Inc.	4.400%	11/6/42	8,075	8,201
Actavis Inc.	4.625%	10/1/42	3,400	3,449
Ahold Finance USA LLC	6.875%	5/1/29	725	929
Altria Group Inc.	9.950%	11/10/38	4,950	8,148
Altria Group Inc.	10.200%	2/6/39	3,725	6,280
Altria Group Inc.	4.250%	8/9/42	2,050	1,927
Amgen Inc.	6.375%	6/1/37	2,175	2,706
Amgen Inc.	6.900%	6/1/38	1,250	1,654
Amgen Inc.	6.400%	2/1/39	4,400	5,453
Amgen Inc.	5.750%	3/15/40	1,800	2,073
Amgen Inc.	4.950%	10/1/41	2,210	2,326
Amgen Inc.	5.150%	11/15/41	6,315	6,815
Amgen Inc.	5.650%	6/15/42	3,085	3,550
Amgen Inc.	5.375%	5/15/43	1,350	1,502
Anheuser-Busch Cos. LLC	6.800%	8/20/32	1,875	2,518
Anheuser-Busch Cos. LLC	5.950%	1/15/33	650	793
Anheuser-Busch Cos. LLC	5.750%	4/1/36	1,575	1,928
Anheuser-Busch Cos. LLC	6.450%	9/1/37	650	865
Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	2,615	2,554
Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	4,225	6,753

Anheuser-Busch InBev Worldwide Inc.	8.000%	11/15/39	125	198
Anheuser-Busch InBev Worldwide Inc.	6.375%	1/15/40	3,150	4,254
Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	3,450	3,242
Archer-Daniels-Midland Co.	5.935%	10/1/32	255	310
Archer-Daniels-Midland Co.	5.375%	9/15/35	3,850	4,438
Archer-Daniels-Midland Co.	5.765%	3/1/41	1,700	2,050
Archer-Daniels-Midland Co.	4.535%	3/26/42	660	687
Archer-Daniels-Midland Co.	4.016%	4/16/43	700	670
AstraZeneca plc	6.450%	9/15/37	7,450	9,737
AstraZeneca plc	4.000%	9/18/42	3,550	3,449
Avon Products Inc.	6.950%	3/15/43	275	281
Baxter International Inc.	6.250%	12/1/37	800	1,067
Baxter International Inc.	3.650%	8/15/42	1,175	1,092
Beam Inc.	5.875%	1/15/36	175	205
Becton Dickinson & Co.	6.000%	5/15/39	1,000	1,290
Becton Dickinson & Co.	5.000%	11/12/40	900	1,019
Boston Scientific Corp.	7.000%	11/15/35	575	736
Boston Scientific Corp.	7.375%	1/15/40	1,150	1,549
Bristol-Myers Squibb Co.	7.150%	6/15/23	900	1,230
Bristol-Myers Squibb Co.	6.800%	11/15/26	889	1,240
Bristol-Myers Squibb Co.	5.875%	11/15/36	1,802	2,262
Bristol-Myers Squibb Co.	6.125%	5/1/38	1,550	2,031
Bristol-Myers Squibb Co.	3.250%	8/1/42	1,350	1,177
Bristol-Myers Squibb Co.	6.875%	8/1/97	200	284
Brown-Forman Corp.	3.750%	1/15/43	575	556
Campbell Soup Co.	3.800%	8/2/42	1,100	989
Cardinal Health Inc.	4.600%	3/15/43	775	756
3 Catholic Health Initiatives Colorado GO	4.350%	11/1/42	2,500	2,514
Celgene Corp.	5.700%	10/15/40	600	685
Coca-Cola Co.	2.500%	4/1/23	650	654
ConAgra Foods Inc.	7.125%	10/1/26	650	829
ConAgra Foods Inc.	7.000%	10/1/28	175	224
ConAgra Foods Inc.	8.250%	9/15/30	1,650	2,228
ConAgra Foods Inc.	4.650%	1/25/43	4,025	4,034
Covidien International Finance SA	6.550%	10/15/37	2,675	3,622
CR Bard Inc.	6.700%	12/1/26	500	653
Delhaize Group SA	5.700%	10/1/40	2,739	2,676
Diageo Capital plc	5.875%	9/30/36	750	940
Diageo Investment Corp.	7.450%	4/15/35	1,750	2,501
Diageo Investment Corp.	4.250%	5/11/42	1,750	1,777
Dignity Health California GO	4.500%	11/1/42	1,000	961
Dr Pepper Snapple Group Inc.	7.450%	5/1/38	560	800
Eli Lilly & Co.	7.125%	6/1/25	800	1,122
Eli Lilly & Co.	5.500%	3/15/27	5,300	6,699
Eli Lilly & Co.	5.550%	3/15/37	850	1,043
Estee Lauder Cos. Inc.	6.000%	5/15/37	1,025	1,280
Estee Lauder Cos. Inc.	3.700%	8/15/42	825	756
Express Scripts Holding Co.	6.125%	11/15/41	2,575	3,222
Genentech Inc.	5.250%	7/15/35	1,550	1,822
General Mills Inc.	5.400%	6/15/40	1,775	2,113
General Mills Inc.	4.150%	2/15/43	825	827
Gilead Sciences Inc.	5.650%	12/1/41	2,745	3,328
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	2,225	2,636
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	7,144	9,542
GlaxoSmithKline Capital Inc.	4.200%	3/18/43	1,400	1,417
Hasbro Inc.	6.350%	3/15/40	1,829	2,121
HJ Heinz Finance Co.	6.750%	3/15/32	1,125	1,244

Hospira Inc.	5.600%	9/15/40	725	739
Ingredion Inc.	6.625%	4/15/37	575	688
Johnson & Johnson	6.950%	9/1/29	1,725	2,406
Johnson & Johnson	4.950%	5/15/33	1,825	2,182
Johnson & Johnson	5.950%	8/15/37	1,930	2,561
Johnson & Johnson	5.850%	7/15/38	1,525	2,007
Johnson & Johnson	4.500%	9/1/40	1,900	2,137
Johnson & Johnson	4.850%	5/15/41	775	917
Kaiser Foundation Hospitals	4.875%	4/1/42	1,475	1,608
Kellogg Co.	7.450%	4/1/31	3,000	4,054
Kimberly-Clark Corp.	6.625%	8/1/37	3,575	5,035
Kimberly-Clark Corp.	5.300%	3/1/41	540	663
Koninklijke Philips Electronics NV	6.875%	3/11/38	2,655	3,604
Koninklijke Philips Electronics NV	5.000%	3/15/42	1,675	1,880
Kraft Foods Group Inc.	6.875%	1/26/39	2,575	3,376
Kraft Foods Group Inc.	6.500%	2/9/40	2,125	2,702
Kraft Foods Group Inc.	5.000%	6/4/42	5,250	5,641
Kroger Co.	8.000%	9/15/29	1,925	2,537
Kroger Co.	7.500%	4/1/31	2,000	2,556
Kroger Co.	6.900%	4/15/38	400	504
Kroger Co.	5.400%	7/15/40	750	796
Kroger Co.	5.000%	4/15/42	900	922
Lorillard Tobacco Co.	8.125%	5/1/40	354	462
Lorillard Tobacco Co.	7.000%	8/4/41	955	1,121
Mattel Inc.	5.450%	11/1/41	1,225	1,339
Mayo Clinic	3.774%	11/15/43	950	909
3 Mayo Clinic	4.000%	11/15/47	1,200	1,176
McKesson Corp.	6.000%	3/1/41	1,750	2,256
Mead Johnson Nutrition Co.	5.900%	11/1/39	1,085	1,286
Medtronic Inc.	6.500%	3/15/39	600	826
Medtronic Inc.	5.550%	3/15/40	1,025	1,259
Medtronic Inc.	4.500%	3/15/42	1,050	1,121
Medtronic Inc.	4.000%	4/1/43	2,125	2,054
Memorial Sloan-Kettering Cancer Center New
York GO	5.000%	7/1/42	975	1,119
Memorial Sloan-Kettering Cancer Center New
York GO	4.125%	7/1/52	1,400	1,349
Merck & Co. Inc.	6.500%	12/1/33	1,595	2,226
Merck & Co. Inc.	6.550%	9/15/37	4,255	5,858
Merck & Co. Inc.	3.600%	9/15/42	775	731
Merck Sharp & Dohme Corp.	6.300%	1/1/26	500	668
Merck Sharp & Dohme Corp.	6.400%	3/1/28	1,700	2,284
Merck Sharp & Dohme Corp.	5.950%	12/1/28	1,050	1,356
Merck Sharp & Dohme Corp.	5.750%	11/15/36	700	895
Merck Sharp & Dohme Corp.	5.850%	6/30/39	3,225	4,179
Molson Coors Brewing Co.	5.000%	5/1/42	3,100	3,284
Mondelez International Inc.	6.500%	11/1/31	2,075	2,589
Mondelez International Inc.	7.000%	8/11/37	1,920	2,578
Mondelez International Inc.	6.875%	2/1/38	2,130	2,836
Mondelez International Inc.	6.875%	1/26/39	735	985
Mondelez International Inc.	6.500%	2/9/40	5,700	7,406
Novartis Capital Corp.	3.700%	9/21/42	1,250	1,209
Pepsi Bottling Group Inc.	7.000%	3/1/29	4,075	5,588
PepsiCo Inc.	5.500%	1/15/40	1,125	1,366
PepsiCo Inc.	4.875%	11/1/40	3,615	4,045
PepsiCo Inc.	4.000%	3/5/42	1,970	1,948
PepsiCo Inc.	3.600%	8/13/42	1,625	1,496

Pfizer Inc.	7.200%	3/15/39	3,615	5,270
Pharmacia Corp.	6.600%	12/1/28	1,050	1,439
Philip Morris International Inc.	6.375%	5/16/38	4,490	5,773
Philip Morris International Inc.	4.375%	11/15/41	2,475	2,481
Philip Morris International Inc.	4.500%	3/20/42	1,875	1,918
Philip Morris International Inc.	3.875%	8/21/42	1,775	1,647
Philip Morris International Inc.	4.125%	3/4/43	2,225	2,138
Procter & Gamble Co.	6.450%	1/15/26	1,100	1,511
Procter & Gamble Co.	5.500%	2/1/34	1,000	1,264
Procter & Gamble Co.	5.800%	8/15/34	200	258
Procter & Gamble Co.	5.550%	3/5/37	5,750	7,347
Quest Diagnostics Inc.	6.950%	7/1/37	965	1,163
Quest Diagnostics Inc.	5.750%	1/30/40	1,000	1,063
Reynolds American Inc.	7.250%	6/15/37	725	938
Reynolds American Inc.	4.750%	11/1/42	2,975	2,870
Safeway Inc.	7.250%	2/1/31	1,761	2,027
St. Jude Medical Inc.	3.250%	4/15/23	2,400	2,409
St. Jude Medical Inc.	4.750%	4/15/43	1,900	1,929
Stryker Corp.	4.100%	4/1/43	1,000	989
Sysco Corp.	5.375%	9/21/35	2,750	3,277
Teva Pharmaceutical Finance Co. LLC	6.150%	2/1/36	2,675	3,404
Unilever Capital Corp.	5.900%	11/15/32	3,225	4,334
Wyeth LLC	6.450%	2/1/24	2,725	3,640
Wyeth LLC	6.500%	2/1/34	2,310	3,099
Wyeth LLC	6.000%	2/15/36	2,850	3,691
Wyeth LLC	5.950%	4/1/37	7,035	8,965
Zimmer Holdings Inc.	5.750%	11/30/39	1,100	1,300
4 Zoetis Inc.	4.700%	2/1/43	2,725	2,784
Energy (4.1%)
Alberta Energy Co. Ltd.	7.375%	11/1/31	1,000	1,240
Anadarko Finance Co.	7.500%	5/1/31	2,835	3,757
Anadarko Petroleum Corp.	6.450%	9/15/36	6,450	7,939
Anadarko Petroleum Corp.	7.950%	6/15/39	50	70
Anadarko Petroleum Corp.	6.200%	3/15/40	1,675	2,031
Apache Corp.	6.000%	1/15/37	1,900	2,282
Apache Corp.	5.100%	9/1/40	3,450	3,706
Apache Corp.	5.250%	2/1/42	3,050	3,349
Apache Corp.	4.750%	4/15/43	3,825	3,906
Apache Corp.	4.250%	1/15/44	2,150	2,033
Apache Finance Canada Corp.	7.750%	12/15/29	650	899
Baker Hughes Inc.	6.875%	1/15/29	1,000	1,345
Baker Hughes Inc.	5.125%	9/15/40	4,415	5,125
Burlington Resources Finance Co.	7.200%	8/15/31	1,050	1,454
Burlington Resources Finance Co.	7.400%	12/1/31	1,675	2,346
Cameron International Corp.	5.950%	6/1/41	1,400	1,702
Canadian Natural Resources Ltd.	7.200%	1/15/32	1,400	1,830
Canadian Natural Resources Ltd.	6.450%	6/30/33	875	1,064
Canadian Natural Resources Ltd.	5.850%	2/1/35	650	757
Canadian Natural Resources Ltd.	6.500%	2/15/37	1,990	2,465
Canadian Natural Resources Ltd.	6.250%	3/15/38	3,890	4,753
Cenovus Energy Inc.	6.750%	11/15/39	3,980	5,156
Cenovus Energy Inc.	4.450%	9/15/42	1,700	1,674
Conoco Funding Co.	7.250%	10/15/31	1,195	1,706
ConocoPhillips	5.900%	10/15/32	2,300	2,900
ConocoPhillips	5.900%	5/15/38	2,425	3,035
ConocoPhillips	6.500%	2/1/39	4,650	6,210

ConocoPhillips Canada Funding Co. I	5.950%	10/15/36	2,250	2,843
ConocoPhillips Holding Co.	6.950%	4/15/29	3,175	4,299
Devon Energy Corp.	7.950%	4/15/32	535	734
Devon Energy Corp.	5.600%	7/15/41	4,260	4,665
Devon Energy Corp.	4.750%	5/15/42	525	515
Devon Financing Co. LLC	7.875%	9/30/31	5,690	7,692
Diamond Offshore Drilling Inc.	5.700%	10/15/39	1,575	1,992
Encana Corp.	7.200%	11/1/31	250	305
Encana Corp.	6.500%	8/15/34	4,700	5,438
Encana Corp.	6.625%	8/15/37	1,175	1,398
Encana Corp.	6.500%	2/1/38	1,775	2,085
Encana Corp.	5.150%	11/15/41	1,160	1,173
Eni USA Inc.	7.300%	11/15/27	600	817
Global Marine Inc.	7.000%	6/1/28	800	887
Halliburton Co.	6.700%	9/15/38	5,525	7,501
Halliburton Co.	7.450%	9/15/39	275	404
Halliburton Co.	4.500%	11/15/41	1,000	1,078
Hess Corp.	7.875%	10/1/29	2,625	3,407
Hess Corp.	7.300%	8/15/31	895	1,119
Hess Corp.	7.125%	3/15/33	925	1,142
Hess Corp.	6.000%	1/15/40	4,390	4,915
Hess Corp.	5.600%	2/15/41	1,600	1,718
Husky Energy Inc.	6.800%	9/15/37	1,150	1,494
Kerr-McGee Corp.	6.950%	7/1/24	1,497	1,878
Kerr-McGee Corp.	7.875%	9/15/31	1,000	1,316
Marathon Oil Corp.	6.800%	3/15/32	750	943
Marathon Oil Corp.	6.600%	10/1/37	2,100	2,638
Marathon Petroleum Corp.	6.500%	3/1/41	2,825	3,504
Murphy Oil Corp.	7.050%	5/1/29	500	590
Murphy Oil Corp.	5.125%	12/1/42	350	328
National Oilwell Varco Inc.	3.950%	12/1/42	3,100	2,980
Noble Energy Inc.	8.000%	4/1/27	1,275	1,785
Noble Energy Inc.	6.000%	3/1/41	1,950	2,328
Noble Holding International Ltd.	6.200%	8/1/40	1,900	2,145
Noble Holding International Ltd.	5.250%	3/15/42	1,900	1,914
Petro-Canada	7.875%	6/15/26	150	212
Petro-Canada	7.000%	11/15/28	250	313
Petro-Canada	5.350%	7/15/33	1,350	1,481
Petro-Canada	5.950%	5/15/35	2,580	3,054
Petro-Canada	6.800%	5/15/38	3,000	3,936
Phillips 66	5.875%	5/1/42	4,300	5,082
Pioneer Natural Resources Co.	7.200%	1/15/28	500	645
Pride International Inc.	7.875%	8/15/40	925	1,334
Rowan Cos. Inc.	5.400%	12/1/42	950	947
Shell International Finance BV	6.375%	12/15/38	6,915	9,565
Shell International Finance BV	5.500%	3/25/40	2,950	3,694
Shell International Finance BV	3.625%	8/21/42	1,900	1,835
Suncor Energy Inc.	7.150%	2/1/32	800	1,055
Suncor Energy Inc.	5.950%	12/1/34	1,080	1,292
Suncor Energy Inc.	6.500%	6/15/38	4,200	5,352
Suncor Energy Inc.	6.850%	6/1/39	1,250	1,662
Talisman Energy Inc.	7.250%	10/15/27	450	567
Talisman Energy Inc.	5.850%	2/1/37	2,725	2,947
Talisman Energy Inc.	6.250%	2/1/38	1,500	1,692
Talisman Energy Inc.	5.500%	5/15/42	400	418
Tosco Corp.	7.800%	1/1/27	105	153
Tosco Corp.	8.125%	2/15/30	4,300	6,298

Total Capital Canada Ltd.	2.750%	7/15/23	2,425	2,438
Transocean Inc.	6.500%	11/15/20	225	260
Transocean Inc.	7.500%	4/15/31	1,725	2,046
Transocean Inc.	6.800%	3/15/38	3,100	3,440
Transocean Inc.	7.350%	12/15/41	1,080	1,309
Valero Energy Corp.	7.500%	4/15/32	3,671	4,752
Valero Energy Corp.	6.625%	6/15/37	3,875	4,722
Weatherford International Inc.	6.800%	6/15/37	2,900	3,218
Weatherford International Ltd.	6.500%	8/1/36	2,525	2,726
Weatherford International Ltd.	7.000%	3/15/38	1,600	1,790
Weatherford International Ltd.	6.750%	9/15/40	600	663
XTO Energy Inc.	6.750%	8/1/37	440	657
Other Industrial (0.1%)
California Institute of Technology GO	4.700%	11/1/11	1,250	1,286
3 Johns Hopkins University Maryland GO	4.083%	7/1/53	1,100	1,132
Massachusetts Institute of Technology GO	5.600%	7/1/11	1,950	2,616
University of Pennsylvania GO	4.674%	9/1/12	1,000	1,062
Technology (1.4%)
Applied Materials Inc.	5.850%	6/15/41	1,800	2,144
Cisco Systems Inc.	5.900%	2/15/39	4,075	5,082
Cisco Systems Inc.	5.500%	1/15/40	6,910	8,226
Corning Inc.	7.250%	8/15/36	600	771
Corning Inc.	4.700%	3/15/37	2,800	2,832
Corning Inc.	5.750%	8/15/40	950	1,116
Corning Inc.	4.750%	3/15/42	350	359
Dell Inc.	7.100%	4/15/28	800	838
Dell Inc.	6.500%	4/15/38	1,158	1,108
Harris Corp.	6.150%	12/15/40	570	666
Hewlett-Packard Co.	6.000%	9/15/41	3,555	3,620
HP Enterprise Services LLC	7.450%	10/15/29	775	908
Intel Corp.	4.000%	12/15/32	1,950	1,921
Intel Corp.	4.800%	10/1/41	4,320	4,549
Intel Corp.	4.250%	12/15/42	2,125	2,062
International Business Machines Corp.	7.000%	10/30/25	1,625	2,294
International Business Machines Corp.	6.220%	8/1/27	1,600	2,137
International Business Machines Corp.	6.500%	1/15/28	225	302
International Business Machines Corp.	5.875%	11/29/32	950	1,231
International Business Machines Corp.	5.600%	11/30/39	2,728	3,395
International Business Machines Corp.	4.000%	6/20/42	3,953	3,969
Juniper Networks Inc.	5.950%	3/15/41	1,350	1,505
Microsoft Corp.	5.200%	6/1/39	2,755	3,265
Microsoft Corp.	4.500%	10/1/40	2,465	2,641
Microsoft Corp.	5.300%	2/8/41	1,800	2,168
Microsoft Corp.	3.500%	11/15/42	2,350	2,149
Motorola Solutions Inc.	7.500%	5/15/25	525	665
Oracle Corp.	6.500%	4/15/38	2,775	3,712
Oracle Corp.	6.125%	7/8/39	2,425	3,106
Oracle Corp.	5.375%	7/15/40	7,145	8,325
Pitney Bowes Inc.	5.250%	1/15/37	2,065	2,137
SAIC Inc.	5.950%	12/1/40	350	370
Science Applications International Corp.	5.500%	7/1/33	1,100	1,092
Tyco Electronics Group SA	7.125%	10/1/37	1,250	1,598
Xerox Corp.	6.750%	12/15/39	850	1,009

	Transportation (1.5%)
3,4 American Airlines 2013-1 Class A Pass
	Through Trust	4.000%	1/15/27	1,020	1,023
3	BNSF Funding Trust I	6.613%	12/15/55	850	973
	Burlington Northern Santa Fe LLC	7.000%	12/15/25	1,200	1,620
	Burlington Northern Santa Fe LLC	7.950%	8/15/30	1,300	1,800
	Burlington Northern Santa Fe LLC	6.200%	8/15/36	1,575	1,954
	Burlington Northern Santa Fe LLC	6.150%	5/1/37	1,325	1,651
	Burlington Northern Santa Fe LLC	5.750%	5/1/40	2,645	3,164
	Burlington Northern Santa Fe LLC	5.050%	3/1/41	1,325	1,443
	Burlington Northern Santa Fe LLC	5.400%	6/1/41	1,710	1,957
	Burlington Northern Santa Fe LLC	4.950%	9/15/41	350	377
	Burlington Northern Santa Fe LLC	4.400%	3/15/42	1,310	1,308
	Burlington Northern Santa Fe LLC	4.375%	9/1/42	2,150	2,138
	Burlington Northern Santa Fe LLC	4.450%	3/15/43	1,600	1,616
	Canadian National Railway Co.	6.250%	8/1/34	2,450	3,237
	Canadian National Railway Co.	6.200%	6/1/36	2,550	3,431
	Canadian National Railway Co.	3.500%	11/15/42	1,075	1,006
	Canadian Pacific Railway Co.	7.125%	10/15/31	1,950	2,518
	Canadian Pacific Railway Co.	5.750%	3/15/33	500	570
	Canadian Pacific Railway Co.	5.950%	5/15/37	500	594
	Canadian Pacific Railway Ltd.	5.750%	1/15/42	1,045	1,242
	Con-way Inc.	6.700%	5/1/34	650	684
3	Continental Airlines 2012-1 Class A Pass
	Through Trust	4.150%	10/11/25	1,625	1,700
3	Continental Airlines 2012-2 Class A Pass
	Through Trust	4.000%	4/29/26	2,950	3,083
	CSX Corp.	6.000%	10/1/36	175	211
	CSX Corp.	6.150%	5/1/37	2,280	2,803
	CSX Corp.	6.220%	4/30/40	5,325	6,634
	CSX Corp.	5.500%	4/15/41	400	459
	CSX Corp.	4.750%	5/30/42	900	936
	CSX Corp.	4.100%	3/15/44	2,100	1,987
	FedEx Corp.	3.875%	8/1/42	1,250	1,172
	Norfolk Southern Corp.	5.590%	5/17/25	631	769
	Norfolk Southern Corp.	7.800%	5/15/27	2,242	3,124
	Norfolk Southern Corp.	7.250%	2/15/31	560	775
	Norfolk Southern Corp.	7.050%	5/1/37	600	844
	Norfolk Southern Corp.	4.837%	10/1/41	2,623	2,844
	Norfolk Southern Corp.	3.950%	10/1/42	1,125	1,065
	Norfolk Southern Corp.	6.000%	3/15/05	1,400	1,694
	Norfolk Southern Corp.	6.000%	5/23/11	1,625	1,967
	Union Pacific Corp.	7.125%	2/1/28	600	808
	Union Pacific Corp.	6.625%	2/1/29	1,900	2,518
	Union Pacific Corp.	6.150%	5/1/37	1,000	1,271
	Union Pacific Corp.	5.780%	7/15/40	600	740
	Union Pacific Corp.	4.750%	9/15/41	3,180	3,469
	Union Pacific Corp.	4.250%	4/15/43	225	227
3	Union Pacific Railroad Co. 2007-3 Pass
	Through Trust	6.176%	1/2/31	833	1,020
	United Parcel Service Inc.	6.200%	1/15/38	4,810	6,418
	United Parcel Service Inc.	4.875%	11/15/40	300	345
	United Parcel Service Inc.	3.625%	10/1/42	1,575	1,505
	United Parcel Service of America Inc.	8.375%	4/1/30	500	735
3	US Airways 2012-2 Class A Pass Through
	Trust	4.625%	12/3/26	1,950	2,038
					1,693,748

Utilities (8.2%)
Electric (5.8%)
AEP Texas Central Co.	6.650%	2/15/33	2,305	2,944
Alabama Power Co.	5.650%	3/15/35	500	540
Alabama Power Co.	6.125%	5/15/38	1,000	1,299
Alabama Power Co.	5.500%	3/15/41	500	606
Alabama Power Co.	5.200%	6/1/41	1,075	1,272
Alabama Power Co.	4.100%	1/15/42	800	814
Alabama Power Co.	3.850%	12/1/42	1,650	1,585
Appalachian Power Co.	5.800%	10/1/35	475	557
Appalachian Power Co.	6.375%	4/1/36	1,225	1,526
Appalachian Power Co.	6.700%	8/15/37	500	649
Appalachian Power Co.	7.000%	4/1/38	500	671
Arizona Public Service Co.	5.050%	9/1/41	1,000	1,146
Arizona Public Service Co.	4.500%	4/1/42	1,510	1,581
Baltimore Gas & Electric Co.	6.350%	10/1/36	375	488
Carolina Power & Light Co.	6.300%	4/1/38	1,775	2,349
Carolina Power & Light Co.	4.100%	5/15/42	475	472
Carolina Power & Light Co.	4.100%	3/15/43	2,000	1,988
CenterPoint Energy Houston Electric LLC	6.950%	3/15/33	925	1,293
CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	1,200	1,117
Cleco Power LLC	6.500%	12/1/35	500	615
Cleco Power LLC	6.000%	12/1/40	1,000	1,161
Cleveland Electric Illuminating Co.	5.500%	8/15/24	1,500	1,779
Cleveland Electric Illuminating Co.	5.950%	12/15/36	1,000	1,136
CMS Energy Corp.	4.700%	3/31/43	850	850
Commonwealth Edison Co.	5.900%	3/15/36	1,950	2,462
Commonwealth Edison Co.	6.450%	1/15/38	1,475	1,992
Commonwealth Edison Co.	3.800%	10/1/42	650	620
Connecticut Light & Power Co.	6.350%	6/1/36	750	985
Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	1,950	2,318
Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	3,625	4,582
Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	2,025	2,812
Consolidated Edison Co. of New York Inc.	5.500%	12/1/39	875	1,077
Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	1,150	1,457
Consolidated Edison Co. of New York Inc.	4.200%	3/15/42	1,000	1,034
Consolidated Edison Co. of New York Inc.	3.950%	3/1/43	1,400	1,390
Delmarva Power & Light Co.	4.000%	6/1/42	500	510
Dominion Resources Inc.	6.300%	3/15/33	2,150	2,736
Dominion Resources Inc.	5.950%	6/15/35	2,875	3,549
Dominion Resources Inc.	4.900%	8/1/41	1,100	1,204
Dominion Resources Inc.	4.050%	9/15/42	525	508
DTE Electric Co.	5.700%	10/1/37	900	1,126
DTE Electric Co.	3.950%	6/15/42	1,125	1,121
DTE Electric Co.	4.000%	4/1/43	400	400
DTE Energy Co.	6.375%	4/15/33	1,700	2,152
Duke Energy Carolinas LLC	6.000%	12/1/28	1,125	1,407
Duke Energy Carolinas LLC	6.450%	10/15/32	1,050	1,368
Duke Energy Carolinas LLC	6.100%	6/1/37	1,275	1,602
Duke Energy Carolinas LLC	6.000%	1/15/38	1,955	2,487
Duke Energy Carolinas LLC	6.050%	4/15/38	1,550	1,995
Duke Energy Carolinas LLC	5.300%	2/15/40	1,400	1,662
Duke Energy Carolinas LLC	4.250%	12/15/41	1,725	1,763
Duke Energy Carolinas LLC	4.000%	9/30/42	900	888
Duke Energy Indiana Inc.	6.120%	10/15/35	1,055	1,217
Duke Energy Indiana Inc.	6.350%	8/15/38	2,300	2,994
Duke Energy Indiana Inc.	4.200%	3/15/42	700	711

El Paso Electric Co.	6.000%	5/15/35	850	996
Entergy Gulf States Louisiana LLC	5.590%	10/1/24	500	602
Entergy Louisiana LLC	5.400%	11/1/24	1,950	2,337
Entergy Louisiana LLC	4.440%	1/15/26	425	484
Entergy Mississippi Inc.	3.100%	7/1/23	1,500	1,512
Exelon Corp.	5.625%	6/15/35	2,810	3,124
Exelon Generation Co. LLC	6.250%	10/1/39	3,765	4,379
Exelon Generation Co. LLC	5.600%	6/15/42	2,745	2,966
FirstEnergy Corp.	7.375%	11/15/31	5,025	5,874
FirstEnergy Solutions Corp.	6.800%	8/15/39	695	823
Florida Power & Light Co.	5.950%	10/1/33	950	1,228
Florida Power & Light Co.	5.625%	4/1/34	1,674	2,053
Florida Power & Light Co.	4.950%	6/1/35	210	240
Florida Power & Light Co.	5.400%	9/1/35	1,190	1,441
Florida Power & Light Co.	6.200%	6/1/36	1,150	1,505
Florida Power & Light Co.	5.650%	2/1/37	1,525	1,898
Florida Power & Light Co.	5.850%	5/1/37	475	604
Florida Power & Light Co.	5.950%	2/1/38	3,050	3,941
Florida Power & Light Co.	5.960%	4/1/39	650	850
Florida Power & Light Co.	5.690%	3/1/40	750	952
Florida Power & Light Co.	5.250%	2/1/41	1,095	1,315
Florida Power & Light Co.	5.125%	6/1/41	625	738
Florida Power & Light Co.	4.125%	2/1/42	1,775	1,816
Florida Power & Light Co.	4.050%	6/1/42	1,700	1,729
Florida Power & Light Co.	3.800%	12/15/42	375	364
Florida Power Corp.	6.350%	9/15/37	1,595	2,107
Florida Power Corp.	6.400%	6/15/38	4,450	5,955
Florida Power Corp.	5.650%	4/1/40	795	980
Florida Power Corp.	3.850%	11/15/42	575	549
Georgia Power Co.	5.650%	3/1/37	2,575	3,109
Georgia Power Co.	5.950%	2/1/39	725	916
Georgia Power Co.	5.400%	6/1/40	2,000	2,351
Georgia Power Co.	4.750%	9/1/40	1,625	1,778
Georgia Power Co.	4.300%	3/15/42	1,925	1,932
Iberdrola International BV	6.750%	7/15/36	1,495	1,631
Indiana Michigan Power Co.	6.050%	3/15/37	1,775	2,126
Interstate Power & Light Co.	6.250%	7/15/39	1,725	2,288
Jersey Central Power & Light Co.	6.150%	6/1/37	750	916
3 John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	2,241	2,526
Kansas City Power & Light Co.	6.050%	11/15/35	500	606
Kansas City Power & Light Co.	5.300%	10/1/41	750	836
Kentucky Utilities Co.	5.125%	11/1/40	800	939
Louisville Gas & Electric Co.	5.125%	11/15/40	2,200	2,599
MidAmerican Energy Co.	6.750%	12/30/31	1,970	2,667
MidAmerican Energy Co.	5.750%	11/1/35	850	1,051
MidAmerican Energy Co.	5.800%	10/15/36	875	1,095
MidAmerican Energy Holdings Co.	8.480%	9/15/28	420	623
MidAmerican Energy Holdings Co.	6.125%	4/1/36	7,845	9,725
MidAmerican Energy Holdings Co.	5.950%	5/15/37	1,675	2,070
MidAmerican Energy Holdings Co.	6.500%	9/15/37	1,700	2,207
Mississippi Power Co.	4.250%	3/15/42	1,625	1,620
National Rural Utilities Cooperative Finance
Corp.	8.000%	3/1/32	1,400	2,064
National Rural Utilities Cooperative Finance
Corp.	4.023%	11/1/32	689	706
Nevada Power Co.	6.750%	7/1/37	1,800	2,443
Nevada Power Co.	5.375%	9/15/40	970	1,149

Nevada Power Co.	5.450%	5/15/41	500	601
Northern States Power Co.	5.250%	7/15/35	1,175	1,394
Northern States Power Co.	6.250%	6/1/36	525	703
Northern States Power Co.	6.200%	7/1/37	1,550	2,065
Northern States Power Co.	5.350%	11/1/39	625	762
Northern States Power Co.	4.850%	8/15/40	1,200	1,382
Northern States Power Co.	3.400%	8/15/42	550	500
NSTAR Electric Co.	5.500%	3/15/40	725	891
Oglethorpe Power Corp.	5.950%	11/1/39	750	922
Oglethorpe Power Corp.	5.375%	11/1/40	1,730	1,983
Oglethorpe Power Corp.	4.200%	12/1/42	700	683
Ohio Edison Co.	6.875%	7/15/36	1,000	1,286
Ohio Power Co.	6.600%	2/15/33	900	1,162
Ohio Power Co.	5.850%	10/1/35	800	969
Oklahoma Gas & Electric Co.	5.850%	6/1/40	350	438
Oklahoma Gas & Electric Co.	5.250%	5/15/41	750	886
Oncor Electric Delivery Co. LLC	7.000%	5/1/32	1,550	2,033
Oncor Electric Delivery Co. LLC	7.250%	1/15/33	455	607
Oncor Electric Delivery Co. LLC	7.500%	9/1/38	565	791
Oncor Electric Delivery Co. LLC	5.250%	9/30/40	1,175	1,309
Oncor Electric Delivery Co. LLC	4.550%	12/1/41	810	827
Oncor Electric Delivery Co. LLC	5.300%	6/1/42	1,325	1,496
Pacific Gas & Electric Co.	6.050%	3/1/34	9,710	12,163
Pacific Gas & Electric Co.	5.800%	3/1/37	4,155	5,066
Pacific Gas & Electric Co.	6.350%	2/15/38	1,500	1,975
Pacific Gas & Electric Co.	5.400%	1/15/40	830	998
Pacific Gas & Electric Co.	4.500%	12/15/41	750	784
Pacific Gas & Electric Co.	4.450%	4/15/42	1,475	1,532
PacifiCorp	7.700%	11/15/31	400	583
PacifiCorp	5.250%	6/15/35	1,150	1,353
PacifiCorp	5.750%	4/1/37	1,000	1,259
PacifiCorp	6.250%	10/15/37	2,143	2,840
PacifiCorp	6.000%	1/15/39	1,225	1,584
PacifiCorp	4.100%	2/1/42	2,000	2,041
Pennsylvania Electric Co.	6.150%	10/1/38	350	415
Potomac Electric Power Co.	6.500%	11/15/37	2,000	2,744
Potomac Electric Power Co.	7.900%	12/15/38	160	253
PPL Electric Utilities Corp.	6.250%	5/15/39	1,275	1,712
PPL Electric Utilities Corp.	5.200%	7/15/41	800	957
Progress Energy Inc.	7.750%	3/1/31	1,875	2,599
Progress Energy Inc.	7.000%	10/30/31	500	652
Progress Energy Inc.	6.000%	12/1/39	1,775	2,173
PSEG Power LLC	8.625%	4/15/31	575	837
Public Service Co. of Colorado	6.250%	9/1/37	1,025	1,380
Public Service Co. of Colorado	6.500%	8/1/38	630	873
Public Service Co. of Colorado	4.750%	8/15/41	1,300	1,460
Public Service Co. of Colorado	3.600%	9/15/42	1,850	1,732
Public Service Co. of Oklahoma	6.625%	11/15/37	300	391
Public Service Electric & Gas Co.	5.800%	5/1/37	2,050	2,621
Public Service Electric & Gas Co.	5.375%	11/1/39	1,700	2,084
Public Service Electric & Gas Co.	5.500%	3/1/40	1,800	2,256
Public Service Electric & Gas Co.	3.950%	5/1/42	125	126
Public Service Electric & Gas Co.	3.650%	9/1/42	450	435
Public Service Electric & Gas Co.	3.800%	1/1/43	1,300	1,275
Puget Sound Energy Inc.	5.483%	6/1/35	1,725	2,087
Puget Sound Energy Inc.	6.274%	3/15/37	1,775	2,354
Puget Sound Energy Inc.	5.757%	10/1/39	1,450	1,839

Puget Sound Energy Inc.	5.795%	3/15/40	675	863
Puget Sound Energy Inc.	5.764%	7/15/40	720	920
Puget Sound Energy Inc.	4.434%	11/15/41	650	698
San Diego Gas & Electric Co.	5.350%	5/15/35	1,025	1,258
San Diego Gas & Electric Co.	6.125%	9/15/37	785	1,056
San Diego Gas & Electric Co.	5.350%	5/15/40	200	248
San Diego Gas & Electric Co.	4.500%	8/15/40	2,225	2,464
San Diego Gas & Electric Co.	3.950%	11/15/41	900	906
San Diego Gas & Electric Co.	4.300%	4/1/42	1,225	1,332
Sierra Pacific Power Co.	6.750%	7/1/37	670	913
South Carolina Electric & Gas Co.	6.625%	2/1/32	500	665
South Carolina Electric & Gas Co.	5.300%	5/15/33	1,850	2,147
South Carolina Electric & Gas Co.	6.050%	1/15/38	775	999
South Carolina Electric & Gas Co.	5.450%	2/1/41	500	608
South Carolina Electric & Gas Co.	4.350%	2/1/42	2,075	2,123
Southern California Edison Co.	6.650%	4/1/29	200	262
Southern California Edison Co.	6.000%	1/15/34	1,230	1,575
Southern California Edison Co.	5.750%	4/1/35	800	997
Southern California Edison Co.	5.350%	7/15/35	2,000	2,379
Southern California Edison Co.	5.550%	1/15/36	100	122
Southern California Edison Co.	5.625%	2/1/36	2,625	3,237
Southern California Edison Co.	5.550%	1/15/37	500	614
Southern California Edison Co.	5.950%	2/1/38	1,675	2,170
Southern California Edison Co.	5.500%	3/15/40	625	773
Southern California Edison Co.	4.500%	9/1/40	2,525	2,734
Southern California Edison Co.	3.900%	12/1/41	1,175	1,161
Southern California Edison Co.	4.050%	3/15/42	875	890
Southern California Edison Co.	3.900%	3/15/43	1,225	1,206
Southern Power Co.	5.150%	9/15/41	1,725	1,937
Southwestern Electric Power Co.	6.200%	3/15/40	400	499
Southwestern Public Service Co.	4.500%	8/15/41	1,450	1,575
Tampa Electric Co.	6.550%	5/15/36	450	615
Tampa Electric Co.	6.150%	5/15/37	700	921
Tampa Electric Co.	4.100%	6/15/42	700	718
Toledo Edison Co.	6.150%	5/15/37	500	616
TransAlta Corp.	6.500%	3/15/40	600	634
Union Electric Co.	5.300%	8/1/37	1,675	1,983
Union Electric Co.	3.900%	9/15/42	1,675	1,661
Virginia Electric & Power Co.	6.000%	1/15/36	1,725	2,235
Virginia Electric & Power Co.	6.000%	5/15/37	950	1,237
Virginia Electric & Power Co.	6.350%	11/30/37	1,900	2,570
Virginia Electric & Power Co.	8.875%	11/15/38	1,460	2,458
Virginia Electric & Power Co.	4.000%	1/15/43	2,175	2,175
Westar Energy Inc.	4.125%	3/1/42	1,235	1,268
Westar Energy Inc.	4.100%	4/1/43	900	913
Wisconsin Electric Power Co.	5.625%	5/15/33	450	556
Wisconsin Electric Power Co.	5.700%	12/1/36	1,075	1,372
Wisconsin Electric Power Co.	3.650%	12/15/42	350	336
Wisconsin Power & Light Co.	6.375%	8/15/37	975	1,330
Wisconsin Public Service Corp.	3.671%	12/1/42	850	823
Xcel Energy Inc.	6.500%	7/1/36	650	868
Natural Gas (2.3%)
AGL Capital Corp.	6.000%	10/1/34	850	1,046
AGL Capital Corp.	5.875%	3/15/41	1,725	2,174
Atmos Energy Corp.	5.500%	6/15/41	1,450	1,746
Atmos Energy Corp.	4.150%	1/15/43	1,400	1,386

CenterPoint Energy Resources Corp.	5.850%	1/15/41	1,600	2,009
DCP Midstream LLC	8.125%	8/16/30	575	741
El Paso Natural Gas Co. LLC	8.375%	6/15/32	782	1,119
El Paso Pipeline Partners Operating Co. LLC	4.700%	11/1/42	2,650	2,508
Enbridge Energy Partners LP	7.500%	4/15/38	2,170	2,725
Energy Transfer Partners LP	6.625%	10/15/36	1,175	1,345
Energy Transfer Partners LP	7.500%	7/1/38	2,775	3,483
Energy Transfer Partners LP	6.050%	6/1/41	1,275	1,386
Energy Transfer Partners LP	6.500%	2/1/42	2,815	3,220
Energy Transfer Partners LP	5.150%	2/1/43	1,250	1,244
Enterprise Products Operating LLC	6.875%	3/1/33	1,800	2,295
Enterprise Products Operating LLC	6.650%	10/15/34	1,545	1,945
Enterprise Products Operating LLC	5.750%	3/1/35	850	978
Enterprise Products Operating LLC	7.550%	4/15/38	1,225	1,675
Enterprise Products Operating LLC	6.125%	10/15/39	1,500	1,769
Enterprise Products Operating LLC	6.450%	9/1/40	1,275	1,571
Enterprise Products Operating LLC	5.950%	2/1/41	1,975	2,298
Enterprise Products Operating LLC	5.700%	2/15/42	1,225	1,392
Enterprise Products Operating LLC	4.850%	8/15/42	1,750	1,786
Enterprise Products Operating LLC	4.450%	2/15/43	2,750	2,649
Enterprise Products Operating LLC	4.850%	3/15/44	1,500	1,532
KeySpan Corp.	8.000%	11/15/30	1,175	1,583
Kinder Morgan Energy Partners LP	3.500%	9/1/23	700	707
Kinder Morgan Energy Partners LP	7.400%	3/15/31	500	639
Kinder Morgan Energy Partners LP	7.750%	3/15/32	500	669
Kinder Morgan Energy Partners LP	7.300%	8/15/33	1,600	2,055
Kinder Morgan Energy Partners LP	5.800%	3/15/35	2,575	2,900
Kinder Morgan Energy Partners LP	6.500%	2/1/37	4,375	5,235
Kinder Morgan Energy Partners LP	6.950%	1/15/38	1,744	2,178
Kinder Morgan Energy Partners LP	6.500%	9/1/39	2,250	2,723
Kinder Morgan Energy Partners LP	6.375%	3/1/41	350	420
Kinder Morgan Energy Partners LP	5.625%	9/1/41	850	933
Kinder Morgan Energy Partners LP	5.000%	8/15/42	1,375	1,388
Kinder Morgan Energy Partners LP	5.000%	3/1/43	800	809
Magellan Midstream Partners LP	6.400%	5/1/37	175	216
Magellan Midstream Partners LP	4.200%	12/1/42	1,150	1,083
Nisource Finance Corp.	6.250%	12/15/40	730	864
Nisource Finance Corp.	5.950%	6/15/41	1,800	2,036
Nisource Finance Corp.	5.800%	2/1/42	300	337
Nisource Finance Corp.	5.250%	2/15/43	1,675	1,758
ONEOK Inc.	6.000%	6/15/35	1,425	1,580
ONEOK Partners LP	6.650%	10/1/36	3,025	3,663
ONEOK Partners LP	6.850%	10/15/37	200	249
ONEOK Partners LP	6.125%	2/1/41	2,100	2,432
Plains All American Pipeline LP / PAA
Finance Corp.	6.700%	5/15/36	845	1,072
Plains All American Pipeline LP / PAA
Finance Corp.	6.650%	1/15/37	2,225	2,854
Plains All American Pipeline LP / PAA
Finance Corp.	4.300%	1/31/43	850	818
Sempra Energy	6.000%	10/15/39	3,450	4,278
Southern California Gas Co.	5.750%	11/15/35	75	96
Southern California Gas Co.	3.750%	9/15/42	1,350	1,312
Southern Natural Gas Co. LLC	8.000%	3/1/32	1,338	1,894
Southern Union Co.	7.600%	2/1/24	450	575
Southern Union Co.	8.250%	11/15/29	950	1,211
Spectra Energy Capital LLC	6.750%	2/15/32	905	1,083

Sunoco Logistics Partners Operations LP	6.850%	2/15/40	850	1,020
Sunoco Logistics Partners Operations LP	6.100%	2/15/42	1,000	1,135
Sunoco Logistics Partners Operations LP	4.950%	1/15/43	650	629
Tennessee Gas Pipeline Co. LLC	7.000%	3/15/27	1,466	1,980
Tennessee Gas Pipeline Co. LLC	7.000%	10/15/28	1,400	1,910
Tennessee Gas Pipeline Co. LLC	7.625%	4/1/37	110	156
Texas Eastern Transmission LP	7.000%	7/15/32	1,100	1,466
TransCanada PipeLines Ltd.	5.600%	3/31/34	1,725	2,053
TransCanada PipeLines Ltd.	5.850%	3/15/36	2,850	3,473
TransCanada PipeLines Ltd.	6.200%	10/15/37	1,400	1,767
TransCanada PipeLines Ltd.	7.250%	8/15/38	3,850	5,393
TransCanada PipeLines Ltd.	7.625%	1/15/39	1,740	2,517
TransCanada PipeLines Ltd.	6.100%	6/1/40	475	607
Transcontinental Gas Pipe Line Co. LLC	4.450%	8/1/42	1,075	1,077
Williams Cos. Inc.	7.500%	1/15/31	2,126	2,615
Williams Cos. Inc.	8.750%	3/15/32	1,141	1,546
Williams Partners LP	6.300%	4/15/40	3,950	4,641
Other Utility (0.1%)
American Water Capital Corp.	6.593%	10/15/37	1,925	2,513
American Water Capital Corp.	4.300%	12/1/42	750	772
United Utilities plc	6.875%	8/15/28	1,425	1,651
Veolia Environnement SA	6.750%	6/1/38	1,075	1,278
				477,516
Total Corporate Bonds (Cost $2,383,513)				2,679,897
Sovereign Bonds (U.S. Dollar-Denominated) (5.9%)
Asian Development Bank	5.593%	7/16/18	4,000	4,885
Asian Development Bank	5.820%	6/16/28	240	318
European Investment Bank	4.875%	2/15/36	2,900	3,465
Federative Republic of Brazil	8.875%	4/15/24	3,525	5,411
Federative Republic of Brazil	8.875%	4/15/24	3,000	4,605
Federative Republic of Brazil	8.750%	2/4/25	6,700	10,234
Federative Republic of Brazil	10.125%	5/15/27	6,800	11,679
Federative Republic of Brazil	8.250%	1/20/34	8,675	13,143
Federative Republic of Brazil	7.125%	1/20/37	7,795	10,759
Federative Republic of Brazil	11.000%	8/17/40	5,150	6,360
Federative Republic of Brazil	5.625%	1/7/41	8,525	9,953
Hydro-Quebec	8.050%	7/7/24	5,000	7,283
Hydro-Quebec	8.500%	12/1/29	1,321	2,146
Inter-American Development Bank	7.000%	6/15/25	750	1,074
Inter-American Development Bank	3.875%	10/28/41	1,200	1,269
Inter-American Development Bank	3.200%	8/7/42	1,750	1,627
International Bank for Reconstruction &
Development	8.875%	3/1/26	1,000	1,683
International Bank for Reconstruction &
Development	4.750%	2/15/35	1,775	2,189
5 KFW	0.000%	4/18/36	7,500	3,434
5 KFW	0.000%	6/29/37	825	358
Korea Electric Power Corp.	7.000%	2/1/27	750	1,013
Nexen Inc.	7.875%	3/15/32	1,800	2,623
Nexen Inc.	5.875%	3/10/35	1,850	2,233
Nexen Inc.	6.400%	5/15/37	3,740	4,834
Nexen Inc.	7.500%	7/30/39	1,525	2,231
3 Oriental Republic of Uruguay	7.625%	3/21/36	4,838	6,943
3 Oriental Republic of Uruguay	4.125%	11/20/45	2,100	1,926

Pemex Project Funding Master Trust	6.625%	6/15/35	8,570	10,290
Pemex Project Funding Master Trust	6.625%	6/15/38	1,375	1,643
Petrobras International Finance Co. - Pifco	6.875%	1/20/40	3,900	4,452
Petrobras International Finance Co. - Pifco	6.750%	1/27/41	6,295	7,102
Petroleos Mexicanos	6.500%	6/2/41	6,125	7,220
Petroleos Mexicanos	5.500%	6/27/44	4,700	4,854
4 Petroleos Mexicanos	5.500%	6/27/44	2,250	2,338
Province of British Columbia	6.500%	1/15/26	1,500	2,085
Province of British Columbia	7.250%	9/1/36	500	790
Quebec	7.125%	2/9/24	2,925	4,035
Quebec	7.500%	9/15/29	5,715	8,540
Region of Lombardy Italy	5.804%	10/25/32	2,375	2,251
Republic of Chile	3.625%	10/30/42	1,725	1,581
Republic of Columbia	8.125%	5/21/24	3,950	5,678
Republic of Columbia	7.375%	9/18/37	5,022	7,181
Republic of Columbia	6.125%	1/18/41	7,225	9,071
Republic of Finland	6.950%	2/15/26	695	944
Republic of Italy	6.875%	9/27/23	7,600	8,714
Republic of Italy	5.375%	6/15/33	6,925	6,965
Republic of Korea	5.625%	11/3/25	900	1,157
Republic of Panama	7.125%	1/29/26	4,215	5,648
Republic of Panama	8.875%	9/30/27	1,460	2,241
Republic of Panama	9.375%	4/1/29	1,335	2,156
3 Republic of Panama	6.700%	1/26/36	6,726	8,904
Republic of Peru	7.350%	7/21/25	5,800	8,163
Republic of Peru	8.750%	11/21/33	3,250	5,300
3 Republic of Peru	6.550%	3/14/37	4,975	6,716
Republic of Peru	5.625%	11/18/50	5,020	5,973
Republic of South Africa	6.875%	5/27/19	150	182
Republic of South Africa	4.665%	1/17/24	5,375	5,751
Republic of South Africa	6.250%	3/8/41	850	1,030
State of Israel	3.150%	6/30/23	3,100	3,099
State of Israel	4.500%	1/30/43	2,000	1,926
Statoil ASA	7.250%	9/23/27	2,500	3,575
Statoil ASA	6.800%	1/15/28	185	256
Statoil ASA	7.150%	1/15/29	1,090	1,553
Statoil ASA	5.100%	8/17/40	2,300	2,710
Statoil ASA	4.250%	11/23/41	1,925	1,993
United Mexican States	8.300%	8/15/31	1,460	2,216
United Mexican States	7.500%	4/8/33	1,000	1,428
United Mexican States	6.750%	9/27/34	7,915	10,552
United Mexican States	6.050%	1/11/40	15,045	18,656
United Mexican States	4.750%	3/8/44	18,415	18,948
United Mexican States	5.750%	10/12/10	2,000	2,200
Total Sovereign Bonds (Cost $308,198)				341,745
Taxable Municipal Bonds (6.5%)
Alameda County CA Joint Powers Authority
Lease Revenue	7.046%	12/1/44	1,100	1,385
American Municipal Power Ohio Inc. Revenue
(Hydroelectric Projects)	6.449%	2/15/44	680	801
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.834%	2/15/41	475	663
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.053%	2/15/43	550	641
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	5.939%	2/15/47	2,700	3,076

American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.270%	2/15/50	450	521
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.499%	2/15/50	175	234
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	8.084%	2/15/50	1,845	2,701
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.793%	4/1/30	600	768
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.918%	4/1/40	1,095	1,489
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.263%	4/1/49	3,350	4,562
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	7.043%	4/1/50	2,850	4,089
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.907%	10/1/50	805	1,133
California GO	7.500%	4/1/34	6,280	8,791
California GO	7.950%	3/1/36	1,450	1,820
California GO	7.550%	4/1/39	7,190	10,388
California GO	7.300%	10/1/39	4,830	6,731
California GO	7.350%	11/1/39	3,675	5,152
California GO	7.625%	3/1/40	4,865	7,006
California GO	7.600%	11/1/40	5,250	7,665
Central Puget Sound WA Regional Transit
Authority Sales & Use Tax Revenue	5.491%	11/1/39	650	805
Chicago IL Board of Education GO	6.319%	11/1/29	805	932
Chicago IL Board of Education GO	6.138%	12/1/39	800	882
Chicago IL GO	7.781%	1/1/35	675	874
Chicago IL GO	5.432%	1/1/42	900	913
Chicago IL Metropolitan Water Reclamation
District GO	5.720%	12/1/38	1,425	1,838
Chicago IL O'Hare International Airport
Revenue	6.845%	1/1/38	600	696
Chicago IL O'Hare International Airport
Revenue	6.395%	1/1/40	1,150	1,485
Chicago IL Transit Authority Sales Tax
Receipts Revenue	6.200%	12/1/40	200	228
Chicago IL Transit Authority Transfer Tax
Receipts Revenue	6.899%	12/1/40	5,450	6,732
Chicago IL Wastewater Transmission
Revenue	6.900%	1/1/40	575	723
Chicago IL Water Revenue	6.742%	11/1/40	800	1,074
Clark County NV Airport Revenue	6.881%	7/1/42	650	764
Clark County NV Airport Revenue	6.820%	7/1/45	1,000	1,402
Colorado Bridge Enterprise Revenue	6.078%	12/1/40	280	365
Commonwealth Financing Authority
Pennsylvania Revenue	6.218%	6/1/39	1,190	1,452
Connecticut GO	5.090%	10/1/30	350	404
Connecticut GO	5.850%	3/15/32	4,150	5,291
Connecticut Special Tax Revenue
(Transportation Infrastructure)	5.459%	11/1/30	900	1,095
Cook County IL GO	6.229%	11/15/34	1,050	1,200
Curators of the University of Missouri System
Facilities Revenue	5.960%	11/1/39	1,220	1,582
Curators of the University of Missouri System
Facilities Revenue	5.792%	11/1/41	200	265
Dallas County TX Hospital District Revenue	5.621%	8/15/44	850	1,068

Dallas TX Area Rapid Transit Revenue	4.922%	12/1/41	515	594
Dallas TX Area Rapid Transit Revenue	5.999%	12/1/44	1,570	2,086
Dallas TX Area Rapid Transit Revenue	5.022%	12/1/48	1,665	1,999
Dallas TX Independent School District GO	6.450%	2/15/35	1,495	1,856
Denver CO City & County School District No.
1 GO	5.664%	12/1/33	525	651
Denver CO Public Schools Revenue (City &
County of Denver School District No. 1)
COP	7.017%	12/15/37	850	1,143
District of Columbia Income Tax Revenue	5.591%	12/1/34	675	838
District of Columbia Income Tax Revenue	5.582%	12/1/35	735	912
District of Columbia Water & Sewer Authority
Public Utility Revenue	5.522%	10/1/44	575	701
East Baton Rouge LA Sewer Commission
Revenue	6.087%	2/1/45	700	786
East Bay CA Municipal Utility District Water
System Revenue	5.874%	6/1/40	990	1,288
Georgia GO	4.503%	11/1/25	825	964
Georgia Municipal Electric Power Authority
Revenue	6.637%	4/1/57	3,325	3,940
Georgia Municipal Electric Power Authority
Revenue	6.655%	4/1/57	2,825	3,321
Georgia Municipal Electric Power Authority
Revenue	7.055%	4/1/57	850	956
Harvard University Massachusetts GO	4.875%	10/15/40	1,000	1,183
Houston TX GO	6.290%	3/1/32	900	1,137
Illinois GO	4.950%	6/1/23	1,700	1,784
Illinois GO	5.100%	6/1/33	19,030	18,800
Illinois GO	6.630%	2/1/35	2,975	3,347
Illinois GO	6.725%	4/1/35	2,000	2,272
Illinois GO	7.350%	7/1/35	2,250	2,701
Illinois Toll Highway Authority Revenue	6.184%	1/1/34	1,200	1,522
Illinois Toll Highway Authority Revenue	5.851%	12/1/34	600	737
Indianapolis IN Local Public Improvement
Revenue	6.116%	1/15/40	1,075	1,402
JobsOhio Beverage System Statewide Liquor
Profits Revenue	3.985%	1/1/29	1,125	1,154
JobsOhio Beverage System Statewide Liquor
Profits Revenue	4.532%	1/1/35	1,050	1,090
Kansas Department of Transportation
Highway Revenue	4.596%	9/1/35	200	226
6 Kansas Development Finance Authority
Revenue (Public Employees Retirement
System)	5.501%	5/1/34	500	579
Las Vegas Valley Water District Nevada GO	7.013%	6/1/39	525	592
Los Angeles CA Community College District
GO	6.600%	8/1/42	1,300	1,792
Los Angeles CA Community College District
GO	6.750%	8/1/49	700	1,002
Los Angeles CA Department of Airports
International Airport Revenue	6.582%	5/15/39	305	393
Los Angeles CA Department of Water &
Power Revenue	5.716%	7/1/39	775	956
Los Angeles CA Department of Water &
Power Revenue	6.008%	7/1/39	775	977
Los Angeles CA Department of Water &
Power Revenue	6.166%	7/1/40	625	746

Los Angeles CA Department of Water &
Power Revenue	6.574%	7/1/45	1,375	1,939
Los Angeles CA Department of Water &
Power Revenue	6.603%	7/1/50	1,500	2,157
Los Angeles CA Unified School District GO	5.755%	7/1/29	1,105	1,340
Los Angeles CA Unified School District GO	5.750%	7/1/34	3,795	4,653
Los Angeles CA Unified School District GO	6.758%	7/1/34	2,660	3,610
Los Angeles County CA Metropolitan
Transportation Authority Sales Tax
Revenue	5.735%	6/1/39	1,150	1,412
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.488%	8/1/33	700	917
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.618%	8/1/40	700	929
Maryland Transportation Authority Facilities
Projects Revenue	5.888%	7/1/43	850	1,119
Massachusetts GO	4.500%	8/1/31	1,500	1,636
Massachusetts GO	5.456%	12/1/39	2,850	3,520
Massachusetts School Building Authority
Dedicated Sales Tax Revenue	5.715%	8/15/39	1,050	1,330
Massachusetts Transportation Fund Revenue	5.731%	6/1/40	850	1,097
Massachusetts Water Pollution Abatement
Trust	5.192%	8/1/40	900	1,078
Metropolitan Government of Nashville &
Davidson County TN Convention Center
Authority Tourism Tax Revenue	6.731%	7/1/43	1,000	1,255
Metropolitan Government of Nashville &
Davidson County TN GO	5.707%	7/1/34	1,200	1,484
Metropolitan Washington DC/VA Airports
Authority Dulles Toll Road Revenue	7.462%	10/1/46	855	1,089
Metropolitan Water District of Southern
California Water Revenue	6.947%	7/1/40	575	716
Mississippi GO	5.245%	11/1/34	700	834
Missouri Highways & Transportation
Commission Road Revenue	5.445%	5/1/33	600	727
7 New Jersey Economic Development Authority
Revenue (State Pension Funding)	7.425%	2/15/29	5,850	7,675
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	5.754%	12/15/28	1,700	2,074
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.104%	12/15/28	1,150	1,352
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.561%	12/15/40	2,325	3,084
8 New Jersey Turnpike Authority Revenue	4.252%	1/1/16	30	32
New Jersey Turnpike Authority Revenue	7.414%	1/1/40	3,689	5,389
New Jersey Turnpike Authority Revenue	7.102%	1/1/41	4,460	6,343
New York City NY GO	5.206%	10/1/31	1,070	1,239
New York City NY GO	6.646%	12/1/31	400	492
New York City NY GO	6.246%	6/1/35	1,075	1,279
New York City NY GO	5.968%	3/1/36	415	528
New York City NY GO	5.985%	12/1/36	625	782
New York City NY GO	5.517%	10/1/37	675	810
New York City NY GO	6.271%	12/1/37	1,620	2,136
New York City NY GO	5.846%	6/1/40	400	515
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.750%	6/15/41	900	1,172

New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.790%	6/15/41	500	579
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.724%	6/15/42	550	715
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.952%	6/15/42	800	1,071
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	6.011%	6/15/42	1,475	1,990
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.440%	6/15/43	1,995	2,488
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.882%	6/15/44	1,070	1,415
New York City NY Transitional Finance
Authority Building Aid Revenue	6.828%	7/15/40	800	1,090
New York City NY Transitional Finance
Authority Future Tax Revenue	5.267%	5/1/27	200	243
New York City NY Transitional Finance
Authority Future Tax Revenue	5.767%	8/1/36	775	966
New York City NY Transitional Finance
Authority Future Tax Revenue	5.508%	8/1/37	2,215	2,716
New York City NY Transitional Finance
Authority Future Tax Revenue	5.572%	11/1/38	1,150	1,410
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	7.336%	11/15/39	4,025	5,918
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	6.089%	11/15/40	575	727
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.548%	11/15/31	500	636
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	5.871%	11/15/39	700	824
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.648%	11/15/39	1,750	2,233
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.500%	3/15/30	2,550	3,110
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.289%	3/15/33	500	606
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.628%	3/15/39	2,000	2,427
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.389%	3/15/40	635	774
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.770%	3/15/39	1,625	1,991
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.838%	3/15/40	625	768
New York University Hospitals Center GO	4.428%	7/1/42	875	851
North Carolina Turnpike Authority Revenue	6.700%	1/1/39	170	200
North Texas Tollway Authority System
Revenue	6.718%	1/1/49	2,635	3,580
Ohio State University General Receipts
Revenue	4.910%	6/1/40	1,500	1,726
Ohio State University General Receipts
Revenue	4.800%	6/1/11	2,400	2,558
Ohio Water Development Authority Water
Pollution Control Loan Fund Revenue	4.879%	12/1/34	1,125	1,294
Orange County CA Local Transportation
Authority Sales Tax Revenue	6.908%	2/15/41	1,060	1,484

Oregon Department of Transportation
Highway User Tax Revenue	5.834%	11/15/34	1,305	1,674
Oregon GO	5.762%	6/1/23	600	752
Oregon GO	5.892%	6/1/27	3,500	4,454
8 Oregon School Boards Association GO	4.759%	6/30/28	2,350	2,721
6 Oregon School Boards Association GO	5.528%	6/30/28	1,500	1,779
Pennsylvania GO	4.650%	2/15/26	2,100	2,460
Pennsylvania GO	5.350%	5/1/30	1,000	1,162
Pennsylvania Public School Building Authority
Lease Revenue (School District of
Philadelphia)	5.000%	9/15/27	1,100	1,301
Pennsylvania Turnpike Commission Revenue	6.105%	12/1/39	600	750
Pennsylvania Turnpike Commission Revenue	5.511%	12/1/45	1,575	1,864
Pennsylvania Turnpike Commission Revenue	5.561%	12/1/49	850	1,015
Phoenix AZ GO	5.269%	7/1/34	100	119
Port Authority of New York & New Jersey
Revenue	6.040%	12/1/29	2,260	2,937
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	25	31
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	2,795	3,447
Port Authority of New York & New Jersey
Revenue	4.926%	10/1/51	800	885
Port Authority of New York & New Jersey
Revenue	4.458%	10/1/62	5,825	5,819
Port of Seattle WA Revenue	7.000%	5/1/36	100	117
President & Fellows of Harvard College
Massachusetts GO	6.300%	10/1/37	1,000	1,151
Princeton University New Jersey GO	5.700%	3/1/39	1,500	1,959
Regional Transportation District of Colorado
Sales Tax Revenue	5.844%	11/1/50	810	1,085
Rutgers State University NJ Revenue	5.665%	5/1/40	1,050	1,299
Sacramento CA Municipal Utility District
Revenue	6.156%	5/15/36	905	1,110
Salt River Project Arizona Agricultural
Improvement & Power District Revenue	4.839%	1/1/41	1,100	1,268
San Antonio TX Electric & Gas Systems
Revenue	5.985%	2/1/39	600	784
San Antonio TX Electric & Gas Systems
Revenue	5.718%	2/1/41	1,190	1,514
San Antonio TX Electric & Gas Systems
Revenue	5.808%	2/1/41	1,150	1,496
San Antonio TX Electric & Gas Systems
Revenue	4.427%	2/1/42	1,100	1,197
San Diego County CA Regional
Transportation Authority Sales Tax
Revenue	5.911%	4/1/48	865	1,128
San Diego County CA Water Authority
Revenue	6.138%	5/1/49	1,200	1,563
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.000%	11/1/40	1,325	1,638
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.950%	11/1/50	1,300	1,810
Santa Clara Valley CA Transportation
Authority Sales Tax Revenue	5.876%	4/1/32	1,000	1,222
Sonoma County CA Pension Obligation
Revenue	6.000%	12/1/29	750	849

South Carolina Public Service Authority
Revenue	6.454%	1/1/50	850	1,124
Texas GO	5.517%	4/1/39	2,920	3,727
Texas Transportation Commission Revenue	5.028%	4/1/26	1,000	1,221
Texas Transportation Commission Revenue	5.178%	4/1/30	3,650	4,467
Texas Transportation Commission Revenue	4.631%	4/1/33	1,060	1,218
Texas Transportation Commission Revenue	4.681%	4/1/40	750	860
Tufts University Massachusetts GO	5.017%	4/15/12	1,035	1,126
University of California Regents Medical
Center Revenue	6.548%	5/15/48	900	1,188
University of California Regents Medical
Center Revenue	6.583%	5/15/49	1,075	1,391
University of California Revenue	5.770%	5/15/43	2,800	3,381
University of California Revenue	5.946%	5/15/45	1,400	1,708
University of California Revenue	4.858%	5/15/12	2,500	2,584
University of Massachusetts Building Authority
Revenue	5.450%	11/1/40	575	699
University of Southern California Revenue	5.250%	10/1/11	800	957
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	1,040
University of Texas System Revenue
Financing System Revenue	5.134%	8/15/42	550	667
University of Texas System Revenue
Financing System Revenue	4.794%	8/15/46	575	661
University of Virginia Revenue	6.200%	9/1/39	1,130	1,592
Utah GO	4.554%	7/1/24	1,100	1,288
Utah GO	3.539%	7/1/25	1,200	1,311
Utah Transit Authority Sales Tax Revenue	5.937%	6/15/39	700	919
Virginia Commonwealth Transportation Board
Revenue	5.350%	5/15/35	300	363
Washington Convention Center Public
Facilities District Revenue	6.790%	7/1/40	600	725
Washington GO	5.090%	8/1/33	945	1,112
Washington GO	5.481%	8/1/39	650	813
Washington GO	5.140%	8/1/40	1,210	1,445
6 Wisconsin GO	5.700%	5/1/26	1,400	1,697
Total Taxable Municipal Bonds (Cost $314,965)				376,667
				Market
				Value
	Coupon		Shares	($000)
Temporary Cash Investment (0.3%)
Money Market Fund (0.3%)
9 Vanguard Market Liquidity Fund
(Cost $18,099)	0.147%		18,098,832	18,099
Total Investments (99.2%) (Cost $5,122,816)				5,738,329
Other Assets and Liabilities-Net (0.8%)				47,849
Net Assets (100%)				5,786,178

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 March 31, 2013, the aggregate value of these securities was $51,899,000, representing 0.9% 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.

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).

Long-Term Bond Index Fund

The following table summarizes the market value of the fund's investments as of March 31, 2013, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	2,319,104	—
Asset-Backed/Commercial Mortgage-Backed Securities	—	2,817	—
Corporate Bonds	—	2,679,897	—
Sovereign Bonds	—	341,745	—
Taxable Municipal Bonds	—	376,667	—
Temporary Cash Investments	18,099	—	—
Total	18,099	5,720,230	—

C. At March 31, 2013, the cost of investment securities for tax purposes was $5,122,816,000. Net unrealized appreciation of investment securities for tax purposes was $615,513,000, consisting of unrealized gains of $647,536,000 on securities that had risen in value since their purchase and $32,023,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Total Bond Market Index Fund

Schedule of Investments
As of March 31, 2013

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (68.5%)
U.S. Government Securities (39.6%)
United States Treasury Note/Bond	1.875%	2/28/14	580,635	589,710
United States Treasury Note/Bond	1.750%	3/31/14	409,670	416,073
United States Treasury Note/Bond	1.250%	4/15/14	46,135	46,647
United States Treasury Note/Bond	1.875%	4/30/14	558,225	568,429
United States Treasury Note/Bond	1.000%	5/15/14	734,615	741,271
United States Treasury Note/Bond	4.750%	5/15/14	405,403	426,115
United States Treasury Note/Bond	0.250%	5/31/14	1,950	1,951
United States Treasury Note/Bond	2.250%	5/31/14	238,021	243,712
United States Treasury Note/Bond	0.750%	6/15/14	62,060	62,477
United States Treasury Note/Bond	0.250%	6/30/14	134,470	134,555
United States Treasury Note/Bond	2.625%	6/30/14	229,140	236,051
United States Treasury Note/Bond	0.625%	7/15/14	261,450	262,880
United States Treasury Note/Bond	0.125%	7/31/14	318,350	318,003
United States Treasury Note/Bond	2.625%	7/31/14	207,436	214,145
United States Treasury Note/Bond	0.500%	8/15/14	422,000	423,713
United States Treasury Note/Bond	4.250%	8/15/14	508,065	536,247
United States Treasury Note/Bond	0.250%	8/31/14	337,085	337,243
United States Treasury Note/Bond	2.375%	8/31/14	123,185	126,938
United States Treasury Note/Bond	0.250%	9/15/14	15,180	15,187
United States Treasury Note/Bond	2.375%	9/30/14	149,239	154,065
United States Treasury Note/Bond	0.500%	10/15/14	224,320	225,267
United States Treasury Note/Bond	2.375%	10/31/14	291,570	301,411
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	96,186
United States Treasury Note/Bond	0.250%	11/30/14	463,290	463,508
United States Treasury Note/Bond	2.125%	11/30/14	610,271	629,440
United States Treasury Note/Bond	0.250%	12/15/14	393,675	393,860
United States Treasury Note/Bond	0.125%	12/31/14	21,207	21,171
United States Treasury Note/Bond	2.625%	12/31/14	141,890	147,787
United States Treasury Note/Bond	0.250%	1/15/15	66,345	66,356
United States Treasury Note/Bond	0.250%	1/31/15	3,978	3,978
United States Treasury Note/Bond	2.250%	1/31/15	157,512	163,321
United States Treasury Note/Bond	0.250%	2/15/15	668,213	668,213
United States Treasury Note/Bond	4.000%	2/15/15	61,186	65,469
United States Treasury Note/Bond	11.250%	2/15/15	42,200	50,864
United States Treasury Note/Bond	0.250%	2/28/15	209,395	209,429
United States Treasury Note/Bond	2.375%	2/28/15	328,037	341,313
United States Treasury Note/Bond	0.375%	3/15/15	167,419	167,811
United States Treasury Note/Bond	2.500%	3/31/15	153,695	160,564
United States Treasury Note/Bond	0.375%	4/15/15	649,725	651,148
United States Treasury Note/Bond	2.500%	4/30/15	185,635	194,250
United States Treasury Note/Bond	0.250%	5/15/15	93,435	93,377
United States Treasury Note/Bond	4.125%	5/15/15	248,515	268,707
United States Treasury Note/Bond	2.125%	5/31/15	81,080	84,310
United States Treasury Note/Bond	0.375%	6/15/15	709,495	710,935
United States Treasury Note/Bond	1.875%	6/30/15	96,597	100,053
United States Treasury Note/Bond	0.250%	7/15/15	502,910	502,518
United States Treasury Note/Bond	1.750%	7/31/15	249,678	258,182
United States Treasury Note/Bond	0.250%	8/15/15	505,229	504,678

United States Treasury Note/Bond	4.250%	8/15/15	17,215	18,824
United States Treasury Note/Bond	10.630%	8/15/15	5,935	7,384
United States Treasury Note/Bond	1.250%	8/31/15	93,965	96,123
United States Treasury Note/Bond	0.250%	9/15/15	190,275	190,037
United States Treasury Note/Bond	1.250%	9/30/15	197,850	202,517
United States Treasury Note/Bond	0.250%	10/15/15	462,405	461,684
United States Treasury Note/Bond	1.250%	10/31/15	125,615	128,619
United States Treasury Note/Bond	0.375%	11/15/15	774,369	775,577
United States Treasury Note/Bond	4.500%	11/15/15	365,884	405,732
United States Treasury Note/Bond	9.875%	11/15/15	262,900	328,296
United States Treasury Note/Bond	1.375%	11/30/15	290,672	298,712
United States Treasury Note/Bond	0.250%	12/15/15	347,769	347,063
United States Treasury Note/Bond	2.125%	12/31/15	248,055	260,187
United States Treasury Note/Bond	0.375%	1/15/16	429,155	429,558
United States Treasury Note/Bond	2.000%	1/31/16	107,615	112,626
United States Treasury Note/Bond	0.375%	2/15/16	596,295	596,856
United States Treasury Note/Bond	4.500%	2/15/16	197,668	221,141
United States Treasury Note/Bond	9.250%	2/15/16	2,210	2,772
United States Treasury Note/Bond	2.125%	2/29/16	76,050	79,948
United States Treasury Note/Bond	2.625%	2/29/16	157,072	167,381
United States Treasury Note/Bond	0.375%	3/15/16	436,525	436,866
United States Treasury Note/Bond	2.250%	3/31/16	714	754
United States Treasury Note/Bond	2.375%	3/31/16	55,025	58,318
United States Treasury Note/Bond	2.000%	4/30/16	78,680	82,590
United States Treasury Note/Bond	2.625%	4/30/16	245,360	262,152
United States Treasury Note/Bond	5.125%	5/15/16	281,990	323,319
United States Treasury Note/Bond	7.250%	5/15/16	48,085	58,295
United States Treasury Note/Bond	1.750%	5/31/16	7,435	7,752
United States Treasury Note/Bond	1.500%	6/30/16	216,455	224,066
United States Treasury Note/Bond	3.250%	6/30/16	339,965	371,092
United States Treasury Note/Bond	1.500%	7/31/16	16,310	16,891
United States Treasury Note/Bond	4.875%	8/15/16	433	497
United States Treasury Note/Bond	1.000%	8/31/16	11,470	11,685
United States Treasury Note/Bond	3.000%	8/31/16	332,417	361,141
United States Treasury Note/Bond	1.000%	9/30/16	262,120	267,035
United States Treasury Note/Bond	3.000%	9/30/16	452,335	492,199
United States Treasury Note/Bond	1.000%	10/31/16	101,910	103,821
United States Treasury Note/Bond	3.125%	10/31/16	211,860	231,821
United States Treasury Note/Bond	4.625%	11/15/16	100,171	115,040
United States Treasury Note/Bond	7.500%	11/15/16	85,617	107,128
United States Treasury Note/Bond	0.875%	11/30/16	6,436	6,527
United States Treasury Note/Bond	2.750%	11/30/16	211,667	228,998
United States Treasury Note/Bond	3.250%	12/31/16	96,050	105,850
United States Treasury Note/Bond	0.875%	1/31/17	85,500	86,635
United States Treasury Note/Bond	3.125%	1/31/17	306,380	336,635
United States Treasury Note/Bond	4.625%	2/15/17	51,240	59,286
United States Treasury Note/Bond	0.875%	2/28/17	69,524	70,437
United States Treasury Note/Bond	3.000%	2/28/17	9,180	10,055
United States Treasury Note/Bond	1.000%	3/31/17	191,035	194,409
United States Treasury Note/Bond	3.250%	3/31/17	3,235	3,580
United States Treasury Note/Bond	0.875%	4/30/17	63,600	64,375
United States Treasury Note/Bond	3.125%	4/30/17	11,200	12,352
United States Treasury Note/Bond	4.500%	5/15/17	23,085	26,768
United States Treasury Note/Bond	8.750%	5/15/17	187,065	249,382
United States Treasury Note/Bond	0.625%	5/31/17	310,595	311,080
United States Treasury Note/Bond	2.750%	5/31/17	288,760	314,477
United States Treasury Note/Bond	0.750%	6/30/17	25,890	26,044

United States Treasury Note/Bond	2.500%	6/30/17	472,070	509,689
United States Treasury Note/Bond	0.500%	7/31/17	262,646	261,252
United States Treasury Note/Bond	2.375%	7/31/17	66,800	71,810
United States Treasury Note/Bond	4.750%	8/15/17	420,505	495,540
United States Treasury Note/Bond	8.875%	8/15/17	43,470	58,970
United States Treasury Note/Bond	0.625%	8/31/17	278,595	278,422
United States Treasury Note/Bond	1.875%	8/31/17	35,650	37,577
United States Treasury Note/Bond	0.625%	9/30/17	129,365	129,163
United States Treasury Note/Bond	1.875%	9/30/17	59,575	62,796
United States Treasury Note/Bond	0.750%	10/31/17	239,985	240,736
United States Treasury Note/Bond	1.875%	10/31/17	235,402	248,128
United States Treasury Note/Bond	4.250%	11/15/17	184,530	214,573
United States Treasury Note/Bond	0.625%	11/30/17	332,400	331,466
United States Treasury Note/Bond	0.750%	12/31/17	3,235	3,241
United States Treasury Note/Bond	0.875%	1/31/18	527,215	531,006
United States Treasury Note/Bond	2.625%	1/31/18	450	491
United States Treasury Note/Bond	3.500%	2/15/18	151,535	171,638
United States Treasury Note/Bond	0.750%	2/28/18	123,810	123,868
United States Treasury Note/Bond	2.750%	2/28/18	294,925	323,680
United States Treasury Note/Bond	0.750%	3/31/18	236,825	236,640
United States Treasury Note/Bond	2.875%	3/31/18	34,300	37,869
United States Treasury Note/Bond	2.625%	4/30/18	36,750	40,138
United States Treasury Note/Bond	3.875%	5/15/18	381,008	440,361
United States Treasury Note/Bond	9.125%	5/15/18	20,800	29,542
United States Treasury Note/Bond	2.375%	5/31/18	369,390	398,941
United States Treasury Note/Bond	2.375%	6/30/18	387,575	418,643
United States Treasury Note/Bond	2.250%	7/31/18	28,950	31,094
United States Treasury Note/Bond	4.000%	8/15/18	171,467	200,241
United States Treasury Note/Bond	1.500%	8/31/18	256,250	265,060
United States Treasury Note/Bond	1.375%	9/30/18	107,600	110,559
United States Treasury Note/Bond	1.750%	10/31/18	166,465	174,321
United States Treasury Note/Bond	3.750%	11/15/18	204,005	236,264
United States Treasury Note/Bond	9.000%	11/15/18	25	36
United States Treasury Note/Bond	1.375%	12/31/18	57,775	59,219
United States Treasury Note/Bond	1.250%	1/31/19	3,000	3,052
United States Treasury Note/Bond	2.750%	2/15/19	16,670	18,387
United States Treasury Note/Bond	8.875%	2/15/19	123,475	179,791
United States Treasury Note/Bond	1.375%	2/28/19	54,400	55,666
United States Treasury Note/Bond	1.500%	3/31/19	24,350	25,077
United States Treasury Note/Bond	1.250%	4/30/19	248,215	251,705
United States Treasury Note/Bond	3.125%	5/15/19	146,985	165,680
United States Treasury Note/Bond	1.125%	5/31/19	17,500	17,601
United States Treasury Note/Bond	1.000%	6/30/19	135,825	135,358
United States Treasury Note/Bond	0.875%	7/31/19	147,985	146,159
United States Treasury Note/Bond	3.625%	8/15/19	196,162	227,334
United States Treasury Note/Bond	8.125%	8/15/19	144,610	208,170
United States Treasury Note/Bond	1.000%	8/31/19	173,450	172,366
United States Treasury Note/Bond	1.000%	9/30/19	165,893	164,778
United States Treasury Note/Bond	3.375%	11/15/19	414,671	474,993
United States Treasury Note/Bond	1.000%	11/30/19	242,000	239,694
United States Treasury Note/Bond	1.125%	12/31/19	30,782	30,696
United States Treasury Note/Bond	1.375%	1/31/20	388,708	393,567
United States Treasury Note/Bond	3.625%	2/15/20	358,797	417,213
United States Treasury Note/Bond	8.500%	2/15/20	11,649	17,341
United States Treasury Note/Bond	1.250%	2/29/20	305,856	306,621
United States Treasury Note/Bond	3.500%	5/15/20	451,293	521,528
United States Treasury Note/Bond	2.625%	8/15/20	245,942	268,847

United States Treasury Note/Bond	8.750%	8/15/20	244,040	373,457
United States Treasury Note/Bond	2.625%	11/15/20	398,914	435,439
United States Treasury Note/Bond	3.625%	2/15/21	350,677	408,868
United States Treasury Note/Bond	7.875%	2/15/21	208,624	310,328
United States Treasury Note/Bond	3.125%	5/15/21	346,910	390,926
United States Treasury Note/Bond	2.125%	8/15/21	7,214	7,544
United States Treasury Note/Bond	8.125%	8/15/21	136,690	208,687
United States Treasury Note/Bond	2.000%	11/15/21	342,707	353,683
United States Treasury Note/Bond	8.000%	11/15/21	64,031	97,637
United States Treasury Note/Bond	2.000%	2/15/22	3,802	3,911
United States Treasury Note/Bond	1.750%	5/15/22	270,509	271,523
United States Treasury Note/Bond	1.625%	8/15/22	404,600	399,668
United States Treasury Note/Bond	7.250%	8/15/22	3,014	4,480
United States Treasury Note/Bond	1.625%	11/15/22	613,074	602,731
United States Treasury Note/Bond	7.625%	11/15/22	7,466	11,408
United States Treasury Note/Bond	2.000%	2/15/23	387,453	392,660
United States Treasury Note/Bond	7.125%	2/15/23	163,535	243,463
United States Treasury Note/Bond	6.250%	8/15/23	600,304	850,277
United States Treasury Note/Bond	7.500%	11/15/24	1,325	2,079
United States Treasury Note/Bond	7.625%	2/15/25	2,112	3,356
United States Treasury Note/Bond	6.875%	8/15/25	97,025	147,190
United States Treasury Note/Bond	6.000%	2/15/26	66,874	95,275
United States Treasury Note/Bond	6.750%	8/15/26	32,360	49,197
United States Treasury Note/Bond	6.500%	11/15/26	45,224	67,567
United States Treasury Note/Bond	6.375%	8/15/27	48,485	72,220
United States Treasury Note/Bond	5.500%	8/15/28	40,570	56,291
United States Treasury Note/Bond	5.250%	11/15/28	28,045	38,027
United States Treasury Note/Bond	5.250%	2/15/29	160,620	218,067
United States Treasury Note/Bond	6.125%	8/15/29	190,935	283,330
United States Treasury Note/Bond	6.250%	5/15/30	71,718	108,395
United States Treasury Note/Bond	5.375%	2/15/31	51,205	71,295
United States Treasury Note/Bond	4.500%	2/15/36	119	151
United States Treasury Note/Bond	5.000%	5/15/37	3,414	4,656
United States Treasury Note/Bond	4.375%	2/15/38	103	129
United States Treasury Note/Bond	4.500%	5/15/38	1,268	1,618
United States Treasury Note/Bond	3.500%	2/15/39	129,059	140,594
United States Treasury Note/Bond	4.250%	5/15/39	311,048	382,881
United States Treasury Note/Bond	4.500%	8/15/39	111,272	142,324
United States Treasury Note/Bond	4.375%	11/15/39	366,151	459,633
United States Treasury Note/Bond	4.625%	2/15/40	181,902	237,240
United States Treasury Note/Bond	4.375%	5/15/40	266,725	334,948
United States Treasury Note/Bond	3.875%	8/15/40	174,217	201,902
United States Treasury Note/Bond	4.250%	11/15/40	203,155	250,263
United States Treasury Note/Bond	4.750%	2/15/41	261,530	347,916
United States Treasury Note/Bond	4.375%	5/15/41	130,808	164,410
United States Treasury Note/Bond	3.750%	8/15/41	10	11
United States Treasury Note/Bond	3.125%	11/15/41	311,950	314,436
United States Treasury Note/Bond	3.125%	2/15/42	166,013	167,180
United States Treasury Note/Bond	3.000%	5/15/42	164,354	161,246
United States Treasury Note/Bond	2.750%	8/15/42	168,500	156,678
United States Treasury Note/Bond	2.750%	11/15/42	414,459	384,995
				46,159,064
Agency Bonds and Notes (4.1%)
Egypt Government AID Bonds	4.450%	9/15/15	16,750	18,384
1 Federal Agricultural Mortgage Corp.	2.125%	9/15/15	2,825	2,942
1 Federal Agricultural Mortgage Corp.	2.000%	7/27/16	3,575	3,745
1 Federal Farm Credit Banks	2.625%	4/17/14	13,185	13,515

1 Federal Farm Credit Banks	3.000%	9/22/14	5,625	5,854
1 Federal Farm Credit Banks	1.625%	11/19/14	13,425	13,725
1 Federal Farm Credit Banks	0.270%	2/24/15	10,000	9,994
1 Federal Farm Credit Banks	0.500%	6/23/15	8,550	8,580
1 Federal Farm Credit Banks	1.500%	11/16/15	6,825	7,017
1 Federal Farm Credit Banks	4.875%	12/16/15	1,625	1,820
1 Federal Farm Credit Banks	1.050%	3/28/16	4,000	4,069
1 Federal Farm Credit Banks	5.125%	8/25/16	9,075	10,492
1 Federal Farm Credit Banks	4.875%	1/17/17	8,030	9,310
1 Federal Farm Credit Banks	5.150%	11/15/19	15,675	19,467
1 Federal Home Loan Banks	1.375%	5/28/14	21,020	21,300
1 Federal Home Loan Banks	2.500%	6/13/14	37,450	38,444
1 Federal Home Loan Banks	5.500%	8/13/14	92,300	98,944
1 Federal Home Loan Banks	4.500%	11/14/14	35,450	37,864
1 Federal Home Loan Banks	2.750%	12/12/14	18,950	19,721
1 Federal Home Loan Banks	0.250%	1/16/15	22,750	22,741
1 Federal Home Loan Banks	0.250%	2/20/15	45,975	45,939
1 Federal Home Loan Banks	0.500%	11/20/15	270	271
1 Federal Home Loan Banks	3.125%	3/11/16	26,225	28,300
1 Federal Home Loan Banks	5.375%	5/18/16	36,700	42,327
1 Federal Home Loan Banks	5.625%	6/13/16	3,705	4,288
1 Federal Home Loan Banks	5.125%	10/19/16	15,845	18,385
1 Federal Home Loan Banks	4.750%	12/16/16	21,510	24,832
1 Federal Home Loan Banks	4.875%	5/17/17	120,810	141,532
1 Federal Home Loan Banks	1.000%	6/21/17	17,080	17,303
1 Federal Home Loan Banks	5.000%	11/17/17	7,280	8,675
1 Federal Home Loan Banks	5.375%	8/15/18	4,750	5,844
1 Federal Home Loan Banks	4.125%	3/13/20	10,515	12,435
1 Federal Home Loan Banks	5.250%	12/11/20	6,850	8,720
1 Federal Home Loan Banks	5.625%	6/11/21	16,125	21,018
1 Federal Home Loan Banks	2.125%	3/10/23	28,500	28,511
1 Federal Home Loan Banks	5.375%	8/15/24	24,600	31,844
1 Federal Home Loan Banks	5.500%	7/15/36	18,660	25,169
2 Federal Home Loan Mortgage Corp.	2.500%	4/23/14	105,013	107,548
2 Federal Home Loan Mortgage Corp.	0.375%	4/28/14	74,000	74,122
2 Federal Home Loan Mortgage Corp.	5.000%	7/15/14	47,900	50,837
2 Federal Home Loan Mortgage Corp.	3.000%	7/28/14	82,250	85,259
2 Federal Home Loan Mortgage Corp.	1.000%	7/30/14	14,700	14,852
2 Federal Home Loan Mortgage Corp.	1.000%	8/20/14	7,678	7,758
2 Federal Home Loan Mortgage Corp.	1.000%	8/27/14	32,145	32,491
2 Federal Home Loan Mortgage Corp.	0.500%	9/19/14	12,500	12,540
2 Federal Home Loan Mortgage Corp.	0.000%	11/24/14	7,400	7,348
2 Federal Home Loan Mortgage Corp.	0.750%	11/25/14	33,600	33,875
2 Federal Home Loan Mortgage Corp.	0.625%	12/29/14	129,250	130,044
2 Federal Home Loan Mortgage Corp.	5.050%	1/26/15	600	652
2 Federal Home Loan Mortgage Corp.	2.875%	2/9/15	728	763
2 Federal Home Loan Mortgage Corp.	0.500%	4/17/15	130,375	130,874
2 Federal Home Loan Mortgage Corp.	1.750%	9/10/15	25,045	25,883
2 Federal Home Loan Mortgage Corp.	5.250%	4/18/16	48,925	55,995
2 Federal Home Loan Mortgage Corp.	0.500%	5/13/16	26,000	26,025
2 Federal Home Loan Mortgage Corp.	2.500%	5/27/16	14,318	15,228
2 Federal Home Loan Mortgage Corp.	5.500%	7/18/16	91,500	106,414
2 Federal Home Loan Mortgage Corp.	2.000%	8/25/16	51,675	54,234
2 Federal Home Loan Mortgage Corp.	5.000%	2/16/17	28,225	32,894
2 Federal Home Loan Mortgage Corp.	1.000%	3/8/17	35,000	35,423
2 Federal Home Loan Mortgage Corp.	5.000%	4/18/17	10,000	11,736
2 Federal Home Loan Mortgage Corp.	1.250%	5/12/17	90,075	92,206

2 Federal Home Loan Mortgage Corp.	1.000%	6/29/17	51,125	51,774
2 Federal Home Loan Mortgage Corp.	1.000%	7/28/17	22,000	22,247
2 Federal Home Loan Mortgage Corp.	5.500%	8/23/17	33,450	40,312
2 Federal Home Loan Mortgage Corp.	1.000%	9/29/17	87,700	88,527
2 Federal Home Loan Mortgage Corp.	5.125%	11/17/17	24,870	29,714
2 Federal Home Loan Mortgage Corp.	0.750%	1/12/18	30,175	30,026
2 Federal Home Loan Mortgage Corp.	0.875%	3/7/18	28,400	28,358
2 Federal Home Loan Mortgage Corp.	4.875%	6/13/18	22,750	27,288
2 Federal Home Loan Mortgage Corp.	3.750%	3/27/19	79,963	91,832
2 Federal Home Loan Mortgage Corp.	1.750%	5/30/19	62,047	64,023
2 Federal Home Loan Mortgage Corp.	1.250%	8/1/19	30,000	29,996
2 Federal Home Loan Mortgage Corp.	1.250%	10/2/19	76,750	76,454
2 Federal Home Loan Mortgage Corp.	2.375%	1/13/22	64,454	67,076
2 Federal Home Loan Mortgage Corp.	6.750%	9/15/29	11,375	16,989
2 Federal Home Loan Mortgage Corp.	6.750%	3/15/31	38,739	58,555
2 Federal Home Loan Mortgage Corp.	6.250%	7/15/32	1,088	1,588
2 Federal National Mortgage Assn.	4.125%	4/15/14	26,200	27,261
2 Federal National Mortgage Assn.	2.500%	5/15/14	42,050	43,123
2 Federal National Mortgage Assn.	1.125%	6/27/14	12,775	12,918
2 Federal National Mortgage Assn.	0.875%	8/28/14	33,057	33,357
2 Federal National Mortgage Assn.	3.000%	9/16/14	32,075	33,367
2 Federal National Mortgage Assn.	4.625%	10/15/14	28,500	30,413
2 Federal National Mortgage Assn.	0.625%	10/30/14	29,040	29,211
2 Federal National Mortgage Assn.	2.625%	11/20/14	18,230	18,936
2 Federal National Mortgage Assn.	0.750%	12/19/14	50,882	51,298
2 Federal National Mortgage Assn.	0.375%	3/16/15	109,000	109,134
2 Federal National Mortgage Assn.	5.000%	4/15/15	1,260	1,380
2 Federal National Mortgage Assn.	0.500%	5/27/15	44,853	45,014
2 Federal National Mortgage Assn.	0.500%	7/2/15	29,578	29,676
2 Federal National Mortgage Assn.	2.375%	7/28/15	30,125	31,528
2 Federal National Mortgage Assn.	2.000%	9/21/15	12,000	12,483
2 Federal National Mortgage Assn.	0.500%	9/28/15	39,725	39,841
2 Federal National Mortgage Assn.	4.375%	10/15/15	17,755	19,556
2 Federal National Mortgage Assn.	1.625%	10/26/15	18,807	19,416
2 Federal National Mortgage Assn.	0.375%	12/21/15	29,225	29,207
2 Federal National Mortgage Assn.	8.200%	3/10/16	50	61
2 Federal National Mortgage Assn.	5.000%	3/15/16	5,850	6,635
2 Federal National Mortgage Assn.	0.500%	3/30/16	43,425	43,504
2 Federal National Mortgage Assn.	2.375%	4/11/16	73,565	77,799
2 Federal National Mortgage Assn.	5.250%	9/15/16	22,175	25,747
2 Federal National Mortgage Assn.	1.250%	9/28/16	55,325	56,646
2 Federal National Mortgage Assn.	1.375%	11/15/16	75,450	77,547
2 Federal National Mortgage Assn.	1.250%	1/30/17	25,100	25,661
2 Federal National Mortgage Assn.	5.000%	2/13/17	79,525	92,685
2 Federal National Mortgage Assn.	1.125%	4/27/17	117,975	120,242
2 Federal National Mortgage Assn.	5.000%	5/11/17	142,481	167,482
2 Federal National Mortgage Assn.	5.375%	6/12/17	96,445	115,079
2 Federal National Mortgage Assn.	0.875%	10/26/17	82,000	82,290
2 Federal National Mortgage Assn.	0.875%	12/20/17	50,000	50,021
2 Federal National Mortgage Assn.	0.875%	2/8/18	79,000	78,996
2 Federal National Mortgage Assn.	0.000%	10/9/19	14,545	12,801
2 Federal National Mortgage Assn.	6.250%	5/15/29	4,295	6,107
2 Federal National Mortgage Assn.	7.125%	1/15/30	24,989	38,532
2 Federal National Mortgage Assn.	7.250%	5/15/30	47,677	74,704
2 Federal National Mortgage Assn.	6.625%	11/15/30	6,975	10,423
2 Federal National Mortgage Assn.	5.625%	7/15/37	7,240	10,122
1 Financing Corp.	9.800%	4/6/18	1,750	2,495

1	Financing Corp.	10.350%	8/3/18	4,900	7,194
1	Financing Corp.	9.650%	11/2/18	10,535	15,263
1	Financing Corp.	9.700%	4/5/19	1,575	2,319
	Israel Government AID Bond	5.500%	9/18/23	242	313
	Israel Government AID Bond	5.500%	12/4/23	3,213	4,181
	Israel Government AID Bond	5.500%	4/26/24	19,280	25,100
	Private Export Funding Corp.	3.050%	10/15/14	4,600	4,792
	Private Export Funding Corp.	4.950%	11/15/15	41	46
	Private Export Funding Corp.	1.375%	2/15/17	2,025	2,072
	Private Export Funding Corp.	2.250%	12/15/17	4,600	4,886
	Private Export Funding Corp.	4.375%	3/15/19	8,700	10,272
	Private Export Funding Corp.	1.450%	8/15/19	3,800	3,827
	Private Export Funding Corp.	4.300%	12/15/21	3,800	4,526
	Private Export Funding Corp.	2.800%	5/15/22	2,625	2,790
	Private Export Funding Corp.	2.050%	11/15/22	3,300	3,276
	Private Export Funding Corp.	2.450%	7/15/24	4,250	4,280
	Resolution Funding Corp.	8.125%	10/15/19	450	638
	Resolution Funding Corp.	8.875%	7/15/20	180	272
	Resolution Funding Corp.	8.625%	1/15/30	110	195
	Small Business Administration Variable Rate
	Interest Only Custodial Receipts (U.S.
	Government Guaranteed)	2.719%	7/15/17	4,449	13
1	Tennessee Valley Authority	5.500%	7/18/17	17,208	20,613
1	Tennessee Valley Authority	4.500%	4/1/18	6,325	7,424
1	Tennessee Valley Authority	3.875%	2/15/21	9,400	10,997
1	Tennessee Valley Authority	1.875%	8/15/22	7,300	7,247
1	Tennessee Valley Authority	6.750%	11/1/25	2,565	3,732
1	Tennessee Valley Authority	7.125%	5/1/30	27,055	40,835
1	Tennessee Valley Authority	4.650%	6/15/35	15,169	17,835
1	Tennessee Valley Authority	5.880%	4/1/36	9,850	13,487
1	Tennessee Valley Authority	6.150%	1/15/38	920	1,311
1	Tennessee Valley Authority	5.500%	6/15/38	2,550	3,382
1	Tennessee Valley Authority	5.250%	9/15/39	9,108	11,743
1	Tennessee Valley Authority	3.500%	12/15/42	9,000	8,734
1	Tennessee Valley Authority	4.875%	1/15/48	6,951	8,311
1	Tennessee Valley Authority	5.375%	4/1/56	6,250	8,095
1	Tennessee Valley Authority	4.625%	9/15/60	7,468	8,627
					4,764,407
Conventional Mortgage-Backed Securities (24.0%)
2,3,4Fannie Mae Pool		2.000%	4/1/28	55,125	55,849
2,3,4Fannie Mae Pool		2.500%	1/1/27–2/1/43	547,077	565,936
2,3,4Fannie Mae Pool		3.000%	10/1/20–4/1/43	1,634,876	1,702,033
2,3,4Fannie Mae Pool		3.500%	10/1/18–4/1/43	1,991,234	2,109,260
2,3,4Fannie Mae Pool		4.000%	6/1/18–4/1/43	2,055,355	2,199,028
2,3,4Fannie Mae Pool		4.500%	2/1/18–4/1/43	1,602,041	1,730,966
2,3,4Fannie Mae Pool		5.000%	3/1/17–4/1/43	1,390,297	1,514,123
2,3	Fannie Mae Pool	5.500%	2/1/14–4/1/43	1,165,706	1,277,600
2,3,4Fannie Mae Pool		6.000%	4/1/13–4/1/43	857,016	944,120
2,3	Fannie Mae Pool	6.500%	6/1/13–4/1/43	282,662	316,227
2,3	Fannie Mae Pool	7.000%	6/1/13–11/1/38	81,206	92,615
2,3	Fannie Mae Pool	7.500%	4/1/15–12/1/32	5,977	6,662
2,3	Fannie Mae Pool	8.000%	6/1/15–9/1/31	1,897	2,121
2,3	Fannie Mae Pool	8.500%	9/1/15–5/1/32	733	828
2,3	Fannie Mae Pool	9.000%	2/1/17–8/1/30	209	233
2,3	Fannie Mae Pool	9.500%	3/1/17–11/1/25	245	282
2,3	Fannie Mae Pool	10.000%	10/1/14–12/1/17	13	14
2,3	Fannie Mae Pool	11.000%	9/1/19	1	2

2,3,4Freddie Mac Gold Pool		2.000%	4/1/28	20,800	21,040
2,3,4Freddie Mac Gold Pool		2.500%	3/1/27–3/1/43	379,055	390,379
2,3,4Freddie Mac Gold Pool		3.000%	11/1/26–4/1/43	781,720	811,481
2,3,4Freddie Mac Gold Pool		3.500%	6/1/19–4/1/43	1,107,391	1,167,181
2,3,4Freddie Mac Gold Pool		4.000%	7/1/13–4/1/43	1,241,785	1,320,889
2,3,4Freddie Mac Gold Pool		4.500%	11/1/13–4/1/43	1,118,177	1,197,163
2,3	Freddie Mac Gold Pool	5.000%	4/1/14–4/1/43	877,339	945,129
2,3,4Freddie Mac Gold Pool		5.500%	12/1/13–4/1/43	817,234	887,593
2,3,4Freddie Mac Gold Pool		6.000%	4/1/13–4/1/43	524,825	574,561
2,3	Freddie Mac Gold Pool	6.500%	4/1/13–9/1/39	157,876	176,994
2,3	Freddie Mac Gold Pool	7.000%	4/1/13–12/1/38	38,774	44,142
2,3	Freddie Mac Gold Pool	7.500%	7/1/13–2/1/32	3,551	3,989
2,3	Freddie Mac Gold Pool	8.000%	12/1/14–1/1/32	3,301	3,720
2,3	Freddie Mac Gold Pool	8.500%	3/1/21–7/1/31	625	721
2,3	Freddie Mac Gold Pool	9.000%	7/1/20–3/1/31	449	505
2,3	Freddie Mac Gold Pool	9.500%	4/1/16–6/1/25	82	92
2,3	Freddie Mac Gold Pool	10.000%	10/1/16–4/1/25	10	12
2,3	Freddie Mac Non Gold Pool	8.000%	2/1/17–6/1/17	5	6
2,3	Freddie Mac Non Gold Pool	8.500%	6/1/18	18	20
2,3	Freddie Mac Non Gold Pool	9.500%	10/1/18–3/1/20	3	3
3,4	Ginnie Mae I Pool	3.000%	1/15/26–4/1/43	112,980	118,166
3,4	Ginnie Mae I Pool	3.500%	11/15/25–4/1/43	265,806	285,935
3,4	Ginnie Mae I Pool	4.000%	8/15/18–4/1/43	501,788	547,042
3,4	Ginnie Mae I Pool	4.500%	5/15/18–4/1/43	703,490	771,000
3	Ginnie Mae I Pool	4.750%	8/15/33	15	16
3,4	Ginnie Mae I Pool	5.000%	1/15/17–4/1/43	443,371	484,390
3	Ginnie Mae I Pool	5.500%	3/15/15–11/15/39	284,548	312,804
3,4	Ginnie Mae I Pool	6.000%	10/15/13–4/1/43	209,429	236,314
3	Ginnie Mae I Pool	6.500%	4/15/13–1/15/39	60,986	69,933
3	Ginnie Mae I Pool	7.000%	1/15/14–9/15/36	11,624	13,147
3	Ginnie Mae I Pool	7.250%	9/15/25	37	37
3	Ginnie Mae I Pool	7.500%	5/15/17–6/15/32	4,663	5,203
3	Ginnie Mae I Pool	7.750%	2/15/30	3	4
3	Ginnie Mae I Pool	8.000%	8/15/16–12/15/30	3,332	3,725
3	Ginnie Mae I Pool	8.250%	6/15/27	2	3
3	Ginnie Mae I Pool	8.500%	1/15/17–3/15/31	706	770
3	Ginnie Mae I Pool	9.000%	5/15/16–2/15/31	1,129	1,225
3	Ginnie Mae I Pool	9.500%	7/15/16–9/15/25	302	339
3	Ginnie Mae I Pool	10.000%	2/15/18–2/15/25	112	124
3	Ginnie Mae I Pool	10.500%	7/15/15–4/15/25	70	75
3	Ginnie Mae I Pool	11.000%	9/15/15–11/15/15	5	5
3	Ginnie Mae I Pool	11.500%	8/15/15–4/15/16	3	3
3	Ginnie Mae II Pool	2.500%	2/20/28–2/20/28	17,277	18,092
3,4	Ginnie Mae II Pool	3.000%	10/20/26–4/1/43	505,431	529,055
3,4	Ginnie Mae II Pool	3.500%	9/20/25–4/1/43	1,205,575	1,290,673
3,4	Ginnie Mae II Pool	4.000%	9/20/25–4/1/43	852,719	924,713
3,4	Ginnie Mae II Pool	4.500%	4/20/18–4/1/43	963,049	1,057,310
3	Ginnie Mae II Pool	5.000%	12/20/32–4/1/43	660,467	730,618
3	Ginnie Mae II Pool	5.500%	8/20/23–9/20/41	210,047	231,120
3	Ginnie Mae II Pool	6.000%	7/20/23–12/20/41	121,052	135,251
3	Ginnie Mae II Pool	6.500%	12/20/23–9/20/40	54,513	62,494
3	Ginnie Mae II Pool	7.000%	3/20/28–11/20/38	3,965	4,519
3	Ginnie Mae II Pool	7.500%	8/20/30	8	9
3	Ginnie Mae II Pool	8.500%	10/20/30	16	19
					27,897,652
Nonconventional Mortgage-Backed Securities (0.8%)
2,3,5Fannie Mae Pool		1.859%	4/1/37	2,402	2,506

2,3	Fannie Mae Pool	2.209%	9/1/42	12,806	13,340
2,3,5Fannie Mae Pool		2.220%	1/1/35	364	379
2,3	Fannie Mae Pool	2.225%	12/1/41	11,427	12,034
2,3,5Fannie Mae Pool		2.235%	6/1/37	1,790	1,893
2,3,5Fannie Mae Pool		2.245%	12/1/35–10/1/42	9,592	9,964
2,3,5Fannie Mae Pool		2.315%	12/1/36	53	55
2,3,5Fannie Mae Pool		2.320%	5/1/36	185	199
2,3,5Fannie Mae Pool		2.335%	2/1/37	6	7
2,3,5Fannie Mae Pool		2.354%	8/1/37	3,367	3,559
2,3,5Fannie Mae Pool		2.392%	12/1/35	1,857	1,980
2,3,5Fannie Mae Pool		2.400%	11/1/32	22	23
2,3,5Fannie Mae Pool		2.435%	9/1/37	2,120	2,278
2,3,5Fannie Mae Pool		2.440%	11/1/36	49	52
2,3,5Fannie Mae Pool		2.480%	9/1/33	11	11
2,3	Fannie Mae Pool	2.534%	12/1/40	5,883	6,102
2,3,5Fannie Mae Pool		2.551%	1/1/35	2,675	2,884
2,3,5Fannie Mae Pool		2.554%	2/1/36	2,865	2,927
2,3	Fannie Mae Pool	2.555%	10/1/40	9,866	10,235
2,3	Fannie Mae Pool	2.612%	11/1/41	10,717	11,153
2,3	Fannie Mae Pool	2.619%	12/1/41	11,234	11,756
2,3,5Fannie Mae Pool		2.627%	2/1/36	1,672	1,794
2,3,5Fannie Mae Pool		2.637%	10/1/34	30	33
2,3,5Fannie Mae Pool		2.651%	9/1/34	1,251	1,301
2,3,5Fannie Mae Pool		2.667%	1/1/37	2,569	2,770
2,3,5Fannie Mae Pool		2.685%	4/1/36	463	486
2,3	Fannie Mae Pool	2.696%	1/1/42	11,117	11,567
2,3,5Fannie Mae Pool		2.712%	8/1/35	3,113	3,328
2,3,5Fannie Mae Pool		2.747%	5/1/35	2,177	2,309
2,3	Fannie Mae Pool	2.784%	3/1/42	11,154	11,749
2,3,5Fannie Mae Pool		2.789%	4/1/37	402	428
2,3,5Fannie Mae Pool		2.810%	11/1/33	2,346	2,554
2,3,5Fannie Mae Pool		2.818%	7/1/35–1/1/42	9,007	9,552
2,3	Fannie Mae Pool	2.829%	3/1/41	8,398	8,780
2,3	Fannie Mae Pool	2.880%	11/1/41	10,544	10,932
2,3,5Fannie Mae Pool		2.902%	4/1/37	545	588
2,3	Fannie Mae Pool	2.918%	12/1/40	5,361	5,598
2,3,5Fannie Mae Pool		2.935%	9/1/33	34	37
2,3	Fannie Mae Pool	2.969%	5/1/42	1,993	2,122
2,3	Fannie Mae Pool	3.018%	3/1/41	10,753	11,275
2,3	Fannie Mae Pool	3.024%	3/1/42	2,731	2,921
2,3	Fannie Mae Pool	3.039%	2/1/41	4,507	4,713
2,3	Fannie Mae Pool	3.052%	2/1/42	11,492	12,311
2,3	Fannie Mae Pool	3.114%	2/1/41	5,612	5,897
2,3	Fannie Mae Pool	3.142%	12/1/40	5,535	5,812
2,3	Fannie Mae Pool	3.151%	2/1/41	6,889	7,211
2,3	Fannie Mae Pool	3.177%	9/1/40	9,222	9,682
2,3,5Fannie Mae Pool		3.179%	10/1/36	1,835	2,005
2,3	Fannie Mae Pool	3.184%	12/1/40	7,927	8,329
2,3	Fannie Mae Pool	3.214%	8/1/40	8,347	8,763
2,3	Fannie Mae Pool	3.237%	10/1/40	10,410	10,941
2,3	Fannie Mae Pool	3.265%	11/1/40	4,002	4,206
2,3	Fannie Mae Pool	3.267%	1/1/41	6,879	7,203
2,3	Fannie Mae Pool	3.289%	1/1/40	4,684	4,915
2,3	Fannie Mae Pool	3.390%	1/1/40	10,804	11,346
2,3	Fannie Mae Pool	3.401%	5/1/40	3,400	3,579
2,3	Fannie Mae Pool	3.441%	12/1/39	15,989	16,793
2,3	Fannie Mae Pool	3.488%	10/1/39	3,300	3,473

2,3	Fannie Mae Pool	3.505%	5/1/40	3,017	3,182
2,3	Fannie Mae Pool	3.539%	3/1/40	11,163	11,766
2,3	Fannie Mae Pool	3.551%	7/1/41	11,016	11,855
2,3	Fannie Mae Pool	3.580%	8/1/39	3,648	3,858
2,3	Fannie Mae Pool	3.592%	4/1/41	7,709	8,124
2,3	Fannie Mae Pool	3.594%	11/1/39	1,895	1,995
2,3	Fannie Mae Pool	3.634%	11/1/39	4,640	4,888
2,3	Fannie Mae Pool	3.647%	7/1/39	2,447	2,576
2,3	Fannie Mae Pool	3.699%	5/1/40	12,505	13,212
2,3	Fannie Mae Pool	3.786%	2/1/40	15,311	16,220
2,3	Fannie Mae Pool	3.818%	9/1/40	9,031	9,540
2,3	Fannie Mae Pool	4.202%	12/1/39	10,486	11,256
2,3,5Fannie Mae Pool		4.257%	7/1/34	692	748
2,3,5Fannie Mae Pool		4.417%	11/1/34	2,193	2,339
2,3,5Fannie Mae Pool		4.494%	4/1/36	1,678	1,743
2,3,5Fannie Mae Pool		4.626%	10/1/38	7,030	7,567
2,3,5Fannie Mae Pool		4.783%	5/1/33	13	13
2,3	Fannie Mae Pool	4.908%	7/1/38	1,816	1,961
2,3	Fannie Mae Pool	4.923%	1/1/35	14	15
2,3	Fannie Mae Pool	4.974%	12/1/33	1,307	1,402
2,3	Fannie Mae Pool	5.028%	11/1/33	819	879
2,3	Fannie Mae Pool	5.057%	3/1/38	3,363	3,663
2,3	Fannie Mae Pool	5.140%	10/1/37	73	80
2,3	Fannie Mae Pool	5.155%	6/1/35	40	43
2,3	Fannie Mae Pool	5.198%	11/1/35	6	6
2,3	Fannie Mae Pool	5.220%	7/1/36	2,249	2,443
2,3	Fannie Mae Pool	5.259%	7/1/38	427	453
2,3	Fannie Mae Pool	5.498%	4/1/37	367	396
2,3	Fannie Mae Pool	5.573%	5/1/36	2,104	2,296
2,3	Fannie Mae Pool	5.672%	4/1/37	3,403	3,712
2,3	Fannie Mae Pool	5.755%	12/1/37	3,874	4,188
2,3	Fannie Mae Pool	5.915%	1/1/37	218	237
2,3	Fannie Mae Pool	5.930%	10/1/37	3,577	3,904
2,3	Fannie Mae Pool	5.996%	7/1/37	793	862
2,3	Fannie Mae Pool	6.059%	11/1/36	1,970	2,139
2,3,5Fannie Mae Pool		6.074%	6/1/36	227	246
2,3	Fannie Mae Pool	6.170%	10/1/37	5,180	5,608
2,3,5Freddie Mac Non Gold Pool		2.069%	6/1/37	1,843	1,894
2,3,5Freddie Mac Non Gold Pool		2.120%	3/1/37	660	686
2,3,5Freddie Mac Non Gold Pool		2.173%	5/1/37	151	160
2,3,5Freddie Mac Non Gold Pool		2.218%	7/1/35	2,025	2,147
2,3,5Freddie Mac Non Gold Pool		2.250%	6/1/35	8	8
2,3,5Freddie Mac Non Gold Pool		2.261%	1/1/37	3,107	3,305
2,3,5Freddie Mac Non Gold Pool		2.376%	11/1/34	3,014	3,254
2,3,5Freddie Mac Non Gold Pool		2.398%	6/1/36	12	12
2,3,5Freddie Mac Non Gold Pool		2.445%	3/1/37	154	166
2,3,5Freddie Mac Non Gold Pool		2.522%	4/1/37	54	57
2,3,5Freddie Mac Non Gold Pool		2.528%	12/1/34	56	58
2,3,5Freddie Mac Non Gold Pool		2.555%	8/1/37	159	170
2,3	Freddie Mac Non Gold Pool	2.570%	2/1/42	6,116	6,324
2,3,5Freddie Mac Non Gold Pool		2.602%	1/1/35	379	413
2,3	Freddie Mac Non Gold Pool	2.635%	12/1/40	4,745	4,932
2,3,5Freddie Mac Non Gold Pool		2.688%	10/1/37	2,030	2,110
2,3	Freddie Mac Non Gold Pool	2.704%	12/1/40	9,992	10,401
2,3,5Freddie Mac Non Gold Pool		2.720%	12/1/34	2,029	2,110
2,3,5Freddie Mac Non Gold Pool		2.731%	3/1/36–11/1/40	3,791	3,951
2,3,5Freddie Mac Non Gold Pool		2.745%	12/1/34	30	32

2,3,5Freddie Mac Non Gold Pool		2.747%	12/1/35	1,862	1,949
2,3,5Freddie Mac Non Gold Pool		2.769%	3/1/36	59	63
2,3,5Freddie Mac Non Gold Pool		2.770%	12/1/36	3,096	3,239
2,3	Freddie Mac Non Gold Pool	2.803%	1/1/41	8,179	8,499
2,3,5Freddie Mac Non Gold Pool		2.824%	6/1/37	2,401	2,583
2,3,5Freddie Mac Non Gold Pool		2.864%	4/1/35	265	283
2,3,5Freddie Mac Non Gold Pool		2.875%	4/1/33	23	24
2,3,5Freddie Mac Non Gold Pool		2.906%	5/1/33	77	81
2,3	Freddie Mac Non Gold Pool	2.926%	2/1/41	12,098	12,685
2,3	Freddie Mac Non Gold Pool	2.953%	2/1/41	2,830	2,967
2,3,5Freddie Mac Non Gold Pool		3.020%	8/1/37	4,441	4,792
2,3	Freddie Mac Non Gold Pool	3.073%	3/1/41	4,328	4,545
2,3	Freddie Mac Non Gold Pool	3.087%	6/1/41	4,826	5,069
2,3	Freddie Mac Non Gold Pool	3.139%	11/1/40	6,795	7,138
2,3	Freddie Mac Non Gold Pool	3.265%	6/1/40	4,373	4,598
2,3	Freddie Mac Non Gold Pool	3.346%	5/1/40	1,809	1,905
2,3	Freddie Mac Non Gold Pool	3.352%	6/1/41	1,081	1,143
2,3	Freddie Mac Non Gold Pool	3.416%	4/1/40	6,341	6,669
2,3	Freddie Mac Non Gold Pool	3.423%	3/1/42	6,973	7,543
2,3	Freddie Mac Non Gold Pool	3.453%	5/1/40	2,344	2,469
2,3	Freddie Mac Non Gold Pool	3.496%	8/1/40	8,891	9,297
2,3	Freddie Mac Non Gold Pool	3.554%	11/1/39	9,977	10,515
2,3	Freddie Mac Non Gold Pool	3.609%	6/1/40	8,751	9,246
2,3	Freddie Mac Non Gold Pool	3.628%	1/1/40	5,531	5,831
2,3	Freddie Mac Non Gold Pool	3.645%	6/1/40	5,959	6,297
2,3	Freddie Mac Non Gold Pool	3.675%	9/1/40	8,365	8,851
2,3	Freddie Mac Non Gold Pool	4.007%	3/1/40	14,010	14,843
2,3	Freddie Mac Non Gold Pool	4.014%	12/1/39	1,650	1,759
2,3	Freddie Mac Non Gold Pool	4.641%	6/1/34	13	14
2,3	Freddie Mac Non Gold Pool	4.733%	5/1/38	714	769
2,3	Freddie Mac Non Gold Pool	4.892%	12/1/35	6,180	6,448
2,3	Freddie Mac Non Gold Pool	5.015%	10/1/36	3,216	3,382
2,3	Freddie Mac Non Gold Pool	5.048%	7/1/38	4,528	4,892
2,3	Freddie Mac Non Gold Pool	5.188%	8/1/34	7	7
2,3	Freddie Mac Non Gold Pool	5.229%	11/1/33	8	8
2,3	Freddie Mac Non Gold Pool	5.254%	3/1/38	6,298	6,865
2,3	Freddie Mac Non Gold Pool	5.353%	3/1/37	832	900
2,3	Freddie Mac Non Gold Pool	5.465%	3/1/37	438	453
2,3	Freddie Mac Non Gold Pool	5.493%	2/1/36	1,830	1,963
2,3	Freddie Mac Non Gold Pool	5.494%	1/1/38	1,731	1,877
2,3	Freddie Mac Non Gold Pool	5.735%	3/1/37	2,393	2,595
2,3	Freddie Mac Non Gold Pool	5.739%	9/1/37	6,048	6,609
2,3	Freddie Mac Non Gold Pool	5.743%	11/1/36	861	876
2,3	Freddie Mac Non Gold Pool	5.745%	5/1/36	3,117	3,279
2,3	Freddie Mac Non Gold Pool	5.780%	10/1/37	57	62
2,3	Freddie Mac Non Gold Pool	5.816%	6/1/37	4,269	4,635
2,3	Freddie Mac Non Gold Pool	5.827%	5/1/37	5,505	6,013
2,3	Freddie Mac Non Gold Pool	5.994%	12/1/36	1,393	1,513
2,3	Freddie Mac Non Gold Pool	6.025%	1/1/37	1,509	1,635
2,3	Freddie Mac Non Gold Pool	6.125%	12/1/36	2,947	3,222
2,3	Freddie Mac Non Gold Pool	6.183%	8/1/37	1,227	1,340
2,3	Freddie Mac Non Gold Pool	6.402%	2/1/37	884	963
3,5	Ginnie Mae II Pool	1.750%	6/20/29	206	212
3	Ginnie Mae II Pool	2.500%	1/20/41–1/20/42	71,013	74,520
3	Ginnie Mae II Pool	3.000%	12/20/40–11/20/41	40,274	42,243
3,5	Ginnie Mae II Pool	3.500%	10/20/39–8/20/41	25,049	26,526
3	Ginnie Mae II Pool	3.750%	1/20/40	4,949	5,180

3 Ginnie Mae II Pool	4.000%	9/20/39–10/20/41	43,393	45,724
3 Ginnie Mae II Pool	5.000%	7/20/38–10/20/38	2,098	2,190
				900,043
Total U.S. Government and Agency Obligations (Cost $76,612,487)				79,721,166
Asset-Backed/Commercial Mortgage-Backed Securities (2.5%)
3 AEP Texas Central Transition Funding II LLC
2006-A	5.170%	1/1/18	3,251	3,750
3 Ally Auto Receivables Trust 2011-2	1.980%	4/15/16	7,275	7,398
3 Ally Auto Receivables Trust 2012-5	0.850%	1/16/18	6,120	6,132
3 AmeriCredit Automobile Receivables Trust
2012-1	1.230%	9/8/16	1,525	1,536
3 AmeriCredit Automobile Receivables Trust
2013-1	0.610%	10/10/17	1,801	1,802
3 Banc of America Commercial Mortgage Trust
2004-2	4.153%	11/10/38	3,326	3,378
3 Banc of America Commercial Mortgage Trust
2004-3	5.563%	6/10/39	10,740	11,191
3 Banc of America Commercial Mortgage Trust
2004-4	4.877%	7/10/42	19,991	20,602
3 Banc of America Commercial Mortgage Trust
2005-1	5.077%	11/10/42	8,335	8,449
3 Banc of America Commercial Mortgage Trust
2005-3	4.727%	7/10/43	4,695	5,125
3 Banc of America Commercial Mortgage Trust
2005-5	5.115%	10/10/45	16,101	17,786
3 Banc of America Commercial Mortgage Trust
2005-6	5.188%	9/10/47	3,500	3,888
3 Banc of America Commercial Mortgage Trust
2005-6	5.188%	9/10/47	3,540	3,957
3 Banc of America Commercial Mortgage Trust
2006-1	5.372%	9/10/45	20,200	22,859
3 Banc of America Commercial Mortgage Trust
2006-1	5.421%	9/10/45	185	206
3 Banc of America Commercial Mortgage Trust
2006-2	5.727%	5/10/45	11,600	13,021
3 Banc of America Commercial Mortgage Trust
2006-2	5.762%	5/10/45	3,290	3,460
3 Banc of America Commercial Mortgage Trust
2006-3	5.889%	7/10/44	700	787
3 Banc of America Commercial Mortgage Trust
2006-4	5.634%	7/10/46	25,675	28,711
3 Banc of America Commercial Mortgage Trust
2006-5	5.390%	9/10/47	320	337
3 Banc of America Commercial Mortgage Trust
2006-5	5.414%	9/10/47	11,525	13,071
3 Banc of America Commercial Mortgage Trust
2006-5	5.448%	9/10/47	2,175	2,352
3 Banc of America Commercial Mortgage Trust
2007-1	5.482%	1/15/49	6,210	6,776
3 Banc of America Commercial Mortgage Trust
2008-1	6.194%	2/10/51	21,550	25,719
6 Banco Bilbao Vizcaya Argentaria SA	5.750%	7/20/17	1,975	2,103
6 Bank of Scotland plc	5.250%	2/21/17	12,135	13,788
3 Bear Stearns Commercial Mortgage
Securities Trust 2002-TOP8	4.830%	8/15/38	826	826

3 Bear Stearns Commercial Mortgage
Securities Trust 2003-TOP12	4.680%	8/13/39	11,633	11,764
3 Bear Stearns Commercial Mortgage
Securities Trust 2004-PWR6	4.825%	11/11/41	495	518
3 Bear Stearns Commercial Mortgage
Securities Trust 2004-PWR6	4.868%	11/11/41	2,300	2,406
3 Bear Stearns Commercial Mortgage
Securities Trust 2004-TOP14	5.200%	1/12/41	2,769	2,835
3 Bear Stearns Commercial Mortgage
Securities Trust 2005-PWR10	5.405%	12/11/40	5,239	5,788
3 Bear Stearns Commercial Mortgage
Securities Trust 2005-PWR8	4.750%	6/11/41	4,175	4,415
3 Bear Stearns Commercial Mortgage
Securities Trust 2005-PWR9	4.871%	9/11/42	25	27
3 Bear Stearns Commercial Mortgage
Securities Trust 2005-TOP18	4.933%	2/13/42	2,487	2,689
3 Bear Stearns Commercial Mortgage
Securities Trust 2005-TOP20	5.147%	10/12/42	3,215	3,596
3 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR11	5.450%	3/11/39	24,500	27,718
3 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR12	5.718%	9/11/38	260	297
3 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR12	5.757%	9/11/38	5,500	6,185
3 Bear Stearns Commercial Mortgage
Securities Trust 2006-PWR13	5.582%	9/11/41	1,625	1,866
3 Bear Stearns Commercial Mortgage
Securities Trust 2006-TOP22	5.581%	4/12/38	21,037	23,609
3 Bear Stearns Commercial Mortgage
Securities Trust 2006-TOP22	5.581%	4/12/38	4,525	5,056
3 Bear Stearns Commercial Mortgage
Securities Trust 2006-TOP24	5.568%	10/12/41	8,375	9,564
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR16	5.663%	6/11/40	10,165	10,377
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR16	5.715%	6/11/40	6,275	7,288
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR17	5.694%	6/11/50	21,900	26,018
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR17	5.893%	6/11/50	6,853	8,079
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR18	5.613%	6/11/50	3,420	3,486
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-PWR18	5.700%	6/11/50	10,400	12,209
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP26	5.471%	1/12/45	5,340	6,253
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP26	5.513%	1/12/45	6,280	6,991
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP28	5.742%	9/11/42	15,900	18,752
3 Bear Stearns Commercial Mortgage
Securities Trust 2007-TOP28	5.793%	9/11/42	4,664	4,828
3 Capital Auto Receivables Asset Trust 2013-1	0.790%	6/20/17	3,603	3,604
3 Capital One Multi-asset Execution Trust 2006-
A3	5.050%	12/17/18	36,645	41,124
3 Capital One Multi-asset Execution Trust 2007-
A7	5.750%	7/15/20	10,300	12,433

3 CarMax Auto Owner Trust 2012-3	0.790%	4/16/18	2,450	2,453
3 CD 2005-CD1 Commercial Mortgage Trust	5.218%	7/15/44	7,000	7,744
3 CD 2005-CD1 Commercial Mortgage Trust	5.218%	7/15/44	18,000	19,955
3 CD 2006-CD2 Mortgage Trust	5.305%	1/15/46	680	763
3 CD 2006-CD3 Mortgage Trust	5.617%	10/15/48	10,960	12,393
3 CD 2006-CD3 Mortgage Trust	5.648%	10/15/48	8,575	9,780
3 CD 2007-CD4 Commercial Mortgage Trust	5.205%	12/11/49	3,904	3,903
3 CD 2007-CD4 Commercial Mortgage Trust	5.322%	12/11/49	13,050	14,928
3 CD 2007-CD5 Mortgage Trust	5.886%	11/15/44	18,418	21,829
3 CenterPoint Energy Transition Bond Co. IV,
LLC 2012-1	3.028%	10/15/25	9,483	10,109
3 Chase Issuance Trust 2008-A11	5.400%	7/15/15	10,025	10,170
3 Chase Issuance Trust 2012-A5	0.590%	8/15/17	5,845	5,844
3 Chase Issuance Trust 2012-A7	2.160%	9/16/24	12,721	12,534
3 Citibank Credit Card Issuance Trust 2003-A7	4.150%	7/7/17	9,185	9,938
3 Citibank Credit Card Issuance Trust 2004-A8	4.900%	12/12/16	10,512	11,296
3 Citibank Credit Card Issuance Trust 2005-A2	4.850%	3/10/17	4,650	5,042
3 Citibank Credit Card Issuance Trust 2005-A9	5.100%	11/20/17	13,301	14,825
3 Citibank Credit Card Issuance Trust 2007-A8	5.650%	9/20/19	10,600	12,702
3 Citibank Credit Card Issuance Trust 2008-A1	5.350%	2/7/20	11,546	13,895
3 Citibank Credit Card Issuance Trust 2009-A4	4.900%	6/23/16	20,125	21,171
3 Citigroup Commercial Mortgage Trust 2004-
C2	4.623%	10/15/41	1,819	1,818
3 Citigroup Commercial Mortgage Trust 2005-
C3	4.830%	5/15/43	6,990	7,501
3 Citigroup Commercial Mortgage Trust 2006-
C4	5.741%	3/15/49	12,620	14,241
3 Citigroup Commercial Mortgage Trust 2006-
C4	5.741%	3/15/49	2,500	2,812
3 Citigroup Commercial Mortgage Trust 2006-
C5	5.431%	10/15/49	3,625	4,081
3 Citigroup Commercial Mortgage Trust 2006-
C5	5.462%	10/15/49	3,375	3,806
3 Citigroup Commercial Mortgage Trust 2007-
C6	5.697%	12/10/49	20,075	23,591
3 Citigroup Commercial Mortgage Trust 2008-
C7	6.053%	12/10/49	22,115	26,508
3 Citigroup Commercial Mortgage Trust 2012-
GC8	3.024%	9/10/45	5,450	5,587
3 COBALT CMBS Commercial Mortgage Trust
2007-C2	5.484%	4/15/47	3,185	3,631
3 COBALT CMBS Commercial Mortgage Trust
2007-C3	5.811%	5/15/46	11,775	13,843
3 COMM 2003-LNB1 Mortgage Trust	4.084%	6/10/38	1,944	1,942
3 COMM 2004-LNB2 Mortgage Trust	4.715%	3/10/39	18,739	19,144
3 COMM 2005-C6 Mortgage Trust	5.116%	6/10/44	22,303	24,730
3 COMM 2006-C7 Mortgage Trust	5.748%	6/10/46	19,200	21,713
3 COMM 2006-C7 Mortgage Trust	5.773%	6/10/46	4,025	4,480
3 COMM 2006-C8 Mortgage Trust	5.248%	12/10/46	785	787
3 COMM 2007-C9 Mortgage Trust	5.800%	12/10/49	17,413	20,740
3 COMM 2012-CCRE2 Mortgage Trust	3.147%	8/15/45	2,485	2,577
3 COMM 2012-CCRE3 Mortgage Trust	2.822%	11/15/45	5,000	5,034
3 COMM 2012-CCRE4 Mortgage Trust	2.853%	10/15/45	5,150	5,207
3 COMM 2012-CCRE5 Mortgage Trust	2.771%	12/10/45	1,500	1,501
3 COMM 2013-CCRE6 Mortgage Trust	3.101%	3/10/46	2,908	2,985
3 COMM 2013-LC6 Mortgage Trust	2.941%	1/10/46	4,586	4,705
3 COMM 2013-LC6 Mortgage Trust	3.282%	1/10/46	2,547	2,613

3,6 Commercial Mortgages Lease-Backed
	Certificates Series 2001-CMLB-1	6.746%	6/20/31	4,928	5,190
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.407%	2/15/39	17,565	19,736
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.407%	2/15/39	7,675	8,509
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.407%	2/15/39	4,435	4,859
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C3	5.804%	6/15/38	4,266	4,779
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C3	5.804%	6/15/38	18,434	20,642
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C4	5.509%	9/15/39	1,725	1,896
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C5	5.311%	12/15/39	15,020	16,842
3	Credit Suisse Commercial Mortgage Trust
	Series 2007-C1	5.383%	2/15/40	6,450	7,119
3	Credit Suisse Commercial Mortgage Trust
	Series 2007-C3	5.680%	6/15/39	20,985	24,232
3	CSFB Commercial Mortgage Trust 2004-C1	4.750%	1/15/37	14,953	15,210
3	CSFB Commercial Mortgage Trust 2005-C1	5.014%	2/15/38	14,150	14,931
3	CSFB Commercial Mortgage Trust 2005-C1	5.075%	2/15/38	4,724	5,077
3	CSFB Commercial Mortgage Trust 2005-C3	4.645%	7/15/37	157	162
3	CSFB Commercial Mortgage Trust 2005-C4	5.190%	8/15/38	3,400	3,709
3	CSFB Commercial Mortgage Trust 2005-C5	5.100%	8/15/38	18,225	19,728
3	CSFB Commercial Mortgage Trust 2005-C5	5.100%	8/15/38	1,565	1,705
3	CSFB Commercial Mortgage Trust 2005-C6	5.230%	12/15/40	3,290	3,546
3	Discover Card Execution Note Trust 2007-A1	5.650%	3/16/20	14,891	17,924
3	Discover Card Execution Note Trust 2008-A4	5.650%	12/15/15	24,300	24,561
1	Federal Housing Administration	7.430%	10/1/20	2	2
3	Ford Credit Auto Owner Trust 2009-E	2.420%	11/15/14	3,214	3,229
3	Ford Credit Auto Owner Trust 2010-A	2.150%	6/15/15	16,222	16,332
3	Ford Credit Auto Owner Trust 2011-A	1.650%	5/15/16	2,025	2,047
3	Ford Credit Auto Owner Trust 2012-A	1.150%	6/15/17	6,825	6,914
3	Ford Credit Auto Owner Trust 2012-B	0.720%	12/15/16	1,100	1,103
3	Ford Credit Auto Owner Trust 2013-A	0.550%	7/15/17	4,608	4,607
3	GE Capital Credit Card Master Note Trust	1.760%	9/15/22	6,545	6,605
3	GE Commercial Mortgage Corp. Series 2003-
	C2 Trust	5.145%	7/10/37	1,769	1,778
3	GE Commercial Mortgage Corp. Series 2005-
	C1 Trust	4.578%	6/10/48	348	352
3	GE Commercial Mortgage Corp. Series 2005-
	C3 Trust	4.974%	7/10/45	9,275	10,062
3	GE Commercial Mortgage Corp. Series 2005-
	C4 Trust	5.306%	11/10/45	7,048	7,773
3	GE Commercial Mortgage Corp. Series 2006-
	C1 Trust	5.293%	3/10/44	6,675	7,508
3	GE Commercial Mortgage Corp. Series 2006-
	C1 Trust	5.293%	3/10/44	22,040	24,333
3	GE Commercial Mortgage Corp. Series 2007-
	C1 Trust	5.543%	12/10/49	5,925	6,733
3	GMAC Commercial Mortgage Securities Inc.
	Series 2003-C2 Trust	5.450%	5/10/40	1,196	1,207
3	GMAC Commercial Mortgage Securities Inc.
	Series 2003-C3 Trust	5.023%	4/10/40	821	833

3 GMAC Commercial Mortgage Securities Inc.
Series 2004-C1 Trust	4.908%	3/10/38	2,625	2,695
3 GMAC Commercial Mortgage Securities Inc.
Series 2004-C3 Trust	4.864%	12/10/41	4,150	4,382
3 GMAC Commercial Mortgage Securities Inc.
Series 2005-C1 Trust	4.754%	5/10/43	1,650	1,779
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2003-C2	4.915%	1/5/36	10,718	10,846
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2004-GG1	5.317%	6/10/36	13,454	13,838
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2005-GG3	4.799%	8/10/42	23,400	25,056
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2005-GG3	4.859%	8/10/42	3,850	4,120
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2005-GG5	5.224%	4/10/37	18,508	20,227
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2005-GG5	5.311%	4/10/37	4,475	4,899
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2006-GG7	5.866%	7/10/38	2,600	2,928
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2007-GG9	5.475%	3/10/39	1,625	1,816
3 GS Mortgage Securities Corp. II	2.943%	2/10/46	4,077	4,181
3 GS Mortgage Securities Corp. II	3.279%	2/10/46	1,529	1,568
3 GS Mortgage Securities Trust 2004-GG2	5.396%	8/10/38	14,850	15,466
3 GS Mortgage Securities Trust 2006-GG6	5.506%	4/10/38	5,412	5,629
3 GS Mortgage Securities Trust 2006-GG6	5.553%	4/10/38	13,665	15,111
3 GS Mortgage Securities Trust 2006-GG6	5.622%	4/10/38	4,750	5,286
3 GS Mortgage Securities Trust 2007-GG10	5.787%	8/10/45	1,125	1,291
3 GS Mortgage Securities Trust 2011-GC5	3.707%	8/10/44	3,220	3,502
3 GS Mortgage Securities Trust 2012-GC6	3.482%	1/10/45	12,500	13,439
3 GS Mortgage Securities Trust 2012-GCJ7	3.377%	5/10/45	7,475	7,925
3 GS Mortgage Securities Trust 2012-GCJ9	2.773%	11/10/45	5,530	5,511
3 Honda Auto Receivables 2011-1 Owner Trust	1.800%	4/17/17	3,225	3,263
3 Honda Auto Receivables 2012-1 Owner Trust	0.970%	4/16/18	1,025	1,034
3 Honda Auto Receivables 2012-4 Owner Trust	0.660%	12/18/18	5,500	5,504
3 Honda Auto Receivables Owner Trust 2013-1	0.480%	11/21/16	6,002	5,995
3 Honda Auto Receivables Owner Trust 2013-1	0.620%	3/21/19	4,802	4,794
3 Hyundai Auto Receivables Trust 2012-C	0.730%	6/15/18	2,575	2,577
3 Hyundai Auto Receivables Trust 2013-A	0.560%	7/17/17	3,058	3,058
3 Hyundai Auto Receivables Trust 2013-A	0.750%	9/17/18	5,096	5,092
3 JP Morgan Chase Commercial Mortgage
Securities Corp.	3.143%	12/15/47	2,314	2,381
3 JP Morgan Chase Commercial Mortgage
Securities Corp.	3.372%	12/15/47	1,735	1,781
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2003-CIBC6	5.255%	7/12/37	848	852
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2003-CIBC7	4.879%	1/12/38	20,452	20,765
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2004-CIBC10	4.654%	1/12/37	2,513	2,518
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2004-CIBC10	4.899%	1/12/37	540	566
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2004-CIBC8	4.404%	1/12/39	11,382	11,638
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2004-CIBC9	5.585%	6/12/41	19,272	20,192

3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-CIBC11	5.197%	8/12/37	301	306
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-CIBC11	5.364%	8/12/37	2,000	2,179
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-CIBC13	5.339%	1/12/43	1,750	1,890
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP2	4.738%	7/15/42	940	1,012
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP2	4.780%	7/15/42	2,375	2,582
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP4	4.918%	10/15/42	12,558	13,522
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.201%	12/15/44	7,144	7,885
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.243%	12/15/44	4,250	4,763
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.322%	12/15/44	1,390	1,512
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CIBC14	5.451%	12/12/44	3,300	3,627
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CIBC16	5.593%	5/12/45	7,121	8,042
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP6	5.475%	4/15/43	3,657	4,080
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.871%	4/15/45	3,300	3,747
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.871%	4/15/45	3,310	3,541
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.871%	4/15/45	19,218	21,803
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP8	5.440%	5/15/45	4,525	5,090
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP8	5.447%	5/15/45	8,000	8,270
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC18	5.440%	6/12/47	10,665	12,270
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC20	5.794%	2/12/51	28,300	33,488
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC20	5.883%	2/12/51	3,350	3,950
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-LDP11	5.807%	6/15/49	8,035	9,288
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-LDP12	5.882%	2/15/51	13,170	15,446
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C6	3.507%	5/15/45	9,250	10,046
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C8	2.829%	10/15/45	6,675	6,724
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-CIBX	3.483%	6/15/45	7,490	8,056
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-LC9	2.840%	12/15/47	3,750	3,777
3 LB Commercial Mortgage Trust 2007-C3	5.864%	7/15/44	660	778
3 LB-UBS Commercial Mortgage Trust 2003-C7	4.931%	9/15/35	12,701	12,787
3 LB-UBS Commercial Mortgage Trust 2003-C8	5.124%	11/15/32	6,864	6,955
3 LB-UBS Commercial Mortgage Trust 2004-C7	4.786%	10/15/29	17,575	18,307
3 LB-UBS Commercial Mortgage Trust 2005-C1	4.742%	2/15/30	9,140	9,638

3 LB-UBS Commercial Mortgage Trust 2005-C2	5.150%	4/15/30	4,395	4,750
3 LB-UBS Commercial Mortgage Trust 2005-C5	5.057%	9/15/40	1,625	1,744
3 LB-UBS Commercial Mortgage Trust 2005-C7	5.197%	11/15/30	17,600	19,291
3 LB-UBS Commercial Mortgage Trust 2006-C1	5.217%	2/15/31	4,599	5,086
3 LB-UBS Commercial Mortgage Trust 2006-C3	5.661%	3/15/39	30,750	34,921
3 LB-UBS Commercial Mortgage Trust 2006-C4	5.866%	6/15/38	9,900	11,268
3 LB-UBS Commercial Mortgage Trust 2006-C6	5.372%	9/15/39	13,351	15,289
3 LB-UBS Commercial Mortgage Trust 2006-C6	5.413%	9/15/39	1,175	1,344
3 LB-UBS Commercial Mortgage Trust 2006-C7	5.347%	11/15/38	2,288	2,586
3 LB-UBS Commercial Mortgage Trust 2006-C7	5.378%	11/15/38	3,125	3,470
3 LB-UBS Commercial Mortgage Trust 2007-C1	5.424%	2/15/40	5,650	6,400
3 LB-UBS Commercial Mortgage Trust 2007-C2	5.430%	2/15/40	12,615	14,250
3 LB-UBS Commercial Mortgage Trust 2007-C7	5.866%	9/15/45	17,615	20,310
3 LB-UBS Commercial Mortgage Trust 2008-C1	6.153%	4/15/41	3,020	3,555
3 LB-UBS Commercial Mortgage Trust 2008-C1	6.153%	4/15/41	22,075	26,427
3 Merrill Lynch Mortgage Trust 2003-KEY1	5.236%	11/12/35	8,534	8,684
3 Merrill Lynch Mortgage Trust 2005-CIP1	5.107%	7/12/38	1,915	2,064
3 Merrill Lynch Mortgage Trust 2005-LC1	5.291%	1/12/44	20,478	22,708
3 Merrill Lynch Mortgage Trust 2005-MCP1	4.747%	6/12/43	2,500	2,666
3 Merrill Lynch Mortgage Trust 2006-C1	5.686%	5/12/39	1,825	2,048
3 Merrill Lynch Mortgage Trust 2006-C1	5.686%	5/12/39	14,050	16,152
3 Merrill Lynch Mortgage Trust 2006-C2	5.782%	8/12/43	2,865	3,233
3 Merrill Lynch Mortgage Trust 2007-C1	5.850%	6/12/50	23,068	26,964
3 Merrill Lynch Mortgage Trust 2008-C1	5.690%	2/12/51	17,185	20,145
3 ML-CFC Commercial Mortgage Trust 2006-2	5.891%	6/12/46	21,125	24,106
3 ML-CFC Commercial Mortgage Trust 2006-3	5.456%	7/12/46	3,660	4,082
3 ML-CFC Commercial Mortgage Trust 2006-4	5.204%	12/12/49	2,496	2,793
3 ML-CFC Commercial Mortgage Trust 2007-5	5.378%	8/12/48	14,870	16,927
3 ML-CFC Commercial Mortgage Trust 2007-8	5.899%	8/12/49	916	951
3 ML-CFC Commercial Mortgage Trust 2007-9	5.590%	9/12/49	3,538	3,537
3 ML-CFC Commercial Mortgage Trust 2007-9	5.700%	9/12/49	14,675	17,248
3 Morgan Stanley Bank of America Merrill Lynch
Trust	3.134%	12/15/48	3,475	3,620
3 Morgan Stanley Bank of America Merrill Lynch
Trust	3.376%	12/15/48	1,800	1,875
3 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C5	3.176%	8/15/45	3,025	3,146
3 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C6	2.858%	11/15/45	3,000	3,034
3 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	2.918%	2/15/46	3,011	3,044
3 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	3.214%	2/15/46	599	608
3 Morgan Stanley Capital I Trust 2003-IQ6	4.970%	12/15/41	9,377	9,531
3 Morgan Stanley Capital I Trust 2004-HQ3	4.800%	1/13/41	809	826
3 Morgan Stanley Capital I Trust 2004-HQ4	4.970%	4/14/40	5,675	5,885
3 Morgan Stanley Capital I Trust 2004-IQ8	5.110%	6/15/40	14,465	15,008
3 Morgan Stanley Capital I Trust 2004-TOP13	4.660%	9/13/45	3,951	4,017
3 Morgan Stanley Capital I Trust 2004-TOP15	5.030%	6/13/41	850	854
3 Morgan Stanley Capital I Trust 2004-TOP15	5.270%	6/13/41	4,525	4,671
3 Morgan Stanley Capital I Trust 2005-HQ5	5.168%	1/14/42	4,020	4,250
3 Morgan Stanley Capital I Trust 2005-HQ6	4.989%	8/13/42	26,760	28,845
3 Morgan Stanley Capital I Trust 2005-HQ6	5.073%	8/13/42	3,730	3,973
3 Morgan Stanley Capital I Trust 2005-HQ7	5.210%	11/14/42	14,450	15,969
3 Morgan Stanley Capital I Trust 2005-IQ10	5.230%	9/15/42	23,162	25,284
3 Morgan Stanley Capital I Trust 2005-IQ9	4.770%	7/15/56	3,295	3,610
3 Morgan Stanley Capital I Trust 2005-TOP17	4.780%	12/13/41	11,179	11,883

3 Morgan Stanley Capital I Trust 2005-TOP17	4.840%	12/13/41	1,350	1,433
3 Morgan Stanley Capital I Trust 2005-TOP19	4.985%	6/12/47	3,115	3,378
3 Morgan Stanley Capital I Trust 2006-HQ10	5.328%	11/12/41	6,460	7,431
3 Morgan Stanley Capital I Trust 2006-HQ10	5.360%	11/12/41	7,400	8,243
3 Morgan Stanley Capital I Trust 2006-HQ8	5.421%	3/12/44	20,466	22,713
3 Morgan Stanley Capital I Trust 2006-HQ8	5.470%	3/12/44	4,875	5,499
3 Morgan Stanley Capital I Trust 2006-HQ9	5.773%	7/12/44	4,596	5,277
3 Morgan Stanley Capital I Trust 2006-HQ9	5.793%	7/12/44	4,100	4,629
3 Morgan Stanley Capital I Trust 2006-IQ11	5.679%	10/15/42	8,175	9,284
3 Morgan Stanley Capital I Trust 2006-IQ11	5.683%	10/15/42	700	805
3 Morgan Stanley Capital I Trust 2006-IQ11	5.683%	10/15/42	4,325	4,803
3 Morgan Stanley Capital I Trust 2006-IQ12	5.332%	12/15/43	11,450	13,122
3 Morgan Stanley Capital I Trust 2006-TOP21	5.090%	10/12/52	93	93
3 Morgan Stanley Capital I Trust 2006-TOP21	5.204%	10/12/52	6,200	6,883
3 Morgan Stanley Capital I Trust 2006-TOP23	5.750%	8/12/41	98	99
3 Morgan Stanley Capital I Trust 2006-TOP23	5.819%	8/12/41	2,175	2,527
3 Morgan Stanley Capital I Trust 2007-IQ14	5.654%	4/15/49	1,543	1,659
3 Morgan Stanley Capital I Trust 2007-IQ14	5.692%	4/15/49	14,295	16,624
3 Morgan Stanley Capital I Trust 2007-IQ16	5.809%	12/12/49	13,528	15,947
3 Morgan Stanley Capital I Trust 2007-IQ16	6.096%	12/12/49	4,675	5,559
3 Morgan Stanley Capital I Trust 2007-TOP25	5.514%	11/12/49	2,395	2,752
3 Morgan Stanley Capital I Trust 2007-TOP25	5.544%	11/12/49	4,525	5,065
3 Morgan Stanley Capital I Trust 2007-TOP27	5.651%	6/11/42	20,815	24,548
3 Morgan Stanley Capital I Trust 2007-TOP27	5.651%	6/11/42	5,075	5,831
3 Morgan Stanley Capital I Trust 2008-TOP29	6.275%	1/11/43	24,385	29,858
3 Morgan Stanley Capital I Trust 2012-C4	3.244%	3/15/45	7,000	7,411
3 Morgan Stanley Dean Witter Capital I Trust
2001-TOP3	6.390%	7/15/33	77	77
3 Nissan Auto Receivables 2012-B Owner Trust	0.660%	12/17/18	4,945	4,942
3 Nissan Auto Receivables Owner Trust	0.500%	5/15/17	5,419	5,416
3 Nissan Auto Receivables Owner Trust	0.750%	7/15/19	10,750	10,746
6 Northern Rock Asset Management plc	5.625%	6/22/17	33,225	38,503
3 PSE&G Transition Funding LLC Series 2001-
1	6.890%	12/15/17	21,175	23,856
3 PSNH Funding LLC 2001-1	6.480%	5/1/15	18	18
6 Royal Bank of Canada	3.125%	4/14/15	9,325	9,819
Royal Bank of Canada	0.625%	12/5/16	9,010	8,999
Royal Bank of Canada	1.200%	9/19/17	11,315	11,359
3 Santander Drive Auto Receivables Trust	0.700%	9/15/17	5,778	5,773
3 Santander Drive Auto Receivables Trust
2013-1	0.620%	6/15/17	4,817	4,810
3 TIAA Seasoned Commercial Mortgage Trust
2007-C4	5.539%	8/15/39	3,285	3,707
3 Toyota Auto Receivables 2012-A Owner Trust	0.990%	8/15/17	10,815	10,917
3 UBS-Barclays Commercial Mortgage Trust
2013-C5	3.185%	3/10/46	4,636	4,792
3 Volkswagen Auto Loan Enhanced Trust 2012-
1	1.150%	7/20/18	12,366	12,533
3 Wachovia Bank Commercial Mortgage Trust
Series 2003-C6	5.125%	8/15/35	2,232	2,247
3 Wachovia Bank Commercial Mortgage Trust
Series 2003-C8	4.964%	11/15/35	9,650	9,800
3 Wachovia Bank Commercial Mortgage Trust
Series 2004-C10	4.748%	2/15/41	18,597	19,031
3 Wachovia Bank Commercial Mortgage Trust
Series 2004-C12	5.308%	7/15/41	18,350	19,042

3 Wachovia Bank Commercial Mortgage Trust
Series 2004-C15	4.803%	10/15/41	18,725	19,728
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C17	5.083%	3/15/42	15,485	16,703
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C17	5.224%	3/15/42	1,700	1,835
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.699%	5/15/44	14,354	15,651
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.750%	5/15/44	1,480	1,602
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.793%	5/15/44	3,325	3,646
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C20	5.118%	7/15/42	6,729	7,426
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C21	5.241%	10/15/44	1,340	1,463
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C21	5.241%	10/15/44	17,982	19,752
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C22	5.283%	12/15/44	23,040	25,500
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C22	5.333%	12/15/44	790	882
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C25	5.734%	5/15/43	16,025	18,324
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C26	5.965%	6/15/45	1,300	1,475
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C27	5.765%	7/15/45	11,057	12,282
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C28	5.679%	10/15/48	3,975	4,239
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C29	5.313%	11/15/48	16,453	16,854
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C29	5.339%	11/15/48	2,225	2,529
3 WF-RBS Commercial Mortgage Trust	3.198%	3/15/48	1,733	1,791
3 WF-RBS Commercial Mortgage Trust	3.560%	3/15/48	820	847
3 WFRBS Commercial Mortgage Trust 2012-
C10	2.875%	12/15/45	3,000	3,020
3 WFRBS Commercial Mortgage Trust 2012-C6	3.440%	4/15/45	7,425	7,891
3 WFRBS Commercial Mortgage Trust 2012-C7	3.431%	6/15/45	4,975	5,257
3 WFRBS Commercial Mortgage Trust 2012-C7	4.090%	6/15/45	4,400	4,809
3 WFRBS Commercial Mortgage Trust 2012-C8	3.001%	8/15/45	3,100	3,162
3 WFRBS Commercial Mortgage Trust 2012-C9	2.870%	11/15/45	6,125	6,196
3 WFRBS Commercial Mortgage Trust 2012-
LC5	2.918%	10/15/45	3,675	3,720
3 WFRBS Commercial Mortgage Trust 2013-
C11	3.071%	3/15/45	4,148	4,298
3 World Omni Auto Receivables Trust 2012-B	0.810%	1/15/19	3,367	3,371
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,599,417)				2,903,322
Corporate Bonds (22.7%)
Finance (7.7%)
Banking (4.9%)
Abbey National Treasury Services plc	2.875%	4/25/14	14,475	14,700
Abbey National Treasury Services plc	4.000%	4/27/16	8,300	8,849
American Express Bank FSB	6.000%	9/13/17	1,750	2,092
American Express Centurion Bank	5.950%	6/12/17	2,700	3,194
American Express Centurion Bank	6.000%	9/13/17	13,425	16,000

American Express Co.	5.500%	9/12/16	3,075	3,520
American Express Co.	6.150%	8/28/17	5,605	6,708
American Express Co.	7.000%	3/19/18	57,367	71,679
American Express Co.	2.650%	12/2/22	381	374
American Express Co.	4.050%	12/3/42	1,140	1,096
3 American Express Co.	6.800%	9/1/66	6,515	6,987
American Express Credit Corp.	5.125%	8/25/14	14,084	14,963
American Express Credit Corp.	1.750%	6/12/15	775	792
American Express Credit Corp.	2.750%	9/15/15	300	314
American Express Credit Corp.	2.800%	9/19/16	36,760	38,956
American Express Credit Corp.	2.375%	3/24/17	2,350	2,461
Associates Corp. of North America	6.950%	11/1/18	161	197
Australia & New Zealand Banking Group Ltd.	0.900%	2/12/16	7,775	7,797
Australia & New Zealand Banking Group Ltd.	1.875%	10/6/17	4,125	4,228
Bancolombia SA	4.250%	1/12/16	11,910	12,479
Bank of America Corp.	7.375%	5/15/14	6,325	6,769
Bank of America Corp.	5.375%	6/15/14	2,520	2,645
Bank of America Corp.	5.125%	11/15/14	21,294	22,624
Bank of America Corp.	4.500%	4/1/15	12,560	13,313
Bank of America Corp.	4.750%	8/1/15	245	263
Bank of America Corp.	3.700%	9/1/15	3,250	3,434
Bank of America Corp.	1.500%	10/9/15	4,025	4,036
Bank of America Corp.	5.250%	12/1/15	3,975	4,302
Bank of America Corp.	1.250%	1/11/16	10,725	10,676
Bank of America Corp.	3.625%	3/17/16	10,300	10,928
Bank of America Corp.	3.750%	7/12/16	9,575	10,176
Bank of America Corp.	6.500%	8/1/16	25,825	29,684
Bank of America Corp.	5.750%	8/15/16	11,045	12,296
Bank of America Corp.	5.625%	10/14/16	6,370	7,170
Bank of America Corp.	5.420%	3/15/17	14,300	15,884
Bank of America Corp.	3.875%	3/22/17	12,200	13,122
Bank of America Corp.	6.000%	9/1/17	2,560	2,970
Bank of America Corp.	5.750%	12/1/17	11,275	13,022
Bank of America Corp.	2.000%	1/11/18	27,400	27,251
Bank of America Corp.	5.650%	5/1/18	59,375	68,762
Bank of America Corp.	7.625%	6/1/19	25,670	32,599
Bank of America Corp.	5.625%	7/1/20	45,565	53,136
Bank of America Corp.	5.875%	1/5/21	2,700	3,182
Bank of America Corp.	5.000%	5/13/21	1,000	1,112
Bank of America Corp.	5.700%	1/24/22	7,450	8,750
Bank of America Corp.	3.300%	1/11/23	17,100	16,790
Bank of America Corp.	5.875%	2/7/42	18,845	22,323
Bank of America NA	5.300%	3/15/17	27,335	30,590
Bank of America NA	6.100%	6/15/17	15,575	17,904
Bank of America NA	6.000%	10/15/36	8,325	10,113
Bank of Montreal	1.750%	4/29/14	825	837
Bank of Montreal	0.800%	11/6/15	7,525	7,514
Bank of Montreal	2.500%	1/11/17	25,410	26,625
Bank of Montreal	1.400%	9/11/17	1,550	1,555
Bank of Montreal	2.550%	11/6/22	7,000	6,882
Bank of New York Mellon Corp.	4.300%	5/15/14	10,695	11,155
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	10,543
Bank of New York Mellon Corp.	2.950%	6/18/15	4,200	4,409
Bank of New York Mellon Corp.	0.700%	10/23/15	1,725	1,729
Bank of New York Mellon Corp.	2.300%	7/28/16	4,273	4,468
Bank of New York Mellon Corp.	2.400%	1/17/17	19,010	19,881

Bank of New York Mellon Corp.	1.969%	6/20/17	6,650	6,862
Bank of New York Mellon Corp.	1.300%	1/25/18	3,650	3,650
Bank of New York Mellon Corp.	5.450%	5/15/19	6,245	7,543
Bank of New York Mellon Corp.	4.600%	1/15/20	5,775	6,651
Bank of New York Mellon Corp.	3.550%	9/23/21	4,970	5,358
Bank of Nova Scotia	2.375%	12/17/13	17,950	18,223
Bank of Nova Scotia	1.850%	1/12/15	20,370	20,821
Bank of Nova Scotia	3.400%	1/22/15	7,070	7,420
Bank of Nova Scotia	2.050%	10/7/15	500	523
Bank of Nova Scotia	0.750%	10/9/15	4,950	4,956
Bank of Nova Scotia	2.900%	3/29/16	750	795
Bank of Nova Scotia	2.550%	1/12/17	12,660	13,303
Bank of Nova Scotia	1.375%	12/18/17	4,825	4,833
Bank of Nova Scotia	4.375%	1/13/21	1,250	1,424
Bank One Capital III	8.750%	9/1/30	2,700	3,840
Bank One Corp.	4.900%	4/30/15	6,075	6,527
Bank One Corp.	7.625%	10/15/26	2,190	3,027
Bank One Corp.	8.000%	4/29/27	2,500	3,588
Barclays Bank plc	5.200%	7/10/14	30,645	32,307
Barclays Bank plc	2.750%	2/23/15	12,225	12,601
Barclays Bank plc	3.900%	4/7/15	750	793
Barclays Bank plc	5.000%	9/22/16	12,100	13,617
Barclays Bank plc	6.750%	5/22/19	9,225	11,513
Barclays Bank plc	5.125%	1/8/20	21,725	25,106
Barclays Bank plc	5.140%	10/14/20	1,530	1,625
BB&T Corp.	2.050%	4/28/14	11,182	11,370
BB&T Corp.	5.700%	4/30/14	5,947	6,274
BB&T Corp.	5.200%	12/23/15	5,302	5,888
BB&T Corp.	3.200%	3/15/16	5,218	5,545
BB&T Corp.	3.950%	4/29/16	1,600	1,745
BB&T Corp.	2.150%	3/22/17	6,075	6,260
BB&T Corp.	4.900%	6/30/17	2,800	3,160
BB&T Corp.	1.600%	8/15/17	4,075	4,111
BB&T Corp.	1.450%	1/12/18	4,125	4,108
BB&T Corp.	6.850%	4/30/19	3,754	4,828
BB&T Corp.	5.250%	11/1/19	5,040	5,872
BBVA US Senior SAU	3.250%	5/16/14	8,600	8,715
BBVA US Senior SAU	4.664%	10/9/15	18,000	18,421
Bear Stearns Cos. LLC	5.700%	11/15/14	15,610	16,828
Bear Stearns Cos. LLC	5.300%	10/30/15	6,440	7,108
Bear Stearns Cos. LLC	5.550%	1/22/17	21,150	24,060
Bear Stearns Cos. LLC	6.400%	10/2/17	17,730	21,187
Bear Stearns Cos. LLC	7.250%	2/1/18	24,838	30,667
Bear Stearns Cos. LLC	4.650%	7/2/18	1,650	1,861
BNP Paribas SA	3.250%	3/11/15	3,925	4,080
BNP Paribas SA	3.600%	2/23/16	25,175	26,706
BNP Paribas SA	2.375%	9/14/17	20,320	20,608
BNP Paribas SA	5.000%	1/15/21	41,575	46,905
BNY Mellon NA	4.750%	12/15/14	2,800	2,997
Branch Banking & Trust Co.	5.625%	9/15/16	5,825	6,626
Canadian Imperial Bank of Commerce	0.900%	10/1/15	2,750	2,759
Canadian Imperial Bank of Commerce	2.350%	12/11/15	10,656	11,131
Capital One Bank USA NA	8.800%	7/15/19	5,450	7,363
Capital One Bank USA NA	3.375%	2/15/23	9,780	9,646
Capital One Financial Corp.	7.375%	5/23/14	8,070	8,667
Capital One Financial Corp.	2.125%	7/15/14	750	761
Capital One Financial Corp.	5.500%	6/1/15	8,892	9,701

Capital One Financial Corp.	3.150%	7/15/16	14,950	15,882
Capital One Financial Corp.	6.150%	9/1/16	6,469	7,438
Capital One Financial Corp.	6.750%	9/15/17	15,150	18,307
Capital One Financial Corp.	4.750%	7/15/21	7,825	8,847
3,6 Citicorp Lease Pass-Through Trust 1999-1	8.040%	12/15/19	14,225	18,124
Citigroup Inc.	5.500%	4/11/13	16,770	16,788
Citigroup Inc.	5.125%	5/5/14	7,281	7,606
Citigroup Inc.	6.375%	8/12/14	9,015	9,663
Citigroup Inc.	5.000%	9/15/14	35,376	37,129
Citigroup Inc.	5.500%	10/15/14	21,200	22,627
Citigroup Inc.	6.010%	1/15/15	10,725	11,616
Citigroup Inc.	2.650%	3/2/15	1,875	1,927
Citigroup Inc.	4.750%	5/19/15	1,900	2,036
Citigroup Inc.	4.700%	5/29/15	4,125	4,419
Citigroup Inc.	2.250%	8/7/15	11,450	11,703
Citigroup Inc.	4.587%	12/15/15	1,325	1,437
Citigroup Inc.	5.300%	1/7/16	19,120	21,100
Citigroup Inc.	1.300%	4/1/16	1,800	1,796
Citigroup Inc.	3.953%	6/15/16	11,050	11,909
Citigroup Inc.	5.850%	8/2/16	550	626
Citigroup Inc.	4.450%	1/10/17	21,795	23,974
Citigroup Inc.	5.500%	2/15/17	8,945	9,949
Citigroup Inc.	6.000%	8/15/17	22,013	25,696
Citigroup Inc.	6.125%	11/21/17	20,790	24,596
Citigroup Inc.	6.125%	5/15/18	19,795	23,662
Citigroup Inc.	8.500%	5/22/19	26,352	35,134
Citigroup Inc.	5.375%	8/9/20	19,050	22,287
Citigroup Inc.	4.500%	1/14/22	24,489	27,224
Citigroup Inc.	4.050%	7/30/22	6,700	6,910
Citigroup Inc.	3.375%	3/1/23	10,975	11,043
Citigroup Inc.	6.625%	6/15/32	2,240	2,658
Citigroup Inc.	5.875%	2/22/33	17,845	19,561
Citigroup Inc.	6.000%	10/31/33	7,020	7,800
Citigroup Inc.	5.850%	12/11/34	4,716	5,505
Citigroup Inc.	6.125%	8/25/36	8,175	9,276
Citigroup Inc.	5.875%	5/29/37	13,157	15,503
Citigroup Inc.	6.875%	3/5/38	27,710	36,457
Citigroup Inc.	8.125%	7/15/39	14,460	21,113
Citigroup Inc.	5.875%	1/30/42	8,900	10,574
Comerica Bank	5.750%	11/21/16	10,775	12,480
Comerica Bank	5.200%	8/22/17	4,600	5,301
Comerica Inc.	4.800%	5/1/15	3,225	3,451
Commonwealth Bank of Australia	1.950%	3/16/15	12,625	12,928
Commonwealth Bank of Australia	1.250%	9/18/15	14,450	14,629
Commonwealth Bank of Australia	1.900%	9/18/17	4,000	4,100
Compass Bank	6.400%	10/1/17	1,875	2,033
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	2.125%	10/13/15	4,450	4,576
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.375%	1/19/17	26,765	28,722
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	1.700%	3/19/18	6,950	6,947
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	4.500%	1/11/21	29,775	33,089
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.875%	2/8/22	20,820	21,943

Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.950%	11/9/22	10,400	10,399
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	5.250%	5/24/41	1,495	1,691
Countrywide Financial Corp.	6.250%	5/15/16	1,820	2,027
Credit Suisse	5.500%	5/1/14	11,000	11,573
Credit Suisse	3.500%	3/23/15	25,625	26,975
Credit Suisse	6.000%	2/15/18	2,800	3,241
Credit Suisse	5.300%	8/13/19	12,450	14,688
Credit Suisse	5.400%	1/14/20	8,836	9,886
Credit Suisse	4.375%	8/5/20	17,492	19,678
Credit Suisse USA Inc.	4.875%	1/15/15	7,400	7,941
Credit Suisse USA Inc.	5.125%	8/15/15	31,630	34,683
Credit Suisse USA Inc.	7.125%	7/15/32	7,854	11,065
Deutsche Bank AG	3.875%	8/18/14	750	783
Deutsche Bank AG	3.450%	3/30/15	15,300	16,096
Deutsche Bank AG	3.250%	1/11/16	20,525	21,760
Deutsche Bank AG	6.000%	9/1/17	29,956	35,646
Deutsche Bank Financial LLC	5.375%	3/2/15	3,450	3,693
Discover Financial Services	6.450%	6/12/17	1,825	2,139
Discover Financial Services	5.200%	4/27/22	917	1,032
Discover Financial Services	3.850%	11/21/22	9,195	9,403
Fifth Third Bancorp	3.625%	1/25/16	16,800	17,933
Fifth Third Bancorp	5.450%	1/15/17	10,255	11,538
Fifth Third Bancorp	4.500%	6/1/18	1,535	1,702
Fifth Third Bancorp	3.500%	3/15/22	1,825	1,892
Fifth Third Bancorp	8.250%	3/1/38	6,025	8,404
Fifth Third Bank	4.750%	2/1/15	8,825	9,411
First Horizon National Corp.	5.375%	12/15/15	13,850	15,096
First Niagara Financial Group Inc.	6.750%	3/19/20	1,675	2,012
First Niagara Financial Group Inc.	7.250%	12/15/21	725	883
First Tennessee Bank NA	5.650%	4/1/16	5,152	5,674
FirstMerit Corp.	4.350%	2/4/23	2,250	2,334
Goldman Sachs Capital I	6.345%	2/15/34	16,915	17,676
Goldman Sachs Group Inc.	5.150%	1/15/14	17,395	18,005
Goldman Sachs Group Inc.	6.000%	5/1/14	19,725	20,810
Goldman Sachs Group Inc.	5.000%	10/1/14	36,012	37,999
Goldman Sachs Group Inc.	5.125%	1/15/15	17,910	19,133
Goldman Sachs Group Inc.	3.700%	8/1/15	17,100	18,055
Goldman Sachs Group Inc.	1.600%	11/23/15	5,800	5,848
Goldman Sachs Group Inc.	5.350%	1/15/16	23,520	25,973
Goldman Sachs Group Inc.	3.625%	2/7/16	26,165	27,791
Goldman Sachs Group Inc.	5.750%	10/1/16	5,725	6,505
Goldman Sachs Group Inc.	5.625%	1/15/17	19,935	22,277
Goldman Sachs Group Inc.	6.250%	9/1/17	27,600	32,286
Goldman Sachs Group Inc.	5.950%	1/18/18	41,510	48,284
Goldman Sachs Group Inc.	2.375%	1/22/18	20,350	20,595
Goldman Sachs Group Inc.	6.150%	4/1/18	13,505	15,903
Goldman Sachs Group Inc.	7.500%	2/15/19	5,990	7,499
Goldman Sachs Group Inc.	5.375%	3/15/20	32,230	36,695
Goldman Sachs Group Inc.	6.000%	6/15/20	17,220	20,177
Goldman Sachs Group Inc.	5.250%	7/27/21	6,500	7,369
Goldman Sachs Group Inc.	5.750%	1/24/22	32,800	38,053
Goldman Sachs Group Inc.	3.625%	1/22/23	17,075	17,095
Goldman Sachs Group Inc.	5.950%	1/15/27	22,685	25,049
Goldman Sachs Group Inc.	6.125%	2/15/33	18,861	21,540
Goldman Sachs Group Inc.	6.450%	5/1/36	5,755	6,197

Goldman Sachs Group Inc.	6.750%	10/1/37	56,841	63,540
Goldman Sachs Group Inc.	6.250%	2/1/41	17,196	20,320
HSBC Bank USA NA	4.625%	4/1/14	5,050	5,241
HSBC Bank USA NA	6.000%	8/9/17	775	905
HSBC Bank USA NA	4.875%	8/24/20	15,365	17,261
HSBC Bank USA NA	5.875%	11/1/34	3,700	4,275
HSBC Bank USA NA	5.625%	8/15/35	1,395	1,562
HSBC Holdings plc	5.100%	4/5/21	38,465	44,471
HSBC Holdings plc	4.875%	1/14/22	475	543
HSBC Holdings plc	4.000%	3/30/22	2,225	2,395
HSBC Holdings plc	7.625%	5/17/32	925	1,226
HSBC Holdings plc	7.350%	11/27/32	2,040	2,570
HSBC Holdings plc	6.500%	5/2/36	32,720	40,170
HSBC Holdings plc	6.500%	9/15/37	19,150	23,743
HSBC Holdings plc	6.800%	6/1/38	15,810	20,236
HSBC Holdings plc	6.100%	1/14/42	320	410
HSBC USA Inc.	2.375%	2/13/15	12,400	12,755
HSBC USA Inc.	1.625%	1/16/18	14,550	14,506
HSBC USA Inc.	5.000%	9/27/20	5,625	6,235
Huntington Bancshares Inc.	7.000%	12/15/20	4,200	5,200
Intesa Sanpaolo SPA	3.125%	1/15/16	14,300	13,976
Intesa Sanpaolo SPA	3.875%	1/16/18	8,950	8,658
JPMorgan Chase & Co.	4.875%	3/15/14	18,100	18,807
JPMorgan Chase & Co.	4.650%	6/1/14	40,991	42,869
JPMorgan Chase & Co.	5.125%	9/15/14	22,423	23,754
JPMorgan Chase & Co.	3.700%	1/20/15	19,375	20,328
JPMorgan Chase & Co.	4.750%	3/1/15	18,150	19,477
JPMorgan Chase & Co.	1.875%	3/20/15	3,525	3,596
JPMorgan Chase & Co.	5.250%	5/1/15	5,575	6,035
JPMorgan Chase & Co.	3.400%	6/24/15	31,975	33,653
JPMorgan Chase & Co.	5.150%	10/1/15	5,190	5,667
JPMorgan Chase & Co.	1.100%	10/15/15	17,150	17,176
JPMorgan Chase & Co.	2.600%	1/15/16	15,375	15,950
JPMorgan Chase & Co.	3.450%	3/1/16	3,425	3,640
JPMorgan Chase & Co.	3.150%	7/5/16	42,950	45,547
JPMorgan Chase & Co.	6.125%	6/27/17	19,885	23,357
JPMorgan Chase & Co.	2.000%	8/15/17	22,650	23,107
JPMorgan Chase & Co.	6.000%	1/15/18	19,670	23,390
JPMorgan Chase & Co.	1.800%	1/25/18	2,675	2,688
JPMorgan Chase & Co.	6.300%	4/23/19	21,045	25,631
JPMorgan Chase & Co.	4.400%	7/22/20	4,375	4,837
JPMorgan Chase & Co.	4.250%	10/15/20	2,640	2,891
JPMorgan Chase & Co.	4.625%	5/10/21	500	559
JPMorgan Chase & Co.	4.350%	8/15/21	7,575	8,362
JPMorgan Chase & Co.	4.500%	1/24/22	3,000	3,336
JPMorgan Chase & Co.	3.250%	9/23/22	3,695	3,689
JPMorgan Chase & Co.	3.200%	1/25/23	8,725	8,688
JPMorgan Chase & Co.	6.400%	5/15/38	59,314	75,959
JPMorgan Chase & Co.	5.500%	10/15/40	32,200	37,882
JPMorgan Chase & Co.	5.600%	7/15/41	11,145	13,277
JPMorgan Chase & Co.	5.400%	1/6/42	7,550	8,681
JPMorgan Chase Bank NA	5.875%	6/13/16	4,346	4,920
JPMorgan Chase Bank NA	6.000%	7/5/17	825	961
JPMorgan Chase Bank NA	6.000%	10/1/17	4,615	5,429
KeyBank NA	5.800%	7/1/14	2,825	2,999
KeyBank NA	4.950%	9/15/15	4,675	5,083
KeyBank NA	5.450%	3/3/16	6,275	7,030

KeyBank NA	1.650%	2/1/18	7,525	7,577
KeyBank NA	6.950%	2/1/28	1,925	2,395
KeyCorp	5.100%	3/24/21	775	900
6 Lloyds TSB Bank plc	4.375%	1/12/15	7,240	7,631
Lloyds TSB Bank plc	4.875%	1/21/16	3,625	3,961
Lloyds TSB Bank plc	4.200%	3/28/17	800	882
6 Lloyds TSB Bank plc	5.800%	1/13/20	7,075	8,333
Lloyds TSB Bank plc	6.375%	1/21/21	25,425	31,451
Manufacturers & Traders Trust Co.	6.625%	12/4/17	5,950	7,221
3 Manufacturers & Traders Trust Co.	5.585%	12/28/20	450	454
MBNA Corp.	5.000%	6/15/15	4,775	5,097
Mellon Funding Corp.	5.000%	12/1/14	5,985	6,381
Merrill Lynch & Co. Inc.	6.150%	4/25/13	21,250	21,318
Merrill Lynch & Co. Inc.	5.000%	2/3/14	11,555	11,956
Merrill Lynch & Co. Inc.	5.450%	7/15/14	2,450	2,583
Merrill Lynch & Co. Inc.	5.000%	1/15/15	20,699	22,006
Merrill Lynch & Co. Inc.	6.050%	5/16/16	4,700	5,217
Merrill Lynch & Co. Inc.	5.700%	5/2/17	24,600	27,443
Merrill Lynch & Co. Inc.	6.400%	8/28/17	13,960	16,393
Merrill Lynch & Co. Inc.	6.875%	4/25/18	58,671	70,832
Merrill Lynch & Co. Inc.	6.500%	7/15/18	1,410	1,680
Merrill Lynch & Co. Inc.	6.875%	11/15/18	600	735
Merrill Lynch & Co. Inc.	6.110%	1/29/37	1,475	1,664
Merrill Lynch & Co. Inc.	7.750%	5/14/38	24,703	32,969
Morgan Stanley	4.750%	4/1/14	26,207	27,039
Morgan Stanley	6.000%	5/13/14	21,485	22,629
Morgan Stanley	2.875%	7/28/14	3,825	3,905
Morgan Stanley	4.200%	11/20/14	15,675	16,395
Morgan Stanley	4.100%	1/26/15	13,425	13,988
Morgan Stanley	6.000%	4/28/15	24,460	26,664
Morgan Stanley	4.000%	7/24/15	3,750	3,954
Morgan Stanley	5.375%	10/15/15	6,400	6,991
Morgan Stanley	3.450%	11/2/15	9,325	9,738
Morgan Stanley	1.750%	2/25/16	9,700	9,769
Morgan Stanley	3.800%	4/29/16	875	928
Morgan Stanley	5.750%	10/18/16	17,175	19,361
Morgan Stanley	5.450%	1/9/17	14,785	16,558
Morgan Stanley	4.750%	3/22/17	19,048	21,045
Morgan Stanley	5.550%	4/27/17	10,000	11,259
Morgan Stanley	6.250%	8/28/17	2,010	2,343
Morgan Stanley	5.950%	12/28/17	17,475	20,244
Morgan Stanley	6.625%	4/1/18	35,085	41,895
Morgan Stanley	7.300%	5/13/19	12,810	15,824
Morgan Stanley	5.625%	9/23/19	47,150	54,351
Morgan Stanley	5.500%	7/24/20	745	856
Morgan Stanley	5.750%	1/25/21	17,275	19,948
Morgan Stanley	5.500%	7/28/21	7,950	9,119
Morgan Stanley	4.875%	11/1/22	14,850	15,645
Morgan Stanley	3.750%	2/25/23	12,875	12,959
Morgan Stanley	6.250%	8/9/26	15,625	18,518
Morgan Stanley	7.250%	4/1/32	17,527	22,789
Morgan Stanley	6.375%	7/24/42	16,063	19,273
Murray Street Investment Trust I	4.647%	3/9/17	17,925	19,661
National Australia Bank Ltd.	2.000%	3/9/15	7,325	7,516
National Australia Bank Ltd.	1.600%	8/7/15	12,700	12,897
National Australia Bank Ltd.	0.900%	1/20/16	1,075	1,078
National Australia Bank Ltd.	2.750%	3/9/17	7,325	7,722

National Australia Bank Ltd.	3.000%	1/20/23	5,625	5,573
National Bank of Canada	1.500%	6/26/15	13,250	13,454
National City Bank	5.800%	6/7/17	1,800	2,109
National City Corp.	4.900%	1/15/15	1,445	1,549
National City Corp.	6.875%	5/15/19	1,125	1,396
Northern Trust Co.	6.500%	8/15/18	1,125	1,408
Northern Trust Corp.	4.625%	5/1/14	4,200	4,389
Northern Trust Corp.	3.450%	11/4/20	750	812
Northern Trust Corp.	3.375%	8/23/21	1,675	1,788
People's United Financial Inc.	3.650%	12/6/22	850	862
PNC Bank NA	0.800%	1/28/16	1,800	1,806
PNC Bank NA	4.875%	9/21/17	9,675	11,089
PNC Bank NA	6.000%	12/7/17	1,100	1,311
PNC Bank NA	2.700%	11/1/22	6,575	6,369
PNC Bank NA	2.950%	1/30/23	3,775	3,756
PNC Financial Services Group Inc.	2.854%	11/9/22	6,525	6,505
PNC Funding Corp.	3.000%	5/19/14	750	771
PNC Funding Corp.	3.625%	2/8/15	18,381	19,355
PNC Funding Corp.	4.250%	9/21/15	4,775	5,183
PNC Funding Corp.	5.250%	11/15/15	8,705	9,644
PNC Funding Corp.	2.700%	9/19/16	2,350	2,477
PNC Funding Corp.	5.625%	2/1/17	975	1,105
PNC Funding Corp.	6.700%	6/10/19	6,154	7,788
PNC Funding Corp.	5.125%	2/8/20	17,875	20,933
PNC Funding Corp.	4.375%	8/11/20	10,125	11,429
PNC Funding Corp.	3.300%	3/8/22	10,525	10,862
Royal Bank of Canada	1.450%	10/30/14	4,075	4,139
Royal Bank of Canada	0.800%	10/30/15	13,225	13,244
Royal Bank of Canada	2.625%	12/15/15	12,675	13,325
Royal Bank of Canada	2.875%	4/19/16	8,300	8,810
Royal Bank of Canada	2.300%	7/20/16	21,050	21,980
Royal Bank of Scotland Group plc	2.550%	9/18/15	7,775	7,988
Royal Bank of Scotland Group plc	6.400%	10/21/19	25,065	29,786
Royal Bank of Scotland NV	4.650%	6/4/18	225	232
6 Royal Bank of Scotland plc	4.875%	8/25/14	1,025	1,078
Royal Bank of Scotland plc	4.875%	3/16/15	3,250	3,487
Royal Bank of Scotland plc	3.950%	9/21/15	1,015	1,083
Royal Bank of Scotland plc	4.375%	3/16/16	5,595	6,088
Royal Bank of Scotland plc	5.625%	8/24/20	12,250	14,367
Royal Bank of Scotland plc	6.125%	1/11/21	15,250	18,413
Santander Holdings USA Inc.	3.000%	9/24/15	1,725	1,763
Santander Holdings USA Inc.	4.625%	4/19/16	9,075	9,698
Societe Generale SA	2.750%	10/12/17	9,375	9,624
SouthTrust Corp.	5.800%	6/15/14	2,550	2,693
Sovereign Bank	8.750%	5/30/18	1,070	1,294
State Street Bank & Trust Co.	5.300%	1/15/16	2,800	3,128
State Street Corp.	4.300%	5/30/14	2,665	2,784
State Street Corp.	2.875%	3/7/16	19,100	20,314
State Street Corp.	4.956%	3/15/18	5,825	6,621
State Street Corp.	4.375%	3/7/21	400	455
Sumitomo Mitsui Banking Corp.	1.350%	7/18/15	7,800	7,899
Sumitomo Mitsui Banking Corp.	0.900%	1/18/16	625	624
Sumitomo Mitsui Banking Corp.	1.800%	7/18/17	12,675	12,917
Sumitomo Mitsui Banking Corp.	3.200%	7/18/22	5,025	5,081
Sumitomo Mitsui Banking Corp.	3.000%	1/18/23	550	549
SunTrust Bank	5.000%	9/1/15	39	42
SunTrust Bank	7.250%	3/15/18	1,000	1,242

SunTrust Banks Inc.	3.600%	4/15/16	9,450	10,115
SunTrust Banks Inc.	3.500%	1/20/17	9,865	10,561
SunTrust Banks Inc.	6.000%	9/11/17	2,508	2,962
Svenska Handelsbanken AB	2.875%	4/4/17	20,775	21,930
Svenska Handelsbanken AB	1.625%	3/21/18	4,750	4,738
Toronto-Dominion Bank	1.375%	7/14/14	5,541	5,609
Toronto-Dominion Bank	2.500%	7/14/16	5,240	5,494
Toronto-Dominion Bank	2.375%	10/19/16	10,700	11,213
UBS AG	3.875%	1/15/15	1,490	1,568
UBS AG	7.000%	10/15/15	2,500	2,803
UBS AG	5.875%	7/15/16	6,025	6,770
UBS AG	7.375%	6/15/17	12,924	14,896
UBS AG	5.875%	12/20/17	35,024	41,567
UBS AG	5.750%	4/25/18	11,042	13,084
UBS AG	4.875%	8/4/20	28,035	32,288
Union Bank NA	5.950%	5/11/16	3,875	4,400
Union Bank NA	3.000%	6/6/16	1,300	1,379
Union Bank NA	2.125%	6/16/17	1,975	2,035
UnionBanCal Corp.	3.500%	6/18/22	8,125	8,429
US Bancorp	4.200%	5/15/14	1,475	1,536
US Bancorp	3.150%	3/4/15	1,475	1,549
US Bancorp	2.450%	7/27/15	650	678
US Bancorp	3.442%	2/1/16	18,400	19,518
US Bancorp	2.200%	11/15/16	12,250	12,763
US Bancorp	1.650%	5/15/17	4,100	4,182
US Bancorp	4.125%	5/24/21	31,625	35,289
US Bancorp	3.000%	3/15/22	1,825	1,874
US Bancorp	2.950%	7/15/22	13,585	13,508
US Bank NA	4.950%	10/30/14	12,771	13,615
Vesey Street Investment Trust I	4.404%	9/1/16	1,225	1,330
Wachovia Bank NA	4.800%	11/1/14	1,355	1,441
Wachovia Bank NA	4.875%	2/1/15	13,436	14,417
Wachovia Bank NA	5.000%	8/15/15	672	734
Wachovia Bank NA	6.000%	11/15/17	8,775	10,504
Wachovia Bank NA	5.850%	2/1/37	16,225	19,514
Wachovia Bank NA	6.600%	1/15/38	14,235	18,699
Wachovia Corp.	5.250%	8/1/14	7,222	7,641
Wachovia Corp.	5.625%	10/15/16	13,085	14,922
Wachovia Corp.	5.750%	6/15/17	28,035	32,816
Wachovia Corp.	5.750%	2/1/18	3,650	4,342
Wachovia Corp.	6.605%	10/1/25	3,175	4,032
Wachovia Corp.	7.500%	4/15/35	925	1,199
Wachovia Corp.	5.500%	8/1/35	5,680	6,338
Wachovia Corp.	6.550%	10/15/35	625	763
Wells Fargo & Co.	4.625%	4/15/14	250	260
Wells Fargo & Co.	3.750%	10/1/14	1,800	1,884
Wells Fargo & Co.	5.000%	11/15/14	900	958
Wells Fargo & Co.	1.250%	2/13/15	24,500	24,739
Wells Fargo & Co.	3.625%	4/15/15	7,720	8,147
Wells Fargo & Co.	1.500%	7/1/15	3,675	3,734
Wells Fargo & Co.	3.676%	6/15/16	41,525	44,854
Wells Fargo & Co.	5.125%	9/15/16	10	11
Wells Fargo & Co.	2.625%	12/15/16	34,600	36,381
Wells Fargo & Co.	2.100%	5/8/17	21,450	22,150
Wells Fargo & Co.	5.625%	12/11/17	26,595	31,332
Wells Fargo & Co.	1.500%	1/16/18	150	149
Wells Fargo & Co.	4.600%	4/1/21	20,125	22,904

Wells Fargo & Co.	3.500%	3/8/22	870	911
Wells Fargo & Co.	5.375%	2/7/35	4,275	5,009
Wells Fargo Bank NA	4.750%	2/9/15	10,594	11,322
Wells Fargo Bank NA	5.750%	5/16/16	8,150	9,277
Wells Fargo Bank NA	5.950%	8/26/36	13,110	16,127
3 Wells Fargo Capital X	5.950%	12/1/86	3,425	3,459
Westpac Banking Corp.	4.200%	2/27/15	15,075	16,080
Westpac Banking Corp.	3.000%	8/4/15	17,410	18,286
Westpac Banking Corp.	1.125%	9/25/15	8,400	8,458
Westpac Banking Corp.	0.950%	1/12/16	6,050	6,069
Westpac Banking Corp.	2.000%	8/14/17	4,050	4,170
Westpac Banking Corp.	1.600%	1/12/18	10,600	10,693
Westpac Banking Corp.	4.875%	11/19/19	12,235	14,292
Zions Bancorporation	4.500%	3/27/17	825	874
Brokerage (0.2%)
Ameriprise Financial Inc.	5.650%	11/15/15	7,850	8,814
Ameriprise Financial Inc.	7.300%	6/28/19	3,547	4,636
Ameriprise Financial Inc.	5.300%	3/15/20	3,642	4,340
3 Ameriprise Financial Inc.	7.518%	6/1/66	825	924
BlackRock Inc.	3.500%	12/10/14	4,310	4,527
BlackRock Inc.	1.375%	6/1/15	2,100	2,136
BlackRock Inc.	6.250%	9/15/17	3,375	4,111
BlackRock Inc.	5.000%	12/10/19	8,098	9,616
BlackRock Inc.	4.250%	5/24/21	6,515	7,329
BlackRock Inc.	3.375%	6/1/22	10,800	11,414
Charles Schwab Corp.	4.450%	7/22/20	7,050	8,043
Charles Schwab Corp.	3.225%	9/1/22	4,250	4,395
6 FMR LLC	7.490%	6/15/19	800	1,000
Franklin Resources Inc.	3.125%	5/20/15	3,700	3,886
Franklin Resources Inc.	1.375%	9/15/17	1,600	1,608
Franklin Resources Inc.	4.625%	5/20/20	1,950	2,233
Franklin Resources Inc.	2.800%	9/15/22	8,550	8,656
Invesco Finance plc	3.125%	11/30/22	6,725	6,868
Jefferies Group LLC	3.875%	11/9/15	1,225	1,281
Jefferies Group LLC	5.125%	4/13/18	6,205	6,759
Jefferies Group LLC	8.500%	7/15/19	8,682	10,822
Jefferies Group LLC	6.875%	4/15/21	12,275	14,330
Jefferies Group LLC	6.450%	6/8/27	2,285	2,547
Jefferies Group LLC	6.250%	1/15/36	7,350	7,586
Lazard Group LLC	7.125%	5/15/15	2,150	2,373
Lazard Group LLC	6.850%	6/15/17	8,425	9,667
Legg Mason Inc.	5.500%	5/21/19	3,350	3,664
Nomura Holdings Inc.	5.000%	3/4/15	6,825	7,250
Nomura Holdings Inc.	2.000%	9/13/16	12,525	12,521
Nomura Holdings Inc.	6.700%	3/4/20	8,600	10,307
Raymond James Financial Inc.	4.250%	4/15/16	1,975	2,104
TD Ameritrade Holding Corp.	4.150%	12/1/14	2,725	2,875
TD Ameritrade Holding Corp.	5.600%	12/1/19	2,425	2,915
Finance Companies (0.7%)
Block Financial LLC	5.125%	10/30/14	4,110	4,310
GATX Corp.	4.750%	6/15/22	4,600	4,881
3 GE Capital Trust I	6.375%	11/15/67	10,600	11,183
General Electric Capital Corp.	5.900%	5/13/14	7,350	7,785
General Electric Capital Corp.	5.500%	6/4/14	14,400	15,231
General Electric Capital Corp.	5.650%	6/9/14	9,000	9,541

General Electric Capital Corp.	3.750%	11/14/14	28,805	30,221
General Electric Capital Corp.	2.150%	1/9/15	8,500	8,731
General Electric Capital Corp.	4.875%	3/4/15	85	92
General Electric Capital Corp.	3.500%	6/29/15	2,500	2,644
General Electric Capital Corp.	1.625%	7/2/15	9,650	9,814
General Electric Capital Corp.	4.375%	9/21/15	17,100	18,537
General Electric Capital Corp.	2.250%	11/9/15	13,964	14,443
General Electric Capital Corp.	1.000%	12/11/15	2,600	2,616
General Electric Capital Corp.	5.000%	1/8/16	25	28
General Electric Capital Corp.	2.950%	5/9/16	46,976	49,664
General Electric Capital Corp.	3.350%	10/17/16	3,734	4,013
General Electric Capital Corp.	2.900%	1/9/17	3,025	3,197
General Electric Capital Corp.	5.400%	2/15/17	28,350	32,626
General Electric Capital Corp.	2.300%	4/27/17	21,900	22,667
General Electric Capital Corp.	5.625%	9/15/17	21,988	25,805
General Electric Capital Corp.	1.600%	11/20/17	3,550	3,561
General Electric Capital Corp.	1.625%	4/2/18	15,100	15,039
General Electric Capital Corp.	5.625%	5/1/18	30,379	35,977
General Electric Capital Corp.	6.000%	8/7/19	11,650	14,135
General Electric Capital Corp.	2.100%	12/11/19	1,675	1,708
General Electric Capital Corp.	5.500%	1/8/20	4,635	5,495
General Electric Capital Corp.	5.550%	5/4/20	13,700	16,417
General Electric Capital Corp.	4.625%	1/7/21	21,450	24,130
General Electric Capital Corp.	5.300%	2/11/21	5,925	6,787
General Electric Capital Corp.	4.650%	10/17/21	13,923	15,586
General Electric Capital Corp.	3.150%	9/7/22	2,000	1,982
General Electric Capital Corp.	3.100%	1/9/23	6,150	6,073
General Electric Capital Corp.	6.750%	3/15/32	51,446	65,338
General Electric Capital Corp.	6.150%	8/7/37	32,665	39,437
General Electric Capital Corp.	5.875%	1/14/38	50,100	58,098
General Electric Capital Corp.	6.875%	1/10/39	34,790	45,901
3 General Electric Capital Corp.	6.375%	11/15/67	12,930	13,706
3 HSBC Finance Capital Trust IX	5.911%	11/30/35	2,125	2,141
HSBC Finance Corp.	5.000%	6/30/15	18,460	19,959
HSBC Finance Corp.	5.500%	1/19/16	2,021	2,251
HSBC Finance Corp.	6.676%	1/15/21	36,424	43,205
6 International Lease Finance Corp.	6.500%	9/1/14	170	182
6 International Lease Finance Corp.	6.750%	9/1/16	830	942
SLM Corp.	5.375%	5/15/14	2,515	2,623
SLM Corp.	5.050%	11/14/14	1,360	1,428
SLM Corp.	5.000%	4/15/15	1,255	1,331
SLM Corp.	6.250%	1/25/16	27,578	30,096
SLM Corp.	6.000%	1/25/17	13,625	14,835
SLM Corp.	4.625%	9/25/17	3,150	3,273
SLM Corp.	8.450%	6/15/18	16,025	18,986
SLM Corp.	8.000%	3/25/20	8,010	9,335
SLM Corp.	7.250%	1/25/22	2,250	2,521
SLM Corp.	5.500%	1/25/23	2,950	2,928
SLM Corp.	5.625%	8/1/33	7,865	7,332
Insurance (1.4%)
ACE Capital Trust II	9.700%	4/1/30	2,053	2,997
ACE INA Holdings Inc.	5.875%	6/15/14	900	956
ACE INA Holdings Inc.	5.600%	5/15/15	6,675	7,355
ACE INA Holdings Inc.	2.600%	11/23/15	9,005	9,444
ACE INA Holdings Inc.	5.700%	2/15/17	2,948	3,446
ACE INA Holdings Inc.	5.800%	3/15/18	1,256	1,524

ACE INA Holdings Inc.	5.900%	6/15/19	2,575	3,205
ACE INA Holdings Inc.	2.700%	3/13/23	3,500	3,476
ACE INA Holdings Inc.	6.700%	5/15/36	1,040	1,434
ACE INA Holdings Inc.	4.150%	3/13/43	2,000	2,010
AEGON Funding Co. LLC	5.750%	12/15/20	14,225	16,789
Aetna Inc.	6.000%	6/15/16	10,650	12,269
Aetna Inc.	1.750%	5/15/17	1,600	1,629
Aetna Inc.	1.500%	11/15/17	4,000	4,014
Aetna Inc.	6.500%	9/15/18	2,175	2,689
Aetna Inc.	4.125%	6/1/21	350	385
Aetna Inc.	2.750%	11/15/22	9,600	9,385
Aetna Inc.	6.625%	6/15/36	9,127	11,839
Aetna Inc.	6.750%	12/15/37	6,055	8,107
Aetna Inc.	4.500%	5/15/42	2,593	2,631
Aetna Inc.	4.125%	11/15/42	1,668	1,598
Aflac Inc.	2.650%	2/15/17	7,520	7,916
Aflac Inc.	8.500%	5/15/19	950	1,285
Aflac Inc.	4.000%	2/15/22	3,525	3,797
Aflac Inc.	6.900%	12/17/39	825	1,084
Aflac Inc.	6.450%	8/15/40	4,968	6,245
Alleghany Corp.	5.625%	9/15/20	1,700	1,959
Alleghany Corp.	4.950%	6/27/22	3,050	3,396
Allied World Assurance Co. Ltd.	7.500%	8/1/16	15,503	18,268
Allstate Corp.	5.000%	8/15/14	6,325	6,703
Allstate Corp.	6.125%	12/15/32	2,450	3,051
Allstate Corp.	5.350%	6/1/33	1,354	1,589
Allstate Corp.	5.550%	5/9/35	2,956	3,566
Allstate Corp.	5.950%	4/1/36	53	67
Allstate Corp.	6.900%	5/15/38	18	25
Allstate Corp.	5.200%	1/15/42	10,368	11,938
3 Allstate Corp.	6.125%	5/15/67	2,831	2,973
3 Allstate Corp.	6.500%	5/15/67	4,475	4,855
Alterra Finance LLC	6.250%	9/30/20	2,000	2,345
American Financial Group Inc.	9.875%	6/15/19	8,114	11,006
American International Group Inc.	4.250%	9/15/14	5,500	5,761
American International Group Inc.	3.000%	3/20/15	6,275	6,511
American International Group Inc.	2.375%	8/24/15	900	923
American International Group Inc.	5.050%	10/1/15	3,200	3,504
American International Group Inc.	4.875%	9/15/16	7,875	8,769
American International Group Inc.	5.600%	10/18/16	6,300	7,148
American International Group Inc.	3.800%	3/22/17	11,575	12,527
American International Group Inc.	5.450%	5/18/17	7,425	8,510
American International Group Inc.	5.850%	1/16/18	34,612	40,560
American International Group Inc.	8.250%	8/15/18	3,425	4,436
American International Group Inc.	6.400%	12/15/20	21,190	26,290
American International Group Inc.	4.875%	6/1/22	10,300	11,669
American International Group Inc.	6.250%	5/1/36	14,060	17,618
American International Group Inc.	6.820%	11/15/37	955	1,250
3 American International Group Inc.	8.175%	5/15/68	23,768	32,087
3 American International Group Inc.	6.250%	3/15/87	4,660	5,149
Aon Corp.	3.500%	9/30/15	5,680	6,008
Aon Corp.	5.000%	9/30/20	13,210	15,190
Aon Corp.	8.205%	1/1/27	1,669	2,176
Aon Corp.	6.250%	9/30/40	3,550	4,578
Arch Capital Group Ltd.	7.350%	5/1/34	4,335	5,570
Aspen Insurance Holdings Ltd.	6.000%	12/15/20	2,075	2,385
Assurant Inc.	4.000%	3/15/23	75	75

Assurant Inc.	6.750%	2/15/34	5,965	6,630
AXA SA	8.600%	12/15/30	15,032	19,393
Axis Specialty Finance LLC	5.875%	6/1/20	21,650	24,660
Berkshire Hathaway Finance Corp.	4.850%	1/15/15	6,780	7,301
Berkshire Hathaway Finance Corp.	1.600%	5/15/17	7,950	8,106
Berkshire Hathaway Finance Corp.	5.400%	5/15/18	19,450	23,236
Berkshire Hathaway Finance Corp.	4.250%	1/15/21	1,000	1,128
Berkshire Hathaway Finance Corp.	3.000%	5/15/22	11,100	11,313
Berkshire Hathaway Finance Corp.	5.750%	1/15/40	5,668	6,765
Berkshire Hathaway Finance Corp.	4.400%	5/15/42	12,050	11,914
Berkshire Hathaway Inc.	3.200%	2/11/15	13,130	13,798
Berkshire Hathaway Inc.	0.800%	2/11/16	700	705
Berkshire Hathaway Inc.	2.200%	8/15/16	11,625	12,189
Berkshire Hathaway Inc.	1.550%	2/9/18	275	279
Berkshire Hathaway Inc.	3.750%	8/15/21	250	271
Berkshire Hathaway Inc.	3.400%	1/31/22	825	870
Berkshire Hathaway Inc.	3.000%	2/11/23	7,250	7,355
Berkshire Hathaway Inc.	4.500%	2/11/43	2,000	2,020
Chubb Corp.	5.750%	5/15/18	6,050	7,362
Chubb Corp.	6.000%	5/11/37	5,960	7,662
Chubb Corp.	6.500%	5/15/38	1,905	2,592
3 Chubb Corp.	6.375%	3/29/67	11,075	12,127
Cigna Corp.	2.750%	11/15/16	3,775	4,002
Cigna Corp.	5.125%	6/15/20	6,475	7,482
Cigna Corp.	4.375%	12/15/20	3,550	3,953
Cigna Corp.	4.500%	3/15/21	875	976
Cigna Corp.	4.000%	2/15/22	14,025	15,166
Cigna Corp.	7.875%	5/15/27	1,025	1,383
Cigna Corp.	6.150%	11/15/36	13,143	15,952
Cigna Corp.	5.875%	3/15/41	2,525	3,038
Cigna Corp.	5.375%	2/15/42	7,575	8,548
Cincinnati Financial Corp.	6.920%	5/15/28	3,575	4,622
Cincinnati Financial Corp.	6.125%	11/1/34	2,010	2,286
CNA Financial Corp.	5.850%	12/15/14	2,558	2,753
CNA Financial Corp.	6.500%	8/15/16	8,625	9,929
CNA Financial Corp.	7.350%	11/15/19	8,800	11,148
CNA Financial Corp.	5.875%	8/15/20	2,875	3,407
CNA Financial Corp.	5.750%	8/15/21	600	710
Coventry Health Care Inc.	6.300%	8/15/14	9,515	10,186
Coventry Health Care Inc.	5.950%	3/15/17	2,000	2,318
Coventry Health Care Inc.	5.450%	6/15/21	3,150	3,713
Endurance Specialty Holdings Ltd.	7.000%	7/15/34	6,875	7,817
Fidelity National Financial Inc.	5.500%	9/1/22	150	171
First American Financial Corp.	4.300%	2/1/23	2,675	2,779
Genworth Financial Inc.	5.750%	6/15/14	1,498	1,573
Genworth Financial Inc.	4.950%	10/1/15	950	1,017
Genworth Financial Inc.	8.625%	12/15/16	9,150	11,072
Genworth Financial Inc.	7.700%	6/15/20	1,150	1,374
Genworth Financial Inc.	7.200%	2/15/21	4,100	4,797
Genworth Financial Inc.	7.625%	9/24/21	3,650	4,389
Genworth Financial Inc.	6.500%	6/15/34	5,775	6,122
Hartford Financial Services Group Inc.	5.500%	10/15/16	3,075	3,508
Hartford Financial Services Group Inc.	5.375%	3/15/17	2,600	2,975
Hartford Financial Services Group Inc.	4.000%	10/15/17	925	1,027
Hartford Financial Services Group Inc.	6.300%	3/15/18	6,670	8,089
Hartford Financial Services Group Inc.	6.000%	1/15/19	2,175	2,607
Hartford Financial Services Group Inc.	5.125%	4/15/22	825	959

Hartford Financial Services Group Inc.	5.950%	10/15/36	2,340	2,776
Hartford Financial Services Group Inc.	6.100%	10/1/41	3,875	4,709
Hartford Financial Services Group Inc.	6.625%	4/15/42	3,218	4,263
HCC Insurance Holdings Inc.	6.300%	11/15/19	3,250	3,781
Humana Inc.	6.450%	6/1/16	175	202
Humana Inc.	7.200%	6/15/18	4,875	5,983
Humana Inc.	6.300%	8/1/18	200	236
Humana Inc.	3.150%	12/1/22	6,275	6,197
Humana Inc.	4.625%	12/1/42	4,493	4,308
Infinity Property & Casualty Corp.	5.000%	9/19/22	1,975	2,053
6 ING US Inc.	2.900%	2/15/18	3,800	3,845
6 ING US Inc.	5.500%	7/15/22	1,050	1,162
Lincoln National Corp.	4.300%	6/15/15	250	268
Lincoln National Corp.	8.750%	7/1/19	197	267
Lincoln National Corp.	4.200%	3/15/22	2,650	2,876
Lincoln National Corp.	6.150%	4/7/36	7,500	8,973
Lincoln National Corp.	7.000%	6/15/40	8,425	11,192
3 Lincoln National Corp.	7.000%	5/17/66	15,525	15,797
3 Lincoln National Corp.	6.050%	4/20/67	700	704
Loews Corp.	5.250%	3/15/16	3,200	3,565
Loews Corp.	6.000%	2/1/35	625	743
Manulife Financial Corp.	3.400%	9/17/15	10,500	11,096
Manulife Financial Corp.	4.900%	9/17/20	14,550	16,457
Markel Corp.	7.125%	9/30/19	6,625	8,178
Markel Corp.	4.900%	7/1/22	700	777
Markel Corp.	3.625%	3/30/23	625	627
Markel Corp.	5.000%	3/30/43	2,825	2,829
Marsh & McLennan Cos. Inc.	5.750%	9/15/15	9,203	10,237
Marsh & McLennan Cos. Inc.	2.300%	4/1/17	450	462
Marsh & McLennan Cos. Inc.	9.250%	4/15/19	6,650	8,945
Marsh & McLennan Cos. Inc.	4.800%	7/15/21	1,720	1,962
Marsh & McLennan Cos. Inc.	5.875%	8/1/33	7,093	8,383
MetLife Inc.	2.375%	2/6/14	9,725	9,884
MetLife Inc.	5.000%	6/15/15	4,306	4,695
MetLife Inc.	6.750%	6/1/16	4,755	5,596
MetLife Inc.	1.756%	12/15/17	4,325	4,383
MetLife Inc.	6.817%	8/15/18	1,050	1,312
MetLife Inc.	7.717%	2/15/19	1,495	1,948
MetLife Inc.	4.750%	2/8/21	4,040	4,640
MetLife Inc.	3.048%	12/15/22	4,650	4,665
MetLife Inc.	6.500%	12/15/32	2,700	3,455
MetLife Inc.	6.375%	6/15/34	2,375	3,025
MetLife Inc.	5.700%	6/15/35	725	853
MetLife Inc.	5.875%	2/6/41	11,140	13,498
MetLife Inc.	4.125%	8/13/42	8,870	8,373
3 MetLife Inc.	6.400%	12/15/66	19,367	21,255
3 MetLife Inc.	10.750%	8/1/69	760	1,180
6 Metropolitan Life Global Funding I	5.125%	6/10/14	3,475	3,655
Montpelier Re Holdings Ltd.	4.700%	10/15/22	550	565
Munich Re America Corp.	7.450%	12/15/26	2,350	3,192
3 Nationwide Financial Services Inc.	6.750%	5/15/67	350	371
OneBeacon US Holdings Inc.	4.600%	11/9/22	1,700	1,774
PartnerRe Finance B LLC	5.500%	6/1/20	12,484	14,196
Primerica Inc.	4.750%	7/15/22	900	998
Principal Financial Group Inc.	1.850%	11/15/17	1,300	1,314
Principal Financial Group Inc.	8.875%	5/15/19	4	5
Principal Financial Group Inc.	3.300%	9/15/22	2,375	2,423

Principal Financial Group Inc.	3.125%	5/15/23	3,645	3,653
Principal Financial Group Inc.	6.050%	10/15/36	8,375	10,417
Principal Financial Group Inc.	4.625%	9/15/42	2,305	2,375
Principal Financial Group Inc.	4.350%	5/15/43	3,593	3,569
Principal Life Income Funding Trusts	5.100%	4/15/14	4,930	5,162
Progressive Corp.	3.750%	8/23/21	7,450	8,121
Progressive Corp.	6.625%	3/1/29	4,700	6,020
Progressive Corp.	6.250%	12/1/32	25	32
3 Progressive Corp.	6.700%	6/15/67	7,200	7,920
Protective Life Corp.	7.375%	10/15/19	5,005	6,148
Protective Life Corp.	8.450%	10/15/39	5,810	7,670
Prudential Financial Inc.	4.750%	4/1/14	1,875	1,952
Prudential Financial Inc.	5.100%	9/20/14	11,911	12,656
Prudential Financial Inc.	3.875%	1/14/15	15,470	16,278
Prudential Financial Inc.	6.200%	1/15/15	5,150	5,623
Prudential Financial Inc.	4.750%	9/17/15	4,775	5,203
Prudential Financial Inc.	5.500%	3/15/16	3,773	4,242
Prudential Financial Inc.	6.000%	12/1/17	4,052	4,838
Prudential Financial Inc.	7.375%	6/15/19	20	26
Prudential Financial Inc.	5.375%	6/21/20	2,355	2,782
Prudential Financial Inc.	5.750%	7/15/33	923	1,059
Prudential Financial Inc.	5.400%	6/13/35	9,035	9,875
Prudential Financial Inc.	5.900%	3/17/36	11,402	13,188
Prudential Financial Inc.	5.700%	12/14/36	11,018	12,447
Prudential Financial Inc.	6.625%	12/1/37	28	35
Prudential Financial Inc.	6.625%	6/21/40	5,325	6,726
Prudential Financial Inc.	5.625%	5/12/41	268	303
3 Prudential Financial Inc.	5.875%	9/15/42	4,150	4,399
3 Prudential Financial Inc.	5.625%	6/15/43	17,500	18,156
3 Prudential Financial Inc.	5.200%	3/15/44	6,025	6,010
3 Prudential Financial Inc.	8.875%	6/15/68	750	923
3 Reinsurance Group of America Inc.	6.750%	12/15/65	6,950	7,115
StanCorp Financial Group Inc.	5.000%	8/15/22	1,275	1,328
Swiss Re Solutions Holding Corp.	6.450%	3/1/19	1,000	1,195
Swiss Re Solutions Holding Corp.	7.000%	2/15/26	1,964	2,552
Swiss Re Solutions Holding Corp.	7.750%	6/15/30	10,815	14,568
Torchmark Corp.	6.375%	6/15/16	3,500	3,949
Transatlantic Holdings Inc.	8.000%	11/30/39	14,470	20,225
Travelers Cos. Inc.	5.500%	12/1/15	1,025	1,152
Travelers Cos. Inc.	6.250%	6/20/16	2,625	3,062
Travelers Cos. Inc.	5.750%	12/15/17	3,825	4,620
Travelers Cos. Inc.	5.800%	5/15/18	150	182
Travelers Cos. Inc.	5.900%	6/2/19	11,500	14,299
Travelers Cos. Inc.	3.900%	11/1/20	550	619
Travelers Cos. Inc.	6.750%	6/20/36	10	14
Travelers Cos. Inc.	6.250%	6/15/37	15,768	21,029
Travelers Cos. Inc.	5.350%	11/1/40	2,415	2,929
Travelers Property Casualty Corp.	6.375%	3/15/33	675	886
UnitedHealth Group Inc.	4.875%	3/15/15	19,006	20,546
UnitedHealth Group Inc.	5.375%	3/15/16	200	225
UnitedHealth Group Inc.	6.000%	6/15/17	7,500	8,933
UnitedHealth Group Inc.	6.000%	2/15/18	19,745	23,910
UnitedHealth Group Inc.	3.875%	10/15/20	170	187
UnitedHealth Group Inc.	4.700%	2/15/21	1,650	1,889
UnitedHealth Group Inc.	2.875%	3/15/22	2,500	2,531
UnitedHealth Group Inc.	2.750%	2/15/23	45	44
UnitedHealth Group Inc.	5.800%	3/15/36	2,593	3,082

UnitedHealth Group Inc.	6.500%	6/15/37	1,350	1,742
UnitedHealth Group Inc.	6.625%	11/15/37	4,025	5,242
UnitedHealth Group Inc.	6.875%	2/15/38	17,113	22,824
UnitedHealth Group Inc.	5.700%	10/15/40	170	202
UnitedHealth Group Inc.	5.950%	2/15/41	2,705	3,331
UnitedHealth Group Inc.	4.625%	11/15/41	4,750	4,910
UnitedHealth Group Inc.	4.375%	3/15/42	270	271
UnitedHealth Group Inc.	3.950%	10/15/42	8,125	7,631
UnitedHealth Group Inc.	4.250%	3/15/43	9,550	9,396
Unum Group	7.125%	9/30/16	3,425	4,033
Unum Group	5.625%	9/15/20	2,200	2,543
Unum Group	5.750%	8/15/42	1,900	2,131
Validus Holdings Ltd.	8.875%	1/26/40	3,800	5,077
WellPoint Inc.	6.000%	2/15/14	2,225	2,327
WellPoint Inc.	5.000%	12/15/14	3,525	3,776
WellPoint Inc.	1.250%	9/10/15	3,100	3,121
WellPoint Inc.	5.250%	1/15/16	10,936	12,177
WellPoint Inc.	5.875%	6/15/17	825	974
WellPoint Inc.	1.875%	1/15/18	5,400	5,473
WellPoint Inc.	7.000%	2/15/19	860	1,076
WellPoint Inc.	4.350%	8/15/20	2,600	2,885
WellPoint Inc.	3.700%	8/15/21	1,850	1,951
WellPoint Inc.	3.125%	5/15/22	3,150	3,169
WellPoint Inc.	3.300%	1/15/23	9,665	9,801
WellPoint Inc.	5.950%	12/15/34	7,775	9,183
WellPoint Inc.	5.850%	1/15/36	6,685	7,868
WellPoint Inc.	6.375%	6/15/37	5,268	6,474
WellPoint Inc.	5.800%	8/15/40	1,300	1,530
WellPoint Inc.	4.625%	5/15/42	6,118	6,143
WellPoint Inc.	4.650%	1/15/43	9,218	9,172
Willis Group Holdings plc	5.750%	3/15/21	4,051	4,580
Willis North America Inc.	5.625%	7/15/15	3,825	4,150
Willis North America Inc.	6.200%	3/28/17	2,495	2,846
Willis North America Inc.	7.000%	9/29/19	20,300	24,209
WR Berkley Corp.	5.375%	9/15/20	950	1,083
XL Group plc	5.250%	9/15/14	5,652	5,968
XL Group plc	6.375%	11/15/24	525	637
XL Group plc	6.250%	5/15/27	8,025	9,667
XLIT Ltd.	5.750%	10/1/21	4,845	5,777
Other Finance (0.0%)
Jones Lang LaSalle Inc.	4.400%	11/15/22	825	850
NASDAQ OMX Group Inc.	4.000%	1/15/15	3,275	3,416
NASDAQ OMX Group Inc.	5.550%	1/15/20	7,700	8,322
ORIX Corp.	4.710%	4/27/15	1,969	2,090
ORIX Corp.	5.000%	1/12/16	4,835	5,213
ORIX Corp.	3.750%	3/9/17	7,900	8,288
XTRA Finance Corp.	5.150%	4/1/17	12,925	14,785
Real Estate Investment Trusts (0.5%)
Alexandria Real Estate Equities Inc.	4.600%	4/1/22	5,025	5,438
Arden Realty LP	5.250%	3/1/15	925	996
AvalonBay Communities Inc.	5.750%	9/15/16	825	950
AvalonBay Communities Inc.	2.850%	3/15/23	2,800	2,734
BioMed Realty LP	3.850%	4/15/16	5,525	5,882
BioMed Realty LP	4.250%	7/15/22	2,000	2,105
Boston Properties LP	5.625%	4/15/15	5,175	5,660

Boston Properties LP	3.700%	11/15/18	800	880
Boston Properties LP	5.875%	10/15/19	20	24
Boston Properties LP	5.625%	11/15/20	8,925	10,585
Boston Properties LP	4.125%	5/15/21	3,365	3,652
Boston Properties LP	3.850%	2/1/23	13,238	14,031
Brandywine Operating Partnership LP	5.700%	5/1/17	6,830	7,732
Brandywine Operating Partnership LP	4.950%	4/15/18	8,325	9,226
BRE Properties Inc.	5.500%	3/15/17	25	28
BRE Properties Inc.	3.375%	1/15/23	4,375	4,349
Camden Property Trust	2.950%	12/15/22	4,225	4,163
CommonWealth REIT	6.250%	6/15/17	5,075	5,555
CommonWealth REIT	5.875%	9/15/20	3,200	3,525
DDR Corp.	7.875%	9/1/20	5,000	6,369
DDR Corp.	4.625%	7/15/22	8,425	9,229
Digital Realty Trust LP	4.500%	7/15/15	2,400	2,540
Digital Realty Trust LP	5.875%	2/1/20	2,000	2,287
Digital Realty Trust LP	5.250%	3/15/21	12,345	13,827
Duke Realty LP	7.375%	2/15/15	8,425	9,335
Duke Realty LP	5.950%	2/15/17	5,400	6,181
Duke Realty LP	8.250%	8/15/19	3,600	4,695
Duke Realty LP	6.750%	3/15/20	1,025	1,252
Duke Realty LP	3.625%	4/15/23	3,525	3,530
EPR Properties	5.750%	8/15/22	1,100	1,204
Equity One Inc.	3.750%	11/15/22	3,000	2,989
ERP Operating LP	5.250%	9/15/14	1,700	1,811
ERP Operating LP	5.125%	3/15/16	825	917
ERP Operating LP	5.375%	8/1/16	3,125	3,548
ERP Operating LP	5.750%	6/15/17	2,375	2,777
ERP Operating LP	4.750%	7/15/20	2,385	2,687
ERP Operating LP	4.625%	12/15/21	10,855	12,208
Federal Realty Investment Trust	3.000%	8/1/22	3,050	3,033
HCP Inc.	2.700%	2/1/14	650	660
HCP Inc.	3.750%	2/1/16	17,500	18,724
HCP Inc.	6.300%	9/15/16	9,415	10,913
HCP Inc.	6.000%	1/30/17	3,220	3,725
HCP Inc.	5.625%	5/1/17	100	115
HCP Inc.	6.700%	1/30/18	1,200	1,461
HCP Inc.	3.750%	2/1/19	4,525	4,886
HCP Inc.	2.625%	2/1/20	1,075	1,082
HCP Inc.	5.375%	2/1/21	300	349
HCP Inc.	3.150%	8/1/22	700	693
HCP Inc.	6.750%	2/1/41	500	647
Health Care REIT Inc.	3.625%	3/15/16	2,150	2,284
Health Care REIT Inc.	6.200%	6/1/16	9,300	10,612
Health Care REIT Inc.	4.700%	9/15/17	3,675	4,092
Health Care REIT Inc.	2.250%	3/15/18	4,550	4,586
Health Care REIT Inc.	4.125%	4/1/19	3,475	3,775
Health Care REIT Inc.	4.950%	1/15/21	8,335	9,292
Health Care REIT Inc.	5.250%	1/15/22	5,925	6,743
Health Care REIT Inc.	3.750%	3/15/23	2,975	2,995
Health Care REIT Inc.	6.500%	3/15/41	3,400	4,033
Health Care REIT Inc.	5.125%	3/15/43	3,125	3,095
Healthcare Realty Trust Inc.	5.125%	4/1/14	1,525	1,590
Healthcare Realty Trust Inc.	6.500%	1/17/17	2,800	3,195
Healthcare Realty Trust Inc.	5.750%	1/15/21	2,750	3,137
Healthcare Realty Trust Inc.	3.750%	4/15/23	75	75
6 Healthcare Trust of America Holdings LP	3.700%	4/15/23	1,425	1,421

Hospitality Properties Trust	7.875%	8/15/14	3,550	3,751
Hospitality Properties Trust	5.125%	2/15/15	5,170	5,401
Hospitality Properties Trust	6.700%	1/15/18	10,375	11,948
Kilroy Realty LP	5.000%	11/3/15	3,950	4,306
Kilroy Realty LP	4.800%	7/15/18	11,075	12,357
Kilroy Realty LP	3.800%	1/15/23	3,025	3,108
Kimco Realty Corp.	5.783%	3/15/16	1,075	1,208
Kimco Realty Corp.	5.700%	5/1/17	5,625	6,496
Kimco Realty Corp.	4.300%	2/1/18	1,580	1,762
Kimco Realty Corp.	6.875%	10/1/19	6,150	7,817
Liberty Property LP	5.125%	3/2/15	8,400	8,997
Liberty Property LP	5.500%	12/15/16	1,975	2,239
Liberty Property LP	6.625%	10/1/17	2,750	3,273
Liberty Property LP	4.750%	10/1/20	225	246
Liberty Property LP	3.375%	6/15/23	1,250	1,245
Mack-Cali Realty LP	2.500%	12/15/17	650	660
Mack-Cali Realty LP	7.750%	8/15/19	6,525	8,257
National Retail Properties Inc.	6.875%	10/15/17	10,350	12,392
Omega Healthcare Investors Inc.	6.750%	10/15/22	2,309	2,546
Omega Healthcare Investors Inc.	5.875%	3/15/24	1,518	1,617
Post Apartment Homes LP	3.375%	12/1/22	1,825	1,844
ProLogis LP	7.625%	8/15/14	600	648
ProLogis LP	4.500%	8/15/17	2,600	2,862
ProLogis LP	6.625%	5/15/18	20	24
ProLogis LP	7.375%	10/30/19	5,100	6,395
ProLogis LP	6.625%	12/1/19	1,750	2,128
ProLogis LP	6.875%	3/15/20	7,175	8,788
Realty Income Corp.	5.950%	9/15/16	150	173
Realty Income Corp.	2.000%	1/31/18	875	881
Realty Income Corp.	6.750%	8/15/19	8,210	10,170
Realty Income Corp.	5.750%	1/15/21	5,175	6,040
Realty Income Corp.	5.875%	3/15/35	6,660	7,483
Regency Centers LP	5.250%	8/1/15	2,925	3,182
Senior Housing Properties Trust	4.300%	1/15/16	1,650	1,714
Simon Property Group LP	6.750%	5/15/14	11,480	12,074
Simon Property Group LP	4.200%	2/1/15	4,225	4,454
Simon Property Group LP	5.100%	6/15/15	2,296	2,507
Simon Property Group LP	5.750%	12/1/15	15,350	17,129
Simon Property Group LP	6.100%	5/1/16	1,850	2,118
Simon Property Group LP	5.250%	12/1/16	14,095	16,098
Simon Property Group LP	2.800%	1/30/17	2,685	2,844
Simon Property Group LP	5.875%	3/1/17	3,250	3,778
Simon Property Group LP	2.150%	9/15/17	5,725	5,917
Simon Property Group LP	6.125%	5/30/18	5,250	6,430
Simon Property Group LP	5.650%	2/1/20	6,950	8,366
Simon Property Group LP	4.375%	3/1/21	3,900	4,363
Simon Property Group LP	4.125%	12/1/21	2,313	2,557
Simon Property Group LP	3.375%	3/15/22	2,725	2,867
Simon Property Group LP	2.750%	2/1/23	2,150	2,116
Simon Property Group LP	6.750%	2/1/40	7,818	10,593
Simon Property Group LP	4.750%	3/15/42	1,900	1,981
Tanger Properties LP	6.150%	11/15/15	3,525	3,988
UDR Inc.	4.250%	6/1/18	1,200	1,325
UDR Inc.	4.625%	1/10/22	7,145	7,920
Ventas Realty LP / Ventas Capital Corp.	3.125%	11/30/15	10,400	10,989
Ventas Realty LP / Ventas Capital Corp.	2.000%	2/15/18	1,525	1,536
Ventas Realty LP / Ventas Capital Corp.	2.700%	4/1/20	2,450	2,469

Ventas Realty LP / Ventas Capital Corp.	4.750%	6/1/21	4,850	5,409
Ventas Realty LP / Ventas Capital Corp.	4.250%	3/1/22	495	532
Ventas Realty LP / Ventas Capital Corp.	3.250%	8/15/22	4,900	4,874
Washington REIT	4.950%	10/1/20	475	518
Washington REIT	3.950%	10/15/22	2,650	2,712
Weingarten Realty Investors	3.375%	10/15/22	1,275	1,260
Weingarten Realty Investors	3.500%	4/15/23	3,925	3,923
				8,987,199
Industrial (12.4%)
Basic Industry (1.3%)
Agrium Inc.	6.750%	1/15/19	7,100	8,711
Agrium Inc.	3.150%	10/1/22	1,200	1,160
Agrium Inc.	6.125%	1/15/41	6,550	7,376
Air Products & Chemicals Inc.	2.000%	8/2/16	5,325	5,521
Air Products & Chemicals Inc.	3.000%	11/3/21	2,125	2,207
Air Products & Chemicals Inc.	2.750%	2/3/23	7,125	7,269
Airgas Inc.	4.500%	9/15/14	1,325	1,395
Airgas Inc.	3.250%	10/1/15	5,400	5,680
Albemarle Corp.	4.500%	12/15/20	500	552
Alcoa Inc.	5.550%	2/1/17	13	14
Alcoa Inc.	6.750%	7/15/18	2,800	3,208
Alcoa Inc.	5.720%	2/23/19	5,963	6,457
Alcoa Inc.	6.150%	8/15/20	3,518	3,844
Alcoa Inc.	5.400%	4/15/21	300	310
Alcoa Inc.	5.870%	2/23/22	4,337	4,618
Alcoa Inc.	5.900%	2/1/27	1,637	1,740
Alcoa Inc.	6.750%	1/15/28	22,761	25,124
Alcoa Inc.	5.950%	2/1/37	8,288	8,022
Allegheny Technologies Inc.	9.375%	6/1/19	5,304	6,836
AngloGold Ashanti Holdings plc	5.375%	4/15/20	8,550	9,055
AngloGold Ashanti Holdings plc	6.500%	4/15/40	2,275	2,310
Barrick Gold Corp.	2.900%	5/30/16	3,200	3,371
Barrick Gold Corp.	6.950%	4/1/19	9,594	11,897
Barrick Gold Corp.	3.850%	4/1/22	1,900	1,949
Barrick Gold Corp.	5.250%	4/1/42	5,475	5,552
Barrick Gold Finance Co.	4.875%	11/15/14	2,700	2,868
Barrick North America Finance LLC	6.800%	9/15/18	5,325	6,555
Barrick North America Finance LLC	4.400%	5/30/21	14,750	15,938
Barrick North America Finance LLC	7.500%	9/15/38	5,150	6,723
Barrick North America Finance LLC	5.700%	5/30/41	8,393	8,984
Barrick PD Australia Finance Pty Ltd.	5.950%	10/15/39	2,693	2,978
BHP Billiton Finance USA Ltd.	5.500%	4/1/14	6,875	7,224
BHP Billiton Finance USA Ltd.	1.125%	11/21/14	3,000	3,034
BHP Billiton Finance USA Ltd.	1.000%	2/24/15	16,475	16,642
BHP Billiton Finance USA Ltd.	5.250%	12/15/15	11,721	13,117
BHP Billiton Finance USA Ltd.	1.625%	2/24/17	11,350	11,581
BHP Billiton Finance USA Ltd.	5.400%	3/29/17	50	58
BHP Billiton Finance USA Ltd.	6.500%	4/1/19	17,760	22,517
BHP Billiton Finance USA Ltd.	3.250%	11/21/21	1,625	1,715
BHP Billiton Finance USA Ltd.	2.875%	2/24/22	9,100	9,290
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	11,143	11,210
Cabot Corp.	2.550%	1/15/18	475	488
Cabot Corp.	3.700%	7/15/22	625	635
Carpenter Technology Corp.	5.200%	7/15/21	11,175	12,030
Celulosa Arauco y Constitucion SA	5.625%	4/20/15	3,675	3,951
Celulosa Arauco y Constitucion SA	7.250%	7/29/19	1,225	1,470
Celulosa Arauco y Constitucion SA	5.000%	1/21/21	5,300	5,592

Celulosa Arauco y Constitucion SA	4.750%	1/11/22	2,625	2,741
CF Industries Inc.	6.875%	5/1/18	16,918	20,238
CF Industries Inc.	7.125%	5/1/20	7,275	9,003
Cliffs Natural Resources Inc.	3.950%	1/15/18	1,000	1,007
Cliffs Natural Resources Inc.	5.900%	3/15/20	3,275	3,460
Cliffs Natural Resources Inc.	4.875%	4/1/21	12,100	11,962
Cliffs Natural Resources Inc.	6.250%	10/1/40	5,978	5,523
Domtar Corp.	6.250%	9/1/42	850	870
Dow Chemical Co.	5.900%	2/15/15	34,786	38,043
Dow Chemical Co.	2.500%	2/15/16	625	651
Dow Chemical Co.	5.700%	5/15/18	500	590
Dow Chemical Co.	4.250%	11/15/20	4,892	5,359
Dow Chemical Co.	4.125%	11/15/21	14,400	15,343
Dow Chemical Co.	7.375%	11/1/29	1,868	2,497
Dow Chemical Co.	9.400%	5/15/39	12,297	19,664
Dow Chemical Co.	5.250%	11/15/41	10,283	11,106
Dow Chemical Co.	4.375%	11/15/42	3,275	3,133
Eastman Chemical Co.	3.000%	12/15/15	675	710
Eastman Chemical Co.	2.400%	6/1/17	4,000	4,155
Eastman Chemical Co.	5.500%	11/15/19	4,675	5,488
Eastman Chemical Co.	4.500%	1/15/21	775	860
Eastman Chemical Co.	3.600%	8/15/22	18,255	19,057
Eastman Chemical Co.	4.800%	9/1/42	5,493	5,681
Ecolab Inc.	2.375%	12/8/14	5,375	5,517
Ecolab Inc.	1.000%	8/9/15	1,900	1,906
Ecolab Inc.	3.000%	12/8/16	14,775	15,710
Ecolab Inc.	1.450%	12/8/17	4,850	4,828
Ecolab Inc.	4.350%	12/8/21	7,000	7,804
Ecolab Inc.	5.500%	12/8/41	10,168	11,677
EI du Pont de Nemours & Co.	5.000%	7/15/13	7,075	7,168
EI du Pont de Nemours & Co.	3.250%	1/15/15	62	65
EI du Pont de Nemours & Co.	1.950%	1/15/16	2,800	2,896
EI du Pont de Nemours & Co.	2.750%	4/1/16	5,200	5,518
EI du Pont de Nemours & Co.	5.250%	12/15/16	7,601	8,797
EI du Pont de Nemours & Co.	6.000%	7/15/18	9,055	11,164
EI du Pont de Nemours & Co.	4.625%	1/15/20	5,002	5,811
EI du Pont de Nemours & Co.	3.625%	1/15/21	15,210	16,687
EI du Pont de Nemours & Co.	4.250%	4/1/21	2,950	3,364
EI du Pont de Nemours & Co.	2.800%	2/15/23	9,525	9,642
EI du Pont de Nemours & Co.	6.500%	1/15/28	1,700	2,248
EI du Pont de Nemours & Co.	4.900%	1/15/41	11,278	12,875
EI du Pont de Nemours & Co.	4.150%	2/15/43	8,850	8,931
FMC Corp.	3.950%	2/1/22	2,600	2,747
Freeport-McMoRan Copper & Gold Inc.	1.400%	2/13/15	5,525	5,572
Freeport-McMoRan Copper & Gold Inc.	2.150%	3/1/17	1,300	1,318
6 Freeport-McMoRan Copper & Gold Inc.	2.375%	3/15/18	21,275	21,388
6 Freeport-McMoRan Copper & Gold Inc.	3.100%	3/15/20	13,150	13,196
Freeport-McMoRan Copper & Gold Inc.	3.550%	3/1/22	5,525	5,483
6 Freeport-McMoRan Copper & Gold Inc.	3.875%	3/15/23	22,030	21,930
6 Freeport-McMoRan Copper & Gold Inc.	5.450%	3/15/43	10,935	10,777
Georgia-Pacific LLC	8.000%	1/15/24	18	25
Georgia-Pacific LLC	7.375%	12/1/25	775	1,056
Georgia-Pacific LLC	7.750%	11/15/29	18	24
Georgia-Pacific LLC	8.875%	5/15/31	2,375	3,549
Goldcorp Inc.	2.125%	3/15/18	15,710	15,787
Goldcorp Inc.	3.700%	3/15/23	9,450	9,497
ICI Wilmington Inc.	5.625%	12/1/13	700	721

International Paper Co.	5.300%	4/1/15	4,600	4,974
International Paper Co.	7.950%	6/15/18	5,895	7,578
International Paper Co.	9.375%	5/15/19	22,188	30,516
International Paper Co.	7.500%	8/15/21	28,345	37,081
International Paper Co.	8.700%	6/15/38	1,200	1,759
International Paper Co.	7.300%	11/15/39	643	846
Kinross Gold Corp.	5.125%	9/1/21	3,100	3,244
Kinross Gold Corp.	6.875%	9/1/41	2,150	2,232
Lubrizol Corp.	5.500%	10/1/14	10,125	10,882
Lubrizol Corp.	8.875%	2/1/19	850	1,179
Lubrizol Corp.	6.500%	10/1/34	5,285	7,025
LyondellBasell Industries NV	5.000%	4/15/19	14,175	16,000
LyondellBasell Industries NV	6.000%	11/15/21	7,400	8,787
LyondellBasell Industries NV	5.750%	4/15/24	7,450	8,740
Monsanto Co.	2.750%	4/15/16	1,750	1,854
Monsanto Co.	5.125%	4/15/18	3,100	3,698
Monsanto Co.	2.200%	7/15/22	4,225	4,166
Monsanto Co.	5.500%	8/15/25	23	29
Monsanto Co.	5.875%	4/15/38	1,750	2,267
Monsanto Co.	3.600%	7/15/42	4,150	3,992
Mosaic Co.	3.750%	11/15/21	1,750	1,841
Mosaic Co.	4.875%	11/15/41	1,250	1,322
Newmont Mining Corp.	5.125%	10/1/19	1,470	1,696
Newmont Mining Corp.	3.500%	3/15/22	7,760	7,807
Newmont Mining Corp.	5.875%	4/1/35	2,605	2,889
Newmont Mining Corp.	6.250%	10/1/39	18,752	21,569
Newmont Mining Corp.	4.875%	3/15/42	1,418	1,370
Nucor Corp.	5.750%	12/1/17	1,100	1,311
Nucor Corp.	5.850%	6/1/18	5,205	6,294
Nucor Corp.	4.125%	9/15/22	325	357
Nucor Corp.	6.400%	12/1/37	1,195	1,560
Packaging Corp. of America	3.900%	6/15/22	4,500	4,652
Placer Dome Inc.	6.450%	10/15/35	2,175	2,503
Plum Creek Timberlands LP	5.875%	11/15/15	3,550	3,945
Plum Creek Timberlands LP	4.700%	3/15/21	3,380	3,672
Potash Corp. of Saskatchewan Inc.	5.250%	5/15/14	775	815
Potash Corp. of Saskatchewan Inc.	3.750%	9/30/15	5,350	5,724
Potash Corp. of Saskatchewan Inc.	3.250%	12/1/17	4,345	4,711
Potash Corp. of Saskatchewan Inc.	6.500%	5/15/19	170	212
Potash Corp. of Saskatchewan Inc.	4.875%	3/30/20	6,485	7,427
Potash Corp. of Saskatchewan Inc.	5.875%	12/1/36	1,275	1,521
Potash Corp. of Saskatchewan Inc.	5.625%	12/1/40	3,668	4,330
PPG Industries Inc.	1.900%	1/15/16	6,825	7,026
PPG Industries Inc.	6.650%	3/15/18	1,770	2,185
PPG Industries Inc.	3.600%	11/15/20	1,650	1,767
PPG Industries Inc.	7.700%	3/15/38	4,825	6,630
PPG Industries Inc.	5.500%	11/15/40	875	996
Praxair Inc.	4.375%	3/31/14	2,775	2,879
Praxair Inc.	5.250%	11/15/14	6,850	7,360
Praxair Inc.	4.625%	3/30/15	325	351
Praxair Inc.	3.250%	9/15/15	800	852
Praxair Inc.	5.200%	3/15/17	1,100	1,272
Praxair Inc.	4.500%	8/15/19	2,540	2,952
Praxair Inc.	3.000%	9/1/21	3,550	3,668
Praxair Inc.	2.450%	2/15/22	19,000	19,035
Praxair Inc.	2.200%	8/15/22	4,000	3,878
Praxair Inc.	3.550%	11/7/42	1,000	936

Rayonier Inc.	3.750%	4/1/22	1,750	1,766
Reliance Steel & Aluminum Co.	6.200%	11/15/16	250	278
Reliance Steel & Aluminum Co.	6.850%	11/15/36	1,750	1,908
Rio Tinto Alcan Inc.	5.000%	6/1/15	1,775	1,931
Rio Tinto Alcan Inc.	6.125%	12/15/33	14,094	17,761
Rio Tinto Alcan Inc.	5.750%	6/1/35	10,454	12,765
Rio Tinto Finance USA Ltd.	8.950%	5/1/14	22,727	24,702
Rio Tinto Finance USA Ltd.	1.875%	11/2/15	12,475	12,794
Rio Tinto Finance USA Ltd.	2.500%	5/20/16	1,050	1,095
Rio Tinto Finance USA Ltd.	2.250%	9/20/16	2,000	2,076
Rio Tinto Finance USA Ltd.	6.500%	7/15/18	8,810	10,823
Rio Tinto Finance USA Ltd.	9.000%	5/1/19	9,471	13,103
Rio Tinto Finance USA Ltd.	3.500%	11/2/20	9,708	10,230
Rio Tinto Finance USA Ltd.	4.125%	5/20/21	4,125	4,473
Rio Tinto Finance USA Ltd.	3.750%	9/20/21	4,075	4,314
Rio Tinto Finance USA Ltd.	7.125%	7/15/28	6,095	8,299
Rio Tinto Finance USA Ltd.	5.200%	11/2/40	11,460	12,977
Rio Tinto Finance USA plc	2.000%	3/22/17	7,400	7,582
Rio Tinto Finance USA plc	1.625%	8/21/17	6,250	6,291
Rio Tinto Finance USA plc	3.500%	3/22/22	3,625	3,749
Rio Tinto Finance USA plc	2.875%	8/21/22	8,220	8,044
Rio Tinto Finance USA plc	4.750%	3/22/42	5,268	5,533
Rio Tinto Finance USA plc	4.125%	8/21/42	7,024	6,608
Rohm & Haas Co.	6.000%	9/15/17	10,030	11,810
Rohm & Haas Co.	7.850%	7/15/29	2,650	3,623
RPM International Inc.	6.125%	10/15/19	2,225	2,622
RPM International Inc.	3.450%	11/15/22	4,550	4,500
Sherwin-Williams Co.	3.125%	12/15/14	3,225	3,353
Sigma-Aldrich Corp.	3.375%	11/1/20	1,585	1,681
Southern Copper Corp.	5.375%	4/16/20	1,800	2,045
Southern Copper Corp.	7.500%	7/27/35	16,250	19,557
Southern Copper Corp.	6.750%	4/16/40	2,000	2,260
Southern Copper Corp.	5.250%	11/8/42	7,545	7,179
Syngenta Finance NV	3.125%	3/28/22	4,000	4,125
Syngenta Finance NV	4.375%	3/28/42	2,675	2,823
Teck Resources Ltd.	3.150%	1/15/17	1,550	1,623
Teck Resources Ltd.	3.850%	8/15/17	4,100	4,405
Teck Resources Ltd.	2.500%	2/1/18	11,125	11,069
Teck Resources Ltd.	4.500%	1/15/21	4,250	4,564
Teck Resources Ltd.	4.750%	1/15/22	2,325	2,499
Teck Resources Ltd.	3.750%	2/1/23	4,168	4,080
Teck Resources Ltd.	6.125%	10/1/35	4,262	4,537
Teck Resources Ltd.	6.000%	8/15/40	3,450	3,644
Teck Resources Ltd.	6.250%	7/15/41	4,468	4,703
Teck Resources Ltd.	5.200%	3/1/42	8,975	8,323
Teck Resources Ltd.	5.400%	2/1/43	693	660
Vale Canada Ltd.	5.700%	10/15/15	3,575	3,897
Vale Canada Ltd.	7.200%	9/15/32	1,175	1,370
Vale Overseas Ltd.	6.250%	1/11/16	1,050	1,172
Vale Overseas Ltd.	6.250%	1/23/17	6,270	7,161
Vale Overseas Ltd.	5.625%	9/15/19	29,550	33,511
Vale Overseas Ltd.	4.625%	9/15/20	7,700	8,160
Vale Overseas Ltd.	4.375%	1/11/22	13,250	13,601
Vale Overseas Ltd.	8.250%	1/17/34	2,500	3,207
Vale Overseas Ltd.	6.875%	11/21/36	22,904	26,035
Vale Overseas Ltd.	6.875%	11/10/39	20,315	23,244
Vale SA	5.625%	9/11/42	90	89

Valspar Corp.	7.250%	6/15/19	675	837
Valspar Corp.	4.200%	1/15/22	825	898
Westlake Chemical Corp.	3.600%	7/15/22	775	789
Westvaco Corp.	8.200%	1/15/30	18	22
Westvaco Corp.	7.950%	2/15/31	5,103	6,236
Xstrata Canada Corp.	5.375%	6/1/15	350	383
Xstrata Canada Corp.	6.000%	10/15/15	1,125	1,246
Xstrata Canada Corp.	5.500%	6/15/17	4,675	5,289
Capital Goods (1.2%)
3M Co.	6.375%	2/15/28	3,650	5,065
3M Co.	5.700%	3/15/37	6,023	7,790
ABB Finance USA Inc.	1.625%	5/8/17	2,500	2,536
ABB Finance USA Inc.	2.875%	5/8/22	6,375	6,454
ABB Finance USA Inc.	4.375%	5/8/42	1,678	1,765
Acuity Brands Lighting Inc.	6.000%	12/15/19	2,975	3,416
Bemis Co. Inc.	5.650%	8/1/14	2,625	2,786
Black & Decker Corp.	5.750%	11/15/16	2,325	2,700
Boeing Capital Corp.	3.250%	10/27/14	700	731
Boeing Capital Corp.	2.900%	8/15/18	150	161
Boeing Co.	3.500%	2/15/15	26,450	27,905
Boeing Co.	3.750%	11/20/16	20	22
Boeing Co.	6.000%	3/15/19	25	31
Boeing Co.	4.875%	2/15/20	6,600	7,818
Boeing Co.	8.750%	8/15/21	800	1,169
Boeing Co.	7.950%	8/15/24	1,148	1,673
Boeing Co.	7.250%	6/15/25	675	918
Boeing Co.	8.750%	9/15/31	850	1,297
Boeing Co.	6.125%	2/15/33	500	635
Boeing Co.	6.625%	2/15/38	2,190	3,019
Boeing Co.	6.875%	3/15/39	2,128	3,020
Boeing Co.	5.875%	2/15/40	4,950	6,309
Carlisle Cos. Inc.	3.750%	11/15/22	3,075	3,077
Caterpillar Financial Services Corp.	1.650%	4/1/14	425	430
Caterpillar Financial Services Corp.	1.375%	5/20/14	6,740	6,815
Caterpillar Financial Services Corp.	1.125%	12/15/14	6,475	6,555
Caterpillar Financial Services Corp.	4.750%	2/17/15	4,560	4,912
Caterpillar Financial Services Corp.	4.625%	6/1/15	2,625	2,841
Caterpillar Financial Services Corp.	2.050%	8/1/16	30,175	31,322
Caterpillar Financial Services Corp.	5.450%	4/15/18	20	24
Caterpillar Financial Services Corp.	7.150%	2/15/19	39,700	51,499
Caterpillar Inc.	1.375%	5/27/14	7,050	7,128
Caterpillar Inc.	0.950%	6/26/15	575	580
Caterpillar Inc.	3.900%	5/27/21	14,978	16,612
Caterpillar Inc.	6.050%	8/15/36	8,617	11,056
Caterpillar Inc.	5.200%	5/27/41	50	59
Caterpillar Inc.	3.803%	8/15/42	20,069	18,970
Cooper US Inc.	5.450%	4/1/15	1,925	2,100
Cooper US Inc.	2.375%	1/15/16	3,025	3,132
Cooper US Inc.	3.875%	12/15/20	1,250	1,354
CRH America Inc.	4.125%	1/15/16	6,425	6,770
CRH America Inc.	6.000%	9/30/16	17,236	19,614
CRH America Inc.	8.125%	7/15/18	7,400	9,174
CRH America Inc.	5.750%	1/15/21	6,800	7,598
Danaher Corp.	1.300%	6/23/14	2,500	2,528
Danaher Corp.	2.300%	6/23/16	1,750	1,835
Danaher Corp.	5.625%	1/15/18	2,385	2,843

Danaher Corp.	5.400%	3/1/19	1,700	2,046
Danaher Corp.	3.900%	6/23/21	3,110	3,471
Deere & Co.	6.950%	4/25/14	6,195	6,629
Deere & Co.	4.375%	10/16/19	4,925	5,750
Deere & Co.	2.600%	6/8/22	3,963	3,993
Deere & Co.	5.375%	10/16/29	8,943	11,065
Deere & Co.	8.100%	5/15/30	3,415	5,224
Deere & Co.	7.125%	3/3/31	925	1,309
Deere & Co.	3.900%	6/9/42	8,933	8,831
Dover Corp.	5.450%	3/15/18	6,650	7,930
Dover Corp.	4.300%	3/1/21	550	623
Dover Corp.	5.375%	10/15/35	550	659
Dover Corp.	6.600%	3/15/38	3,115	4,308
Dover Corp.	5.375%	3/1/41	1,368	1,660
6 Eaton Corp.	1.500%	11/2/17	7,660	7,680
Eaton Corp.	5.600%	5/15/18	11,050	13,070
6 Eaton Corp.	2.750%	11/2/22	15,900	15,780
6 Eaton Corp.	4.000%	11/2/32	4,325	4,314
6 Eaton Corp.	4.150%	11/2/42	2,400	2,336
Embraer Overseas Ltd.	6.375%	1/24/17	7,473	8,444
Embraer Overseas Ltd.	6.375%	1/15/20	4,550	5,265
Embraer SA	5.150%	6/15/22	6,750	7,340
Emerson Electric Co.	5.250%	10/15/18	6,635	7,951
Emerson Electric Co.	4.875%	10/15/19	4,575	5,432
Emerson Electric Co.	4.250%	11/15/20	425	489
Emerson Electric Co.	2.625%	2/15/23	4,125	4,178
Emerson Electric Co.	6.000%	8/15/32	940	1,198
Emerson Electric Co.	6.125%	4/15/39	1,585	2,163
Emerson Electric Co.	5.250%	11/15/39	394	473
Flowserve Corp.	3.500%	9/15/22	9,775	9,895
General Dynamics Corp.	1.375%	1/15/15	2,100	2,137
General Dynamics Corp.	1.000%	11/15/17	12,000	11,898
General Dynamics Corp.	3.875%	7/15/21	7,750	8,606
General Dynamics Corp.	2.250%	11/15/22	14,800	14,231
General Dynamics Corp.	3.600%	11/15/42	3,418	3,128
General Electric Co.	0.850%	10/9/15	13,925	13,967
General Electric Co.	5.250%	12/6/17	34,782	40,786
General Electric Co.	2.700%	10/9/22	16,123	16,122
General Electric Co.	4.125%	10/9/42	18,315	18,332
Goodrich Corp.	6.125%	3/1/19	1,695	2,115
Harsco Corp.	2.700%	10/15/15	876	883
Harsco Corp.	5.750%	5/15/18	10,018	11,144
Honeywell International Inc.	5.400%	3/15/16	1,650	1,870
Honeywell International Inc.	5.300%	3/15/17	5,110	5,946
Honeywell International Inc.	5.300%	3/1/18	2,660	3,169
Honeywell International Inc.	5.000%	2/15/19	3,175	3,787
Honeywell International Inc.	4.250%	3/1/21	15,620	18,006
Honeywell International Inc.	5.700%	3/15/36	2,435	3,066
Honeywell International Inc.	5.700%	3/15/37	4,885	6,184
Honeywell International Inc.	5.375%	3/1/41	3,493	4,337
Illinois Tool Works Inc.	5.150%	4/1/14	4,380	4,567
Illinois Tool Works Inc.	6.250%	4/1/19	12,475	15,649
Illinois Tool Works Inc.	4.875%	9/15/41	45	50
Illinois Tool Works Inc.	3.900%	9/1/42	12,800	12,373
Ingersoll-Rand Global Holding Co. Ltd.	9.500%	4/15/14	13,475	14,662
Ingersoll-Rand Global Holding Co. Ltd.	6.875%	8/15/18	5,880	7,073
John Deere Capital Corp.	4.900%	9/9/13	8,275	8,438

John Deere Capital Corp.	1.250%	12/2/14	3,000	3,042
John Deere Capital Corp.	2.950%	3/9/15	7,600	7,949
John Deere Capital Corp.	0.950%	6/29/15	1,275	1,287
John Deere Capital Corp.	0.700%	9/4/15	2,050	2,054
John Deere Capital Corp.	0.750%	1/22/16	800	802
John Deere Capital Corp.	2.250%	6/7/16	300	313
John Deere Capital Corp.	1.850%	9/15/16	9,000	9,290
John Deere Capital Corp.	2.000%	1/13/17	8,450	8,753
John Deere Capital Corp.	5.500%	4/13/17	3,350	3,929
John Deere Capital Corp.	2.800%	9/18/17	7,400	7,909
John Deere Capital Corp.	1.200%	10/10/17	2,650	2,660
John Deere Capital Corp.	1.300%	3/12/18	5,600	5,616
John Deere Capital Corp.	5.750%	9/10/18	3,950	4,821
John Deere Capital Corp.	2.250%	4/17/19	3,000	3,099
John Deere Capital Corp.	1.700%	1/15/20	4,575	4,508
John Deere Capital Corp.	3.900%	7/12/21	4,850	5,400
John Deere Capital Corp.	3.150%	10/15/21	4,040	4,263
John Deere Capital Corp.	2.750%	3/15/22	750	762
John Deere Capital Corp.	2.800%	1/27/23	2,225	2,259
Joy Global Inc.	6.000%	11/15/16	1,850	2,127
Kennametal Inc.	2.650%	11/1/19	3,625	3,636
Kennametal Inc.	3.875%	2/15/22	1,900	1,978
L-3 Communications Corp.	5.200%	10/15/19	10,150	11,556
L-3 Communications Corp.	4.750%	7/15/20	8,400	9,268
L-3 Communications Corp.	4.950%	2/15/21	12,725	14,215
Legrand France SA	8.500%	2/15/25	425	569
Lockheed Martin Corp.	7.650%	5/1/16	4,800	5,753
Lockheed Martin Corp.	2.125%	9/15/16	1,300	1,346
Lockheed Martin Corp.	4.250%	11/15/19	7,875	8,833
Lockheed Martin Corp.	3.350%	9/15/21	9,250	9,668
Lockheed Martin Corp.	6.150%	9/1/36	17,950	21,835
Lockheed Martin Corp.	5.500%	11/15/39	1,850	2,118
Lockheed Martin Corp.	5.720%	6/1/40	4,432	5,223
Lockheed Martin Corp.	4.850%	9/15/41	1,575	1,625
Martin Marietta Materials Inc.	6.600%	4/15/18	4,450	5,051
Mohawk Industries Inc.	6.375%	1/15/16	3,000	3,385
Mohawk Industries Inc.	3.850%	2/1/23	12,700	12,918
Northrop Grumman Corp.	1.850%	11/15/15	2,500	2,557
Northrop Grumman Corp.	5.050%	8/1/19	3,285	3,806
Northrop Grumman Corp.	3.500%	3/15/21	10,953	11,721
Northrop Grumman Corp.	5.050%	11/15/40	7,175	7,772
Northrop Grumman Systems Corp.	7.750%	2/15/31	381	541
Owens Corning	6.500%	12/1/16	24,493	27,632
Owens Corning	4.200%	12/15/22	9,850	10,118
Owens Corning	7.000%	12/1/36	725	827
Parker Hannifin Corp.	5.500%	5/15/18	950	1,132
Parker Hannifin Corp.	3.500%	9/15/22	500	540
Parker Hannifin Corp.	6.250%	5/15/38	4,735	6,334
6 Pentair Finance SA	1.350%	12/1/15	3,463	3,469
6 Pentair Finance SA	1.875%	9/15/17	300	300
6 Pentair Finance SA	5.000%	5/15/21	1,275	1,445
Precision Castparts Corp.	0.700%	12/20/15	3,675	3,684
Precision Castparts Corp.	1.250%	1/15/18	3,200	3,205
Precision Castparts Corp.	2.500%	1/15/23	2,025	1,999
Precision Castparts Corp.	3.900%	1/15/43	3,050	2,997
Raytheon Co.	6.400%	12/15/18	400	497
Raytheon Co.	4.400%	2/15/20	3,820	4,342

Raytheon Co.	3.125%	10/15/20	3,440	3,638
Raytheon Co.	2.500%	12/15/22	5,450	5,316
Raytheon Co.	7.200%	8/15/27	4,710	6,508
Raytheon Co.	4.875%	10/15/40	1,718	1,894
Raytheon Co.	4.700%	12/15/41	12,375	13,359
Republic Services Inc.	3.800%	5/15/18	2,525	2,775
Republic Services Inc.	5.500%	9/15/19	17,050	20,270
Republic Services Inc.	5.000%	3/1/20	3,795	4,387
Republic Services Inc.	5.250%	11/15/21	10,010	11,728
Republic Services Inc.	3.550%	6/1/22	1,700	1,772
Republic Services Inc.	4.750%	5/15/23	900	1,020
Republic Services Inc.	6.086%	3/15/35	2,600	3,128
Republic Services Inc.	6.200%	3/1/40	4,523	5,596
Republic Services Inc.	5.700%	5/15/41	5,768	6,696
Rockwell Automation Inc.	5.650%	12/1/17	1,150	1,355
Rockwell Automation Inc.	6.700%	1/15/28	1,025	1,408
Rockwell Automation Inc.	6.250%	12/1/37	3,985	5,218
Rockwell Collins Inc.	5.250%	7/15/19	850	1,016
Rockwell Collins Inc.	3.100%	11/15/21	1,550	1,636
Roper Industries Inc.	1.850%	11/15/17	2,550	2,575
Roper Industries Inc.	6.250%	9/1/19	3,725	4,526
Roper Industries Inc.	3.125%	11/15/22	725	728
Snap-on Inc.	6.125%	9/1/21	3,700	4,554
Sonoco Products Co.	4.375%	11/1/21	745	813
Sonoco Products Co.	5.750%	11/1/40	5,050	5,765
Stanley Black & Decker Inc.	3.400%	12/1/21	5,600	5,862
Stanley Black & Decker Inc.	2.900%	11/1/22	1,450	1,458
Stanley Black & Decker Inc.	5.200%	9/1/40	2,018	2,275
Textron Inc.	5.600%	12/1/17	975	1,103
Textron Inc.	7.250%	10/1/19	4,140	5,024
Tyco International Finance SA	8.500%	1/15/19	2,301	2,985
Tyco International Ltd. / Tyco International
Finance SA	7.000%	12/15/19	1,975	2,454
Tyco International Ltd. / Tyco International
Finance SA	6.875%	1/15/21	16,060	20,046
United Technologies Corp.	4.875%	5/1/15	1,060	1,157
United Technologies Corp.	1.200%	6/1/15	7,475	7,588
United Technologies Corp.	1.800%	6/1/17	7,520	7,765
United Technologies Corp.	5.375%	12/15/17	12,195	14,484
United Technologies Corp.	6.125%	2/1/19	1,783	2,222
United Technologies Corp.	4.500%	4/15/20	23,803	27,610
United Technologies Corp.	3.100%	6/1/22	23,177	24,257
United Technologies Corp.	6.700%	8/1/28	1,367	1,829
United Technologies Corp.	7.500%	9/15/29	3,325	4,760
United Technologies Corp.	5.400%	5/1/35	7,575	9,038
United Technologies Corp.	6.050%	6/1/36	7,102	9,139
United Technologies Corp.	6.125%	7/15/38	3,388	4,400
United Technologies Corp.	5.700%	4/15/40	11,250	14,183
United Technologies Corp.	4.500%	6/1/42	28,955	30,882
Waste Management Inc.	6.375%	3/11/15	3,400	3,755
Waste Management Inc.	2.600%	9/1/16	3,150	3,295
Waste Management Inc.	6.100%	3/15/18	700	841
Waste Management Inc.	7.375%	3/11/19	15,132	19,209
Waste Management Inc.	4.750%	6/30/20	3,675	4,184
Waste Management Inc.	4.600%	3/1/21	7,120	8,058
Waste Management Inc.	7.100%	8/1/26	895	1,202
Waste Management Inc.	7.000%	7/15/28	108	145

Waste Management Inc.	7.750%	5/15/32	2,250	3,093
Waste Management Inc.	6.125%	11/30/39	7,293	9,009
Communication (2.2%)
Alltel Corp.	7.000%	3/15/16	3,500	4,105
Alltel Corp.	7.875%	7/1/32	4,743	6,966
America Movil SAB de CV	5.500%	3/1/14	3,230	3,363
America Movil SAB de CV	5.750%	1/15/15	30,251	32,704
America Movil SAB de CV	3.625%	3/30/15	70	74
America Movil SAB de CV	5.625%	11/15/17	6,590	7,678
America Movil SAB de CV	5.000%	10/16/19	2,500	2,835
America Movil SAB de CV	5.000%	3/30/20	1,000	1,126
America Movil SAB de CV	3.125%	7/16/22	5,150	5,048
America Movil SAB de CV	6.375%	3/1/35	17,540	20,978
America Movil SAB de CV	6.125%	11/15/37	4,318	5,012
America Movil SAB de CV	6.125%	3/30/40	11,900	13,923
America Movil SAB de CV	4.375%	7/16/42	10,425	9,705
American Tower Corp.	4.625%	4/1/15	6,075	6,488
American Tower Corp.	4.500%	1/15/18	18,815	20,760
American Tower Corp.	5.900%	11/1/21	7,025	8,253
American Tower Corp.	3.500%	1/31/23	5,475	5,421
Ameritech Capital Funding Corp.	6.550%	1/15/28	20	23
AT&T Corp.	6.500%	3/15/29	3,210	3,904
AT&T Corp.	8.000%	11/15/31	12,254	17,908
AT&T Inc.	5.100%	9/15/14	12,710	13,515
AT&T Inc.	2.500%	8/15/15	4,150	4,311
AT&T Inc.	0.800%	12/1/15	925	922
AT&T Inc.	0.900%	2/12/16	7,875	7,865
AT&T Inc.	2.950%	5/15/16	3,500	3,695
AT&T Inc.	5.625%	6/15/16	33,520	38,258
AT&T Inc.	1.700%	6/1/17	28,225	28,555
AT&T Inc.	1.400%	12/1/17	1,525	1,516
AT&T Inc.	5.500%	2/1/18	4,781	5,615
AT&T Inc.	5.600%	5/15/18	8,975	10,659
AT&T Inc.	5.800%	2/15/19	44,250	53,514
AT&T Inc.	3.875%	8/15/21	17,500	18,912
AT&T Inc.	3.000%	2/15/22	15,200	15,345
AT&T Inc.	2.625%	12/1/22	3,200	3,096
AT&T Inc.	6.450%	6/15/34	4,500	5,504
AT&T Inc.	6.150%	9/15/34	100	118
AT&T Inc.	6.500%	9/1/37	27,338	33,722
AT&T Inc.	6.300%	1/15/38	19,747	23,732
AT&T Inc.	6.400%	5/15/38	6,320	7,716
AT&T Inc.	6.550%	2/15/39	29,364	36,342
AT&T Inc.	5.350%	9/1/40	22,277	23,863
AT&T Inc.	5.550%	8/15/41	5,875	6,441
6 AT&T Inc.	4.300%	12/15/42	7,915	7,463
6 AT&T Inc.	4.350%	6/15/45	14,555	13,585
AT&T Mobility LLC	7.125%	12/15/31	8,015	10,908
Bellsouth Capital Funding Corp.	7.875%	2/15/30	7,440	9,572
Bellsouth Capital Funding Corp.	7.120%	7/15/97	550	657
BellSouth Corp.	5.200%	9/15/14	1,650	1,775
BellSouth Corp.	5.200%	12/15/16	6,875	7,818
BellSouth Corp.	6.875%	10/15/31	7,465	9,025
BellSouth Corp.	6.550%	6/15/34	5,380	6,394
BellSouth Corp.	6.000%	11/15/34	4,062	4,517
BellSouth Telecommunications Inc.	6.375%	6/1/28	8,800	10,580

British Telecommunications plc	2.000%	6/22/15	3,600	3,687
British Telecommunications plc	5.950%	1/15/18	11,850	14,142
British Telecommunications plc	9.625%	12/15/30	16,977	26,371
CBS Corp.	1.950%	7/1/17	1,725	1,756
CBS Corp.	4.625%	5/15/18	400	448
CBS Corp.	8.875%	5/15/19	4,575	6,124
CBS Corp.	5.750%	4/15/20	10,060	11,872
CBS Corp.	4.300%	2/15/21	3,775	4,108
CBS Corp.	3.375%	3/1/22	2,475	2,524
CBS Corp.	7.875%	7/30/30	2,389	3,172
CBS Corp.	5.500%	5/15/33	668	706
CBS Corp.	5.900%	10/15/40	1,025	1,133
CBS Corp.	4.850%	7/1/42	3,443	3,359
6 CC Holdings GS V LLC	3.849%	4/15/23	3,545	3,580
Cellco Partnership / Verizon Wireless Capital
LLC	8.500%	11/15/18	18,435	24,493
Comcast Cable Communications Holdings
Inc.	9.455%	11/15/22	7,701	11,702
Comcast Cable Communications LLC	8.875%	5/1/17	2,475	3,193
Comcast Corp.	6.500%	1/15/15	3,295	3,637
Comcast Corp.	5.850%	11/15/15	65	73
Comcast Corp.	5.900%	3/15/16	10,630	12,170
Comcast Corp.	4.950%	6/15/16	1,200	1,349
Comcast Corp.	6.500%	1/15/17	515	616
Comcast Corp.	6.300%	11/15/17	38,355	46,766
Comcast Corp.	5.875%	2/15/18	17,275	20,854
Comcast Corp.	5.700%	5/15/18	4,640	5,594
Comcast Corp.	5.700%	7/1/19	4,850	5,914
Comcast Corp.	5.150%	3/1/20	3,300	3,914
Comcast Corp.	3.125%	7/15/22	1,100	1,128
Comcast Corp.	2.850%	1/15/23	6,050	6,039
Comcast Corp.	4.250%	1/15/33	9,625	9,677
Comcast Corp.	7.050%	3/15/33	3,000	3,991
Comcast Corp.	5.650%	6/15/35	3,675	4,265
Comcast Corp.	6.500%	11/15/35	16,050	20,443
Comcast Corp.	6.450%	3/15/37	7,718	9,791
Comcast Corp.	6.950%	8/15/37	13,820	18,475
Comcast Corp.	6.400%	5/15/38	15,471	19,567
Comcast Corp.	4.650%	7/15/42	5,470	5,594
Comcast Corp.	4.500%	1/15/43	3,625	3,661
COX Communications Inc.	5.450%	12/15/14	3,265	3,530
COX Communications Inc.	5.500%	10/1/15	625	697
Deutsche Telekom International Finance BV	4.875%	7/8/14	5,025	5,315
Deutsche Telekom International Finance BV	5.750%	3/23/16	8,040	9,094
Deutsche Telekom International Finance BV	6.750%	8/20/18	5,265	6,513
Deutsche Telekom International Finance BV	6.000%	7/8/19	8,175	10,015
Deutsche Telekom International Finance BV	8.750%	6/15/30	27,446	38,708
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.750%	10/1/14	5,875	6,208
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.550%	3/15/15	6,400	6,700
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.125%	2/15/16	6,825	7,170
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.500%	3/1/16	7,250	7,699
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	2.400%	3/15/17	7,325	7,528

DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.875%	10/1/19	29,520	35,069
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.200%	3/15/20	9,185	10,537
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.600%	2/15/21	1,050	1,141
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.000%	3/1/21	3,200	3,564
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.800%	3/15/22	19,475	19,950
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.350%	3/15/40	4,975	5,551
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.000%	8/15/40	3,470	3,704
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.375%	3/1/41	5,094	5,711
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.150%	3/15/42	16,795	16,256
Discovery Communications LLC	5.050%	6/1/20	8,600	9,944
Discovery Communications LLC	4.375%	6/15/21	2,450	2,706
Discovery Communications LLC	3.300%	5/15/22	6,600	6,720
Discovery Communications LLC	3.250%	4/1/23	2,500	2,534
Discovery Communications LLC	6.350%	6/1/40	295	359
Discovery Communications LLC	4.950%	5/15/42	8,000	8,277
Discovery Communications LLC	4.875%	4/1/43	1,075	1,096
Embarq Corp.	7.082%	6/1/16	9,131	10,519
Embarq Corp.	7.995%	6/1/36	9,010	9,530
France Telecom SA	4.375%	7/8/14	8,900	9,284
France Telecom SA	2.125%	9/16/15	1,500	1,541
France Telecom SA	2.750%	9/14/16	7,025	7,340
France Telecom SA	5.375%	7/8/19	825	964
France Telecom SA	4.125%	9/14/21	10,025	10,822
France Telecom SA	8.500%	3/1/31	17,315	24,770
France Telecom SA	5.375%	1/13/42	15,400	15,917
Grupo Televisa SAB	6.625%	3/18/25	3,350	4,227
Grupo Televisa SAB	8.500%	3/11/32	550	776
Grupo Televisa SAB	6.625%	1/15/40	5,918	7,224
GTE Corp.	8.750%	11/1/21	2,935	4,032
GTE Corp.	6.940%	4/15/28	13,105	17,083
Interpublic Group of Cos. Inc.	3.750%	2/15/23	6,200	5,992
Koninklijke KPN NV	8.375%	10/1/30	3,533	4,650
McGraw-Hill Cos. Inc.	5.900%	11/15/17	3,710	4,196
McGraw-Hill Cos. Inc.	6.550%	11/15/37	6,450	6,803
Moody's Corp.	4.500%	9/1/22	13,400	13,807
NBCUniversal Media LLC	2.100%	4/1/14	3,500	3,553
NBCUniversal Media LLC	3.650%	4/30/15	3,975	4,216
NBCUniversal Media LLC	2.875%	4/1/16	8,375	8,849
NBCUniversal Media LLC	5.150%	4/30/20	6,960	8,258
NBCUniversal Media LLC	4.375%	4/1/21	8,910	10,017
NBCUniversal Media LLC	2.875%	1/15/23	7,775	7,712
NBCUniversal Media LLC	6.400%	4/30/40	17,950	22,793
NBCUniversal Media LLC	5.950%	4/1/41	7,645	9,303
NBCUniversal Media LLC	4.450%	1/15/43	10,375	10,274
New Cingular Wireless Services Inc.	8.750%	3/1/31	145	226
News America Inc.	5.300%	12/15/14	4,050	4,363
News America Inc.	8.000%	10/17/16	3,840	4,725
News America Inc.	7.250%	5/18/18	150	190

News America Inc.	6.900%	3/1/19	2,520	3,183
News America Inc.	4.500%	2/15/21	9,300	10,507
News America Inc.	3.000%	9/15/22	1,200	1,191
News America Inc.	7.700%	10/30/25	1,175	1,553
News America Inc.	6.550%	3/15/33	13,065	15,530
News America Inc.	6.200%	12/15/34	14,541	17,223
News America Inc.	6.400%	12/15/35	24,245	29,307
News America Inc.	8.150%	10/17/36	2,175	2,996
News America Inc.	6.150%	3/1/37	9,723	11,470
News America Inc.	6.650%	11/15/37	2,410	2,989
News America Inc.	6.900%	8/15/39	7,260	9,231
News America Inc.	6.150%	2/15/41	45	54
News America Inc.	7.750%	12/1/45	1,460	2,013
Nippon Telegraph & Telephone Corp.	1.400%	7/18/17	1,575	1,585
Omnicom Group Inc.	5.900%	4/15/16	750	850
Omnicom Group Inc.	6.250%	7/15/19	20	24
Omnicom Group Inc.	4.450%	8/15/20	15,300	16,654
Omnicom Group Inc.	3.625%	5/1/22	13,775	13,997
Pacific Bell Telephone Co.	7.125%	3/15/26	1,275	1,689
Qwest Corp.	7.500%	10/1/14	8,200	8,933
Qwest Corp.	6.500%	6/1/17	4,200	4,896
Qwest Corp.	6.750%	12/1/21	4,375	5,041
Qwest Corp.	7.250%	9/15/25	1,360	1,566
Qwest Corp.	6.875%	9/15/33	12,293	12,247
Qwest Corp.	7.125%	11/15/43	14,775	15,089
6 Reed Elsevier Capital Inc.	3.125%	10/15/22	15,783	15,394
Rogers Communications Inc.	5.500%	3/15/14	1,450	1,515
Rogers Communications Inc.	7.500%	3/15/15	58	65
Rogers Communications Inc.	6.800%	8/15/18	16,160	20,323
Rogers Communications Inc.	3.000%	3/15/23	3,575	3,585
Rogers Communications Inc.	7.500%	8/15/38	725	1,003
TCI Communications Inc.	8.750%	8/1/15	17,750	20,952
TCI Communications Inc.	7.875%	2/15/26	3,268	4,532
TCI Communications Inc.	7.125%	2/15/28	1,347	1,815
Telecom Italia Capital SA	6.175%	6/18/14	3,100	3,243
Telecom Italia Capital SA	4.950%	9/30/14	5,150	5,335
Telecom Italia Capital SA	5.250%	10/1/15	19,165	20,217
Telecom Italia Capital SA	6.999%	6/4/18	5,920	6,694
Telecom Italia Capital SA	7.175%	6/18/19	20,200	23,014
Telecom Italia Capital SA	6.375%	11/15/33	5,838	5,678
Telecom Italia Capital SA	6.000%	9/30/34	1,325	1,237
Telecom Italia Capital SA	7.200%	7/18/36	3,140	3,129
Telecom Italia Capital SA	7.721%	6/4/38	6,663	6,952
Telefonica Emisiones SAU	4.949%	1/15/15	17,325	18,193
Telefonica Emisiones SAU	3.729%	4/27/15	4,875	5,046
Telefonica Emisiones SAU	3.992%	2/16/16	10,125	10,557
Telefonica Emisiones SAU	6.421%	6/20/16	12,410	13,764
Telefonica Emisiones SAU	6.221%	7/3/17	266	298
Telefonica Emisiones SAU	5.877%	7/15/19	7,578	8,365
Telefonica Emisiones SAU	5.134%	4/27/20	10,035	10,577
Telefonica Emisiones SAU	5.462%	2/16/21	14,250	15,305
Telefonica Emisiones SAU	7.045%	6/20/36	10,374	11,150
Telefonica Europe BV	8.250%	9/15/30	4,595	5,470
Thomson Reuters Corp.	5.700%	10/1/14	9,400	10,084
Thomson Reuters Corp.	6.500%	7/15/18	625	767
Thomson Reuters Corp.	4.700%	10/15/19	1,825	2,087
Thomson Reuters Corp.	5.500%	8/15/35	7,375	8,345

Thomson Reuters Corp.	5.850%	4/15/40	6,475	7,690
Time Warner Cable Inc.	7.500%	4/1/14	18,875	20,133
Time Warner Cable Inc.	3.500%	2/1/15	4,625	4,847
Time Warner Cable Inc.	5.850%	5/1/17	18,770	21,810
Time Warner Cable Inc.	6.750%	7/1/18	20,030	24,620
Time Warner Cable Inc.	8.750%	2/14/19	7,065	9,350
Time Warner Cable Inc.	8.250%	4/1/19	8,920	11,626
Time Warner Cable Inc.	5.000%	2/1/20	17,525	19,963
Time Warner Cable Inc.	4.125%	2/15/21	1,000	1,073
Time Warner Cable Inc.	6.550%	5/1/37	11,361	13,161
Time Warner Cable Inc.	7.300%	7/1/38	140	174
Time Warner Cable Inc.	6.750%	6/15/39	13,640	16,141
Time Warner Cable Inc.	5.875%	11/15/40	25,047	26,670
Time Warner Cable Inc.	5.500%	9/1/41	7,850	8,045
Time Warner Cable Inc.	4.500%	9/15/42	2,750	2,496
Time Warner Entertainment Co. LP	8.375%	3/15/23	1,865	2,542
Time Warner Entertainment Co. LP	8.375%	7/15/33	8,050	11,141
United States Cellular Corp.	6.700%	12/15/33	4,500	4,778
Verizon Communications Inc.	1.250%	11/3/14	100	101
Verizon Communications Inc.	4.900%	9/15/15	425	467
Verizon Communications Inc.	5.550%	2/15/16	10,195	11,488
Verizon Communications Inc.	3.000%	4/1/16	11,975	12,678
Verizon Communications Inc.	5.500%	4/1/17	3,000	3,478
Verizon Communications Inc.	1.100%	11/1/17	1,250	1,233
Verizon Communications Inc.	5.500%	2/15/18	33,261	39,089
Verizon Communications Inc.	6.100%	4/15/18	7,605	9,176
Verizon Communications Inc.	8.750%	11/1/18	3,737	5,015
Verizon Communications Inc.	6.350%	4/1/19	47,211	57,980
Verizon Communications Inc.	4.600%	4/1/21	11,100	12,382
Verizon Communications Inc.	3.500%	11/1/21	5,700	5,920
Verizon Communications Inc.	2.450%	11/1/22	7,475	7,053
Verizon Communications Inc.	5.850%	9/15/35	11,175	12,783
Verizon Communications Inc.	6.250%	4/1/37	895	1,064
Verizon Communications Inc.	6.400%	2/15/38	4,077	4,933
Verizon Communications Inc.	6.900%	4/15/38	21,435	27,483
Verizon Communications Inc.	6.000%	4/1/41	16,675	19,323
Verizon Communications Inc.	4.750%	11/1/41	5,790	5,687
Verizon Communications Inc.	3.850%	11/1/42	3,425	2,949
Verizon Global Funding Corp.	7.750%	12/1/30	13,621	18,838
Verizon Global Funding Corp.	7.750%	6/15/32	20	28
Verizon Maryland Inc.	5.125%	6/15/33	1,955	2,040
Verizon New England Inc.	7.875%	11/15/29	1,385	1,750
Verizon New York Inc.	7.375%	4/1/32	6,530	8,244
Vodafone Group plc	4.150%	6/10/14	2,775	2,888
Vodafone Group plc	5.375%	1/30/15	4,175	4,522
Vodafone Group plc	5.000%	9/15/15	30	33
Vodafone Group plc	3.375%	11/24/15	1,325	1,407
Vodafone Group plc	0.900%	2/19/16	2,575	2,570
Vodafone Group plc	5.750%	3/15/16	18,750	21,323
Vodafone Group plc	5.625%	2/27/17	13,206	15,311
Vodafone Group plc	1.625%	3/20/17	24,325	24,573
Vodafone Group plc	1.250%	9/26/17	18,265	18,091
Vodafone Group plc	1.500%	2/19/18	3,500	3,489
Vodafone Group plc	4.625%	7/15/18	200	229
Vodafone Group plc	5.450%	6/10/19	10,475	12,434
Vodafone Group plc	4.375%	3/16/21	500	564
Vodafone Group plc	2.500%	9/26/22	3,150	3,034

Vodafone Group plc	2.950%	2/19/23	8,295	8,248
Vodafone Group plc	7.875%	2/15/30	1,695	2,395
Vodafone Group plc	6.250%	11/30/32	7,775	9,461
Vodafone Group plc	6.150%	2/27/37	6,288	7,511
Vodafone Group plc	4.375%	2/19/43	9,700	9,187
Washington Post Co.	7.250%	2/1/19	2,975	3,541
WPP Finance 2010	4.750%	11/21/21	12,531	13,591
WPP Finance 2010	3.625%	9/7/22	9,738	9,695
WPP Finance UK	8.000%	9/15/14	7,225	7,930
Consumer Cyclical (1.6%)
6 ADT Corp.	2.250%	7/15/17	1,150	1,143
6 ADT Corp.	3.500%	7/15/22	3,700	3,651
6 ADT Corp.	4.125%	6/15/23	7,325	7,512
6 ADT Corp.	4.875%	7/15/42	2,422	2,315
Amazon.com Inc.	0.650%	11/27/15	5,675	5,660
Amazon.com Inc.	1.200%	11/29/17	5,250	5,226
Amazon.com Inc.	2.500%	11/29/22	18,400	17,803
AutoZone Inc.	5.750%	1/15/15	8,375	9,092
AutoZone Inc.	7.125%	8/1/18	7,950	9,981
AutoZone Inc.	2.875%	1/15/23	3,525	3,406
BorgWarner Inc.	4.625%	9/15/20	1,000	1,101
Carnival Corp.	1.200%	2/5/16	4,550	4,556
Carnival Corp.	1.875%	12/15/17	300	300
Costco Wholesale Corp.	5.500%	3/15/17	11,783	13,827
Costco Wholesale Corp.	1.125%	12/15/17	3,000	3,014
Costco Wholesale Corp.	1.700%	12/15/19	3,005	3,018
CVS Caremark Corp.	4.875%	9/15/14	2,875	3,054
CVS Caremark Corp.	3.250%	5/18/15	2,525	2,655
CVS Caremark Corp.	6.125%	8/15/16	1,000	1,166
CVS Caremark Corp.	5.750%	6/1/17	9,549	11,311
CVS Caremark Corp.	4.750%	5/18/20	625	723
CVS Caremark Corp.	2.750%	12/1/22	275	271
CVS Caremark Corp.	6.250%	6/1/27	27,969	35,808
CVS Caremark Corp.	6.125%	9/15/39	13,043	16,139
CVS Caremark Corp.	5.750%	5/15/41	18	21
6 Daimler Finance North America LLC	2.625%	9/15/16	5,125	5,343
Daimler Finance North America LLC	8.500%	1/18/31	4,844	7,501
Darden Restaurants Inc.	6.200%	10/15/17	8,805	10,218
Darden Restaurants Inc.	6.800%	10/15/37	14,725	17,009
eBay Inc.	1.625%	10/15/15	3,225	3,309
eBay Inc.	1.350%	7/15/17	8,950	9,047
eBay Inc.	3.250%	10/15/20	3,100	3,325
eBay Inc.	2.600%	7/15/22	8,675	8,627
eBay Inc.	4.000%	7/15/42	4,318	3,958
Expedia Inc.	5.950%	8/15/20	4,375	4,856
Family Dollar Stores Inc.	5.000%	2/1/21	2,550	2,748
Ford Holdings LLC	9.300%	3/1/30	4,525	6,377
Ford Motor Co.	6.625%	10/1/28	4,946	5,725
Ford Motor Co.	6.375%	2/1/29	6,044	6,747
Ford Motor Co.	7.450%	7/16/31	17,805	22,479
Ford Motor Co.	4.750%	1/15/43	4,625	4,313
Ford Motor Co.	7.400%	11/1/46	5,325	6,636
Ford Motor Credit Co. LLC	8.000%	6/1/14	7,675	8,248
Ford Motor Credit Co. LLC	8.700%	10/1/14	4,775	5,282
Ford Motor Credit Co. LLC	3.875%	1/15/15	22,425	23,301
Ford Motor Credit Co. LLC	7.000%	4/15/15	8,475	9,334

Ford Motor Credit Co. LLC	2.750%	5/15/15	14,250	14,562
Ford Motor Credit Co. LLC	12.000%	5/15/15	6,400	7,731
Ford Motor Credit Co. LLC	5.625%	9/15/15	13,200	14,371
Ford Motor Credit Co. LLC	4.207%	4/15/16	6,150	6,548
Ford Motor Credit Co. LLC	3.984%	6/15/16	3,650	3,862
Ford Motor Credit Co. LLC	8.000%	12/15/16	9,900	11,852
Ford Motor Credit Co. LLC	4.250%	2/3/17	5,450	5,829
Ford Motor Credit Co. LLC	3.000%	6/12/17	12,375	12,699
Ford Motor Credit Co. LLC	6.625%	8/15/17	13,973	16,317
Ford Motor Credit Co. LLC	5.000%	5/15/18	11,420	12,587
Ford Motor Credit Co. LLC	8.125%	1/15/20	8,950	11,306
Ford Motor Credit Co. LLC	5.750%	2/1/21	7,175	8,130
Ford Motor Credit Co. LLC	5.875%	8/2/21	12,750	14,574
Ford Motor Credit Co. LLC	4.250%	9/20/22	6,700	6,900
Gap Inc.	5.950%	4/12/21	3,725	4,228
Historic TW Inc.	9.150%	2/1/23	9,550	13,913
Historic TW Inc.	6.625%	5/15/29	7,845	9,680
Home Depot Inc.	5.400%	3/1/16	5,923	6,714
Home Depot Inc.	3.950%	9/15/20	4,500	5,055
Home Depot Inc.	4.400%	4/1/21	33,025	38,036
Home Depot Inc.	5.875%	12/16/36	9,310	11,605
Home Depot Inc.	5.400%	9/15/40	1,900	2,256
Home Depot Inc.	5.950%	4/1/41	12,943	16,527
Host Hotels & Resorts LP	6.000%	10/1/21	11,700	13,557
Host Hotels & Resorts LP	5.250%	3/15/22	5,000	5,562
Host Hotels & Resorts LP	4.750%	3/1/23	7,600	8,179
Hyatt Hotels Corp.	3.875%	8/15/16	1,475	1,572
Hyatt Hotels Corp.	5.375%	8/15/21	1,900	2,113
International Game Technology	7.500%	6/15/19	3,625	4,333
International Game Technology	5.500%	6/15/20	3,000	3,235
Johnson Controls Inc.	5.500%	1/15/16	3,000	3,344
Johnson Controls Inc.	5.000%	3/30/20	21,987	25,068
Johnson Controls Inc.	6.000%	1/15/36	2,100	2,522
Johnson Controls Inc.	5.700%	3/1/41	1,300	1,508
Johnson Controls Inc.	5.250%	12/1/41	5,183	5,699
Kohl's Corp.	6.250%	12/15/17	2,850	3,317
Kohl's Corp.	4.000%	11/1/21	5,625	5,810
Kohl's Corp.	3.250%	2/1/23	18	17
Kohl's Corp.	6.000%	1/15/33	725	758
Kohl's Corp.	6.875%	12/15/37	3,325	3,830
Lowe's Cos. Inc.	5.000%	10/15/15	20	22
Lowe's Cos. Inc.	5.400%	10/15/16	15,550	17,971
Lowe's Cos. Inc.	1.625%	4/15/17	4,075	4,167
Lowe's Cos. Inc.	6.100%	9/15/17	3,350	4,033
Lowe's Cos. Inc.	3.800%	11/15/21	2,400	2,635
Lowe's Cos. Inc.	3.120%	4/15/22	3,525	3,657
Lowe's Cos. Inc.	6.875%	2/15/28	560	724
Lowe's Cos. Inc.	6.500%	3/15/29	3,694	4,615
Lowe's Cos. Inc.	5.500%	10/15/35	18	21
Lowe's Cos. Inc.	5.800%	10/15/36	8,549	10,195
Lowe's Cos. Inc.	5.800%	4/15/40	900	1,084
Lowe's Cos. Inc.	5.125%	11/15/41	5,600	6,238
Lowe's Cos. Inc.	4.650%	4/15/42	5,168	5,414
Macy's Retail Holdings Inc.	7.875%	7/15/15	10,350	11,927
Macy's Retail Holdings Inc.	5.900%	12/1/16	10,140	11,778
Macy's Retail Holdings Inc.	7.450%	7/15/17	5,000	6,162
Macy's Retail Holdings Inc.	3.875%	1/15/22	1,200	1,263

Macy's Retail Holdings Inc.	2.875%	2/15/23	2,193	2,122
Macy's Retail Holdings Inc.	6.650%	7/15/24	50	62
Macy's Retail Holdings Inc.	6.900%	4/1/29	14,858	17,869
Macy's Retail Holdings Inc.	6.900%	1/15/32	25	30
Macy's Retail Holdings Inc.	6.700%	7/15/34	250	297
Macy's Retail Holdings Inc.	6.375%	3/15/37	8,925	10,393
Macy's Retail Holdings Inc.	5.125%	1/15/42	8,803	9,135
Macy's Retail Holdings Inc.	4.300%	2/15/43	893	815
Marriott International Inc.	6.200%	6/15/16	1,500	1,722
Marriott International Inc.	6.375%	6/15/17	1,750	2,050
Marriott International Inc.	3.000%	3/1/19	2,700	2,837
McDonald's Corp.	0.750%	5/29/15	2,750	2,770
McDonald's Corp.	5.300%	3/15/17	2,950	3,439
McDonald's Corp.	5.800%	10/15/17	5,580	6,748
McDonald's Corp.	5.350%	3/1/18	7,500	8,921
McDonald's Corp.	5.000%	2/1/19	3,150	3,734
McDonald's Corp.	1.875%	5/29/19	6,800	6,937
McDonald's Corp.	3.500%	7/15/20	100	110
McDonald's Corp.	2.625%	1/15/22	800	815
McDonald's Corp.	6.300%	10/15/37	3,407	4,614
McDonald's Corp.	6.300%	3/1/38	8,550	11,623
McDonald's Corp.	5.700%	2/1/39	2,500	3,216
McDonald's Corp.	3.700%	2/15/42	9,318	9,050
MDC Holdings Inc.	6.000%	1/15/43	2,000	1,968
Nordstrom Inc.	6.750%	6/1/14	1,675	1,792
Nordstrom Inc.	6.250%	1/15/18	10,975	13,181
Nordstrom Inc.	4.750%	5/1/20	3,875	4,492
Nordstrom Inc.	4.000%	10/15/21	12,516	13,910
Nordstrom Inc.	6.950%	3/15/28	1,075	1,422
Nordstrom Inc.	7.000%	1/15/38	1,980	2,741
NVR Inc.	3.950%	9/15/22	3,800	3,904
O'Reilly Automotive Inc.	4.875%	1/14/21	900	1,003
O'Reilly Automotive Inc.	3.800%	9/1/22	575	599
PACCAR Financial Corp.	0.800%	2/8/16	3,450	3,450
PACCAR Financial Corp.	1.600%	3/15/17	1,565	1,595
PACCAR Inc.	6.875%	2/15/14	3,575	3,772
QVC Inc.	5.125%	7/2/22	875	922
6 QVC Inc.	4.375%	3/15/23	1,050	1,056
6 QVC Inc.	5.950%	3/15/43	4,425	4,413
Staples Inc.	2.750%	1/12/18	10,000	10,121
Starwood Hotels & Resorts Worldwide Inc.	6.750%	5/15/18	10	12
Target Corp.	5.875%	7/15/16	9,350	10,907
Target Corp.	5.375%	5/1/17	8,975	10,509
Target Corp.	6.000%	1/15/18	5,650	6,886
Target Corp.	3.875%	7/15/20	4,400	4,940
Target Corp.	2.900%	1/15/22	8,565	8,867
Target Corp.	6.350%	11/1/32	7,645	9,982
Target Corp.	6.500%	10/15/37	8,795	11,842
Target Corp.	7.000%	1/15/38	9,892	14,290
Target Corp.	4.000%	7/1/42	9,350	9,130
Time Warner Cos. Inc.	7.570%	2/1/24	1,680	2,250
Time Warner Cos. Inc.	6.950%	1/15/28	85	110
Time Warner Inc.	3.150%	7/15/15	575	605
Time Warner Inc.	5.875%	11/15/16	18,535	21,555
Time Warner Inc.	4.875%	3/15/20	14,370	16,416
Time Warner Inc.	4.700%	1/15/21	3,320	3,746
Time Warner Inc.	4.750%	3/29/21	18,700	21,193

Time Warner Inc.	4.000%	1/15/22	2,400	2,574
Time Warner Inc.	7.625%	4/15/31	13,715	18,579
Time Warner Inc.	7.700%	5/1/32	11,235	15,329
Time Warner Inc.	6.500%	11/15/36	7,650	9,230
Time Warner Inc.	6.200%	3/15/40	4,895	5,703
Time Warner Inc.	6.100%	7/15/40	10,300	11,960
Time Warner Inc.	6.250%	3/29/41	11,195	13,179
Time Warner Inc.	5.375%	10/15/41	2,275	2,444
TJX Cos. Inc.	6.950%	4/15/19	17,510	22,310
Toyota Motor Credit Corp.	1.000%	2/17/15	4,825	4,869
Toyota Motor Credit Corp.	3.200%	6/17/15	15,285	16,147
Toyota Motor Credit Corp.	2.800%	1/11/16	2,000	2,111
Toyota Motor Credit Corp.	2.000%	9/15/16	8,350	8,633
Toyota Motor Credit Corp.	2.050%	1/12/17	17,200	17,809
Toyota Motor Credit Corp.	1.250%	10/5/17	6,300	6,289
Toyota Motor Credit Corp.	1.375%	1/10/18	14,000	14,061
Toyota Motor Credit Corp.	4.500%	6/17/20	1,400	1,606
Toyota Motor Credit Corp.	4.250%	1/11/21	4,075	4,622
Toyota Motor Credit Corp.	3.400%	9/15/21	5,600	5,982
Toyota Motor Credit Corp.	3.300%	1/12/22	18,600	19,690
Toyota Motor Credit Corp.	2.625%	1/10/23	9,900	9,836
VF Corp.	5.950%	11/1/17	2,700	3,227
VF Corp.	3.500%	9/1/21	8,000	8,540
VF Corp.	6.450%	11/1/37	2,398	3,039
Viacom Inc.	4.375%	9/15/14	6,275	6,596
Viacom Inc.	1.250%	2/27/15	2,900	2,919
Viacom Inc.	6.250%	4/30/16	3,500	4,020
Viacom Inc.	2.500%	12/15/16	2,900	3,026
Viacom Inc.	3.500%	4/1/17	12,025	12,877
Viacom Inc.	6.125%	10/5/17	5,925	7,032
Viacom Inc.	5.625%	9/15/19	14,660	17,527
Viacom Inc.	3.875%	12/15/21	1,050	1,126
Viacom Inc.	6.875%	4/30/36	9,923	12,343
Viacom Inc.	4.500%	2/27/42	925	886
6 Viacom Inc.	4.375%	3/15/43	2,448	2,284
Wal-Mart Stores Inc.	1.625%	4/15/14	1,175	1,191
Wal-Mart Stores Inc.	3.200%	5/15/14	8,800	9,089
Wal-Mart Stores Inc.	4.500%	7/1/15	2,450	2,668
Wal-Mart Stores Inc.	2.250%	7/8/15	3,850	4,008
Wal-Mart Stores Inc.	1.500%	10/25/15	21,960	22,539
Wal-Mart Stores Inc.	2.800%	4/15/16	300	319
Wal-Mart Stores Inc.	5.375%	4/5/17	1,650	1,940
Wal-Mart Stores Inc.	5.800%	2/15/18	13,400	16,291
Wal-Mart Stores Inc.	3.625%	7/8/20	38,550	42,581
Wal-Mart Stores Inc.	3.250%	10/25/20	26,525	28,711
Wal-Mart Stores Inc.	4.250%	4/15/21	14,600	16,762
Wal-Mart Stores Inc.	5.875%	4/5/27	18,830	24,663
Wal-Mart Stores Inc.	7.550%	2/15/30	13,390	19,375
Wal-Mart Stores Inc.	5.250%	9/1/35	6,730	7,872
Wal-Mart Stores Inc.	6.500%	8/15/37	21,336	28,790
Wal-Mart Stores Inc.	6.200%	4/15/38	5,819	7,680
Wal-Mart Stores Inc.	5.625%	4/1/40	4,250	5,265
Wal-Mart Stores Inc.	4.875%	7/8/40	1,950	2,198
Wal-Mart Stores Inc.	5.000%	10/25/40	1,375	1,572
Wal-Mart Stores Inc.	5.625%	4/15/41	21,995	27,612
Walgreen Co.	1.000%	3/13/15	4,850	4,875
Walgreen Co.	1.800%	9/15/17	3,000	3,040

Walgreen Co.	5.250%	1/15/19	4,125	4,817
Walgreen Co.	3.100%	9/15/22	8,600	8,519
Walgreen Co.	4.400%	9/15/42	7,475	7,181
Walt Disney Co.	4.500%	12/15/13	8,000	8,228
Walt Disney Co.	6.200%	6/20/14	15	16
Walt Disney Co.	0.875%	12/1/14	6,500	6,552
Walt Disney Co.	0.450%	12/1/15	4,000	3,992
Walt Disney Co.	1.350%	8/16/16	1,000	1,020
Walt Disney Co.	5.625%	9/15/16	5,525	6,415
Walt Disney Co.	1.100%	12/1/17	10,408	10,432
Walt Disney Co.	5.875%	12/15/17	5,360	6,491
Walt Disney Co.	2.750%	8/16/21	7,600	7,855
Walt Disney Co.	2.550%	2/15/22	5,586	5,627
Walt Disney Co.	2.350%	12/1/22	4,700	4,621
Walt Disney Co.	7.000%	3/1/32	1,843	2,594
Walt Disney Co.	4.375%	8/16/41	3,550	3,821
Walt Disney Co.	4.125%	12/1/41	10,500	10,838
Walt Disney Co.	3.700%	12/1/42	4,670	4,494
Western Union Co.	6.500%	2/26/14	2,850	2,997
Western Union Co.	5.930%	10/1/16	3,525	3,899
Western Union Co.	5.253%	4/1/20	3,946	4,231
Western Union Co.	6.200%	11/17/36	5,973	6,110
Western Union Co.	6.200%	6/21/40	5,225	5,303
Wyndham Worldwide Corp.	2.950%	3/1/17	750	770
Wyndham Worldwide Corp.	2.500%	3/1/18	1,000	1,007
Wyndham Worldwide Corp.	4.250%	3/1/22	10,545	11,030
Wyndham Worldwide Corp.	3.900%	3/1/23	500	501
Yum! Brands Inc.	6.250%	4/15/16	3,535	4,025
Yum! Brands Inc.	6.250%	3/15/18	6,125	7,305
Yum! Brands Inc.	3.875%	11/1/20	825	884
Yum! Brands Inc.	6.875%	11/15/37	8,250	10,697
Consumer Noncyclical (3.1%)
Abbott Laboratories	5.125%	4/1/19	18,551	22,111
Abbott Laboratories	4.125%	5/27/20	6,717	7,646
Abbott Laboratories	6.150%	11/30/37	5,968	8,029
Abbott Laboratories	6.000%	4/1/39	1,175	1,535
Abbott Laboratories	5.300%	5/27/40	10,174	12,378
6 AbbVie Inc.	1.200%	11/6/15	25,075	25,323
6 AbbVie Inc.	1.750%	11/6/17	23,775	24,165
6 AbbVie Inc.	2.000%	11/6/18	9,575	9,702
6 AbbVie Inc.	2.900%	11/6/22	23,513	23,656
6 AbbVie Inc.	4.400%	11/6/42	22,959	23,316
Actavis Inc.	5.000%	8/15/14	4,600	4,856
Actavis Inc.	1.875%	10/1/17	9,115	9,235
Actavis Inc.	6.125%	8/15/19	4,625	5,600
Actavis Inc.	3.250%	10/1/22	18,117	18,299
Actavis Inc.	4.625%	10/1/42	5,450	5,528
Allergan Inc.	5.750%	4/1/16	4,495	5,146
Allergan Inc.	2.800%	3/15/23	1,800	1,815
Altria Group Inc.	4.125%	9/11/15	425	458
Altria Group Inc.	9.700%	11/10/18	8,147	11,283
Altria Group Inc.	9.250%	8/6/19	10,235	14,248
Altria Group Inc.	4.750%	5/5/21	800	905
Altria Group Inc.	9.950%	11/10/38	6,254	10,295
Altria Group Inc.	10.200%	2/6/39	25,829	43,546
Altria Group Inc.	4.250%	8/9/42	14,020	13,177

AmerisourceBergen Corp.	5.875%	9/15/15	13,561	15,187
AmerisourceBergen Corp.	4.875%	11/15/19	5,345	6,224
AmerisourceBergen Corp.	3.500%	11/15/21	3,900	4,161
Amgen Inc.	1.875%	11/15/14	10,350	10,553
Amgen Inc.	4.850%	11/18/14	6,230	6,648
Amgen Inc.	2.300%	6/15/16	8,200	8,518
Amgen Inc.	2.500%	11/15/16	7,175	7,526
Amgen Inc.	2.125%	5/15/17	6,850	7,079
Amgen Inc.	5.850%	6/1/17	11,120	13,138
Amgen Inc.	5.700%	2/1/19	12,725	15,241
Amgen Inc.	3.450%	10/1/20	5,575	5,964
Amgen Inc.	4.100%	6/15/21	8,750	9,695
Amgen Inc.	3.875%	11/15/21	9,650	10,534
Amgen Inc.	3.625%	5/15/22	14,500	15,533
Amgen Inc.	6.375%	6/1/37	6,625	8,243
Amgen Inc.	6.900%	6/1/38	10,080	13,338
Amgen Inc.	6.400%	2/1/39	9,725	12,053
Amgen Inc.	5.750%	3/15/40	4,735	5,453
Amgen Inc.	4.950%	10/1/41	4,995	5,258
Amgen Inc.	5.150%	11/15/41	19,645	21,202
Amgen Inc.	5.650%	6/15/42	9,925	11,420
Amgen Inc.	5.375%	5/15/43	2,025	2,252
Anheuser-Busch Cos. LLC	5.600%	3/1/17	8,850	10,348
Anheuser-Busch Cos. LLC	5.500%	1/15/18	10,380	12,358
Anheuser-Busch Cos. LLC	6.800%	8/20/32	2,275	3,055
Anheuser-Busch Cos. LLC	5.950%	1/15/33	10	12
Anheuser-Busch Cos. LLC	5.750%	4/1/36	5,995	7,340
Anheuser-Busch Cos. LLC	6.450%	9/1/37	670	892
Anheuser-Busch InBev Finance Inc.	1.250%	1/17/18	15,000	14,993
Anheuser-Busch InBev Finance Inc.	2.625%	1/17/23	3,000	2,971
Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	9,165	8,952
Anheuser-Busch InBev Worldwide Inc.	1.500%	7/14/14	15,550	15,756
Anheuser-Busch InBev Worldwide Inc.	5.375%	11/15/14	10,225	10,995
Anheuser-Busch InBev Worldwide Inc.	4.125%	1/15/15	11,025	11,692
Anheuser-Busch InBev Worldwide Inc.	0.800%	7/15/15	20,333	20,368
Anheuser-Busch InBev Worldwide Inc.	1.375%	7/15/17	9,072	9,161
Anheuser-Busch InBev Worldwide Inc.	7.750%	1/15/19	5,525	7,269
Anheuser-Busch InBev Worldwide Inc.	6.875%	11/15/19	6,100	7,908
Anheuser-Busch InBev Worldwide Inc.	5.375%	1/15/20	25,415	30,585
Anheuser-Busch InBev Worldwide Inc.	5.000%	4/15/20	10,090	11,996
Anheuser-Busch InBev Worldwide Inc.	4.375%	2/15/21	6,150	7,036
Anheuser-Busch InBev Worldwide Inc.	2.500%	7/15/22	13,134	12,891
Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	6,418	10,258
Anheuser-Busch InBev Worldwide Inc.	6.375%	1/15/40	10,403	14,048
Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	21,038	19,767
Archer-Daniels-Midland Co.	8.375%	4/15/17	525	666
Archer-Daniels-Midland Co.	5.450%	3/15/18	8,900	10,585
Archer-Daniels-Midland Co.	4.479%	3/1/21	19,100	21,802
Archer-Daniels-Midland Co.	5.935%	10/1/32	4,275	5,200
Archer-Daniels-Midland Co.	5.375%	9/15/35	3,618	4,171
Archer-Daniels-Midland Co.	5.765%	3/1/41	8,285	9,992
Archer-Daniels-Midland Co.	4.535%	3/26/42	18	19
Archer-Daniels-Midland Co.	4.016%	4/16/43	3,565	3,415
AstraZeneca plc	5.400%	6/1/14	4,650	4,921
AstraZeneca plc	5.900%	9/15/17	17,255	20,734
AstraZeneca plc	1.950%	9/18/19	475	480
AstraZeneca plc	6.450%	9/15/37	20,866	27,273

AstraZeneca plc	4.000%	9/18/42	10,850	10,540
Avon Products Inc.	2.375%	3/15/16	2,300	2,329
Avon Products Inc.	5.750%	3/1/18	1,982	2,195
Avon Products Inc.	6.500%	3/1/19	410	465
Avon Products Inc.	4.600%	3/15/20	825	854
Avon Products Inc.	5.000%	3/15/23	2,275	2,329
Avon Products Inc.	6.950%	3/15/43	5,725	5,851
Baptist Health South Florida Obligated Group
Revenue	4.590%	8/15/21	1,000	1,133
Baxter International Inc.	4.000%	3/1/14	1,350	1,392
Baxter International Inc.	4.625%	3/15/15	5	5
Baxter International Inc.	5.900%	9/1/16	1,700	1,978
Baxter International Inc.	5.375%	6/1/18	5,000	5,951
Baxter International Inc.	2.400%	8/15/22	3,895	3,832
Baxter International Inc.	6.250%	12/1/37	3,925	5,237
Baxter International Inc.	3.650%	8/15/42	3,643	3,384
Beam Inc.	6.375%	6/15/14	1,403	1,498
Beam Inc.	5.375%	1/15/16	5	6
Beam Inc.	1.875%	5/15/17	1,025	1,044
Beam Inc.	3.250%	5/15/22	2,050	2,099
Beam Inc.	5.875%	1/15/36	2,600	3,050
Becton Dickinson & Co.	1.750%	11/8/16	1,700	1,749
Becton Dickinson & Co.	5.000%	5/15/19	1,125	1,322
Becton Dickinson & Co.	3.250%	11/12/20	5,025	5,358
Becton Dickinson & Co.	3.125%	11/8/21	14,790	15,435
Becton Dickinson & Co.	6.000%	5/15/39	1,000	1,290
Becton Dickinson & Co.	5.000%	11/12/40	100	113
Biogen Idec Inc.	6.875%	3/1/18	12,825	15,709
Boston Scientific Corp.	4.500%	1/15/15	6,000	6,374
Boston Scientific Corp.	6.250%	11/15/15	12,151	13,622
Boston Scientific Corp.	5.125%	1/12/17	10,000	11,169
Boston Scientific Corp.	6.000%	1/15/20	7,645	8,917
Boston Scientific Corp.	7.000%	11/15/35	6,500	8,315
Boston Scientific Corp.	7.375%	1/15/40	6,000	8,083
Bottling Group LLC	6.950%	3/15/14	29,775	31,562
Bottling Group LLC	5.500%	4/1/16	18,985	21,568
Bottling Group LLC	5.125%	1/15/19	2,725	3,234
Bristol-Myers Squibb Co.	0.875%	8/1/17	6,925	6,845
Bristol-Myers Squibb Co.	5.450%	5/1/18	2,225	2,671
Bristol-Myers Squibb Co.	2.000%	8/1/22	10,850	10,273
Bristol-Myers Squibb Co.	7.150%	6/15/23	400	547
Bristol-Myers Squibb Co.	6.800%	11/15/26	290	405
Bristol-Myers Squibb Co.	5.875%	11/15/36	13,857	17,393
Bristol-Myers Squibb Co.	6.125%	5/1/38	1,925	2,523
Bristol-Myers Squibb Co.	3.250%	8/1/42	3,193	2,784
Bristol-Myers Squibb Co.	6.875%	8/1/97	1,030	1,462
Brown-Forman Corp.	1.000%	1/15/18	1,275	1,266
Brown-Forman Corp.	2.250%	1/15/23	2,400	2,351
Brown-Forman Corp.	3.750%	1/15/43	1,675	1,620
Bunge Ltd. Finance Corp.	5.350%	4/15/14	2,035	2,126
Bunge Ltd. Finance Corp.	5.100%	7/15/15	7,625	8,265
Bunge Ltd. Finance Corp.	4.100%	3/15/16	3,900	4,180
Bunge Ltd. Finance Corp.	8.500%	6/15/19	14,950	19,373
Campbell Soup Co.	3.050%	7/15/17	1,425	1,525
Campbell Soup Co.	4.250%	4/15/21	4,500	4,968
Campbell Soup Co.	2.500%	8/2/22	3,575	3,398
Campbell Soup Co.	3.800%	8/2/42	4,628	4,161

Cardinal Health Inc.	4.000%	6/15/15	750	802
Cardinal Health Inc.	1.700%	3/15/18	1,000	995
Cardinal Health Inc.	4.625%	12/15/20	11,640	13,113
Cardinal Health Inc.	3.200%	6/15/22	20	20
Cardinal Health Inc.	3.200%	3/15/23	3,850	3,815
Cardinal Health Inc.	4.600%	3/15/43	2,075	2,023
CareFusion Corp.	5.125%	8/1/14	1,700	1,793
CareFusion Corp.	6.375%	8/1/19	10,532	12,776
3 Catholic Health Initiatives Colorado GO	4.350%	11/1/42	9,000	9,049
Celgene Corp.	2.450%	10/15/15	1,975	2,046
Celgene Corp.	1.900%	8/15/17	2,375	2,420
Celgene Corp.	3.950%	10/15/20	1,325	1,435
Celgene Corp.	3.250%	8/15/22	14,825	14,996
Celgene Corp.	5.700%	10/15/40	1,650	1,885
Church & Dwight Co. Inc.	3.350%	12/15/15	2,375	2,513
Clorox Co.	5.000%	1/15/15	1,725	1,845
Clorox Co.	3.550%	11/1/15	1,825	1,939
Clorox Co.	5.950%	10/15/17	15,415	18,277
Coca-Cola Co.	3.625%	3/15/14	5,675	5,845
Coca-Cola Co.	0.750%	3/13/15	4,975	5,011
Coca-Cola Co.	1.500%	11/15/15	11,490	11,778
Coca-Cola Co.	1.800%	9/1/16	9,600	9,927
Coca-Cola Co.	5.350%	11/15/17	5,750	6,824
Coca-Cola Co.	1.150%	4/1/18	350	349
Coca-Cola Co.	4.875%	3/15/19	9,525	11,295
Coca-Cola Co.	3.150%	11/15/20	7,700	8,324
Coca-Cola Co.	3.300%	9/1/21	14,750	15,981
Coca-Cola Enterprises Inc.	3.500%	9/15/20	1,050	1,108
Coca-Cola Enterprises Inc.	3.250%	8/19/21	1,575	1,635
Coca-Cola Femsa SAB de CV	4.625%	2/15/20	1,550	1,722
Coca-Cola HBC Finance BV	5.500%	9/17/15	8,150	8,863
Coca-Cola Refreshments USA Inc.	4.250%	3/1/15	375	400
Coca-Cola Refreshments USA Inc.	8.500%	2/1/22	6,361	9,150
Colgate-Palmolive Co.	1.300%	1/15/17	9,375	9,521
Colgate-Palmolive Co.	2.625%	5/1/17	700	747
Colgate-Palmolive Co.	2.450%	11/15/21	3,400	3,483
Colgate-Palmolive Co.	1.950%	2/1/23	1,125	1,071
ConAgra Foods Inc.	5.875%	4/15/14	1,040	1,094
ConAgra Foods Inc.	1.300%	1/25/16	300	302
ConAgra Foods Inc.	5.819%	6/15/17	951	1,106
ConAgra Foods Inc.	1.900%	1/25/18	17,925	18,107
ConAgra Foods Inc.	7.000%	4/15/19	510	640
ConAgra Foods Inc.	3.250%	9/15/22	1,520	1,531
ConAgra Foods Inc.	3.200%	1/25/23	17,036	16,997
ConAgra Foods Inc.	7.125%	10/1/26	3,245	4,139
ConAgra Foods Inc.	7.000%	10/1/28	1,020	1,304
ConAgra Foods Inc.	8.250%	9/15/30	4,773	6,445
ConAgra Foods Inc.	4.650%	1/25/43	8,250	8,268
Covidien International Finance SA	1.350%	5/29/15	2,000	2,029
Covidien International Finance SA	2.800%	6/15/15	1,750	1,830
Covidien International Finance SA	6.000%	10/15/17	4,460	5,354
Covidien International Finance SA	3.200%	6/15/22	5,425	5,649
Covidien International Finance SA	6.550%	10/15/37	9,841	13,325
CR Bard Inc.	1.375%	1/15/18	3,650	3,647
CR Bard Inc.	6.700%	12/1/26	5,250	6,856
Delhaize Group SA	6.500%	6/15/17	3,700	4,232
Delhaize Group SA	4.125%	4/10/19	1,500	1,586

Delhaize Group SA	5.700%	10/1/40	5,432	5,307
DENTSPLY International Inc.	2.750%	8/15/16	2,800	2,911
DENTSPLY International Inc.	4.125%	8/15/21	1,575	1,676
Diageo Capital plc	5.500%	9/30/16	1,275	1,461
Diageo Capital plc	1.500%	5/11/17	6,375	6,480
Diageo Capital plc	5.750%	10/23/17	6,404	7,623
Diageo Capital plc	4.828%	7/15/20	2,430	2,827
Diageo Capital plc	5.875%	9/30/36	1,875	2,351
Diageo Finance BV	5.500%	4/1/13	5,326	5,326
Diageo Finance BV	3.250%	1/15/15	375	393
Diageo Finance BV	5.300%	10/28/15	7,026	7,826
Diageo Investment Corp.	2.875%	5/11/22	4,425	4,483
Diageo Investment Corp.	7.450%	4/15/35	1,000	1,429
Diageo Investment Corp.	4.250%	5/11/42	3,748	3,805
Dignity Health California GO	3.125%	11/1/22	1,600	1,584
Dignity Health California GO	4.500%	11/1/42	8,325	8,001
Dr Pepper Snapple Group Inc.	2.900%	1/15/16	1,150	1,214
Dr Pepper Snapple Group Inc.	6.820%	5/1/18	5,847	7,314
Dr Pepper Snapple Group Inc.	2.600%	1/15/19	6,050	6,298
Dr Pepper Snapple Group Inc.	2.000%	1/15/20	275	270
Dr Pepper Snapple Group Inc.	3.200%	11/15/21	1,225	1,272
Dr Pepper Snapple Group Inc.	2.700%	11/15/22	2,475	2,453
Dr Pepper Snapple Group Inc.	7.450%	5/1/38	950	1,357
Eli Lilly & Co.	4.200%	3/6/14	2,400	2,484
Eli Lilly & Co.	5.200%	3/15/17	6,420	7,440
Eli Lilly & Co.	7.125%	6/1/25	220	309
Eli Lilly & Co.	5.500%	3/15/27	5,768	7,291
Eli Lilly & Co.	6.770%	1/1/36	1,250	1,728
Eli Lilly & Co.	5.550%	3/15/37	3,354	4,117
Eli Lilly & Co.	5.950%	11/15/37	800	1,032
Energizer Holdings Inc.	4.700%	5/19/21	3,450	3,665
Energizer Holdings Inc.	4.700%	5/24/22	575	612
Estee Lauder Cos. Inc.	2.350%	8/15/22	1,500	1,476
Estee Lauder Cos. Inc.	6.000%	5/15/37	2,055	2,567
Estee Lauder Cos. Inc.	3.700%	8/15/42	925	848
Express Scripts Holding Co.	2.100%	2/12/15	4,400	4,496
Express Scripts Holding Co.	3.125%	5/15/16	7,100	7,513
Express Scripts Holding Co.	2.650%	2/15/17	18,075	18,930
Express Scripts Holding Co.	7.250%	6/15/19	1,945	2,484
Express Scripts Holding Co.	4.750%	11/15/21	17,125	19,431
Express Scripts Holding Co.	3.900%	2/15/22	13,950	14,958
Express Scripts Holding Co.	6.125%	11/15/41	4,878	6,104
Flowers Foods Inc.	4.375%	4/1/22	2,900	2,958
Genentech Inc.	4.750%	7/15/15	2,625	2,865
Genentech Inc.	5.250%	7/15/35	3,125	3,674
General Mills Inc.	5.200%	3/17/15	875	951
General Mills Inc.	5.700%	2/15/17	30,060	35,020
General Mills Inc.	5.650%	2/15/19	15,067	18,152
General Mills Inc.	5.400%	6/15/40	450	536
General Mills Inc.	4.150%	2/15/43	375	376
Gilead Sciences Inc.	2.400%	12/1/14	2,200	2,261
Gilead Sciences Inc.	3.050%	12/1/16	2,175	2,330
Gilead Sciences Inc.	4.500%	4/1/21	9,936	11,224
Gilead Sciences Inc.	4.400%	12/1/21	5,800	6,515
Gilead Sciences Inc.	5.650%	12/1/41	2,695	3,268
GlaxoSmithKline Capital Inc.	4.375%	4/15/14	20,800	21,651
GlaxoSmithKline Capital Inc.	0.700%	3/18/16	9,000	8,993

GlaxoSmithKline Capital Inc.	5.650%	5/15/18	33,542	40,612
GlaxoSmithKline Capital Inc.	2.800%	3/18/23	1,175	1,185
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	3,500	4,147
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	27,926	37,298
GlaxoSmithKline Capital Inc.	4.200%	3/18/43	7,400	7,489
GlaxoSmithKline Capital plc	1.500%	5/8/17	1,000	1,016
GlaxoSmithKline Capital plc	2.850%	5/8/22	1,395	1,423
Hasbro Inc.	6.125%	5/15/14	6,900	7,302
Hasbro Inc.	6.300%	9/15/17	5,350	6,216
Hasbro Inc.	6.350%	3/15/40	9,326	10,817
Hershey Co.	5.450%	9/1/16	1,275	1,460
Hershey Co.	1.500%	11/1/16	3,975	4,075
Hershey Co.	4.125%	12/1/20	3,225	3,673
Hillshire Brands Co.	4.100%	9/15/20	187	197
HJ Heinz Co.	1.500%	3/1/17	4,860	4,914
HJ Heinz Co.	3.125%	9/12/21	250	254
HJ Heinz Finance Co.	6.750%	3/15/32	3,335	3,688
Hormel Foods Corp.	4.125%	4/15/21	1,300	1,451
Hospira Inc.	5.900%	6/15/14	550	581
Hospira Inc.	6.400%	5/15/15	850	939
Hospira Inc.	6.050%	3/30/17	3,659	4,172
Hospira Inc.	5.600%	9/15/40	2,200	2,242
Ingredion Inc.	3.200%	11/1/15	650	682
Ingredion Inc.	4.625%	11/1/20	885	988
Ingredion Inc.	6.625%	4/15/37	1,625	1,944
JM Smucker Co.	3.500%	10/15/21	2,150	2,271
Johnson & Johnson	5.550%	8/15/17	4,045	4,845
Johnson & Johnson	5.150%	7/15/18	18,725	22,522
Johnson & Johnson	6.950%	9/1/29	4,400	6,136
Johnson & Johnson	4.950%	5/15/33	5,025	6,009
Johnson & Johnson	5.950%	8/15/37	4,565	6,057
Johnson & Johnson	5.850%	7/15/38	1,888	2,485
Johnson & Johnson	4.500%	9/1/40	2,355	2,649
Johnson & Johnson	4.850%	5/15/41	20	24
Kaiser Foundation Hospitals	3.500%	4/1/22	1,450	1,522
Kaiser Foundation Hospitals	4.875%	4/1/42	3,900	4,252
Kellogg Co.	1.125%	5/15/15	2,800	2,822
Kellogg Co.	4.450%	5/30/16	50	55
Kellogg Co.	1.875%	11/17/16	15,850	16,282
Kellogg Co.	4.150%	11/15/19	9,400	10,572
Kellogg Co.	4.000%	12/15/20	650	724
Kellogg Co.	3.125%	5/17/22	2,850	2,946
Kellogg Co.	7.450%	4/1/31	6,475	8,750
Kimberly-Clark Corp.	4.875%	8/15/15	5,250	5,793
Kimberly-Clark Corp.	6.125%	8/1/17	8,950	10,829
Kimberly-Clark Corp.	6.250%	7/15/18	175	218
Kimberly-Clark Corp.	3.625%	8/1/20	8,424	9,282
Kimberly-Clark Corp.	3.875%	3/1/21	425	477
Kimberly-Clark Corp.	2.400%	3/1/22	5,900	5,939
Kimberly-Clark Corp.	6.625%	8/1/37	1,510	2,127
Kimberly-Clark Corp.	5.300%	3/1/41	6,518	8,003
Koninklijke Philips Electronics NV	5.750%	3/11/18	10,100	12,040
Koninklijke Philips Electronics NV	3.750%	3/15/22	9,700	10,489
Koninklijke Philips Electronics NV	6.875%	3/11/38	4,300	5,838
Koninklijke Philips Electronics NV	5.000%	3/15/42	5,950	6,679
Kraft Foods Group Inc.	1.625%	6/4/15	2,000	2,033
Kraft Foods Group Inc.	2.250%	6/5/17	8,525	8,849

Kraft Foods Group Inc.	6.125%	8/23/18	10,110	12,300
Kraft Foods Group Inc.	5.375%	2/10/20	8,888	10,595
Kraft Foods Group Inc.	3.500%	6/6/22	9,410	9,818
Kraft Foods Group Inc.	6.875%	1/26/39	18,608	24,399
Kraft Foods Group Inc.	6.500%	2/9/40	4,000	5,087
Kraft Foods Group Inc.	5.000%	6/4/42	9,070	9,746
Kroger Co.	4.950%	1/15/15	1,725	1,847
Kroger Co.	3.900%	10/1/15	320	343
Kroger Co.	6.400%	8/15/17	7,325	8,734
Kroger Co.	6.800%	12/15/18	2,175	2,696
Kroger Co.	6.150%	1/15/20	7,895	9,600
Kroger Co.	3.400%	4/15/22	875	913
Kroger Co.	7.700%	6/1/29	8,200	10,797
Kroger Co.	8.000%	9/15/29	1,435	1,891
Kroger Co.	7.500%	4/1/31	7,395	9,449
Kroger Co.	6.900%	4/15/38	6,318	7,958
Kroger Co.	5.400%	7/15/40	18	19
Kroger Co.	5.000%	4/15/42	925	948
Laboratory Corp. of America Holdings	5.625%	12/15/15	2,500	2,803
Laboratory Corp. of America Holdings	2.200%	8/23/17	2,055	2,083
Laboratory Corp. of America Holdings	4.625%	11/15/20	200	219
Laboratory Corp. of America Holdings	3.750%	8/23/22	1,260	1,291
Life Technologies Corp.	4.400%	3/1/15	4,350	4,582
Life Technologies Corp.	3.500%	1/15/16	11,185	11,679
Life Technologies Corp.	6.000%	3/1/20	4,300	4,817
Life Technologies Corp.	5.000%	1/15/21	2,200	2,376
Lorillard Tobacco Co.	8.125%	6/23/19	7,828	9,951
Lorillard Tobacco Co.	8.125%	5/1/40	4,000	5,216
Lorillard Tobacco Co.	7.000%	8/4/41	4,350	5,106
Mattel Inc.	2.500%	11/1/16	450	470
Mattel Inc.	1.700%	3/15/18	2,275	2,292
Mattel Inc.	3.150%	3/15/23	800	806
Mattel Inc.	5.450%	11/1/41	1,743	1,905
Mayo Clinic	3.774%	11/15/43	11,800	11,294
3 Mayo Clinic	4.000%	11/15/47	4,025	3,946
McCormick & Co. Inc.	3.900%	7/15/21	1,850	2,017
McKesson Corp.	0.950%	12/4/15	4,725	4,743
McKesson Corp.	3.250%	3/1/16	1,475	1,576
McKesson Corp.	5.700%	3/1/17	1,015	1,184
McKesson Corp.	7.500%	2/15/19	34	45
McKesson Corp.	4.750%	3/1/21	14,195	16,412
McKesson Corp.	2.700%	12/15/22	1,800	1,787
McKesson Corp.	6.000%	3/1/41	4,093	5,276
Mead Johnson Nutrition Co.	3.500%	11/1/14	5,825	6,062
Mead Johnson Nutrition Co.	4.900%	11/1/19	2,935	3,345
Mead Johnson Nutrition Co.	5.900%	11/1/39	11,175	13,243
Medco Health Solutions Inc.	2.750%	9/15/15	10,225	10,638
Medco Health Solutions Inc.	7.125%	3/15/18	14,538	18,041
Medtronic Inc.	4.500%	3/15/14	2,600	2,699
Medtronic Inc.	3.000%	3/15/15	15,775	16,516
Medtronic Inc.	4.750%	9/15/15	4,450	4,891
Medtronic Inc.	1.375%	4/1/18	7,575	7,562
Medtronic Inc.	5.600%	3/15/19	1,150	1,397
Medtronic Inc.	4.450%	3/15/20	3,615	4,145
Medtronic Inc.	2.750%	4/1/23	6,200	6,196
Medtronic Inc.	6.500%	3/15/39	2,445	3,364
Medtronic Inc.	5.550%	3/15/40	4,275	5,251

Medtronic Inc.	4.500%	3/15/42	4,095	4,374
Medtronic Inc.	4.000%	4/1/43	4,350	4,205
Memorial Sloan-Kettering Cancer Center New
York GO	5.000%	7/1/42	1,100	1,262
Memorial Sloan-Kettering Cancer Center New
York GO	4.125%	7/1/52	8,000	7,711
Merck & Co. Inc.	2.250%	1/15/16	35,050	36,648
Merck & Co. Inc.	6.000%	9/15/17	1,850	2,244
Merck & Co. Inc.	3.875%	1/15/21	7,080	7,899
Merck & Co. Inc.	6.500%	12/1/33	5,568	7,769
Merck & Co. Inc.	6.550%	9/15/37	11,245	15,481
Merck & Co. Inc.	3.600%	9/15/42	3,545	3,344
Merck Sharp & Dohme Corp.	4.750%	3/1/15	1,470	1,589
Merck Sharp & Dohme Corp.	4.000%	6/30/15	9,775	10,531
Merck Sharp & Dohme Corp.	5.000%	6/30/19	5,335	6,384
Merck Sharp & Dohme Corp.	6.400%	3/1/28	4,148	5,573
Merck Sharp & Dohme Corp.	5.950%	12/1/28	2,150	2,776
Merck Sharp & Dohme Corp.	5.750%	11/15/36	10,775	13,781
Merck Sharp & Dohme Corp.	5.850%	6/30/39	1,755	2,274
Molson Coors Brewing Co.	2.000%	5/1/17	1,300	1,333
Molson Coors Brewing Co.	3.500%	5/1/22	1,450	1,512
Molson Coors Brewing Co.	5.000%	5/1/42	13,400	14,196
Mondelez International Inc.	4.125%	2/9/16	26,325	28,650
Mondelez International Inc.	6.500%	8/11/17	10,793	13,045
Mondelez International Inc.	6.125%	2/1/18	60	72
Mondelez International Inc.	5.375%	2/10/20	41,127	48,795
Mondelez International Inc.	6.500%	11/1/31	8,975	11,197
Mondelez International Inc.	7.000%	8/11/37	11,606	15,585
Mondelez International Inc.	6.875%	2/1/38	6,113	8,140
Mondelez International Inc.	6.875%	1/26/39	1,300	1,743
Mondelez International Inc.	6.500%	2/9/40	15,950	20,724
Newell Rubbermaid Inc.	2.000%	6/15/15	625	636
Newell Rubbermaid Inc.	2.050%	12/1/17	2,525	2,537
Newell Rubbermaid Inc.	4.700%	8/15/20	700	773
Newell Rubbermaid Inc.	4.000%	6/15/22	450	473
Novant Health Inc.	5.850%	11/1/19	6,125	7,321
Novartis Capital Corp.	2.900%	4/24/15	5,150	5,399
Novartis Capital Corp.	4.400%	4/24/20	425	492
Novartis Capital Corp.	2.400%	9/21/22	17,225	17,123
Novartis Capital Corp.	3.700%	9/21/42	6,850	6,624
Novartis Securities Investment Ltd.	5.125%	2/10/19	18,100	21,606
Partners Healthcare System Massachusetts
GO	3.443%	7/1/21	3,450	3,639
Pepsi Bottling Group Inc.	7.000%	3/1/29	10,649	14,602
PepsiAmericas Inc.	4.875%	1/15/15	1,400	1,508
PepsiAmericas Inc.	5.000%	5/15/17	3,800	4,363
PepsiCo Inc.	3.100%	1/15/15	25	26
PepsiCo Inc.	2.500%	5/10/16	500	526
PepsiCo Inc.	1.250%	8/13/17	3,575	3,589
PepsiCo Inc.	5.000%	6/1/18	14,520	17,051
PepsiCo Inc.	7.900%	11/1/18	4,003	5,331
PepsiCo Inc.	4.500%	1/15/20	9,930	11,458
PepsiCo Inc.	3.000%	8/25/21	7,137	7,468
PepsiCo Inc.	2.750%	3/5/22	1,250	1,265
PepsiCo Inc.	5.500%	1/15/40	8,825	10,713
PepsiCo Inc.	4.875%	11/1/40	4,450	4,980
PepsiCo Inc.	4.000%	3/5/42	10,625	10,506

PepsiCo Inc.	3.600%	8/13/42	4,400	4,050
PerkinElmer Inc.	5.000%	11/15/21	3,050	3,369
Pfizer Inc.	5.350%	3/15/15	40,725	44,416
Pfizer Inc.	6.200%	3/15/19	26,495	33,266
Pfizer Inc.	7.200%	3/15/39	9,745	14,205
Pharmacia Corp.	6.500%	12/1/18	550	698
Pharmacia Corp.	6.600%	12/1/28	1,750	2,398
Philip Morris International Inc.	2.500%	5/16/16	2,865	3,010
Philip Morris International Inc.	5.650%	5/16/18	10,830	12,983
Philip Morris International Inc.	4.125%	5/17/21	800	895
Philip Morris International Inc.	6.375%	5/16/38	23,203	29,835
Philip Morris International Inc.	4.375%	11/15/41	3,700	3,709
Philip Morris International Inc.	4.500%	3/20/42	5,018	5,133
Philip Morris International Inc.	3.875%	8/21/42	7,250	6,728
Philip Morris International Inc.	4.125%	3/4/43	2,150	2,066
3 Procter & Gamble - Esop	9.360%	1/1/21	7,974	10,540
Procter & Gamble Co.	0.700%	8/15/14	3,350	3,365
Procter & Gamble Co.	4.950%	8/15/14	2,300	2,442
Procter & Gamble Co.	3.500%	2/15/15	7,750	8,172
Procter & Gamble Co.	1.800%	11/15/15	5,000	5,167
Procter & Gamble Co.	4.850%	12/15/15	1,275	1,418
Procter & Gamble Co.	1.450%	8/15/16	3,650	3,740
Procter & Gamble Co.	4.700%	2/15/19	3,495	4,121
Procter & Gamble Co.	2.300%	2/6/22	10,000	10,050
Procter & Gamble Co.	6.450%	1/15/26	3,875	5,322
Procter & Gamble Co.	5.500%	2/1/34	5,963	7,536
Procter & Gamble Co.	5.800%	8/15/34	270	348
Procter & Gamble Co.	5.550%	3/5/37	12,414	15,862
Quest Diagnostics Inc.	5.450%	11/1/15	6,375	7,026
Quest Diagnostics Inc.	6.400%	7/1/17	140	164
Quest Diagnostics Inc.	4.750%	1/30/20	275	301
Quest Diagnostics Inc.	4.700%	4/1/21	1,600	1,751
Quest Diagnostics Inc.	6.950%	7/1/37	4,175	5,033
Quest Diagnostics Inc.	5.750%	1/30/40	18	19
Reynolds American Inc.	7.625%	6/1/16	6,265	7,473
Reynolds American Inc.	6.750%	6/15/17	5,836	7,020
Reynolds American Inc.	7.250%	6/15/37	3,858	4,991
Reynolds American Inc.	4.750%	11/1/42	10,750	10,370
Safeway Inc.	5.625%	8/15/14	1,855	1,965
Safeway Inc.	3.400%	12/1/16	9,500	9,987
Safeway Inc.	6.350%	8/15/17	5,230	6,103
Safeway Inc.	5.000%	8/15/19	970	1,082
Safeway Inc.	3.950%	8/15/20	1,200	1,230
Safeway Inc.	7.250%	2/1/31	9,877	11,371
Sanofi	1.200%	9/30/14	5,250	5,307
Sanofi	2.625%	3/29/16	31,976	33,671
Sanofi	4.000%	3/29/21	9,871	10,970
St. Jude Medical Inc.	3.750%	7/15/14	10,275	10,715
St. Jude Medical Inc.	2.500%	1/15/16	550	572
St. Jude Medical Inc.	4.875%	7/15/19	3,025	3,452
St. Jude Medical Inc.	3.250%	4/15/23	7,825	7,854
St. Jude Medical Inc.	4.750%	4/15/43	7,050	7,156
Stryker Corp.	3.000%	1/15/15	2,100	2,191
Stryker Corp.	2.000%	9/30/16	3,875	4,025
Stryker Corp.	1.300%	4/1/18	4,000	3,989
Stryker Corp.	4.375%	1/15/20	1,425	1,611
Sysco Corp.	5.250%	2/12/18	2,625	3,109

Sysco Corp.	5.375%	9/21/35	6,375	7,596
Teva Pharmaceutical Finance Co. BV	2.400%	11/10/16	6,668	6,976
Teva Pharmaceutical Finance Co. BV	3.650%	11/10/21	1,125	1,198
Teva Pharmaceutical Finance Co. BV	2.950%	12/18/22	11,425	11,453
Teva Pharmaceutical Finance Co. LLC	6.150%	2/1/36	5,793	7,372
Teva Pharmaceutical Finance II BV / Teva
Pharmaceutical Finance III LLC	3.000%	6/15/15	5,075	5,320
Teva Pharmaceutical Finance IV BV	3.650%	11/10/21	8,400	8,942
Teva Pharmaceutical Finance IV LLC	2.250%	3/18/20	12,000	12,075
Thermo Fisher Scientific Inc.	3.250%	11/20/14	13,700	14,231
Thermo Fisher Scientific Inc.	3.200%	5/1/15	6,650	6,951
Thermo Fisher Scientific Inc.	3.200%	3/1/16	11,115	11,788
Thermo Fisher Scientific Inc.	4.700%	5/1/20	725	803
Thermo Fisher Scientific Inc.	4.500%	3/1/21	10,400	11,399
Thermo Fisher Scientific Inc.	3.600%	8/15/21	1,500	1,553
Thermo Fisher Scientific Inc.	3.150%	1/15/23	860	854
Tupperware Brands Corp.	4.750%	6/1/21	2,800	2,957
Tyson Foods Inc.	6.600%	4/1/16	70	80
Tyson Foods Inc.	4.500%	6/15/22	11,200	12,152
Unilever Capital Corp.	3.650%	2/15/14	6,275	6,449
Unilever Capital Corp.	0.450%	7/30/15	450	449
Unilever Capital Corp.	2.750%	2/10/16	200	211
Unilever Capital Corp.	0.850%	8/2/17	6,100	6,064
Unilever Capital Corp.	4.800%	2/15/19	1,500	1,764
Unilever Capital Corp.	4.250%	2/10/21	6,870	7,827
Unilever Capital Corp.	5.900%	11/15/32	3,923	5,272
UST LLC	5.750%	3/1/18	2,700	3,178
Whirlpool Corp.	4.850%	6/15/21	2,500	2,757
Whirlpool Corp.	4.700%	6/1/22	1,675	1,838
Wyeth LLC	5.500%	2/15/16	2,485	2,828
Wyeth LLC	5.450%	4/1/17	925	1,089
Wyeth LLC	6.450%	2/1/24	1,500	2,004
Wyeth LLC	6.500%	2/1/34	8,950	12,005
Wyeth LLC	6.000%	2/15/36	7,655	9,913
Wyeth LLC	5.950%	4/1/37	25,900	33,005
Zimmer Holdings Inc.	1.400%	11/30/14	2,500	2,520
Zimmer Holdings Inc.	4.625%	11/30/19	1,075	1,231
Zimmer Holdings Inc.	3.375%	11/30/21	2,725	2,820
Zimmer Holdings Inc.	5.750%	11/30/39	4,340	5,127
6 Zoetis Inc.	1.150%	2/1/16	14,500	14,583
6 Zoetis Inc.	1.875%	2/1/18	1,925	1,940
6 Zoetis Inc.	3.250%	2/1/23	11,820	12,032
6 Zoetis Inc.	4.700%	2/1/43	3,253	3,323
Energy (1.6%)
Alberta Energy Co. Ltd.	7.375%	11/1/31	3,409	4,226
Anadarko Finance Co.	7.500%	5/1/31	1,238	1,641
Anadarko Petroleum Corp.	5.750%	6/15/14	6,150	6,497
Anadarko Petroleum Corp.	5.950%	9/15/16	36,206	41,679
Anadarko Petroleum Corp.	6.375%	9/15/17	7,730	9,236
Anadarko Petroleum Corp.	6.450%	9/15/36	10,765	13,249
Anadarko Petroleum Corp.	7.950%	6/15/39	3,775	5,314
Anadarko Petroleum Corp.	6.200%	3/15/40	1,490	1,806
Apache Corp.	5.625%	1/15/17	700	813
Apache Corp.	1.750%	4/15/17	800	817
Apache Corp.	6.900%	9/15/18	7,100	8,942
Apache Corp.	3.625%	2/1/21	4,700	5,063

Apache Corp.	3.250%	4/15/22	4,975	5,152
Apache Corp.	2.625%	1/15/23	2,695	2,616
Apache Corp.	6.000%	1/15/37	11,020	13,237
Apache Corp.	5.100%	9/1/40	11,918	12,803
Apache Corp.	5.250%	2/1/42	9,300	10,213
Apache Corp.	4.750%	4/15/43	4,000	4,084
Apache Finance Canada Corp.	7.750%	12/15/29	1,080	1,494
Baker Hughes Inc.	7.500%	11/15/18	240	315
Baker Hughes Inc.	6.875%	1/15/29	990	1,332
Baker Hughes Inc.	5.125%	9/15/40	18,010	20,905
BJ Services Co.	6.000%	6/1/18	2,825	3,438
BP Capital Markets plc	3.625%	5/8/14	5,625	5,811
BP Capital Markets plc	1.700%	12/5/14	2,300	2,346
BP Capital Markets plc	3.875%	3/10/15	9,985	10,605
BP Capital Markets plc	3.125%	10/1/15	17,375	18,343
BP Capital Markets plc	0.700%	11/6/15	5,500	5,494
BP Capital Markets plc	3.200%	3/11/16	20,200	21,509
BP Capital Markets plc	2.248%	11/1/16	8,550	8,900
BP Capital Markets plc	1.846%	5/5/17	17,675	18,129
BP Capital Markets plc	1.375%	11/6/17	3,350	3,352
BP Capital Markets plc	4.750%	3/10/19	9,585	11,176
BP Capital Markets plc	4.742%	3/11/21	14,300	16,584
BP Capital Markets plc	3.561%	11/1/21	7,335	7,798
BP Capital Markets plc	3.245%	5/6/22	11,175	11,544
BP Capital Markets plc	2.500%	11/6/22	13,700	13,322
Burlington Resources Finance Co.	7.200%	8/15/31	750	1,039
Burlington Resources Finance Co.	7.400%	12/1/31	4,275	5,986
Cameron International Corp.	1.600%	4/30/15	4,050	4,086
Cameron International Corp.	6.375%	7/15/18	975	1,169
Cameron International Corp.	7.000%	7/15/38	1,595	2,080
Cameron International Corp.	5.950%	6/1/41	400	486
Canadian Natural Resources Ltd.	1.450%	11/14/14	1,300	1,315
Canadian Natural Resources Ltd.	4.900%	12/1/14	5,400	5,766
Canadian Natural Resources Ltd.	6.000%	8/15/16	4,225	4,900
Canadian Natural Resources Ltd.	5.700%	5/15/17	11,361	13,289
Canadian Natural Resources Ltd.	3.450%	11/15/21	525	557
Canadian Natural Resources Ltd.	7.200%	1/15/32	4,818	6,298
Canadian Natural Resources Ltd.	6.450%	6/30/33	5,865	7,129
Canadian Natural Resources Ltd.	5.850%	2/1/35	175	204
Canadian Natural Resources Ltd.	6.500%	2/15/37	9,505	11,776
Canadian Natural Resources Ltd.	6.250%	3/15/38	875	1,069
Cenovus Energy Inc.	4.500%	9/15/14	4,660	4,910
Cenovus Energy Inc.	5.700%	10/15/19	4,575	5,541
Cenovus Energy Inc.	3.000%	8/15/22	800	803
Cenovus Energy Inc.	6.750%	11/15/39	21,471	27,816
Cenovus Energy Inc.	4.450%	9/15/42	2,875	2,830
Chevron Corp.	1.104%	12/5/17	11,550	11,589
Chevron Corp.	4.950%	3/3/19	14,080	16,811
Chevron Corp.	2.355%	12/5/22	11,525	11,411
ConocoPhillips	4.600%	1/15/15	12,915	13,820
ConocoPhillips	6.650%	7/15/18	35	44
ConocoPhillips	5.750%	2/1/19	29,145	35,685
ConocoPhillips	5.900%	10/15/32	10,051	12,671
ConocoPhillips	5.900%	5/15/38	4,287	5,365
ConocoPhillips	6.500%	2/1/39	7,443	9,940
ConocoPhillips Canada Funding Co. I	5.625%	10/15/16	28,725	33,469
ConocoPhillips Canada Funding Co. I	5.950%	10/15/36	4,470	5,648

ConocoPhillips Co.	1.050%	12/15/17	1,000	996
ConocoPhillips Co.	2.400%	12/15/22	1,000	983
ConocoPhillips Holding Co.	6.950%	4/15/29	9,465	12,815
Devon Energy Corp.	2.400%	7/15/16	750	779
Devon Energy Corp.	1.875%	5/15/17	1,525	1,537
Devon Energy Corp.	6.300%	1/15/19	10	12
Devon Energy Corp.	4.000%	7/15/21	4,250	4,534
Devon Energy Corp.	3.250%	5/15/22	5,825	5,816
Devon Energy Corp.	7.950%	4/15/32	7,650	10,494
Devon Energy Corp.	5.600%	7/15/41	6,518	7,138
Devon Energy Corp.	4.750%	5/15/42	18	18
Devon Financing Co. LLC	7.875%	9/30/31	16,536	22,353
Diamond Offshore Drilling Inc.	5.150%	9/1/14	2,250	2,390
Diamond Offshore Drilling Inc.	4.875%	7/1/15	600	655
Diamond Offshore Drilling Inc.	5.875%	5/1/19	2,700	3,311
Diamond Offshore Drilling Inc.	5.700%	10/15/39	4,000	5,060
Encana Corp.	5.900%	12/1/17	6,075	7,172
Encana Corp.	3.900%	11/15/21	6,450	6,834
Encana Corp.	7.200%	11/1/31	5,675	6,927
Encana Corp.	6.500%	8/15/34	8,993	10,405
Encana Corp.	6.625%	8/15/37	4,479	5,329
Encana Corp.	6.500%	2/1/38	18	21
Encana Corp.	5.150%	11/15/41	18	18
EnCana Holdings Finance Corp.	5.800%	5/1/14	4,900	5,163
Ensco plc	3.250%	3/15/16	4,300	4,582
Ensco plc	4.700%	3/15/21	3,500	3,913
EOG Resources Inc.	6.125%	10/1/13	650	668
EOG Resources Inc.	2.950%	6/1/15	5,350	5,609
EOG Resources Inc.	5.875%	9/15/17	5,325	6,385
EOG Resources Inc.	5.625%	6/1/19	35	43
EOG Resources Inc.	4.400%	6/1/20	2,875	3,329
EOG Resources Inc.	4.100%	2/1/21	9,500	10,725
EOG Resources Inc.	2.625%	3/15/23	9,493	9,365
EQT Corp.	6.500%	4/1/18	10,475	12,169
EQT Corp.	8.125%	6/1/19	325	404
FMC Technologies Inc.	2.000%	10/1/17	3,000	3,039
FMC Technologies Inc.	3.450%	10/1/22	1,100	1,121
Global Marine Inc.	7.000%	6/1/28	3,150	3,494
Halliburton Co.	5.900%	9/15/18	3,015	3,705
Halliburton Co.	6.150%	9/15/19	2,945	3,712
Halliburton Co.	6.700%	9/15/38	10,240	13,903
Halliburton Co.	7.450%	9/15/39	5,088	7,479
Halliburton Co.	4.500%	11/15/41	5,275	5,685
Hess Corp.	8.125%	2/15/19	10,769	13,925
Hess Corp.	7.875%	10/1/29	5,895	7,651
Hess Corp.	7.300%	8/15/31	4,528	5,663
Hess Corp.	7.125%	3/15/33	4,679	5,776
Hess Corp.	6.000%	1/15/40	10,618	11,888
Hess Corp.	5.600%	2/15/41	3,125	3,356
Husky Energy Inc.	5.900%	6/15/14	8,642	9,160
Husky Energy Inc.	6.150%	6/15/19	800	967
Husky Energy Inc.	7.250%	12/15/19	2,435	3,130
Husky Energy Inc.	3.950%	4/15/22	3,150	3,383
Husky Energy Inc.	6.800%	9/15/37	2,500	3,247
Kerr-McGee Corp.	6.950%	7/1/24	12,420	15,582
Kerr-McGee Corp.	7.875%	9/15/31	2,015	2,652
Marathon Oil Corp.	0.900%	11/1/15	2,325	2,324

Marathon Oil Corp.	6.000%	10/1/17	14,175	16,815
Marathon Oil Corp.	5.900%	3/15/18	3,997	4,770
Marathon Oil Corp.	2.800%	11/1/22	6,525	6,353
Marathon Oil Corp.	6.800%	3/15/32	7,367	9,262
Marathon Oil Corp.	6.600%	10/1/37	628	789
Marathon Petroleum Corp.	3.500%	3/1/16	3,000	3,208
Marathon Petroleum Corp.	5.125%	3/1/21	6,800	7,920
Marathon Petroleum Corp.	6.500%	3/1/41	13,795	17,109
Murphy Oil Corp.	3.700%	12/1/22	5,120	4,977
Murphy Oil Corp.	7.050%	5/1/29	4,700	5,543
Murphy Oil Corp.	5.125%	12/1/42	2,018	1,891
Nabors Industries Inc.	6.150%	2/15/18	17,650	20,141
Nabors Industries Inc.	9.250%	1/15/19	3,025	3,902
Nabors Industries Inc.	5.000%	9/15/20	2,325	2,476
National Oilwell Varco Inc.	1.350%	12/1/17	13,475	13,542
National Oilwell Varco Inc.	2.600%	12/1/22	16,325	16,200
National Oilwell Varco Inc.	3.950%	12/1/42	4,693	4,511
Noble Energy Inc.	8.250%	3/1/19	3,829	4,997
Noble Energy Inc.	4.150%	12/15/21	8,525	9,373
Noble Energy Inc.	8.000%	4/1/27	525	735
Noble Energy Inc.	6.000%	3/1/41	10,645	12,710
Noble Holding International Ltd.	3.450%	8/1/15	9,050	9,486
Noble Holding International Ltd.	3.050%	3/1/16	4,250	4,432
Noble Holding International Ltd.	4.900%	8/1/20	3,825	4,220
Noble Holding International Ltd.	3.950%	3/15/22	1,225	1,262
Noble Holding International Ltd.	6.200%	8/1/40	4,468	5,045
Noble Holding International Ltd.	6.050%	3/1/41	1,020	1,128
Noble Holding International Ltd.	5.250%	3/15/42	1,225	1,234
Occidental Petroleum Corp.	2.500%	2/1/16	9,675	10,189
Occidental Petroleum Corp.	1.750%	2/15/17	4,101	4,216
Occidental Petroleum Corp.	1.500%	2/15/18	2,550	2,586
Occidental Petroleum Corp.	4.100%	2/1/21	14,700	16,607
Occidental Petroleum Corp.	3.125%	2/15/22	12,925	13,595
Occidental Petroleum Corp.	2.700%	2/15/23	10,018	10,026
PC Financial Partnership	5.000%	11/15/14	8,100	8,636
Petro-Canada	6.050%	5/15/18	6,075	7,328
Petro-Canada	7.875%	6/15/26	1,500	2,120
Petro-Canada	7.000%	11/15/28	1,175	1,470
Petro-Canada	5.350%	7/15/33	4,825	5,294
Petro-Canada	5.950%	5/15/35	7,060	8,356
Petro-Canada	6.800%	5/15/38	8,063	10,578
Petrohawk Energy Corp.	10.500%	8/1/14	1,725	1,828
Petrohawk Energy Corp.	7.875%	6/1/15	1,900	1,964
Petrohawk Energy Corp.	6.250%	6/1/19	3,200	3,620
Phillips 66	1.950%	3/5/15	2,350	2,402
Phillips 66	2.950%	5/1/17	14,100	14,969
Phillips 66	4.300%	4/1/22	12,175	13,374
Phillips 66	5.875%	5/1/42	15,418	18,220
Pioneer Natural Resources Co.	5.875%	7/15/16	325	368
Pioneer Natural Resources Co.	6.875%	5/1/18	3,250	3,959
Pioneer Natural Resources Co.	3.950%	7/15/22	9,835	10,270
Pride International Inc.	8.500%	6/15/19	725	958
Pride International Inc.	6.875%	8/15/20	14,600	18,346
Pride International Inc.	7.875%	8/15/40	9,100	13,121
Rowan Cos. Inc.	7.875%	8/1/19	6,000	7,513
Rowan Cos. Inc.	4.875%	6/1/22	1,200	1,305
Rowan Cos. Inc.	5.400%	12/1/42	4,225	4,213

Shell International Finance BV	3.100%	6/28/15	13,625	14,399
Shell International Finance BV	3.250%	9/22/15	3,600	3,842
Shell International Finance BV	0.625%	12/4/15	475	477
Shell International Finance BV	4.300%	9/22/19	27,285	31,613
Shell International Finance BV	4.375%	3/25/20	2,500	2,899
Shell International Finance BV	2.375%	8/21/22	8,000	7,930
Shell International Finance BV	2.250%	1/6/23	1,850	1,801
Shell International Finance BV	6.375%	12/15/38	27,153	37,560
Shell International Finance BV	5.500%	3/25/40	3,018	3,779
Southwestern Energy Co.	4.100%	3/15/22	2,350	2,485
Suncor Energy Inc.	6.100%	6/1/18	875	1,061
Suncor Energy Inc.	7.150%	2/1/32	4,903	6,469
Suncor Energy Inc.	5.950%	12/1/34	260	311
Suncor Energy Inc.	6.500%	6/15/38	22,355	28,485
Suncor Energy Inc.	6.850%	6/1/39	4,493	5,975
Talisman Energy Inc.	7.750%	6/1/19	16,137	20,596
Talisman Energy Inc.	3.750%	2/1/21	1,285	1,339
Talisman Energy Inc.	7.250%	10/15/27	850	1,071
Talisman Energy Inc.	5.850%	2/1/37	6,500	7,030
Talisman Energy Inc.	6.250%	2/1/38	173	195
Talisman Energy Inc.	5.500%	5/15/42	18	19
Tosco Corp.	7.800%	1/1/27	900	1,308
Tosco Corp.	8.125%	2/15/30	16,855	24,689
Total Capital Canada Ltd.	1.625%	1/28/14	5,325	5,380
Total Capital Canada Ltd.	1.450%	1/15/18	4,325	4,301
Total Capital Canada Ltd.	2.750%	7/15/23	6,870	6,906
Total Capital International SA	0.750%	1/25/16	8,100	8,120
Total Capital International SA	1.500%	2/17/17	300	306
Total Capital International SA	1.550%	6/28/17	8,525	8,669
Total Capital International SA	2.875%	2/17/22	4,200	4,314
Total Capital International SA	2.700%	1/25/23	4,500	4,515
Total Capital SA	3.000%	6/24/15	21,075	22,157
Total Capital SA	2.300%	3/15/16	975	1,016
Total Capital SA	4.450%	6/24/20	6,925	8,010
Total Capital SA	4.125%	1/28/21	22,400	25,224
Transocean Inc.	4.950%	11/15/15	11,300	12,245
Transocean Inc.	2.500%	10/15/17	6,150	6,210
Transocean Inc.	6.000%	3/15/18	16,085	18,226
Transocean Inc.	6.500%	11/15/20	5,135	5,934
Transocean Inc.	6.375%	12/15/21	9,450	11,001
Transocean Inc.	3.800%	10/15/22	3,500	3,450
Transocean Inc.	7.500%	4/15/31	2,018	2,394
Transocean Inc.	6.800%	3/15/38	5,763	6,396
Transocean Inc.	7.350%	12/15/41	8,975	10,879
Valero Energy Corp.	4.500%	2/1/15	2,625	2,796
Valero Energy Corp.	9.375%	3/15/19	7,601	10,362
Valero Energy Corp.	6.125%	2/1/20	12,675	15,408
Valero Energy Corp.	7.500%	4/15/32	10,520	13,619
Valero Energy Corp.	6.625%	6/15/37	9,308	11,343
Valero Energy Corp.	10.500%	3/15/39	23	37
Weatherford International Inc.	6.350%	6/15/17	5,750	6,612
Weatherford International Inc.	6.800%	6/15/37	275	305
Weatherford International Ltd.	5.500%	2/15/16	10	11
Weatherford International Ltd.	6.000%	3/15/18	8,360	9,526
Weatherford International Ltd.	9.625%	3/1/19	38,981	50,971
Weatherford International Ltd.	6.500%	8/1/36	943	1,018
Weatherford International Ltd.	7.000%	3/15/38	1,750	1,958

Weatherford International Ltd.	6.750%	9/15/40	1,018	1,125
Weatherford International Ltd.	5.950%	4/15/42	18	19
XTO Energy Inc.	6.250%	8/1/17	9,075	11,140
XTO Energy Inc.	5.500%	6/15/18	500	609
Other Industrial (0.0%)
California Institute of Technology GO	4.700%	11/1/11	11,800	12,141
Cintas Corp. No 2	6.125%	12/1/17	1,625	1,943
Cintas Corp. No 2	3.250%	6/1/22	4,000	4,089
Fluor Corp.	3.375%	9/15/21	3,125	3,306
3 Johns Hopkins University Maryland GO	4.083%	7/1/53	4,025	4,141
Massachusetts Institute of Technology GO	5.600%	7/1/11	9,785	13,124
University of Pennsylvania GO	4.674%	9/1/12	10,350	10,995
6 URS Corp.	5.250%	4/1/22	6,170	6,505
Technology (1.0%)
Adobe Systems Inc.	3.250%	2/1/15	4,525	4,723
Adobe Systems Inc.	4.750%	2/1/20	6,625	7,402
Agilent Technologies Inc.	5.500%	9/14/15	3,125	3,454
Agilent Technologies Inc.	6.500%	11/1/17	13,850	16,597
Agilent Technologies Inc.	3.200%	10/1/22	6,200	6,185
Altera Corp.	1.750%	5/15/17	2,350	2,404
Amphenol Corp.	4.750%	11/15/14	4,125	4,375
Amphenol Corp.	4.000%	2/1/22	550	575
Analog Devices Inc.	5.000%	7/1/14	3,425	3,611
Analog Devices Inc.	3.000%	4/15/16	1,075	1,139
Applied Materials Inc.	2.650%	6/15/16	1,000	1,052
Applied Materials Inc.	4.300%	6/15/21	7,025	7,835
Applied Materials Inc.	5.850%	6/15/41	9,225	10,987
Arrow Electronics Inc.	3.375%	11/1/15	2,600	2,706
Arrow Electronics Inc.	5.125%	3/1/21	1,185	1,268
Autodesk Inc.	1.950%	12/15/17	9,014	8,958
Autodesk Inc.	3.600%	12/15/22	1,600	1,608
Avnet Inc.	6.625%	9/15/16	235	268
Avnet Inc.	4.875%	12/1/22	4,175	4,329
Baidu Inc.	2.250%	11/28/17	4,650	4,731
Baidu Inc.	3.500%	11/28/22	14,750	14,759
BMC Software Inc.	7.250%	6/1/18	2,300	2,632
BMC Software Inc.	4.250%	2/15/22	3,650	3,664
BMC Software Inc.	4.500%	12/1/22	1,025	1,046
Broadcom Corp.	2.700%	11/1/18	6,980	7,419
6 Broadcom Corp.	2.500%	8/15/22	10,500	10,338
CA Inc.	5.375%	12/1/19	3,500	3,969
Cisco Systems Inc.	2.900%	11/17/14	1,975	2,055
Cisco Systems Inc.	5.500%	2/22/16	13,085	14,874
Cisco Systems Inc.	3.150%	3/14/17	6,265	6,785
Cisco Systems Inc.	4.950%	2/15/19	27,089	31,902
Cisco Systems Inc.	4.450%	1/15/20	24,095	27,744
Cisco Systems Inc.	5.900%	2/15/39	21,143	26,368
Cisco Systems Inc.	5.500%	1/15/40	4,610	5,488
Computer Sciences Corp.	6.500%	3/15/18	5,150	5,991
Corning Inc.	1.450%	11/15/17	800	804
Corning Inc.	6.625%	5/15/19	3,180	3,958
Corning Inc.	4.250%	8/15/20	300	334
Corning Inc.	7.250%	8/15/36	300	386
Corning Inc.	4.700%	3/15/37	8,368	8,465
Corning Inc.	5.750%	8/15/40	4,535	5,327

Corning Inc.	4.750%	3/15/42	2,278	2,336
Dell Inc.	2.300%	9/10/15	2,015	2,016
Dell Inc.	5.650%	4/15/18	6,225	6,504
Dell Inc.	5.875%	6/15/19	3,850	4,036
Dell Inc.	7.100%	4/15/28	3,100	3,247
Dell Inc.	6.500%	4/15/38	4,518	4,321
Dun & Bradstreet Corp.	3.250%	12/1/17	800	821
Dun & Bradstreet Corp.	4.375%	12/1/22	1,725	1,757
Equifax Inc.	4.450%	12/1/14	2,175	2,291
Equifax Inc.	6.300%	7/1/17	1,075	1,257
Fiserv Inc.	3.125%	10/1/15	1,100	1,156
Fiserv Inc.	3.125%	6/15/16	1,025	1,081
Fiserv Inc.	6.800%	11/20/17	5,950	7,163
Fiserv Inc.	3.500%	10/1/22	6,800	6,796
Google Inc.	2.125%	5/19/16	1,575	1,647
Google Inc.	3.625%	5/19/21	8,515	9,415
Harris Corp.	5.000%	10/1/15	3,675	4,008
Harris Corp.	5.950%	12/1/17	2,975	3,447
Harris Corp.	4.400%	12/15/20	1,725	1,890
Harris Corp.	6.150%	12/15/40	3,768	4,401
Hewlett-Packard Co.	1.550%	5/30/14	2,675	2,687
Hewlett-Packard Co.	4.750%	6/2/14	11,420	11,910
Hewlett-Packard Co.	2.625%	12/9/14	1,300	1,332
Hewlett-Packard Co.	2.350%	3/15/15	6,350	6,481
Hewlett-Packard Co.	2.125%	9/13/15	12,575	12,771
Hewlett-Packard Co.	2.650%	6/1/16	2,475	2,523
Hewlett-Packard Co.	3.000%	9/15/16	17,900	18,466
Hewlett-Packard Co.	3.300%	12/9/16	10,710	11,153
Hewlett-Packard Co.	5.400%	3/1/17	2,035	2,260
Hewlett-Packard Co.	2.600%	9/15/17	11,735	11,829
Hewlett-Packard Co.	5.500%	3/1/18	6,575	7,384
Hewlett-Packard Co.	3.750%	12/1/20	6,275	6,239
Hewlett-Packard Co.	4.300%	6/1/21	3,725	3,792
Hewlett-Packard Co.	4.375%	9/15/21	13,400	13,693
Hewlett-Packard Co.	4.650%	12/9/21	3,700	3,832
Hewlett-Packard Co.	6.000%	9/15/41	9,468	9,642
HP Enterprise Services LLC	7.450%	10/15/29	2,200	2,578
Intel Corp.	1.950%	10/1/16	6,425	6,663
Intel Corp.	1.350%	12/15/17	27,601	27,676
Intel Corp.	3.300%	10/1/21	11,901	12,476
Intel Corp.	2.700%	12/15/22	9,000	8,893
Intel Corp.	4.000%	12/15/32	4,725	4,655
Intel Corp.	4.800%	10/1/41	17,693	18,630
Intel Corp.	4.250%	12/15/42	17,950	17,420
International Business Machines Corp.	6.500%	10/15/13	2,796	2,891
International Business Machines Corp.	1.250%	5/12/14	300	303
International Business Machines Corp.	0.875%	10/31/14	200	202
International Business Machines Corp.	0.550%	2/6/15	8,000	8,011
International Business Machines Corp.	2.000%	1/5/16	2,525	2,618
International Business Machines Corp.	1.950%	7/22/16	36,575	37,900
International Business Machines Corp.	1.250%	2/6/17	6,300	6,362
International Business Machines Corp.	5.700%	9/14/17	37,151	44,424
International Business Machines Corp.	7.625%	10/15/18	6,475	8,557
International Business Machines Corp.	1.875%	5/15/19	1,025	1,050
International Business Machines Corp.	1.875%	8/1/22	3,700	3,524
International Business Machines Corp.	7.000%	10/30/25	965	1,362
International Business Machines Corp.	6.220%	8/1/27	9,850	13,157

International Business Machines Corp.	6.500%	1/15/28	620	832
International Business Machines Corp.	5.875%	11/29/32	875	1,134
International Business Machines Corp.	5.600%	11/30/39	9,054	11,267
International Business Machines Corp.	4.000%	6/20/42	9,597	9,636
Intuit Inc.	5.750%	3/15/17	1,900	2,179
Jabil Circuit Inc.	5.625%	12/15/20	2,650	2,826
Juniper Networks Inc.	3.100%	3/15/16	1,095	1,147
Juniper Networks Inc.	4.600%	3/15/21	1,500	1,608
Juniper Networks Inc.	5.950%	3/15/41	2,900	3,233
KLA-Tencor Corp.	6.900%	5/1/18	3,575	4,266
Lexmark International Inc.	6.650%	6/1/18	4,650	5,187
Maxim Integrated Products Inc.	3.375%	3/15/23	725	733
Microsoft Corp.	2.950%	6/1/14	7,900	8,138
Microsoft Corp.	1.625%	9/25/15	20,645	21,209
Microsoft Corp.	4.200%	6/1/19	7,445	8,567
Microsoft Corp.	3.000%	10/1/20	13,020	13,934
Microsoft Corp.	2.125%	11/15/22	2,000	1,955
Microsoft Corp.	5.200%	6/1/39	4,853	5,751
Microsoft Corp.	4.500%	10/1/40	5,543	5,939
Microsoft Corp.	5.300%	2/8/41	5,235	6,305
Microsoft Corp.	3.500%	11/15/42	10,480	9,581
Motorola Solutions Inc.	6.000%	11/15/17	3,075	3,596
Motorola Solutions Inc.	3.750%	5/15/22	6,350	6,498
Motorola Solutions Inc.	7.500%	5/15/25	860	1,090
NetApp Inc.	2.000%	12/15/17	1,000	1,005
NetApp Inc.	3.250%	12/15/22	1,000	987
Oracle Corp.	5.250%	1/15/16	28,091	31,603
Oracle Corp.	1.200%	10/15/17	18,575	18,567
Oracle Corp.	5.750%	4/15/18	17,727	21,405
Oracle Corp.	5.000%	7/8/19	16,845	20,002
Oracle Corp.	3.875%	7/15/20	9,775	10,915
Oracle Corp.	2.500%	10/15/22	11,925	11,670
Oracle Corp.	6.500%	4/15/38	3,915	5,238
Oracle Corp.	6.125%	7/8/39	8,020	10,270
Oracle Corp.	5.375%	7/15/40	20,370	23,735
Pitney Bowes Inc.	5.750%	9/15/17	7,000	7,668
Pitney Bowes Inc.	6.250%	3/15/19	200	222
Pitney Bowes Inc.	5.250%	1/15/37	450	466
SAIC Inc.	4.450%	12/1/20	850	912
SAIC Inc.	5.950%	12/1/40	2,550	2,695
Science Applications International Corp.	5.500%	7/1/33	7,370	7,319
Symantec Corp.	2.750%	9/15/15	600	620
Symantec Corp.	2.750%	6/15/17	3,450	3,540
Symantec Corp.	4.200%	9/15/20	7,200	7,690
Symantec Corp.	3.950%	6/15/22	5,925	6,106
Telefonaktiebolaget LM Ericsson	4.125%	5/15/22	1,150	1,200
Texas Instruments Inc.	0.450%	8/3/15	9,750	9,736
Texas Instruments Inc.	2.375%	5/16/16	3,425	3,592
Texas Instruments Inc.	1.650%	8/3/19	9,250	9,253
Tyco Electronics Group SA	6.550%	10/1/17	45	54
Tyco Electronics Group SA	3.500%	2/3/22	2,625	2,673
Tyco Electronics Group SA	7.125%	10/1/37	14,100	18,022
Verisk Analytics Inc.	4.125%	9/12/22	5,125	5,319
Xerox Corp.	8.250%	5/15/14	7,523	8,122
Xerox Corp.	4.250%	2/15/15	19,875	20,919
Xerox Corp.	6.400%	3/15/16	8,045	9,088
Xerox Corp.	6.750%	2/1/17	3,085	3,580

	Xerox Corp.	2.950%	3/15/17	650	670
	Xerox Corp.	6.350%	5/15/18	11,850	13,885
	Xerox Corp.	5.625%	12/15/19	7,575	8,655
	Xerox Corp.	4.500%	5/15/21	5,750	6,153
	Xerox Corp.	6.750%	12/15/39	825	979
	Transportation (0.4%)
3	American Airlines 2009-1A Pass Through
	Trust	10.375%	1/2/21	3,208	3,345
3	American Airlines 2011-1 Class A Pass
	Through Trust	5.250%	1/31/21	947	1,032
3	American Airlines 2011-2 Class A Pass
	Through Trust	8.625%	4/15/23	2,938	3,063
3,6 American Airlines 2013-1 Class A Pass
	Through Trust	4.000%	1/15/27	580	581
	Burlington Northern Santa Fe LLC	5.650%	5/1/17	7,650	8,984
	Burlington Northern Santa Fe LLC	5.750%	3/15/18	7,767	9,348
	Burlington Northern Santa Fe LLC	4.700%	10/1/19	200	233
	Burlington Northern Santa Fe LLC	3.600%	9/1/20	5,800	6,286
	Burlington Northern Santa Fe LLC	3.450%	9/15/21	3,875	4,129
	Burlington Northern Santa Fe LLC	3.050%	3/15/22	2,850	2,926
	Burlington Northern Santa Fe LLC	3.050%	9/1/22	5,279	5,383
	Burlington Northern Santa Fe LLC	7.000%	12/15/25	6,711	9,061
	Burlington Northern Santa Fe LLC	7.950%	8/15/30	80	111
	Burlington Northern Santa Fe LLC	6.200%	8/15/36	3,450	4,281
	Burlington Northern Santa Fe LLC	6.150%	5/1/37	109	136
	Burlington Northern Santa Fe LLC	5.750%	5/1/40	6,965	8,333
	Burlington Northern Santa Fe LLC	5.050%	3/1/41	9,725	10,587
	Burlington Northern Santa Fe LLC	5.400%	6/1/41	7,050	8,070
	Burlington Northern Santa Fe LLC	4.950%	9/15/41	1,775	1,912
	Burlington Northern Santa Fe LLC	4.400%	3/15/42	5,893	5,884
	Burlington Northern Santa Fe LLC	4.375%	9/1/42	1,350	1,342
	Canadian National Railway Co.	5.800%	6/1/16	750	860
	Canadian National Railway Co.	1.450%	12/15/16	1,825	1,863
	Canadian National Railway Co.	5.850%	11/15/17	1,150	1,383
	Canadian National Railway Co.	5.550%	3/1/19	1,160	1,412
	Canadian National Railway Co.	2.850%	12/15/21	1,075	1,117
	Canadian National Railway Co.	2.250%	11/15/22	8,000	7,890
	Canadian National Railway Co.	6.900%	7/15/28	2,375	3,216
	Canadian National Railway Co.	6.250%	8/1/34	1,625	2,147
	Canadian National Railway Co.	6.200%	6/1/36	2,675	3,599
	Canadian National Railway Co.	6.375%	11/15/37	2,018	2,809
	Canadian National Railway Co.	3.500%	11/15/42	10,925	10,223
	Canadian Pacific Railway Co.	4.450%	3/15/23	4,418	4,877
	Canadian Pacific Railway Co.	7.125%	10/15/31	1,185	1,530
	Canadian Pacific Railway Co.	5.950%	5/15/37	8,093	9,613
	Con-way Inc.	6.700%	5/1/34	4,225	4,446
3	Continental Airlines 1998-1 Class A Pass
	Through Trust	6.648%	3/15/19	3,990	4,260
3	Continental Airlines 2007-1 Class A Pass
	Through Trust	5.983%	4/19/22	1,529	1,735
3	Continental Airlines 2009-2 Class A Pass
	Through Trust	7.250%	5/10/21	1,578	1,844
3	Continental Airlines 2012-1 Class A Pass
	Through Trust	4.150%	10/11/25	20,725	21,683
3	Continental Airlines 2012-2 Class A Pass
	Through Trust	4.000%	4/29/26	418	437

CSX Corp.	6.250%	4/1/15	45	50
CSX Corp.	7.900%	5/1/17	2,795	3,470
CSX Corp.	6.250%	3/15/18	5,350	6,501
CSX Corp.	7.375%	2/1/19	35,100	44,828
CSX Corp.	4.250%	6/1/21	1,550	1,743
CSX Corp.	6.000%	10/1/36	5,969	7,191
CSX Corp.	6.150%	5/1/37	2,335	2,870
CSX Corp.	6.220%	4/30/40	6,205	7,730
CSX Corp.	4.750%	5/30/42	5,000	5,202
CSX Corp.	4.400%	3/1/43	18	18
CSX Corp.	4.100%	3/15/44	7,300	6,909
3 Delta Air Lines 2007-1 Class A Pass Through
Trust	6.821%	2/10/24	7,621	8,669
3 Delta Air Lines 2009-1 Class A Pass Through
Trust	7.750%	12/17/19	8,743	10,208
3 Delta Air Lines 2010-2 Class A Pass Through
Trust	4.950%	5/23/19	3,347	3,665
3 Delta Air Lines 2012-1 Class A Pass Through
Trust	4.750%	5/7/20	775	841
FedEx Corp.	2.625%	8/1/22	3,050	2,999
FedEx Corp.	3.875%	8/1/42	2,000	1,875
JB Hunt Transport Services Inc.	3.375%	9/15/15	10,100	10,499
Norfolk Southern Corp.	5.257%	9/17/14	45	48
Norfolk Southern Corp.	5.750%	1/15/16	8,200	9,278
Norfolk Southern Corp.	7.700%	5/15/17	5,125	6,417
Norfolk Southern Corp.	5.750%	4/1/18	2,575	3,096
Norfolk Southern Corp.	5.900%	6/15/19	11,450	14,049
Norfolk Southern Corp.	3.250%	12/1/21	4,400	4,613
Norfolk Southern Corp.	3.000%	4/1/22	70	72
6 Norfolk Southern Corp.	2.903%	2/15/23	4,518	4,523
Norfolk Southern Corp.	5.590%	5/17/25	102	124
Norfolk Southern Corp.	7.800%	5/15/27	4,400	6,131
Norfolk Southern Corp.	7.250%	2/15/31	4,062	5,621
Norfolk Southern Corp.	4.837%	10/1/41	11,566	12,542
Norfolk Southern Corp.	6.000%	5/23/11	9,175	11,106
Norfolk Southern Railway Co.	9.750%	6/15/20	1,559	2,274
Ryder System Inc.	3.150%	3/2/15	5,275	5,481
Ryder System Inc.	7.200%	9/1/15	1,130	1,283
Ryder System Inc.	3.600%	3/1/16	3,650	3,849
Ryder System Inc.	5.850%	11/1/16	8,425	9,635
Ryder System Inc.	3.500%	6/1/17	1,625	1,735
Ryder System Inc.	2.350%	2/26/19	5,900	5,929
Southwest Airlines Co.	5.250%	10/1/14	175	185
Southwest Airlines Co.	5.750%	12/15/16	2,925	3,304
Southwest Airlines Co.	5.125%	3/1/17	700	770
3 Southwest Airlines Co. 2007-1 Pass Through
Trust	6.150%	2/1/24	1,598	1,892
Union Pacific Corp.	5.750%	11/15/17	5	6
Union Pacific Corp.	5.700%	8/15/18	1,000	1,209
Union Pacific Corp.	4.000%	2/1/21	200	224
Union Pacific Corp.	4.163%	7/15/22	30,802	34,748
Union Pacific Corp.	6.625%	2/1/29	2,205	2,922
Union Pacific Corp.	5.780%	7/15/40	5,175	6,379
Union Pacific Corp.	4.750%	9/15/41	6,025	6,573
Union Pacific Corp.	4.250%	4/15/43	1,750	1,762
3 Union Pacific Railroad Co. 2007-3 Pass
Through Trust	6.176%	1/2/31	1,198	1,468

3 United Air Lines Inc. 2009-2 Class A Pass
Through Trust	9.750%	7/15/18	876	1,017
United Parcel Service Inc.	3.875%	4/1/14	10,175	10,528
United Parcel Service Inc.	1.125%	10/1/17	2,500	2,515
United Parcel Service Inc.	5.500%	1/15/18	2,395	2,862
United Parcel Service Inc.	5.125%	4/1/19	5,850	7,031
United Parcel Service Inc.	3.125%	1/15/21	24,160	25,857
United Parcel Service Inc.	2.450%	10/1/22	2,890	2,870
United Parcel Service Inc.	6.200%	1/15/38	4,650	6,205
United Parcel Service Inc.	3.625%	10/1/42	5,268	5,034
United Parcel Service of America Inc.	8.375%	4/1/20	10	14
3 US Airways 2012-2 Class A Pass Through
Trust	4.625%	12/3/26	1,475	1,541
				14,451,377
Utilities (2.6%)
Electric (1.7%)
AEP Texas Central Co.	6.650%	2/15/33	2,675	3,417
Alabama Power Co.	6.125%	5/15/38	18	23
Alabama Power Co.	6.000%	3/1/39	45	58
Alabama Power Co.	5.200%	6/1/41	2,800	3,312
Alabama Power Co.	4.100%	1/15/42	4,875	4,958
Alabama Power Co.	3.850%	12/1/42	1,250	1,201
Ameren Corp.	8.875%	5/15/14	1,000	1,080
Ameren Illinois Co.	6.125%	11/15/17	1,300	1,567
Ameren Illinois Co.	2.700%	9/1/22	5,231	5,235
American Electric Power Co. Inc.	1.650%	12/15/17	5,375	5,389
American Electric Power Co. Inc.	2.950%	12/15/22	4,350	4,342
Appalachian Power Co.	3.400%	5/24/15	5,250	5,516
Appalachian Power Co.	7.950%	1/15/20	350	470
Appalachian Power Co.	4.600%	3/30/21	4,025	4,568
Appalachian Power Co.	5.800%	10/1/35	1,475	1,728
Appalachian Power Co.	6.375%	4/1/36	2,800	3,487
Appalachian Power Co.	7.000%	4/1/38	558	749
Arizona Public Service Co.	5.800%	6/30/14	4,672	4,968
Arizona Public Service Co.	4.650%	5/15/15	2,925	3,156
Arizona Public Service Co.	8.750%	3/1/19	1,300	1,753
Arizona Public Service Co.	5.500%	9/1/35	3,580	4,299
Arizona Public Service Co.	4.500%	4/1/42	6,618	6,927
Atlantic City Electric Co.	7.750%	11/15/18	4,225	5,578
Baltimore Gas & Electric Co.	5.900%	10/1/16	3,525	4,105
Baltimore Gas & Electric Co.	3.500%	11/15/21	1,700	1,821
Baltimore Gas & Electric Co.	6.350%	10/1/36	643	837
Carolina Power & Light Co.	5.300%	1/15/19	36,350	43,749
Carolina Power & Light Co.	3.000%	9/15/21	6,000	6,321
Carolina Power & Light Co.	6.300%	4/1/38	5,599	7,409
Carolina Power & Light Co.	4.100%	5/15/42	18	18
Carolina Power & Light Co.	4.100%	3/15/43	400	398
CenterPoint Energy Houston Electric LLC	2.250%	8/1/22	6,500	6,376
CenterPoint Energy Houston Electric LLC	6.950%	3/15/33	300	419
CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	11,220	10,445
CenterPoint Energy Inc.	6.500%	5/1/18	70	85
Cleco Power LLC	6.500%	12/1/35	4,300	5,290
Cleco Power LLC	6.000%	12/1/40	4,075	4,730
Cleveland Electric Illuminating Co.	5.700%	4/1/17	25	28
Cleveland Electric Illuminating Co.	7.880%	11/1/17	2,692	3,352
Cleveland Electric Illuminating Co.	5.500%	8/15/24	4,515	5,355
CMS Energy Corp.	4.700%	3/31/43	5,300	5,300

Commonwealth Edison Co.	5.950%	8/15/16	11,630	13,496
Commonwealth Edison Co.	6.150%	9/15/17	13,670	16,508
Commonwealth Edison Co.	5.800%	3/15/18	2,985	3,597
Commonwealth Edison Co.	4.000%	8/1/20	2,175	2,434
Commonwealth Edison Co.	3.400%	9/1/21	3,000	3,239
Commonwealth Edison Co.	5.875%	2/1/33	590	734
Commonwealth Edison Co.	5.900%	3/15/36	3,086	3,897
Commonwealth Edison Co.	6.450%	1/15/38	9,223	12,453
Connecticut Light & Power Co.	2.500%	1/15/23	5,925	5,909
Connecticut Light & Power Co.	6.350%	6/1/36	5,100	6,696
Consolidated Edison Co. of New York Inc.	5.375%	12/15/15	1,400	1,567
Consolidated Edison Co. of New York Inc.	5.500%	9/15/16	5,675	6,559
Consolidated Edison Co. of New York Inc.	5.850%	4/1/18	350	425
Consolidated Edison Co. of New York Inc.	6.650%	4/1/19	13,075	16,654
Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	6,100	7,251
Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	11,165	14,112
Consolidated Edison Co. of New York Inc.	6.200%	6/15/36	3,020	3,980
Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	1,080	1,500
Consolidated Edison Co. of New York Inc.	5.500%	12/1/39	50	62
Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	5,725	7,252
Consolidated Edison Co. of New York Inc.	4.200%	3/15/42	18	19
Consolidated Natural Gas Co.	5.000%	12/1/14	4,725	5,039
Constellation Energy Group Inc.	4.550%	6/15/15	8,636	9,274
Constellation Energy Group Inc.	5.150%	12/1/20	4,563	5,166
Consumers Energy Co.	5.500%	8/15/16	1,800	2,068
Consumers Energy Co.	6.125%	3/15/19	9,550	11,840
Consumers Energy Co.	6.700%	9/15/19	5,000	6,454
Consumers Energy Co.	2.850%	5/15/22	8,725	9,015
Delmarva Power & Light Co.	4.000%	6/1/42	225	230
Dominion Resources Inc.	5.150%	7/15/15	16,518	18,096
Dominion Resources Inc.	2.250%	9/1/15	2,880	2,980
Dominion Resources Inc.	1.950%	8/15/16	5,450	5,632
Dominion Resources Inc.	6.000%	11/30/17	4,625	5,551
Dominion Resources Inc.	6.400%	6/15/18	290	359
Dominion Resources Inc.	8.875%	1/15/19	430	585
Dominion Resources Inc.	4.450%	3/15/21	18,025	20,544
Dominion Resources Inc.	6.300%	3/15/33	8,175	10,402
Dominion Resources Inc.	5.250%	8/1/33	2,595	2,973
Dominion Resources Inc.	5.950%	6/15/35	8,785	10,845
Dominion Resources Inc.	4.900%	8/1/41	2,195	2,402
Dominion Resources Inc.	4.050%	9/15/42	675	654
3 Dominion Resources Inc.	7.500%	6/30/66	3,775	4,171
DTE Electric Co.	3.450%	10/1/20	1,700	1,861
DTE Electric Co.	3.900%	6/1/21	1,575	1,761
DTE Electric Co.	2.650%	6/15/22	2,300	2,339
DTE Electric Co.	5.700%	10/1/37	960	1,201
DTE Electric Co.	3.950%	6/15/42	7,835	7,809
DTE Electric Co.	4.000%	4/1/43	6,375	6,376
DTE Energy Co.	6.375%	4/15/33	4,325	5,475
Duke Energy Carolinas LLC	4.300%	6/15/20	5,700	6,546
Duke Energy Carolinas LLC	6.000%	12/1/28	4,670	5,842
Duke Energy Carolinas LLC	6.450%	10/15/32	1,575	2,052
Duke Energy Carolinas LLC	6.100%	6/1/37	10,245	12,874
Duke Energy Carolinas LLC	6.000%	1/15/38	5,676	7,220
Duke Energy Carolinas LLC	6.050%	4/15/38	3,205	4,124
Duke Energy Carolinas LLC	5.300%	2/15/40	3,275	3,888
Duke Energy Carolinas LLC	4.250%	12/15/41	5,000	5,109

Duke Energy Carolinas LLC	4.000%	9/30/42	370	365
Duke Energy Corp.	3.950%	9/15/14	4,225	4,423
Duke Energy Corp.	3.350%	4/1/15	6,575	6,902
Duke Energy Corp.	2.150%	11/15/16	9,075	9,372
Duke Energy Corp.	1.625%	8/15/17	7,925	7,997
Duke Energy Corp.	5.050%	9/15/19	11,200	13,198
Duke Energy Corp.	3.550%	9/15/21	4,550	4,826
Duke Energy Corp.	3.050%	8/15/22	3,900	3,964
Duke Energy Indiana Inc.	6.050%	6/15/16	325	373
Duke Energy Indiana Inc.	6.120%	10/15/35	1,093	1,261
Duke Energy Indiana Inc.	6.350%	8/15/38	8,100	10,545
Duke Energy Indiana Inc.	6.450%	4/1/39	925	1,222
Duke Energy Indiana Inc.	4.200%	3/15/42	2,875	2,919
Duke Energy Ohio Inc.	5.450%	4/1/19	908	1,097
El Paso Electric Co.	6.000%	5/15/35	1,725	2,021
Enersis SA	7.375%	1/15/14	1,000	1,048
Entergy Arkansas Inc.	3.750%	2/15/21	10,200	11,158
Entergy Corp.	4.700%	1/15/17	3,125	3,407
Entergy Gulf States Louisiana LLC	6.000%	5/1/18	8,675	10,269
Entergy Louisiana LLC	1.875%	12/15/14	1,900	1,938
Entergy Louisiana LLC	5.400%	11/1/24	1,825	2,187
Entergy Mississippi Inc.	3.100%	7/1/23	1,645	1,658
Entergy Texas Inc.	7.125%	2/1/19	7,225	9,008
Exelon Corp.	4.900%	6/15/15	7,000	7,578
Exelon Corp.	5.625%	6/15/35	1,805	2,007
Exelon Generation Co. LLC	6.200%	10/1/17	5,255	6,165
Exelon Generation Co. LLC	5.200%	10/1/19	20	23
Exelon Generation Co. LLC	4.000%	10/1/20	9,875	10,411
Exelon Generation Co. LLC	4.250%	6/15/22	12,138	12,754
Exelon Generation Co. LLC	6.250%	10/1/39	1,193	1,387
Exelon Generation Co. LLC	5.750%	10/1/41	225	248
Exelon Generation Co. LLC	5.600%	6/15/42	3,276	3,539
FirstEnergy Corp.	7.375%	11/15/31	9,775	11,427
FirstEnergy Solutions Corp.	4.800%	2/15/15	7,025	7,573
FirstEnergy Solutions Corp.	6.800%	8/15/39	1,693	2,005
Florida Power & Light Co.	5.550%	11/1/17	1,920	2,296
Florida Power & Light Co.	5.950%	10/1/33	225	291
Florida Power & Light Co.	5.625%	4/1/34	3,870	4,746
Florida Power & Light Co.	4.950%	6/1/35	560	640
Florida Power & Light Co.	5.400%	9/1/35	5,650	6,842
Florida Power & Light Co.	6.200%	6/1/36	4,900	6,412
Florida Power & Light Co.	5.650%	2/1/37	4,460	5,552
Florida Power & Light Co.	5.850%	5/1/37	1,675	2,130
Florida Power & Light Co.	5.950%	2/1/38	10,150	13,115
Florida Power & Light Co.	5.960%	4/1/39	1,175	1,536
Florida Power & Light Co.	4.125%	2/1/42	10,150	10,384
Florida Power Corp.	5.650%	6/15/18	3,100	3,736
Florida Power Corp.	6.350%	9/15/37	10,725	14,170
Florida Power Corp.	6.400%	6/15/38	7,200	9,635
Florida Power Corp.	5.650%	4/1/40	1,000	1,233
Georgia Power Co.	0.750%	8/10/15	10,675	10,714
Georgia Power Co.	3.000%	4/15/16	3,400	3,627
Georgia Power Co.	5.700%	6/1/17	16,444	19,431
Georgia Power Co.	4.250%	12/1/19	20	23
Georgia Power Co.	2.850%	5/15/22	8,650	8,838
Georgia Power Co.	5.650%	3/1/37	325	392
Georgia Power Co.	5.950%	2/1/39	2,000	2,526

Georgia Power Co.	5.400%	6/1/40	4,000	4,701
Georgia Power Co.	4.750%	9/1/40	4,400	4,815
Georgia Power Co.	4.300%	3/15/42	6,070	6,091
Great Plains Energy Inc.	4.850%	6/1/21	1,200	1,338
Iberdrola International BV	6.750%	7/15/36	3,675	4,009
Indiana Michigan Power Co.	7.000%	3/15/19	625	786
Indiana Michigan Power Co.	3.200%	3/15/23	7,325	7,393
Indiana Michigan Power Co.	6.050%	3/15/37	8,400	10,061
3 Integrys Energy Group Inc.	6.110%	12/1/66	4,990	5,264
Interstate Power & Light Co.	6.250%	7/15/39	3,550	4,709
Jersey Central Power & Light Co.	5.625%	5/1/16	8,700	9,755
Jersey Central Power & Light Co.	5.650%	6/1/17	4,600	5,307
Jersey Central Power & Light Co.	6.150%	6/1/37	5,650	6,901
3 John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	2,566	2,893
Kansas City Power & Light Co.	7.150%	4/1/19	500	642
Kansas City Power & Light Co.	6.050%	11/15/35	1,725	2,091
Kansas City Power & Light Co.	5.300%	10/1/41	5,493	6,119
3 Kansas Gas & Electric Co.	5.647%	3/29/21	126	141
Kentucky Utilities Co.	1.625%	11/1/15	4,850	4,991
Kentucky Utilities Co.	3.250%	11/1/20	3,550	3,829
Kentucky Utilities Co.	5.125%	11/1/40	2,955	3,469
LG&E & KU Energy LLC	2.125%	11/15/15	2,800	2,871
LG&E & KU Energy LLC	3.750%	11/15/20	3,655	3,879
Louisville Gas & Electric Co.	5.125%	11/15/40	2,075	2,452
Metropolitan Edison Co.	7.700%	1/15/19	5,236	6,729
MidAmerican Energy Co.	5.950%	7/15/17	1,825	2,180
MidAmerican Energy Co.	5.300%	3/15/18	450	534
MidAmerican Energy Co.	6.750%	12/30/31	9,000	12,184
MidAmerican Energy Co.	5.750%	11/1/35	1,400	1,731
MidAmerican Energy Co.	5.800%	10/15/36	275	344
MidAmerican Energy Holdings Co.	5.750%	4/1/18	8,675	10,424
MidAmerican Energy Holdings Co.	8.480%	9/15/28	1,055	1,564
MidAmerican Energy Holdings Co.	6.125%	4/1/36	35,294	43,754
MidAmerican Energy Holdings Co.	5.950%	5/15/37	9,250	11,432
MidAmerican Energy Holdings Co.	6.500%	9/15/37	2,455	3,187
Mississippi Power Co.	4.250%	3/15/42	7,775	7,750
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	7,285
National Rural Utilities Cooperative Finance
Corp.	5.450%	4/10/17	4,600	5,371
National Rural Utilities Cooperative Finance
Corp.	5.450%	2/1/18	11,585	13,785
National Rural Utilities Cooperative Finance
Corp.	10.375%	11/1/18	21,280	31,077
National Rural Utilities Cooperative Finance
Corp.	8.000%	3/1/32	2,423	3,571
National Rural Utilities Cooperative Finance
Corp.	4.023%	11/1/32	3,057	3,134
Nevada Power Co.	7.125%	3/15/19	16,965	21,951
Nevada Power Co.	6.650%	4/1/36	775	1,033
Nevada Power Co.	6.750%	7/1/37	6,672	9,056
Nevada Power Co.	5.375%	9/15/40	3,905	4,627
Nevada Power Co.	5.450%	5/15/41	900	1,081
NextEra Energy Capital Holdings Inc.	1.200%	6/1/15	400	403
NextEra Energy Capital Holdings Inc.	2.600%	9/1/15	2,000	2,078

NextEra Energy Capital Holdings Inc.	7.875%	12/15/15	825	970
NextEra Energy Capital Holdings Inc.	6.000%	3/1/19	20,650	24,548
3 NextEra Energy Capital Holdings Inc.	6.350%	10/1/66	2,175	2,308
3 NextEra Energy Capital Holdings Inc.	6.650%	6/15/67	2,750	2,970
Northern States Power Co.	1.950%	8/15/15	2,225	2,293
Northern States Power Co.	5.250%	3/1/18	1,875	2,237
Northern States Power Co.	5.250%	7/15/35	325	386
Northern States Power Co.	6.250%	6/1/36	1,670	2,237
Northern States Power Co.	6.200%	7/1/37	5,443	7,250
Northern States Power Co.	5.350%	11/1/39	9,296	11,339
Northern States Power Co.	4.850%	8/15/40	525	605
Northern States Power Co.	3.400%	8/15/42	18	16
NSTAR Electric Co.	4.875%	4/15/14	1,605	1,671
NSTAR Electric Co.	5.625%	11/15/17	5,350	6,399
NSTAR Electric Co.	2.375%	10/15/22	6,200	6,083
NSTAR Electric Co.	5.500%	3/15/40	2,950	3,626
NSTAR LLC	4.500%	11/15/19	6,535	7,521
Oglethorpe Power Corp.	5.950%	11/1/39	1,700	2,089
Oglethorpe Power Corp.	5.375%	11/1/40	4,800	5,502
Oglethorpe Power Corp.	5.250%	9/1/50	18	20
Ohio Edison Co.	6.400%	7/15/16	3,800	4,419
Ohio Power Co.	6.000%	6/1/16	3,275	3,748
Ohio Power Co.	5.375%	10/1/21	1,200	1,450
Ohio Power Co.	6.600%	2/15/33	1,500	1,936
Ohio Power Co.	5.850%	10/1/35	5,468	6,620
Oklahoma Gas & Electric Co.	5.850%	6/1/40	2,925	3,664
Oncor Electric Delivery Co. LLC	6.375%	1/15/15	7,340	8,035
Oncor Electric Delivery Co. LLC	6.800%	9/1/18	3,325	4,113
Oncor Electric Delivery Co. LLC	4.100%	6/1/22	1,750	1,906
Oncor Electric Delivery Co. LLC	7.000%	9/1/22	5,336	6,937
Oncor Electric Delivery Co. LLC	7.000%	5/1/32	2,600	3,411
Oncor Electric Delivery Co. LLC	7.250%	1/15/33	3,680	4,909
Oncor Electric Delivery Co. LLC	7.500%	9/1/38	1,805	2,526
Oncor Electric Delivery Co. LLC	5.250%	9/30/40	325	362
Oncor Electric Delivery Co. LLC	5.300%	6/1/42	425	480
Pacific Gas & Electric Co.	5.625%	11/30/17	11,980	14,320
Pacific Gas & Electric Co.	3.500%	10/1/20	19,650	21,377
Pacific Gas & Electric Co.	4.250%	5/15/21	4,650	5,248
Pacific Gas & Electric Co.	6.050%	3/1/34	26,017	32,589
Pacific Gas & Electric Co.	5.800%	3/1/37	17,770	21,668
Pacific Gas & Electric Co.	6.350%	2/15/38	1,800	2,370
Pacific Gas & Electric Co.	6.250%	3/1/39	3,775	4,912
Pacific Gas & Electric Co.	5.400%	1/15/40	10	12
Pacific Gas & Electric Co.	4.450%	4/15/42	18	19
Pacific Gas & Electric Co.	3.750%	8/15/42	45	42
PacifiCorp	7.700%	11/15/31	1,174	1,711
PacifiCorp	5.250%	6/15/35	100	118
PacifiCorp	5.750%	4/1/37	150	189
PacifiCorp	6.250%	10/15/37	8,625	11,429
PacifiCorp	6.000%	1/15/39	1,025	1,325
PacifiCorp	4.100%	2/1/42	4,825	4,924
Peco Energy Co.	5.350%	3/1/18	675	807
Peco Energy Co.	2.375%	9/15/22	2,925	2,914
Pennsylvania Electric Co.	6.050%	9/1/17	3,426	4,011
Pennsylvania Electric Co.	5.200%	4/1/20	10,400	11,975
Pennsylvania Electric Co.	6.150%	10/1/38	10,400	12,333
Pepco Holdings Inc.	2.700%	10/1/15	150	156

Potomac Electric Power Co.	6.500%	11/15/37	7,907	10,847
PPL Electric Utilities Corp.	3.000%	9/15/21	1,075	1,127
PPL Electric Utilities Corp.	6.250%	5/15/39	5,552	7,455
PPL Electric Utilities Corp.	5.200%	7/15/41	3,170	3,793
PPL Energy Supply LLC	5.400%	8/15/14	820	869
PPL Energy Supply LLC	6.200%	5/15/16	1,545	1,764
PPL Energy Supply LLC	6.500%	5/1/18	8,025	9,509
PPL Energy Supply LLC	4.600%	12/15/21	2,825	3,007
Progress Energy Inc.	4.875%	12/1/19	2,475	2,866
Progress Energy Inc.	4.400%	1/15/21	5,250	5,857
Progress Energy Inc.	7.750%	3/1/31	1,635	2,266
Progress Energy Inc.	7.000%	10/30/31	900	1,173
Progress Energy Inc.	6.000%	12/1/39	6,720	8,228
PSEG Power LLC	5.500%	12/1/15	14,240	15,814
PSEG Power LLC	2.750%	9/15/16	4,400	4,578
PSEG Power LLC	5.125%	4/15/20	1,276	1,447
PSEG Power LLC	4.150%	9/15/21	4,269	4,603
PSEG Power LLC	8.625%	4/15/31	350	509
Public Service Co. of Colorado	5.500%	4/1/14	165	173
Public Service Co. of Colorado	5.800%	8/1/18	1,475	1,813
Public Service Co. of Colorado	5.125%	6/1/19	9,725	11,709
Public Service Co. of Colorado	3.200%	11/15/20	4,100	4,410
Public Service Co. of Colorado	2.250%	9/15/22	3,150	3,097
Public Service Co. of Colorado	6.250%	9/1/37	2,325	3,131
Public Service Co. of Colorado	4.750%	8/15/41	2,925	3,285
Public Service Co. of Colorado	3.600%	9/15/42	11,100	10,391
Public Service Co. of Oklahoma	5.150%	12/1/19	100	116
Public Service Co. of Oklahoma	6.625%	11/15/37	4,675	6,086
Public Service Electric & Gas Co.	0.850%	8/15/14	2,500	2,513
Public Service Electric & Gas Co.	2.700%	5/1/15	3,300	3,447
Public Service Electric & Gas Co.	3.500%	8/15/20	500	551
Public Service Electric & Gas Co.	5.700%	12/1/36	3,000	3,813
Public Service Electric & Gas Co.	5.800%	5/1/37	4,600	5,881
Public Service Electric & Gas Co.	5.375%	11/1/39	5,772	7,075
Public Service Electric & Gas Co.	3.950%	5/1/42	14,575	14,652
Public Service Electric & Gas Co.	3.650%	9/1/42	650	628
Public Service Electric & Gas Co.	3.800%	1/1/43	18	18
Puget Sound Energy Inc.	5.483%	6/1/35	805	974
Puget Sound Energy Inc.	6.274%	3/15/37	5,175	6,862
Puget Sound Energy Inc.	5.757%	10/1/39	2,675	3,393
Puget Sound Energy Inc.	5.795%	3/15/40	1,535	1,963
Puget Sound Energy Inc.	5.764%	7/15/40	1,700	2,172
Puget Sound Energy Inc.	5.638%	4/15/41	3,043	3,831
Puget Sound Energy Inc.	4.434%	11/15/41	3,900	4,187
San Diego Gas & Electric Co.	5.300%	11/15/15	2,100	2,355
San Diego Gas & Electric Co.	5.350%	5/15/35	1,200	1,473
San Diego Gas & Electric Co.	6.125%	9/15/37	18	24
San Diego Gas & Electric Co.	6.000%	6/1/39	1,080	1,446
San Diego Gas & Electric Co.	5.350%	5/15/40	10	12
San Diego Gas & Electric Co.	4.500%	8/15/40	2,450	2,714
San Diego Gas & Electric Co.	3.950%	11/15/41	8,475	8,534
San Diego Gas & Electric Co.	4.300%	4/1/42	45	49
SCANA Corp.	4.750%	5/15/21	2,675	2,971
SCANA Corp.	4.125%	2/1/22	1,075	1,129
Scottish Power Ltd.	5.375%	3/15/15	4,025	4,296
Scottish Power Ltd.	5.810%	3/15/25	900	971
Sierra Pacific Power Co.	6.000%	5/15/16	4,925	5,685

Sierra Pacific Power Co.	6.750%	7/1/37	4,250	5,793
South Carolina Electric & Gas Co.	6.500%	11/1/18	1,710	2,158
South Carolina Electric & Gas Co.	6.625%	2/1/32	5,825	7,751
South Carolina Electric & Gas Co.	5.300%	5/15/33	243	282
South Carolina Electric & Gas Co.	6.050%	1/15/38	4,300	5,542
South Carolina Electric & Gas Co.	5.450%	2/1/41	4,200	5,104
South Carolina Electric & Gas Co.	4.350%	2/1/42	6,418	6,568
Southern California Edison Co.	4.650%	4/1/15	3,600	3,880
Southern California Edison Co.	5.000%	1/15/16	1,175	1,315
Southern California Edison Co.	3.875%	6/1/21	26,875	30,028
Southern California Edison Co.	6.650%	4/1/29	2,056	2,695
Southern California Edison Co.	6.000%	1/15/34	5,985	7,664
Southern California Edison Co.	5.750%	4/1/35	943	1,175
Southern California Edison Co.	5.350%	7/15/35	4,400	5,235
Southern California Edison Co.	5.550%	1/15/36	1,400	1,711
Southern California Edison Co.	5.625%	2/1/36	6,925	8,540
Southern California Edison Co.	5.550%	1/15/37	6,975	8,563
Southern California Edison Co.	5.950%	2/1/38	463	600
Southern California Edison Co.	6.050%	3/15/39	10	13
Southern California Edison Co.	5.500%	3/15/40	18	22
Southern California Edison Co.	4.500%	9/1/40	5,075	5,496
Southern California Edison Co.	3.900%	12/1/41	300	296
Southern Co.	4.150%	5/15/14	3,850	3,994
Southern Co.	2.375%	9/15/15	2,000	2,076
Southern Power Co.	4.875%	7/15/15	2,450	2,672
Southern Power Co.	5.150%	9/15/41	11,090	12,453
Southwestern Electric Power Co.	5.550%	1/15/17	400	454
Southwestern Electric Power Co.	5.875%	3/1/18	1,167	1,372
Southwestern Electric Power Co.	6.450%	1/15/19	3,625	4,418
Southwestern Electric Power Co.	3.550%	2/15/22	1,850	1,929
Southwestern Electric Power Co.	6.200%	3/15/40	2,495	3,113
Southwestern Public Service Co.	4.500%	8/15/41	1,425	1,548
Tampa Electric Co.	6.100%	5/15/18	275	338
Tampa Electric Co.	5.400%	5/15/21	2,262	2,778
Tampa Electric Co.	2.600%	9/15/22	3,025	3,035
Tampa Electric Co.	6.550%	5/15/36	3,000	4,102
Tampa Electric Co.	4.100%	6/15/42	2,050	2,103
TECO Finance Inc.	4.000%	3/15/16	2,650	2,852
TECO Finance Inc.	6.572%	11/1/17	2,200	2,657
TECO Finance Inc.	5.150%	3/15/20	2,475	2,870
Toledo Edison Co.	6.150%	5/15/37	6,525	8,044
TransAlta Corp.	4.750%	1/15/15	1,575	1,663
TransAlta Corp.	6.650%	5/15/18	1,325	1,546
TransAlta Corp.	6.500%	3/15/40	650	687
Tucson Electric Power Co.	5.150%	11/15/21	2,125	2,354
UIL Holdings Corp.	4.625%	10/1/20	1,650	1,747
Union Electric Co.	6.400%	6/15/17	20	24
Union Electric Co.	6.700%	2/1/19	4,916	6,190
Union Electric Co.	5.300%	8/1/37	3,325	3,936
Union Electric Co.	8.450%	3/15/39	1,725	2,881
Union Electric Co.	3.900%	9/15/42	2,225	2,206
Virginia Electric & Power Co.	5.400%	1/15/16	1,320	1,493
Virginia Electric & Power Co.	5.400%	4/30/18	3,170	3,806
Virginia Electric & Power Co.	5.000%	6/30/19	3,500	4,161
Virginia Electric & Power Co.	2.950%	1/15/22	2,975	3,111
Virginia Electric & Power Co.	3.450%	9/1/22	250	271
Virginia Electric & Power Co.	6.000%	1/15/36	5,575	7,222

Virginia Electric & Power Co.	6.000%	5/15/37	1,925	2,507
Virginia Electric & Power Co.	6.350%	11/30/37	3,450	4,667
Virginia Electric & Power Co.	8.875%	11/15/38	28	47
Virginia Electric & Power Co.	4.000%	1/15/43	3,593	3,593
Westar Energy Inc.	4.125%	3/1/42	8,318	8,539
Westar Energy Inc.	4.100%	4/1/43	3,275	3,321
Western Massachusetts Electric Co.	3.500%	9/15/21	2,650	2,824
Wisconsin Electric Power Co.	4.250%	12/15/19	4,600	5,258
Wisconsin Electric Power Co.	2.950%	9/15/21	2,500	2,632
Wisconsin Electric Power Co.	5.625%	5/15/33	1,025	1,267
Wisconsin Electric Power Co.	3.650%	12/15/42	793	762
3 Wisconsin Energy Corp.	6.250%	5/15/67	15,675	17,007
Wisconsin Power & Light Co.	2.250%	11/15/22	3,075	3,033
Wisconsin Power & Light Co.	6.375%	8/15/37	4,810	6,560
Wisconsin Public Service Corp.	3.671%	12/1/42	1,625	1,574
Xcel Energy Inc.	5.613%	4/1/17	592	685
Xcel Energy Inc.	4.700%	5/15/20	1,000	1,160
Xcel Energy Inc.	6.500%	7/1/36	3,065	4,094
Natural Gas (0.9%)
AGL Capital Corp.	5.250%	8/15/19	800	954
AGL Capital Corp.	3.500%	9/15/21	5,845	6,288
AGL Capital Corp.	5.875%	3/15/41	3,310	4,173
Atmos Energy Corp.	4.950%	10/15/14	2,325	2,469
Atmos Energy Corp.	8.500%	3/15/19	1,850	2,506
Atmos Energy Corp.	5.500%	6/15/41	10,450	12,585
Atmos Energy Corp.	4.150%	1/15/43	9,250	9,157
Boardwalk Pipelines LP	5.500%	2/1/17	3,725	4,171
Boardwalk Pipelines LP	3.375%	2/1/23	5,025	4,911
British Transco Finance Inc.	6.625%	6/1/18	2,255	2,774
Buckeye Partners LP	6.050%	1/15/18	360	411
CenterPoint Energy Resources Corp.	6.150%	5/1/16	1,350	1,553
CenterPoint Energy Resources Corp.	4.500%	1/15/21	4,226	4,804
CenterPoint Energy Resources Corp.	5.850%	1/15/41	7,850	9,857
DCP Midstream LLC	8.125%	8/16/30	530	683
DCP Midstream Operating LP	3.250%	10/1/15	3,325	3,461
DCP Midstream Operating LP	2.500%	12/1/17	1,825	1,851
DCP Midstream Operating LP	4.950%	4/1/22	1,650	1,800
DCP Midstream Operating LP	3.875%	3/15/23	4,350	4,373
El Paso Natural Gas Co. LLC	5.950%	4/15/17	12,980	15,116
El Paso Natural Gas Co. LLC	8.625%	1/15/22	6,755	9,291
El Paso Natural Gas Co. LLC	8.375%	6/15/32	1,050	1,502
El Paso Pipeline Partners Operating Co. LLC	6.500%	4/1/20	2,200	2,657
El Paso Pipeline Partners Operating Co. LLC	5.000%	10/1/21	9,400	10,545
El Paso Pipeline Partners Operating Co. LLC	7.500%	11/15/40	6,650	8,712
El Paso Pipeline Partners Operating Co. LLC	4.700%	11/1/42	8,700	8,236
Enbridge Energy Partners LP	6.500%	4/15/18	6,583	7,893
Enbridge Energy Partners LP	9.875%	3/1/19	7,975	10,888
Enbridge Energy Partners LP	7.500%	4/15/38	12,545	15,754
Enbridge Energy Partners LP	5.500%	9/15/40	43	44
Enbridge Inc.	5.800%	6/15/14	175	185
Enbridge Inc.	4.900%	3/1/15	125	134
Enbridge Inc.	5.600%	4/1/17	3,825	4,404
Energy Transfer Partners LP	8.500%	4/15/14	5,066	5,447
Energy Transfer Partners LP	5.950%	2/1/15	8,475	9,181
Energy Transfer Partners LP	6.125%	2/15/17	1,230	1,421
Energy Transfer Partners LP	6.700%	7/1/18	340	411

Energy Transfer Partners LP	9.000%	4/15/19	35,063	46,388
Energy Transfer Partners LP	4.650%	6/1/21	2,150	2,345
Energy Transfer Partners LP	5.200%	2/1/22	6,650	7,464
Energy Transfer Partners LP	3.600%	2/1/23	45	45
Energy Transfer Partners LP	6.625%	10/15/36	2,205	2,524
Energy Transfer Partners LP	7.500%	7/1/38	2,590	3,251
Energy Transfer Partners LP	6.050%	6/1/41	2,350	2,555
Energy Transfer Partners LP	6.500%	2/1/42	6,940	7,938
7 Enron Corp.	7.625%	9/10/04	1,600	—
7 Enron Corp.	6.625%	11/15/05	1,075	—
7 Enron Corp.	7.125%	5/15/07	6,846	1
7 Enron Corp.	6.875%	10/15/07	6,700	1
7 Enron Corp.	6.750%	8/1/09	5,145	1
Enterprise Products Operating LLC	5.600%	10/15/14	1,100	1,180
Enterprise Products Operating LLC	5.000%	3/1/15	3,185	3,433
Enterprise Products Operating LLC	6.300%	9/15/17	13,000	15,657
Enterprise Products Operating LLC	6.650%	4/15/18	5,450	6,755
Enterprise Products Operating LLC	6.500%	1/31/19	6,429	7,988
Enterprise Products Operating LLC	5.250%	1/31/20	55	65
Enterprise Products Operating LLC	5.200%	9/1/20	335	394
Enterprise Products Operating LLC	3.350%	3/15/23	8,450	8,608
Enterprise Products Operating LLC	6.875%	3/1/33	2,118	2,700
Enterprise Products Operating LLC	6.650%	10/15/34	8,400	10,578
Enterprise Products Operating LLC	5.750%	3/1/35	4,700	5,406
Enterprise Products Operating LLC	7.550%	4/15/38	2,943	4,024
Enterprise Products Operating LLC	6.125%	10/15/39	5,160	6,085
Enterprise Products Operating LLC	6.450%	9/1/40	743	916
Enterprise Products Operating LLC	5.950%	2/1/41	1,440	1,676
Enterprise Products Operating LLC	5.700%	2/15/42	6,750	7,671
Enterprise Products Operating LLC	4.850%	8/15/42	5,648	5,764
Enterprise Products Operating LLC	4.450%	2/15/43	6,018	5,797
Enterprise Products Operating LLC	4.850%	3/15/44	11,100	11,335
3 Enterprise Products Operating LLC	8.375%	8/1/66	4,210	4,842
Gulf South Pipeline Co. LP	4.000%	6/15/22	1,050	1,116
7 HNG Internorth	9.625%	3/15/06	3,680	—
KeySpan Corp.	8.000%	11/15/30	60	81
Kinder Morgan Energy Partners LP	5.125%	11/15/14	1,925	2,058
Kinder Morgan Energy Partners LP	3.500%	3/1/16	300	321
Kinder Morgan Energy Partners LP	6.000%	2/1/17	230	268
Kinder Morgan Energy Partners LP	5.950%	2/15/18	32,375	38,691
Kinder Morgan Energy Partners LP	6.850%	2/15/20	9,745	12,236
Kinder Morgan Energy Partners LP	5.800%	3/1/21	4,250	5,076
Kinder Morgan Energy Partners LP	3.450%	2/15/23	45	46
Kinder Morgan Energy Partners LP	3.500%	9/1/23	9,200	9,288
Kinder Morgan Energy Partners LP	7.400%	3/15/31	10	13
Kinder Morgan Energy Partners LP	7.300%	8/15/33	2,465	3,166
Kinder Morgan Energy Partners LP	5.800%	3/15/35	6,480	7,297
Kinder Morgan Energy Partners LP	6.500%	2/1/37	20,000	23,930
Kinder Morgan Energy Partners LP	6.950%	1/15/38	3,450	4,308
Kinder Morgan Energy Partners LP	6.500%	9/1/39	6,130	7,419
Kinder Morgan Energy Partners LP	6.550%	9/15/40	3,750	4,555
Kinder Morgan Energy Partners LP	5.625%	9/1/41	9,350	10,262
Kinder Morgan Energy Partners LP	5.000%	8/15/42	420	424
Kinder Morgan Energy Partners LP	5.000%	3/1/43	9,000	9,098
Magellan Midstream Partners LP	6.400%	7/15/18	9,000	10,930
Magellan Midstream Partners LP	6.550%	7/15/19	9,025	11,161
Magellan Midstream Partners LP	4.250%	2/1/21	3,920	4,337

Magellan Midstream Partners LP	6.400%	5/1/37	2,425	2,991
Magellan Midstream Partners LP	4.200%	12/1/42	2,100	1,978
National Fuel Gas Co.	4.900%	12/1/21	550	612
National Fuel Gas Co.	3.750%	3/1/23	5,525	5,593
National Grid plc	6.300%	8/1/16	8,600	9,998
Nisource Finance Corp.	5.400%	7/15/14	5,108	5,394
Nisource Finance Corp.	5.250%	9/15/17	940	1,079
Nisource Finance Corp.	6.400%	3/15/18	13,725	16,514
Nisource Finance Corp.	6.800%	1/15/19	150	183
Nisource Finance Corp.	5.450%	9/15/20	1,615	1,894
Nisource Finance Corp.	4.450%	12/1/21	3,750	4,111
Nisource Finance Corp.	6.125%	3/1/22	1,825	2,181
Nisource Finance Corp.	6.250%	12/15/40	8,875	10,499
Nisource Finance Corp.	5.950%	6/15/41	48	54
Nisource Finance Corp.	5.800%	2/1/42	4,475	5,026
Nisource Finance Corp.	5.250%	2/15/43	650	682
ONEOK Inc.	5.200%	6/15/15	4,010	4,360
ONEOK Inc.	4.250%	2/1/22	1,000	1,061
ONEOK Inc.	6.000%	6/15/35	5,850	6,487
ONEOK Partners LP	3.250%	2/1/16	2,500	2,636
ONEOK Partners LP	6.150%	10/1/16	4,540	5,252
ONEOK Partners LP	8.625%	3/1/19	16,580	21,999
ONEOK Partners LP	3.375%	10/1/22	300	297
ONEOK Partners LP	6.650%	10/1/36	14,874	18,011
ONEOK Partners LP	6.850%	10/15/37	4,925	6,124
ONEOK Partners LP	6.125%	2/1/41	325	376
Panhandle Eastern Pipe Line Co. LP	6.200%	11/1/17	8,050	9,584
Panhandle Eastern Pipe Line Co. LP	7.000%	6/15/18	300	366
Plains All American Pipeline LP / PAA
Finance Corp.	6.125%	1/15/17	4,440	5,217
Plains All American Pipeline LP / PAA
Finance Corp.	6.500%	5/1/18	1,695	2,090
Plains All American Pipeline LP / PAA
Finance Corp.	8.750%	5/1/19	2,475	3,360
Plains All American Pipeline LP / PAA
Finance Corp.	5.750%	1/15/20	1,410	1,694
Plains All American Pipeline LP / PAA
Finance Corp.	5.000%	2/1/21	700	810
Plains All American Pipeline LP / PAA
Finance Corp.	3.650%	6/1/22	6,900	7,296
Plains All American Pipeline LP / PAA
Finance Corp.	2.850%	1/31/23	1,970	1,935
Plains All American Pipeline LP / PAA
Finance Corp.	6.650%	1/15/37	650	834
Plains All American Pipeline LP / PAA
Finance Corp.	5.150%	6/1/42	6,425	7,011
Plains All American Pipeline LP / PAA
Finance Corp.	4.300%	1/31/43	950	914
Questar Corp.	2.750%	2/1/16	600	629
Sempra Energy	2.300%	4/1/17	5,925	6,160
Sempra Energy	6.150%	6/15/18	2,200	2,682
Sempra Energy	9.800%	2/15/19	35	49
Sempra Energy	2.875%	10/1/22	4,175	4,177
Sempra Energy	6.000%	10/15/39	18,205	22,575
Southern California Gas Co.	5.750%	11/15/35	960	1,224
Southern California Gas Co.	3.750%	9/15/42	4,770	4,638
6 Southern Natural Gas Co. LLC	5.900%	4/1/17	5,690	6,635

Southern Natural Gas Co. LLC	8.000%	3/1/32	5,832	8,254
Southern Union Co.	7.600%	2/1/24	3,853	4,925
Southern Union Co.	8.250%	11/15/29	10	13
Spectra Energy Capital LLC	5.500%	3/1/14	3,125	3,254
Spectra Energy Capital LLC	5.668%	8/15/14	150	160
Spectra Energy Capital LLC	6.200%	4/15/18	4,910	5,932
Spectra Energy Capital LLC	6.750%	2/15/32	3,050	3,651
Sunoco Logistics Partners Operations LP	3.450%	1/15/23	1,650	1,628
Sunoco Logistics Partners Operations LP	6.850%	2/15/40	750	900
Sunoco Logistics Partners Operations LP	6.100%	2/15/42	9,440	10,718
Sunoco Logistics Partners Operations LP	4.950%	1/15/43	5,125	4,962
Tennessee Gas Pipeline Co. LLC	7.000%	10/15/28	120	164
Tennessee Gas Pipeline Co. LLC	7.625%	4/1/37	1,342	1,898
Texas Gas Transmission LLC	4.600%	6/1/15	2,875	3,091
TransCanada PipeLines Ltd.	0.875%	3/2/15	6,350	6,384
TransCanada PipeLines Ltd.	3.400%	6/1/15	500	529
TransCanada PipeLines Ltd.	6.500%	8/15/18	14,525	18,111
TransCanada PipeLines Ltd.	7.125%	1/15/19	900	1,148
TransCanada PipeLines Ltd.	3.800%	10/1/20	7,900	8,683
TransCanada PipeLines Ltd.	2.500%	8/1/22	14,425	14,129
TransCanada PipeLines Ltd.	5.600%	3/31/34	3,055	3,635
TransCanada PipeLines Ltd.	5.850%	3/15/36	13,985	17,043
TransCanada PipeLines Ltd.	6.200%	10/15/37	7,435	9,384
TransCanada PipeLines Ltd.	7.250%	8/15/38	2,017	2,825
TransCanada PipeLines Ltd.	7.625%	1/15/39	354	512
3 TransCanada PipeLines Ltd.	6.350%	5/15/67	17,776	18,979
Transcontinental Gas Pipe Line Co. LLC	5.400%	8/15/41	18	21
Williams Cos. Inc.	7.875%	9/1/21	694	889
Williams Cos. Inc.	7.500%	1/15/31	4,696	5,777
Williams Cos. Inc.	7.750%	6/15/31	1,085	1,362
Williams Cos. Inc.	8.750%	3/15/32	474	642
Williams Partners LP	3.800%	2/15/15	2,900	3,056
Williams Partners LP	5.250%	3/15/20	36,200	41,298
Williams Partners LP	4.000%	11/15/21	4,050	4,255
Williams Partners LP	6.300%	4/15/40	3,965	4,659
Williams Partners LP / Williams Partners
Finance Corp.	7.250%	2/1/17	11,225	13,496
Other Utility (0.0%)
American Water Capital Corp.	6.085%	10/15/17	7,220	8,641
American Water Capital Corp.	6.593%	10/15/37	5,670	7,402
United Utilities plc	5.375%	2/1/19	3,455	3,824
United Utilities plc	6.875%	8/15/28	850	984
Veolia Environnement SA	6.000%	6/1/18	5,495	6,409
Veolia Environnement SA	6.750%	6/1/38	2,381	2,832
				2,962,883
Total Corporate Bonds (Cost $24,233,994)				26,401,459
Sovereign Bonds (U.S. Dollar-Denominated) (4.7%)
African Development Bank	3.000%	5/27/14	17,625	18,165
African Development Bank	2.500%	3/15/16	300	317
African Development Bank	1.250%	9/2/16	6,850	7,007
African Development Bank	1.125%	3/15/17	7,350	7,477
African Development Bank	0.875%	3/15/18	5,750	5,730
Asian Development Bank	2.750%	5/21/14	18,145	18,641
Asian Development Bank	0.875%	6/10/14	5,550	5,585

Asian Development Bank	4.250%	10/20/14	5,875	6,227
Asian Development Bank	2.625%	2/9/15	30,175	31,385
Asian Development Bank	0.500%	8/17/15	17,950	18,003
Asian Development Bank	2.500%	3/15/16	16,050	16,985
Asian Development Bank	5.500%	6/27/16	5,175	5,997
Asian Development Bank	1.125%	3/15/17	19,500	19,821
Asian Development Bank	5.250%	6/12/17	600	711
Asian Development Bank	5.593%	7/16/18	3,528	4,309
Asian Development Bank	1.875%	10/23/18	11,250	11,752
Asian Development Bank	1.750%	3/21/19	15,775	16,308
Asian Development Bank	1.375%	3/23/20	12,500	12,500
Asian Development Bank	5.820%	6/16/28	18	24
Banco do Brasil SA	3.875%	1/23/17	3,125	3,266
Banco do Brasil SA	3.875%	10/10/22	2,575	2,486
Canada	2.375%	9/10/14	4,524	4,663
Canada	0.875%	2/14/17	34,350	34,658
China Development Bank Corp.	4.750%	10/8/14	3,700	3,899
China Development Bank Corp.	5.000%	10/15/15	1,450	1,589
3 Colombia Government International Bond	2.625%	3/15/23	16,000	15,399
Corp. Andina de Fomento	5.125%	5/5/15	800	858
Corp. Andina de Fomento	3.750%	1/15/16	10,625	11,227
Corp. Andina de Fomento	8.125%	6/4/19	16,800	21,859
Corp. Andina de Fomento	4.375%	6/15/22	20,544	22,292
6 Corp. Nacional Del Cobre de Chile	3.000%	7/17/22	16,400	16,067
Council Of Europe Development Bank	2.750%	2/10/15	5,675	5,918
Council Of Europe Development Bank	2.625%	2/16/16	6,950	7,352
Council Of Europe Development Bank	1.500%	2/22/17	11,950	12,247
Council Of Europe Development Bank	1.500%	6/19/17	3,300	3,380
Council Of Europe Development Bank	1.000%	3/7/18	12,500	12,433
8 Development Bank of Japan Inc.	4.250%	6/9/15	11,375	12,272
Ecopetrol SA	7.625%	7/23/19	1,500	1,877
European Bank for Reconstruction &
Development	2.750%	4/20/15	19,100	20,019
European Bank for Reconstruction &
Development	1.625%	9/3/15	6,550	6,738
European Bank for Reconstruction &
Development	2.500%	3/15/16	20,100	21,271
European Bank for Reconstruction &
Development	1.375%	10/20/16	2,550	2,618
European Bank for Reconstruction &
Development	1.000%	2/16/17	5,000	5,058
European Bank for Reconstruction &
Development	0.750%	9/1/17	11,500	11,492
European Bank for Reconstruction &
Development	1.000%	6/15/18	5,300	5,293
European Bank for Reconstruction &
Development	1.500%	3/16/20	13,200	13,251
European Investment Bank	1.500%	5/15/14	39,400	39,924
European Investment Bank	4.625%	5/15/14	35,962	37,679
European Investment Bank	3.125%	6/4/14	56,100	57,913
European Investment Bank	1.125%	8/15/14	43,050	43,467
European Investment Bank	2.875%	1/15/15	15,400	16,080
European Investment Bank	2.750%	3/23/15	20,600	21,534
European Investment Bank	1.125%	4/15/15	34,800	35,306
European Investment Bank	1.000%	7/15/15	14,865	15,053
European Investment Bank	1.625%	9/1/15	19,525	20,075
European Investment Bank	1.375%	10/20/15	19,325	19,766

European Investment Bank	4.875%	2/16/16	19,250	21,623
European Investment Bank	0.625%	4/15/16	37,350	37,440
European Investment Bank	2.500%	5/16/16	30,150	31,916
European Investment Bank	2.125%	7/15/16	21,800	22,831
European Investment Bank	5.125%	9/13/16	18,800	21,641
European Investment Bank	1.250%	10/14/16	23,925	24,395
European Investment Bank	4.875%	1/17/17	30,625	35,212
European Investment Bank	1.750%	3/15/17	41,800	43,255
European Investment Bank	5.125%	5/30/17	45,555	53,384
European Investment Bank	1.625%	6/15/17	4,900	5,043
European Investment Bank	1.125%	9/15/17	26,075	26,280
European Investment Bank	1.000%	12/15/17	22,500	22,453
European Investment Bank	1.000%	3/15/18	18,075	17,965
European Investment Bank	2.875%	9/15/20	18,400	19,816
European Investment Bank	4.000%	2/16/21	34,625	40,058
European Investment Bank	4.875%	2/15/36	335	400
Export Development Canada	3.125%	4/24/14	280	289
Export Development Canada	2.250%	5/28/15	3,500	3,647
Export Development Canada	0.500%	9/15/15	9,725	9,769
Export Development Canada	1.250%	10/26/16	12,750	13,067
Export Development Canada	0.750%	12/15/17	12,500	12,529
Export-Import Bank of Korea	5.875%	1/14/15	19,125	20,713
Export-Import Bank of Korea	5.125%	3/16/15	2,500	2,692
Export-Import Bank of Korea	4.125%	9/9/15	4,925	5,277
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	6,555
Export-Import Bank of Korea	1.750%	2/27/18	16,725	16,850
Export-Import Bank of Korea	5.125%	6/29/20	5,700	6,587
Export-Import Bank of Korea	4.375%	9/15/21	3,925	4,365
Export-Import Bank of Korea	5.000%	4/11/22	3,950	4,597
Federative Republic of Brazil	7.875%	3/7/15	8,255	9,334
Federative Republic of Brazil	6.000%	1/17/17	32,930	38,298
3 Federative Republic of Brazil	8.000%	1/15/18	13,573	15,901
Federative Republic of Brazil	5.875%	1/15/19	42,825	51,497
Federative Republic of Brazil	8.875%	10/14/19	11,670	16,309
Federative Republic of Brazil	4.875%	1/22/21	36,550	42,292
Federative Republic of Brazil	2.625%	1/5/23	10,750	10,320
Federative Republic of Brazil	8.875%	4/15/24	3,125	4,797
Federative Republic of Brazil	8.875%	4/15/24	1,565	2,402
Federative Republic of Brazil	8.750%	2/4/25	12,568	19,198
Federative Republic of Brazil	10.125%	5/15/27	12,342	21,197
Federative Republic of Brazil	8.250%	1/20/34	16,570	25,104
Federative Republic of Brazil	7.125%	1/20/37	17,641	24,348
Federative Republic of Brazil	11.000%	8/17/40	13,435	16,592
Federative Republic of Brazil	5.625%	1/7/41	40,600	47,401
FMS Wertmanagement AoeR	0.625%	4/18/16	5,650	5,651
FMS Wertmanagement AoeR	1.000%	11/21/17	8,000	8,022
Hydro-Quebec	7.500%	4/1/16	2,155	2,583
Hydro-Quebec	2.000%	6/30/16	25,075	26,113
Hydro-Quebec	1.375%	6/19/17	3,700	3,760
Hydro-Quebec	8.400%	1/15/22	8,195	11,698
Hydro-Quebec	8.050%	7/7/24	3,210	4,676
Hydro-Quebec	8.500%	12/1/29	700	1,137
Inter-American Development Bank	3.000%	4/22/14	23,700	24,357
Inter-American Development Bank	2.250%	7/15/15	8,200	8,548
Inter-American Development Bank	0.500%	8/17/15	8,500	8,529
Inter-American Development Bank	4.250%	9/14/15	7,395	8,064

Inter-American Development Bank	5.125%	9/13/16	6,900	7,956
Inter-American Development Bank	1.375%	10/18/16	350	359
Inter-American Development Bank	1.125%	3/15/17	20,300	20,642
Inter-American Development Bank	2.375%	8/15/17	22,800	24,361
Inter-American Development Bank	0.875%	3/15/18	12,200	12,158
Inter-American Development Bank	1.750%	8/24/18	4,900	5,083
Inter-American Development Bank	4.250%	9/10/18	2,950	3,455
Inter-American Development Bank	1.125%	9/12/19	1,750	1,736
Inter-American Development Bank	3.875%	9/17/19	57,490	66,645
Inter-American Development Bank	3.875%	2/14/20	6,425	7,471
Inter-American Development Bank	7.000%	6/15/25	2,950	4,224
Inter-American Development Bank	3.875%	10/28/41	45	48
Inter-American Development Bank	3.200%	8/7/42	5,250	4,880
International Bank for Reconstruction &
Development	2.375%	5/26/15	43,425	45,277
International Bank for Reconstruction &
Development	2.125%	3/15/16	44,275	46,409
International Bank for Reconstruction &
Development	5.000%	4/1/16	18,335	20,810
International Bank for Reconstruction &
Development	0.500%	4/15/16	31,275	31,318
International Bank for Reconstruction &
Development	1.000%	9/15/16	13,250	13,449
International Bank for Reconstruction &
Development	0.875%	4/17/17	63,175	63,564
International Bank for Reconstruction &
Development	7.625%	1/19/23	3,800	5,678
International Bank for Reconstruction &
Development	2.125%	2/13/23	6,150	6,192
International Bank for Reconstruction &
Development	8.875%	3/1/26	1,050	1,767
International Bank for Reconstruction &
Development	4.750%	2/15/35	1,823	2,248
International Finance Corp.	3.000%	4/22/14	26,492	27,246
International Finance Corp.	2.750%	4/20/15	10,375	10,884
International Finance Corp.	2.250%	4/11/16	9,000	9,486
International Finance Corp.	0.500%	5/16/16	2,850	2,855
International Finance Corp.	1.125%	11/23/16	29,850	30,437
International Finance Corp.	1.000%	4/24/17	3,975	4,029
International Finance Corp.	2.125%	11/17/17	16,075	17,047
International Finance Corp.	0.625%	12/21/17	12,275	12,181
8 Japan Bank for International Cooperation	2.875%	2/2/15	16,750	17,484
8 Japan Bank for International Cooperation	2.500%	1/21/16	6,100	6,418
8 Japan Bank for International Cooperation	2.500%	5/18/16	6,100	6,446
8 Japan Bank for International Cooperation	2.250%	7/13/16	12,125	12,739
8 Japan Bank for International Cooperation	1.125%	7/19/17	39,100	39,288
8 Japan Finance Organization for Municipalities	4.625%	4/21/15	6,850	7,412
8 Japan Finance Organization for Municipalities	5.000%	5/16/17	4,050	4,699
8 Japan Finance Organization for Municipalities	4.000%	1/13/21	9,200	10,613
9 KFW	1.500%	4/4/14	13,675	13,840
9 KFW	4.125%	10/15/14	2,575	2,724
9 KFW	2.750%	10/21/14	15,275	15,857
9 KFW	1.000%	1/12/15	48,750	49,274
9 KFW	2.625%	3/3/15	28,730	29,957
9 KFW	0.625%	4/24/15	48,225	48,448
9 KFW	1.250%	10/26/15	11,575	11,796
9 KFW	2.625%	2/16/16	27,900	29,580

9	KFW	5.125%	3/14/16	36,250	41,055
9	KFW	0.500%	4/19/16	17,700	17,683
9	KFW	2.000%	6/1/16	38,400	40,078
9	KFW	1.250%	10/5/16	42,575	43,426
9	KFW	4.875%	1/17/17	680	787
9	KFW	1.250%	2/15/17	64,425	65,719
9	KFW	0.875%	9/5/17	26,650	26,667
9	KFW	4.375%	3/15/18	18,350	21,218
9	KFW	4.500%	7/16/18	14,325	16,830
9	KFW	4.875%	6/17/19	24,825	30,054
9	KFW	4.000%	1/27/20	43,650	50,393
9	KFW	2.750%	9/8/20	46,050	49,815
9	KFW	2.375%	8/25/21	10,035	10,403
9	KFW	2.000%	10/4/22	23,500	23,159
9	KFW	2.125%	1/17/23	20,675	20,793
9	KFW	0.000%	4/18/36	18,450	8,447
9	KFW	0.000%	6/29/37	90	39
	Korea Development Bank	4.375%	8/10/15	6,275	6,732
	Korea Development Bank	3.250%	3/9/16	12,800	13,514
	Korea Development Bank	4.000%	9/9/16	4,250	4,624
	Korea Development Bank	3.875%	5/4/17	5,900	6,387
	Korea Development Bank	3.500%	8/22/17	5,100	5,470
	Korea Development Bank	1.500%	1/22/18	11,000	10,831
	Korea Finance Corp.	3.250%	9/20/16	11,100	11,759
	Korea Finance Corp.	2.250%	8/7/17	850	868
	Korea Finance Corp.	4.625%	11/16/21	5,975	6,741
	Landesbank Baden-Wuerttemberg	7.625%	2/1/23	1,000	1,306
9	Landwirtschaftliche Rentenbank	3.125%	7/15/15	12,230	12,962
9	Landwirtschaftliche Rentenbank	4.875%	11/16/15	9,250	10,304
9	Landwirtschaftliche Rentenbank	2.500%	2/15/16	2,675	2,823
9	Landwirtschaftliche Rentenbank	2.125%	7/15/16	10,750	11,267
9	Landwirtschaftliche Rentenbank	5.000%	11/8/16	1,376	1,586
9	Landwirtschaftliche Rentenbank	5.125%	2/1/17	9,795	11,385
9	Landwirtschaftliche Rentenbank	0.875%	9/12/17	11,825	11,807
9	Landwirtschaftliche Rentenbank	1.000%	4/4/18	6,900	6,864
9	Landwirtschaftliche Rentenbank	1.875%	9/17/18	12,500	13,005
9	Landwirtschaftliche Rentenbank	1.375%	10/23/19	10,450	10,447
	Nexen Inc.	6.200%	7/30/19	3,500	4,360
	Nexen Inc.	7.875%	3/15/32	9,885	14,406
	Nexen Inc.	5.875%	3/10/35	3,287	3,967
	Nexen Inc.	6.400%	5/15/37	9,895	12,789
	Nexen Inc.	7.500%	7/30/39	6,750	9,874
	Nordic Investment Bank	2.625%	10/6/14	9,600	9,900
	Nordic Investment Bank	2.500%	7/15/15	9,200	9,619
	Nordic Investment Bank	2.250%	3/15/16	3,175	3,338
	Nordic Investment Bank	0.500%	4/14/16	8,000	7,999
	Nordic Investment Bank	5.000%	2/1/17	5,200	6,030
	Nordic Investment Bank	1.000%	3/7/17	1,650	1,665
	Nordic Investment Bank	0.750%	1/17/18	18,425	18,301
	North American Development Bank	4.375%	2/11/20	2,600	2,887
	North American Development Bank	2.400%	10/26/22	6,000	5,759
10 Oesterreichische Kontrollbank AG		4.500%	3/9/15	185	199
10 Oesterreichische Kontrollbank AG		1.125%	7/6/15	1,700	1,725
10 Oesterreichische Kontrollbank AG		1.750%	10/5/15	5,300	5,458
10 Oesterreichische Kontrollbank AG		2.000%	6/3/16	10,700	11,121
10 Oesterreichische Kontrollbank AG		5.000%	4/25/17	19,995	23,156
3	Oriental Republic of Uruguay	7.625%	3/21/36	6,520	9,356

3 Oriental Republic of Uruguay	4.125%	11/20/45	24,525	22,492
Pemex Project Funding Master Trust	5.750%	3/1/18	39,810	45,678
Pemex Project Funding Master Trust	6.625%	6/15/35	22,181	26,633
Pemex Project Funding Master Trust	6.625%	6/15/38	5,975	7,140
People's Republic of China	4.750%	10/29/13	5,700	5,835
Petrobras International Finance Co. - Pifco	2.875%	2/6/15	2,150	2,195
Petrobras International Finance Co. - Pifco	3.875%	1/27/16	12,200	12,737
Petrobras International Finance Co. - Pifco	6.125%	10/6/16	14,263	15,968
Petrobras International Finance Co. - Pifco	3.500%	2/6/17	16,900	17,434
Petrobras International Finance Co. - Pifco	5.875%	3/1/18	30,635	34,486
Petrobras International Finance Co. - Pifco	8.375%	12/10/18	10,250	12,821
Petrobras International Finance Co. - Pifco	7.875%	3/15/19	16,558	20,145
Petrobras International Finance Co. - Pifco	5.750%	1/20/20	11,992	13,214
Petrobras International Finance Co. - Pifco	5.375%	1/27/21	20,000	21,652
Petrobras International Finance Co. - Pifco	6.875%	1/20/40	13,700	15,640
Petrobras International Finance Co. - Pifco	6.750%	1/27/41	26,920	30,371
Petroleos Mexicanos	4.875%	3/15/15	13,550	14,535
Petroleos Mexicanos	8.000%	5/3/19	5,200	6,677
Petroleos Mexicanos	6.000%	3/5/20	10,880	12,881
Petroleos Mexicanos	5.500%	1/21/21	5,220	6,010
Petroleos Mexicanos	4.875%	1/24/22	6,250	6,906
Petroleos Mexicanos	6.500%	6/2/41	38,625	45,528
Petroleos Mexicanos	5.500%	6/27/44	1,375	1,420
6 Petroleos Mexicanos	5.500%	6/27/44	12,150	12,624
6 Petronas Capital Ltd.	5.250%	8/12/19	1,000	1,159
Province of British Columbia	2.850%	6/15/15	15,300	16,122
Province of British Columbia	2.100%	5/18/16	22,000	23,072
Province of British Columbia	1.200%	4/25/17	7,000	7,137
Province of British Columbia	2.650%	9/22/21	1,550	1,626
Province of British Columbia	2.000%	10/23/22	6,300	6,170
Province of British Columbia	6.500%	1/15/26	260	361
Province of Manitoba	1.375%	4/28/14	200	202
Province of Manitoba	2.625%	7/15/15	8,750	9,189
Province of Manitoba	4.900%	12/6/16	13,200	15,226
Province of Manitoba	1.300%	4/3/17	4,875	4,967
Province of Manitoba	1.125%	6/1/18	1,000	1,002
Province of Manitoba	1.750%	5/30/19	800	812
Province of Manitoba	2.100%	9/6/22	6,000	5,939
Province of New Brunswick	2.750%	6/15/18	14,750	15,876
Province of Nova Scotia	2.375%	7/21/15	8,000	8,342
Province of Nova Scotia	5.125%	1/26/17	3,500	4,063
Province of Ontario	4.100%	6/16/14	27,670	28,951
Province of Ontario	4.500%	2/3/15	25	27
Province of Ontario	2.950%	2/5/15	5,080	5,319
Province of Ontario	0.950%	5/26/15	35,525	35,871
Province of Ontario	2.700%	6/16/15	23,375	24,504
Province of Ontario	1.875%	9/15/15	10,300	10,644
Province of Ontario	4.750%	1/19/16	5,375	5,994
Province of Ontario	5.450%	4/27/16	30,325	34,742
Province of Ontario	2.300%	5/10/16	5,700	5,991
Province of Ontario	1.600%	9/21/16	10,650	10,968
Province of Ontario	1.100%	10/25/17	17,250	17,288
Province of Ontario	3.150%	12/15/17	13,000	14,230
Province of Ontario	1.200%	2/14/18	1,450	1,454
Province of Ontario	3.000%	7/16/18	8,475	9,209
Province of Ontario	1.650%	9/27/19	8,300	8,285
Province of Ontario	4.000%	10/7/19	21,280	24,228

Province of Ontario	4.400%	4/14/20	20,665	24,198
Province of Ontario	2.450%	6/29/22	9,975	10,065
Province of Quebec Canada	2.625%	2/13/23	14,775	14,896
Quebec	4.875%	5/5/14	4,125	4,330
Quebec	4.600%	5/26/15	7,800	8,492
Quebec	5.000%	3/1/16	200	225
Quebec	5.125%	11/14/16	21,210	24,491
Quebec	4.625%	5/14/18	11,810	13,766
Quebec	3.500%	7/29/20	16,450	18,217
Quebec	2.750%	8/25/21	16,325	17,001
Quebec	7.500%	7/15/23	450	630
Quebec	7.125%	2/9/24	2,125	2,931
Quebec	7.500%	9/15/29	7,915	11,828
6 Ras Laffan Liquefied Natural Gas Co. Ltd. III	5.500%	9/30/14	350	372
6 Ras Laffan Liquefied Natural Gas Co. Ltd. III	6.750%	9/30/19	350	436
Region of Lombardy Italy	5.804%	10/25/32	6,458	6,122
Republic of Chile	3.875%	8/5/20	8,850	9,721
Republic of Chile	3.250%	9/14/21	1,000	1,046
Republic of Chile	2.250%	10/30/22	7,925	7,590
Republic of Chile	3.625%	10/30/42	3,450	3,162
Republic of Columbia	8.250%	12/22/14	3,200	3,613
Republic of Columbia	7.375%	1/27/17	18,075	22,024
Republic of Columbia	7.375%	3/18/19	13,300	17,124
Republic of Columbia	11.750%	2/25/20	3,350	5,234
Republic of Columbia	4.375%	7/12/21	14,675	16,465
Republic of Columbia	8.125%	5/21/24	6,440	9,258
Republic of Columbia	7.375%	9/18/37	9,872	14,117
Republic of Columbia	6.125%	1/18/41	25,825	32,422
Republic of Finland	6.950%	2/15/26	1,905	2,586
Republic of Italy	4.500%	1/21/15	20,650	21,503
Republic of Italy	3.125%	1/26/15	24,800	25,203
Republic of Italy	4.750%	1/25/16	24,850	26,186
Republic of Italy	5.250%	9/20/16	33,126	35,486
Republic of Italy	5.375%	6/12/17	9,150	9,938
Republic of Italy	6.875%	9/27/23	12,015	13,776
Republic of Italy	5.375%	6/15/33	16,595	16,691
Republic of Korea	5.750%	4/16/14	8,700	9,203
Republic of Korea	4.875%	9/22/14	635	679
Republic of Korea	7.125%	4/16/19	18,013	23,308
Republic of Korea	5.625%	11/3/25	1,425	1,832
Republic of Panama	7.250%	3/15/15	520	580
Republic of Panama	5.200%	1/30/20	20,125	23,443
Republic of Panama	7.125%	1/29/26	14,150	18,961
Republic of Panama	8.875%	9/30/27	650	998
Republic of Panama	9.375%	4/1/29	845	1,365
3 Republic of Panama	6.700%	1/26/36	15,760	20,863
Republic of Peru	7.125%	3/30/19	20,700	26,496
Republic of Peru	7.350%	7/21/25	9,975	14,040
Republic of Peru	8.750%	11/21/33	11,437	18,650
3 Republic of Peru	6.550%	3/14/37	12,360	16,686
Republic of Peru	5.625%	11/18/50	17,070	20,311
Republic of Poland	3.875%	7/16/15	15,350	16,271
Republic of Poland	5.000%	10/19/15	2,875	3,163
Republic of Poland	6.375%	7/15/19	42,860	52,664
Republic of Poland	5.125%	4/21/21	11,425	13,196
Republic of Poland	5.000%	3/23/22	16,725	19,147
Republic of Poland	3.000%	3/17/23	11,895	11,540

Republic of South Africa	6.500%	6/2/14	2,425	2,573
Republic of South Africa	6.875%	5/27/19	14,875	18,092
Republic of South Africa	5.500%	3/9/20	11,650	13,325
Republic of South Africa	4.665%	1/17/24	17,075	18,270
Republic of South Africa	6.250%	3/8/41	6,900	8,358
State of Israel	5.500%	11/9/16	8,100	9,271
State of Israel	5.125%	3/26/19	18,700	21,801
State of Israel	4.000%	6/30/22	9,100	9,849
State of Israel	3.150%	6/30/23	13,000	12,996
State of Israel	4.500%	1/30/43	10,400	10,013
Statoil ASA	3.875%	4/15/14	7,250	7,514
Statoil ASA	2.900%	10/15/14	4,625	4,798
Statoil ASA	1.800%	11/23/16	3,550	3,665
Statoil ASA	3.125%	8/17/17	9,225	10,024
Statoil ASA	5.250%	4/15/19	11,860	14,310
Statoil ASA	3.150%	1/23/22	8,350	8,871
Statoil ASA	2.450%	1/17/23	2,450	2,418
Statoil ASA	7.750%	6/15/23	25	35
Statoil ASA	7.250%	9/23/27	5,375	7,686
6 Statoil ASA	6.500%	12/1/28	975	1,317
Statoil ASA	7.150%	1/15/29	2,950	4,202
Statoil ASA	5.100%	8/17/40	5,750	6,776
Statoil ASA	4.250%	11/23/41	6,395	6,622
Svensk Exportkredit AB	3.250%	9/16/14	7,775	8,097
Svensk Exportkredit AB	1.750%	10/20/15	13,000	13,383
Svensk Exportkredit AB	2.125%	7/13/16	7,950	8,297
Svensk Exportkredit AB	5.125%	3/1/17	1,350	1,563
Svensk Exportkredit AB	1.750%	5/30/17	8,650	8,895
6 Temasek Financial I Ltd.	5.375%	11/23/39	500	610
United Mexican States	5.875%	2/17/14	9,625	10,024
United Mexican States	6.625%	3/3/15	433	480
United Mexican States	11.375%	9/15/16	4,775	6,434
United Mexican States	5.625%	1/15/17	47,099	54,257
United Mexican States	5.950%	3/19/19	24,400	29,524
United Mexican States	3.625%	3/15/22	15,450	16,389
United Mexican States	8.300%	8/15/31	24,435	37,080
United Mexican States	6.750%	9/27/34	39,686	52,909
United Mexican States	6.050%	1/11/40	10,209	12,659
United Mexican States	4.750%	3/8/44	66,992	68,932
United Mexican States	5.750%	10/12/10	12,130	13,343
Total Sovereign Bonds (Cost $5,148,184)				5,480,267
Taxable Municipal Bonds (1.0%)
Alameda County CA Joint Powers Authority
Lease Revenue	7.046%	12/1/44	200	252
American Municipal Power Ohio Inc. Revenue
(Hydroelectric Projects)	6.449%	2/15/44	50	59
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.834%	2/15/41	1,025	1,431
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.053%	2/15/43	1,000	1,166
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	5.939%	2/15/47	4,975	5,667
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.270%	2/15/50	1,775	2,054
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.499%	2/15/50	1,550	2,076

American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	8.084%	2/15/50	8,725	12,774
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.793%	4/1/30	2,375	3,042
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.918%	4/1/40	4,075	5,541
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.263%	4/1/49	6,285	8,560
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	7.043%	4/1/50	1,200	1,722
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.907%	10/1/50	9,030	12,715
California Educational Facilities Authority
Revenue (Stanford University)	3.625%	5/1/14	7,650	7,913
California Educational Facilities Authority
Revenue (Stanford University)	4.250%	5/1/16	2,250	2,491
California Educational Facilities Authority
Revenue (Stanford University)	4.750%	5/1/19	20	24
California GO	5.250%	4/1/14	3,775	3,951
California GO	5.750%	3/1/17	10,750	12,578
California GO	6.200%	3/1/19	1,400	1,711
California GO	6.200%	10/1/19	11,175	13,716
California GO	5.700%	11/1/21	10,000	12,149
California GO	7.500%	4/1/34	22,750	31,845
California GO	7.950%	3/1/36	550	690
California GO	7.550%	4/1/39	4,630	6,689
California GO	7.300%	10/1/39	5,210	7,261
California GO	7.350%	11/1/39	22,025	30,874
California GO	7.625%	3/1/40	13,375	19,262
California GO	7.600%	11/1/40	11,325	16,534
Central Puget Sound WA Regional Transit
Authority Sales & Use Tax Revenue	5.491%	11/1/39	1,510	1,871
Chicago IL Board of Education GO	6.319%	11/1/29	3,145	3,643
Chicago IL Board of Education GO	6.138%	12/1/39	650	717
Chicago IL GO	7.781%	1/1/35	1,860	2,409
Chicago IL Metropolitan Water Reclamation
District GO	5.720%	12/1/38	10,350	13,348
Chicago IL O'Hare International Airport
Revenue	6.845%	1/1/38	1,450	1,681
Chicago IL O'Hare International Airport
Revenue	6.395%	1/1/40	1,500	1,937
Chicago IL Transit Authority Sales Tax
Receipts Revenue	6.200%	12/1/40	2,850	3,252
Chicago IL Transit Authority Transfer Tax
Receipts Revenue	6.899%	12/1/40	7,135	8,813
Chicago IL Wastewater Transmission
Revenue	6.900%	1/1/40	1,700	2,136
Chicago IL Water Revenue	6.742%	11/1/40	2,150	2,886
Clark County NV Airport Revenue	6.881%	7/1/42	1,475	1,734
Clark County NV Airport Revenue	6.820%	7/1/45	20	28
Commonwealth Financing Authority
Pennsylvania Revenue	6.218%	6/1/39	6,375	7,776
Connecticut GO	5.090%	10/1/30	8,600	9,937
Connecticut GO	5.850%	3/15/32	6,610	8,427
Connecticut Special Tax Revenue
(Transportation Infrastructure)	5.459%	11/1/30	3,300	4,017
Cook County IL GO	6.229%	11/15/34	1,950	2,228

Curators of the University of Missouri System
Facilities Revenue	5.960%	11/1/39	3,000	3,889
Curators of the University of Missouri System
Facilities Revenue	5.792%	11/1/41	3,000	3,979
Dallas County TX Hospital District Revenue	5.621%	8/15/44	2,100	2,639
Dallas TX Area Rapid Transit Revenue	4.922%	12/1/41	7,850	9,048
Dallas TX Area Rapid Transit Revenue	5.999%	12/1/44	1,050	1,395
Dallas TX Area Rapid Transit Revenue	5.022%	12/1/48	4,700	5,644
Dallas TX Independent School District GO	6.450%	2/15/35	3,850	4,779
Dartmouth College New Hampshire GO	4.750%	6/1/19	1,185	1,399
Denver CO City & County School District No.
1 GO	5.664%	12/1/33	1,325	1,644
Denver CO Public Schools Revenue (City &
County of Denver School District No. 1)
COP	7.017%	12/15/37	2,100	2,824
District of Columbia Income Tax Revenue	5.591%	12/1/34	1,125	1,396
District of Columbia Income Tax Revenue	5.582%	12/1/35	1,600	1,985
District of Columbia Water & Sewer Authority
Public Utility Revenue	5.522%	10/1/44	700	853
East Baton Rouge LA Sewer Commission
Revenue	6.087%	2/1/45	2,300	2,583
East Bay CA Municipal Utility District Water
System Revenue	5.874%	6/1/40	2,120	2,758
Energy Northwest Washington Electric
Revenue (Columbia Generating Station)	2.197%	7/1/19	4,000	4,098
George Washington University District of
Columbia GO	3.485%	9/15/22	8,400	8,891
Georgia GO	4.503%	11/1/25	5,900	6,893
Georgia Municipal Electric Power Authority
Revenue	6.637%	4/1/57	8,575	10,160
Georgia Municipal Electric Power Authority
Revenue	6.655%	4/1/57	5,980	7,030
Georgia Municipal Electric Power Authority
Revenue	7.055%	4/1/57	3,425	3,852
Harvard University Massachusetts GO	4.875%	10/15/40	7,600	8,993
Howard Hughes Medical Institute Maryland
Revenue	3.450%	9/1/14	4,050	4,242
Illinois GO	4.511%	3/1/15	11,650	12,334
Illinois GO	5.365%	3/1/17	15,950	17,865
Illinois GO	5.877%	3/1/19	8,345	9,604
Illinois GO	4.950%	6/1/23	13,275	13,929
Illinois GO	5.100%	6/1/33	46,064	45,508
Illinois GO	6.630%	2/1/35	2,855	3,212
Illinois GO	6.725%	4/1/35	5,275	5,993
Illinois GO	7.350%	7/1/35	650	780
Illinois Toll Highway Authority Revenue	6.184%	1/1/34	880	1,116
Illinois Toll Highway Authority Revenue	5.851%	12/1/34	1,650	2,027
Indianapolis IN Local Public Improvement
Revenue	6.116%	1/15/40	9,700	12,646
JobsOhio Beverage System Statewide Liquor
Profits Revenue	3.985%	1/1/29	6,600	6,769
JobsOhio Beverage System Statewide Liquor
Profits Revenue	4.532%	1/1/35	4,175	4,333
11 Kansas Development Finance Authority
Revenue (Public Employees Retirement
System)	5.501%	5/1/34	4,300	4,980

Kentucky Asset/Liability Commission General
Fund Revenue	3.165%	4/1/18	800	836
Las Vegas Valley Water District Nevada GO	7.013%	6/1/39	1,700	1,918
Los Angeles CA Community College District
GO	6.600%	8/1/42	5,325	7,340
Los Angeles CA Department of Airports
International Airport Revenue	6.582%	5/15/39	20	26
Los Angeles CA Department of Water &
Power Revenue	5.716%	7/1/39	2,200	2,715
Los Angeles CA Department of Water &
Power Revenue	6.008%	7/1/39	6,350	8,006
Los Angeles CA Department of Water &
Power Revenue	6.166%	7/1/40	1,550	1,851
Los Angeles CA Department of Water &
Power Revenue	6.574%	7/1/45	2,700	3,808
Los Angeles CA Department of Water &
Power Revenue	6.603%	7/1/50	350	503
Los Angeles CA Unified School District GO	5.750%	7/1/34	9,225	11,310
Los Angeles CA Unified School District GO	6.758%	7/1/34	7,210	9,786
Los Angeles County CA Metropolitan
Transportation Authority Sales Tax
Revenue	5.735%	6/1/39	5,200	6,387
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.488%	8/1/33	4,300	5,632
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.618%	8/1/40	2,250	2,988
Maryland Transportation Authority Facilities
Projects Revenue	5.888%	7/1/43	2,330	3,068
Massachusetts GO	4.200%	12/1/21	5,000	5,701
Massachusetts GO	4.500%	8/1/31	500	545
Massachusetts GO	5.456%	12/1/39	4,600	5,682
Massachusetts School Building Authority
Dedicated Sales Tax Revenue	5.715%	8/15/39	2,550	3,229
Massachusetts Transportation Fund Revenue	5.731%	6/1/40	1,000	1,291
Massachusetts Water Pollution Abatement
Trust	5.192%	8/1/40	2,825	3,384
Metropolitan Government of Nashville &
Davidson County TN Convention Center
Authority Tourism Tax Revenue	6.731%	7/1/43	2,360	2,962
Metropolitan Government of Nashville &
Davidson County TN GO	5.707%	7/1/34	2,625	3,246
Metropolitan Washington DC/VA Airports
Authority Dulles Toll Road Revenue	7.462%	10/1/46	1,475	1,878
Metropolitan Water District of Southern
California Water Revenue	6.947%	7/1/40	1,670	2,078
Mississippi GO	5.245%	11/1/34	1,375	1,638
Missouri Highways & Transportation
Commission Road Revenue	5.445%	5/1/33	1,650	2,000
12 New Jersey Economic Development Authority
Revenue (State Pension Funding)	7.425%	2/15/29	15,150	19,875
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	5.754%	12/15/28	12,075	14,731
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.104%	12/15/28	3,555	4,178
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.561%	12/15/40	585	776
13 New Jersey Turnpike Authority Revenue	4.252%	1/1/16	200	213

13 New Jersey Turnpike Authority Revenue	4.252%	1/1/16	1,800	1,869
New Jersey Turnpike Authority Revenue	7.414%	1/1/40	15,100	22,058
New Jersey Turnpike Authority Revenue	7.102%	1/1/41	3,750	5,334
New York City NY GO	6.646%	12/1/31	20	25
New York City NY GO	6.246%	6/1/35	2,150	2,558
New York City NY GO	5.968%	3/1/36	3,200	4,072
New York City NY GO	5.985%	12/1/36	1,650	2,063
New York City NY GO	5.517%	10/1/37	8,000	9,603
New York City NY GO	5.846%	6/1/40	2,100	2,705
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.750%	6/15/41	1,435	1,869
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.724%	6/15/42	470	611
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.952%	6/15/42	2,900	3,882
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	6.011%	6/15/42	1,050	1,416
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.440%	6/15/43	4,400	5,487
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.882%	6/15/44	16,645	22,019
New York City NY Transitional Finance
Authority Building Aid Revenue	6.828%	7/15/40	6,300	8,582
New York City NY Transitional Finance
Authority Future Tax Revenue	5.767%	8/1/36	2,125	2,649
New York City NY Transitional Finance
Authority Future Tax Revenue	5.508%	8/1/37	8,950	10,973
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	7.336%	11/15/39	10,955	16,106
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	6.089%	11/15/40	975	1,232
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.548%	11/15/31	700	891
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	5.871%	11/15/39	2,200	2,589
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.648%	11/15/39	4,170	5,321
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.500%	3/15/30	6,900	8,415
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.289%	3/15/33	3,150	3,820
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.628%	3/15/39	2,215	2,688
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.389%	3/15/40	1,425	1,737
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.770%	3/15/39	5,875	7,198
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.838%	3/15/40	1,600	1,965
New York University Hospitals Center GO	4.428%	7/1/42	3,500	3,406
North Texas Tollway Authority System
Revenue	6.718%	1/1/49	3,070	4,171
Ohio State University General Receipts
Revenue	4.910%	6/1/40	4,410	5,074
Ohio State University General Receipts
Revenue	4.800%	6/1/11	2,675	2,851

Ohio Water Development Authority Water
Pollution Control Loan Fund Revenue	4.879%	12/1/34	2,550	2,933
Orange County CA Local Transportation
Authority Sales Tax Revenue	6.908%	2/15/41	2,090	2,925
Oregon Department of Transportation
Highway User Tax Revenue	5.834%	11/15/34	2,425	3,110
Oregon GO	5.762%	6/1/23	1,950	2,444
Oregon GO	5.892%	6/1/27	2,730	3,474
13 Oregon School Boards Association GO	4.759%	6/30/28	9,955	11,528
11 Oregon School Boards Association GO	5.528%	6/30/28	1,200	1,423
Pennsylvania GO	4.650%	2/15/26	2,875	3,369
Pennsylvania GO	5.350%	5/1/30	7,400	8,601
Pennsylvania Public School Building Authority
Lease Revenue (School District of
Philadelphia)	5.000%	9/15/27	2,620	3,099
Pennsylvania Turnpike Commission Revenue	6.105%	12/1/39	400	500
Pennsylvania Turnpike Commission Revenue	5.511%	12/1/45	1,450	1,716
Pennsylvania Turnpike Commission Revenue	5.561%	12/1/49	1,475	1,761
Phoenix AZ GO	5.269%	7/1/34	5	6
Port Authority of New York & New Jersey
Revenue	6.040%	12/1/29	2,550	3,314
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	11,575	14,274
Port Authority of New York & New Jersey
Revenue	4.926%	10/1/51	1,200	1,327
Port Authority of New York & New Jersey
Revenue	4.458%	10/1/62	22,900	22,877
Princeton University New Jersey GO	5.700%	3/1/39	3,625	4,735
Puerto Rico Government Development Bank
GO	3.670%	5/1/14	4,000	4,010
Puerto Rico Government Development Bank
GO	4.704%	5/1/16	3,450	3,489
Regional Transportation District of Colorado
Sales Tax Revenue	5.844%	11/1/50	3,500	4,690
Rutgers State University NJ Revenue	5.665%	5/1/40	1,850	2,289
Salt River Project Arizona Agricultural
Improvement & Power District Revenue	4.839%	1/1/41	1,900	2,190
San Antonio TX Electric & Gas Systems
Revenue	5.985%	2/1/39	4,335	5,663
San Antonio TX Electric & Gas Systems
Revenue	5.718%	2/1/41	2,725	3,466
San Antonio TX Electric & Gas Systems
Revenue	5.808%	2/1/41	4,650	6,047
San Antonio TX Electric & Gas Systems
Revenue	4.427%	2/1/42	5,500	5,983
San Diego County CA Regional
Transportation Authority Sales Tax
Revenue	5.911%	4/1/48	975	1,272
San Diego County CA Water Authority
Revenue	6.138%	5/1/49	2,320	3,022
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.000%	11/1/40	4,950	6,119
Santa Clara Valley CA Transportation
Authority Sales Tax Revenue	5.876%	4/1/32	8,900	10,872
South Carolina Public Service Authority
Revenue	6.454%	1/1/50	2,000	2,646
Texas GO	5.517%	4/1/39	3,170	4,046

Texas Transportation Commission Revenue	5.028%	4/1/26	2,100	2,564
Texas Transportation Commission Revenue	5.178%	4/1/30	5,035	6,162
Texas Transportation Commission Revenue	4.631%	4/1/33	6,450	7,415
Texas Transportation Commission Revenue	4.681%	4/1/40	2,750	3,153
Tufts University Massachusetts GO	5.017%	4/15/12	8,325	9,059
University of California Regents Medical
Center Revenue	6.548%	5/15/48	4,250	5,610
University of California Regents Medical
Center Revenue	6.583%	5/15/49	2,575	3,331
University of California Revenue	0.887%	7/1/13	1,250	1,252
University of California Revenue	1.796%	7/1/19	5,875	5,890
University of California Revenue	6.270%	5/15/31	500	578
University of California Revenue	5.770%	5/15/43	1,220	1,473
University of California Revenue	5.946%	5/15/45	13,100	15,980
University of California Revenue	4.858%	5/15/12	18,000	18,606
University of Massachusetts Building Authority
Revenue	5.450%	11/1/40	1,700	2,066
University of Southern California Revenue	5.250%	10/1/11	3,900	4,668
University of Texas System Revenue
Financing System Revenue	5.262%	7/1/39	1,650	2,064
University of Texas System Revenue
Financing System Revenue	6.276%	8/15/41	1,525	1,782
University of Texas System Revenue
Financing System Revenue	5.134%	8/15/42	100	121
University of Texas System Revenue
Financing System Revenue	4.794%	8/15/46	2,310	2,657
University of Virginia Revenue	6.200%	9/1/39	3,000	4,226
Utah GO	4.554%	7/1/24	2,525	2,956
Utah GO	3.539%	7/1/25	6,310	6,894
Utah Transit Authority Sales Tax Revenue	5.937%	6/15/39	400	525
Washington Convention Center Public
Facilities District Revenue	6.790%	7/1/40	400	483
Washington GO	5.090%	8/1/33	9,025	10,623
Washington GO	5.481%	8/1/39	870	1,088
Washington GO	5.140%	8/1/40	6,035	7,209
11 Wisconsin GO	5.700%	5/1/26	2,800	3,394
Total Taxable Municipal Bonds (Cost $967,619)				1,149,526
				Market
				Value
	Coupon		Shares	($000)
Temporary Cash Investment (6.2%)
Money Market Fund (6.2%)
14 Vanguard Market Liquidity Fund
(Cost $7,262,883)	0.147%	7,262,883,210		7,262,883
Total Investments (105.6%) (Cost $116,824,584)				122,918,623
Other Assets and Liabilities-Net (-5.6%)				(6,538,347)
Net Assets (100%)				116,380,276

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 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2013.
5 Adjustable-rate security.
6 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2013, the aggregate value of these securities was $486,337,000, representing 0.4% 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 accounts for

Total Bond Market Index Fund

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, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring exposure to each counterparty.

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

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2013, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	79,721,153	13
Asset-Backed/Commercial Mortgage-Backed Securities	—	2,903,320	2
Corporate Bonds	—	26,401,456	3
Sovereign Bonds	—	5,480,267	—
Taxable Municipal Bonds	—	1,149,526	—
Temporary Cash Investments	7,262,883	—	—
Total	7,262,883	115,655,722	18

E. At March 31, 2013, the cost of investment securities for tax purposes was $116,824,584,000. Net unrealized appreciation of investment securities for tax purposes was $6,094,039,000, consisting of unrealized gains of $6,256,521,000 on securities that had risen in value since their purchase and $162,482,000 in unrealized losses on securities that had fallen in value since their purchase.

Vanguard Inflation-Protected Securities Fund

Schedule of Investments
As of March 31, 2013

				Face	Market
			Maturity	Amount	Value
		Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (99.5%)
U.S. Government Securities (99.5%)
	United States Treasury Inflation Indexed Bonds	1.250%	4/15/14	535,141	601,584
	United States Treasury Inflation Indexed Bonds	2.000%	7/15/14	620,175	801,926
	United States Treasury Inflation Indexed Bonds	1.625%	1/15/15	1,185,145	1,524,647
1	United States Treasury Inflation Indexed Bonds	0.500%	4/15/15	1,704,905	1,903,373
	United States Treasury Inflation Indexed Bonds	1.875%	7/15/15	644,768	837,408
	United States Treasury Inflation Indexed Bonds	2.000%	1/15/16	807,793	1,044,716
	United States Treasury Inflation Indexed Bonds	0.125%	4/15/16	2,191,861	2,429,622
	United States Treasury Inflation Indexed Bonds	2.500%	7/15/16	444,472	586,561
	United States Treasury Inflation Indexed Bonds	2.375%	1/15/17	790,200	1,052,766
	United States Treasury Inflation Indexed Bonds	0.125%	4/15/17	2,066,023	2,259,635
	United States Treasury Inflation Indexed Bonds	2.625%	7/15/17	658,598	880,514
	United States Treasury Inflation Indexed Bonds	1.625%	1/15/18	558,824	716,387
	United States Treasury Inflation Indexed Bonds	1.375%	7/15/18	676,500	846,599
	United States Treasury Inflation Indexed Bonds	2.125%	1/15/19	643,850	842,715
	United States Treasury Inflation Indexed Bonds	1.875%	7/15/19	740,550	978,259
	United States Treasury Inflation Indexed Bonds	1.375%	1/15/20	920,000	1,167,694
	United States Treasury Inflation Indexed Bonds	1.250%	7/15/20	1,400,100	1,766,917
	United States Treasury Inflation Indexed Bonds	1.125%	1/15/21	1,608,500	1,997,531
	United States Treasury Inflation Indexed Bonds	0.625%	7/15/21	1,792,000	2,095,838
	United States Treasury Inflation Indexed Bonds	0.125%	1/15/22	1,930,900	2,138,910
	United States Treasury Inflation Indexed Bonds	0.125%	7/15/22	2,047,200	2,235,491
	United States Treasury Inflation Indexed Bonds	0.125%	1/15/23	854,700	920,770
	United States Treasury Inflation Indexed Bonds	2.375%	1/15/25	1,070,770	1,757,182
	United States Treasury Inflation Indexed Bonds	2.000%	1/15/26	823,698	1,244,925
	United States Treasury Inflation Indexed Bonds	2.375%	1/15/27	673,389	1,047,446
	United States Treasury Inflation Indexed Bonds	1.750%	1/15/28	704,125	984,891
	United States Treasury Inflation Indexed Bonds	3.625%	4/15/28	568,890	1,265,705
	United States Treasury Inflation Indexed Bonds	2.500%	1/15/29	700,200	1,050,360
	United States Treasury Inflation Indexed Bonds	3.875%	4/15/29	682,200	1,553,626
	United States Treasury Inflation Indexed Bonds	3.375%	4/15/32	237,500	495,834
	United States Treasury Inflation Indexed Bonds	2.125%	2/15/40	425,630	639,966
	United States Treasury Inflation Indexed Bonds	2.125%	2/15/41	583,900	870,535
	United States Treasury Inflation Indexed Bonds	0.750%	2/15/42	945,300	1,007,930
	United States Treasury Inflation Indexed Bonds	0.625%	2/15/43	456,060	459,147
	United States Treasury Note/Bond	0.875%	4/30/17	260,000	263,169
	United States Treasury Note/Bond	2.000%	2/15/23	671,900	680,930
Total U.S. Government and Agency Obligations (Cost $37,832,586)					42,951,509

			Shares
Temporary Cash Investment (0.1%)
Money Market Fund (0.1%)
2 Vanguard Market Liquidity Fund
(Cost $23,462)	0.147%		23,462,031	23,462
Total Investments (99.6%) (Cost $37,856,048)				42,974,971
		Expiration
		Date	Contracts
Liability for Options Written (0.0%)
Call Options on 10-Year U.S. Treasury Note
Futures Contracts, Strike Price 132.00
(Premiums received $208)		4/26/13	1,320	(743)
Other Assets and Liabilities-Net (0.4%)				173,712
Net Assets (100%)				43,147,940

1 Securities with a value of $4,896,000 have been segregated as initial margin for open futures contracts.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

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

B. Futures and Options: The fund uses futures contracts and options on 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. The primary risk associated with purchasing options is that interest rates move such that the option is out-of-the-money, the position expires worthless, and the fund loses the premium paid. The primary risk associated with writing options is that interest rates move such that the option is in-the-money, the counterparty exercises the option, and the fund has a loss equal to the market value of the option written, less the premium received.

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).

Options on futures contracts are also valued based upon their quoted daily settlement prices. The premium paid for a purchased option is recorded as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. Fluctuations in the value of the options are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

At March 31, 2013, 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	June 2013	(2,253)	(297,361)	261

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

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

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

The following table summarizes the market value of the fund's investments as of March 31, 2013, based
on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	42,951,509	—
Temporary Cash Investments	23,462	—	—
Futures Contracts—Assets1	261	—	—
Liability for Options Written	(743)	—	—
Total	22,980	42,951,509	—
1 Represents variation margin on the last day of the reporting period.

D. At March 31, 2013, the cost of investment securities for tax purposes was $37,899,624,000. Net unrealized appreciation of investment securities for tax purposes was $5,075,347,000, 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 March 31, 2013

			Face	Market
		Maturity	Amount	Value
	Coupon	Date	($000)	($000)
U.S. Government and Agency Obligations (69.5%)
U.S. Government Securities (41.2%)
United States Treasury Note/Bond	1.000%	1/15/14	2,550	2,567
United States Treasury Note/Bond	0.250%	1/31/14	45,125	45,160
United States Treasury Note/Bond	1.750%	1/31/14	24,550	24,876
United States Treasury Note/Bond	1.250%	2/15/14	133,830	135,105
United States Treasury Note/Bond	0.250%	2/28/14	18,000	18,014
United States Treasury Note/Bond	1.875%	2/28/14	38,375	38,975
United States Treasury Note/Bond	1.250%	3/15/14	42,785	43,226
United States Treasury Note/Bond	1.750%	3/31/14	60,000	60,938
United States Treasury Note/Bond	1.250%	4/15/14	362,135	366,151
United States Treasury Note/Bond	1.875%	4/30/14	311,850	317,551
United States Treasury Note/Bond	1.000%	5/15/14	126,990	128,141
United States Treasury Note/Bond	4.750%	5/15/14	120,050	126,183
United States Treasury Note/Bond	2.250%	5/31/14	77,400	79,251
United States Treasury Note/Bond	0.750%	6/15/14	296,690	298,684
United States Treasury Note/Bond	0.250%	6/30/14	66,725	66,767
United States Treasury Note/Bond	2.625%	6/30/14	92,820	95,619
United States Treasury Note/Bond	0.625%	7/15/14	314,450	316,170
United States Treasury Note/Bond	0.125%	7/31/14	725	724
United States Treasury Note/Bond	2.625%	7/31/14	107,125	110,589
United States Treasury Note/Bond	4.250%	8/15/14	164,225	173,335
United States Treasury Note/Bond	2.375%	8/31/14	107,725	111,007
United States Treasury Note/Bond	0.250%	9/15/14	20,535	20,545
United States Treasury Note/Bond	2.375%	9/30/14	199,295	205,740
United States Treasury Note/Bond	0.500%	10/15/14	689,434	692,343
United States Treasury Note/Bond	0.250%	10/31/14	3,650	3,652
United States Treasury Note/Bond	2.375%	10/31/14	177,965	183,971
United States Treasury Note/Bond	0.375%	11/15/14	285,245	285,912
United States Treasury Note/Bond	4.250%	11/15/14	280,000	298,200
United States Treasury Note/Bond	2.125%	11/30/14	121,075	124,878
United States Treasury Note/Bond	0.250%	12/15/14	453,845	454,058
United States Treasury Note/Bond	0.125%	12/31/14	274,378	273,906
United States Treasury Note/Bond	2.625%	12/31/14	250,725	261,145
United States Treasury Note/Bond	0.250%	1/15/15	301,045	301,093
United States Treasury Note/Bond	2.250%	1/31/15	105,850	109,754
United States Treasury Note/Bond	0.250%	2/15/15	209,419	209,419
United States Treasury Note/Bond	4.000%	2/15/15	4,570	4,890
United States Treasury Note/Bond	11.250%	2/15/15	159,350	192,066
United States Treasury Note/Bond	0.250%	2/28/15	612,275	612,373
United States Treasury Note/Bond	2.375%	2/28/15	1,000	1,040
United States Treasury Note/Bond	0.375%	3/15/15	37,375	37,462
United States Treasury Note/Bond	0.250%	3/31/15	400,000	400,064
United States Treasury Note/Bond	0.375%	4/15/15	379,780	380,612
United States Treasury Note/Bond	0.250%	5/15/15	134,075	133,992
United States Treasury Note/Bond	4.125%	5/15/15	126,175	136,427
United States Treasury Note/Bond	2.125%	5/31/15	925	962
United States Treasury Note/Bond	0.375%	6/15/15	513,375	514,417
United States Treasury Note/Bond	1.875%	6/30/15	171,250	177,377
United States Treasury Note/Bond	0.250%	7/15/15	398,835	398,524
United States Treasury Note/Bond	1.750%	7/31/15	15,000	15,511

United States Treasury Note/Bond	0.250%	8/15/15	444,982	444,497
United States Treasury Note/Bond	4.250%	8/15/15	34,850	38,106
United States Treasury Note/Bond	10.630%	8/15/15	1,775	2,209
United States Treasury Note/Bond	1.250%	8/31/15	25,000	25,574
United States Treasury Note/Bond	0.250%	9/15/15	163,113	162,909
United States Treasury Note/Bond	0.250%	10/15/15	134,695	134,485
United States Treasury Note/Bond	1.250%	10/31/15	108,835	111,437
United States Treasury Note/Bond	0.375%	11/15/15	357,568	358,126
United States Treasury Note/Bond	4.500%	11/15/15	29,850	33,101
United States Treasury Note/Bond	9.875%	11/15/15	69,875	87,256
United States Treasury Note/Bond	1.375%	11/30/15	115,425	118,618
United States Treasury Note/Bond	0.250%	12/15/15	215,743	215,305
United States Treasury Note/Bond	0.375%	1/15/16	364,102	364,444
United States Treasury Note/Bond	2.000%	1/31/16	2,115	2,213
United States Treasury Note/Bond	0.375%	2/15/16	406,825	407,207
United States Treasury Note/Bond	4.500%	2/15/16	355,275	397,464
United States Treasury Note/Bond	9.250%	2/15/16	17,000	21,324
United States Treasury Note/Bond	2.125%	2/29/16	9,406	9,888
United States Treasury Note/Bond	0.375%	3/15/16	400,000	400,312
United States Treasury Note/Bond	2.375%	3/31/16	24,900	26,390
United States Treasury Note/Bond	2.000%	4/30/16	11,450	12,019
United States Treasury Note/Bond	5.125%	5/15/16	170,850	195,890
United States Treasury Note/Bond	7.250%	5/15/16	48,425	58,708
United States Treasury Note/Bond	1.750%	5/31/16	143,425	149,544
United States Treasury Note/Bond	3.250%	5/31/16	3,050	3,324
United States Treasury Note/Bond	1.500%	6/30/16	46,450	48,083
United States Treasury Note/Bond	1.500%	7/31/16	42,500	44,014
United States Treasury Note/Bond	4.875%	8/15/16	22,875	26,274
United States Treasury Note/Bond	1.000%	8/31/16	144,200	146,904
United States Treasury Note/Bond	3.000%	8/31/16	84,375	91,666
United States Treasury Note/Bond	1.000%	9/30/16	119,080	121,313
United States Treasury Note/Bond	3.000%	9/30/16	72,150	78,509
United States Treasury Note/Bond	1.000%	10/31/16	103,240	105,176
United States Treasury Note/Bond	3.125%	10/31/16	312,950	342,436
United States Treasury Note/Bond	0.875%	11/30/16	170,833	173,235
United States Treasury Note/Bond	2.750%	11/30/16	249,165	269,567
United States Treasury Note/Bond	0.875%	12/31/16	734,500	744,599
United States Treasury Note/Bond	3.250%	12/31/16	395,775	436,156
United States Treasury Note/Bond	0.875%	1/31/17	140,125	141,986
United States Treasury Note/Bond	3.125%	1/31/17	212,675	233,677
United States Treasury Note/Bond	4.625%	2/15/17	3,425	3,963
United States Treasury Note/Bond	0.875%	2/28/17	95,521	96,775
United States Treasury Note/Bond	3.000%	2/28/17	5,300	5,805
United States Treasury Note/Bond	1.000%	3/31/17	31,805	32,367
United States Treasury Note/Bond	3.250%	3/31/17	115,650	127,992
United States Treasury Note/Bond	0.875%	4/30/17	25	25
United States Treasury Note/Bond	3.125%	4/30/17	335,350	369,827
United States Treasury Note/Bond	4.500%	5/15/17	1,725	2,000
United States Treasury Note/Bond	8.750%	5/15/17	56,744	75,647
United States Treasury Note/Bond	0.625%	5/31/17	113,985	114,163
United States Treasury Note/Bond	2.750%	5/31/17	210,580	229,334
United States Treasury Note/Bond	0.750%	6/30/17	40,360	40,600
United States Treasury Note/Bond	2.500%	6/30/17	89,625	96,767
United States Treasury Note/Bond	0.500%	7/31/17	161,085	160,230
United States Treasury Note/Bond	2.375%	7/31/17	143,425	154,182
United States Treasury Note/Bond	8.875%	8/15/17	41,325	56,060
United States Treasury Note/Bond	0.625%	8/31/17	140,965	140,878

United States Treasury Note/Bond	1.875%	8/31/17	87,600	92,336
United States Treasury Note/Bond	0.625%	9/30/17	12,945	12,925
United States Treasury Note/Bond	1.875%	9/30/17	389,675	410,741
United States Treasury Note/Bond	0.750%	10/31/17	6,315	6,335
United States Treasury Note/Bond	4.250%	11/15/17	3,865	4,494
United States Treasury Note/Bond	0.625%	11/30/17	1,980	1,974
United States Treasury Note/Bond	0.875%	1/31/18	203,620	205,084
United States Treasury Note/Bond	2.625%	1/31/18	2,575	2,809
United States Treasury Note/Bond	3.500%	2/15/18	27,980	31,692
United States Treasury Note/Bond	0.750%	2/28/18	98,095	98,141
United States Treasury Note/Bond	0.750%	3/31/18	175,000	174,864
United States Treasury Note/Bond	2.625%	4/30/18	26,125	28,533
United States Treasury Note/Bond	3.875%	5/15/18	28,938	33,446
United States Treasury Note/Bond	9.125%	5/15/18	7,300	10,368
United States Treasury Note/Bond	2.375%	5/31/18	33,300	35,964
United States Treasury Note/Bond	2.375%	6/30/18	177,475	191,701
United States Treasury Note/Bond	2.250%	7/31/18	165,850	178,133
United States Treasury Note/Bond	4.000%	8/15/18	69,750	81,455
United States Treasury Note/Bond	1.500%	8/31/18	220,400	227,977
United States Treasury Note/Bond	1.375%	9/30/18	368,365	378,495
United States Treasury Note/Bond	1.750%	10/31/18	268,955	281,647
United States Treasury Note/Bond	3.750%	11/15/18	202,750	234,811
United States Treasury Note/Bond	1.375%	11/30/18	220,225	225,938
United States Treasury Note/Bond	1.375%	12/31/18	241,000	247,025
United States Treasury Note/Bond	1.250%	1/31/19	100,775	102,507
United States Treasury Note/Bond	1.375%	2/28/19	264,675	270,837
United States Treasury Note/Bond	1.500%	3/31/19	72,320	74,478
United States Treasury Note/Bond	3.125%	5/15/19	14,125	15,922
United States Treasury Note/Bond	1.125%	5/31/19	40,000	40,231
United States Treasury Note/Bond	1.000%	6/30/19	51,675	51,497
United States Treasury Note/Bond	3.625%	8/15/19	281,550	326,291
United States Treasury Note/Bond	8.125%	8/15/19	13,700	19,722
United States Treasury Note/Bond	1.000%	8/31/19	81,319	80,811
United States Treasury Note/Bond	1.000%	9/30/19	49,106	48,776
United States Treasury Note/Bond	1.250%	10/31/19	21,600	21,776
United States Treasury Note/Bond	3.375%	11/15/19	244,743	280,346
United States Treasury Note/Bond	1.000%	11/30/19	46,550	46,106
United States Treasury Note/Bond	1.125%	12/31/19	155,115	154,679
United States Treasury Note/Bond	1.375%	1/31/20	140,168	141,920
United States Treasury Note/Bond	3.625%	2/15/20	26,240	30,512
United States Treasury Note/Bond	8.500%	2/15/20	26	39
United States Treasury Note/Bond	1.250%	2/29/20	53,628	53,762
United States Treasury Note/Bond	3.500%	5/15/20	164,995	190,673
United States Treasury Note/Bond	2.625%	8/15/20	159,770	174,649
United States Treasury Note/Bond	8.750%	8/15/20	65,755	100,626
United States Treasury Note/Bond	2.625%	11/15/20	524,095	572,081
United States Treasury Note/Bond	7.875%	2/15/21	80,550	119,818
United States Treasury Note/Bond	3.125%	5/15/21	620,295	698,998
United States Treasury Note/Bond	2.125%	8/15/21	102,085	106,758
United States Treasury Note/Bond	8.125%	8/15/21	42,550	64,962
United States Treasury Note/Bond	2.000%	11/15/21	219,390	226,417
United States Treasury Note/Bond	8.000%	11/15/21	9,450	14,410
United States Treasury Note/Bond	2.000%	2/15/22	198,410	204,114
United States Treasury Note/Bond	1.750%	5/15/22	75,007	75,288
United States Treasury Note/Bond	1.625%	8/15/22	102,533	101,283
United States Treasury Note/Bond	7.250%	8/15/22	75	111
United States Treasury Note/Bond	1.625%	11/15/22	145,406	142,953

United States Treasury Note/Bond	7.625%	11/15/22	150	229
United States Treasury Note/Bond	2.000%	2/15/23	319,171	323,461
United States Treasury Note/Bond	7.125%	2/15/23	2,675	3,982
United States Treasury Note/Bond	6.250%	8/15/23	207,570	294,004
United States Treasury Note/Bond	7.500%	11/15/24	1,650	2,589
United States Treasury Note/Bond	6.875%	8/15/25	93,000	141,084
United States Treasury Note/Bond	6.000%	2/15/26	3,710	5,286
United States Treasury Note/Bond	6.750%	8/15/26	4,300	6,537
United States Treasury Note/Bond	6.500%	11/15/26	145,215	216,960
United States Treasury Note/Bond	6.625%	2/15/27	4,150	6,280
United States Treasury Note/Bond	6.375%	8/15/27	6,850	10,203
United States Treasury Note/Bond	6.125%	11/15/27	350	511
United States Treasury Note/Bond	5.500%	8/15/28	30,775	42,700
United States Treasury Note/Bond	5.250%	11/15/28	80,842	109,617
United States Treasury Note/Bond	5.250%	2/15/29	21,575	29,292
United States Treasury Note/Bond	6.125%	8/15/29	76,930	114,157
United States Treasury Note/Bond	6.250%	5/15/30	3,435	5,192
United States Treasury Note/Bond	5.375%	2/15/31	318,625	443,634
United States Treasury Note/Bond	4.750%	2/15/37	163,000	214,880
United States Treasury Note/Bond	5.000%	5/15/37	3,584	4,888
United States Treasury Note/Bond	4.375%	2/15/38	49,200	61,615
United States Treasury Note/Bond	4.500%	5/15/38	4,079	5,205
United States Treasury Note/Bond	3.500%	2/15/39	274,530	299,068
United States Treasury Note/Bond	4.250%	5/15/39	240,000	295,426
United States Treasury Note/Bond	4.500%	8/15/39	38,306	48,996
United States Treasury Note/Bond	4.375%	11/15/39	133,905	168,092
United States Treasury Note/Bond	4.625%	2/15/40	81,805	106,692
United States Treasury Note/Bond	4.375%	5/15/40	99,820	125,352
United States Treasury Note/Bond	3.875%	8/15/40	44,745	51,855
United States Treasury Note/Bond	4.250%	11/15/40	103,577	127,594
United States Treasury Note/Bond	4.750%	2/15/41	225,292	299,708
United States Treasury Note/Bond	4.375%	5/15/41	24,535	30,838
United States Treasury Note/Bond	3.125%	11/15/41	1,230	1,240
United States Treasury Note/Bond	3.125%	2/15/42	63,009	63,452
United States Treasury Note/Bond	3.000%	5/15/42	60,325	59,184
United States Treasury Note/Bond	2.750%	8/15/42	134,438	125,006
United States Treasury Note/Bond	2.750%	11/15/42	536,660	498,509
United States Treasury Note/Bond	3.125%	2/15/43	15,000	15,061
				29,588,546
Agency Bonds and Notes (4.1%)
Egypt Government AID Bonds	4.450%	9/15/15	5,725	6,284
1 Federal Agricultural Mortgage Corp.	2.125%	9/15/15	1,050	1,093
1 Federal Agricultural Mortgage Corp.	2.000%	7/27/16	1,800	1,886
1 Federal Farm Credit Banks	2.625%	4/17/14	28,627	29,344
1 Federal Farm Credit Banks	3.000%	9/22/14	2,075	2,160
1 Federal Farm Credit Banks	1.625%	11/19/14	5,850	5,981
1 Federal Farm Credit Banks	0.270%	2/24/15	7,250	7,246
1 Federal Farm Credit Banks	0.500%	6/23/15	4,000	4,014
1 Federal Farm Credit Banks	1.500%	11/16/15	3,000	3,085
1 Federal Farm Credit Banks	4.875%	12/16/15	425	476
1 Federal Farm Credit Banks	1.050%	3/28/16	2,000	2,035
1 Federal Farm Credit Banks	5.125%	8/25/16	3,475	4,018
1 Federal Farm Credit Banks	4.875%	1/17/17	8,500	9,855
1 Federal Farm Credit Banks	5.150%	11/15/19	5,325	6,613
1 Federal Home Loan Banks	1.375%	5/28/14	61,600	62,422
1 Federal Home Loan Banks	2.500%	6/13/14	4,975	5,107
1 Federal Home Loan Banks	5.250%	6/18/14	2,665	2,827

1 Federal Home Loan Banks	5.500%	8/13/14	9,675	10,371
1 Federal Home Loan Banks	4.500%	11/14/14	4,650	4,967
1 Federal Home Loan Banks	2.750%	12/12/14	22,925	23,858
1 Federal Home Loan Banks	0.250%	1/16/15	37,000	36,985
1 Federal Home Loan Banks	0.250%	2/20/15	66,000	65,948
1 Federal Home Loan Banks	0.500%	11/20/15	25,000	25,086
1 Federal Home Loan Banks	3.125%	3/11/16	16,175	17,455
1 Federal Home Loan Banks	5.375%	5/18/16	18,800	21,682
1 Federal Home Loan Banks	5.625%	6/13/16	825	955
1 Federal Home Loan Banks	5.125%	10/19/16	9,725	11,284
1 Federal Home Loan Banks	4.750%	12/16/16	12,580	14,523
1 Federal Home Loan Banks	4.875%	5/17/17	10,500	12,301
1 Federal Home Loan Banks	1.000%	6/21/17	8,925	9,042
1 Federal Home Loan Banks	4.875%	9/8/17	595	702
1 Federal Home Loan Banks	5.000%	11/17/17	30,695	36,577
1 Federal Home Loan Banks	5.375%	8/15/18	5,250	6,459
1 Federal Home Loan Banks	4.125%	3/13/20	17,255	20,406
1 Federal Home Loan Banks	5.250%	12/11/20	5,000	6,365
1 Federal Home Loan Banks	5.625%	6/11/21	20,275	26,427
1 Federal Home Loan Banks	2.125%	3/10/23	45,000	45,018
1 Federal Home Loan Banks	5.375%	8/15/24	1,585	2,052
1 Federal Home Loan Banks	5.500%	7/15/36	7,225	9,745
2 Federal Home Loan Mortgage Corp.	2.500%	4/23/14	25,650	26,269
2 Federal Home Loan Mortgage Corp.	5.000%	7/15/14	16,275	17,273
2 Federal Home Loan Mortgage Corp.	3.000%	7/28/14	23,075	23,919
2 Federal Home Loan Mortgage Corp.	1.000%	7/30/14	7,150	7,224
2 Federal Home Loan Mortgage Corp.	1.000%	8/20/14	5,555	5,613
2 Federal Home Loan Mortgage Corp.	1.000%	8/27/14	11,075	11,194
2 Federal Home Loan Mortgage Corp.	0.500%	9/19/14	5,950	5,969
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	14,921
2 Federal Home Loan Mortgage Corp.	0.625%	12/29/14	78,650	79,133
2 Federal Home Loan Mortgage Corp.	4.500%	1/15/15	985	1,059
2 Federal Home Loan Mortgage Corp.	5.050%	1/26/15	5,450	5,921
2 Federal Home Loan Mortgage Corp.	2.875%	2/9/15	7,670	8,039
2 Federal Home Loan Mortgage Corp.	0.500%	4/17/15	35,000	35,134
2 Federal Home Loan Mortgage Corp.	4.375%	7/17/15	31,780	34,691
2 Federal Home Loan Mortgage Corp.	1.750%	9/10/15	20,000	20,669
2 Federal Home Loan Mortgage Corp.	5.250%	4/18/16	1,400	1,602
2 Federal Home Loan Mortgage Corp.	0.500%	5/13/16	20,000	20,020
2 Federal Home Loan Mortgage Corp.	2.500%	5/27/16	29,725	31,614
2 Federal Home Loan Mortgage Corp.	5.500%	7/18/16	775	901
2 Federal Home Loan Mortgage Corp.	2.000%	8/25/16	37,845	39,719
2 Federal Home Loan Mortgage Corp.	5.000%	2/16/17	19,175	22,347
2 Federal Home Loan Mortgage Corp.	1.000%	3/8/17	18,000	18,217
2 Federal Home Loan Mortgage Corp.	5.000%	4/18/17	5,000	5,868
2 Federal Home Loan Mortgage Corp.	1.250%	5/12/17	50,000	51,183
2 Federal Home Loan Mortgage Corp.	1.000%	6/29/17	87,975	89,091
2 Federal Home Loan Mortgage Corp.	1.000%	7/28/17	12,750	12,893
2 Federal Home Loan Mortgage Corp.	5.500%	8/23/17	11,550	13,919
2 Federal Home Loan Mortgage Corp.	1.000%	9/29/17	98,125	99,050
2 Federal Home Loan Mortgage Corp.	5.125%	11/17/17	7,125	8,513
2 Federal Home Loan Mortgage Corp.	0.750%	1/12/18	16,000	15,921
2 Federal Home Loan Mortgage Corp.	0.875%	3/7/18	25,000	24,963
2 Federal Home Loan Mortgage Corp.	4.875%	6/13/18	8,805	10,561
2 Federal Home Loan Mortgage Corp.	3.750%	3/27/19	21,625	24,835
2 Federal Home Loan Mortgage Corp.	1.750%	5/30/19	35,175	36,295

2 Federal Home Loan Mortgage Corp.	1.250%	8/1/19	15,800	15,798
2 Federal Home Loan Mortgage Corp.	1.250%	10/2/19	46,100	45,922
2 Federal Home Loan Mortgage Corp.	2.375%	1/13/22	67,800	70,558
2 Federal Home Loan Mortgage Corp.	6.750%	9/15/29	3,625	5,414
2 Federal Home Loan Mortgage Corp.	6.750%	3/15/31	16,050	24,260
2 Federal Home Loan Mortgage Corp.	6.250%	7/15/32	7,295	10,647
2 Federal National Mortgage Assn.	4.125%	4/15/14	35,025	36,443
2 Federal National Mortgage Assn.	2.500%	5/15/14	61,195	62,757
2 Federal National Mortgage Assn.	1.125%	6/27/14	6,050	6,118
2 Federal National Mortgage Assn.	0.875%	8/28/14	60,175	60,721
2 Federal National Mortgage Assn.	3.000%	9/16/14	9,075	9,440
2 Federal National Mortgage Assn.	4.625%	10/15/14	16,100	17,181
2 Federal National Mortgage Assn.	0.625%	10/30/14	1,940	1,951
2 Federal National Mortgage Assn.	2.625%	11/20/14	40,305	41,866
2 Federal National Mortgage Assn.	0.750%	12/19/14	30,000	30,245
2 Federal National Mortgage Assn.	0.375%	3/16/15	52,025	52,089
2 Federal National Mortgage Assn.	0.500%	5/27/15	19,000	19,068
2 Federal National Mortgage Assn.	0.500%	7/2/15	14,700	14,749
2 Federal National Mortgage Assn.	2.375%	7/28/15	5,525	5,782
2 Federal National Mortgage Assn.	2.000%	9/21/15	12,595	13,102
2 Federal National Mortgage Assn.	0.500%	9/28/15	30,000	30,088
2 Federal National Mortgage Assn.	4.375%	10/15/15	22,325	24,589
2 Federal National Mortgage Assn.	1.625%	10/26/15	79,455	82,027
2 Federal National Mortgage Assn.	0.375%	12/21/15	16,200	16,190
2 Federal National Mortgage Assn.	5.000%	3/15/16	12,025	13,638
2 Federal National Mortgage Assn.	0.500%	3/30/16	74,650	74,787
2 Federal National Mortgage Assn.	2.375%	4/11/16	27,250	28,819
2 Federal National Mortgage Assn.	5.250%	9/15/16	12,450	14,456
2 Federal National Mortgage Assn.	1.250%	9/28/16	47,995	49,141
2 Federal National Mortgage Assn.	1.375%	11/15/16	37,670	38,717
2 Federal National Mortgage Assn.	1.250%	1/30/17	21,100	21,571
2 Federal National Mortgage Assn.	5.000%	2/13/17	64,225	74,853
2 Federal National Mortgage Assn.	1.125%	4/27/17	70,100	71,447
2 Federal National Mortgage Assn.	5.000%	5/11/17	11,275	13,253
2 Federal National Mortgage Assn.	5.375%	6/12/17	2,800	3,341
2 Federal National Mortgage Assn.	0.875%	8/28/17	15,650	15,745
2 Federal National Mortgage Assn.	0.875%	10/26/17	71,575	71,828
2 Federal National Mortgage Assn.	0.875%	12/20/17	85,000	85,036
2 Federal National Mortgage Assn.	0.875%	2/8/18	77,100	77,096
2 Federal National Mortgage Assn.	0.000%	10/9/19	6,640	5,844
2 Federal National Mortgage Assn.	6.250%	5/15/29	5,550	7,892
2 Federal National Mortgage Assn.	7.125%	1/15/30	8,520	13,137
2 Federal National Mortgage Assn.	7.250%	5/15/30	10,675	16,726
2 Federal National Mortgage Assn.	6.625%	11/15/30	19,495	29,133
2 Federal National Mortgage Assn.	5.625%	7/15/37	3,246	4,538
1 Financing Corp.	9.800%	4/6/18	850	1,212
1 Financing Corp.	10.350%	8/3/18	100	147
1 Financing Corp.	9.650%	11/2/18	2,375	3,441
1 Financing Corp.	9.700%	4/5/19	425	626
Israel Government AID Bond	5.500%	9/18/23	6,375	8,234
Israel Government AID Bond	5.500%	12/4/23	1,050	1,366
Israel Government AID Bond	5.500%	4/26/24	6,200	8,072
Private Export Funding Corp.	3.050%	10/15/14	4,000	4,167
Private Export Funding Corp.	1.375%	2/15/17	1,000	1,023
Private Export Funding Corp.	2.250%	12/15/17	1,775	1,885
Private Export Funding Corp.	4.375%	3/15/19	3,217	3,799
Private Export Funding Corp.	1.450%	8/15/19	2,300	2,316

	Private Export Funding Corp.		4.300%	12/15/21	3,035	3,615
	Private Export Funding Corp.		2.800%	5/15/22	1,125	1,196
	Private Export Funding Corp.		2.050%	11/15/22	20,350	20,201
	Private Export Funding Corp.		2.450%	7/15/24	2,200	2,215
	Resolution Funding Corp.		8.125%	10/15/19	100	142
	Resolution Funding Corp.		8.875%	7/15/20	100	151
1	Tennessee Valley Authority		5.500%	7/18/17	6,400	7,666
1	Tennessee Valley Authority		4.500%	4/1/18	9,125	10,710
1	Tennessee Valley Authority		3.875%	2/15/21	5,170	6,048
1	Tennessee Valley Authority		1.875%	8/15/22	3,750	3,723
1	Tennessee Valley Authority		6.750%	11/1/25	550	800
1	Tennessee Valley Authority		7.125%	5/1/30	8,975	13,546
1	Tennessee Valley Authority		4.650%	6/15/35	1,425	1,676
1	Tennessee Valley Authority		5.880%	4/1/36	4,265	5,840
1	Tennessee Valley Authority		5.500%	6/15/38	850	1,127
1	Tennessee Valley Authority		5.250%	9/15/39	3,150	4,061
1	Tennessee Valley Authority		3.500%	12/15/42	5,500	5,338
1	Tennessee Valley Authority		4.875%	1/15/48	14,075	16,830
1	Tennessee Valley Authority		5.375%	4/1/56	2,770	3,588
1	Tennessee Valley Authority		4.625%	9/15/60	3,365	3,887
						2,965,930
Conventional Mortgage-Backed Securities (23.5%)
2,3,4		Fannie Mae Pool	2.000%	4/1/28	35,400	35,865
2,3,4		Fannie Mae Pool	2.500%	3/1/27–1/1/43	343,405	355,338
2,3,4		Fannie Mae Pool	3.000%	11/1/20–4/1/43	1,010,793	1,052,464
2,3,4		Fannie Mae Pool	3.500%	9/1/25–5/1/43	1,253,997	1,328,112
2,3,4		Fannie Mae Pool	4.000%	6/1/18–4/1/43	1,270,931	1,360,188
2,3,4		Fannie Mae Pool	4.500%	1/1/15–4/1/43	975,160	1,053,151
2,3,4		Fannie Mae Pool	5.000%	3/1/17–4/1/43	832,402	906,214
2,3,4		Fannie Mae Pool	5.500%	9/1/14–4/1/43	717,068	785,367
2,3,4		Fannie Mae Pool	6.000%	9/1/13–4/1/43	532,360	585,954
2,3		Fannie Mae Pool	6.500%	4/1/16–5/1/40	175,761	196,535
2,3		Fannie Mae Pool	7.000%	9/1/14–12/1/38	39,090	44,751
2,3		Fannie Mae Pool	7.500%	7/1/30–12/1/32	452	522
2,3		Fannie Mae Pool	8.000%	12/1/29	50	58
2,3,4		Freddie Mac Gold Pool	2.000%	4/1/28	12,800	12,948
2,3,4		Freddie Mac Gold Pool	2.500%	4/1/28–2/1/43	231,850	238,799
2,3,4		Freddie Mac Gold Pool	3.000%	12/1/26–4/1/43	474,403	492,378
2,3,4		Freddie Mac Gold Pool	3.500%	8/1/25–4/1/43	650,185	685,203
2,3,4		Freddie Mac Gold Pool	4.000%	7/1/13–4/1/43	755,220	803,532
2,3,4		Freddie Mac Gold Pool	4.500%	8/1/13–4/1/43	668,635	715,974
2,3,4		Freddie Mac Gold Pool	5.000%	4/1/17–5/1/43	530,286	571,046
2,3,4		Freddie Mac Gold Pool	5.500%	12/1/13–4/1/43	483,006	524,455
2,3,4		Freddie Mac Gold Pool	6.000%	4/1/13–4/1/43	285,967	313,089
2,3		Freddie Mac Gold Pool	6.500%	6/1/13–9/1/39	81,925	91,888
2,3		Freddie Mac Gold Pool	7.000%	6/1/15–12/1/38	20,194	23,039
2,3		Freddie Mac Gold Pool	7.500%	4/1/27–2/1/32	222	257
2,3		Freddie Mac Gold Pool	8.000%	1/1/27–11/1/31	263	304
2,3		Freddie Mac Gold Pool	8.500%	6/1/25	55	64
3,4		Ginnie Mae I Pool	3.000%	1/15/26–4/1/43	67,057	70,130
3,4		Ginnie Mae I Pool	3.500%	11/15/25–4/1/43	158,091	170,050
3,4		Ginnie Mae I Pool	4.000%	8/15/18–4/1/43	301,316	328,472
3,4		Ginnie Mae I Pool	4.500%	6/15/18–4/1/43	428,529	469,849
3,4		Ginnie Mae I Pool	5.000%	12/15/17–4/1/43	257,023	280,699
3,4		Ginnie Mae I Pool	5.500%	4/15/17–4/1/43	153,634	168,767
3,4		Ginnie Mae I Pool	6.000%	4/15/17–4/1/43	114,363	128,996
3		Ginnie Mae I Pool	6.500%	5/15/24–8/15/39	37,257	42,662

3	Ginnie Mae I Pool	7.000%	7/15/23–9/15/36	1,839	2,120
3	Ginnie Mae I Pool	7.500%	12/15/23	49	57
3	Ginnie Mae I Pool	8.000%	6/15/25–1/15/27	103	120
3	Ginnie Mae I Pool	9.000%	11/15/17–12/15/17	94	109
3	Ginnie Mae II Pool	2.500%	2/20/28–2/20/28	9,698	10,155
3,4	Ginnie Mae II Pool	3.000%	10/20/26–4/1/43	302,545	316,582
3,4	Ginnie Mae II Pool	3.500%	9/20/25–4/1/43	735,825	787,974
3,4	Ginnie Mae II Pool	4.000%	9/20/25–4/1/43	518,960	562,244
3,4	Ginnie Mae II Pool	4.500%	8/20/33–4/1/43	593,276	651,513
3	Ginnie Mae II Pool	5.000%	12/20/32–6/20/42	390,463	432,318
3	Ginnie Mae II Pool	5.500%	8/20/23–3/20/42	141,605	155,784
3	Ginnie Mae II Pool	6.000%	3/20/31–9/20/41	59,785	66,813
3	Ginnie Mae II Pool	6.500%	10/20/28–11/20/39	23,462	26,907
3	Ginnie Mae II Pool	7.000%	8/20/34–11/20/38	2,186	2,489
					16,852,305
Nonconventional Mortgage-Backed Securities (0.7%)
2,3,5	Fannie Mae Pool	1.859%	4/1/37	1,521	1,587
2,3	Fannie Mae Pool	2.209%	9/1/42	6,936	7,225
2,3	Fannie Mae Pool	2.225%	12/1/41	7,002	7,374
2,3,5	Fannie Mae Pool	2.235%	6/1/37	498	526
2,3	Fannie Mae Pool	2.245%	10/1/42	5,866	6,093
2,3,5	Fannie Mae Pool	2.354%	8/1/37	1,040	1,100
2,3,5	Fannie Mae Pool	2.392%	12/1/35	751	800
2,3,5	Fannie Mae Pool	2.435%	9/1/37	1,871	2,010
2,3	Fannie Mae Pool	2.534%	12/1/40	4,221	4,378
2,3,5	Fannie Mae Pool	2.551%	1/1/35	1,298	1,399
2,3,5	Fannie Mae Pool	2.554%	2/1/36	872	891
2,3	Fannie Mae Pool	2.555%	10/1/40	4,263	4,423
2,3	Fannie Mae Pool	2.612%	11/1/41	6,091	6,338
2,3	Fannie Mae Pool	2.619%	12/1/41	6,384	6,681
2,3,5	Fannie Mae Pool	2.627%	2/1/36	1,046	1,123
2,3,5	Fannie Mae Pool	2.651%	9/1/34	462	481
2,3,5	Fannie Mae Pool	2.667%	1/1/37	912	983
2,3	Fannie Mae Pool	2.696%	1/1/42	6,318	6,573
2,3,5	Fannie Mae Pool	2.712%	8/1/35	1,025	1,095
2,3,5	Fannie Mae Pool	2.747%	5/1/35	1,011	1,072
2,3	Fannie Mae Pool	2.784%	3/1/42	7,635	8,042
2,3,5	Fannie Mae Pool	2.810%	11/1/33	755	822
2,3,5	Fannie Mae Pool	2.818%	7/1/35–1/1/42	6,361	6,752
2,3	Fannie Mae Pool	2.829%	3/1/41	4,854	5,076
2,3	Fannie Mae Pool	2.880%	11/1/41	5,524	5,728
2,3	Fannie Mae Pool	2.918%	12/1/40	3,516	3,672
2,3	Fannie Mae Pool	2.969%	5/1/42	3,850	4,100
2,3	Fannie Mae Pool	3.018%	3/1/41	5,314	5,572
2,3	Fannie Mae Pool	3.024%	3/1/42	6,722	7,189
2,3	Fannie Mae Pool	3.039%	2/1/41	3,421	3,578
2,3	Fannie Mae Pool	3.052%	2/1/42	7,036	7,538
2,3	Fannie Mae Pool	3.114%	2/1/41	2,718	2,856
2,3	Fannie Mae Pool	3.142%	12/1/40	3,238	3,400
2,3	Fannie Mae Pool	3.151%	2/1/41	4,196	4,392
2,3	Fannie Mae Pool	3.177%	9/1/40	3,635	3,816
2,3,5	Fannie Mae Pool	3.179%	10/1/36	893	976
2,3	Fannie Mae Pool	3.184%	12/1/40	4,755	4,995
2,3	Fannie Mae Pool	3.214%	8/1/40	3,224	3,385
2,3	Fannie Mae Pool	3.237%	10/1/40	6,898	7,250
2,3	Fannie Mae Pool	3.265%	11/1/40	3,201	3,365
2,3	Fannie Mae Pool	3.267%	1/1/41	3,576	3,744

2,3	Fannie Mae Pool	3.289%	1/1/40	1,722	1,807
2,3	Fannie Mae Pool	3.390%	1/1/40	5,031	5,283
2,3	Fannie Mae Pool	3.401%	5/1/40	1,700	1,790
2,3	Fannie Mae Pool	3.441%	12/1/39	7,088	7,445
2,3	Fannie Mae Pool	3.488%	10/1/39	1,520	1,600
2,3	Fannie Mae Pool	3.505%	5/1/40	1,467	1,547
2,3	Fannie Mae Pool	3.539%	3/1/40	8,218	8,662
2,3	Fannie Mae Pool	3.551%	7/1/41	5,997	6,454
2,3	Fannie Mae Pool	3.580%	8/1/39	1,803	1,907
2,3	Fannie Mae Pool	3.592%	4/1/41	3,779	3,982
2,3	Fannie Mae Pool	3.594%	11/1/39	869	915
2,3	Fannie Mae Pool	3.634%	11/1/39	1,677	1,766
2,3	Fannie Mae Pool	3.647%	7/1/39	1,196	1,259
2,3	Fannie Mae Pool	3.699%	5/1/40	8,192	8,656
2,3	Fannie Mae Pool	3.786%	2/1/40	7,453	7,896
2,3	Fannie Mae Pool	3.818%	9/1/40	4,674	4,938
2,3	Fannie Mae Pool	4.202%	12/1/39	5,112	5,487
2,3,5	Fannie Mae Pool	4.417%	11/1/34	1,766	1,884
2,3,5	Fannie Mae Pool	4.494%	4/1/36	474	493
2,3,5	Fannie Mae Pool	4.626%	10/1/38	3,413	3,674
2,3	Fannie Mae Pool	4.908%	7/1/38	507	548
2,3	Fannie Mae Pool	4.974%	12/1/33	460	494
2,3	Fannie Mae Pool	5.028%	11/1/33	288	309
2,3	Fannie Mae Pool	5.057%	3/1/38	2,606	2,838
2,3	Fannie Mae Pool	5.220%	7/1/36	1,114	1,211
2,3	Fannie Mae Pool	5.259%	7/1/38	144	152
2,3	Fannie Mae Pool	5.498%	4/1/37	109	117
2,3	Fannie Mae Pool	5.573%	5/1/36	578	631
2,3	Fannie Mae Pool	5.672%	4/1/37	2,000	2,182
2,3	Fannie Mae Pool	5.755%	12/1/37	2,267	2,452
2,3	Fannie Mae Pool	5.930%	10/1/37	998	1,089
2,3	Fannie Mae Pool	5.996%	7/1/37	384	417
2,3	Fannie Mae Pool	6.059%	11/1/36	644	699
2,3,5	Fannie Mae Pool	6.074%	6/1/36	73	80
2,3	Fannie Mae Pool	6.170%	10/1/37	2,970	3,215
2,3,5	Freddie Mac Non Gold Pool	2.069%	6/1/37	536	551
2,3,5	Freddie Mac Non Gold Pool	2.120%	3/1/37	48	49
2,3,5	Freddie Mac Non Gold Pool	2.218%	7/1/35	657	697
2,3,5	Freddie Mac Non Gold Pool	2.261%	1/1/37	1,104	1,174
2,3,5	Freddie Mac Non Gold Pool	2.376%	11/1/34	1,218	1,315
2,3,5	Freddie Mac Non Gold Pool	2.445%	3/1/37	51	55
2,3	Freddie Mac Non Gold Pool	2.570%	2/1/42	3,143	3,250
2,3,5	Freddie Mac Non Gold Pool	2.602%	1/1/35	130	141
2,3	Freddie Mac Non Gold Pool	2.635%	12/1/40	4,289	4,458
2,3,5	Freddie Mac Non Gold Pool	2.688%	10/1/37	1,371	1,425
2,3	Freddie Mac Non Gold Pool	2.704%	12/1/40	7,726	8,042
2,3,5	Freddie Mac Non Gold Pool	2.720%	12/1/34	732	761
2,3	Freddie Mac Non Gold Pool	2.731%	11/1/40	1,567	1,633
2,3,5	Freddie Mac Non Gold Pool	2.747%	12/1/35	712	745
2,3,5	Freddie Mac Non Gold Pool	2.770%	12/1/36	1,117	1,169
2,3	Freddie Mac Non Gold Pool	2.803%	1/1/41	5,306	5,513
2,3,5	Freddie Mac Non Gold Pool	2.824%	6/1/37	1,059	1,140
2,3,5	Freddie Mac Non Gold Pool	2.864%	4/1/35	69	74
2,3	Freddie Mac Non Gold Pool	2.926%	2/1/41	5,677	5,952
2,3	Freddie Mac Non Gold Pool	2.953%	2/1/41	2,441	2,559
2,3,5	Freddie Mac Non Gold Pool	3.020%	8/1/37	1,384	1,494
2,3	Freddie Mac Non Gold Pool	3.073%	3/1/41	1,977	2,076

2,3	Freddie Mac Non Gold Pool	3.087%	6/1/41	2,271	2,386
2,3	Freddie Mac Non Gold Pool	3.139%	11/1/40	3,936	4,135
2,3	Freddie Mac Non Gold Pool	3.265%	6/1/40	1,745	1,834
2,3	Freddie Mac Non Gold Pool	3.346%	5/1/40	1,179	1,242
2,3	Freddie Mac Non Gold Pool	3.416%	4/1/40	4,150	4,365
2,3	Freddie Mac Non Gold Pool	3.423%	3/1/42	6,921	7,487
2,3	Freddie Mac Non Gold Pool	3.453%	5/1/40	1,310	1,379
2,3	Freddie Mac Non Gold Pool	3.496%	8/1/40	4,654	4,867
2,3	Freddie Mac Non Gold Pool	3.554%	11/1/39	5,174	5,453
2,3	Freddie Mac Non Gold Pool	3.609%	6/1/40	5,824	6,154
2,3	Freddie Mac Non Gold Pool	3.628%	1/1/40	2,290	2,414
2,3	Freddie Mac Non Gold Pool	3.645%	6/1/40	2,596	2,743
2,3	Freddie Mac Non Gold Pool	3.675%	9/1/40	4,513	4,776
2,3	Freddie Mac Non Gold Pool	4.007%	3/1/40	7,144	7,569
2,3	Freddie Mac Non Gold Pool	4.733%	5/1/38	348	374
2,3	Freddie Mac Non Gold Pool	4.892%	12/1/35	4,156	4,336
2,3	Freddie Mac Non Gold Pool	5.015%	10/1/36	1,594	1,676
2,3	Freddie Mac Non Gold Pool	5.048%	7/1/38	1,281	1,384
2,3	Freddie Mac Non Gold Pool	5.254%	3/1/38	2,004	2,184
2,3	Freddie Mac Non Gold Pool	5.353%	3/1/37	390	422
2,3	Freddie Mac Non Gold Pool	5.465%	3/1/37	187	194
2,3	Freddie Mac Non Gold Pool	5.493%	2/1/36	584	626
2,3	Freddie Mac Non Gold Pool	5.494%	1/1/38	824	893
2,3	Freddie Mac Non Gold Pool	5.735%	3/1/37	828	898
2,3	Freddie Mac Non Gold Pool	5.739%	9/1/37	1,181	1,291
2,3	Freddie Mac Non Gold Pool	5.743%	11/1/36	298	304
2,3	Freddie Mac Non Gold Pool	5.745%	5/1/36	991	1,043
2,3	Freddie Mac Non Gold Pool	5.780%	10/1/37	23	25
2,3	Freddie Mac Non Gold Pool	5.816%	6/1/37	1,206	1,309
2,3	Freddie Mac Non Gold Pool	5.827%	5/1/37	4,154	4,538
2,3	Freddie Mac Non Gold Pool	5.994%	12/1/36	537	583
2,3	Freddie Mac Non Gold Pool	6.025%	1/1/37	426	462
2,3	Freddie Mac Non Gold Pool	6.125%	12/1/36	808	883
2,3	Freddie Mac Non Gold Pool	6.183%	8/1/37	427	466
2,3	Freddie Mac Non Gold Pool	6.402%	2/1/37	361	394
3,5	Ginnie Mae II Pool	1.750%	6/20/29	54	56
3	Ginnie Mae II Pool	2.500%	11/20/40–1/20/42	42,203	44,302
3	Ginnie Mae II Pool	3.000%	12/20/40–11/20/41	21,121	22,157
3,5	Ginnie Mae II Pool	3.500%	10/20/39–8/20/41	16,420	17,409
3	Ginnie Mae II Pool	3.750%	1/20/40	4,918	5,147
3	Ginnie Mae II Pool	4.000%	9/20/39–10/20/41	24,132	25,433
3	Ginnie Mae II Pool	5.000%	7/20/38–10/20/38	769	801
					492,946
Total U.S. Government and Agency Obligations (Cost $48,673,990)					49,899,727
Asset-Backed/Commercial Mortgage-Backed Securities (2.2%)
3	AEP Texas Central Transition Funding II LLC
	2006-A	5.170%	1/1/18	1,992	2,298
3	Ally Auto Receivables Trust 2011-2	1.980%	4/15/16	3,900	3,966
3	Ally Auto Receivables Trust 2012-5	0.850%	1/16/18	3,305	3,311
3	AmeriCredit Automobile Receivables Trust
	2012-1	1.230%	9/8/16	825	831
3	AmeriCredit Automobile Receivables Trust
	2013-1	0.610%	10/10/17	1,029	1,029
3	Banc of America Commercial Mortgage Trust
	2004-2	4.153%	11/10/38	1,409	1,431

3 Banc of America Commercial Mortgage Trust
2004-3	5.563%	6/10/39	4,857	5,061
3 Banc of America Commercial Mortgage Trust
2004-4	4.877%	7/10/42	14,840	15,293
3 Banc of America Commercial Mortgage Trust
2005-1	5.077%	11/10/42	5,310	5,383
3 Banc of America Commercial Mortgage Trust
2005-2	4.857%	7/10/43	460	500
3 Banc of America Commercial Mortgage Trust
2005-3	4.727%	7/10/43	1,655	1,807
3 Banc of America Commercial Mortgage Trust
2005-5	5.115%	10/10/45	5,265	5,816
3 Banc of America Commercial Mortgage Trust
2005-6	5.188%	9/10/47	2,623	2,914
3 Banc of America Commercial Mortgage Trust
2005-6	5.188%	9/10/47	1,500	1,677
3 Banc of America Commercial Mortgage Trust
2006-1	5.372%	9/10/45	9,085	10,281
3 Banc of America Commercial Mortgage Trust
2006-1	5.421%	9/10/45	247	274
3 Banc of America Commercial Mortgage Trust
2006-2	5.727%	5/10/45	7,560	8,486
3 Banc of America Commercial Mortgage Trust
2006-2	5.762%	5/10/45	1,380	1,451
3 Banc of America Commercial Mortgage Trust
2006-3	5.889%	7/10/44	400	450
3 Banc of America Commercial Mortgage Trust
2006-4	5.634%	7/10/46	16,720	18,697
3 Banc of America Commercial Mortgage Trust
2006-5	5.414%	9/10/47	5,210	5,909
3 Banc of America Commercial Mortgage Trust
2006-5	5.448%	9/10/47	890	962
3 Banc of America Commercial Mortgage Trust
2007-1	5.482%	1/15/49	3,215	3,508
3 Banc of America Commercial Mortgage Trust
2007-2	5.609%	4/10/49	450	520
3 Banc of America Commercial Mortgage Trust
2008-1	6.194%	2/10/51	12,600	15,038
3 Bear Stearns Commercial Mortgage Securities
Trust 2002-TOP8	4.830%	8/15/38	405	405
3 Bear Stearns Commercial Mortgage Securities
Trust 2003-TOP12	4.680%	8/13/39	6,287	6,358
3 Bear Stearns Commercial Mortgage Securities
Trust 2004-PWR6	4.825%	11/11/41	275	288
3 Bear Stearns Commercial Mortgage Securities
Trust 2004-PWR6	4.868%	11/11/41	990	1,035
3 Bear Stearns Commercial Mortgage Securities
Trust 2004-TOP14	5.200%	1/12/41	1,272	1,302
3 Bear Stearns Commercial Mortgage Securities
Trust 2005-PWR10	5.405%	12/11/40	5,720	6,319
3 Bear Stearns Commercial Mortgage Securities
Trust 2005-PWR8	4.750%	6/11/41	1,970	2,083
3 Bear Stearns Commercial Mortgage Securities
Trust 2005-TOP18	4.933%	2/13/42	1,975	2,135
3 Bear Stearns Commercial Mortgage Securities
Trust 2005-TOP20	5.147%	10/12/42	5,515	6,168

3 Bear Stearns Commercial Mortgage Securities
Trust 2006-PWR11	5.450%	3/11/39	11,300	12,784
3 Bear Stearns Commercial Mortgage Securities
Trust 2006-PWR12	5.718%	9/11/38	1,800	2,059
3 Bear Stearns Commercial Mortgage Securities
Trust 2006-PWR12	5.757%	9/11/38	2,225	2,502
3 Bear Stearns Commercial Mortgage Securities
Trust 2006-PWR13	5.582%	9/11/41	1,125	1,292
3 Bear Stearns Commercial Mortgage Securities
Trust 2006-TOP22	5.581%	4/12/38	8,400	9,427
3 Bear Stearns Commercial Mortgage Securities
Trust 2006-TOP22	5.581%	4/12/38	1,500	1,676
3 Bear Stearns Commercial Mortgage Securities
Trust 2006-TOP24	5.568%	10/12/41	3,675	4,197
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-PWR16	5.663%	6/11/40	3,599	3,674
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-PWR16	5.715%	6/11/40	3,200	3,717
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-PWR17	5.694%	6/11/50	14,821	17,608
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-PWR17	5.893%	6/11/50	3,885	4,580
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-PWR18	5.613%	6/11/50	1,525	1,555
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-PWR18	5.700%	6/11/50	6,625	7,777
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-TOP26	5.471%	1/12/45	3,102	3,633
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-TOP26	5.513%	1/12/45	2,475	2,755
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-TOP28	5.742%	9/11/42	8,100	9,553
3 Bear Stearns Commercial Mortgage Securities
Trust 2007-TOP28	5.793%	9/11/42	1,547	1,602
3 Capital Auto Receivables Asset Trust 2013-1	0.790%	6/20/17	2,058	2,058
3 Capital One Multi-asset Execution Trust 2006-
A3	5.050%	12/17/18	12,975	14,561
3 Capital One Multi-asset Execution Trust 2007-
A7	5.750%	7/15/20	7,190	8,679
3 CarMax Auto Owner Trust 2012-3	0.790%	4/16/18	1,320	1,321
3 CD 2005-CD1 Commercial Mortgage Trust	5.218%	7/15/44	7,550	8,370
3 CD 2005-CD1 Commercial Mortgage Trust	5.218%	7/15/44	2,475	2,738
3 CD 2006-CD3 Mortgage Trust	5.617%	10/15/48	15,021	16,984
3 CD 2006-CD3 Mortgage Trust	5.648%	10/15/48	4,150	4,733
3 CD 2007-CD4 Commercial Mortgage Trust	5.205%	12/11/49	2,546	2,545
3 CD 2007-CD4 Commercial Mortgage Trust	5.322%	12/11/49	6,395	7,315
3 CD 2007-CD5 Mortgage Trust	5.886%	11/15/44	6,944	8,231
3 CenterPoint Energy Transition Bond Co. IV,
LLC 2012-1	3.028%	10/15/25	5,300	5,650
3 Chase Issuance Trust 2008-A11	5.400%	7/15/15	3,325	3,373
3 Chase Issuance Trust 2012-A5	0.590%	8/15/17	3,404	3,403
3 Chase Issuance Trust 2012-A7	2.160%	9/16/24	10,260	10,109
3 Citibank Credit Card Issuance Trust 2003-A7	4.150%	7/7/17	4,676	5,060
3 Citibank Credit Card Issuance Trust 2004-A8	4.900%	12/12/16	6,116	6,572
3 Citibank Credit Card Issuance Trust 2005-A2	4.850%	3/10/17	2,975	3,226
3 Citibank Credit Card Issuance Trust 2005-A9	5.100%	11/20/17	11,399	12,705
3 Citibank Credit Card Issuance Trust 2007-A8	5.650%	9/20/19	7,150	8,568

3	Citibank Credit Card Issuance Trust 2008-A1	5.350%	2/7/20	6,114	7,358
3	Citibank Credit Card Issuance Trust 2009-A4	4.900%	6/23/16	7,800	8,205
3	Citigroup Commercial Mortgage Trust 2004-
	C2	4.623%	10/15/41	589	588
3	Citigroup Commercial Mortgage Trust 2005-
	C3	4.830%	5/15/43	3,520	3,777
3	Citigroup Commercial Mortgage Trust 2006-
	C4	5.741%	3/15/49	7,075	7,984
3	Citigroup Commercial Mortgage Trust 2006-
	C4	5.741%	3/15/49	2,000	2,250
3	Citigroup Commercial Mortgage Trust 2006-
	C5	5.431%	10/15/49	2,275	2,561
3	Citigroup Commercial Mortgage Trust 2006-
	C5	5.462%	10/15/49	1,435	1,618
3	Citigroup Commercial Mortgage Trust 2007-
	C6	5.697%	12/10/49	9,145	10,746
3	Citigroup Commercial Mortgage Trust 2008-
	C7	6.053%	12/10/49	11,348	13,602
3	Citigroup Commercial Mortgage Trust 2012-
	GC8	3.024%	9/10/45	3,950	4,050
3	COBALT CMBS Commercial Mortgage Trust
	2007-C2	5.484%	4/15/47	1,975	2,252
3	COBALT CMBS Commercial Mortgage Trust
	2007-C3	5.811%	5/15/46	6,645	7,812
3	COMM 2003-LNB1 Mortgage Trust	4.084%	6/10/38	640	640
3	COMM 2004-LNB2 Mortgage Trust	4.715%	3/10/39	7,935	8,107
3	COMM 2005-C6 Mortgage Trust	5.116%	6/10/44	11,980	13,284
3	COMM 2006-C7 Mortgage Trust	5.748%	6/10/46	11,500	13,005
3	COMM 2006-C7 Mortgage Trust	5.773%	6/10/46	1,815	2,020
3	COMM 2006-C8 Mortgage Trust	5.248%	12/10/46	621	623
3	COMM 2007-C9 Mortgage Trust	5.800%	12/10/49	7,325	8,725
3	COMM 2012-CCRE2 Mortgage Trust	3.147%	8/15/45	1,285	1,333
3	COMM 2012-CCRE3 Mortgage Trust	2.822%	11/15/45	5,000	5,034
3	COMM 2012-CCRE4 Mortgage Trust	2.853%	10/15/45	6,200	6,268
3	COMM 2012-CCRE5 Mortgage Trust	2.771%	12/10/45	1,500	1,501
3	COMM 2013-CCRE6 Mortgage Trust	3.101%	3/10/46	1,744	1,790
3	COMM 2013-LC6 Mortgage Trust	2.941%	1/10/46	3,931	4,033
3	COMM 2013-LC6 Mortgage Trust	3.282%	1/10/46	2,184	2,241
3,6Commercial Mortgages Lease-Backed
	Certificates Series 2001-CMLB-1	6.746%	6/20/31	1,636	1,723
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.407%	2/15/39	10,725	12,051
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.407%	2/15/39	2,800	3,104
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C1	5.407%	2/15/39	2,225	2,438
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C3	5.804%	6/15/38	5,675	6,355
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C3	5.804%	6/15/38	2,700	3,024
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C4	5.509%	9/15/39	550	605
3	Credit Suisse Commercial Mortgage Trust
	Series 2006-C5	5.311%	12/15/39	7,455	8,360
3	Credit Suisse Commercial Mortgage Trust
	Series 2007-C1	5.383%	2/15/40	2,830	3,124

3 Credit Suisse Commercial Mortgage Trust
Series 2007-C3	5.680%	6/15/39	12,160	14,042
3 CSFB Commercial Mortgage Trust 2004-C1	4.750%	1/15/37	6,383	6,492
3 CSFB Commercial Mortgage Trust 2005-C1	5.014%	2/15/38	5,850	6,173
3 CSFB Commercial Mortgage Trust 2005-C1	5.075%	2/15/38	2,009	2,160
3 CSFB Commercial Mortgage Trust 2005-C4	5.190%	8/15/38	1,375	1,500
3 CSFB Commercial Mortgage Trust 2005-C5	5.100%	8/15/38	6,775	7,334
3 CSFB Commercial Mortgage Trust 2005-C5	5.100%	8/15/38	520	566
3 CSFB Commercial Mortgage Trust 2005-C6	5.230%	12/15/40	1,525	1,643
3 Discover Card Execution Note Trust 2007-A1	5.650%	3/16/20	9,453	11,379
3 Discover Card Execution Note Trust 2008-A4	5.650%	12/15/15	12,320	12,452
3 Ford Credit Auto Owner Trust 2009-E	2.420%	11/15/14	1,347	1,353
3 Ford Credit Auto Owner Trust 2010-A	2.150%	6/15/15	6,508	6,552
3 Ford Credit Auto Owner Trust 2011-A	1.650%	5/15/16	1,000	1,011
3 Ford Credit Auto Owner Trust 2012-A	1.150%	6/15/17	3,525	3,571
3 Ford Credit Auto Owner Trust 2012-B	0.720%	12/15/16	500	501
3 Ford Credit Auto Owner Trust 2013-A	0.550%	7/15/17	2,761	2,760
3 GE Capital Credit Card Master Note Trust
Series 2012-7	1.760%	9/15/22	5,644	5,696
3 GE Commercial Mortgage Corp. Series 2003-
C2 Trust	5.145%	7/10/37	1,508	1,515
3 GE Commercial Mortgage Corp. Series 2005-
C3 Trust	4.974%	7/10/45	4,460	4,838
3 GE Commercial Mortgage Corp. Series 2005-
C4 Trust	5.306%	11/10/45	2,725	3,005
3 GE Commercial Mortgage Corp. Series 2006-
C1 Trust	5.293%	3/10/44	2,825	3,178
3 GE Commercial Mortgage Corp. Series 2006-
C1 Trust	5.293%	3/10/44	12,475	13,773
3 GE Commercial Mortgage Corp. Series 2007-
C1 Trust	5.543%	12/10/49	4,300	4,886
3 GMAC Commercial Mortgage Securities Inc.
Series 2004-C1 Trust	4.908%	3/10/38	825	847
3 GMAC Commercial Mortgage Securities Inc.
Series 2004-C3 Trust	4.864%	12/10/41	3,175	3,352
3 GMAC Commercial Mortgage Securities Inc.
Series 2005-C1 Trust	4.754%	5/10/43	1,055	1,138
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2003-C2	4.915%	1/5/36	3,949	3,996
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2004-GG1	5.317%	6/10/36	4,736	4,871
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2005-GG3	4.799%	8/10/42	12,827	13,735
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2005-GG3	4.859%	8/10/42	1,775	1,900
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2005-GG5	5.224%	4/10/37	7,925	8,661
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2005-GG5	5.311%	4/10/37	1,900	2,080
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2006-GG7	5.866%	7/10/38	2,275	2,562
3 Greenwich Capital Commercial Funding Corp.
Commercial Mortgage Trust 2007-GG9	5.475%	3/10/39	640	715
3 GS Mortgage Securities Trust 2004-GG2	5.396%	8/10/38	8,575	8,930
3 GS Mortgage Securities Trust 2006-GG6	5.506%	4/10/38	2,062	2,145
3 GS Mortgage Securities Trust 2006-GG6	5.553%	4/10/38	8,350	9,234
3 GS Mortgage Securities Trust 2006-GG6	5.622%	4/10/38	1,725	1,920

3 GS Mortgage Securities Trust 2011-GC5	3.707%	8/10/44	1,500	1,631
3 GS Mortgage Securities Trust 2012-GC6	3.482%	1/10/45	6,250	6,720
3 GS Mortgage Securities Trust 2012-GCJ7	3.377%	5/10/45	3,825	4,055
3 GS Mortgage Securities Trust 2012-GCJ9	2.773%	11/10/45	2,955	2,945
3 GS Mortgage Securities Trust 2013-GC10	2.943%	2/10/46	3,494	3,583
3 GS Mortgage Securities Trust 2013-GC10	3.279%	2/10/46	1,310	1,343
3 Honda Auto Receivables 2011-1 Owner Trust	1.800%	4/17/17	1,475	1,492
3 Honda Auto Receivables 2012-4 Owner Trust	0.660%	12/18/18	2,950	2,952
3 Honda Auto Receivables Owner Trust 2013-1	0.480%	11/21/16	3,433	3,429
3 Honda Auto Receivables Owner Trust 2013-1	0.620%	3/21/19	2,746	2,741
3 Hyundai Auto Receivables Trust 2012-C	0.730%	6/15/18	2,000	2,002
3 Hyundai Auto Receivables Trust 2013-A	0.560%	7/17/17	2,620	2,620
3 Hyundai Auto Receivables Trust 2013-A	0.750%	9/17/18	4,367	4,364
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2003-CIBC6	5.255%	7/12/37	264	265
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2003-CIBC7	4.879%	1/12/38	10,471	10,631
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2004-CIBC10	4.654%	1/12/37	947	949
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2004-CIBC8	4.404%	1/12/39	4,592	4,695
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2004-CIBC9	5.585%	6/12/41	10,471	10,971
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-CIBC11	5.364%	8/12/37	800	872
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-CIBC13	5.339%	1/12/43	1,000	1,080
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP2	4.780%	7/15/42	1,535	1,668
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP4	4.918%	10/15/42	11,600	12,491
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.201%	12/15/44	7,391	8,158
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.243%	12/15/44	1,480	1,659
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2005-LDP5	5.322%	12/15/44	585	636
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CIBC14	5.451%	12/12/44	1,100	1,209
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-CIBC16	5.593%	5/12/45	4,180	4,720
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP6	5.475%	4/15/43	3,291	3,672
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.871%	4/15/45	10,290	11,674
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.871%	4/15/45	2,360	2,680
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP7	5.871%	4/15/45	1,355	1,450
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP8	5.440%	5/15/45	1,720	1,935
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2006-LDP8	5.447%	5/15/45	4,715	4,874
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC18	5.440%	6/12/47	6,510	7,490
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC20	5.794%	2/12/51	19,976	23,638

3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-CIBC20	5.883%	2/12/51	1,400	1,651
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-LDP11	5.807%	6/15/49	5,610	6,485
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2007-LDP12	5.882%	2/15/51	6,620	7,764
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C6	3.507%	5/15/45	4,875	5,295
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-C8	2.829%	10/15/45	11,575	11,659
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-CIBX	3.483%	6/15/45	3,816	4,104
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2012-LC9	2.840%	12/15/47	2,250	2,266
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.143%	12/15/47	1,389	1,429
3 JP Morgan Chase Commercial Mortgage
Securities Trust 2013-C10	3.372%	12/15/47	1,042	1,070
3 LB-UBS Commercial Mortgage Trust 2003-C5	4.685%	7/15/32	202	202
3 LB-UBS Commercial Mortgage Trust 2003-C7	4.931%	9/15/35	5,778	5,818
3 LB-UBS Commercial Mortgage Trust 2003-C8	5.124%	11/15/32	4,618	4,679
3 LB-UBS Commercial Mortgage Trust 2004-C7	4.786%	10/15/29	6,975	7,265
3 LB-UBS Commercial Mortgage Trust 2005-C1	4.742%	2/15/30	4,850	5,114
3 LB-UBS Commercial Mortgage Trust 2005-C2	5.150%	4/15/30	2,845	3,075
3 LB-UBS Commercial Mortgage Trust 2005-C5	5.057%	9/15/40	750	805
3 LB-UBS Commercial Mortgage Trust 2005-C7	5.197%	11/15/30	6,855	7,514
3 LB-UBS Commercial Mortgage Trust 2006-C1	5.217%	2/15/31	3,588	3,968
3 LB-UBS Commercial Mortgage Trust 2006-C3	5.661%	3/15/39	15,740	17,875
3 LB-UBS Commercial Mortgage Trust 2006-C4	5.866%	6/15/38	6,900	7,853
3 LB-UBS Commercial Mortgage Trust 2006-C6	5.372%	9/15/39	10,060	11,520
3 LB-UBS Commercial Mortgage Trust 2006-C6	5.413%	9/15/39	1,176	1,345
3 LB-UBS Commercial Mortgage Trust 2006-C7	5.347%	11/15/38	1,150	1,300
3 LB-UBS Commercial Mortgage Trust 2006-C7	5.378%	11/15/38	1,585	1,760
3 LB-UBS Commercial Mortgage Trust 2007-C1	5.424%	2/15/40	3,900	4,418
3 LB-UBS Commercial Mortgage Trust 2007-C2	5.430%	2/15/40	7,800	8,811
3 LB-UBS Commercial Mortgage Trust 2007-C7	5.866%	9/15/45	12,345	14,234
3 LB-UBS Commercial Mortgage Trust 2008-C1	6.153%	4/15/41	13,125	15,713
3 LB-UBS Commercial Mortgage Trust 2008-C1	6.153%	4/15/41	1,970	2,319
3 Merrill Lynch Mortgage Trust 2003-KEY1	5.236%	11/12/35	5,026	5,114
3 Merrill Lynch Mortgage Trust 2005-CIP1	5.107%	7/12/38	811	874
3 Merrill Lynch Mortgage Trust 2005-LC1	5.291%	1/12/44	8,623	9,562
3 Merrill Lynch Mortgage Trust 2005-MCP1	4.747%	6/12/43	1,705	1,818
3 Merrill Lynch Mortgage Trust 2006-C1	5.686%	5/12/39	9,440	10,852
3 Merrill Lynch Mortgage Trust 2006-C1	5.686%	5/12/39	625	701
3 Merrill Lynch Mortgage Trust 2006-C2	5.782%	8/12/43	1,965	2,217
3 Merrill Lynch Mortgage Trust 2007-C1	5.850%	6/12/50	15,155	17,714
3 Merrill Lynch Mortgage Trust 2008-C1	5.690%	2/12/51	7,450	8,733
3 ML-CFC Commercial Mortgage Trust 2006-2	5.891%	6/12/46	13,410	15,303
3 ML-CFC Commercial Mortgage Trust 2006-3	5.456%	7/12/46	300	335
3 ML-CFC Commercial Mortgage Trust 2006-4	5.204%	12/12/49	1,225	1,371
3 ML-CFC Commercial Mortgage Trust 2007-5	5.378%	8/12/48	7,615	8,668
3 ML-CFC Commercial Mortgage Trust 2007-9	5.590%	9/12/49	780	780
3 ML-CFC Commercial Mortgage Trust 2007-9	5.700%	9/12/49	10,995	12,923
3 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C5	3.176%	8/15/45	1,600	1,664
3 Morgan Stanley Bank of America Merrill Lynch
Trust 2012-C6	2.858%	11/15/45	4,000	4,045

3 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	2.918%	2/15/46	1,707	1,726
3 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C7	3.214%	2/15/46	341	346
3 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C8	3.134%	12/15/48	2,100	2,187
3 Morgan Stanley Bank of America Merrill Lynch
Trust 2013-C8	3.376%	12/15/48	1,000	1,042
3 Morgan Stanley Capital I Trust 2003-IQ6	4.970%	12/15/41	6,773	6,884
3 Morgan Stanley Capital I Trust 2004-HQ4	4.970%	4/14/40	4,040	4,190
3 Morgan Stanley Capital I Trust 2004-IQ8	5.110%	6/15/40	8,674	9,000
3 Morgan Stanley Capital I Trust 2004-TOP13	4.660%	9/13/45	2,444	2,485
3 Morgan Stanley Capital I Trust 2004-TOP15	5.030%	6/13/41	318	319
3 Morgan Stanley Capital I Trust 2004-TOP15	5.270%	6/13/41	2,185	2,255
3 Morgan Stanley Capital I Trust 2005-HQ5	5.168%	1/14/42	1,500	1,586
3 Morgan Stanley Capital I Trust 2005-HQ6	4.989%	8/13/42	13,445	14,493
3 Morgan Stanley Capital I Trust 2005-HQ6	5.073%	8/13/42	1,595	1,699
3 Morgan Stanley Capital I Trust 2005-HQ7	5.210%	11/14/42	7,950	8,786
3 Morgan Stanley Capital I Trust 2005-IQ10	5.230%	9/15/42	11,020	12,030
3 Morgan Stanley Capital I Trust 2005-IQ9	4.770%	7/15/56	1,345	1,474
3 Morgan Stanley Capital I Trust 2005-TOP17	4.780%	12/13/41	6,322	6,720
3 Morgan Stanley Capital I Trust 2005-TOP17	4.840%	12/13/41	515	547
3 Morgan Stanley Capital I Trust 2005-TOP19	4.985%	6/12/47	1,580	1,713
3 Morgan Stanley Capital I Trust 2006-HQ10	5.328%	11/12/41	7,915	9,104
3 Morgan Stanley Capital I Trust 2006-HQ10	5.360%	11/12/41	2,626	2,925
3 Morgan Stanley Capital I Trust 2006-HQ8	5.421%	3/12/44	11,925	13,234
3 Morgan Stanley Capital I Trust 2006-HQ8	5.470%	3/12/44	2,503	2,824
3 Morgan Stanley Capital I Trust 2006-HQ9	5.773%	7/12/44	3,425	3,933
3 Morgan Stanley Capital I Trust 2006-HQ9	5.793%	7/12/44	1,475	1,665
3 Morgan Stanley Capital I Trust 2006-IQ11	5.679%	10/15/42	4,080	4,633
3 Morgan Stanley Capital I Trust 2006-IQ11	5.683%	10/15/42	225	259
3 Morgan Stanley Capital I Trust 2006-IQ11	5.683%	10/15/42	1,750	1,943
3 Morgan Stanley Capital I Trust 2006-IQ12	5.332%	12/15/43	8,360	9,581
3 Morgan Stanley Capital I Trust 2006-TOP21	5.090%	10/12/52	32	32
3 Morgan Stanley Capital I Trust 2006-TOP21	5.204%	10/12/52	2,775	3,080
3 Morgan Stanley Capital I Trust 2006-TOP23	5.819%	8/12/41	775	900
3 Morgan Stanley Capital I Trust 2007-IQ14	5.654%	4/15/49	1,172	1,260
3 Morgan Stanley Capital I Trust 2007-IQ14	5.692%	4/15/49	9,610	11,175
3 Morgan Stanley Capital I Trust 2007-IQ16	5.809%	12/12/49	9,518	11,220
3 Morgan Stanley Capital I Trust 2007-IQ16	6.096%	12/12/49	1,975	2,349
3 Morgan Stanley Capital I Trust 2007-TOP25	5.514%	11/12/49	1,280	1,471
3 Morgan Stanley Capital I Trust 2007-TOP25	5.544%	11/12/49	1,650	1,847
3 Morgan Stanley Capital I Trust 2007-TOP27	5.651%	6/11/42	9,205	10,856
3 Morgan Stanley Capital I Trust 2007-TOP27	5.651%	6/11/42	2,475	2,844
3 Morgan Stanley Capital I Trust 2008-TOP29	6.275%	1/11/43	17,980	22,016
3 Morgan Stanley Capital I Trust 2012-C4	3.244%	3/15/45	6,000	6,352
3 Morgan Stanley Dean Witter Capital I Trust
2001-TOP3	6.390%	7/15/33	27	27
3 Nissan Auto Receivables 2012-B Owner Trust	0.660%	12/17/18	2,655	2,654
3 Nissan Auto Receivables 2013-A Owner Trust	0.500%	5/15/17	3,072	3,070
3 Nissan Auto Receivables 2013-A Owner Trust	0.750%	7/15/19	6,100	6,098
6 Northern Rock Asset Management plc	5.625%	6/22/17	1,075	1,246
3 PSE&G Transition Funding LLC Series 2001-1	6.890%	12/15/17	6,975	7,858
3 PSNH Funding LLC 2001-1	6.480%	5/1/15	25	25
3 Royal Bank of Canada	0.625%	12/5/16	5,000	4,994
Royal Bank of Canada	1.200%	9/19/17	11,600	11,645

3 Santander Drive Auto Receivables Trust 2013-
1	0.620%	6/15/17	2,731	2,727
3 Santander Drive Auto Receivables Trust 2013-
2	0.700%	9/15/17	3,480	3,477
3 TIAA Seasoned Commercial Mortgage Trust
2007-C4	5.539%	8/15/39	1,385	1,563
3 Toyota Auto Receivables 2012-A Owner Trust	0.990%	8/15/17	5,668	5,722
3 UBS-Barclays Commercial Mortgage Trust
2013-C5	3.185%	3/10/46	2,770	2,863
3 Volkswagen Auto Loan Enhanced Trust 2012-
1	1.150%	7/20/18	6,480	6,568
3 Wachovia Bank Commercial Mortgage Trust
Series 2003-C6	5.125%	8/15/35	792	797
3 Wachovia Bank Commercial Mortgage Trust
Series 2003-C8	4.964%	11/15/35	4,556	4,627
3 Wachovia Bank Commercial Mortgage Trust
Series 2004-C10	4.748%	2/15/41	6,793	6,952
3 Wachovia Bank Commercial Mortgage Trust
Series 2004-C12	5.308%	7/15/41	11,150	11,570
3 Wachovia Bank Commercial Mortgage Trust
Series 2004-C15	4.803%	10/15/41	10,325	10,878
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C17	5.083%	3/15/42	7,030	7,583
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C17	5.224%	3/15/42	625	675
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.699%	5/15/44	4,900	5,343
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.750%	5/15/44	665	720
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C19	4.793%	5/15/44	1,350	1,480
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C20	5.118%	7/15/42	3,520	3,885
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C21	5.241%	10/15/44	535	584
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C21	5.241%	10/15/44	15,645	17,185
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C22	5.283%	12/15/44	10,300	11,400
3 Wachovia Bank Commercial Mortgage Trust
Series 2005-C22	5.333%	12/15/44	475	530
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C25	5.734%	5/15/43	7,320	8,370
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C26	5.965%	6/15/45	475	539
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C27	5.765%	7/15/45	7,087	7,872
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C28	5.679%	10/15/48	2,397	2,556
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C29	5.313%	11/15/48	5,268	5,396
3 Wachovia Bank Commercial Mortgage Trust
Series 2006-C29	5.339%	11/15/48	2,400	2,728
3 Wells Fargo Commercial Mortgage Trust
2012-LC5	2.918%	10/15/45	1,975	1,999
3 WFRBS Commercial Mortgage Trust 2012-
C10	2.875%	12/15/45	2,500	2,517

3 WFRBS Commercial Mortgage Trust 2012-C6	3.440%	4/15/45	3,875	4,118
3 WFRBS Commercial Mortgage Trust 2012-C7	3.431%	6/15/45	3,411	3,604
3 WFRBS Commercial Mortgage Trust 2012-C7	4.090%	6/15/45	2,200	2,404
3 WFRBS Commercial Mortgage Trust 2012-C8	3.001%	8/15/45	1,600	1,632
3 WFRBS Commercial Mortgage Trust 2012-C9	2.870%	11/15/45	3,300	3,338
3 WFRBS Commercial Mortgage Trust 2013-
C11	3.071%	3/15/45	2,414	2,501
3 WFRBS Commercial Mortgage Trust 2013-
C12	3.198%	3/15/48	1,045	1,080
3 WFRBS Commercial Mortgage Trust 2013-
C12	3.560%	3/15/48	495	511
3 World Omni Auto Receivables Trust 2012-B	0.810%	1/15/19	1,817	1,819
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,372,038)				1,564,229
Corporate Bonds (21.8%)
Finance (7.3%)
Banking (4.7%)
Abbey National Treasury Services plc	2.875%	4/25/14	2,475	2,514
Abbey National Treasury Services plc	4.000%	4/27/16	3,635	3,876
American Express Bank FSB	6.000%	9/13/17	1,275	1,524
American Express Centurion Bank	0.875%	11/13/15	500	500
American Express Centurion Bank	5.950%	6/12/17	650	769
American Express Centurion Bank	6.000%	9/13/17	12,700	15,136
American Express Co.	7.250%	5/20/14	1,650	1,772
American Express Co.	5.500%	9/12/16	1,025	1,173
American Express Co.	6.150%	8/28/17	2,715	3,249
American Express Co.	7.000%	3/19/18	15,044	18,797
American Express Co.	2.650%	12/2/22	4,340	4,256
American Express Co.	4.050%	12/3/42	3,437	3,305
3 American Express Co.	6.800%	9/1/66	2,825	3,030
American Express Credit Corp.	5.125%	8/25/14	5,990	6,364
American Express Credit Corp.	1.750%	6/12/15	1,525	1,558
American Express Credit Corp.	2.750%	9/15/15	7,715	8,069
American Express Credit Corp.	5.300%	12/2/15	2,000	2,232
American Express Credit Corp.	2.800%	9/19/16	13,215	14,004
American Express Credit Corp.	2.375%	3/24/17	16,200	16,962
Associates Corp. of North America	6.950%	11/1/18	65	80
Australia & New Zealand Banking Group Ltd.	0.900%	2/12/16	4,050	4,062
Australia & New Zealand Banking Group Ltd.	1.875%	10/6/17	2,950	3,024
Bancolombia SA	4.250%	1/12/16	7,700	8,068
Bank of America Corp.	7.375%	5/15/14	4,650	4,977
Bank of America Corp.	5.375%	6/15/14	800	840
Bank of America Corp.	5.125%	11/15/14	2,510	2,667
Bank of America Corp.	4.500%	4/1/15	26,970	28,588
Bank of America Corp.	4.750%	8/1/15	275	296
Bank of America Corp.	3.700%	9/1/15	670	708
Bank of America Corp.	1.500%	10/9/15	13,500	13,537
Bank of America Corp.	5.250%	12/1/15	1,225	1,326
Bank of America Corp.	1.250%	1/11/16	7,100	7,068
Bank of America Corp.	3.625%	3/17/16	15,275	16,206
Bank of America Corp.	3.750%	7/12/16	8,695	9,241
Bank of America Corp.	6.500%	8/1/16	32,070	36,862
Bank of America Corp.	5.750%	8/15/16	3,250	3,618
Bank of America Corp.	7.800%	9/15/16	5,000	5,867
Bank of America Corp.	5.625%	10/14/16	14,700	16,546
Bank of America Corp.	5.420%	3/15/17	7,425	8,247
Bank of America Corp.	3.875%	3/22/17	500	538
Bank of America Corp.	6.000%	9/1/17	400	464

Bank of America Corp.	5.750%	12/1/17	6,880	7,946
Bank of America Corp.	2.000%	1/11/18	25,350	25,212
Bank of America Corp.	5.650%	5/1/18	10,915	12,641
Bank of America Corp.	7.625%	6/1/19	5,720	7,264
Bank of America Corp.	5.625%	7/1/20	30,265	35,294
Bank of America Corp.	5.875%	1/5/21	6,890	8,121
Bank of America Corp.	5.000%	5/13/21	4,795	5,331
Bank of America Corp.	5.700%	1/24/22	2,550	2,995
Bank of America Corp.	3.300%	1/11/23	28,600	28,082
Bank of America Corp.	5.875%	2/7/42	11,050	13,090
Bank of America NA	5.300%	3/15/17	15,125	16,926
Bank of America NA	6.100%	6/15/17	1,975	2,270
Bank of America NA	6.000%	10/15/36	1,975	2,399
Bank of Montreal	0.800%	11/6/15	3,900	3,894
Bank of Montreal	2.500%	1/11/17	11,225	11,762
Bank of Montreal	1.400%	9/11/17	7,000	7,024
Bank of Montreal	2.550%	11/6/22	3,925	3,859
Bank of New York Mellon Corp.	4.300%	5/15/14	5,145	5,366
Bank of New York Mellon Corp.	1.700%	11/24/14	3,215	3,276
Bank of New York Mellon Corp.	1.200%	2/20/15	1,700	1,720
Bank of New York Mellon Corp.	4.950%	3/15/15	2,325	2,514
Bank of New York Mellon Corp.	0.700%	10/23/15	1,100	1,102
Bank of New York Mellon Corp.	2.500%	1/15/16	4,050	4,253
Bank of New York Mellon Corp.	2.300%	7/28/16	2,679	2,802
Bank of New York Mellon Corp.	2.400%	1/17/17	725	758
Bank of New York Mellon Corp.	1.969%	6/20/17	3,200	3,302
Bank of New York Mellon Corp.	1.300%	1/25/18	1,975	1,975
Bank of New York Mellon Corp.	5.450%	5/15/19	3,645	4,403
Bank of New York Mellon Corp.	4.600%	1/15/20	6,975	8,034
Bank of New York Mellon Corp.	3.550%	9/23/21	5,450	5,876
Bank of Nova Scotia	2.375%	12/17/13	7,250	7,360
Bank of Nova Scotia	1.850%	1/12/15	10,220	10,446
Bank of Nova Scotia	3.400%	1/22/15	3,440	3,610
Bank of Nova Scotia	2.050%	10/7/15	5,900	6,167
Bank of Nova Scotia	0.750%	10/9/15	3,125	3,129
Bank of Nova Scotia	2.900%	3/29/16	145	154
Bank of Nova Scotia	2.550%	1/12/17	6,830	7,177
Bank of Nova Scotia	1.375%	12/18/17	4,590	4,597
Bank of Nova Scotia	4.375%	1/13/21	1,570	1,789
6 Bank of Tokyo-Mitsubishi UFJ Ltd.	2.450%	9/11/15	4,000	4,147
Bank One Corp.	4.900%	4/30/15	975	1,048
Bank One Corp.	7.625%	10/15/26	425	588
Bank One Corp.	8.000%	4/29/27	2,500	3,588
Barclays Bank plc	5.200%	7/10/14	23,220	24,480
Barclays Bank plc	2.750%	2/23/15	4,375	4,510
Barclays Bank plc	3.900%	4/7/15	3,745	3,961
Barclays Bank plc	5.000%	9/22/16	3,390	3,815
Barclays Bank plc	6.750%	5/22/19	3,040	3,794
Barclays Bank plc	5.125%	1/8/20	2,815	3,253
Barclays Bank plc	5.140%	10/14/20	4,745	5,040
BB&T Corp.	2.050%	4/28/14	3,280	3,335
BB&T Corp.	5.700%	4/30/14	970	1,023
BB&T Corp.	5.200%	12/23/15	10,874	12,076
BB&T Corp.	3.200%	3/15/16	7,170	7,619
BB&T Corp.	2.150%	3/22/17	3,800	3,916
BB&T Corp.	4.900%	6/30/17	100	113
BB&T Corp.	1.600%	8/15/17	915	923

BB&T Corp.	1.450%	1/12/18	925	921
BB&T Corp.	5.250%	11/1/19	3,750	4,369
BB&T Corp.	3.950%	3/22/22	2,399	2,558
BBVA US Senior SAU	3.250%	5/16/14	4,625	4,687
BBVA US Senior SAU	4.664%	10/9/15	9,325	9,543
Bear Stearns Cos. LLC	5.700%	11/15/14	9,825	10,591
Bear Stearns Cos. LLC	5.300%	10/30/15	5,900	6,512
Bear Stearns Cos. LLC	5.550%	1/22/17	2,200	2,503
Bear Stearns Cos. LLC	6.400%	10/2/17	9,650	11,532
Bear Stearns Cos. LLC	7.250%	2/1/18	11,905	14,699
Bear Stearns Cos. LLC	4.650%	7/2/18	425	479
BNP Paribas SA	3.250%	3/11/15	9,355	9,725
BNP Paribas SA	3.600%	2/23/16	10,575	11,218
BNP Paribas SA	2.375%	9/14/17	12,175	12,347
BNP Paribas SA	5.000%	1/15/21	15,915	17,955
BNP Paribas SA	3.250%	3/3/23	6,025	5,865
BNY Mellon NA	4.750%	12/15/14	3,350	3,585
Branch Banking & Trust Co.	5.625%	9/15/16	1,875	2,133
Canadian Imperial Bank of Commerce	0.900%	10/1/15	3,475	3,486
Canadian Imperial Bank of Commerce	2.350%	12/11/15	3,620	3,781
Capital One Bank USA NA	8.800%	7/15/19	4,350	5,877
Capital One Bank USA NA	3.375%	2/15/23	7,860	7,752
Capital One Financial Corp.	7.375%	5/23/14	645	693
Capital One Financial Corp.	2.125%	7/15/14	3,395	3,445
Capital One Financial Corp.	5.500%	6/1/15	6,650	7,255
Capital One Financial Corp.	1.000%	11/6/15	2,000	1,990
Capital One Financial Corp.	3.150%	7/15/16	9,545	10,140
Capital One Financial Corp.	6.150%	9/1/16	3,150	3,622
Capital One Financial Corp.	6.750%	9/15/17	3,170	3,831
Capital One Financial Corp.	4.750%	7/15/21	1,545	1,747
Capital One NA	1.500%	3/22/18	6,075	6,020
3,6 Citicorp Lease Pass-Through Trust 1999-1	8.040%	12/15/19	4,025	5,128
Citigroup Inc.	5.500%	4/11/13	4,720	4,725
Citigroup Inc.	5.125%	5/5/14	798	834
Citigroup Inc.	6.375%	8/12/14	6,510	6,978
Citigroup Inc.	5.000%	9/15/14	9,120	9,572
Citigroup Inc.	6.010%	1/15/15	3,635	3,937
Citigroup Inc.	2.650%	3/2/15	11,900	12,230
Citigroup Inc.	4.750%	5/19/15	5,635	6,038
Citigroup Inc.	4.700%	5/29/15	3,650	3,910
Citigroup Inc.	2.250%	8/7/15	5,000	5,111
Citigroup Inc.	4.587%	12/15/15	4,695	5,092
Citigroup Inc.	5.300%	1/7/16	5,550	6,125
Citigroup Inc.	1.250%	1/15/16	21,075	21,007
Citigroup Inc.	1.300%	4/1/16	6,825	6,811
Citigroup Inc.	3.953%	6/15/16	7,465	8,045
Citigroup Inc.	5.850%	8/2/16	265	301
Citigroup Inc.	4.450%	1/10/17	10,650	11,715
Citigroup Inc.	5.500%	2/15/17	12,485	13,886
Citigroup Inc.	6.000%	8/15/17	3,441	4,017
Citigroup Inc.	6.125%	11/21/17	20,170	23,863
Citigroup Inc.	6.125%	5/15/18	12,340	14,750
Citigroup Inc.	8.500%	5/22/19	18,415	24,552
Citigroup Inc.	5.375%	8/9/20	14,014	16,395
Citigroup Inc.	4.500%	1/14/22	11,300	12,562
Citigroup Inc.	4.050%	7/30/22	10,675	11,009
Citigroup Inc.	3.375%	3/1/23	6,600	6,641

Citigroup Inc.	6.625%	6/15/32	1,925	2,284
Citigroup Inc.	5.875%	2/22/33	5,180	5,678
Citigroup Inc.	6.000%	10/31/33	2,900	3,222
Citigroup Inc.	5.850%	12/11/34	812	948
Citigroup Inc.	6.125%	8/25/36	13,560	15,386
Citigroup Inc.	5.875%	5/29/37	4,550	5,361
Citigroup Inc.	6.875%	3/5/38	18,066	23,769
Citigroup Inc.	8.125%	7/15/39	5,575	8,140
Citigroup Inc.	5.875%	1/30/42	2,825	3,356
Comerica Bank	5.750%	11/21/16	3,775	4,372
Comerica Bank	5.200%	8/22/17	2,800	3,227
Comerica Inc.	4.800%	5/1/15	1,100	1,177
Commonwealth Bank of Australia	1.950%	3/16/15	7,200	7,373
Commonwealth Bank of Australia	1.250%	9/18/15	9,300	9,415
Commonwealth Bank of Australia	1.900%	9/18/17	2,000	2,050
Compass Bank	6.400%	10/1/17	2,000	2,168
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	2.125%	10/13/15	8,730	8,976
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.375%	1/19/17	14,150	15,184
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	4.500%	1/11/21	12,265	13,630
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.875%	2/8/22	10,750	11,330
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	3.950%	11/9/22	2,775	2,775
Cooperatieve Centrale Raiffeisen-
Boerenleenbank BA	5.250%	5/24/41	3,740	4,231
Countrywide Financial Corp.	6.250%	5/15/16	450	501
Credit Suisse	5.500%	5/1/14	12,790	13,456
Credit Suisse	3.500%	3/23/15	11,985	12,617
Credit Suisse	6.000%	2/15/18	14,125	16,348
Credit Suisse	5.300%	8/13/19	7,300	8,612
Credit Suisse	5.400%	1/14/20	2,275	2,545
Credit Suisse	4.375%	8/5/20	3,175	3,572
Credit Suisse USA Inc.	4.875%	1/15/15	8,935	9,588
Credit Suisse USA Inc.	5.125%	8/15/15	5,683	6,232
Credit Suisse USA Inc.	5.375%	3/2/16	680	764
Credit Suisse USA Inc.	7.125%	7/15/32	5,385	7,587
Deutsche Bank AG	3.875%	8/18/14	145	151
Deutsche Bank AG	3.450%	3/30/15	5,900	6,207
Deutsche Bank AG	3.250%	1/11/16	12,995	13,777
Deutsche Bank AG	6.000%	9/1/17	15,190	18,075
Deutsche Bank Financial LLC	5.375%	3/2/15	4,545	4,865
Discover Bank	7.000%	4/15/20	1,350	1,672
Discover Financial Services	6.450%	6/12/17	325	381
Discover Financial Services	5.200%	4/27/22	950	1,069
Discover Financial Services	3.850%	11/21/22	5,630	5,757
Fifth Third Bancorp	3.625%	1/25/16	9,525	10,167
Fifth Third Bancorp	4.500%	6/1/18	725	804
Fifth Third Bancorp	3.500%	3/15/22	6,025	6,245
Fifth Third Bancorp	8.250%	3/1/38	6,246	8,712
Fifth Third Bank	4.750%	2/1/15	2,800	2,986
First Horizon National Corp.	5.375%	12/15/15	7,825	8,529
First Niagara Financial Group Inc.	6.750%	3/19/20	675	811
First Niagara Financial Group Inc.	7.250%	12/15/21	440	536
FirstMerit Corp.	4.350%	2/4/23	1,325	1,374

Goldman Sachs Capital I	6.345%	2/15/34	5,375	5,617
Goldman Sachs Group Inc.	6.000%	5/1/14	20,920	22,071
Goldman Sachs Group Inc.	5.000%	10/1/14	11,175	11,792
Goldman Sachs Group Inc.	5.125%	1/15/15	8,040	8,589
Goldman Sachs Group Inc.	3.300%	5/3/15	1,475	1,538
Goldman Sachs Group Inc.	3.700%	8/1/15	2,510	2,650
Goldman Sachs Group Inc.	1.600%	11/23/15	5,950	5,999
Goldman Sachs Group Inc.	5.350%	1/15/16	14,375	15,874
Goldman Sachs Group Inc.	3.625%	2/7/16	33,565	35,651
Goldman Sachs Group Inc.	5.750%	10/1/16	3,330	3,783
Goldman Sachs Group Inc.	5.625%	1/15/17	7,170	8,012
Goldman Sachs Group Inc.	6.250%	9/1/17	14,730	17,231
Goldman Sachs Group Inc.	5.950%	1/18/18	6,215	7,229
Goldman Sachs Group Inc.	2.375%	1/22/18	11,775	11,917
Goldman Sachs Group Inc.	6.150%	4/1/18	10,225	12,041
Goldman Sachs Group Inc.	7.500%	2/15/19	14,755	18,473
Goldman Sachs Group Inc.	5.375%	3/15/20	18,740	21,336
Goldman Sachs Group Inc.	6.000%	6/15/20	18,290	21,430
Goldman Sachs Group Inc.	5.250%	7/27/21	16,475	18,678
Goldman Sachs Group Inc.	5.750%	1/24/22	12,225	14,183
Goldman Sachs Group Inc.	3.625%	1/22/23	9,700	9,711
Goldman Sachs Group Inc.	5.950%	1/15/27	4,795	5,295
Goldman Sachs Group Inc.	6.125%	2/15/33	15,965	18,233
Goldman Sachs Group Inc.	6.450%	5/1/36	8,525	9,180
Goldman Sachs Group Inc.	6.750%	10/1/37	20,705	23,145
Goldman Sachs Group Inc.	6.250%	2/1/41	12,055	14,245
HSBC Bank USA NA	4.625%	4/1/14	12,970	13,461
HSBC Bank USA NA	4.875%	8/24/20	4,275	4,803
HSBC Bank USA NA	5.875%	11/1/34	2,325	2,686
HSBC Bank USA NA	5.625%	8/15/35	3,950	4,423
HSBC Bank USA NA	7.000%	1/15/39	1,025	1,336
HSBC Holdings plc	5.100%	4/5/21	12,020	13,897
HSBC Holdings plc	4.875%	1/14/22	2,350	2,686
HSBC Holdings plc	4.000%	3/30/22	4,125	4,441
HSBC Holdings plc	7.625%	5/17/32	325	431
HSBC Holdings plc	7.350%	11/27/32	600	756
HSBC Holdings plc	6.500%	5/2/36	10,965	13,462
HSBC Holdings plc	6.500%	9/15/37	16,815	20,848
HSBC Holdings plc	6.800%	6/1/38	6,125	7,840
HSBC Holdings plc	6.100%	1/14/42	2,225	2,850
HSBC USA Inc.	2.375%	2/13/15	10,500	10,801
HSBC USA Inc.	1.625%	1/16/18	12,800	12,762
HSBC USA Inc.	5.000%	9/27/20	855	948
Huntington Bancshares Inc.	7.000%	12/15/20	3,950	4,891
Intesa Sanpaolo SPA	3.125%	1/15/16	7,650	7,477
Intesa Sanpaolo SPA	3.875%	1/16/18	4,775	4,619
JPMorgan Chase & Co.	4.875%	3/15/14	8,800	9,144
JPMorgan Chase & Co.	4.650%	6/1/14	22,065	23,076
JPMorgan Chase & Co.	5.125%	9/15/14	15,490	16,409
JPMorgan Chase & Co.	3.700%	1/20/15	21,725	22,794
JPMorgan Chase & Co.	4.750%	3/1/15	4,625	4,963
JPMorgan Chase & Co.	1.875%	3/20/15	3,500	3,570
JPMorgan Chase & Co.	5.250%	5/1/15	5,525	5,981
JPMorgan Chase & Co.	3.400%	6/24/15	1,965	2,068
JPMorgan Chase & Co.	5.150%	10/1/15	8,195	8,948
JPMorgan Chase & Co.	1.100%	10/15/15	11,150	11,167
JPMorgan Chase & Co.	2.600%	1/15/16	4,525	4,694

JPMorgan Chase & Co.	1.125%	2/26/16	4,150	4,146
JPMorgan Chase & Co.	3.450%	3/1/16	1,420	1,509
JPMorgan Chase & Co.	3.150%	7/5/16	8,545	9,062
JPMorgan Chase & Co.	6.125%	6/27/17	3,325	3,906
JPMorgan Chase & Co.	2.000%	8/15/17	11,050	11,273
JPMorgan Chase & Co.	6.000%	1/15/18	14,967	17,797
JPMorgan Chase & Co.	1.800%	1/25/18	3,800	3,819
JPMorgan Chase & Co.	6.300%	4/23/19	15,560	18,951
JPMorgan Chase & Co.	4.950%	3/25/20	1,300	1,489
JPMorgan Chase & Co.	4.400%	7/22/20	10,795	11,935
JPMorgan Chase & Co.	4.250%	10/15/20	8,725	9,554
JPMorgan Chase & Co.	4.625%	5/10/21	815	911
JPMorgan Chase & Co.	4.350%	8/15/21	23,290	25,709
JPMorgan Chase & Co.	4.500%	1/24/22	2,825	3,141
JPMorgan Chase & Co.	3.250%	9/23/22	17,000	16,972
JPMorgan Chase & Co.	3.200%	1/25/23	11,875	11,825
JPMorgan Chase & Co.	6.400%	5/15/38	33,865	43,369
JPMorgan Chase & Co.	5.500%	10/15/40	5,825	6,853
JPMorgan Chase & Co.	5.600%	7/15/41	5,300	6,314
JPMorgan Chase & Co.	5.400%	1/6/42	3,175	3,650
JPMorgan Chase Bank NA	5.875%	6/13/16	7,950	8,999
JPMorgan Chase Bank NA	6.000%	10/1/17	2,790	3,282
KeyBank NA	5.800%	7/1/14	850	902
KeyBank NA	5.450%	3/3/16	2,500	2,801
KeyBank NA	1.650%	2/1/18	11,150	11,227
KeyCorp	3.750%	8/13/15	725	772
KeyCorp	5.100%	3/24/21	6,490	7,535
6 Lloyds TSB Bank plc	4.375%	1/12/15	2,725	2,872
Lloyds TSB Bank plc	4.875%	1/21/16	5,370	5,868
Lloyds TSB Bank plc	4.200%	3/28/17	5,050	5,567
6 Lloyds TSB Bank plc	5.800%	1/13/20	2,950	3,475
Lloyds TSB Bank plc	6.375%	1/21/21	5,500	6,804
Manufacturers & Traders Trust Co.	6.625%	12/4/17	2,475	3,004
3 Manufacturers & Traders Trust Co.	5.585%	12/28/20	100	101
MBNA Corp.	5.000%	6/15/15	1,425	1,521
Mellon Funding Corp.	5.000%	12/1/14	875	933
Merrill Lynch & Co. Inc.	5.450%	7/15/14	1,665	1,755
Merrill Lynch & Co. Inc.	5.000%	1/15/15	11,281	11,993
Merrill Lynch & Co. Inc.	6.050%	5/16/16	1,730	1,920
Merrill Lynch & Co. Inc.	5.700%	5/2/17	9,035	10,079
Merrill Lynch & Co. Inc.	6.400%	8/28/17	11,055	12,982
Merrill Lynch & Co. Inc.	6.875%	4/25/18	21,670	26,162
Merrill Lynch & Co. Inc.	6.500%	7/15/18	4,209	5,014
Merrill Lynch & Co. Inc.	6.110%	1/29/37	8,565	9,661
Merrill Lynch & Co. Inc.	7.750%	5/14/38	15,255	20,359
Morgan Stanley	2.875%	1/24/14	19,900	20,224
Morgan Stanley	4.750%	4/1/14	14,430	14,888
Morgan Stanley	6.000%	5/13/14	12,050	12,692
Morgan Stanley	2.875%	7/28/14	2,625	2,680
Morgan Stanley	4.200%	11/20/14	3,370	3,525
Morgan Stanley	4.100%	1/26/15	3,300	3,438
Morgan Stanley	6.000%	4/28/15	5,135	5,598
Morgan Stanley	5.375%	10/15/15	10,660	11,644
Morgan Stanley	3.450%	11/2/15	24,800	25,898
Morgan Stanley	1.750%	2/25/16	4,000	4,028
Morgan Stanley	3.800%	4/29/16	9,715	10,306
Morgan Stanley	5.750%	10/18/16	4,700	5,298

Morgan Stanley	5.450%	1/9/17	3,815	4,272
Morgan Stanley	4.750%	3/22/17	9,150	10,109
Morgan Stanley	5.950%	12/28/17	12,065	13,977
Morgan Stanley	6.625%	4/1/18	7,565	9,033
Morgan Stanley	7.300%	5/13/19	13,185	16,287
Morgan Stanley	5.625%	9/23/19	25,555	29,458
Morgan Stanley	5.500%	1/26/20	2,750	3,152
Morgan Stanley	5.500%	7/24/20	2,150	2,470
Morgan Stanley	5.750%	1/25/21	12,940	14,942
Morgan Stanley	5.500%	7/28/21	2,800	3,212
Morgan Stanley	4.875%	11/1/22	7,625	8,033
Morgan Stanley	3.750%	2/25/23	4,450	4,479
Morgan Stanley	6.250%	8/9/26	8,300	9,837
Morgan Stanley	7.250%	4/1/32	7,545	9,810
Morgan Stanley	6.375%	7/24/42	14,775	17,727
Murray Street Investment Trust I	4.647%	3/9/17	6,300	6,910
National Australia Bank Ltd.	2.000%	3/9/15	3,800	3,899
National Australia Bank Ltd.	1.600%	8/7/15	6,275	6,372
National Australia Bank Ltd.	0.900%	1/20/16	7,500	7,518
National Australia Bank Ltd.	2.750%	3/9/17	3,800	4,006
National Australia Bank Ltd.	3.000%	1/20/23	3,200	3,170
National Bank of Canada	1.500%	6/26/15	6,750	6,854
National Bank of Canada	1.450%	11/7/17	250	249
National City Bank	5.800%	6/7/17	2,055	2,408
National City Corp.	4.900%	1/15/15	850	911
National City Corp.	6.875%	5/15/19	4,965	6,161
Northern Trust Co.	6.500%	8/15/18	425	532
Northern Trust Corp.	4.625%	5/1/14	1,025	1,071
Northern Trust Corp.	2.375%	8/2/22	8,275	8,108
People's United Financial Inc.	3.650%	12/6/22	400	406
PNC Bank NA	0.800%	1/28/16	2,500	2,508
PNC Bank NA	4.875%	9/21/17	3,575	4,098
PNC Bank NA	6.000%	12/7/17	1,950	2,324
PNC Bank NA	2.700%	11/1/22	2,350	2,276
PNC Bank NA	2.950%	1/30/23	4,500	4,477
PNC Financial Services Group Inc.	2.854%	11/9/22	2,875	2,866
PNC Funding Corp.	3.000%	5/19/14	145	149
PNC Funding Corp.	3.625%	2/8/15	235	247
PNC Funding Corp.	4.250%	9/21/15	650	706
PNC Funding Corp.	5.250%	11/15/15	7,550	8,365
PNC Funding Corp.	2.700%	9/19/16	1,945	2,050
PNC Funding Corp.	5.625%	2/1/17	325	368
PNC Funding Corp.	6.700%	6/10/19	6,475	8,194
PNC Funding Corp.	5.125%	2/8/20	5,700	6,675
PNC Funding Corp.	4.375%	8/11/20	6,150	6,942
PNC Funding Corp.	3.300%	3/8/22	11,000	11,352
Royal Bank of Canada	1.125%	1/15/14	4,000	4,028
Royal Bank of Canada	1.450%	10/30/14	2,585	2,626
Royal Bank of Canada	1.150%	3/13/15	2,475	2,532
Royal Bank of Canada	0.800%	10/30/15	4,050	4,056
Royal Bank of Canada	2.625%	12/15/15	9,125	9,593
Royal Bank of Canada	2.875%	4/19/16	2,075	2,203
Royal Bank of Canada	2.300%	7/20/16	9,255	9,664
Royal Bank of Scotland Group plc	2.550%	9/18/15	2,950	3,031
Royal Bank of Scotland Group plc	6.400%	10/21/19	8,505	10,107
Royal Bank of Scotland NV	4.650%	6/4/18	100	103
6 Royal Bank of Scotland plc	4.875%	8/25/14	1,075	1,130

Royal Bank of Scotland plc	4.875%	3/16/15	2,515	2,698
Royal Bank of Scotland plc	3.950%	9/21/15	545	582
Royal Bank of Scotland plc	4.375%	3/16/16	12,030	13,090
Royal Bank of Scotland plc	5.625%	8/24/20	7,355	8,626
Royal Bank of Scotland plc	6.125%	1/11/21	2,630	3,176
Santander Holdings USA Inc.	3.000%	9/24/15	1,550	1,584
Santander Holdings USA Inc.	4.625%	4/19/16	4,225	4,515
Societe Generale SA	2.750%	10/12/17	5,025	5,159
SouthTrust Corp.	5.800%	6/15/14	750	792
Sovereign Bank	8.750%	5/30/18	675	816
State Street Bank & Trust Co.	5.300%	1/15/16	2,725	3,044
State Street Bank & Trust Co.	5.250%	10/15/18	2,879	3,387
State Street Corp.	4.300%	5/30/14	1,600	1,671
State Street Corp.	2.875%	3/7/16	6,235	6,631
State Street Corp.	5.375%	4/30/17	185	215
State Street Corp.	4.375%	3/7/21	1,385	1,576
Sumitomo Mitsui Banking Corp.	1.350%	7/18/15	3,700	3,747
Sumitomo Mitsui Banking Corp.	0.900%	1/18/16	200	200
Sumitomo Mitsui Banking Corp.	1.800%	7/18/17	6,925	7,057
Sumitomo Mitsui Banking Corp.	1.500%	1/18/18	11,250	11,260
Sumitomo Mitsui Banking Corp.	3.200%	7/18/22	2,675	2,705
Sumitomo Mitsui Banking Corp.	3.000%	1/18/23	500	499
SunTrust Bank	5.000%	9/1/15	916	998
SunTrust Bank	7.250%	3/15/18	1,200	1,490
SunTrust Banks Inc.	3.600%	4/15/16	4,160	4,453
SunTrust Banks Inc.	3.500%	1/20/17	4,070	4,357
SunTrust Banks Inc.	6.000%	9/11/17	2,550	3,012
Svenska Handelsbanken AB	2.875%	4/4/17	10,975	11,585
Svenska Handelsbanken AB	1.625%	3/21/18	1,975	1,970
Toronto-Dominion Bank	1.375%	7/14/14	2,660	2,693
Toronto-Dominion Bank	2.500%	7/14/16	2,495	2,616
Toronto-Dominion Bank	2.375%	10/19/16	9,078	9,513
UBS AG	3.875%	1/15/15	1,890	1,990
UBS AG	7.000%	10/15/15	1,000	1,121
UBS AG	5.875%	7/15/16	3,670	4,124
UBS AG	7.375%	6/15/17	3,350	3,861
UBS AG	5.875%	12/20/17	18,785	22,294
UBS AG	5.750%	4/25/18	9,140	10,830
UBS AG	4.875%	8/4/20	14,450	16,642
UBS AG	7.750%	9/1/26	1,000	1,296
Union Bank NA	5.950%	5/11/16	1,375	1,561
Union Bank NA	3.000%	6/6/16	1,550	1,644
Union Bank NA	2.125%	6/16/17	1,100	1,133
UnionBanCal Corp.	5.250%	12/16/13	700	722
UnionBanCal Corp.	3.500%	6/18/22	4,150	4,305
US Bancorp	4.200%	5/15/14	2,250	2,344
US Bancorp	3.150%	3/4/15	600	630
US Bancorp	2.450%	7/27/15	480	500
US Bancorp	3.442%	2/1/16	4,395	4,662
US Bancorp	2.200%	11/15/16	9,450	9,846
US Bancorp	1.650%	5/15/17	6,650	6,783
US Bancorp	4.125%	5/24/21	10,265	11,454
US Bancorp	3.000%	3/15/22	4,225	4,339
US Bancorp	2.950%	7/15/22	10,375	10,316
US Bank NA	4.950%	10/30/14	5,050	5,384
US Bank NA	4.800%	4/15/15	850	920
Vesey Street Investment Trust I	4.404%	9/1/16	625	679

Wachovia Bank NA	4.800%	11/1/14	411	437
Wachovia Bank NA	4.875%	2/1/15	4,840	5,193
Wachovia Bank NA	5.000%	8/15/15	577	630
Wachovia Bank NA	6.000%	11/15/17	2,500	2,993
Wachovia Bank NA	5.850%	2/1/37	5,775	6,946
Wachovia Bank NA	6.600%	1/15/38	9,845	12,932
Wachovia Corp.	5.250%	8/1/14	4,615	4,883
Wachovia Corp.	5.625%	10/15/16	11,800	13,457
Wachovia Corp.	5.750%	6/15/17	11,950	13,988
Wachovia Corp.	5.750%	2/1/18	12,165	14,470
Wachovia Corp.	6.605%	10/1/25	100	127
Wachovia Corp.	7.500%	4/15/35	275	357
Wachovia Corp.	5.500%	8/1/35	1,775	1,981
Wachovia Corp.	6.550%	10/15/35	250	305
Wells Fargo & Co.	3.750%	10/1/14	2,345	2,455
Wells Fargo & Co.	1.250%	2/13/15	17,550	17,721
Wells Fargo & Co.	3.625%	4/15/15	11,375	12,005
Wells Fargo & Co.	1.500%	7/1/15	3,350	3,404
Wells Fargo & Co.	3.676%	6/15/16	13,820	14,928
Wells Fargo & Co.	5.125%	9/15/16	1,060	1,196
Wells Fargo & Co.	2.625%	12/15/16	5,400	5,678
Wells Fargo & Co.	2.100%	5/8/17	3,625	3,743
Wells Fargo & Co.	5.625%	12/11/17	33,740	39,749
Wells Fargo & Co.	1.500%	1/16/18	2,800	2,788
Wells Fargo & Co.	4.600%	4/1/21	11,765	13,390
Wells Fargo & Co.	3.500%	3/8/22	11,450	11,996
Wells Fargo & Co.	3.450%	2/13/23	16,000	16,132
Wells Fargo & Co.	5.375%	2/7/35	4,475	5,243
Wells Fargo Bank NA	4.750%	2/9/15	4,005	4,280
Wells Fargo Bank NA	5.750%	5/16/16	3,600	4,098
Wells Fargo Bank NA	5.950%	8/26/36	2,700	3,321
3 Wells Fargo Capital X	5.950%	12/1/86	3,600	3,636
Westpac Banking Corp.	4.200%	2/27/15	7,400	7,894
Westpac Banking Corp.	3.000%	8/4/15	4,125	4,332
Westpac Banking Corp.	1.125%	9/25/15	12,275	12,360
Westpac Banking Corp.	3.000%	12/9/15	1,735	1,834
Westpac Banking Corp.	0.950%	1/12/16	2,550	2,558
Westpac Banking Corp.	2.000%	8/14/17	12,250	12,612
Westpac Banking Corp.	1.600%	1/12/18	4,250	4,287
Westpac Banking Corp.	4.875%	11/19/19	9,370	10,945
Zions Bancorporation	4.500%	3/27/17	450	477
Brokerage (0.1%)
Ameriprise Financial Inc.	5.650%	11/15/15	5,000	5,614
Ameriprise Financial Inc.	5.300%	3/15/20	775	924
3 Ameriprise Financial Inc.	7.518%	6/1/66	4,475	5,012
BlackRock Inc.	3.500%	12/10/14	1,700	1,785
BlackRock Inc.	1.375%	6/1/15	875	890
BlackRock Inc.	6.250%	9/15/17	1,150	1,401
BlackRock Inc.	5.000%	12/10/19	3,465	4,115
BlackRock Inc.	4.250%	5/24/21	5,600	6,300
BlackRock Inc.	3.375%	6/1/22	5,750	6,077
Charles Schwab Corp.	0.850%	12/4/15	600	602
Charles Schwab Corp.	4.450%	7/22/20	1,000	1,141
Charles Schwab Corp.	3.225%	9/1/22	3,075	3,180
6 FMR LLC	7.490%	6/15/19	200	250
Franklin Resources Inc.	3.125%	5/20/15	1,450	1,523

Franklin Resources Inc.	1.375%	9/15/17	1,400	1,407
Franklin Resources Inc.	4.625%	5/20/20	700	801
Franklin Resources Inc.	2.800%	9/15/22	4,875	4,936
Invesco Finance plc	3.125%	11/30/22	6,575	6,715
Jefferies Group LLC	3.875%	11/9/15	1,475	1,543
Jefferies Group LLC	5.125%	4/13/18	3,975	4,330
Jefferies Group LLC	8.500%	7/15/19	3,000	3,739
Jefferies Group LLC	6.875%	4/15/21	5,820	6,794
Jefferies Group LLC	5.125%	1/20/23	950	1,006
Jefferies Group LLC	6.450%	6/8/27	1,050	1,170
Jefferies Group LLC	6.250%	1/15/36	5,280	5,449
Jefferies Group LLC	6.500%	1/20/43	600	640
Lazard Group LLC	6.850%	6/15/17	2,675	3,069
Legg Mason Inc.	5.500%	5/21/19	1,825	1,996
Nomura Holdings Inc.	5.000%	3/4/15	2,425	2,576
Nomura Holdings Inc.	4.125%	1/19/16	275	291
Nomura Holdings Inc.	2.000%	9/13/16	8,500	8,498
Nomura Holdings Inc.	6.700%	3/4/20	4,025	4,824
Raymond James Financial Inc.	4.250%	4/15/16	1,000	1,065
TD Ameritrade Holding Corp.	4.150%	12/1/14	1,025	1,081
TD Ameritrade Holding Corp.	5.600%	12/1/19	925	1,112
Finance Companies (0.7%)
Block Financial LLC	5.125%	10/30/14	2,460	2,580
Block Financial LLC	5.500%	11/1/22	1,500	1,590
GATX Corp.	2.375%	7/30/18	375	382
GATX Corp.	4.750%	6/15/22	2,050	2,175
General Electric Capital Corp.	5.900%	5/13/14	10,125	10,724
General Electric Capital Corp.	5.500%	6/4/14	5,150	5,447
General Electric Capital Corp.	5.650%	6/9/14	5,800	6,149
General Electric Capital Corp.	3.750%	11/14/14	12,475	13,088
General Electric Capital Corp.	2.150%	1/9/15	5,450	5,598
General Electric Capital Corp.	4.875%	3/4/15	5,000	5,396
General Electric Capital Corp.	3.500%	6/29/15	5,000	5,288
General Electric Capital Corp.	1.625%	7/2/15	8,825	8,975
General Electric Capital Corp.	4.375%	9/21/15	5,300	5,745
General Electric Capital Corp.	2.250%	11/9/15	9,420	9,743
General Electric Capital Corp.	1.000%	12/11/15	1,125	1,132
General Electric Capital Corp.	1.000%	1/8/16	17,750	17,751
General Electric Capital Corp.	2.950%	5/9/16	4,225	4,467
General Electric Capital Corp.	3.350%	10/17/16	9,325	10,021
General Electric Capital Corp.	2.900%	1/9/17	2,225	2,351
General Electric Capital Corp.	5.400%	2/15/17	14,850	17,090
General Electric Capital Corp.	2.300%	4/27/17	12,700	13,145
General Electric Capital Corp.	5.625%	9/15/17	6,065	7,118
General Electric Capital Corp.	1.600%	11/20/17	2,650	2,658
General Electric Capital Corp.	5.625%	5/1/18	17,050	20,192
General Electric Capital Corp.	6.000%	8/7/19	10,675	12,952
General Electric Capital Corp.	2.100%	12/11/19	900	918
General Electric Capital Corp.	5.500%	1/8/20	1,075	1,274
General Electric Capital Corp.	5.550%	5/4/20	9,275	11,115
General Electric Capital Corp.	4.375%	9/16/20	5,000	5,580
General Electric Capital Corp.	4.625%	1/7/21	3,425	3,853
General Electric Capital Corp.	5.300%	2/11/21	8,330	9,542
General Electric Capital Corp.	4.650%	10/17/21	20,965	23,469
General Electric Capital Corp.	3.150%	9/7/22	2,000	1,982
General Electric Capital Corp.	3.100%	1/9/23	5,575	5,505

General Electric Capital Corp.	6.750%	3/15/32	20,610	26,175
General Electric Capital Corp.	6.150%	8/7/37	20,072	24,234
General Electric Capital Corp.	5.875%	1/14/38	22,490	26,080
General Electric Capital Corp.	6.875%	1/10/39	30,425	40,142
3 General Electric Capital Corp.	6.375%	11/15/67	12,635	13,393
3 HSBC Finance Capital Trust IX	5.911%	11/30/35	1,950	1,965
HSBC Finance Corp.	5.250%	4/15/15	4,485	4,840
HSBC Finance Corp.	5.000%	6/30/15	11,445	12,374
HSBC Finance Corp.	5.500%	1/19/16	1,545	1,721
HSBC Finance Corp.	6.676%	1/15/21	17,234	20,443
SLM Corp.	5.375%	5/15/14	3,175	3,311
SLM Corp.	5.050%	11/14/14	575	604
SLM Corp.	5.000%	4/15/15	600	637
SLM Corp.	3.875%	9/10/15	2,800	2,915
SLM Corp.	6.250%	1/25/16	13,275	14,487
SLM Corp.	6.000%	1/25/17	4,775	5,199
SLM Corp.	4.625%	9/25/17	1,800	1,870
SLM Corp.	8.450%	6/15/18	5,845	6,925
SLM Corp.	8.000%	3/25/20	5,795	6,754
SLM Corp.	7.250%	1/25/22	1,250	1,400
SLM Corp.	5.500%	1/25/23	4,775	4,740
SLM Corp.	5.625%	8/1/33	5,670	5,286
Insurance (1.3%)
ACE Capital Trust II	9.700%	4/1/30	1,000	1,460
ACE INA Holdings Inc.	5.875%	6/15/14	2,500	2,656
ACE INA Holdings Inc.	5.600%	5/15/15	1,725	1,901
ACE INA Holdings Inc.	2.600%	11/23/15	3,735	3,917
ACE INA Holdings Inc.	5.700%	2/15/17	1,400	1,637
ACE INA Holdings Inc.	5.800%	3/15/18	675	819
ACE INA Holdings Inc.	5.900%	6/15/19	785	977
ACE INA Holdings Inc.	2.700%	3/13/23	2,100	2,085
ACE INA Holdings Inc.	6.700%	5/15/36	400	551
ACE INA Holdings Inc.	4.150%	3/13/43	950	955
AEGON Funding Co. LLC	5.750%	12/15/20	3,016	3,560
Aetna Inc.	6.000%	6/15/16	6,675	7,690
Aetna Inc.	1.500%	11/15/17	1,000	1,004
Aetna Inc.	3.950%	9/1/20	5,500	6,032
Aetna Inc.	4.125%	6/1/21	2,230	2,451
Aetna Inc.	2.750%	11/15/22	9,260	9,052
Aetna Inc.	6.625%	6/15/36	3,100	4,021
Aetna Inc.	6.750%	12/15/37	1,425	1,908
Aetna Inc.	4.125%	11/15/42	1,675	1,605
Aflac Inc.	2.650%	2/15/17	2,565	2,700
Aflac Inc.	8.500%	5/15/19	1,425	1,927
Aflac Inc.	6.900%	12/17/39	2,450	3,220
Aflac Inc.	6.450%	8/15/40	1,050	1,320
Alleghany Corp.	5.625%	9/15/20	1,000	1,152
Alleghany Corp.	4.950%	6/27/22	3,200	3,563
Allied World Assurance Co. Ltd.	7.500%	8/1/16	6,875	8,101
Allstate Corp.	6.200%	5/16/14	895	950
Allstate Corp.	5.000%	8/15/14	3,325	3,524
Allstate Corp.	7.450%	5/16/19	3,230	4,250
Allstate Corp.	6.125%	12/15/32	950	1,183
Allstate Corp.	5.350%	6/1/33	225	264
Allstate Corp.	5.550%	5/9/35	1,370	1,652
Allstate Corp.	5.950%	4/1/36	1,000	1,262

Allstate Corp.	6.900%	5/15/38	2,655	3,683
Allstate Corp.	5.200%	1/15/42	8,475	9,759
3 Allstate Corp.	6.125%	5/15/67	1,750	1,837
3 Allstate Corp.	6.500%	5/15/67	1,850	2,007
Alterra Finance LLC	6.250%	9/30/20	815	956
American Financial Group Inc.	9.875%	6/15/19	775	1,051
American International Group Inc.	4.250%	9/15/14	3,640	3,813
American International Group Inc.	3.000%	3/20/15	6,600	6,848
American International Group Inc.	2.375%	8/24/15	525	539
American International Group Inc.	5.050%	10/1/15	4,775	5,229
American International Group Inc.	4.875%	9/15/16	3,200	3,563
American International Group Inc.	5.600%	10/18/16	4,825	5,475
American International Group Inc.	3.800%	3/22/17	8,850	9,578
American International Group Inc.	5.450%	5/18/17	2,815	3,226
American International Group Inc.	5.850%	1/16/18	8,350	9,785
American International Group Inc.	8.250%	8/15/18	7,880	10,206
American International Group Inc.	6.400%	12/15/20	16,710	20,732
American International Group Inc.	4.875%	6/1/22	6,300	7,137
American International Group Inc.	6.250%	5/1/36	6,325	7,925
American International Group Inc.	6.820%	11/15/37	1,107	1,449
3 American International Group Inc.	8.175%	5/15/68	11,115	15,005
3 American International Group Inc.	6.250%	3/15/87	5,348	5,910
Aon Corp.	3.500%	9/30/15	2,025	2,142
Aon Corp.	5.000%	9/30/20	6,370	7,325
Aon Corp.	8.205%	1/1/27	475	619
Aon Corp.	6.250%	9/30/40	2,125	2,741
Arch Capital Group Ltd.	7.350%	5/1/34	1,175	1,510
Aspen Insurance Holdings Ltd.	6.000%	12/15/20	4,250	4,884
Assurant Inc.	6.750%	2/15/34	3,825	4,252
AXA SA	8.600%	12/15/30	7,170	9,250
Axis Capital Holdings Ltd.	5.750%	12/1/14	725	772
Axis Specialty Finance LLC	5.875%	6/1/20	5,300	6,037
Berkshire Hathaway Finance Corp.	4.850%	1/15/15	1,050	1,131
Berkshire Hathaway Finance Corp.	2.450%	12/15/15	2,050	2,150
Berkshire Hathaway Finance Corp.	1.600%	5/15/17	3,400	3,467
Berkshire Hathaway Finance Corp.	5.400%	5/15/18	5,670	6,774
Berkshire Hathaway Finance Corp.	4.250%	1/15/21	5,620	6,337
Berkshire Hathaway Finance Corp.	3.000%	5/15/22	3,100	3,159
Berkshire Hathaway Finance Corp.	5.750%	1/15/40	145	173
Berkshire Hathaway Finance Corp.	4.400%	5/15/42	2,100	2,076
Berkshire Hathaway Inc.	3.200%	2/11/15	3,700	3,888
Berkshire Hathaway Inc.	0.800%	2/11/16	2,025	2,038
Berkshire Hathaway Inc.	2.200%	8/15/16	20,370	21,358
Berkshire Hathaway Inc.	1.900%	1/31/17	5,000	5,176
Berkshire Hathaway Inc.	1.550%	2/9/18	225	228
Berkshire Hathaway Inc.	3.000%	2/11/23	1,575	1,598
Berkshire Hathaway Inc.	4.500%	2/11/43	8,675	8,761
Chubb Corp.	5.750%	5/15/18	940	1,144
Chubb Corp.	6.000%	5/11/37	2,900	3,728
3 Chubb Corp.	6.375%	3/29/67	6,065	6,641
Cigna Corp.	2.750%	11/15/16	8,005	8,487
Cigna Corp.	5.125%	6/15/20	875	1,011
Cigna Corp.	4.375%	12/15/20	200	223
Cigna Corp.	4.500%	3/15/21	1,090	1,215
Cigna Corp.	4.000%	2/15/22	1,385	1,498
Cigna Corp.	7.875%	5/15/27	425	574
Cigna Corp.	6.150%	11/15/36	9,259	11,238

Cigna Corp.	5.875%	3/15/41	1,865	2,244
Cigna Corp.	5.375%	2/15/42	1,585	1,789
Cincinnati Financial Corp.	6.920%	5/15/28	4,325	5,591
CNA Financial Corp.	5.850%	12/15/14	2,000	2,153
CNA Financial Corp.	6.500%	8/15/16	1,750	2,014
CNA Financial Corp.	7.350%	11/15/19	1,840	2,331
CNA Financial Corp.	5.875%	8/15/20	1,805	2,139
CNA Financial Corp.	5.750%	8/15/21	6,140	7,266
Coventry Health Care Inc.	6.300%	8/15/14	3,850	4,122
Coventry Health Care Inc.	5.950%	3/15/17	1,800	2,087
Coventry Health Care Inc.	5.450%	6/15/21	1,985	2,340
Endurance Specialty Holdings Ltd.	7.000%	7/15/34	4,729	5,377
First American Financial Corp.	4.300%	2/1/23	1,025	1,065
Genworth Financial Inc.	5.750%	6/15/14	181	190
Genworth Financial Inc.	4.950%	10/1/15	825	883
Genworth Financial Inc.	8.625%	12/15/16	4,125	4,991
Genworth Financial Inc.	6.515%	5/22/18	350	398
Genworth Financial Inc.	7.700%	6/15/20	535	639
Genworth Financial Inc.	7.625%	9/24/21	4,650	5,592
Genworth Financial Inc.	6.500%	6/15/34	4,825	5,114
Hartford Financial Services Group Inc.	5.500%	10/15/16	975	1,112
Hartford Financial Services Group Inc.	5.375%	3/15/17	900	1,030
Hartford Financial Services Group Inc.	4.000%	10/15/17	5,225	5,800
Hartford Financial Services Group Inc.	6.300%	3/15/18	2,134	2,588
Hartford Financial Services Group Inc.	6.000%	1/15/19	925	1,109
Hartford Financial Services Group Inc.	5.125%	4/15/22	825	959
Hartford Financial Services Group Inc.	5.950%	10/15/36	550	653
Hartford Financial Services Group Inc.	6.100%	10/1/41	1,650	2,005
Hartford Financial Services Group Inc.	6.625%	4/15/42	3,050	4,040
HCC Insurance Holdings Inc.	6.300%	11/15/19	1,600	1,861
Humana Inc.	7.200%	6/15/18	100	123
Humana Inc.	6.300%	8/1/18	150	177
Humana Inc.	3.150%	12/1/22	6,825	6,740
Humana Inc.	8.150%	6/15/38	2,500	3,520
Humana Inc.	4.625%	12/1/42	2,175	2,085
Infinity Property & Casualty Corp.	5.000%	9/19/22	950	988
6 ING US Inc.	2.900%	2/15/18	2,350	2,378
6 ING US Inc.	5.500%	7/15/22	525	581
Lincoln National Corp.	4.300%	6/15/15	1,619	1,735
Lincoln National Corp.	8.750%	7/1/19	900	1,221
Lincoln National Corp.	6.250%	2/15/20	4,745	5,761
Lincoln National Corp.	4.850%	6/24/21	8,407	9,500
Lincoln National Corp.	4.200%	3/15/22	100	109
Lincoln National Corp.	6.150%	4/7/36	3,450	4,127
Lincoln National Corp.	7.000%	6/15/40	1,285	1,707
3 Lincoln National Corp.	7.000%	5/17/66	6,985	7,107
Loews Corp.	5.250%	3/15/16	950	1,058
Loews Corp.	6.000%	2/1/35	200	238
Manulife Financial Corp.	3.400%	9/17/15	3,875	4,095
Manulife Financial Corp.	4.900%	9/17/20	4,875	5,514
Markel Corp.	7.125%	9/30/19	825	1,018
Markel Corp.	4.900%	7/1/22	2,750	3,054
Markel Corp.	3.625%	3/30/23	2,175	2,181
Markel Corp.	5.000%	3/30/43	1,000	1,002
Marsh & McLennan Cos. Inc.	5.750%	9/15/15	56	62
Marsh & McLennan Cos. Inc.	9.250%	4/15/19	5,962	8,020
Marsh & McLennan Cos. Inc.	4.800%	7/15/21	2,265	2,583

Marsh & McLennan Cos. Inc.	5.875%	8/1/33	4,525	5,348
6 Massachusetts Mutual Life Insurance Co.	8.875%	6/1/39	575	890
MetLife Inc.	2.375%	2/6/14	7,420	7,541
MetLife Inc.	5.000%	6/15/15	2,245	2,448
MetLife Inc.	6.750%	6/1/16	895	1,053
MetLife Inc.	1.756%	12/15/17	7,625	7,727
MetLife Inc.	6.817%	8/15/18	895	1,118
MetLife Inc.	7.717%	2/15/19	1,570	2,045
MetLife Inc.	4.750%	2/8/21	3,895	4,474
MetLife Inc.	3.048%	12/15/22	2,425	2,433
MetLife Inc.	6.375%	6/15/34	1,770	2,254
MetLife Inc.	5.700%	6/15/35	4,200	4,942
MetLife Inc.	5.875%	2/6/41	6,745	8,173
MetLife Inc.	4.125%	8/13/42	3,100	2,926
3 MetLife Inc.	6.400%	12/15/66	5,235	5,745
6 Metropolitan Life Global Funding I	5.125%	6/10/14	5,225	5,495
Montpelier Re Holdings Ltd.	4.700%	10/15/22	275	282
Munich Re America Corp.	7.450%	12/15/26	1,200	1,630
3 Nationwide Financial Services Inc.	6.750%	5/15/67	200	212
OneBeacon US Holdings Inc.	4.600%	11/9/22	1,000	1,043
PartnerRe Finance B LLC	5.500%	6/1/20	8,508	9,675
Primerica Inc.	4.750%	7/15/22	475	527
Principal Financial Group Inc.	8.875%	5/15/19	8,090	11,009
Principal Financial Group Inc.	6.050%	10/15/36	1,825	2,270
Principal Life Income Funding Trusts	5.100%	4/15/14	1,250	1,309
Progressive Corp.	3.750%	8/23/21	855	932
Progressive Corp.	6.625%	3/1/29	1,300	1,665
3 Progressive Corp.	6.700%	6/15/67	3,100	3,410
Protective Life Corp.	7.375%	10/15/19	950	1,167
Protective Life Corp.	8.450%	10/15/39	3,419	4,513
Prudential Financial Inc.	4.750%	4/1/14	650	677
Prudential Financial Inc.	5.100%	9/20/14	6,080	6,460
Prudential Financial Inc.	3.875%	1/14/15	5,360	5,640
Prudential Financial Inc.	6.200%	1/15/15	2,750	3,002
Prudential Financial Inc.	4.750%	9/17/15	5,750	6,266
Prudential Financial Inc.	5.500%	3/15/16	1,575	1,771
Prudential Financial Inc.	3.000%	5/12/16	3,150	3,338
Prudential Financial Inc.	6.000%	12/1/17	5,000	5,969
Prudential Financial Inc.	7.375%	6/15/19	795	1,022
Prudential Financial Inc.	5.375%	6/21/20	1,945	2,298
Prudential Financial Inc.	5.750%	7/15/33	1,280	1,469
Prudential Financial Inc.	5.400%	6/13/35	2,775	3,033
Prudential Financial Inc.	5.900%	3/17/36	2,300	2,660
Prudential Financial Inc.	5.700%	12/14/36	6,370	7,196
Prudential Financial Inc.	6.625%	12/1/37	6,050	7,616
Prudential Financial Inc.	5.625%	5/12/41	1,745	1,975
3 Prudential Financial Inc.	5.875%	9/15/42	2,000	2,120
3 Prudential Financial Inc.	5.625%	6/15/43	10,000	10,375
3 Prudential Financial Inc.	5.200%	3/15/44	1,875	1,870
Reinsurance Group of America Inc.	5.625%	3/15/17	1,500	1,705
Reinsurance Group of America Inc.	6.450%	11/15/19	1,000	1,202
3 Reinsurance Group of America Inc.	6.750%	12/15/65	5,675	5,810
Swiss Re Solutions Holding Corp.	6.450%	3/1/19	675	807
Swiss Re Solutions Holding Corp.	7.000%	2/15/26	1,225	1,592
Swiss Re Solutions Holding Corp.	7.750%	6/15/30	4,075	5,489
Torchmark Corp.	6.375%	6/15/16	1,225	1,382
Torchmark Corp.	9.250%	6/15/19	895	1,209

Transatlantic Holdings Inc.	8.000%	11/30/39	5,475	7,653
Travelers Cos. Inc.	5.500%	12/1/15	3,815	4,287
Travelers Cos. Inc.	6.250%	6/20/16	1,100	1,283
Travelers Cos. Inc.	5.750%	12/15/17	4,475	5,405
Travelers Cos. Inc.	5.800%	5/15/18	965	1,174
Travelers Cos. Inc.	3.900%	11/1/20	2,170	2,441
Travelers Cos. Inc.	6.750%	6/20/36	1,525	2,107
Travelers Cos. Inc.	6.250%	6/15/37	6,010	8,015
Travelers Cos. Inc.	5.350%	11/1/40	4,245	5,149
Travelers Property Casualty Corp.	6.375%	3/15/33	100	131
UnitedHealth Group Inc.	5.000%	8/15/14	4,900	5,202
UnitedHealth Group Inc.	4.875%	3/15/15	875	946
UnitedHealth Group Inc.	0.850%	10/15/15	3,275	3,293
UnitedHealth Group Inc.	1.875%	11/15/16	325	335
UnitedHealth Group Inc.	6.000%	6/15/17	3,825	4,556
UnitedHealth Group Inc.	1.400%	10/15/17	2,450	2,465
UnitedHealth Group Inc.	6.000%	2/15/18	8,060	9,760
UnitedHealth Group Inc.	3.875%	10/15/20	5,000	5,496
UnitedHealth Group Inc.	4.700%	2/15/21	835	956
UnitedHealth Group Inc.	3.375%	11/15/21	145	153
UnitedHealth Group Inc.	2.875%	3/15/22	3,300	3,341
UnitedHealth Group Inc.	2.750%	2/15/23	3,600	3,552
UnitedHealth Group Inc.	5.800%	3/15/36	4,525	5,379
UnitedHealth Group Inc.	6.500%	6/15/37	625	806
UnitedHealth Group Inc.	6.625%	11/15/37	1,425	1,856
UnitedHealth Group Inc.	6.875%	2/15/38	7,620	10,163
UnitedHealth Group Inc.	5.950%	2/15/41	250	308
UnitedHealth Group Inc.	4.625%	11/15/41	2,475	2,558
UnitedHealth Group Inc.	4.375%	3/15/42	1,000	1,005
UnitedHealth Group Inc.	3.950%	10/15/42	2,200	2,066
UnitedHealth Group Inc.	4.250%	3/15/43	5,225	5,141
Unum Group	7.125%	9/30/16	1,250	1,472
Unum Group	5.625%	9/15/20	825	954
Unum Group	5.750%	8/15/42	1,925	2,159
Validus Holdings Ltd.	8.875%	1/26/40	2,950	3,942
WellPoint Inc.	6.000%	2/15/14	550	575
WellPoint Inc.	5.000%	12/15/14	4,650	4,981
WellPoint Inc.	1.250%	9/10/15	2,825	2,845
WellPoint Inc.	5.250%	1/15/16	1,710	1,904
WellPoint Inc.	2.375%	2/15/17	1,700	1,763
WellPoint Inc.	5.875%	6/15/17	7,450	8,792
WellPoint Inc.	1.875%	1/15/18	2,975	3,015
WellPoint Inc.	7.000%	2/15/19	655	819
WellPoint Inc.	3.700%	8/15/21	205	216
WellPoint Inc.	3.125%	5/15/22	5,700	5,734
WellPoint Inc.	3.300%	1/15/23	4,200	4,259
WellPoint Inc.	5.950%	12/15/34	3,050	3,602
WellPoint Inc.	5.850%	1/15/36	2,400	2,825
WellPoint Inc.	6.375%	6/15/37	3,620	4,449
WellPoint Inc.	4.625%	5/15/42	2,000	2,008
WellPoint Inc.	4.650%	1/15/43	4,375	4,353
Willis Group Holdings plc	4.125%	3/15/16	3,775	4,011
Willis Group Holdings plc	5.750%	3/15/21	5,710	6,455
Willis North America Inc.	5.625%	7/15/15	2,200	2,387
Willis North America Inc.	6.200%	3/28/17	1,125	1,283
Willis North America Inc.	7.000%	9/29/19	750	894
WR Berkley Corp.	5.375%	9/15/20	375	427

WR Berkley Corp.	4.625%	3/15/22	7,300	7,955
XL Group plc	5.250%	9/15/14	350	370
XL Group plc	6.375%	11/15/24	175	212
XL Group plc	6.250%	5/15/27	1,392	1,677
XLIT Ltd.	5.750%	10/1/21	6,805	8,114
Other Finance (0.0%)
Jones Lang LaSalle Inc.	4.400%	11/15/22	150	154
NASDAQ OMX Group Inc.	5.550%	1/15/20	3,800	4,107
ORIX Corp.	4.710%	4/27/15	1,500	1,592
ORIX Corp.	5.000%	1/12/16	2,340	2,523
ORIX Corp.	3.750%	3/9/17	2,700	2,833
XTRA Finance Corp.	5.150%	4/1/17	4,525	5,176
Real Estate Investment Trusts (0.5%)
Alexandria Real Estate Equities Inc.	4.600%	4/1/22	2,575	2,786
Arden Realty LP	5.250%	3/1/15	250	269
AvalonBay Communities Inc.	5.750%	9/15/16	275	317
AvalonBay Communities Inc.	2.850%	3/15/23	1,700	1,660
BioMed Realty LP	3.850%	4/15/16	2,500	2,662
BioMed Realty LP	4.250%	7/15/22	1,050	1,105
Boston Properties LP	5.625%	4/15/15	1,375	1,504
Boston Properties LP	5.625%	11/15/20	4,500	5,337
Boston Properties LP	4.125%	5/15/21	1,410	1,530
Boston Properties LP	3.850%	2/1/23	8,700	9,221
Brandywine Operating Partnership LP	5.700%	5/1/17	275	311
Brandywine Operating Partnership LP	4.950%	4/15/18	4,250	4,710
Brandywine Operating Partnership LP	3.950%	2/15/23	1,300	1,310
BRE Properties Inc.	5.500%	3/15/17	975	1,106
BRE Properties Inc.	3.375%	1/15/23	1,125	1,118
Camden Property Trust	2.950%	12/15/22	3,950	3,892
CommonWealth REIT	6.250%	6/15/17	1,725	1,888
CommonWealth REIT	6.650%	1/15/18	975	1,107
CommonWealth REIT	5.875%	9/15/20	1,300	1,432
DDR Corp.	7.875%	9/1/20	3,300	4,204
DDR Corp.	4.625%	7/15/22	4,550	4,984
Digital Realty Trust LP	4.500%	7/15/15	4,550	4,816
Digital Realty Trust LP	5.250%	3/15/21	4,965	5,561
Digital Realty Trust LP	3.625%	10/1/22	175	175
Duke Realty LP	7.375%	2/15/15	3,675	4,072
Duke Realty LP	5.950%	2/15/17	5,225	5,981
Duke Realty LP	6.750%	3/15/20	275	336
EPR Properties	5.750%	8/15/22	575	630
Equity One Inc.	3.750%	11/15/22	2,000	1,992
ERP Operating LP	5.250%	9/15/14	1,350	1,438
ERP Operating LP	5.125%	3/15/16	3,050	3,389
ERP Operating LP	5.375%	8/1/16	975	1,107
ERP Operating LP	5.750%	6/15/17	550	643
ERP Operating LP	4.750%	7/15/20	385	434
ERP Operating LP	4.625%	12/15/21	1,760	1,979
Federal Realty Investment Trust	3.000%	8/1/22	1,600	1,591
HCP Inc.	3.750%	2/1/16	14,855	15,894
HCP Inc.	6.300%	9/15/16	950	1,101
HCP Inc.	2.625%	2/1/20	2,000	2,013
HCP Inc.	5.375%	2/1/21	3,690	4,293
HCP Inc.	3.150%	8/1/22	3,050	3,021
HCP Inc.	6.750%	2/1/41	1,675	2,169

Health Care REIT Inc.	3.625%	3/15/16	175	186
Health Care REIT Inc.	6.200%	6/1/16	3,250	3,708
Health Care REIT Inc.	4.700%	9/15/17	1,850	2,060
Health Care REIT Inc.	2.250%	3/15/18	8,900	8,970
Health Care REIT Inc.	6.125%	4/15/20	3,850	4,568
Health Care REIT Inc.	4.950%	1/15/21	8,915	9,938
Health Care REIT Inc.	5.250%	1/15/22	175	199
Health Care REIT Inc.	3.750%	3/15/23	1,650	1,661
Health Care REIT Inc.	6.500%	3/15/41	175	208
Health Care REIT Inc.	5.125%	3/15/43	1,650	1,634
Healthcare Realty Trust Inc.	6.500%	1/17/17	1,600	1,826
Healthcare Realty Trust Inc.	5.750%	1/15/21	1,205	1,374
Healthcare Realty Trust Inc.	3.750%	4/15/23	1,500	1,494
6 Healthcare Trust of America Holdings LP	3.700%	4/15/23	875	873
Hospitality Properties Trust	7.875%	8/15/14	1,375	1,453
Hospitality Properties Trust	5.125%	2/15/15	1,775	1,854
Hospitality Properties Trust	5.625%	3/15/17	3,150	3,472
Hospitality Properties Trust	6.700%	1/15/18	6,600	7,601
Kilroy Realty LP	5.000%	11/3/15	3,100	3,379
Kilroy Realty LP	4.800%	7/15/18	2,900	3,236
Kilroy Realty LP	3.800%	1/15/23	4,300	4,418
Kimco Realty Corp.	5.783%	3/15/16	3,125	3,511
Kimco Realty Corp.	5.700%	5/1/17	1,250	1,443
Kimco Realty Corp.	4.300%	2/1/18	840	937
Kimco Realty Corp.	6.875%	10/1/19	3,575	4,544
Liberty Property LP	5.125%	3/2/15	4,170	4,466
Liberty Property LP	6.625%	10/1/17	1,800	2,143
Liberty Property LP	4.750%	10/1/20	450	493
Liberty Property LP	3.375%	6/15/23	1,775	1,769
Mack-Cali Realty LP	2.500%	12/15/17	1,700	1,727
Mack-Cali Realty LP	7.750%	8/15/19	2,175	2,752
Mack-Cali Realty LP	4.500%	4/18/22	350	375
National Retail Properties Inc.	6.875%	10/15/17	6,950	8,321
National Retail Properties Inc.	3.800%	10/15/22	1,600	1,647
Omega Healthcare Investors Inc.	6.750%	10/15/22	3,258	3,592
Omega Healthcare Investors Inc.	5.875%	3/15/24	685	730
Post Apartment Homes LP	3.375%	12/1/22	3,025	3,057
ProLogis LP	4.500%	8/15/17	775	853
ProLogis LP	6.625%	5/15/18	500	604
ProLogis LP	7.375%	10/30/19	2,075	2,602
ProLogis LP	6.625%	12/1/19	850	1,034
ProLogis LP	6.875%	3/15/20	3,675	4,501
Realty Income Corp.	2.000%	1/31/18	700	705
Realty Income Corp.	6.750%	8/15/19	5,665	7,017
Realty Income Corp.	5.750%	1/15/21	3,000	3,501
Realty Income Corp.	3.250%	10/15/22	825	812
Regency Centers LP	5.250%	8/1/15	625	680
Regency Centers LP	5.875%	6/15/17	3,400	3,910
Senior Housing Properties Trust	4.300%	1/15/16	700	727
Simon Property Group LP	6.750%	5/15/14	9,850	10,360
Simon Property Group LP	4.200%	2/1/15	1,690	1,782
Simon Property Group LP	5.750%	12/1/15	5,975	6,668
Simon Property Group LP	6.100%	5/1/16	150	172
Simon Property Group LP	5.250%	12/1/16	5,965	6,813
Simon Property Group LP	2.800%	1/30/17	3,525	3,734
Simon Property Group LP	5.875%	3/1/17	4,675	5,435
Simon Property Group LP	2.150%	9/15/17	6,250	6,460

Simon Property Group LP	6.125%	5/30/18	1,875	2,297
Simon Property Group LP	5.650%	2/1/20	3,875	4,664
Simon Property Group LP	4.375%	3/1/21	1,645	1,840
Simon Property Group LP	3.375%	3/15/22	1,675	1,762
Simon Property Group LP	2.750%	2/1/23	3,650	3,592
Simon Property Group LP	6.750%	2/1/40	3,800	5,149
Simon Property Group LP	4.750%	3/15/42	1,300	1,355
Tanger Properties LP	6.150%	11/15/15	2,975	3,366
UDR Inc.	4.250%	6/1/18	575	635
UDR Inc.	4.625%	1/10/22	3,800	4,212
Ventas Realty LP / Ventas Capital Corp.	3.125%	11/30/15	7,905	8,352
Ventas Realty LP / Ventas Capital Corp.	2.000%	2/15/18	1,125	1,133
Ventas Realty LP / Ventas Capital Corp.	4.000%	4/30/19	2,125	2,315
Ventas Realty LP / Ventas Capital Corp.	4.750%	6/1/21	975	1,087
Ventas Realty LP / Ventas Capital Corp.	4.250%	3/1/22	1,125	1,208
Ventas Realty LP / Ventas Capital Corp.	3.250%	8/15/22	5,375	5,346
Vornado Realty LP	5.000%	1/15/22	5,500	6,125
Washington REIT	4.950%	10/1/20	800	873
Washington REIT	3.950%	10/15/22	1,050	1,075
Weingarten Realty Investors	3.375%	10/15/22	675	667
Weingarten Realty Investors	3.500%	4/15/23	2,125	2,124
				5,263,645
Industrial (12.1%)
Basic Industry (1.2%)
Agrium Inc.	6.750%	1/15/19	1,500	1,840
Agrium Inc.	3.150%	10/1/22	4,300	4,156
Agrium Inc.	6.125%	1/15/41	275	310
Air Products & Chemicals Inc.	2.000%	8/2/16	1,050	1,089
Air Products & Chemicals Inc.	1.200%	10/15/17	1,075	1,080
Air Products & Chemicals Inc.	3.000%	11/3/21	6,785	7,047
Airgas Inc.	4.500%	9/15/14	1,800	1,895
Airgas Inc.	3.250%	10/1/15	1,075	1,131
Albemarle Corp.	4.500%	12/15/20	450	497
Alcoa Inc.	6.750%	7/15/18	390	447
Alcoa Inc.	5.720%	2/23/19	300	325
Alcoa Inc.	6.150%	8/15/20	7,665	8,375
Alcoa Inc.	5.400%	4/15/21	7,000	7,244
Alcoa Inc.	5.870%	2/23/22	550	586
Alcoa Inc.	5.900%	2/1/27	4,500	4,784
Alcoa Inc.	6.750%	1/15/28	8,030	8,864
Alcoa Inc.	5.950%	2/1/37	440	426
Allegheny Technologies Inc.	9.375%	6/1/19	2,975	3,834
Allegheny Technologies Inc.	5.950%	1/15/21	2,000	2,222
AngloGold Ashanti Holdings plc	5.375%	4/15/20	2,810	2,976
AngloGold Ashanti Holdings plc	5.125%	8/1/22	525	534
AngloGold Ashanti Holdings plc	6.500%	4/15/40	875	888
Barrick Gold Corp.	2.900%	5/30/16	4,730	4,982
Barrick Gold Corp.	6.950%	4/1/19	200	248
Barrick Gold Corp.	3.850%	4/1/22	6,200	6,361
Barrick Gold Corp.	5.250%	4/1/42	3,000	3,042
Barrick Gold Finance Co.	4.875%	11/15/14	400	425
Barrick North America Finance LLC	6.800%	9/15/18	6,150	7,570
Barrick North America Finance LLC	4.400%	5/30/21	13,135	14,193
Barrick North America Finance LLC	5.700%	5/30/41	1,625	1,739
Barrick PD Australia Finance Pty Ltd.	5.950%	10/15/39	2,744	3,034
BHP Billiton Finance USA Ltd.	5.500%	4/1/14	5,125	5,385
BHP Billiton Finance USA Ltd.	1.125%	11/21/14	6,625	6,701

BHP Billiton Finance USA Ltd.	1.000%	2/24/15	7,100	7,172
BHP Billiton Finance USA Ltd.	5.250%	12/15/15	3,000	3,357
BHP Billiton Finance USA Ltd.	1.875%	11/21/16	2,800	2,891
BHP Billiton Finance USA Ltd.	1.625%	2/24/17	6,550	6,683
BHP Billiton Finance USA Ltd.	5.400%	3/29/17	1,425	1,657
BHP Billiton Finance USA Ltd.	6.500%	4/1/19	4,390	5,566
BHP Billiton Finance USA Ltd.	3.250%	11/21/21	650	686
BHP Billiton Finance USA Ltd.	2.875%	2/24/22	9,675	9,877
BHP Billiton Finance USA Ltd.	4.125%	2/24/42	4,100	4,124
Cabot Corp.	2.550%	1/15/18	200	206
Cabot Corp.	3.700%	7/15/22	400	407
Carpenter Technology Corp.	5.200%	7/15/21	5,425	5,840
Celulosa Arauco y Constitucion SA	5.625%	4/20/15	1,000	1,075
Celulosa Arauco y Constitucion SA	7.250%	7/29/19	800	960
Celulosa Arauco y Constitucion SA	5.000%	1/21/21	2,800	2,955
Celulosa Arauco y Constitucion SA	4.750%	1/11/22	2,000	2,088
CF Industries Inc.	6.875%	5/1/18	6,600	7,895
CF Industries Inc.	7.125%	5/1/20	9,510	11,769
Cliffs Natural Resources Inc.	3.950%	1/15/18	875	881
Cliffs Natural Resources Inc.	5.900%	3/15/20	2,225	2,351
Cliffs Natural Resources Inc.	4.875%	4/1/21	6,460	6,386
Cliffs Natural Resources Inc.	6.250%	10/1/40	3,000	2,772
Cytec Industries Inc.	3.500%	4/1/23	225	226
Domtar Corp.	6.250%	9/1/42	475	486
Dow Chemical Co.	5.900%	2/15/15	17,300	18,920
Dow Chemical Co.	2.500%	2/15/16	2,175	2,267
Dow Chemical Co.	8.550%	5/15/19	590	794
Dow Chemical Co.	4.250%	11/15/20	9,465	10,368
Dow Chemical Co.	4.125%	11/15/21	1,415	1,508
Dow Chemical Co.	7.375%	11/1/29	1,500	2,005
Dow Chemical Co.	9.400%	5/15/39	5,865	9,378
Dow Chemical Co.	5.250%	11/15/41	5,265	5,686
Dow Chemical Co.	4.375%	11/15/42	4,225	4,041
Eastman Chemical Co.	3.000%	12/15/15	4,600	4,835
Eastman Chemical Co.	2.400%	6/1/17	2,100	2,181
Eastman Chemical Co.	4.500%	1/15/21	6,810	7,561
Eastman Chemical Co.	3.600%	8/15/22	6,775	7,073
Eastman Chemical Co.	4.800%	9/1/42	2,750	2,844
Ecolab Inc.	2.375%	12/8/14	3,200	3,285
Ecolab Inc.	1.000%	8/9/15	550	552
Ecolab Inc.	3.000%	12/8/16	1,875	1,994
Ecolab Inc.	1.450%	12/8/17	8,775	8,736
Ecolab Inc.	4.350%	12/8/21	10,100	11,260
Ecolab Inc.	5.500%	12/8/41	1,500	1,723
EI du Pont de Nemours & Co.	3.250%	1/15/15	425	446
EI du Pont de Nemours & Co.	2.750%	4/1/16	1,600	1,698
EI du Pont de Nemours & Co.	5.250%	12/15/16	1,330	1,539
EI du Pont de Nemours & Co.	6.000%	7/15/18	11,240	13,858
EI du Pont de Nemours & Co.	4.625%	1/15/20	3,115	3,619
EI du Pont de Nemours & Co.	3.625%	1/15/21	14,468	15,873
EI du Pont de Nemours & Co.	4.250%	4/1/21	5,950	6,785
EI du Pont de Nemours & Co.	2.800%	2/15/23	1,750	1,772
EI du Pont de Nemours & Co.	6.500%	1/15/28	525	694
EI du Pont de Nemours & Co.	4.900%	1/15/41	8,100	9,247
EI du Pont de Nemours & Co.	4.150%	2/15/43	2,250	2,271
FMC Corp.	3.950%	2/1/22	1,275	1,347
Freeport-McMoRan Copper & Gold Inc.	1.400%	2/13/15	2,800	2,824

Freeport-McMoRan Copper & Gold Inc.	2.150%	3/1/17	2,000	2,027
6 Freeport-McMoRan Copper & Gold Inc.	2.375%	3/15/18	6,435	6,469
6 Freeport-McMoRan Copper & Gold Inc.	3.100%	3/15/20	4,500	4,516
Freeport-McMoRan Copper & Gold Inc.	3.550%	3/1/22	3,785	3,756
6 Freeport-McMoRan Copper & Gold Inc.	3.875%	3/15/23	13,005	12,946
6 Freeport-McMoRan Copper & Gold Inc.	5.450%	3/15/43	4,330	4,267
Georgia-Pacific LLC	8.875%	5/15/31	2,250	3,362
Goldcorp Inc.	2.125%	3/15/18	5,800	5,828
Goldcorp Inc.	3.700%	3/15/23	4,825	4,849
ICI Wilmington Inc.	5.625%	12/1/13	200	206
International Paper Co.	5.300%	4/1/15	1,600	1,730
International Paper Co.	7.950%	6/15/18	7,465	9,597
International Paper Co.	9.375%	5/15/19	1,800	2,476
International Paper Co.	7.500%	8/15/21	5,190	6,790
International Paper Co.	4.750%	2/15/22	5,000	5,623
International Paper Co.	7.300%	11/15/39	3,845	5,056
International Paper Co.	6.000%	11/15/41	6,000	6,990
Lubrizol Corp.	5.500%	10/1/14	600	645
Lubrizol Corp.	8.875%	2/1/19	1,075	1,491
LyondellBasell Industries NV	5.000%	4/15/19	8,475	9,566
LyondellBasell Industries NV	6.000%	11/15/21	4,375	5,195
LyondellBasell Industries NV	5.750%	4/15/24	4,400	5,162
Monsanto Co.	5.125%	4/15/18	850	1,014
Monsanto Co.	2.200%	7/15/22	650	641
Monsanto Co.	5.875%	4/15/38	4,300	5,571
Monsanto Co.	3.600%	7/15/42	2,000	1,924
Mosaic Co.	4.875%	11/15/41	4,045	4,277
Newmont Mining Corp.	5.125%	10/1/19	1,000	1,154
Newmont Mining Corp.	3.500%	3/15/22	12,050	12,123
Newmont Mining Corp.	5.875%	4/1/35	750	832
Newmont Mining Corp.	6.250%	10/1/39	3,275	3,767
Newmont Mining Corp.	4.875%	3/15/42	9,500	9,179
Nucor Corp.	5.750%	12/1/17	2,265	2,700
Nucor Corp.	5.850%	6/1/18	1,725	2,086
Nucor Corp.	4.125%	9/15/22	300	330
Nucor Corp.	6.400%	12/1/37	1,875	2,447
Packaging Corp. of America	3.900%	6/15/22	2,275	2,352
Placer Dome Inc.	6.450%	10/15/35	1,050	1,208
Plum Creek Timberlands LP	5.875%	11/15/15	1,250	1,389
Plum Creek Timberlands LP	4.700%	3/15/21	445	483
Potash Corp. of Saskatchewan Inc.	3.750%	9/30/15	2,000	2,140
Potash Corp. of Saskatchewan Inc.	3.250%	12/1/17	8,500	9,215
Potash Corp. of Saskatchewan Inc.	6.500%	5/15/19	1,077	1,345
Potash Corp. of Saskatchewan Inc.	4.875%	3/30/20	8,065	9,236
Potash Corp. of Saskatchewan Inc.	5.875%	12/1/36	200	239
Potash Corp. of Saskatchewan Inc.	5.625%	12/1/40	375	443
PPG Industries Inc.	1.900%	1/15/16	3,625	3,732
PPG Industries Inc.	6.650%	3/15/18	2,675	3,302
PPG Industries Inc.	5.500%	11/15/40	4,200	4,783
Praxair Inc.	4.375%	3/31/14	825	856
Praxair Inc.	5.250%	11/15/14	2,000	2,149
Praxair Inc.	4.625%	3/30/15	5,435	5,877
Praxair Inc.	4.500%	8/15/19	1,800	2,092
Praxair Inc.	3.000%	9/1/21	2,225	2,299
Praxair Inc.	2.450%	2/15/22	6,000	6,011
Praxair Inc.	2.200%	8/15/22	8,025	7,781
Praxair Inc.	3.550%	11/7/42	500	468

Rayonier Inc.	3.750%	4/1/22	1,000	1,009
Reliance Steel & Aluminum Co.	6.200%	11/15/16	100	111
Reliance Steel & Aluminum Co.	6.850%	11/15/36	100	109
Rio Tinto Alcan Inc.	5.000%	6/1/15	250	272
Rio Tinto Alcan Inc.	6.125%	12/15/33	5,725	7,214
Rio Tinto Alcan Inc.	5.750%	6/1/35	3,000	3,663
Rio Tinto Finance USA Ltd.	8.950%	5/1/14	12,425	13,505
Rio Tinto Finance USA Ltd.	1.875%	11/2/15	2,000	2,051
Rio Tinto Finance USA Ltd.	2.500%	5/20/16	145	151
Rio Tinto Finance USA Ltd.	2.250%	9/20/16	3,200	3,322
Rio Tinto Finance USA Ltd.	6.500%	7/15/18	6,000	7,371
Rio Tinto Finance USA Ltd.	9.000%	5/1/19	10,200	14,111
Rio Tinto Finance USA Ltd.	3.500%	11/2/20	440	464
Rio Tinto Finance USA Ltd.	4.125%	5/20/21	4,500	4,879
Rio Tinto Finance USA Ltd.	3.750%	9/20/21	2,700	2,859
Rio Tinto Finance USA Ltd.	7.125%	7/15/28	1,375	1,872
Rio Tinto Finance USA Ltd.	5.200%	11/2/40	9,510	10,769
Rio Tinto Finance USA plc	1.125%	3/20/15	2,400	2,417
Rio Tinto Finance USA plc	2.000%	3/22/17	3,075	3,151
Rio Tinto Finance USA plc	1.625%	8/21/17	5,075	5,108
Rio Tinto Finance USA plc	3.500%	3/22/22	2,175	2,249
Rio Tinto Finance USA plc	2.875%	8/21/22	11,450	11,205
Rio Tinto Finance USA plc	4.750%	3/22/42	3,475	3,650
Rio Tinto Finance USA plc	4.125%	8/21/42	5,200	4,892
Rohm & Haas Co.	6.000%	9/15/17	5,775	6,800
Rohm & Haas Co.	7.850%	7/15/29	4,775	6,529
RPM International Inc.	6.125%	10/15/19	650	766
RPM International Inc.	3.450%	11/15/22	2,275	2,250
Sherwin-Williams Co.	3.125%	12/15/14	1,350	1,403
Sherwin-Williams Co.	1.350%	12/15/17	2,825	2,830
Sherwin-Williams Co.	4.000%	12/15/42	1,200	1,174
Sigma-Aldrich Corp.	3.375%	11/1/20	600	636
Southern Copper Corp.	5.375%	4/16/20	400	454
Southern Copper Corp.	3.500%	11/8/22	1,550	1,536
Southern Copper Corp.	7.500%	7/27/35	11,025	13,268
Southern Copper Corp.	6.750%	4/16/40	1,600	1,808
Southern Copper Corp.	5.250%	11/8/42	2,700	2,569
Syngenta Finance NV	3.125%	3/28/22	2,250	2,320
Syngenta Finance NV	4.375%	3/28/42	1,250	1,319
Teck Resources Ltd.	5.375%	10/1/15	4,991	5,493
Teck Resources Ltd.	3.150%	1/15/17	700	733
Teck Resources Ltd.	2.500%	2/1/18	4,000	3,980
Teck Resources Ltd.	4.750%	1/15/22	700	752
Teck Resources Ltd.	3.750%	2/1/23	10,050	9,839
Teck Resources Ltd.	6.000%	8/15/40	2,500	2,640
Teck Resources Ltd.	6.250%	7/15/41	6,401	6,737
Teck Resources Ltd.	5.200%	3/1/42	2,125	1,971
Teck Resources Ltd.	5.400%	2/1/43	375	357
Vale Canada Ltd.	5.700%	10/15/15	1,200	1,308
Vale Canada Ltd.	7.200%	9/15/32	3,541	4,130
Vale Overseas Ltd.	6.250%	1/11/16	1,240	1,384
Vale Overseas Ltd.	6.250%	1/23/17	6,850	7,823
Vale Overseas Ltd.	5.625%	9/15/19	5,550	6,294
Vale Overseas Ltd.	4.625%	9/15/20	8,835	9,363
Vale Overseas Ltd.	4.375%	1/11/22	12,805	13,145
Vale Overseas Ltd.	8.250%	1/17/34	800	1,026
Vale Overseas Ltd.	6.875%	11/21/36	20,370	23,155

Vale Overseas Ltd.	6.875%	11/10/39	7,015	8,026
Valspar Corp.	7.250%	6/15/19	400	496
Valspar Corp.	4.200%	1/15/22	375	408
Westlake Chemical Corp.	3.600%	7/15/22	400	407
Westvaco Corp.	7.950%	2/15/31	2,700	3,299
Xstrata Canada Corp.	5.375%	6/1/15	100	109
Xstrata Canada Corp.	6.000%	10/15/15	325	360
Xstrata Canada Corp.	5.500%	6/15/17	1,975	2,234
Capital Goods (1.1%)
3M Co.	1.375%	9/29/16	1,630	1,670
3M Co.	2.000%	6/26/22	5,000	4,962
3M Co.	6.375%	2/15/28	1,300	1,804
3M Co.	5.700%	3/15/37	2,345	3,033
ABB Finance USA Inc.	1.625%	5/8/17	1,200	1,217
ABB Finance USA Inc.	2.875%	5/8/22	6,110	6,186
ABB Finance USA Inc.	4.375%	5/8/42	1,250	1,315
Acuity Brands Lighting Inc.	6.000%	12/15/19	800	918
Bemis Co. Inc.	5.650%	8/1/14	7,225	7,670
Black & Decker Corp.	5.750%	11/15/16	625	726
Boeing Capital Corp.	3.250%	10/27/14	2,850	2,974
Boeing Capital Corp.	2.125%	8/15/16	885	920
Boeing Capital Corp.	4.700%	10/27/19	5,875	6,890
Boeing Co.	5.000%	3/15/14	985	1,026
Boeing Co.	3.500%	2/15/15	4,135	4,362
Boeing Co.	6.000%	3/15/19	725	896
Boeing Co.	4.875%	2/15/20	1,825	2,162
Boeing Co.	8.750%	8/15/21	200	292
Boeing Co.	7.250%	6/15/25	325	442
Boeing Co.	6.125%	2/15/33	225	286
Boeing Co.	6.625%	2/15/38	525	724
Boeing Co.	6.875%	3/15/39	300	426
Boeing Co.	5.875%	2/15/40	3,230	4,117
Carlisle Cos. Inc.	3.750%	11/15/22	1,650	1,651
Caterpillar Financial Services Corp.	1.550%	12/20/13	2,095	2,113
Caterpillar Financial Services Corp.	1.650%	4/1/14	450	456
Caterpillar Financial Services Corp.	1.375%	5/20/14	7,605	7,690
Caterpillar Financial Services Corp.	4.750%	2/17/15	1,350	1,454
Caterpillar Financial Services Corp.	1.050%	3/26/15	1,700	1,716
Caterpillar Financial Services Corp.	4.625%	6/1/15	2,725	2,950
Caterpillar Financial Services Corp.	2.050%	8/1/16	3,630	3,768
Caterpillar Financial Services Corp.	1.750%	3/24/17	1,675	1,717
Caterpillar Financial Services Corp.	1.250%	11/6/17	850	853
Caterpillar Financial Services Corp.	7.150%	2/15/19	14,290	18,537
Caterpillar Financial Services Corp.	2.850%	6/1/22	6,104	6,257
Caterpillar Inc.	1.375%	5/27/14	1,200	1,213
Caterpillar Inc.	0.950%	6/26/15	1,950	1,968
Caterpillar Inc.	1.500%	6/26/17	1,825	1,852
Caterpillar Inc.	3.900%	5/27/21	13,330	14,784
Caterpillar Inc.	6.050%	8/15/36	3,991	5,121
Caterpillar Inc.	3.803%	8/15/42	10,944	10,345
Cooper US Inc.	5.450%	4/1/15	950	1,037
Cooper US Inc.	2.375%	1/15/16	5,575	5,773
Cooper US Inc.	3.875%	12/15/20	200	217
CRH America Inc.	4.125%	1/15/16	4,050	4,267
CRH America Inc.	6.000%	9/30/16	4,500	5,121
CRH America Inc.	8.125%	7/15/18	1,275	1,581

CRH America Inc.	5.750%	1/15/21	8,340	9,319
Danaher Corp.	2.300%	6/23/16	1,800	1,888
Danaher Corp.	5.625%	1/15/18	850	1,013
Danaher Corp.	3.900%	6/23/21	1,000	1,116
Deere & Co.	6.950%	4/25/14	3,925	4,200
Deere & Co.	2.600%	6/8/22	7,800	7,859
Deere & Co.	5.375%	10/16/29	3,695	4,572
Deere & Co.	8.100%	5/15/30	1,525	2,333
Deere & Co.	3.900%	6/9/42	4,725	4,671
Dover Corp.	4.875%	10/15/15	2,225	2,462
Dover Corp.	5.450%	3/15/18	2,250	2,683
Dover Corp.	4.300%	3/1/21	830	941
Dover Corp.	6.600%	3/15/38	975	1,349
Dover Corp.	5.375%	3/1/41	895	1,086
6 Eaton Corp.	1.500%	11/2/17	1,000	1,003
Eaton Corp.	5.600%	5/15/18	5,855	6,925
6 Eaton Corp.	2.750%	11/2/22	11,675	11,587
6 Eaton Corp.	4.000%	11/2/32	2,430	2,424
6 Eaton Corp.	4.150%	11/2/42	2,550	2,482
Embraer Overseas Ltd.	6.375%	1/24/17	4,450	5,028
Embraer Overseas Ltd.	6.375%	1/15/20	5,560	6,434
Emerson Electric Co.	5.125%	12/1/16	2,125	2,439
Emerson Electric Co.	5.250%	10/15/18	2,200	2,637
Emerson Electric Co.	4.875%	10/15/19	2,275	2,701
Emerson Electric Co.	4.250%	11/15/20	2,707	3,115
Emerson Electric Co.	2.625%	2/15/23	1,500	1,519
Emerson Electric Co.	5.250%	11/15/39	440	528
Flowserve Corp.	3.500%	9/15/22	5,155	5,218
General Dynamics Corp.	1.375%	1/15/15	5,000	5,087
General Dynamics Corp.	1.000%	11/15/17	6,225	6,172
General Dynamics Corp.	3.875%	7/15/21	5,000	5,552
General Dynamics Corp.	2.250%	11/15/22	7,850	7,548
General Dynamics Corp.	3.600%	11/15/42	1,650	1,510
General Electric Co.	0.850%	10/9/15	7,375	7,397
General Electric Co.	5.250%	12/6/17	18,145	21,277
General Electric Co.	2.700%	10/9/22	14,225	14,224
General Electric Co.	4.125%	10/9/42	9,900	9,909
Goodrich Corp.	6.290%	7/1/16	1,000	1,155
Goodrich Corp.	6.125%	3/1/19	3,600	4,492
Harsco Corp.	2.700%	10/15/15	495	499
Harsco Corp.	5.750%	5/15/18	4,440	4,939
Honeywell International Inc.	5.400%	3/15/16	2,330	2,641
Honeywell International Inc.	5.300%	3/15/17	2,375	2,763
Honeywell International Inc.	5.300%	3/1/18	3,675	4,378
Honeywell International Inc.	5.000%	2/15/19	2,520	3,006
Honeywell International Inc.	4.250%	3/1/21	4,545	5,239
Honeywell International Inc.	5.700%	3/15/36	1,600	2,014
Honeywell International Inc.	5.700%	3/15/37	495	627
Honeywell International Inc.	5.375%	3/1/41	6,345	7,879
Illinois Tool Works Inc.	5.150%	4/1/14	9,664	10,076
Illinois Tool Works Inc.	6.250%	4/1/19	2,650	3,324
Illinois Tool Works Inc.	3.375%	9/15/21	895	971
Illinois Tool Works Inc.	4.875%	9/15/41	895	1,003
Illinois Tool Works Inc.	3.900%	9/1/42	6,875	6,645
Ingersoll-Rand Global Holding Co. Ltd.	9.500%	4/15/14	5,175	5,631
Ingersoll-Rand Global Holding Co. Ltd.	6.875%	8/15/18	1,850	2,225
John Deere Capital Corp.	1.250%	12/2/14	2,225	2,256

John Deere Capital Corp.	2.950%	3/9/15	5,075	5,308
John Deere Capital Corp.	0.875%	4/17/15	875	880
John Deere Capital Corp.	0.950%	6/29/15	3,000	3,029
John Deere Capital Corp.	0.700%	9/4/15	1,100	1,102
John Deere Capital Corp.	0.750%	1/22/16	3,175	3,184
John Deere Capital Corp.	1.850%	9/15/16	815	841
John Deere Capital Corp.	2.000%	1/13/17	2,350	2,434
John Deere Capital Corp.	1.400%	3/15/17	2,000	2,026
John Deere Capital Corp.	5.500%	4/13/17	150	176
John Deere Capital Corp.	2.800%	9/18/17	4,225	4,516
John Deere Capital Corp.	1.200%	10/10/17	2,550	2,560
John Deere Capital Corp.	5.750%	9/10/18	4,035	4,925
John Deere Capital Corp.	2.250%	4/17/19	1,275	1,317
John Deere Capital Corp.	1.700%	1/15/20	5,400	5,321
John Deere Capital Corp.	3.900%	7/12/21	875	974
John Deere Capital Corp.	3.150%	10/15/21	3,095	3,266
John Deere Capital Corp.	2.750%	3/15/22	2,250	2,286
John Deere Capital Corp.	2.800%	1/27/23	2,975	3,021
Joy Global Inc.	6.000%	11/15/16	575	661
Kennametal Inc.	2.650%	11/1/19	1,950	1,956
Kennametal Inc.	3.875%	2/15/22	2,050	2,134
L-3 Communications Corp.	5.200%	10/15/19	10,230	11,647
L-3 Communications Corp.	4.750%	7/15/20	2,950	3,255
L-3 Communications Corp.	4.950%	2/15/21	5,100	5,697
Legrand France SA	8.500%	2/15/25	400	536
Lockheed Martin Corp.	7.650%	5/1/16	3,950	4,734
Lockheed Martin Corp.	2.125%	9/15/16	5,775	5,978
Lockheed Martin Corp.	4.250%	11/15/19	2,720	3,051
Lockheed Martin Corp.	3.350%	9/15/21	920	962
Lockheed Martin Corp.	6.150%	9/1/36	9,460	11,507
Lockheed Martin Corp.	5.500%	11/15/39	1,745	1,997
Lockheed Martin Corp.	5.720%	6/1/40	4,626	5,452
Martin Marietta Materials Inc.	6.600%	4/15/18	1,850	2,100
Mohawk Industries Inc.	3.850%	2/1/23	7,025	7,145
Northrop Grumman Corp.	1.850%	11/15/15	7,659	7,833
Northrop Grumman Corp.	3.500%	3/15/21	1,425	1,525
Northrop Grumman Corp.	5.050%	11/15/40	1,875	2,031
Northrop Grumman Systems Corp.	7.750%	2/15/31	3,070	4,357
Owens Corning	6.500%	12/1/16	8,745	9,866
Owens Corning	9.000%	6/15/19	253	324
Owens Corning	4.200%	12/15/22	4,875	5,007
Owens Corning	7.000%	12/1/36	3,075	3,508
Parker Hannifin Corp.	5.500%	5/15/18	450	536
Parker Hannifin Corp.	3.500%	9/15/22	1,625	1,756
Parker Hannifin Corp.	6.250%	5/15/38	550	736
6 Pentair Finance SA	1.350%	12/1/15	1,500	1,502
6 Pentair Finance SA	5.000%	5/15/21	4,805	5,444
Precision Castparts Corp.	0.700%	12/20/15	1,975	1,980
Precision Castparts Corp.	1.250%	1/15/18	1,825	1,828
Precision Castparts Corp.	2.500%	1/15/23	975	962
Precision Castparts Corp.	3.900%	1/15/43	1,625	1,597
Raytheon Co.	6.400%	12/15/18	100	124
Raytheon Co.	4.400%	2/15/20	500	568
Raytheon Co.	3.125%	10/15/20	1,525	1,613
Raytheon Co.	2.500%	12/15/22	7,550	7,365
Raytheon Co.	7.200%	8/15/27	1,225	1,693
Raytheon Co.	4.875%	10/15/40	400	441

Raytheon Co.	4.700%	12/15/41	6,400	6,909
Republic Services Inc.	3.800%	5/15/18	3,690	4,055
Republic Services Inc.	5.500%	9/15/19	4,000	4,755
Republic Services Inc.	5.000%	3/1/20	4,100	4,739
Republic Services Inc.	5.250%	11/15/21	2,650	3,105
Republic Services Inc.	3.550%	6/1/22	2,200	2,293
Republic Services Inc.	4.750%	5/15/23	1,050	1,190
Republic Services Inc.	6.086%	3/15/35	825	992
Republic Services Inc.	6.200%	3/1/40	2,455	3,037
Republic Services Inc.	5.700%	5/15/41	3,300	3,831
Rockwell Automation Inc.	5.650%	12/1/17	600	707
Rockwell Automation Inc.	6.700%	1/15/28	325	446
Rockwell Automation Inc.	6.250%	12/1/37	1,500	1,964
Rockwell Collins Inc.	5.250%	7/15/19	275	329
Rockwell Collins Inc.	3.100%	11/15/21	1,000	1,056
Roper Industries Inc.	1.850%	11/15/17	175	177
Roper Industries Inc.	6.250%	9/1/19	3,000	3,645
Roper Industries Inc.	3.125%	11/15/22	400	402
Snap-on Inc.	6.125%	9/1/21	2,000	2,461
Sonoco Products Co.	4.375%	11/1/21	435	475
Sonoco Products Co.	5.750%	11/1/40	2,910	3,322
Stanley Black & Decker Inc.	3.400%	12/1/21	2,425	2,539
Stanley Black & Decker Inc.	2.900%	11/1/22	3,000	3,016
Textron Inc.	5.600%	12/1/17	3,416	3,863
Tyco International Finance SA	8.500%	1/15/19	1,130	1,466
Tyco International Ltd. / Tyco International
Finance SA	7.000%	12/15/19	1,375	1,708
Tyco International Ltd. / Tyco International
Finance SA	6.875%	1/15/21	4,100	5,118
United Technologies Corp.	4.875%	5/1/15	360	393
United Technologies Corp.	1.200%	6/1/15	3,000	3,045
United Technologies Corp.	1.800%	6/1/17	6,085	6,283
United Technologies Corp.	5.375%	12/15/17	10,375	12,322
United Technologies Corp.	6.125%	2/1/19	3,190	3,976
United Technologies Corp.	4.500%	4/15/20	10,255	11,895
United Technologies Corp.	3.100%	6/1/22	17,518	18,334
United Technologies Corp.	6.700%	8/1/28	325	435
United Technologies Corp.	7.500%	9/15/29	3,825	5,476
United Technologies Corp.	5.400%	5/1/35	600	716
United Technologies Corp.	6.050%	6/1/36	1,790	2,304
United Technologies Corp.	6.125%	7/15/38	7,450	9,675
United Technologies Corp.	5.700%	4/15/40	2,375	2,994
United Technologies Corp.	4.500%	6/1/42	14,815	15,801
Waste Management Inc.	6.375%	3/11/15	9,650	10,657
Waste Management Inc.	2.600%	9/1/16	145	152
Waste Management Inc.	6.100%	3/15/18	950	1,142
Waste Management Inc.	7.375%	3/11/19	4,670	5,928
Waste Management Inc.	4.750%	6/30/20	5,000	5,692
Waste Management Inc.	4.600%	3/1/21	175	198
Waste Management Inc.	7.100%	8/1/26	325	436
Waste Management Inc.	7.750%	5/15/32	365	502
Waste Management Inc.	6.125%	11/30/39	4,175	5,157
Communication (2.2%)
America Movil SAB de CV	5.500%	3/1/14	1,735	1,806
America Movil SAB de CV	5.750%	1/15/15	6,989	7,556
America Movil SAB de CV	2.375%	9/8/16	8,500	8,769

America Movil SAB de CV	5.625%	11/15/17	1,150	1,340
America Movil SAB de CV	5.000%	10/16/19	2,700	3,062
America Movil SAB de CV	5.000%	3/30/20	9,440	10,630
America Movil SAB de CV	3.125%	7/16/22	6,900	6,763
America Movil SAB de CV	6.375%	3/1/35	2,275	2,721
America Movil SAB de CV	6.125%	11/15/37	1,575	1,828
America Movil SAB de CV	6.125%	3/30/40	10,090	11,806
America Movil SAB de CV	4.375%	7/16/42	5,250	4,888
American Tower Corp.	7.000%	10/15/17	100	119
American Tower Corp.	4.500%	1/15/18	16,300	17,985
American Tower Corp.	5.050%	9/1/20	295	327
American Tower Corp.	5.900%	11/1/21	5,615	6,597
American Tower Corp.	3.500%	1/31/23	11,425	11,311
AT&T Corp.	6.500%	3/15/29	2,100	2,554
AT&T Corp.	8.000%	11/15/31	4,549	6,648
AT&T Inc.	5.100%	9/15/14	8,775	9,331
AT&T Inc.	2.500%	8/15/15	12,290	12,766
AT&T Inc.	0.800%	12/1/15	2,600	2,592
AT&T Inc.	0.900%	2/12/16	1,275	1,273
AT&T Inc.	2.950%	5/15/16	5,740	6,060
AT&T Inc.	5.625%	6/15/16	7,225	8,246
AT&T Inc.	2.400%	8/15/16	2,355	2,453
AT&T Inc.	1.600%	2/15/17	13,965	14,154
AT&T Inc.	1.700%	6/1/17	11,086	11,216
AT&T Inc.	1.400%	12/1/17	13,010	12,934
AT&T Inc.	5.500%	2/1/18	10,290	12,084
AT&T Inc.	5.600%	5/15/18	3,700	4,394
AT&T Inc.	5.800%	2/15/19	3,925	4,747
AT&T Inc.	4.450%	5/15/21	590	664
AT&T Inc.	3.875%	8/15/21	21,485	23,218
AT&T Inc.	3.000%	2/15/22	10,725	10,827
AT&T Inc.	2.625%	12/1/22	3,700	3,579
AT&T Inc.	6.450%	6/15/34	2,795	3,418
AT&T Inc.	6.500%	9/1/37	14,581	17,986
AT&T Inc.	6.300%	1/15/38	18,665	22,431
AT&T Inc.	6.400%	5/15/38	2,450	2,991
AT&T Inc.	6.550%	2/15/39	4,165	5,155
AT&T Inc.	5.350%	9/1/40	20,628	22,096
AT&T Inc.	5.550%	8/15/41	8,550	9,374
6 AT&T Inc.	4.300%	12/15/42	2,586	2,438
6 AT&T Inc.	4.350%	6/15/45	5,533	5,164
AT&T Mobility LLC	7.125%	12/15/31	275	374
Bellsouth Capital Funding Corp.	7.875%	2/15/30	3,732	4,801
BellSouth Corp.	5.200%	9/15/14	425	457
BellSouth Corp.	5.200%	12/15/16	6,875	7,818
BellSouth Corp.	6.875%	10/15/31	3,486	4,214
BellSouth Corp.	6.550%	6/15/34	1,253	1,489
BellSouth Corp.	6.000%	11/15/34	844	938
BellSouth Telecommunications Inc.	6.375%	6/1/28	5,250	6,312
BellSouth Telecommunications Inc.	7.000%	12/1/95	400	481
British Telecommunications plc	5.950%	1/15/18	13,310	15,884
British Telecommunications plc	9.625%	12/15/30	8,075	12,543
CBS Corp.	1.950%	7/1/17	175	178
CBS Corp.	4.625%	5/15/18	100	112
CBS Corp.	8.875%	5/15/19	1,100	1,472
CBS Corp.	5.750%	4/15/20	12,390	14,622
CBS Corp.	4.300%	2/15/21	4,150	4,516

CBS Corp.	7.875%	7/30/30	450	598
CBS Corp.	5.500%	5/15/33	200	211
CBS Corp.	4.850%	7/1/42	5,225	5,098
6 CC Holdings GS V LLC	3.849%	4/15/23	5,050	5,100
Cellco Partnership / Verizon Wireless Capital
LLC	8.500%	11/15/18	14,615	19,418
Comcast Cable Communications Holdings
Inc.	9.455%	11/15/22	2,000	3,039
Comcast Cable Communications LLC	8.875%	5/1/17	975	1,258
Comcast Corp.	6.500%	1/15/15	1,350	1,490
Comcast Corp.	5.850%	11/15/15	3,760	4,245
Comcast Corp.	5.900%	3/15/16	12,110	13,864
Comcast Corp.	6.500%	1/15/17	150	180
Comcast Corp.	6.300%	11/15/17	6,900	8,413
Comcast Corp.	5.875%	2/15/18	4,150	5,010
Comcast Corp.	5.700%	5/15/18	4,625	5,576
Comcast Corp.	5.700%	7/1/19	6,870	8,377
Comcast Corp.	5.150%	3/1/20	5,055	5,995
Comcast Corp.	3.125%	7/15/22	1,925	1,974
Comcast Corp.	2.850%	1/15/23	8,275	8,261
Comcast Corp.	4.250%	1/15/33	11,700	11,763
Comcast Corp.	7.050%	3/15/33	2,000	2,661
Comcast Corp.	5.650%	6/15/35	2,900	3,365
Comcast Corp.	6.500%	11/15/35	19,100	24,328
Comcast Corp.	6.450%	3/15/37	1,825	2,315
Comcast Corp.	6.950%	8/15/37	8,950	11,965
Comcast Corp.	6.400%	5/15/38	1,975	2,498
Comcast Corp.	4.650%	7/15/42	4,350	4,449
Comcast Corp.	4.500%	1/15/43	1,750	1,767
COX Communications Inc.	5.450%	12/15/14	5,020	5,428
COX Communications Inc.	5.500%	10/1/15	100	111
Deutsche Telekom International Finance BV	4.875%	7/8/14	1,775	1,878
Deutsche Telekom International Finance BV	5.750%	3/23/16	2,500	2,828
Deutsche Telekom International Finance BV	6.750%	8/20/18	5,100	6,309
Deutsche Telekom International Finance BV	6.000%	7/8/19	11,525	14,119
Deutsche Telekom International Finance BV	8.750%	6/15/30	14,219	20,054
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.750%	10/1/14	1,550	1,638
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.550%	3/15/15	5,000	5,235
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.125%	2/15/16	1,425	1,497
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.500%	3/1/16	3,000	3,186
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.875%	10/1/19	12,975	15,414
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	4.600%	2/15/21	1,950	2,119
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.000%	3/1/21	18,475	20,577
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	3.800%	3/15/22	10,000	10,244
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.350%	3/15/40	2,900	3,236
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.000%	8/15/40	325	347

DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	6.375%	3/1/41	2,600	2,915
DIRECTV Holdings LLC / DIRECTV Financing
Co. Inc.	5.150%	3/15/42	8,600	8,324
Discovery Communications LLC	5.050%	6/1/20	4,500	5,203
Discovery Communications LLC	4.375%	6/15/21	870	961
Discovery Communications LLC	3.300%	5/15/22	2,125	2,164
Discovery Communications LLC	3.250%	4/1/23	1,500	1,520
Discovery Communications LLC	6.350%	6/1/40	3,035	3,692
Discovery Communications LLC	4.950%	5/15/42	1,750	1,811
Embarq Corp.	7.082%	6/1/16	4,925	5,674
Embarq Corp.	7.995%	6/1/36	9,849	10,417
France Telecom SA	4.375%	7/8/14	3,850	4,016
France Telecom SA	2.125%	9/16/15	5,000	5,137
France Telecom SA	2.750%	9/14/16	4,180	4,367
France Telecom SA	5.375%	7/8/19	6,825	7,977
France Telecom SA	4.125%	9/14/21	17,295	18,670
France Telecom SA	8.500%	3/1/31	4,465	6,387
Grupo Televisa SAB	6.000%	5/15/18	2,000	2,332
Grupo Televisa SAB	6.625%	3/18/25	1,300	1,640
Grupo Televisa SAB	8.500%	3/11/32	200	282
Grupo Televisa SAB	6.625%	1/15/40	3,500	4,272
GTE Corp.	8.750%	11/1/21	1,700	2,336
GTE Corp.	6.940%	4/15/28	1,750	2,281
Interpublic Group of Cos. Inc.	3.750%	2/15/23	5,000	4,832
Koninklijke KPN NV	8.375%	10/1/30	1,550	2,041
McGraw-Hill Cos. Inc.	5.900%	11/15/17	1,750	1,979
McGraw-Hill Cos. Inc.	6.550%	11/15/37	1,600	1,688
Moody's Corp.	5.500%	9/1/20	438	478
Moody's Corp.	4.500%	9/1/22	9,517	9,806
NBCUniversal Media LLC	2.100%	4/1/14	3,700	3,756
NBCUniversal Media LLC	3.650%	4/30/15	3,450	3,659
NBCUniversal Media LLC	2.875%	4/1/16	5,830	6,160
NBCUniversal Media LLC	5.150%	4/30/20	8,550	10,145
NBCUniversal Media LLC	4.375%	4/1/21	3,120	3,508
NBCUniversal Media LLC	2.875%	1/15/23	9,150	9,076
NBCUniversal Media LLC	6.400%	4/30/40	8,200	10,413
NBCUniversal Media LLC	5.950%	4/1/41	1,700	2,069
NBCUniversal Media LLC	4.450%	1/15/43	5,525	5,471
New Cingular Wireless Services Inc.	8.750%	3/1/31	1,370	2,136
News America Inc.	5.300%	12/15/14	4,945	5,327
News America Inc.	8.000%	10/17/16	1,450	1,784
News America Inc.	6.900%	3/1/19	4,340	5,481
News America Inc.	4.500%	2/15/21	12,050	13,614
News America Inc.	3.000%	9/15/22	4,200	4,169
News America Inc.	7.700%	10/30/25	200	264
News America Inc.	6.550%	3/15/33	4,915	5,842
News America Inc.	6.200%	12/15/34	5,500	6,515
News America Inc.	6.400%	12/15/35	7,450	9,005
News America Inc.	8.150%	10/17/36	625	861
News America Inc.	6.650%	11/15/37	3,000	3,721
News America Inc.	7.850%	3/1/39	250	341
News America Inc.	6.900%	8/15/39	5,025	6,389
News America Inc.	6.150%	2/15/41	6,500	7,773
News America Inc.	7.750%	12/1/45	425	586
Nippon Telegraph & Telephone Corp.	1.400%	7/18/17	825	831
Omnicom Group Inc.	5.900%	4/15/16	3,675	4,167

Omnicom Group Inc.	4.450%	8/15/20	4,550	4,953
Omnicom Group Inc.	3.625%	5/1/22	12,540	12,742
Pacific Bell Telephone Co.	7.125%	3/15/26	425	563
Qwest Corp.	7.500%	10/1/14	2,625	2,860
Qwest Corp.	6.500%	6/1/17	1,125	1,311
Qwest Corp.	6.750%	12/1/21	5,590	6,442
Qwest Corp.	7.250%	9/15/25	1,400	1,612
Qwest Corp.	6.875%	9/15/33	2,900	2,889
Qwest Corp.	7.125%	11/15/43	4,500	4,596
6 Reed Elsevier Capital Inc.	3.125%	10/15/22	9,034	8,811
Rogers Communications Inc.	6.800%	8/15/18	7,350	9,243
Rogers Communications Inc.	7.500%	8/15/38	100	138
TCI Communications Inc.	8.750%	8/1/15	4,175	4,928
TCI Communications Inc.	7.875%	2/15/26	300	416
TCI Communications Inc.	7.125%	2/15/28	450	606
Telecom Italia Capital SA	6.175%	6/18/14	2,065	2,160
Telecom Italia Capital SA	4.950%	9/30/14	7,475	7,744
Telecom Italia Capital SA	5.250%	10/1/15	7,795	8,223
Telecom Italia Capital SA	6.999%	6/4/18	200	226
Telecom Italia Capital SA	6.375%	11/15/33	2,875	2,796
Telecom Italia Capital SA	6.000%	9/30/34	3,200	2,988
Telecom Italia Capital SA	7.200%	7/18/36	1,100	1,096
Telecom Italia Capital SA	7.721%	6/4/38	11,090	11,571
Telefonica Emisiones SAU	4.949%	1/15/15	3,775	3,964
Telefonica Emisiones SAU	3.992%	2/16/16	6,190	6,454
Telefonica Emisiones SAU	6.421%	6/20/16	4,975	5,518
Telefonica Emisiones SAU	5.877%	7/15/19	11,625	12,833
Telefonica Emisiones SAU	5.134%	4/27/20	5,545	5,845
Telefonica Emisiones SAU	5.462%	2/16/21	5,540	5,950
Telefonica Emisiones SAU	7.045%	6/20/36	8,260	8,878
Telefonica Europe BV	8.250%	9/15/30	1,500	1,786
Thomson Reuters Corp.	5.700%	10/1/14	5,075	5,444
Thomson Reuters Corp.	6.500%	7/15/18	4,250	5,219
Thomson Reuters Corp.	4.700%	10/15/19	1,625	1,858
Thomson Reuters Corp.	3.950%	9/30/21	2,000	2,164
Thomson Reuters Corp.	5.500%	8/15/35	2,975	3,366
Thomson Reuters Corp.	5.850%	4/15/40	3,150	3,741
Time Warner Cable Inc.	8.250%	2/14/14	875	932
Time Warner Cable Inc.	7.500%	4/1/14	8,075	8,613
Time Warner Cable Inc.	3.500%	2/1/15	925	969
Time Warner Cable Inc.	5.850%	5/1/17	9,600	11,155
Time Warner Cable Inc.	6.750%	7/1/18	9,150	11,247
Time Warner Cable Inc.	8.750%	2/14/19	3,100	4,103
Time Warner Cable Inc.	8.250%	4/1/19	12,550	16,357
Time Warner Cable Inc.	5.000%	2/1/20	9,295	10,588
Time Warner Cable Inc.	4.125%	2/15/21	3,806	4,085
Time Warner Cable Inc.	4.000%	9/1/21	3,050	3,247
Time Warner Cable Inc.	6.550%	5/1/37	3,000	3,475
Time Warner Cable Inc.	6.750%	6/15/39	3,572	4,227
Time Warner Cable Inc.	5.875%	11/15/40	17,750	18,900
Time Warner Cable Inc.	5.500%	9/1/41	1,950	1,998
Time Warner Cable Inc.	4.500%	9/15/42	8,075	7,330
Time Warner Entertainment Co. LP	8.375%	3/15/23	800	1,090
Time Warner Entertainment Co. LP	8.375%	7/15/33	2,975	4,117
United States Cellular Corp.	6.700%	12/15/33	1,700	1,805
Verizon Communications Inc.	4.900%	9/15/15	575	632
Verizon Communications Inc.	5.550%	2/15/16	15,350	17,297

Verizon Communications Inc.	3.000%	4/1/16	7,470	7,908
Verizon Communications Inc.	2.000%	11/1/16	11,546	11,916
Verizon Communications Inc.	5.500%	4/1/17	4,300	4,984
Verizon Communications Inc.	1.100%	11/1/17	1,350	1,332
Verizon Communications Inc.	5.500%	2/15/18	25,875	30,409
Verizon Communications Inc.	6.100%	4/15/18	4,470	5,393
Verizon Communications Inc.	8.750%	11/1/18	1,535	2,060
Verizon Communications Inc.	6.350%	4/1/19	7,925	9,733
Verizon Communications Inc.	4.600%	4/1/21	6,460	7,206
Verizon Communications Inc.	3.500%	11/1/21	5,335	5,541
Verizon Communications Inc.	2.450%	11/1/22	11,900	11,228
Verizon Communications Inc.	5.850%	9/15/35	7,650	8,751
Verizon Communications Inc.	6.250%	4/1/37	1,675	1,990
Verizon Communications Inc.	6.400%	2/15/38	5,000	6,050
Verizon Communications Inc.	6.900%	4/15/38	4,625	5,930
Verizon Communications Inc.	7.350%	4/1/39	1,200	1,626
Verizon Communications Inc.	6.000%	4/1/41	11,780	13,651
Verizon Communications Inc.	4.750%	11/1/41	8,175	8,029
Verizon Communications Inc.	3.850%	11/1/42	5,200	4,478
Verizon Global Funding Corp.	7.750%	12/1/30	5,190	7,178
Verizon Maryland Inc.	5.125%	6/15/33	2,675	2,791
Verizon New England Inc.	7.875%	11/15/29	1,225	1,548
Verizon New York Inc.	7.375%	4/1/32	3,900	4,924
Virgin Media Secured Finance plc	6.500%	1/15/18	8,350	8,890
Vodafone Group plc	4.150%	6/10/14	2,940	3,059
Vodafone Group plc	5.375%	1/30/15	6,775	7,339
Vodafone Group plc	0.900%	2/19/16	1,475	1,472
Vodafone Group plc	5.750%	3/15/16	1,825	2,076
Vodafone Group plc	5.625%	2/27/17	16,490	19,119
Vodafone Group plc	1.625%	3/20/17	1,300	1,313
Vodafone Group plc	1.250%	9/26/17	13,725	13,595
Vodafone Group plc	1.500%	2/19/18	1,900	1,894
Vodafone Group plc	4.625%	7/15/18	5,200	5,963
Vodafone Group plc	5.450%	6/10/19	5,000	5,935
Vodafone Group plc	2.500%	9/26/22	1,500	1,445
Vodafone Group plc	2.950%	2/19/23	7,625	7,582
Vodafone Group plc	6.250%	11/30/32	2,675	3,255
Vodafone Group plc	6.150%	2/27/37	7,420	8,863
Vodafone Group plc	4.375%	2/19/43	6,100	5,777
Washington Post Co.	7.250%	2/1/19	875	1,041
WPP Finance 2010	4.750%	11/21/21	10,301	11,173
WPP Finance 2010	3.625%	9/7/22	9,360	9,319
WPP Finance UK	8.000%	9/15/14	2,625	2,881
Consumer Cyclical (1.6%)
6 ADT Corp.	2.250%	7/15/17	750	746
6 ADT Corp.	3.500%	7/15/22	5,950	5,871
6 ADT Corp.	4.875%	7/15/42	1,600	1,529
Advance Auto Parts Inc.	5.750%	5/1/20	1,175	1,297
Amazon.com Inc.	0.650%	11/27/15	3,075	3,067
Amazon.com Inc.	1.200%	11/29/17	6,650	6,620
Amazon.com Inc.	2.500%	11/29/22	4,300	4,161
AutoZone Inc.	5.750%	1/15/15	4,050	4,397
AutoZone Inc.	7.125%	8/1/18	6,975	8,757
BorgWarner Inc.	4.625%	9/15/20	400	440
Carnival Corp.	1.200%	2/5/16	1,500	1,502
Carnival Corp.	1.875%	12/15/17	1,250	1,251

Costco Wholesale Corp.	0.650%	12/7/15	5,000	5,011
Costco Wholesale Corp.	5.500%	3/15/17	5,400	6,337
Costco Wholesale Corp.	1.125%	12/15/17	8,175	8,214
Costco Wholesale Corp.	1.700%	12/15/19	6,700	6,730
CVS Caremark Corp.	4.875%	9/15/14	1,675	1,779
CVS Caremark Corp.	3.250%	5/18/15	2,245	2,360
CVS Caremark Corp.	6.125%	8/15/16	1,425	1,662
CVS Caremark Corp.	5.750%	6/1/17	12,488	14,793
CVS Caremark Corp.	4.750%	5/18/20	1,000	1,157
CVS Caremark Corp.	2.750%	12/1/22	5,275	5,204
CVS Caremark Corp.	6.250%	6/1/27	10,150	12,995
CVS Caremark Corp.	6.125%	9/15/39	3,975	4,918
CVS Caremark Corp.	5.750%	5/15/41	7,245	8,617
6 Daimler Finance North America LLC	2.625%	9/15/16	2,300	2,398
Daimler Finance North America LLC	8.500%	1/18/31	4,995	7,735
Darden Restaurants Inc.	6.200%	10/15/17	6,650	7,717
Darden Restaurants Inc.	4.500%	10/15/21	105	110
Darden Restaurants Inc.	3.350%	11/1/22	1,850	1,755
Darden Restaurants Inc.	6.800%	10/15/37	6,745	7,791
eBay Inc.	1.625%	10/15/15	1,150	1,180
eBay Inc.	1.350%	7/15/17	5,375	5,433
eBay Inc.	3.250%	10/15/20	1,175	1,260
eBay Inc.	2.600%	7/15/22	3,000	2,984
eBay Inc.	4.000%	7/15/42	5,075	4,651
Expedia Inc.	7.456%	8/15/18	250	299
Expedia Inc.	5.950%	8/15/20	10,800	11,989
Family Dollar Stores Inc.	5.000%	2/1/21	1,275	1,374
Ford Holdings LLC	9.300%	3/1/30	1,350	1,903
Ford Motor Co.	6.625%	10/1/28	3,075	3,559
Ford Motor Co.	6.375%	2/1/29	2,375	2,651
Ford Motor Co.	7.450%	7/16/31	9,475	11,962
Ford Motor Co.	4.750%	1/15/43	10,125	9,442
Ford Motor Co.	7.400%	11/1/46	2,650	3,303
Ford Motor Credit Co. LLC	8.000%	6/1/14	3,400	3,654
Ford Motor Credit Co. LLC	8.700%	10/1/14	2,350	2,599
Ford Motor Credit Co. LLC	3.875%	1/15/15	10,350	10,754
Ford Motor Credit Co. LLC	7.000%	4/15/15	10,725	11,813
Ford Motor Credit Co. LLC	2.750%	5/15/15	6,475	6,617
Ford Motor Credit Co. LLC	12.000%	5/15/15	3,200	3,866
Ford Motor Credit Co. LLC	5.625%	9/15/15	4,400	4,790
Ford Motor Credit Co. LLC	4.207%	4/15/16	3,100	3,301
Ford Motor Credit Co. LLC	3.984%	6/15/16	1,875	1,984
Ford Motor Credit Co. LLC	8.000%	12/15/16	4,575	5,477
Ford Motor Credit Co. LLC	4.250%	2/3/17	2,750	2,941
Ford Motor Credit Co. LLC	3.000%	6/12/17	8,500	8,723
Ford Motor Credit Co. LLC	6.625%	8/15/17	9,775	11,415
Ford Motor Credit Co. LLC	5.000%	5/15/18	11,375	12,537
Ford Motor Credit Co. LLC	8.125%	1/15/20	6,650	8,400
Ford Motor Credit Co. LLC	5.750%	2/1/21	8,950	10,141
Ford Motor Credit Co. LLC	5.875%	8/2/21	11,250	12,859
Ford Motor Credit Co. LLC	4.250%	9/20/22	4,925	5,072
Gap Inc.	5.950%	4/12/21	6,675	7,576
Historic TW Inc.	9.150%	2/1/23	3,425	4,990
Historic TW Inc.	6.625%	5/15/29	2,925	3,609
Home Depot Inc.	5.400%	3/1/16	7,970	9,035
Home Depot Inc.	4.400%	4/1/21	9,730	11,206
Home Depot Inc.	5.875%	12/16/36	12,772	15,920

Home Depot Inc.	5.400%	9/15/40	6,590	7,824
Home Depot Inc.	5.950%	4/1/41	5,575	7,119
Host Hotels & Resorts LP	5.875%	6/15/19	5,926	6,511
Host Hotels & Resorts LP	6.000%	10/1/21	3,000	3,476
Host Hotels & Resorts LP	5.250%	3/15/22	3,544	3,943
Host Hotels & Resorts LP	3.750%	10/15/23	1,125	1,129
International Game Technology	7.500%	6/15/19	1,390	1,661
International Game Technology	5.500%	6/15/20	1,030	1,111
Johnson Controls Inc.	5.500%	1/15/16	4,000	4,459
Johnson Controls Inc.	2.600%	12/1/16	1,475	1,546
Johnson Controls Inc.	5.000%	3/30/20	2,300	2,622
Johnson Controls Inc.	4.250%	3/1/21	5,405	5,945
Johnson Controls Inc.	3.750%	12/1/21	1,425	1,517
Johnson Controls Inc.	6.000%	1/15/36	350	420
Johnson Controls Inc.	5.700%	3/1/41	795	922
Johnson Controls Inc.	5.250%	12/1/41	1,475	1,622
Kohl's Corp.	6.250%	12/15/17	8,275	9,631
Kohl's Corp.	4.000%	11/1/21	2,780	2,872
Kohl's Corp.	6.000%	1/15/33	300	313
Kohl's Corp.	6.875%	12/15/37	700	806
Lowe's Cos. Inc.	5.400%	10/15/16	1,925	2,225
Lowe's Cos. Inc.	6.100%	9/15/17	875	1,053
Lowe's Cos. Inc.	4.625%	4/15/20	3,355	3,861
Lowe's Cos. Inc.	3.750%	4/15/21	4,045	4,417
Lowe's Cos. Inc.	3.800%	11/15/21	3,775	4,144
Lowe's Cos. Inc.	3.120%	4/15/22	2,125	2,205
Lowe's Cos. Inc.	6.875%	2/15/28	350	453
Lowe's Cos. Inc.	6.500%	3/15/29	1,050	1,312
Lowe's Cos. Inc.	5.800%	10/15/36	7,175	8,556
Lowe's Cos. Inc.	5.800%	4/15/40	120	144
Lowe's Cos. Inc.	5.125%	11/15/41	1,200	1,337
Lowe's Cos. Inc.	4.650%	4/15/42	2,500	2,619
Macy's Retail Holdings Inc.	7.875%	7/15/15	5,515	6,355
Macy's Retail Holdings Inc.	5.900%	12/1/16	2,626	3,050
Macy's Retail Holdings Inc.	3.875%	1/15/22	9,100	9,581
Macy's Retail Holdings Inc.	2.875%	2/15/23	4,425	4,282
Macy's Retail Holdings Inc.	6.900%	4/1/29	9,850	11,846
Macy's Retail Holdings Inc.	6.375%	3/15/37	2,300	2,678
Macy's Retail Holdings Inc.	5.125%	1/15/42	2,325	2,413
Macy's Retail Holdings Inc.	4.300%	2/15/43	2,725	2,486
Marriott International Inc.	6.200%	6/15/16	550	632
Marriott International Inc.	6.375%	6/15/17	650	761
Marriott International Inc.	3.000%	3/1/19	1,750	1,839
McDonald's Corp.	5.300%	3/15/17	300	350
McDonald's Corp.	5.800%	10/15/17	4,050	4,898
McDonald's Corp.	5.350%	3/1/18	7,020	8,350
McDonald's Corp.	5.000%	2/1/19	4,525	5,364
McDonald's Corp.	2.625%	1/15/22	11,090	11,298
McDonald's Corp.	6.300%	10/15/37	325	440
McDonald's Corp.	6.300%	3/1/38	1,825	2,481
McDonald's Corp.	3.700%	2/15/42	7,525	7,308
MDC Holdings Inc.	6.000%	1/15/43	1,400	1,378
Nordstrom Inc.	6.750%	6/1/14	175	187
Nordstrom Inc.	6.250%	1/15/18	5,625	6,756
Nordstrom Inc.	4.750%	5/1/20	1,200	1,391
Nordstrom Inc.	4.000%	10/15/21	12,440	13,825
Nordstrom Inc.	6.950%	3/15/28	425	562

Nordstrom Inc.	7.000%	1/15/38	1,275	1,765
NVR Inc.	3.950%	9/15/22	1,900	1,952
O'Reilly Automotive Inc.	4.875%	1/14/21	600	669
O'Reilly Automotive Inc.	3.800%	9/1/22	175	182
PACCAR Financial Corp.	1.050%	6/5/15	750	758
PACCAR Financial Corp.	1.600%	3/15/17	3,725	3,795
PACCAR Inc.	6.875%	2/15/14	1,200	1,266
QVC Inc.	5.125%	7/2/22	425	448
6 QVC Inc.	4.375%	3/15/23	650	654
6 QVC Inc.	5.950%	3/15/43	3,075	3,067
Staples Inc.	2.750%	1/12/18	2,000	2,024
Staples Inc.	4.375%	1/12/23	1,500	1,515
Starwood Hotels & Resorts Worldwide Inc.	3.125%	2/15/23	5,500	5,428
Target Corp.	5.875%	7/15/16	2,825	3,295
Target Corp.	5.375%	5/1/17	850	995
Target Corp.	6.000%	1/15/18	3,555	4,333
Target Corp.	3.875%	7/15/20	3,655	4,104
Target Corp.	2.900%	1/15/22	8,650	8,955
Target Corp.	6.350%	11/1/32	2,075	2,709
Target Corp.	6.500%	10/15/37	5,100	6,867
Target Corp.	7.000%	1/15/38	7,625	11,015
Target Corp.	4.000%	7/1/42	5,000	4,882
Time Warner Cos. Inc.	7.570%	2/1/24	325	435
Time Warner Cos. Inc.	6.950%	1/15/28	150	194
Time Warner Inc.	3.150%	7/15/15	8,518	8,964
Time Warner Inc.	5.875%	11/15/16	2,525	2,936
Time Warner Inc.	4.875%	3/15/20	4,860	5,552
Time Warner Inc.	4.700%	1/15/21	4,250	4,795
Time Warner Inc.	4.750%	3/29/21	7,975	9,038
Time Warner Inc.	4.000%	1/15/22	295	316
Time Warner Inc.	7.625%	4/15/31	5,700	7,721
Time Warner Inc.	7.700%	5/1/32	7,850	10,710
Time Warner Inc.	6.500%	11/15/36	9,090	10,968
Time Warner Inc.	6.200%	3/15/40	950	1,107
Time Warner Inc.	6.100%	7/15/40	4,150	4,819
Time Warner Inc.	6.250%	3/29/41	5,275	6,210
Time Warner Inc.	5.375%	10/15/41	295	317
Time Warner Inc.	4.900%	6/15/42	2,985	2,999
TJX Cos. Inc.	4.200%	8/15/15	6,265	6,776
TJX Cos. Inc.	6.950%	4/15/19	5,450	6,944
Toyota Motor Credit Corp.	1.000%	2/17/15	4,850	4,894
Toyota Motor Credit Corp.	3.200%	6/17/15	5,500	5,810
Toyota Motor Credit Corp.	0.875%	7/17/15	2,700	2,717
Toyota Motor Credit Corp.	2.800%	1/11/16	1,890	1,995
Toyota Motor Credit Corp.	2.000%	9/15/16	3,125	3,231
Toyota Motor Credit Corp.	2.050%	1/12/17	15,855	16,416
Toyota Motor Credit Corp.	1.250%	10/5/17	5,100	5,091
Toyota Motor Credit Corp.	1.375%	1/10/18	6,125	6,152
Toyota Motor Credit Corp.	4.250%	1/11/21	4,200	4,764
Toyota Motor Credit Corp.	3.400%	9/15/21	1,495	1,597
Toyota Motor Credit Corp.	3.300%	1/12/22	5,600	5,928
Toyota Motor Credit Corp.	2.625%	1/10/23	4,050	4,024
VF Corp.	5.950%	11/1/17	1,975	2,360
VF Corp.	3.500%	9/1/21	4,695	5,012
VF Corp.	6.450%	11/1/37	1,275	1,616
Viacom Inc.	4.375%	9/15/14	375	394
Viacom Inc.	1.250%	2/27/15	3,600	3,624

Viacom Inc.	2.500%	12/15/16	300	313
Viacom Inc.	3.500%	4/1/17	5,335	5,713
Viacom Inc.	6.125%	10/5/17	1,250	1,484
Viacom Inc.	5.625%	9/15/19	10,235	12,237
Viacom Inc.	3.875%	12/15/21	5,290	5,675
Viacom Inc.	6.875%	4/30/36	5,585	6,947
6 Viacom Inc.	4.375%	3/15/43	1,383	1,290
Wal-Mart Stores Inc.	1.625%	4/15/14	5,910	5,989
Wal-Mart Stores Inc.	3.200%	5/15/14	2,600	2,685
Wal-Mart Stores Inc.	2.875%	4/1/15	2,425	2,542
Wal-Mart Stores Inc.	4.500%	7/1/15	2,225	2,423
Wal-Mart Stores Inc.	2.250%	7/8/15	1,275	1,327
Wal-Mart Stores Inc.	1.500%	10/25/15	12,135	12,455
Wal-Mart Stores Inc.	5.375%	4/5/17	625	735
Wal-Mart Stores Inc.	5.800%	2/15/18	8,295	10,085
Wal-Mart Stores Inc.	3.625%	7/8/20	4,750	5,247
Wal-Mart Stores Inc.	3.250%	10/25/20	6,795	7,355
Wal-Mart Stores Inc.	4.250%	4/15/21	25,235	28,971
Wal-Mart Stores Inc.	5.875%	4/5/27	11,050	14,473
Wal-Mart Stores Inc.	7.550%	2/15/30	3,650	5,281
Wal-Mart Stores Inc.	5.250%	9/1/35	1,560	1,825
Wal-Mart Stores Inc.	6.500%	8/15/37	8,515	11,490
Wal-Mart Stores Inc.	6.200%	4/15/38	13,305	17,561
Wal-Mart Stores Inc.	5.625%	4/1/40	1,700	2,106
Wal-Mart Stores Inc.	4.875%	7/8/40	8,595	9,688
Wal-Mart Stores Inc.	5.000%	10/25/40	1,850	2,115
Wal-Mart Stores Inc.	5.625%	4/15/41	6,060	7,608
Walgreen Co.	1.000%	3/13/15	3,600	3,618
Walgreen Co.	1.800%	9/15/17	4,300	4,357
Walgreen Co.	5.250%	1/15/19	1,970	2,300
Walgreen Co.	3.100%	9/15/22	7,550	7,478
Walgreen Co.	4.400%	9/15/42	1,300	1,249
Walt Disney Co.	4.500%	12/15/13	2,595	2,669
Walt Disney Co.	6.200%	6/20/14	2,000	2,142
Walt Disney Co.	0.875%	12/1/14	7,225	7,282
Walt Disney Co.	0.450%	12/1/15	1,650	1,647
Walt Disney Co.	1.350%	8/16/16	235	240
Walt Disney Co.	5.625%	9/15/16	3,425	3,977
Walt Disney Co.	1.125%	2/15/17	8,000	8,029
Walt Disney Co.	1.100%	12/1/17	4,000	4,009
Walt Disney Co.	5.875%	12/15/17	1,875	2,271
Walt Disney Co.	2.350%	12/1/22	4,700	4,621
Walt Disney Co.	7.000%	3/1/32	325	457
Walt Disney Co.	4.375%	8/16/41	325	350
Walt Disney Co.	4.125%	12/1/41	7,633	7,879
Walt Disney Co.	3.700%	12/1/42	3,375	3,247
Western Union Co.	6.500%	2/26/14	3,275	3,444
Western Union Co.	5.930%	10/1/16	1,825	2,019
Western Union Co.	5.253%	4/1/20	240	257
Western Union Co.	6.200%	11/17/36	3,350	3,427
Western Union Co.	6.200%	6/21/40	1,100	1,116
Wyndham Worldwide Corp.	2.500%	3/1/18	975	982
Wyndham Worldwide Corp.	4.250%	3/1/22	300	314
Wyndham Worldwide Corp.	3.900%	3/1/23	600	601
Yum! Brands Inc.	4.250%	9/15/15	2,000	2,151
Yum! Brands Inc.	6.250%	4/15/16	2,850	3,245
Yum! Brands Inc.	6.250%	3/15/18	1,750	2,087

Yum! Brands Inc.	5.300%	9/15/19	685	802
Yum! Brands Inc.	3.875%	11/1/20	1,175	1,259
Yum! Brands Inc.	6.875%	11/15/37	4,740	6,146
Consumer Noncyclical (3.1%)
Abbott Laboratories	5.125%	4/1/19	6,846	8,160
Abbott Laboratories	4.125%	5/27/20	3,000	3,415
Abbott Laboratories	6.150%	11/30/37	6,655	8,953
Abbott Laboratories	6.000%	4/1/39	350	457
Abbott Laboratories	5.300%	5/27/40	2,255	2,744
6 AbbVie Inc.	1.200%	11/6/15	15,900	16,057
6 AbbVie Inc.	1.750%	11/6/17	16,785	17,061
6 AbbVie Inc.	2.000%	11/6/18	10,150	10,285
6 AbbVie Inc.	2.900%	11/6/22	8,000	8,049
6 AbbVie Inc.	4.400%	11/6/42	10,750	10,917
Actavis Inc.	5.000%	8/15/14	1,250	1,320
Actavis Inc.	1.875%	10/1/17	5,350	5,421
Actavis Inc.	3.250%	10/1/22	14,950	15,100
Actavis Inc.	4.625%	10/1/42	1,225	1,243
Allergan Inc.	5.750%	4/1/16	400	458
Allergan Inc.	3.375%	9/15/20	5,000	5,385
Altria Group Inc.	7.750%	2/6/14	4,600	4,876
Altria Group Inc.	4.125%	9/11/15	500	539
Altria Group Inc.	9.700%	11/10/18	3,311	4,586
Altria Group Inc.	9.250%	8/6/19	401	558
Altria Group Inc.	4.750%	5/5/21	6,150	6,957
Altria Group Inc.	2.850%	8/9/22	18,050	17,690
Altria Group Inc.	9.950%	11/10/38	5,390	8,872
Altria Group Inc.	10.200%	2/6/39	7,325	12,349
Altria Group Inc.	4.250%	8/9/42	7,725	7,260
AmerisourceBergen Corp.	5.875%	9/15/15	7,375	8,259
AmerisourceBergen Corp.	4.875%	11/15/19	975	1,135
AmerisourceBergen Corp.	3.500%	11/15/21	7,750	8,269
Amgen Inc.	1.875%	11/15/14	1,660	1,693
Amgen Inc.	4.850%	11/18/14	9,375	10,003
Amgen Inc.	2.300%	6/15/16	6,870	7,136
Amgen Inc.	2.500%	11/15/16	1,660	1,741
Amgen Inc.	2.125%	5/15/17	3,850	3,979
Amgen Inc.	5.850%	6/1/17	7,750	9,156
Amgen Inc.	6.150%	6/1/18	6,505	7,951
Amgen Inc.	5.700%	2/1/19	1,320	1,581
Amgen Inc.	3.450%	10/1/20	825	883
Amgen Inc.	4.100%	6/15/21	6,765	7,496
Amgen Inc.	3.875%	11/15/21	1,660	1,812
Amgen Inc.	3.625%	5/15/22	13,850	14,836
Amgen Inc.	6.375%	6/1/37	2,200	2,737
Amgen Inc.	6.900%	6/1/38	5,023	6,647
Amgen Inc.	6.400%	2/1/39	2,725	3,377
Amgen Inc.	5.750%	3/15/40	2,665	3,069
Amgen Inc.	4.950%	10/1/41	9,275	9,763
Amgen Inc.	5.150%	11/15/41	6,880	7,425
Amgen Inc.	5.650%	6/15/42	4,350	5,005
Amgen Inc.	5.375%	5/15/43	2,950	3,281
Anheuser-Busch Cos. LLC	5.600%	3/1/17	1,375	1,608
Anheuser-Busch Cos. LLC	5.500%	1/15/18	6,307	7,509
Anheuser-Busch Cos. LLC	6.800%	8/20/32	775	1,041
Anheuser-Busch Cos. LLC	5.750%	4/1/36	2,905	3,557

Anheuser-Busch InBev Finance Inc.	0.800%	1/15/16	5,000	5,016
Anheuser-Busch InBev Finance Inc.	1.250%	1/17/18	10,000	9,995
Anheuser-Busch InBev Finance Inc.	2.625%	1/17/23	5,425	5,373
Anheuser-Busch InBev Finance Inc.	4.000%	1/17/43	5,000	4,884
Anheuser-Busch InBev Worldwide Inc.	1.500%	7/14/14	5,825	5,902
Anheuser-Busch InBev Worldwide Inc.	5.375%	11/15/14	4,290	4,613
Anheuser-Busch InBev Worldwide Inc.	4.125%	1/15/15	4,590	4,868
Anheuser-Busch InBev Worldwide Inc.	3.625%	4/15/15	3,175	3,359
Anheuser-Busch InBev Worldwide Inc.	0.800%	7/15/15	4,475	4,483
Anheuser-Busch InBev Worldwide Inc.	2.875%	2/15/16	5,968	6,330
Anheuser-Busch InBev Worldwide Inc.	1.375%	7/15/17	13,445	13,577
Anheuser-Busch InBev Worldwide Inc.	7.750%	1/15/19	4,040	5,316
Anheuser-Busch InBev Worldwide Inc.	6.875%	11/15/19	3,675	4,764
Anheuser-Busch InBev Worldwide Inc.	5.375%	1/15/20	11,690	14,068
Anheuser-Busch InBev Worldwide Inc.	5.000%	4/15/20	2,600	3,091
Anheuser-Busch InBev Worldwide Inc.	4.375%	2/15/21	3,875	4,433
Anheuser-Busch InBev Worldwide Inc.	2.500%	7/15/22	15,225	14,943
Anheuser-Busch InBev Worldwide Inc.	8.200%	1/15/39	8,590	13,729
Anheuser-Busch InBev Worldwide Inc.	6.375%	1/15/40	2,825	3,815
Anheuser-Busch InBev Worldwide Inc.	3.750%	7/15/42	9,950	9,349
Archer-Daniels-Midland Co.	8.375%	4/15/17	100	127
Archer-Daniels-Midland Co.	5.450%	3/15/18	3,625	4,311
Archer-Daniels-Midland Co.	4.479%	3/1/21	2,145	2,448
Archer-Daniels-Midland Co.	5.935%	10/1/32	1,775	2,159
Archer-Daniels-Midland Co.	5.375%	9/15/35	2,025	2,334
Archer-Daniels-Midland Co.	5.765%	3/1/41	4,970	5,994
Archer-Daniels-Midland Co.	4.016%	4/16/43	2,125	2,035
AstraZeneca plc	5.900%	9/15/17	11,965	14,377
AstraZeneca plc	1.950%	9/18/19	2,500	2,529
AstraZeneca plc	6.450%	9/15/37	12,480	16,312
AstraZeneca plc	4.000%	9/18/42	1,000	971
Avon Products Inc.	5.750%	3/1/18	2,460	2,724
Avon Products Inc.	6.500%	3/1/19	1,160	1,316
Avon Products Inc.	5.000%	3/15/23	200	205
Avon Products Inc.	6.950%	3/15/43	3,300	3,373
Baptist Health South Florida Obligated Group
Revenue	4.590%	8/15/21	850	963
Baxter International Inc.	5.900%	9/1/16	875	1,018
Baxter International Inc.	1.850%	1/15/17	8,350	8,550
Baxter International Inc.	4.250%	3/15/20	900	1,025
Baxter International Inc.	2.400%	8/15/22	8,535	8,396
Baxter International Inc.	3.650%	8/15/42	1,400	1,301
Beam Inc.	1.875%	5/15/17	1,825	1,859
Beam Inc.	3.250%	5/15/22	1,400	1,434
Beam Inc.	5.875%	1/15/36	875	1,026
Becton Dickinson & Co.	1.750%	11/8/16	90	93
Becton Dickinson & Co.	5.000%	5/15/19	450	529
Becton Dickinson & Co.	3.250%	11/12/20	8,340	8,892
Becton Dickinson & Co.	3.125%	11/8/21	2,985	3,115
Becton Dickinson & Co.	5.000%	11/12/40	1,050	1,189
Biogen Idec Inc.	6.875%	3/1/18	2,475	3,032
Boston Scientific Corp.	4.500%	1/15/15	8,295	8,812
Boston Scientific Corp.	6.250%	11/15/15	6,000	6,726
Boston Scientific Corp.	5.125%	1/12/17	3,750	4,188
Boston Scientific Corp.	6.000%	1/15/20	3,870	4,514
Boston Scientific Corp.	7.000%	11/15/35	2,850	3,646
Boston Scientific Corp.	7.375%	1/15/40	3,400	4,580

Bottling Group LLC	6.950%	3/15/14	4,225	4,479
Bottling Group LLC	5.500%	4/1/16	4,050	4,601
Bottling Group LLC	5.125%	1/15/19	1,975	2,344
Bristol-Myers Squibb Co.	5.450%	5/1/18	11,240	13,494
Bristol-Myers Squibb Co.	2.000%	8/1/22	3,275	3,101
Bristol-Myers Squibb Co.	7.150%	6/15/23	100	137
Bristol-Myers Squibb Co.	6.800%	11/15/26	100	140
Bristol-Myers Squibb Co.	5.875%	11/15/36	2,888	3,625
Bristol-Myers Squibb Co.	6.125%	5/1/38	460	603
Bristol-Myers Squibb Co.	3.250%	8/1/42	1,575	1,373
Bristol-Myers Squibb Co.	6.875%	8/1/97	325	461
Brown-Forman Corp.	1.000%	1/15/18	800	794
Brown-Forman Corp.	2.250%	1/15/23	1,375	1,347
Brown-Forman Corp.	3.750%	1/15/43	1,800	1,741
Bunge Ltd. Finance Corp.	5.100%	7/15/15	575	623
Bunge Ltd. Finance Corp.	8.500%	6/15/19	13,150	17,040
Campbell Soup Co.	3.050%	7/15/17	525	562
Campbell Soup Co.	4.250%	4/15/21	2,175	2,401
Campbell Soup Co.	3.800%	8/2/42	1,300	1,169
Cardinal Health Inc.	4.000%	6/15/15	100	107
Cardinal Health Inc.	1.700%	3/15/18	325	323
Cardinal Health Inc.	4.625%	12/15/20	4,935	5,560
Cardinal Health Inc.	3.200%	6/15/22	5,000	5,033
Cardinal Health Inc.	3.200%	3/15/23	950	941
Cardinal Health Inc.	4.600%	3/15/43	475	463
CareFusion Corp.	5.125%	8/1/14	1,985	2,094
CareFusion Corp.	6.375%	8/1/19	5,085	6,168
Catholic Health Initiatives Colorado GO	1.600%	11/1/17	2,150	2,184
3 Catholic Health Initiatives Colorado GO	4.350%	11/1/42	7,400	7,441
Celgene Corp.	2.450%	10/15/15	750	777
Celgene Corp.	3.950%	10/15/20	5,075	5,495
Celgene Corp.	3.250%	8/15/22	1,250	1,264
Celgene Corp.	5.700%	10/15/40	1,350	1,542
Church & Dwight Co. Inc.	3.350%	12/15/15	1,000	1,058
Clorox Co.	5.000%	1/15/15	525	561
Clorox Co.	3.550%	11/1/15	1,850	1,966
Clorox Co.	5.950%	10/15/17	10,832	12,843
Coca-Cola Co.	0.750%	3/13/15	575	579
Coca-Cola Co.	1.500%	11/15/15	9,500	9,738
Coca-Cola Co.	1.800%	9/1/16	2,900	2,999
Coca-Cola Co.	5.350%	11/15/17	9,425	11,186
Coca-Cola Co.	1.650%	3/14/18	725	741
Coca-Cola Co.	1.150%	4/1/18	150	150
Coca-Cola Co.	4.875%	3/15/19	5,910	7,008
Coca-Cola Co.	3.150%	11/15/20	1,100	1,189
Coca-Cola Co.	3.300%	9/1/21	13,175	14,275
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	861
Coca-Cola HBC Finance BV	5.500%	9/17/15	3,500	3,806
Coca-Cola Refreshments USA Inc.	4.250%	3/1/15	2,200	2,348
Coca-Cola Refreshments USA Inc.	8.500%	2/1/22	1,800	2,589
Colgate-Palmolive Co.	1.300%	1/15/17	4,375	4,443
Colgate-Palmolive Co.	2.450%	11/15/21	1,510	1,547
Colgate-Palmolive Co.	2.300%	5/3/22	7,025	7,061
Colgate-Palmolive Co.	1.950%	2/1/23	5,250	4,997
ConAgra Foods Inc.	5.875%	4/15/14	1,295	1,362
ConAgra Foods Inc.	1.300%	1/25/16	2,500	2,518

ConAgra Foods Inc.	5.819%	6/15/17	225	262
ConAgra Foods Inc.	1.900%	1/25/18	14,260	14,404
ConAgra Foods Inc.	2.100%	3/15/18	5,990	6,086
ConAgra Foods Inc.	3.250%	9/15/22	5,000	5,038
ConAgra Foods Inc.	3.200%	1/25/23	6,025	6,011
ConAgra Foods Inc.	7.125%	10/1/26	2,440	3,112
ConAgra Foods Inc.	7.000%	10/1/28	250	320
ConAgra Foods Inc.	8.250%	9/15/30	675	911
ConAgra Foods Inc.	4.650%	1/25/43	5,250	5,261
Covidien International Finance SA	1.350%	5/29/15	2,500	2,536
Covidien International Finance SA	6.000%	10/15/17	8,257	9,912
Covidien International Finance SA	3.200%	6/15/22	5,000	5,206
Covidien International Finance SA	6.550%	10/15/37	4,849	6,566
CR Bard Inc.	1.375%	1/15/18	4,050	4,047
CR Bard Inc.	4.400%	1/15/21	2,220	2,484
Delhaize Group SA	6.500%	6/15/17	235	269
Delhaize Group SA	5.700%	10/1/40	7,141	6,977
Diageo Capital plc	5.500%	9/30/16	425	487
Diageo Capital plc	1.500%	5/11/17	9,825	9,986
Diageo Capital plc	5.750%	10/23/17	3,885	4,624
Diageo Capital plc	4.828%	7/15/20	3,100	3,607
Diageo Capital plc	5.875%	9/30/36	200	251
Diageo Finance BV	5.300%	10/28/15	1,800	2,005
Diageo Investment Corp.	2.875%	5/11/22	7,575	7,675
Diageo Investment Corp.	7.450%	4/15/35	200	286
Diageo Investment Corp.	4.250%	5/11/42	5,550	5,634
Dignity Health California GO	3.125%	11/1/22	900	891
Dignity Health California GO	4.500%	11/1/42	4,400	4,229
Dr Pepper Snapple Group Inc.	2.900%	1/15/16	3,045	3,213
Dr Pepper Snapple Group Inc.	6.820%	5/1/18	420	525
Dr Pepper Snapple Group Inc.	2.600%	1/15/19	2,785	2,899
Dr Pepper Snapple Group Inc.	2.000%	1/15/20	2,475	2,429
Dr Pepper Snapple Group Inc.	2.700%	11/15/22	1,300	1,288
Dr Pepper Snapple Group Inc.	7.450%	5/1/38	425	607
Eli Lilly & Co.	4.200%	3/6/14	2,200	2,277
Eli Lilly & Co.	5.200%	3/15/17	3,925	4,549
Eli Lilly & Co.	5.500%	3/15/27	2,950	3,729
Eli Lilly & Co.	5.550%	3/15/37	1,800	2,209
Eli Lilly & Co.	5.950%	11/15/37	235	303
Energizer Holdings Inc.	4.700%	5/19/21	1,325	1,408
Energizer Holdings Inc.	4.700%	5/24/22	1,750	1,862
Estee Lauder Cos. Inc.	2.350%	8/15/22	1,700	1,672
Estee Lauder Cos. Inc.	6.000%	5/15/37	200	250
Estee Lauder Cos. Inc.	3.700%	8/15/42	600	550
Express Scripts Holding Co.	2.100%	2/12/15	6,700	6,846
Express Scripts Holding Co.	3.125%	5/15/16	5,000	5,291
Express Scripts Holding Co.	3.500%	11/15/16	5,000	5,388
Express Scripts Holding Co.	2.650%	2/15/17	8,925	9,347
Express Scripts Holding Co.	4.750%	11/15/21	8,035	9,117
Express Scripts Holding Co.	3.900%	2/15/22	7,150	7,667
Express Scripts Holding Co.	6.125%	11/15/41	8,075	10,104
Flowers Foods Inc.	4.375%	4/1/22	1,500	1,530
Genentech Inc.	4.750%	7/15/15	800	873
Genentech Inc.	5.250%	7/15/35	5,020	5,901
General Mills Inc.	5.200%	3/17/15	2,000	2,174
General Mills Inc.	5.700%	2/15/17	2,525	2,942
General Mills Inc.	5.650%	2/15/19	6,725	8,102

General Mills Inc.	3.150%	12/15/21	10,875	11,418
General Mills Inc.	5.400%	6/15/40	4,505	5,363
Gilead Sciences Inc.	3.050%	12/1/16	375	402
Gilead Sciences Inc.	4.500%	4/1/21	2,025	2,288
Gilead Sciences Inc.	4.400%	12/1/21	9,402	10,562
Gilead Sciences Inc.	5.650%	12/1/41	1,325	1,606
GlaxoSmithKline Capital Inc.	4.375%	4/15/14	6,225	6,480
GlaxoSmithKline Capital Inc.	5.650%	5/15/18	5,555	6,726
GlaxoSmithKline Capital Inc.	2.800%	3/18/23	1,216	1,227
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	14,535	19,413
GlaxoSmithKline Capital plc	0.750%	5/8/15	4,475	4,494
GlaxoSmithKline Capital plc	1.500%	5/8/17	13,500	13,716
GlaxoSmithKline Capital plc	2.850%	5/8/22	7,725	7,880
Hasbro Inc.	6.125%	5/15/14	5,000	5,291
Hasbro Inc.	6.300%	9/15/17	2,125	2,469
Hasbro Inc.	6.350%	3/15/40	1,200	1,392
Hershey Co.	5.450%	9/1/16	425	487
Hershey Co.	1.500%	11/1/16	2,125	2,178
Hershey Co.	4.125%	12/1/20	1,710	1,948
HJ Heinz Co.	1.500%	3/1/17	4,000	4,044
HJ Heinz Finance Co.	6.750%	3/15/32	1,925	2,129
Hormel Foods Corp.	4.125%	4/15/21	625	698
Hospira Inc.	5.900%	6/15/14	500	528
Hospira Inc.	6.400%	5/15/15	275	304
Hospira Inc.	6.050%	3/30/17	1,050	1,197
Hospira Inc.	5.600%	9/15/40	1,075	1,095
Ingredion Inc.	3.200%	11/1/15	1,700	1,785
Ingredion Inc.	4.625%	11/1/20	890	994
Ingredion Inc.	6.625%	4/15/37	575	688
JM Smucker Co.	3.500%	10/15/21	995	1,051
Johnson & Johnson	1.200%	5/15/14	835	843
Johnson & Johnson	5.550%	8/15/17	1,700	2,036
Johnson & Johnson	5.150%	7/15/18	4,550	5,473
Johnson & Johnson	2.950%	9/1/20	10,000	10,732
Johnson & Johnson	3.550%	5/15/21	10,350	11,500
Johnson & Johnson	6.730%	11/15/23	1,203	1,678
Johnson & Johnson	6.950%	9/1/29	1,300	1,813
Johnson & Johnson	4.950%	5/15/33	1,600	1,913
Johnson & Johnson	5.950%	8/15/37	1,555	2,063
Johnson & Johnson	4.500%	9/1/40	1,370	1,541
Kaiser Foundation Hospitals	3.500%	4/1/22	900	945
Kaiser Foundation Hospitals	4.875%	4/1/42	1,800	1,962
Kellogg Co.	4.450%	5/30/16	3,200	3,529
Kellogg Co.	1.875%	11/17/16	4,400	4,520
Kellogg Co.	4.000%	12/15/20	9,005	10,028
Kellogg Co.	3.125%	5/17/22	9,410	9,726
Kellogg Co.	7.450%	4/1/31	1,150	1,554
Kimberly-Clark Corp.	4.875%	8/15/15	1,875	2,069
Kimberly-Clark Corp.	6.125%	8/1/17	5,804	7,022
Kimberly-Clark Corp.	7.500%	11/1/18	800	1,062
Kimberly-Clark Corp.	3.625%	8/1/20	3,150	3,471
Kimberly-Clark Corp.	3.875%	3/1/21	2,940	3,299
Kimberly-Clark Corp.	2.400%	3/1/22	7,100	7,147
Kimberly-Clark Corp.	6.625%	8/1/37	200	282
Kimberly-Clark Corp.	5.300%	3/1/41	1,600	1,964
Koninklijke Philips Electronics NV	5.750%	3/11/18	7,250	8,643
Koninklijke Philips Electronics NV	3.750%	3/15/22	5,500	5,947

Koninklijke Philips Electronics NV	6.875%	3/11/38	4,595	6,238
Koninklijke Philips Electronics NV	5.000%	3/15/42	3,375	3,789
Kraft Foods Group Inc.	1.625%	6/4/15	1,400	1,423
Kraft Foods Group Inc.	2.250%	6/5/17	4,150	4,308
Kraft Foods Group Inc.	6.125%	8/23/18	15,240	18,541
Kraft Foods Group Inc.	5.375%	2/10/20	2,539	3,027
Kraft Foods Group Inc.	3.500%	6/6/22	10,825	11,294
Kraft Foods Group Inc.	6.500%	2/9/40	2,700	3,434
Kraft Foods Group Inc.	5.000%	6/4/42	7,000	7,522
Kroger Co.	4.950%	1/15/15	1,950	2,088
Kroger Co.	3.900%	10/1/15	2,350	2,516
Kroger Co.	2.200%	1/15/17	6,775	6,987
Kroger Co.	6.400%	8/15/17	435	519
Kroger Co.	6.800%	12/15/18	2,400	2,975
Kroger Co.	7.700%	6/1/29	2,800	3,687
Kroger Co.	8.000%	9/15/29	8,675	11,431
Kroger Co.	7.500%	4/1/31	625	799
Laboratory Corp. of America Holdings	5.625%	12/15/15	1,025	1,149
Laboratory Corp. of America Holdings	2.200%	8/23/17	9,175	9,302
Laboratory Corp. of America Holdings	4.625%	11/15/20	235	258
Laboratory Corp. of America Holdings	3.750%	8/23/22	725	743
Life Technologies Corp.	4.400%	3/1/15	1,700	1,791
Life Technologies Corp.	3.500%	1/15/16	2,800	2,924
Life Technologies Corp.	6.000%	3/1/20	2,340	2,621
Life Technologies Corp.	5.000%	1/15/21	1,350	1,458
Lorillard Tobacco Co.	3.500%	8/4/16	760	802
Lorillard Tobacco Co.	2.300%	8/21/17	5,500	5,546
Lorillard Tobacco Co.	8.125%	6/23/19	8,075	10,265
Lorillard Tobacco Co.	8.125%	5/1/40	1,000	1,304
Lorillard Tobacco Co.	7.000%	8/4/41	1,550	1,819
Mattel Inc.	2.500%	11/1/16	1,125	1,175
Mattel Inc.	1.700%	3/15/18	550	554
Mattel Inc.	3.150%	3/15/23	750	755
Mattel Inc.	5.450%	11/1/41	845	923
Mayo Clinic	3.774%	11/15/43	5,750	5,503
3 Mayo Clinic	4.000%	11/15/47	3,700	3,627
McCormick & Co. Inc.	3.900%	7/15/21	875	954
McKesson Corp.	3.250%	3/1/16	1,628	1,740
McKesson Corp.	5.700%	3/1/17	5,000	5,834
McKesson Corp.	4.750%	3/1/21	1,740	2,012
McKesson Corp.	2.700%	12/15/22	5,600	5,559
McKesson Corp.	6.000%	3/1/41	5,000	6,445
Mead Johnson Nutrition Co.	3.500%	11/1/14	2,525	2,628
Mead Johnson Nutrition Co.	4.900%	11/1/19	2,309	2,631
Mead Johnson Nutrition Co.	5.900%	11/1/39	3,410	4,041
Medco Health Solutions Inc.	2.750%	9/15/15	1,525	1,587
Medco Health Solutions Inc.	7.125%	3/15/18	9,080	11,268
Medco Health Solutions Inc.	4.125%	9/15/20	590	644
Medtronic Inc.	4.500%	3/15/14	1,000	1,038
Medtronic Inc.	3.000%	3/15/15	4,495	4,706
Medtronic Inc.	4.750%	9/15/15	1,775	1,951
Medtronic Inc.	4.450%	3/15/20	1,650	1,892
Medtronic Inc.	4.125%	3/15/21	590	662
Medtronic Inc.	3.125%	3/15/22	6,000	6,315
Medtronic Inc.	6.500%	3/15/39	500	688
Medtronic Inc.	5.550%	3/15/40	2,100	2,580
Medtronic Inc.	4.500%	3/15/42	4,875	5,207

Memorial Sloan-Kettering Cancer Center New
York GO	5.000%	7/1/42	700	803
Memorial Sloan-Kettering Cancer Center New
York GO	4.125%	7/1/52	4,225	4,073
Merck & Co. Inc.	5.300%	12/1/13	1,295	1,337
Merck & Co. Inc.	2.250%	1/15/16	3,850	4,026
Merck & Co. Inc.	6.000%	9/15/17	2,300	2,789
Merck & Co. Inc.	1.100%	1/31/18	13,125	13,149
Merck & Co. Inc.	3.875%	1/15/21	11,720	13,075
Merck & Co. Inc.	2.400%	9/15/22	8,750	8,679
Merck & Co. Inc.	6.500%	12/1/33	5,275	7,361
Merck & Co. Inc.	6.550%	9/15/37	5,015	6,904
Merck & Co. Inc.	3.600%	9/15/42	1,800	1,698
Merck Sharp & Dohme Corp.	4.750%	3/1/15	1,200	1,297
Merck Sharp & Dohme Corp.	4.000%	6/30/15	2,590	2,790
Merck Sharp & Dohme Corp.	5.000%	6/30/19	7,445	8,909
Merck Sharp & Dohme Corp.	6.400%	3/1/28	1,525	2,049
Merck Sharp & Dohme Corp.	5.950%	12/1/28	775	1,001
Merck Sharp & Dohme Corp.	5.750%	11/15/36	325	416
Merck Sharp & Dohme Corp.	5.850%	6/30/39	1,025	1,328
Molson Coors Brewing Co.	2.000%	5/1/17	725	743
Molson Coors Brewing Co.	3.500%	5/1/22	800	834
Molson Coors Brewing Co.	5.000%	5/1/42	7,175	7,601
Mondelez International Inc.	4.125%	2/9/16	6,365	6,927
Mondelez International Inc.	6.500%	8/11/17	11,600	14,020
Mondelez International Inc.	6.125%	2/1/18	7,140	8,565
Mondelez International Inc.	5.375%	2/10/20	18,011	21,369
Mondelez International Inc.	6.500%	11/1/31	4,111	5,129
Mondelez International Inc.	7.000%	8/11/37	3,675	4,935
Mondelez International Inc.	6.875%	2/1/38	5,975	7,957
Mondelez International Inc.	6.875%	1/26/39	525	704
Mondelez International Inc.	6.500%	2/9/40	5,345	6,945
Newell Rubbermaid Inc.	2.050%	12/1/17	3,200	3,216
Newell Rubbermaid Inc.	4.000%	6/15/22	4,520	4,756
Novant Health Inc.	5.850%	11/1/19	2,125	2,540
Novartis Capital Corp.	2.900%	4/24/15	14,370	15,066
Novartis Capital Corp.	2.400%	9/21/22	5,175	5,144
Novartis Capital Corp.	3.700%	9/21/42	3,075	2,973
Novartis Securities Investment Ltd.	5.125%	2/10/19	10,590	12,641
Partners Healthcare System Massachusetts
GO	3.443%	7/1/21	1,700	1,793
PepsiAmericas Inc.	4.875%	1/15/15	5,100	5,492
PepsiAmericas Inc.	5.000%	5/15/17	1,400	1,608
PepsiCo Inc.	0.750%	3/5/15	3,125	3,139
PepsiCo Inc.	0.700%	8/13/15	1,910	1,912
PepsiCo Inc.	2.500%	5/10/16	11,390	11,973
PepsiCo Inc.	1.250%	8/13/17	9,200	9,235
PepsiCo Inc.	5.000%	6/1/18	425	499
PepsiCo Inc.	7.900%	11/1/18	1,575	2,097
PepsiCo Inc.	4.500%	1/15/20	2,800	3,231
PepsiCo Inc.	3.125%	11/1/20	4,200	4,489
PepsiCo Inc.	3.000%	8/25/21	11,530	12,065
PepsiCo Inc.	2.750%	3/5/22	12,050	12,196
PepsiCo Inc.	5.500%	1/15/40	5,425	6,586
PepsiCo Inc.	4.875%	11/1/40	4,285	4,795
PepsiCo Inc.	4.000%	3/5/42	6,600	6,526
PerkinElmer Inc.	5.000%	11/15/21	1,410	1,558

Pfizer Inc.	5.350%	3/15/15	15,865	17,303
Pfizer Inc.	6.200%	3/15/19	15,445	19,392
Pfizer Inc.	7.200%	3/15/39	11,515	16,785
Pharmacia Corp.	6.500%	12/1/18	6,000	7,615
Pharmacia Corp.	6.600%	12/1/28	625	856
Philip Morris International Inc.	2.500%	5/16/16	5,000	5,253
Philip Morris International Inc.	1.625%	3/20/17	3,250	3,317
Philip Morris International Inc.	1.125%	8/21/17	5,975	5,953
Philip Morris International Inc.	5.650%	5/16/18	9,290	11,137
Philip Morris International Inc.	4.500%	3/26/20	575	660
Philip Morris International Inc.	4.125%	5/17/21	2,758	3,085
Philip Morris International Inc.	2.900%	11/15/21	1,500	1,546
Philip Morris International Inc.	2.500%	8/22/22	3,000	2,955
Philip Morris International Inc.	2.625%	3/6/23	5,125	5,043
Philip Morris International Inc.	6.375%	5/16/38	5,600	7,201
Philip Morris International Inc.	4.375%	11/15/41	7,855	7,875
Philip Morris International Inc.	4.500%	3/20/42	3,550	3,632
Philip Morris International Inc.	3.875%	8/21/42	525	487
Philip Morris International Inc.	4.125%	3/4/43	2,850	2,739
3 Procter & Gamble - Esop	9.360%	1/1/21	2,544	3,363
Procter & Gamble Co.	0.700%	8/15/14	590	593
Procter & Gamble Co.	4.950%	8/15/14	850	902
Procter & Gamble Co.	3.500%	2/15/15	4,500	4,745
Procter & Gamble Co.	1.800%	11/15/15	6,925	7,156
Procter & Gamble Co.	1.450%	8/15/16	27,045	27,714
Procter & Gamble Co.	4.700%	2/15/19	2,215	2,612
Procter & Gamble Co.	2.300%	2/6/22	5,164	5,190
Procter & Gamble Co.	6.450%	1/15/26	2,750	3,777
Procter & Gamble Co.	5.500%	2/1/34	5,000	6,319
Procter & Gamble Co.	5.800%	8/15/34	250	322
Procter & Gamble Co.	5.550%	3/5/37	4,345	5,552
Quest Diagnostics Inc.	5.450%	11/1/15	4,000	4,408
Quest Diagnostics Inc.	6.400%	7/1/17	175	205
Quest Diagnostics Inc.	4.700%	4/1/21	235	257
Quest Diagnostics Inc.	6.950%	7/1/37	1,225	1,477
Reynolds American Inc.	1.050%	10/30/15	2,000	1,999
Reynolds American Inc.	7.625%	6/1/16	850	1,014
Reynolds American Inc.	6.750%	6/15/17	2,400	2,887
Reynolds American Inc.	7.750%	6/1/18	1,000	1,265
Reynolds American Inc.	3.250%	11/1/22	3,550	3,515
Reynolds American Inc.	7.250%	6/15/37	1,225	1,585
Reynolds American Inc.	4.750%	11/1/42	7,025	6,777
Safeway Inc.	3.400%	12/1/16	775	815
Safeway Inc.	6.350%	8/15/17	1,325	1,546
Safeway Inc.	5.000%	8/15/19	3,500	3,905
Safeway Inc.	4.750%	12/1/21	575	618
Safeway Inc.	7.250%	2/1/31	4,270	4,916
Sanofi	1.200%	9/30/14	1,000	1,011
Sanofi	2.625%	3/29/16	10,800	11,373
Sanofi	4.000%	3/29/21	8,865	9,852
St. Jude Medical Inc.	3.750%	7/15/14	2,875	2,998
St. Jude Medical Inc.	2.500%	1/15/16	1,475	1,535
St. Jude Medical Inc.	4.875%	7/15/19	500	571
St. Jude Medical Inc.	3.250%	4/15/23	3,700	3,714
St. Jude Medical Inc.	4.750%	4/15/43	4,325	4,390
Stryker Corp.	3.000%	1/15/15	800	835
Stryker Corp.	2.000%	9/30/16	2,285	2,373

Stryker Corp.	4.375%	1/15/20	700	791
Sysco Corp.	5.250%	2/12/18	7,995	9,469
Sysco Corp.	5.375%	9/21/35	5,948	7,087
Teva Pharmaceutical Finance Co. BV	2.400%	11/10/16	2,060	2,155
Teva Pharmaceutical Finance Co. BV	3.650%	11/10/21	615	655
Teva Pharmaceutical Finance Co. BV	2.950%	12/18/22	10,025	10,050
Teva Pharmaceutical Finance II BV / Teva
Pharmaceutical Finance III LLC	3.000%	6/15/15	1,950	2,044
Teva Pharmaceutical Finance IV BV	3.650%	11/10/21	6,835	7,276
Teva Pharmaceutical Finance IV LLC	2.250%	3/18/20	10,575	10,642
Thermo Fisher Scientific Inc.	2.050%	2/21/14	2,500	2,532
Thermo Fisher Scientific Inc.	3.250%	11/20/14	5,000	5,194
Thermo Fisher Scientific Inc.	3.200%	5/1/15	1,725	1,803
Thermo Fisher Scientific Inc.	2.250%	8/15/16	1,845	1,909
Thermo Fisher Scientific Inc.	4.700%	5/1/20	525	581
Thermo Fisher Scientific Inc.	4.500%	3/1/21	8,450	9,261
Thermo Fisher Scientific Inc.	3.600%	8/15/21	5,000	5,175
Thermo Fisher Scientific Inc.	3.150%	1/15/23	450	447
Tupperware Brands Corp.	4.750%	6/1/21	2,000	2,112
Tyson Foods Inc.	4.500%	6/15/22	5,600	6,076
Unilever Capital Corp.	0.850%	8/2/17	9,885	9,826
Unilever Capital Corp.	4.800%	2/15/19	700	823
Unilever Capital Corp.	4.250%	2/10/21	10,010	11,404
Unilever Capital Corp.	5.900%	11/15/32	3,700	4,972
UST LLC	5.750%	3/1/18	3,250	3,826
Whirlpool Corp.	8.600%	5/1/14	900	973
Wyeth LLC	5.500%	2/15/16	5,240	5,963
Wyeth LLC	5.450%	4/1/17	2,950	3,473
Wyeth LLC	6.450%	2/1/24	2,625	3,507
Wyeth LLC	6.500%	2/1/34	4,725	6,338
Wyeth LLC	6.000%	2/15/36	1,575	2,039
Wyeth LLC	5.950%	4/1/37	7,690	9,800
Zimmer Holdings Inc.	1.400%	11/30/14	800	806
Zimmer Holdings Inc.	4.625%	11/30/19	2,495	2,858
Zimmer Holdings Inc.	3.375%	11/30/21	800	828
Zimmer Holdings Inc.	5.750%	11/30/39	1,075	1,270
6 Zoetis Inc.	1.150%	2/1/16	975	981
6 Zoetis Inc.	1.875%	2/1/18	6,350	6,398
6 Zoetis Inc.	3.250%	2/1/23	8,610	8,765
6 Zoetis Inc.	4.700%	2/1/43	6,400	6,538
Energy (1.6%)
Alberta Energy Co. Ltd.	7.375%	11/1/31	1,425	1,767
Anadarko Finance Co.	7.500%	5/1/31	4,600	6,097
Anadarko Petroleum Corp.	5.750%	6/15/14	800	845
Anadarko Petroleum Corp.	5.950%	9/15/16	11,530	13,273
Anadarko Petroleum Corp.	6.375%	9/15/17	5,000	5,974
Anadarko Petroleum Corp.	6.950%	6/15/19	500	631
Anadarko Petroleum Corp.	6.450%	9/15/36	16,005	19,699
Anadarko Petroleum Corp.	7.950%	6/15/39	1,000	1,408
Apache Corp.	5.625%	1/15/17	250	290
Apache Corp.	1.750%	4/15/17	2,100	2,144
Apache Corp.	6.900%	9/15/18	6,470	8,149
Apache Corp.	3.625%	2/1/21	6,160	6,636
Apache Corp.	3.250%	4/15/22	3,800	3,936
Apache Corp.	2.625%	1/15/23	6,450	6,262
Apache Corp.	6.000%	1/15/37	5,275	6,336

Apache Corp.	5.100%	9/1/40	7,375	7,923
Apache Corp.	5.250%	2/1/42	740	813
Apache Corp.	4.750%	4/15/43	2,325	2,374
Apache Corp.	4.250%	1/15/44	750	709
Baker Hughes Inc.	3.200%	8/15/21	9,470	10,041
Baker Hughes Inc.	6.875%	1/15/29	300	404
Baker Hughes Inc.	5.125%	9/15/40	5,965	6,924
BP Capital Markets plc	3.625%	5/8/14	3,650	3,771
BP Capital Markets plc	1.700%	12/5/14	3,200	3,264
BP Capital Markets plc	3.875%	3/10/15	4,525	4,806
BP Capital Markets plc	3.125%	10/1/15	6,500	6,862
BP Capital Markets plc	0.700%	11/6/15	2,500	2,497
BP Capital Markets plc	3.200%	3/11/16	9,495	10,110
BP Capital Markets plc	2.248%	11/1/16	5,450	5,673
BP Capital Markets plc	1.846%	5/5/17	10,000	10,257
BP Capital Markets plc	1.375%	11/6/17	1,000	1,001
BP Capital Markets plc	4.750%	3/10/19	4,300	5,014
BP Capital Markets plc	4.500%	10/1/20	12,150	13,917
BP Capital Markets plc	4.742%	3/11/21	5,315	6,164
BP Capital Markets plc	3.561%	11/1/21	10,520	11,184
BP Capital Markets plc	3.245%	5/6/22	6,800	7,024
BP Capital Markets plc	2.500%	11/6/22	6,750	6,564
Burlington Resources Finance Co.	7.200%	8/15/31	300	416
Burlington Resources Finance Co.	7.400%	12/1/31	1,775	2,486
Cameron International Corp.	6.375%	7/15/18	4,400	5,277
Cameron International Corp.	7.000%	7/15/38	100	130
Canadian Natural Resources Ltd.	1.450%	11/14/14	2,000	2,024
Canadian Natural Resources Ltd.	4.900%	12/1/14	4,225	4,511
Canadian Natural Resources Ltd.	6.000%	8/15/16	1,150	1,334
Canadian Natural Resources Ltd.	5.700%	5/15/17	1,535	1,795
Canadian Natural Resources Ltd.	3.450%	11/15/21	6,500	6,900
Canadian Natural Resources Ltd.	7.200%	1/15/32	1,875	2,451
Canadian Natural Resources Ltd.	6.450%	6/30/33	2,025	2,461
Canadian Natural Resources Ltd.	5.850%	2/1/35	350	407
Canadian Natural Resources Ltd.	6.500%	2/15/37	5,600	6,938
Canadian Natural Resources Ltd.	6.250%	3/15/38	2,100	2,566
Cenovus Energy Inc.	4.500%	9/15/14	590	622
Cenovus Energy Inc.	5.700%	10/15/19	7,050	8,539
Cenovus Energy Inc.	3.000%	8/15/22	2,975	2,987
Cenovus Energy Inc.	6.750%	11/15/39	6,475	8,389
Cenovus Energy Inc.	4.450%	9/15/42	3,175	3,126
Chevron Corp.	1.104%	12/5/17	5,775	5,794
Chevron Corp.	4.950%	3/3/19	2,750	3,283
Chevron Corp.	2.355%	12/5/22	7,350	7,277
Conoco Funding Co.	7.250%	10/15/31	4,000	5,710
ConocoPhillips	4.600%	1/15/15	11,640	12,456
ConocoPhillips	5.750%	2/1/19	13,565	16,609
ConocoPhillips	6.000%	1/15/20	5,220	6,546
ConocoPhillips	5.900%	10/15/32	725	914
ConocoPhillips	5.900%	5/15/38	1,370	1,715
ConocoPhillips	6.500%	2/1/39	13,638	18,213
ConocoPhillips Canada Funding Co. I	5.625%	10/15/16	4,525	5,272
ConocoPhillips Canada Funding Co. I	5.950%	10/15/36	10,575	13,362
ConocoPhillips Co.	1.050%	12/15/17	4,000	3,984
ConocoPhillips Co.	2.400%	12/15/22	2,100	2,064
ConocoPhillips Holding Co.	6.950%	4/15/29	2,850	3,859
Devon Energy Corp.	2.400%	7/15/16	800	831

Devon Energy Corp.	4.000%	7/15/21	2,000	2,133
Devon Energy Corp.	3.250%	5/15/22	7,175	7,163
Devon Energy Corp.	7.950%	4/15/32	1,650	2,263
Devon Energy Corp.	5.600%	7/15/41	3,020	3,307
Devon Energy Corp.	4.750%	5/15/42	6,650	6,527
Devon Financing Co. LLC	7.875%	9/30/31	8,275	11,186
Diamond Offshore Drilling Inc.	4.875%	7/1/15	2,275	2,483
Diamond Offshore Drilling Inc.	5.700%	10/15/39	4,140	5,237
Encana Corp.	5.900%	12/1/17	2,275	2,686
Encana Corp.	3.900%	11/15/21	1,885	1,997
Encana Corp.	7.200%	11/1/31	1,800	2,197
Encana Corp.	6.500%	8/15/34	2,925	3,384
Encana Corp.	6.625%	8/15/37	4,700	5,592
EnCana Holdings Finance Corp.	5.800%	5/1/14	4,350	4,583
Eni USA Inc.	7.300%	11/15/27	175	238
Ensco plc	3.250%	3/15/16	11,960	12,743
Ensco plc	4.700%	3/15/21	4,250	4,751
EOG Resources Inc.	2.500%	2/1/16	705	737
EOG Resources Inc.	5.875%	9/15/17	2,200	2,638
EOG Resources Inc.	5.625%	6/1/19	3,350	4,074
EOG Resources Inc.	4.400%	6/1/20	6,380	7,387
EOG Resources Inc.	4.100%	2/1/21	4,900	5,532
EOG Resources Inc.	2.625%	3/15/23	5,750	5,673
EQT Corp.	6.500%	4/1/18	3,175	3,688
EQT Corp.	8.125%	6/1/19	2,975	3,700
EQT Corp.	4.875%	11/15/21	2,500	2,660
FMC Technologies Inc.	2.000%	10/1/17	1,500	1,519
FMC Technologies Inc.	3.450%	10/1/22	1,400	1,427
Global Marine Inc.	7.000%	6/1/28	5,850	6,488
Halliburton Co.	6.150%	9/15/19	800	1,008
Halliburton Co.	3.250%	11/15/21	4,235	4,507
Halliburton Co.	6.700%	9/15/38	5,470	7,427
Halliburton Co.	7.450%	9/15/39	1,534	2,255
Halliburton Co.	4.500%	11/15/41	4,645	5,006
Hess Corp.	8.125%	2/15/19	7,715	9,976
Hess Corp.	7.875%	10/1/29	1,450	1,882
Hess Corp.	7.300%	8/15/31	950	1,188
Hess Corp.	7.125%	3/15/33	1,375	1,697
Hess Corp.	6.000%	1/15/40	7,900	8,845
Hess Corp.	5.600%	2/15/41	3,205	3,442
Husky Energy Inc.	5.900%	6/15/14	2,025	2,146
Husky Energy Inc.	6.150%	6/15/19	200	242
Husky Energy Inc.	7.250%	12/15/19	2,020	2,597
Husky Energy Inc.	6.800%	9/15/37	5,125	6,656
Kerr-McGee Corp.	6.950%	7/1/24	3,300	4,140
Kerr-McGee Corp.	7.875%	9/15/31	875	1,152
Marathon Oil Corp.	6.000%	10/1/17	17,810	21,127
Marathon Oil Corp.	5.900%	3/15/18	1,228	1,465
Marathon Oil Corp.	2.800%	11/1/22	3,100	3,018
Marathon Oil Corp.	6.800%	3/15/32	2,670	3,357
Marathon Petroleum Corp.	3.500%	3/1/16	1,000	1,069
Marathon Petroleum Corp.	5.125%	3/1/21	2,425	2,824
Marathon Petroleum Corp.	6.500%	3/1/41	6,250	7,752
Murphy Oil Corp.	2.500%	12/1/17	3,100	3,115
Murphy Oil Corp.	3.700%	12/1/22	1,400	1,361
Murphy Oil Corp.	7.050%	5/1/29	2,000	2,359
Murphy Oil Corp.	5.125%	12/1/42	875	820

Nabors Industries Inc.	6.150%	2/15/18	8,355	9,534
Nabors Industries Inc.	9.250%	1/15/19	4,375	5,644
Nabors Industries Inc.	5.000%	9/15/20	5,985	6,375
National Oilwell Varco Inc.	1.350%	12/1/17	7,400	7,437
National Oilwell Varco Inc.	2.600%	12/1/22	8,015	7,954
National Oilwell Varco Inc.	3.950%	12/1/42	1,400	1,346
Noble Energy Inc.	8.250%	3/1/19	3,235	4,222
Noble Energy Inc.	4.150%	12/15/21	9,250	10,170
Noble Energy Inc.	8.000%	4/1/27	4,895	6,854
Noble Holding International Ltd.	3.050%	3/1/16	440	459
Noble Holding International Ltd.	2.500%	3/15/17	2,400	2,488
Noble Holding International Ltd.	4.900%	8/1/20	6,016	6,638
Noble Holding International Ltd.	3.950%	3/15/22	3,250	3,349
Noble Holding International Ltd.	6.200%	8/1/40	1,400	1,581
Noble Holding International Ltd.	6.050%	3/1/41	2,500	2,764
Noble Holding International Ltd.	5.250%	3/15/42	2,000	2,015
Occidental Petroleum Corp.	2.500%	2/1/16	3,405	3,586
Occidental Petroleum Corp.	4.125%	6/1/16	2,620	2,892
Occidental Petroleum Corp.	1.750%	2/15/17	5,100	5,243
Occidental Petroleum Corp.	1.500%	2/15/18	7,550	7,657
Occidental Petroleum Corp.	4.100%	2/1/21	5,525	6,242
Occidental Petroleum Corp.	3.125%	2/15/22	7,725	8,125
Occidental Petroleum Corp.	2.700%	2/15/23	2,575	2,577
PC Financial Partnership	5.000%	11/15/14	900	960
Petro-Canada	6.050%	5/15/18	5,000	6,031
Petro-Canada	7.875%	6/15/26	500	707
Petro-Canada	7.000%	11/15/28	475	594
Petro-Canada	5.350%	7/15/33	1,425	1,564
Petro-Canada	5.950%	5/15/35	2,900	3,432
Petro-Canada	6.800%	5/15/38	5,525	7,248
Petrohawk Energy Corp.	7.250%	8/15/18	3,000	3,353
Petrohawk Energy Corp.	6.250%	6/1/19	6,300	7,127
Phillips 66	1.950%	3/5/15	2,745	2,806
Phillips 66	2.950%	5/1/17	7,475	7,936
Phillips 66	4.300%	4/1/22	8,605	9,452
Phillips 66	5.875%	5/1/42	6,950	8,213
Pioneer Natural Resources Co.	6.875%	5/1/18	6,000	7,308
Pioneer Natural Resources Co.	3.950%	7/15/22	8,460	8,834
Pioneer Natural Resources Co.	7.200%	1/15/28	4,378	5,648
Pride International Inc.	6.875%	8/15/20	6,000	7,540
Pride International Inc.	7.875%	8/15/40	3,000	4,325
Rowan Cos. Inc.	5.000%	9/1/17	1,200	1,336
Rowan Cos. Inc.	7.875%	8/1/19	875	1,096
Shell International Finance BV	4.000%	3/21/14	4,210	4,356
Shell International Finance BV	3.100%	6/28/15	14,300	15,112
Shell International Finance BV	3.250%	9/22/15	1,400	1,494
Shell International Finance BV	0.625%	12/4/15	4,000	4,014
Shell International Finance BV	5.200%	3/22/17	4,150	4,818
Shell International Finance BV	1.125%	8/21/17	2,400	2,413
Shell International Finance BV	4.300%	9/22/19	3,100	3,592
Shell International Finance BV	2.375%	8/21/22	4,850	4,807
Shell International Finance BV	2.250%	1/6/23	3,250	3,163
Shell International Finance BV	6.375%	12/15/38	13,267	18,352
Shell International Finance BV	5.500%	3/25/40	6,750	8,451
Shell International Finance BV	3.625%	8/21/42	4,000	3,863
Southwestern Energy Co.	7.500%	2/1/18	4,125	5,053
Southwestern Energy Co.	4.100%	3/15/22	9,600	10,152

Suncor Energy Inc.	6.100%	6/1/18	4,900	5,939
Suncor Energy Inc.	7.150%	2/1/32	3,425	4,519
Suncor Energy Inc.	5.950%	12/1/34	175	209
Suncor Energy Inc.	6.500%	6/15/38	7,355	9,372
Suncor Energy Inc.	6.850%	6/1/39	7,355	9,780
Talisman Energy Inc.	5.125%	5/15/15	375	403
Talisman Energy Inc.	7.750%	6/1/19	11,525	14,709
Tosco Corp.	8.125%	2/15/30	4,950	7,251
Total Capital Canada Ltd.	1.625%	1/28/14	4,500	4,546
Total Capital Canada Ltd.	1.450%	1/15/18	3,125	3,108
Total Capital Canada Ltd.	2.750%	7/15/23	3,800	3,820
Total Capital International SA	0.750%	1/25/16	3,400	3,408
Total Capital International SA	1.500%	2/17/17	1,075	1,095
Total Capital International SA	1.550%	6/28/17	8,350	8,491
Total Capital International SA	2.875%	2/17/22	6,000	6,163
Total Capital International SA	2.700%	1/25/23	2,450	2,458
Total Capital SA	3.000%	6/24/15	5,800	6,098
Total Capital SA	2.300%	3/15/16	7,265	7,571
Total Capital SA	4.450%	6/24/20	5,075	5,870
Total Capital SA	4.125%	1/28/21	2,805	3,159
Transocean Inc.	4.950%	11/15/15	9,650	10,457
Transocean Inc.	6.000%	3/15/18	6,375	7,223
Transocean Inc.	6.500%	11/15/20	5,000	5,778
Transocean Inc.	6.375%	12/15/21	5,000	5,821
Transocean Inc.	3.800%	10/15/22	7,500	7,393
Transocean Inc.	7.500%	4/15/31	1,575	1,868
Transocean Inc.	6.800%	3/15/38	2,925	3,246
Valero Energy Corp.	6.125%	6/15/17	7,655	9,101
Valero Energy Corp.	9.375%	3/15/19	1,575	2,147
Valero Energy Corp.	6.125%	2/1/20	8,950	10,880
Valero Energy Corp.	7.500%	4/15/32	3,775	4,887
Valero Energy Corp.	6.625%	6/15/37	8,281	10,091
Weatherford International Inc.	6.350%	6/15/17	4,625	5,319
Weatherford International Inc.	6.800%	6/15/37	2,550	2,830
Weatherford International Ltd.	5.500%	2/15/16	2,000	2,186
Weatherford International Ltd.	6.000%	3/15/18	6,140	6,996
Weatherford International Ltd.	9.625%	3/1/19	5,200	6,799
Weatherford International Ltd.	4.500%	4/15/22	5,500	5,656
Weatherford International Ltd.	6.500%	8/1/36	2,750	2,969
Weatherford International Ltd.	7.000%	3/15/38	2,480	2,775
Weatherford International Ltd.	6.750%	9/15/40	2,370	2,618
XTO Energy Inc.	6.250%	8/1/17	6,250	7,672
Other Industrial (0.0%)
California Institute of Technology GO	4.700%	11/1/11	5,700	5,865
Cintas Corp. No 2	6.125%	12/1/17	1,875	2,241
Cintas Corp. No 2	3.250%	6/1/22	1,725	1,763
Fluor Corp.	3.375%	9/15/21	1,500	1,587
3 Johns Hopkins University Maryland GO	4.083%	7/1/53	3,700	3,807
Massachusetts Institute of Technology GO	5.600%	7/1/11	4,000	5,365
University of Pennsylvania GO	4.674%	9/1/12	5,500	5,843
6 URS Corp.	5.250%	4/1/22	3,600	3,795
Technology (0.9%)
Adobe Systems Inc.	3.250%	2/1/15	3,420	3,570
Adobe Systems Inc.	4.750%	2/1/20	1,275	1,425
Agilent Technologies Inc.	5.500%	9/14/15	1,300	1,437

Agilent Technologies Inc.	6.500%	11/1/17	9,575	11,474
Agilent Technologies Inc.	3.200%	10/1/22	7,025	7,008
Altera Corp.	1.750%	5/15/17	1,250	1,279
Amphenol Corp.	4.750%	11/15/14	2,475	2,625
Analog Devices Inc.	5.000%	7/1/14	1,200	1,265
Analog Devices Inc.	3.000%	4/15/16	875	927
Applied Materials Inc.	2.650%	6/15/16	525	552
Applied Materials Inc.	4.300%	6/15/21	3,840	4,283
Applied Materials Inc.	5.850%	6/15/41	5,460	6,503
Arrow Electronics Inc.	3.375%	11/1/15	1,225	1,275
Arrow Electronics Inc.	5.125%	3/1/21	515	551
Autodesk Inc.	1.950%	12/15/17	5,300	5,267
Autodesk Inc.	3.600%	12/15/22	825	829
Avnet Inc.	6.625%	9/15/16	225	256
Avnet Inc.	5.875%	6/15/20	4,300	4,729
Avnet Inc.	4.875%	12/1/22	1,450	1,504
Baidu Inc.	2.250%	11/28/17	7,700	7,833
Baidu Inc.	3.500%	11/28/22	7,200	7,204
BMC Software Inc.	7.250%	6/1/18	825	944
BMC Software Inc.	4.250%	2/15/22	2,100	2,108
BMC Software Inc.	4.500%	12/1/22	1,000	1,021
Broadcom Corp.	2.700%	11/1/18	3,035	3,226
6 Broadcom Corp.	2.500%	8/15/22	3,405	3,353
CA Inc.	6.125%	12/1/14	5,000	5,398
CA Inc.	5.375%	12/1/19	3,545	4,020
Cisco Systems Inc.	5.500%	2/22/16	11,783	13,394
Cisco Systems Inc.	3.150%	3/14/17	11,975	12,969
Cisco Systems Inc.	4.950%	2/15/19	5,525	6,507
Cisco Systems Inc.	4.450%	1/15/20	5,000	5,757
Cisco Systems Inc.	5.900%	2/15/39	1,600	1,995
Cisco Systems Inc.	5.500%	1/15/40	17,370	20,677
Computer Sciences Corp.	6.500%	3/15/18	100	116
Corning Inc.	6.625%	5/15/19	275	342
Corning Inc.	7.250%	8/15/36	100	129
Corning Inc.	4.700%	3/15/37	4,000	4,046
Corning Inc.	5.750%	8/15/40	7,135	8,380
Dell Inc.	2.100%	4/1/14	1,280	1,289
Dell Inc.	3.100%	4/1/16	5,120	5,140
Dell Inc.	5.650%	4/15/18	1,600	1,672
Dell Inc.	5.875%	6/15/19	1,250	1,310
Dell Inc.	7.100%	4/15/28	500	524
Dell Inc.	6.500%	4/15/38	700	669
Dun & Bradstreet Corp.	2.875%	11/15/15	350	362
Dun & Bradstreet Corp.	4.375%	12/1/22	950	968
Equifax Inc.	4.450%	12/1/14	775	816
Equifax Inc.	6.300%	7/1/17	425	497
Fiserv Inc.	3.125%	10/1/15	1,000	1,051
Fiserv Inc.	3.125%	6/15/16	3,415	3,600
Fiserv Inc.	6.800%	11/20/17	2,525	3,040
Fiserv Inc.	3.500%	10/1/22	2,425	2,424
Google Inc.	1.250%	5/19/14	470	475
Google Inc.	2.125%	5/19/16	375	392
Google Inc.	3.625%	5/19/21	3,325	3,677
Harris Corp.	5.000%	10/1/15	2,500	2,726
Harris Corp.	5.950%	12/1/17	1,300	1,506
Harris Corp.	6.375%	6/15/19	250	298
Harris Corp.	4.400%	12/15/20	2,675	2,931

Harris Corp.	6.150%	12/15/40	750	876
Hewlett-Packard Co.	1.550%	5/30/14	1,400	1,406
Hewlett-Packard Co.	4.750%	6/2/14	725	756
Hewlett-Packard Co.	2.625%	12/9/14	4,500	4,609
Hewlett-Packard Co.	2.350%	3/15/15	1,300	1,327
Hewlett-Packard Co.	2.125%	9/13/15	4,275	4,342
Hewlett-Packard Co.	2.650%	6/1/16	925	943
Hewlett-Packard Co.	3.000%	9/15/16	1,875	1,934
Hewlett-Packard Co.	3.300%	12/9/16	1,225	1,276
Hewlett-Packard Co.	5.400%	3/1/17	2,075	2,304
Hewlett-Packard Co.	2.600%	9/15/17	9,210	9,283
Hewlett-Packard Co.	5.500%	3/1/18	7,325	8,226
Hewlett-Packard Co.	3.750%	12/1/20	12,550	12,478
Hewlett-Packard Co.	4.300%	6/1/21	3,680	3,747
Hewlett-Packard Co.	4.375%	9/15/21	13,175	13,463
Hewlett-Packard Co.	4.650%	12/9/21	4,650	4,815
Hewlett-Packard Co.	6.000%	9/15/41	2,895	2,948
Intel Corp.	1.950%	10/1/16	5,200	5,392
Intel Corp.	1.350%	12/15/17	17,730	17,778
Intel Corp.	3.300%	10/1/21	2,000	2,097
Intel Corp.	2.700%	12/15/22	6,000	5,929
Intel Corp.	4.000%	12/15/32	3,300	3,251
Intel Corp.	4.800%	10/1/41	9,870	10,393
Intel Corp.	4.250%	12/15/42	8,375	8,128
International Business Machines Corp.	0.875%	10/31/14	4,375	4,410
International Business Machines Corp.	0.550%	2/6/15	1,200	1,202
International Business Machines Corp.	2.000%	1/5/16	8,425	8,736
International Business Machines Corp.	1.950%	7/22/16	8,175	8,471
International Business Machines Corp.	1.250%	2/6/17	13,600	13,733
International Business Machines Corp.	5.700%	9/14/17	25,325	30,283
International Business Machines Corp.	1.875%	5/15/19	525	538
International Business Machines Corp.	2.900%	11/1/21	1,950	2,047
International Business Machines Corp.	7.000%	10/30/25	4,850	6,846
International Business Machines Corp.	6.220%	8/1/27	1,975	2,638
International Business Machines Corp.	6.500%	1/15/28	100	134
International Business Machines Corp.	5.875%	11/29/32	225	292
International Business Machines Corp.	5.600%	11/30/39	1,098	1,366
International Business Machines Corp.	4.000%	6/20/42	9,197	9,234
Intuit Inc.	5.750%	3/15/17	575	659
Jabil Circuit Inc.	5.625%	12/15/20	1,375	1,466
Juniper Networks Inc.	3.100%	3/15/16	1,000	1,048
Juniper Networks Inc.	4.600%	3/15/21	900	965
Juniper Networks Inc.	5.950%	3/15/41	5,500	6,131
KLA-Tencor Corp.	6.900%	5/1/18	1,850	2,208
Lexmark International Inc.	6.650%	6/1/18	1,700	1,896
Lexmark International Inc.	5.125%	3/15/20	1,400	1,436
Maxim Integrated Products Inc.	3.375%	3/15/23	375	379
Microsoft Corp.	2.950%	6/1/14	3,240	3,338
Microsoft Corp.	1.625%	9/25/15	5,405	5,553
Microsoft Corp.	0.875%	11/15/17	2,550	2,544
Microsoft Corp.	4.200%	6/1/19	965	1,110
Microsoft Corp.	3.000%	10/1/20	4,750	5,084
Microsoft Corp.	4.000%	2/8/21	3,950	4,482
Microsoft Corp.	2.125%	11/15/22	4,350	4,253
Microsoft Corp.	5.200%	6/1/39	4,375	5,185
Microsoft Corp.	4.500%	10/1/40	3,135	3,359
Microsoft Corp.	5.300%	2/8/41	2,500	3,011

	Microsoft Corp.	3.500%	11/15/42	5,600	5,120
	Motorola Solutions Inc.	6.000%	11/15/17	1,750	2,046
	Motorola Solutions Inc.	3.750%	5/15/22	3,000	3,070
	NetApp Inc.	2.000%	12/15/17	2,175	2,187
	Oracle Corp.	3.750%	7/8/14	2,850	2,970
	Oracle Corp.	5.250%	1/15/16	13,250	14,907
	Oracle Corp.	1.200%	10/15/17	21,300	21,291
	Oracle Corp.	5.750%	4/15/18	8,610	10,396
	Oracle Corp.	5.000%	7/8/19	5,500	6,531
	Oracle Corp.	3.875%	7/15/20	3,300	3,685
	Oracle Corp.	2.500%	10/15/22	6,225	6,092
	Oracle Corp.	6.500%	4/15/38	2,900	3,880
	Oracle Corp.	6.125%	7/8/39	5,855	7,498
	Oracle Corp.	5.375%	7/15/40	9,597	11,182
	Pitney Bowes Inc.	5.750%	9/15/17	950	1,041
	Pitney Bowes Inc.	5.250%	1/15/37	1,975	2,044
	SAIC Inc.	4.450%	12/1/20	2,660	2,855
	SAIC Inc.	5.950%	12/1/40	800	845
	Science Applications International Corp.	5.500%	7/1/33	250	248
	Symantec Corp.	2.750%	9/15/15	2,300	2,378
	Symantec Corp.	2.750%	6/15/17	3,275	3,360
	Symantec Corp.	3.950%	6/15/22	3,150	3,246
	Telefonaktiebolaget LM Ericsson	4.125%	5/15/22	1,250	1,304
	Texas Instruments Inc.	1.375%	5/15/14	690	698
	Texas Instruments Inc.	0.450%	8/3/15	1,625	1,623
	Texas Instruments Inc.	2.375%	5/16/16	4,675	4,902
	Texas Instruments Inc.	1.650%	8/3/19	5,000	5,002
	Tyco Electronics Group SA	6.550%	10/1/17	6,866	8,189
	Tyco Electronics Group SA	4.875%	1/15/21	4,500	5,005
	Tyco Electronics Group SA	7.125%	10/1/37	4,575	5,848
	Verisk Analytics Inc.	4.125%	9/12/22	2,700	2,802
	Xerox Corp.	8.250%	5/15/14	7,550	8,151
	Xerox Corp.	4.250%	2/15/15	4,280	4,505
	Xerox Corp.	6.400%	3/15/16	1,525	1,723
	Xerox Corp.	6.750%	2/1/17	2,750	3,191
	Xerox Corp.	2.950%	3/15/17	3,425	3,532
	Xerox Corp.	6.350%	5/15/18	6,045	7,083
	Xerox Corp.	5.625%	12/15/19	1,165	1,331
	Xerox Corp.	4.500%	5/15/21	12,765	13,659
	Transportation (0.4%)
3	American Airlines 2009-1A Pass Through
	Trust	10.375%	1/2/21	1,328	1,385
3	American Airlines 2011-1 Class A Pass
	Through Trust	5.250%	1/31/21	406	442
3	American Airlines 2011-2 Class A Pass
	Through Trust	8.625%	4/15/23	917	956
3,6 American Airlines 2013-1 Class A Pass
	Through Trust	4.000%	1/15/27	2,460	2,466
	Burlington Northern Santa Fe LLC	5.650%	5/1/17	1,025	1,204
	Burlington Northern Santa Fe LLC	5.750%	3/15/18	5,975	7,191
	Burlington Northern Santa Fe LLC	3.600%	9/1/20	750	813
	Burlington Northern Santa Fe LLC	4.100%	6/1/21	590	655
	Burlington Northern Santa Fe LLC	3.450%	9/15/21	10,590	11,285
	Burlington Northern Santa Fe LLC	3.050%	3/15/22	375	385
	Burlington Northern Santa Fe LLC	3.050%	9/1/22	600	612
	Burlington Northern Santa Fe LLC	7.000%	12/15/25	1,700	2,295

Burlington Northern Santa Fe LLC	6.200%	8/15/36	225	279
Burlington Northern Santa Fe LLC	6.150%	5/1/37	4,150	5,172
Burlington Northern Santa Fe LLC	5.750%	5/1/40	11,600	13,878
Burlington Northern Santa Fe LLC	5.050%	3/1/41	1,800	1,960
Burlington Northern Santa Fe LLC	4.950%	9/15/41	500	539
Burlington Northern Santa Fe LLC	4.400%	3/15/42	4,479	4,472
Burlington Northern Santa Fe LLC	4.375%	9/1/42	1,000	994
Canadian National Railway Co.	5.800%	6/1/16	200	229
Canadian National Railway Co.	1.450%	12/15/16	2,870	2,930
Canadian National Railway Co.	5.850%	11/15/17	350	421
Canadian National Railway Co.	5.550%	3/1/19	5,385	6,556
Canadian National Railway Co.	2.850%	12/15/21	6,175	6,418
Canadian National Railway Co.	6.900%	7/15/28	100	135
Canadian National Railway Co.	6.250%	8/1/34	325	429
Canadian National Railway Co.	6.200%	6/1/36	1,375	1,850
Canadian National Railway Co.	6.375%	11/15/37	1,100	1,531
Canadian Pacific Railway Co.	4.450%	3/15/23	2,650	2,926
Canadian Pacific Railway Co.	7.125%	10/15/31	1,181	1,525
Canadian Pacific Railway Co.	5.950%	5/15/37	3,660	4,348
Con-way Inc.	7.250%	1/15/18	2,375	2,805
Con-way Inc.	6.700%	5/1/34	2,475	2,605
3 Continental Airlines 1998-1 Class A Pass
Through Trust	6.648%	3/15/19	1,491	1,592
3 Continental Airlines 2007-1 Class A Pass
Through Trust	5.983%	4/19/22	291	330
3 Continental Airlines 2009-2 Class A Pass
Through Trust	7.250%	5/10/21	1,052	1,229
3 Continental Airlines 2010-1 Class A Pass
Through Trust	4.750%	1/12/21	4,616	5,066
3 Continental Airlines 2012-1 Class A Pass
Through Trust	4.150%	10/11/25	6,389	6,685
3 Continental Airlines 2012-2 Class A Pass
Through Trust	4.000%	4/29/26	775	810
CSX Corp.	6.250%	4/1/15	1,325	1,466
CSX Corp.	7.900%	5/1/17	9,886	12,273
CSX Corp.	6.250%	3/15/18	3,875	4,709
CSX Corp.	7.375%	2/1/19	5,050	6,450
CSX Corp.	4.250%	6/1/21	590	663
CSX Corp.	6.000%	10/1/36	1,675	2,018
CSX Corp.	6.150%	5/1/37	900	1,106
CSX Corp.	6.220%	4/30/40	7,164	8,925
CSX Corp.	4.750%	5/30/42	2,990	3,111
CSX Corp.	4.400%	3/1/43	525	519
CSX Corp.	4.100%	3/15/44	3,225	3,052
3 Delta Air Lines 2007-1 Class A Pass Through
Trust	6.821%	2/10/24	2,685	3,054
3 Delta Air Lines 2009-1 Class A Pass Through
Trust	7.750%	12/17/19	5,250	6,129
3 Delta Air Lines 2010-2 Class A Pass Through
Trust	4.950%	5/23/19	1,565	1,714
3 Delta Air Lines 2012-1 Class A Pass Through
Trust	4.750%	5/7/20	575	624
FedEx Corp.	8.000%	1/15/19	175	230
FedEx Corp.	2.625%	8/1/22	1,575	1,549
FedEx Corp.	3.875%	8/1/42	1,000	938
JB Hunt Transport Services Inc.	3.375%	9/15/15	3,800	3,950
Norfolk Southern Corp.	5.257%	9/17/14	1,845	1,968

Norfolk Southern Corp.	5.750%	1/15/16	2,825	3,196
Norfolk Southern Corp.	7.700%	5/15/17	3,525	4,413
Norfolk Southern Corp.	5.750%	4/1/18	875	1,052
Norfolk Southern Corp.	5.900%	6/15/19	2,765	3,393
Norfolk Southern Corp.	3.000%	4/1/22	2,400	2,455
6 Norfolk Southern Corp.	2.903%	2/15/23	1,889	1,891
Norfolk Southern Corp.	5.590%	5/17/25	133	162
Norfolk Southern Corp.	7.800%	5/15/27	1,025	1,428
Norfolk Southern Corp.	7.250%	2/15/31	811	1,122
Norfolk Southern Corp.	4.837%	10/1/41	4,673	5,067
Norfolk Southern Corp.	3.950%	10/1/42	2,825	2,675
Norfolk Southern Corp.	6.000%	5/23/11	9,325	11,287
Norfolk Southern Railway Co.	9.750%	6/15/20	775	1,130
3 Northwest Airlines 2007-1 Class A Pass
Through Trust	7.027%	11/1/19	386	436
Ryder System Inc.	3.150%	3/2/15	4,840	5,029
Ryder System Inc.	7.200%	9/1/15	3,450	3,916
Ryder System Inc.	3.600%	3/1/16	2,060	2,172
Ryder System Inc.	5.850%	11/1/16	6,075	6,948
Ryder System Inc.	2.500%	3/1/18	3,000	3,071
Southwest Airlines Co.	5.250%	10/1/14	260	275
Southwest Airlines Co.	5.125%	3/1/17	250	275
3 Southwest Airlines Co. 2007-1 Pass Through
Trust	6.150%	2/1/24	720	853
Union Pacific Corp.	6.125%	2/15/20	350	438
Union Pacific Corp.	4.000%	2/1/21	4,325	4,849
Union Pacific Corp.	4.163%	7/15/22	4,740	5,347
Union Pacific Corp.	7.125%	2/1/28	1,605	2,162
Union Pacific Corp.	6.625%	2/1/29	820	1,087
Union Pacific Corp.	5.780%	7/15/40	6,025	7,427
Union Pacific Corp.	4.750%	9/15/41	7,275	7,936
3 Union Pacific Railroad Co. 2007-3 Pass
Through Trust	6.176%	1/2/31	401	491
3 United Air Lines Inc. 2009-2 Class A Pass
Through Trust	9.750%	7/15/18	1,270	1,474
United Parcel Service Inc.	3.875%	4/1/14	3,550	3,673
United Parcel Service Inc.	1.125%	10/1/17	875	880
United Parcel Service Inc.	5.500%	1/15/18	3,505	4,189
United Parcel Service Inc.	5.125%	4/1/19	1,875	2,254
United Parcel Service Inc.	3.125%	1/15/21	13,900	14,876
United Parcel Service Inc.	2.450%	10/1/22	15,675	15,569
United Parcel Service Inc.	6.200%	1/15/38	2,260	3,016
United Parcel Service Inc.	3.625%	10/1/42	2,000	1,911
3 US Airways 2012-2 Class A Pass Through
Trust	4.625%	12/3/26	800	836
				8,668,183
Utilities (2.4%)
Electric (1.5%)
AEP Texas Central Co.	6.650%	2/15/33	2,952	3,771
Alabama Power Co.	5.650%	3/15/35	1,000	1,080
Alabama Power Co.	6.125%	5/15/38	1,000	1,299
Alabama Power Co.	6.000%	3/1/39	3,200	4,105
Alabama Power Co.	5.200%	6/1/41	5,575	6,594
Alabama Power Co.	4.100%	1/15/42	5,125	5,212
Alabama Power Co.	3.850%	12/1/42	1,450	1,393
Ameren Illinois Co.	6.125%	11/15/17	3,625	4,370
Ameren Illinois Co.	2.700%	9/1/22	6,345	6,350

American Electric Power Co. Inc.	1.650%	12/15/17	75	75
Appalachian Power Co.	3.400%	5/24/15	1,300	1,366
Appalachian Power Co.	4.600%	3/30/21	4,350	4,937
Appalachian Power Co.	5.800%	10/1/35	400	469
Appalachian Power Co.	6.700%	8/15/37	3,750	4,871
Appalachian Power Co.	7.000%	4/1/38	365	490
Arizona Public Service Co.	5.800%	6/30/14	100	106
Arizona Public Service Co.	4.650%	5/15/15	400	432
Arizona Public Service Co.	5.500%	9/1/35	2,100	2,521
Arizona Public Service Co.	4.500%	4/1/42	4,525	4,736
Atlantic City Electric Co.	7.750%	11/15/18	2,700	3,565
Baltimore Gas & Electric Co.	5.900%	10/1/16	100	116
Baltimore Gas & Electric Co.	3.500%	11/15/21	4,825	5,170
Baltimore Gas & Electric Co.	6.350%	10/1/36	700	911
Carolina Power & Light Co.	2.800%	5/15/22	3,000	3,083
Carolina Power & Light Co.	6.300%	4/1/38	3,025	4,003
Carolina Power & Light Co.	4.100%	5/15/42	3,625	3,601
CenterPoint Energy Houston Electric LLC	2.250%	8/1/22	2,500	2,452
CenterPoint Energy Houston Electric LLC	6.950%	3/15/33	100	140
CenterPoint Energy Houston Electric LLC	3.550%	8/1/42	5,850	5,446
CenterPoint Energy Inc.	6.500%	5/1/18	150	183
Cleco Power LLC	6.000%	12/1/40	1,600	1,857
Cleveland Electric Illuminating Co.	5.700%	4/1/17	4,203	4,764
Cleveland Electric Illuminating Co.	7.880%	11/1/17	600	747
Cleveland Electric Illuminating Co.	5.500%	8/15/24	1,125	1,334
Commonwealth Edison Co.	5.950%	8/15/16	450	522
Commonwealth Edison Co.	1.950%	9/1/16	885	916
Commonwealth Edison Co.	6.150%	9/15/17	15,357	18,545
Commonwealth Edison Co.	5.800%	3/15/18	4,635	5,585
Commonwealth Edison Co.	4.000%	8/1/20	5,000	5,595
Commonwealth Edison Co.	5.875%	2/1/33	100	124
Commonwealth Edison Co.	6.450%	1/15/38	3,020	4,078
Commonwealth Edison Co.	3.800%	10/1/42	4,175	3,983
Connecticut Light & Power Co.	2.500%	1/15/23	300	299
Connecticut Light & Power Co.	6.350%	6/1/36	2,400	3,151
Consolidated Edison Co. of New York Inc.	5.550%	4/1/14	335	351
Consolidated Edison Co. of New York Inc.	5.375%	12/15/15	3,213	3,597
Consolidated Edison Co. of New York Inc.	5.500%	9/15/16	2,225	2,572
Consolidated Edison Co. of New York Inc.	6.650%	4/1/19	5,000	6,369
Consolidated Edison Co. of New York Inc.	4.450%	6/15/20	5,000	5,792
Consolidated Edison Co. of New York Inc.	5.300%	3/1/35	550	654
Consolidated Edison Co. of New York Inc.	5.850%	3/15/36	3,615	4,569
Consolidated Edison Co. of New York Inc.	6.200%	6/15/36	1,878	2,475
Consolidated Edison Co. of New York Inc.	6.750%	4/1/38	200	278
Consolidated Edison Co. of New York Inc.	5.700%	6/15/40	5,460	6,916
Consolidated Natural Gas Co.	5.000%	12/1/14	4,660	4,970
Constellation Energy Group Inc.	4.550%	6/15/15	4,750	5,101
Constellation Energy Group Inc.	5.150%	12/1/20	3,705	4,195
Consumers Energy Co.	5.500%	8/15/16	800	919
Consumers Energy Co.	6.125%	3/15/19	125	155
Consumers Energy Co.	6.700%	9/15/19	3,960	5,111
Consumers Energy Co.	2.850%	5/15/22	13,516	13,966
Dominion Resources Inc.	5.150%	7/15/15	5,600	6,135
Dominion Resources Inc.	2.250%	9/1/15	2,782	2,879
Dominion Resources Inc.	1.950%	8/15/16	2,150	2,222
Dominion Resources Inc.	5.600%	11/15/16	670	773
Dominion Resources Inc.	1.400%	9/15/17	3,675	3,683

Dominion Resources Inc.	6.000%	11/30/17	1,750	2,100
Dominion Resources Inc.	6.400%	6/15/18	300	371
Dominion Resources Inc.	5.200%	8/15/19	300	359
Dominion Resources Inc.	2.750%	9/15/22	4,800	4,792
Dominion Resources Inc.	6.300%	3/15/33	350	445
Dominion Resources Inc.	5.950%	6/15/35	6,100	7,531
Dominion Resources Inc.	4.900%	8/1/41	4,075	4,459
Dominion Resources Inc.	4.050%	9/15/42	1,300	1,259
3 Dominion Resources Inc.	7.500%	6/30/66	700	773
DTE Electric Co.	3.450%	10/1/20	7,005	7,668
DTE Electric Co.	5.700%	10/1/37	2,025	2,534
DTE Electric Co.	3.950%	6/15/42	4,325	4,310
DTE Energy Co.	6.375%	4/15/33	100	127
Duke Energy Carolinas LLC	1.750%	12/15/16	2,785	2,872
Duke Energy Carolinas LLC	5.250%	1/15/18	2,000	2,375
Duke Energy Carolinas LLC	5.100%	4/15/18	2,000	2,372
Duke Energy Carolinas LLC	4.300%	6/15/20	2,500	2,871
Duke Energy Carolinas LLC	3.900%	6/15/21	9,068	10,182
Duke Energy Carolinas LLC	6.000%	12/1/28	2,994	3,745
Duke Energy Carolinas LLC	6.450%	10/15/32	1,425	1,856
Duke Energy Carolinas LLC	6.100%	6/1/37	2,225	2,796
Duke Energy Carolinas LLC	6.000%	1/15/38	450	572
Duke Energy Carolinas LLC	6.050%	4/15/38	525	676
Duke Energy Carolinas LLC	5.300%	2/15/40	5,290	6,280
Duke Energy Carolinas LLC	4.250%	12/15/41	5,850	5,978
Duke Energy Carolinas LLC	4.000%	9/30/42	7,525	7,423
Duke Energy Corp.	3.950%	9/15/14	4,350	4,553
Duke Energy Corp.	3.350%	4/1/15	4,650	4,881
Duke Energy Corp.	2.150%	11/15/16	925	955
Duke Energy Corp.	1.625%	8/15/17	525	530
Duke Energy Corp.	5.050%	9/15/19	3,775	4,448
Duke Energy Corp.	3.050%	8/15/22	1,550	1,575
Duke Energy Indiana Inc.	6.050%	6/15/16	1,600	1,837
Duke Energy Indiana Inc.	3.750%	7/15/20	2,500	2,759
Duke Energy Indiana Inc.	6.120%	10/15/35	325	375
Duke Energy Indiana Inc.	6.350%	8/15/38	3,775	4,914
Duke Energy Indiana Inc.	4.200%	3/15/42	1,000	1,015
Duke Energy Ohio Inc.	5.450%	4/1/19	5,000	6,042
Edison International	3.750%	9/15/17	1,690	1,833
El Paso Electric Co.	6.000%	5/15/35	600	703
Entergy Arkansas Inc.	3.750%	2/15/21	3,350	3,665
Entergy Gulf States Louisiana LLC	3.950%	10/1/20	3,175	3,454
Entergy Gulf States Louisiana LLC	5.590%	10/1/24	1,670	2,012
Entergy Louisiana LLC	1.875%	12/15/14	850	867
Entergy Louisiana LLC	5.400%	11/1/24	4,652	5,575
Entergy Mississippi Inc.	3.100%	7/1/23	300	302
Exelon Corp.	4.900%	6/15/15	1,400	1,516
Exelon Corp.	5.625%	6/15/35	200	222
Exelon Generation Co. LLC	6.200%	10/1/17	9,320	10,933
Exelon Generation Co. LLC	4.000%	10/1/20	1,800	1,898
Exelon Generation Co. LLC	5.600%	6/15/42	848	916
FirstEnergy Corp.	4.250%	3/15/23	2,025	2,046
FirstEnergy Corp.	7.375%	11/15/31	4,665	5,454
FirstEnergy Solutions Corp.	4.800%	2/15/15	5,700	6,145
Florida Power & Light Co.	5.550%	11/1/17	5,000	5,978
Florida Power & Light Co.	5.950%	10/1/33	225	291
Florida Power & Light Co.	5.625%	4/1/34	2,160	2,649

Florida Power & Light Co.	4.950%	6/1/35	250	286
Florida Power & Light Co.	5.400%	9/1/35	425	515
Florida Power & Light Co.	6.200%	6/1/36	1,050	1,374
Florida Power & Light Co.	5.650%	2/1/37	725	903
Florida Power & Light Co.	5.850%	5/1/37	1,265	1,609
Florida Power & Light Co.	5.950%	2/1/38	3,250	4,199
Florida Power & Light Co.	5.960%	4/1/39	6,100	7,975
Florida Power & Light Co.	5.690%	3/1/40	425	539
Florida Power & Light Co.	5.250%	2/1/41	500	601
Florida Power & Light Co.	4.125%	2/1/42	6,250	6,394
Florida Power Corp.	0.650%	11/15/15	2,700	2,703
Florida Power Corp.	5.100%	12/1/15	590	659
Florida Power Corp.	5.650%	6/15/18	1,175	1,416
Florida Power Corp.	6.350%	9/15/37	775	1,024
Florida Power Corp.	6.400%	6/15/38	3,700	4,951
Florida Power Corp.	5.650%	4/1/40	3,500	4,315
Florida Power Corp.	3.850%	11/15/42	4,225	4,031
Georgia Power Co.	0.750%	8/10/15	1,075	1,079
Georgia Power Co.	0.625%	11/15/15	1,550	1,550
Georgia Power Co.	3.000%	4/15/16	6,625	7,067
Georgia Power Co.	5.700%	6/1/17	2,525	2,984
Georgia Power Co.	5.650%	3/1/37	100	121
Georgia Power Co.	5.400%	6/1/40	375	441
Georgia Power Co.	4.750%	9/1/40	1,600	1,751
Georgia Power Co.	4.300%	3/15/42	4,300	4,315
Iberdrola International BV	6.750%	7/15/36	4,285	4,674
Indiana Michigan Power Co.	7.000%	3/15/19	550	692
Indiana Michigan Power Co.	6.050%	3/15/37	2,850	3,414
3 Integrys Energy Group Inc.	6.110%	12/1/66	1,600	1,688
Interstate Power & Light Co.	6.250%	7/15/39	925	1,227
Jersey Central Power & Light Co.	5.625%	5/1/16	2,525	2,831
Jersey Central Power & Light Co.	5.650%	6/1/17	2,775	3,201
3 John Sevier Combined Cycle Generation LLC	4.626%	1/15/42	1,481	1,669
Kansas City Power & Light Co.	6.050%	11/15/35	525	636
Kansas City Power & Light Co.	5.300%	10/1/41	2,545	2,835
3 Kansas Gas & Electric Co.	5.647%	3/29/21	69	78
Kentucky Utilities Co.	1.625%	11/1/15	2,795	2,876
Kentucky Utilities Co.	3.250%	11/1/20	4,775	5,151
Kentucky Utilities Co.	5.125%	11/1/40	3,575	4,197
LG&E & KU Energy LLC	2.125%	11/15/15	1,350	1,384
LG&E & KU Energy LLC	3.750%	11/15/20	1,600	1,698
LG&E & KU Energy LLC	4.375%	10/1/21	3,625	3,988
Louisville Gas & Electric Co.	1.625%	11/15/15	4,875	5,012
Louisville Gas & Electric Co.	5.125%	11/15/40	1,325	1,565
Metropolitan Edison Co.	7.700%	1/15/19	1,348	1,732
MidAmerican Energy Co.	5.950%	7/15/17	2,810	3,356
MidAmerican Energy Co.	5.300%	3/15/18	100	119
MidAmerican Energy Co.	6.750%	12/30/31	4,150	5,618
MidAmerican Energy Co.	5.750%	11/1/35	1,575	1,947
MidAmerican Energy Holdings Co.	5.750%	4/1/18	4,255	5,113
MidAmerican Energy Holdings Co.	8.480%	9/15/28	100	148
MidAmerican Energy Holdings Co.	6.125%	4/1/36	9,725	12,056
MidAmerican Energy Holdings Co.	5.950%	5/15/37	8,517	10,526
MidAmerican Energy Holdings Co.	6.500%	9/15/37	8,230	10,685
Midamerican Funding LLC	6.927%	3/1/29	3,935	5,220
Mississippi Power Co.	4.250%	3/15/42	4,475	4,461

National Rural Utilities Cooperative Finance
Corp.	1.000%	2/2/15	6,550	6,615
National Rural Utilities Cooperative Finance
Corp.	3.050%	3/1/16	2,950	3,126
National Rural Utilities Cooperative Finance
Corp.	5.450%	4/10/17	175	204
National Rural Utilities Cooperative Finance
Corp.	5.450%	2/1/18	4,950	5,890
National Rural Utilities Cooperative Finance
Corp.	10.375%	11/1/18	3,500	5,111
National Rural Utilities Cooperative Finance
Corp.	3.050%	2/15/22	6,010	6,276
National Rural Utilities Cooperative Finance
Corp.	8.000%	3/1/32	1,025	1,511
National Rural Utilities Cooperative Finance
Corp.	4.023%	11/1/32	1,560	1,599
Nevada Power Co.	6.500%	5/15/18	1,590	1,965
Nevada Power Co.	6.500%	8/1/18	10,543	13,110
Nevada Power Co.	7.125%	3/15/19	4,150	5,370
Nevada Power Co.	6.650%	4/1/36	590	786
Nevada Power Co.	6.750%	7/1/37	975	1,323
Nevada Power Co.	5.450%	5/15/41	500	601
NextEra Energy Capital Holdings Inc.	1.200%	6/1/15	3,250	3,275
NextEra Energy Capital Holdings Inc.	2.600%	9/1/15	350	364
NextEra Energy Capital Holdings Inc.	7.875%	12/15/15	2,000	2,351
NextEra Energy Capital Holdings Inc.	6.000%	3/1/19	3,613	4,295
NextEra Energy Capital Holdings Inc.	4.500%	6/1/21	885	985
3 NextEra Energy Capital Holdings Inc.	6.350%	10/1/66	2,075	2,202
3 NextEra Energy Capital Holdings Inc.	6.650%	6/15/67	1,503	1,623
3 NextEra Energy Capital Holdings Inc.	7.300%	9/1/67	325	364
Northern States Power Co.	1.950%	8/15/15	425	438
Northern States Power Co.	5.250%	3/1/18	1,225	1,462
Northern States Power Co.	5.250%	7/15/35	100	119
Northern States Power Co.	6.250%	6/1/36	525	703
Northern States Power Co.	6.200%	7/1/37	1,475	1,965
Northern States Power Co.	5.350%	11/1/39	1,325	1,616
Northern States Power Co.	4.850%	8/15/40	950	1,094
NSTAR Electric Co.	4.875%	4/15/14	625	651
NSTAR Electric Co.	5.625%	11/15/17	4,360	5,215
NSTAR Electric Co.	2.375%	10/15/22	1,700	1,668
NSTAR Electric Co.	5.500%	3/15/40	1,250	1,536
NSTAR LLC	4.500%	11/15/19	8,482	9,761
Oglethorpe Power Corp.	5.950%	11/1/39	600	737
Oglethorpe Power Corp.	5.375%	11/1/40	3,345	3,834
Ohio Edison Co.	6.400%	7/15/16	1,275	1,483
Ohio Power Co.	6.000%	6/1/16	1,520	1,739
Ohio Power Co.	5.375%	10/1/21	3,775	4,562
Ohio Power Co.	5.850%	10/1/35	1,050	1,271
Oklahoma Gas & Electric Co.	5.850%	6/1/40	1,200	1,503
Oklahoma Gas & Electric Co.	5.250%	5/15/41	1,250	1,477
Oncor Electric Delivery Co. LLC	6.375%	1/15/15	2,150	2,354
Oncor Electric Delivery Co. LLC	6.800%	9/1/18	3,170	3,921
Oncor Electric Delivery Co. LLC	7.000%	9/1/22	2,900	3,770
Oncor Electric Delivery Co. LLC	7.000%	5/1/32	1,000	1,312
Oncor Electric Delivery Co. LLC	7.250%	1/15/33	150	200
Oncor Electric Delivery Co. LLC	7.500%	9/1/38	1,800	2,519
Oncor Electric Delivery Co. LLC	5.300%	6/1/42	2,500	2,823

Pacific Gas & Electric Co.	5.625%	11/30/17	7,376	8,817
Pacific Gas & Electric Co.	8.250%	10/15/18	4,105	5,499
Pacific Gas & Electric Co.	3.500%	10/1/20	3,590	3,906
Pacific Gas & Electric Co.	4.250%	5/15/21	4,400	4,966
Pacific Gas & Electric Co.	3.250%	9/15/21	2,300	2,422
Pacific Gas & Electric Co.	6.050%	3/1/34	11,165	13,985
Pacific Gas & Electric Co.	5.800%	3/1/37	7,980	9,730
Pacific Gas & Electric Co.	6.350%	2/15/38	4,000	5,267
Pacific Gas & Electric Co.	6.250%	3/1/39	2,673	3,478
Pacific Gas & Electric Co.	5.400%	1/15/40	1,200	1,443
Pacific Gas & Electric Co.	4.450%	4/15/42	275	286
PacifiCorp	2.950%	2/1/22	5,000	5,213
PacifiCorp	7.700%	11/15/31	1,185	1,727
PacifiCorp	5.250%	6/15/35	125	147
PacifiCorp	5.750%	4/1/37	590	743
PacifiCorp	4.100%	2/1/42	1,600	1,633
Peco Energy Co.	5.350%	3/1/18	575	687
Peco Energy Co.	2.375%	9/15/22	875	872
Pennsylvania Electric Co.	6.050%	9/1/17	5,638	6,600
Pennsylvania Electric Co.	5.200%	4/1/20	5,045	5,809
Pennsylvania Electric Co.	6.150%	10/1/38	6,925	8,212
Pepco Holdings Inc.	2.700%	10/1/15	295	306
Potomac Electric Power Co.	6.500%	11/15/37	7,193	9,867
PPL Electric Utilities Corp.	3.000%	9/15/21	590	619
PPL Electric Utilities Corp.	6.250%	5/15/39	800	1,074
PPL Electric Utilities Corp.	5.200%	7/15/41	225	269
PPL Energy Supply LLC	5.400%	8/15/14	200	212
PPL Energy Supply LLC	6.200%	5/15/16	3,149	3,595
PPL Energy Supply LLC	6.500%	5/1/18	525	622
Progress Energy Inc.	6.050%	3/15/14	625	656
Progress Energy Inc.	5.625%	1/15/16	2,795	3,142
Progress Energy Inc.	4.400%	1/15/21	5,186	5,785
Progress Energy Inc.	3.150%	4/1/22	5,800	5,891
Progress Energy Inc.	7.750%	3/1/31	625	866
Progress Energy Inc.	6.000%	12/1/39	590	722
PSEG Power LLC	5.500%	12/1/15	3,125	3,470
PSEG Power LLC	5.320%	9/15/16	885	1,001
PSEG Power LLC	5.125%	4/15/20	415	471
PSEG Power LLC	4.150%	9/15/21	1,275	1,375
PSEG Power LLC	8.625%	4/15/31	975	1,419
Public Service Co. of Colorado	5.500%	4/1/14	175	184
Public Service Co. of Colorado	5.800%	8/1/18	425	522
Public Service Co. of Colorado	5.125%	6/1/19	3,925	4,726
Public Service Co. of Colorado	3.200%	11/15/20	5,900	6,346
Public Service Co. of Colorado	6.250%	9/1/37	475	640
Public Service Co. of Colorado	4.750%	8/15/41	1,500	1,684
Public Service Co. of Colorado	3.600%	9/15/42	800	749
Public Service Co. of Oklahoma	5.150%	12/1/19	650	756
Public Service Co. of Oklahoma	4.400%	2/1/21	2,585	2,903
Public Service Co. of Oklahoma	6.625%	11/15/37	1,550	2,018
Public Service Electric & Gas Co.	3.500%	8/15/20	625	689
Public Service Electric & Gas Co.	5.800%	5/1/37	3,275	4,187
Public Service Electric & Gas Co.	5.500%	3/1/40	3,175	3,980
Public Service Electric & Gas Co.	3.950%	5/1/42	7,700	7,740
Public Service Electric & Gas Co.	3.650%	9/1/42	3,250	3,142
Public Service Electric & Gas Co.	3.800%	1/1/43	1,325	1,300
Puget Sound Energy Inc.	5.483%	6/1/35	1,350	1,634

Puget Sound Energy Inc.	6.274%	3/15/37	1,525	2,022
Puget Sound Energy Inc.	5.757%	10/1/39	1,400	1,776
Puget Sound Energy Inc.	5.795%	3/15/40	660	844
Puget Sound Energy Inc.	5.764%	7/15/40	600	767
Puget Sound Energy Inc.	4.434%	11/15/41	4,800	5,153
San Diego Gas & Electric Co.	5.300%	11/15/15	650	729
San Diego Gas & Electric Co.	3.000%	8/15/21	4,350	4,611
San Diego Gas & Electric Co.	5.350%	5/15/35	250	307
San Diego Gas & Electric Co.	5.350%	5/15/40	2,000	2,479
San Diego Gas & Electric Co.	4.500%	8/15/40	3,295	3,650
San Diego Gas & Electric Co.	3.950%	11/15/41	400	403
SCANA Corp.	6.250%	4/1/20	4,455	5,239
SCANA Corp.	4.750%	5/15/21	1,795	1,994
Sierra Pacific Power Co.	6.000%	5/15/16	4,050	4,675
Sierra Pacific Power Co.	6.750%	7/1/37	1,450	1,976
South Carolina Electric & Gas Co.	6.500%	11/1/18	2,275	2,872
South Carolina Electric & Gas Co.	6.625%	2/1/32	2,525	3,360
South Carolina Electric & Gas Co.	6.050%	1/15/38	1,550	1,998
South Carolina Electric & Gas Co.	4.350%	2/1/42	950	972
Southern California Edison Co.	5.000%	1/15/14	2,725	2,821
Southern California Edison Co.	4.650%	4/1/15	425	458
Southern California Edison Co.	5.000%	1/15/16	1,025	1,147
Southern California Edison Co.	3.875%	6/1/21	2,000	2,235
Southern California Edison Co.	6.650%	4/1/29	150	197
Southern California Edison Co.	6.000%	1/15/34	1,000	1,280
Southern California Edison Co.	5.750%	4/1/35	325	405
Southern California Edison Co.	5.350%	7/15/35	4,185	4,979
Southern California Edison Co.	5.550%	1/15/36	500	611
Southern California Edison Co.	5.625%	2/1/36	1,875	2,312
Southern California Edison Co.	5.950%	2/1/38	2,800	3,628
Southern California Edison Co.	4.500%	9/1/40	10,307	11,161
Southern California Edison Co.	4.050%	3/15/42	1,575	1,602
Southern Co.	2.375%	9/15/15	2,850	2,959
Southern Co.	1.950%	9/1/16	590	609
Southern Power Co.	4.875%	7/15/15	2,125	2,318
Southern Power Co.	5.150%	9/15/41	6,640	7,456
Southwestern Electric Power Co.	5.550%	1/15/17	100	114
Southwestern Electric Power Co.	5.875%	3/1/18	75	88
Southwestern Electric Power Co.	6.450%	1/15/19	4,763	5,804
Southwestern Electric Power Co.	3.550%	2/15/22	4,200	4,378
Southwestern Public Service Co.	4.500%	8/15/41	1,204	1,308
Tampa Electric Co.	6.100%	5/15/18	475	584
Tampa Electric Co.	2.600%	9/15/22	1,000	1,003
Tampa Electric Co.	6.550%	5/15/36	675	923
TECO Finance Inc.	4.000%	3/15/16	1,100	1,184
TECO Finance Inc.	6.572%	11/1/17	470	568
TECO Finance Inc.	5.150%	3/15/20	6,000	6,959
Toledo Edison Co.	6.150%	5/15/37	3,619	4,462
TransAlta Corp.	4.750%	1/15/15	400	422
TransAlta Corp.	6.650%	5/15/18	2,325	2,713
Tucson Electric Power Co.	5.150%	11/15/21	1,045	1,157
UIL Holdings Corp.	4.625%	10/1/20	1,000	1,059
Union Electric Co.	6.700%	2/1/19	2,432	3,062
Union Electric Co.	5.300%	8/1/37	2,919	3,455
Union Electric Co.	8.450%	3/15/39	2,300	3,841
Virginia Electric & Power Co.	5.400%	1/15/16	5,250	5,939
Virginia Electric & Power Co.	2.950%	1/15/22	2,025	2,118

Virginia Electric & Power Co.	3.450%	9/1/22	11,095	12,041
Virginia Electric & Power Co.	2.750%	3/15/23	1,300	1,327
Virginia Electric & Power Co.	6.000%	1/15/36	1,575	2,040
Virginia Electric & Power Co.	4.000%	1/15/43	2,575	2,575
Westar Energy Inc.	4.125%	3/1/42	4,375	4,491
Western Massachusetts Electric Co.	3.500%	9/15/21	1,050	1,119
Wisconsin Electric Power Co.	6.000%	4/1/14	825	868
Wisconsin Electric Power Co.	4.250%	12/15/19	2,650	3,029
Wisconsin Electric Power Co.	2.950%	9/15/21	3,915	4,122
3 Wisconsin Energy Corp.	6.250%	5/15/67	5,175	5,615
Wisconsin Power & Light Co.	5.000%	7/15/19	475	563
Wisconsin Power & Light Co.	2.250%	11/15/22	3,850	3,797
Wisconsin Power & Light Co.	6.375%	8/15/37	1,625	2,216
Wisconsin Public Service Corp.	3.671%	12/1/42	2,050	1,986
Xcel Energy Inc.	5.613%	4/1/17	275	318
Xcel Energy Inc.	4.700%	5/15/20	7,095	8,227
Xcel Energy Inc.	6.500%	7/1/36	4,215	5,630
Natural Gas (0.9%)
AGL Capital Corp.	5.250%	8/15/19	1,600	1,907
AGL Capital Corp.	3.500%	9/15/21	650	699
AGL Capital Corp.	5.875%	3/15/41	5,700	7,185
Atmos Energy Corp.	4.950%	10/15/14	2,125	2,256
Atmos Energy Corp.	8.500%	3/15/19	450	610
Atmos Energy Corp.	5.500%	6/15/41	7,300	8,792
Atmos Energy Corp.	4.150%	1/15/43	275	272
Boardwalk Pipelines LP	5.500%	2/1/17	925	1,036
Boardwalk Pipelines LP	3.375%	2/1/23	3,250	3,176
British Transco Finance Inc.	6.625%	6/1/18	3,175	3,906
Buckeye Partners LP	6.050%	1/15/18	5,625	6,427
CenterPoint Energy Resources Corp.	6.150%	5/1/16	970	1,116
CenterPoint Energy Resources Corp.	4.500%	1/15/21	7,501	8,527
CenterPoint Energy Resources Corp.	6.625%	11/1/37	2,300	3,014
CenterPoint Energy Resources Corp.	5.850%	1/15/41	625	785
DCP Midstream LLC	8.125%	8/16/30	4,950	6,379
DCP Midstream Operating LP	3.250%	10/1/15	1,200	1,249
DCP Midstream Operating LP	2.500%	12/1/17	4,050	4,107
DCP Midstream Operating LP	4.950%	4/1/22	1,000	1,091
El Paso Natural Gas Co. LLC	5.950%	4/15/17	11,890	13,847
El Paso Pipeline Partners Operating Co. LLC	6.500%	4/1/20	7,461	9,009
El Paso Pipeline Partners Operating Co. LLC	4.700%	11/1/42	6,050	5,727
Enbridge Energy Partners LP	6.500%	4/15/18	5,125	6,145
Enbridge Energy Partners LP	9.875%	3/1/19	5,180	7,072
Enbridge Energy Partners LP	5.200%	3/15/20	525	591
Enbridge Energy Partners LP	7.500%	4/15/38	4,500	5,651
Enbridge Inc.	4.900%	3/1/15	800	858
Enbridge Inc.	5.600%	4/1/17	2,160	2,487
Energy Transfer Partners LP	8.500%	4/15/14	4,713	5,067
Energy Transfer Partners LP	5.950%	2/1/15	5,370	5,817
Energy Transfer Partners LP	6.125%	2/15/17	4,970	5,741
Energy Transfer Partners LP	9.000%	4/15/19	1,679	2,221
Energy Transfer Partners LP	4.650%	6/1/21	1,230	1,341
Energy Transfer Partners LP	5.200%	2/1/22	1,610	1,807
Energy Transfer Partners LP	3.600%	2/1/23	7,000	6,971
Energy Transfer Partners LP	6.625%	10/15/36	750	859
Energy Transfer Partners LP	7.500%	7/1/38	7,257	9,108
Energy Transfer Partners LP	6.050%	6/1/41	6,675	7,258

Energy Transfer Partners LP	6.500%	2/1/42	8,440	9,653
7 Enron Corp.	7.625%	9/10/04	400	—
7 Enron Corp.	6.625%	11/15/05	300	—
7 Enron Corp.	7.125%	5/15/07	1,800	—
7 Enron Corp.	6.875%	10/15/07	1,800	—
7 Enron Corp.	6.750%	8/1/09	1,300	—
Enterprise Products Operating LLC	5.600%	10/15/14	9,615	10,312
Enterprise Products Operating LLC	1.250%	8/13/15	3,175	3,203
Enterprise Products Operating LLC	6.300%	9/15/17	4,200	5,059
Enterprise Products Operating LLC	6.650%	4/15/18	1,900	2,355
Enterprise Products Operating LLC	6.500%	1/31/19	6,750	8,386
Enterprise Products Operating LLC	6.875%	3/1/33	5,398	6,881
Enterprise Products Operating LLC	6.650%	10/15/34	335	422
Enterprise Products Operating LLC	7.550%	4/15/38	3,130	4,280
Enterprise Products Operating LLC	5.950%	2/1/41	2,105	2,450
Enterprise Products Operating LLC	4.850%	8/15/42	5,063	5,167
Enterprise Products Operating LLC	4.450%	2/15/43	5,125	4,937
Enterprise Products Operating LLC	4.850%	3/15/44	1,000	1,021
3 Enterprise Products Operating LLC	8.375%	8/1/66	2,425	2,789
Gulf South Pipeline Co. LP	4.000%	6/15/22	1,725	1,834
7 HNG Internorth	9.625%	3/15/06	1,000	—
KeySpan Corp.	8.000%	11/15/30	50	67
Kinder Morgan Energy Partners LP	5.125%	11/15/14	3,250	3,475
Kinder Morgan Energy Partners LP	3.500%	3/1/16	6,460	6,903
Kinder Morgan Energy Partners LP	5.950%	2/15/18	8,350	9,979
Kinder Morgan Energy Partners LP	9.000%	2/1/19	5,127	6,877
Kinder Morgan Energy Partners LP	6.850%	2/15/20	2,300	2,888
Kinder Morgan Energy Partners LP	5.300%	9/15/20	5,000	5,839
Kinder Morgan Energy Partners LP	4.150%	3/1/22	2,825	3,020
Kinder Morgan Energy Partners LP	3.950%	9/1/22	7,725	8,192
Kinder Morgan Energy Partners LP	3.450%	2/15/23	7,550	7,632
Kinder Morgan Energy Partners LP	7.400%	3/15/31	980	1,253
Kinder Morgan Energy Partners LP	7.300%	8/15/33	1,700	2,183
Kinder Morgan Energy Partners LP	6.500%	2/1/37	2,200	2,632
Kinder Morgan Energy Partners LP	6.950%	1/15/38	2,340	2,922
Kinder Morgan Energy Partners LP	6.500%	9/1/39	8,275	10,015
Kinder Morgan Energy Partners LP	6.550%	9/15/40	5,000	6,074
Kinder Morgan Energy Partners LP	6.375%	3/1/41	5,000	5,995
Kinder Morgan Energy Partners LP	5.625%	9/1/41	500	549
Kinder Morgan Energy Partners LP	5.000%	8/15/42	2,350	2,372
Kinder Morgan Energy Partners LP	5.000%	3/1/43	1,000	1,011
Magellan Midstream Partners LP	5.650%	10/15/16	3,910	4,453
Magellan Midstream Partners LP	6.550%	7/15/19	6,750	8,348
Magellan Midstream Partners LP	4.250%	2/1/21	3,950	4,370
Magellan Midstream Partners LP	4.200%	12/1/42	300	283
National Fuel Gas Co.	6.500%	4/15/18	3,955	4,746
National Grid plc	6.300%	8/1/16	2,450	2,848
Nisource Finance Corp.	5.400%	7/15/14	425	449
Nisource Finance Corp.	5.250%	9/15/17	2,200	2,526
Nisource Finance Corp.	6.400%	3/15/18	885	1,065
Nisource Finance Corp.	6.800%	1/15/19	4,250	5,177
Nisource Finance Corp.	5.450%	9/15/20	1,400	1,642
Nisource Finance Corp.	6.125%	3/1/22	11,745	14,037
Nisource Finance Corp.	6.250%	12/15/40	2,350	2,780
Nisource Finance Corp.	5.800%	2/1/42	75	84
ONEOK Inc.	5.200%	6/15/15	1,000	1,087
ONEOK Inc.	4.250%	2/1/22	1,250	1,326

ONEOK Inc.	6.000%	6/15/35	5,165	5,727
ONEOK Partners LP	3.250%	2/1/16	4,050	4,271
ONEOK Partners LP	6.150%	10/1/16	4,340	5,021
ONEOK Partners LP	8.625%	3/1/19	2,500	3,317
ONEOK Partners LP	3.375%	10/1/22	5,675	5,627
ONEOK Partners LP	6.650%	10/1/36	4,775	5,782
ONEOK Partners LP	6.850%	10/15/37	2,575	3,202
Panhandle Eastern Pipe Line Co. LP	6.200%	11/1/17	11,353	13,516
Panhandle Eastern Pipe Line Co. LP	7.000%	6/15/18	325	396
Plains All American Pipeline LP / PAA
Finance Corp.	6.125%	1/15/17	2,000	2,350
Plains All American Pipeline LP / PAA
Finance Corp.	8.750%	5/1/19	125	170
Plains All American Pipeline LP / PAA
Finance Corp.	5.000%	2/1/21	5,300	6,134
Plains All American Pipeline LP / PAA
Finance Corp.	3.650%	6/1/22	1,500	1,586
Plains All American Pipeline LP / PAA
Finance Corp.	2.850%	1/31/23	2,200	2,161
Plains All American Pipeline LP / PAA
Finance Corp.	6.700%	5/15/36	1,320	1,675
Plains All American Pipeline LP / PAA
Finance Corp.	5.150%	6/1/42	1,825	1,992
Plains All American Pipeline LP / PAA
Finance Corp.	4.300%	1/31/43	725	698
Questar Corp.	2.750%	2/1/16	2,075	2,176
Sempra Energy	6.500%	6/1/16	3,885	4,519
Sempra Energy	2.300%	4/1/17	175	182
Sempra Energy	9.800%	2/15/19	1,500	2,116
Sempra Energy	2.875%	10/1/22	2,125	2,126
Sempra Energy	6.000%	10/15/39	10,810	13,405
Southern California Gas Co.	5.750%	11/15/35	400	510
Southern California Gas Co.	3.750%	9/15/42	3,325	3,233
6 Southern Natural Gas Co. LLC	5.900%	4/1/17	1,950	2,274
Southern Natural Gas Co. LLC	8.000%	3/1/32	2,299	3,254
Southern Natural Gas Co. LLC / Southern
Natural Issuing Corp.	4.400%	6/15/21	7,465	8,179
Southern Union Co.	8.250%	11/15/29	400	510
Spectra Energy Capital LLC	5.500%	3/1/14	1,250	1,301
Spectra Energy Capital LLC	5.668%	8/15/14	100	106
Spectra Energy Capital LLC	8.000%	10/1/19	835	1,102
Spectra Energy Capital LLC	6.750%	2/15/32	725	868
Sunoco Logistics Partners Operations LP	3.450%	1/15/23	3,500	3,454
Sunoco Logistics Partners Operations LP	6.850%	2/15/40	3,236	3,882
Sunoco Logistics Partners Operations LP	4.950%	1/15/43	3,125	3,026
Tennessee Gas Pipeline Co. LLC	7.500%	4/1/17	720	879
Tennessee Gas Pipeline Co. LLC	7.000%	3/15/27	725	979
Texas Eastern Transmission LP	7.000%	7/15/32	6,905	9,201
Texas Gas Transmission LLC	4.600%	6/1/15	1,275	1,371
TransCanada PipeLines Ltd.	3.400%	6/1/15	4,000	4,232
TransCanada PipeLines Ltd.	0.750%	1/15/16	3,025	3,020
TransCanada PipeLines Ltd.	6.500%	8/15/18	12,040	15,013
TransCanada PipeLines Ltd.	3.800%	10/1/20	9,990	10,980
TransCanada PipeLines Ltd.	2.500%	8/1/22	6,075	5,951
TransCanada PipeLines Ltd.	5.600%	3/31/34	1,400	1,666
TransCanada PipeLines Ltd.	5.850%	3/15/36	2,675	3,260
TransCanada PipeLines Ltd.	6.200%	10/15/37	8,075	10,191

TransCanada PipeLines Ltd.	7.250%	8/15/38	300	420
TransCanada PipeLines Ltd.	7.625%	1/15/39	690	998
3 TransCanada PipeLines Ltd.	6.350%	5/15/67	4,100	4,378
Transcontinental Gas Pipe Line Co. LLC	6.050%	6/15/18	295	357
Transcontinental Gas Pipe Line Co. LLC	4.450%	8/1/42	3,125	3,130
Western Gas Partners LP	5.375%	6/1/21	2,950	3,324
Williams Cos. Inc.	7.500%	1/15/31	1,329	1,635
Williams Cos. Inc.	7.750%	6/15/31	5,467	6,863
Williams Cos. Inc.	8.750%	3/15/32	3,560	4,824
Williams Partners LP	3.800%	2/15/15	1,200	1,265
Williams Partners LP	5.250%	3/15/20	7,901	9,014
Williams Partners LP	4.000%	11/15/21	3,000	3,152
Williams Partners LP	3.350%	8/15/22	850	843
Williams Partners LP	6.300%	4/15/40	8,295	9,747
Williams Partners LP / Williams Partners
Finance Corp.	7.250%	2/1/17	13,250	15,931
Other Utility (0.0%)
American Water Capital Corp.	6.085%	10/15/17	8,041	9,624
American Water Capital Corp.	6.593%	10/15/37	1,875	2,448
United Utilities plc	5.375%	2/1/19	5,400	5,977
Veolia Environnement SA	6.000%	6/1/18	6,000	6,998
Veolia Environnement SA	6.750%	6/1/38	1,300	1,546
				1,728,514
Total Corporate Bonds (Cost $14,554,979)				15,660,342
Sovereign Bonds (U.S. Dollar-Denominated) (4.6%)
African Development Bank	3.000%	5/27/14	9,560	9,853
African Development Bank	1.250%	9/2/16	3,100	3,171
African Development Bank	1.125%	3/15/17	4,200	4,272
African Development Bank	0.875%	3/15/18	4,700	4,684
Asian Development Bank	2.750%	5/21/14	8,875	9,118
Asian Development Bank	0.875%	6/10/14	500	503
Asian Development Bank	4.250%	10/20/14	3,550	3,763
Asian Development Bank	2.625%	2/9/15	20,005	20,807
Asian Development Bank	2.500%	3/15/16	11,150	11,799
Asian Development Bank	5.500%	6/27/16	5,450	6,316
Asian Development Bank	1.125%	3/15/17	34,275	34,839
Asian Development Bank	5.250%	6/12/17	100	118
Asian Development Bank	5.593%	7/16/18	1,700	2,076
Asian Development Bank	1.875%	10/23/18	5,120	5,349
Asian Development Bank	1.750%	3/21/19	12,350	12,768
Asian Development Bank	1.375%	3/23/20	2,750	2,750
Banco do Brasil SA	3.875%	1/23/17	6,650	6,950
Banco do Brasil SA	3.875%	10/10/22	5,375	5,188
Canada	2.375%	9/10/14	4,385	4,520
Canada	0.875%	2/14/17	19,250	19,422
China Development Bank Corp.	4.750%	10/8/14	2,625	2,766
China Development Bank Corp.	5.000%	10/15/15	525	575
Corp. Andina de Fomento	5.125%	5/5/15	3,775	4,051
Corp. Andina de Fomento	3.750%	1/15/16	9,460	9,996
Corp. Andina de Fomento	8.125%	6/4/19	1,375	1,789
Corp. Andina de Fomento	4.375%	6/15/22	17,046	18,496
Council Of Europe Development Bank	2.750%	2/10/15	2,200	2,294
Council Of Europe Development Bank	2.625%	2/16/16	4,240	4,485
Council Of Europe Development Bank	1.500%	2/22/17	6,000	6,149

Council Of Europe Development Bank	1.500%	6/19/17	1,350	1,383
Council Of Europe Development Bank	1.000%	3/7/18	10,450	10,394
8 Development Bank of Japan Inc.	4.250%	6/9/15	5,815	6,274
Ecopetrol SA	7.625%	7/23/19	6,725	8,416
European Bank for Reconstruction &
Development	2.750%	4/20/15	7,700	8,071
European Bank for Reconstruction &
Development	1.625%	9/3/15	1,800	1,852
European Bank for Reconstruction &
Development	2.500%	3/15/16	11,975	12,673
European Bank for Reconstruction &
Development	1.375%	10/20/16	4,735	4,862
European Bank for Reconstruction &
Development	0.750%	9/1/17	8,075	8,069
European Bank for Reconstruction &
Development	1.500%	3/16/20	10,950	10,993
European Investment Bank	2.375%	3/14/14	9,400	9,578
European Investment Bank	1.500%	5/15/14	13,575	13,755
European Investment Bank	4.625%	5/15/14	11,075	11,604
European Investment Bank	3.125%	6/4/14	16,395	16,925
European Investment Bank	1.125%	8/15/14	12,900	13,025
European Investment Bank	0.875%	12/15/14	42,220	42,567
European Investment Bank	2.875%	1/15/15	7,875	8,223
European Investment Bank	2.750%	3/23/15	10,325	10,793
European Investment Bank	1.125%	4/15/15	26,000	26,378
European Investment Bank	1.000%	7/15/15	24,000	24,303
European Investment Bank	1.625%	9/1/15	19,545	20,096
European Investment Bank	1.375%	10/20/15	4,545	4,649
European Investment Bank	4.875%	2/16/16	9,500	10,671
European Investment Bank	2.250%	3/15/16	18,400	19,321
European Investment Bank	0.625%	4/15/16	22,700	22,755
European Investment Bank	2.500%	5/16/16	15,700	16,619
European Investment Bank	2.125%	7/15/16	6,000	6,284
European Investment Bank	5.125%	9/13/16	14,700	16,921
European Investment Bank	1.250%	10/14/16	6,650	6,781
European Investment Bank	4.875%	1/17/17	5,500	6,324
European Investment Bank	1.750%	3/15/17	35,100	36,322
European Investment Bank	5.125%	5/30/17	9,150	10,722
European Investment Bank	1.625%	6/15/17	1,000	1,029
European Investment Bank	1.125%	9/15/17	14,425	14,538
European Investment Bank	1.000%	12/15/17	13,850	13,821
European Investment Bank	1.000%	3/15/18	20,575	20,450
European Investment Bank	2.875%	9/15/20	14,650	15,777
European Investment Bank	4.000%	2/16/21	11,575	13,391
European Investment Bank	4.875%	2/15/36	100	119
Export Development Canada	3.125%	4/24/14	15,175	15,664
Export Development Canada	2.250%	5/28/15	1,550	1,615
Export Development Canada	1.250%	10/26/16	705	723
Export Development Canada	0.750%	12/15/17	9,025	9,046
Export-Import Bank of Korea	5.875%	1/14/15	1,750	1,895
Export-Import Bank of Korea	5.125%	3/16/15	3,275	3,526
Export-Import Bank of Korea	4.125%	9/9/15	5,925	6,348
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	4,643
Export-Import Bank of Korea	1.750%	2/27/18	3,675	3,703
Export-Import Bank of Korea	5.125%	6/29/20	3,600	4,160
Export-Import Bank of Korea	4.000%	1/29/21	2,500	2,713

Export-Import Bank of Korea	4.375%	9/15/21	4,000	4,449
Export-Import Bank of Korea	5.000%	4/11/22	8,300	9,660
Federative Republic of Brazil	10.500%	7/14/14	1,275	1,434
Federative Republic of Brazil	7.875%	3/7/15	4,875	5,512
Federative Republic of Brazil	6.000%	1/17/17	21,330	24,807
3 Federative Republic of Brazil	8.000%	1/15/18	13,458	15,766
Federative Republic of Brazil	5.875%	1/15/19	31,050	37,338
Federative Republic of Brazil	8.875%	10/14/19	3,600	5,031
Federative Republic of Brazil	4.875%	1/22/21	19,470	22,529
Federative Republic of Brazil	2.625%	1/5/23	6,425	6,168
Federative Republic of Brazil	8.875%	4/15/24	1,525	2,341
Federative Republic of Brazil	8.750%	2/4/25	4,200	6,416
Federative Republic of Brazil	10.125%	5/15/27	4,200	7,214
Federative Republic of Brazil	8.250%	1/20/34	750	1,136
Federative Republic of Brazil	7.125%	1/20/37	11,425	15,769
Federative Republic of Brazil	11.000%	8/17/40	4,350	5,372
Federative Republic of Brazil	5.625%	1/7/41	40,250	46,992
FMS Wertmanagement AoeR	1.000%	11/21/17	4,350	4,362
Hydro-Quebec	7.500%	4/1/16	3,650	4,375
Hydro-Quebec	2.000%	6/30/16	20,825	21,687
Hydro-Quebec	1.375%	6/19/17	4,300	4,370
Hydro-Quebec	8.400%	1/15/22	3,040	4,340
Hydro-Quebec	8.050%	7/7/24	1,350	1,966
Hydro-Quebec	8.500%	12/1/29	100	162
Inter-American Development Bank	3.000%	4/22/14	20,725	21,299
Inter-American Development Bank	2.250%	7/15/15	9,625	10,033
Inter-American Development Bank	0.500%	8/17/15	4,900	4,917
Inter-American Development Bank	4.250%	9/14/15	3,450	3,762
Inter-American Development Bank	5.125%	9/13/16	100	115
Inter-American Development Bank	1.375%	10/18/16	9,810	10,070
Inter-American Development Bank	1.125%	3/15/17	10,650	10,829
Inter-American Development Bank	2.375%	8/15/17	5,100	5,449
Inter-American Development Bank	0.875%	3/15/18	9,925	9,891
Inter-American Development Bank	1.750%	8/24/18	6,795	7,048
Inter-American Development Bank	1.125%	9/12/19	24,800	24,605
Inter-American Development Bank	3.875%	9/17/19	16,750	19,417
Inter-American Development Bank	3.875%	2/14/20	2,300	2,674
Inter-American Development Bank	7.000%	6/15/25	1,125	1,611
Inter-American Development Bank	3.200%	8/7/42	2,000	1,859
International Bank for Reconstruction &
Development	1.125%	8/25/14	10,275	10,386
International Bank for Reconstruction &
Development	2.375%	5/26/15	31,070	32,395
International Bank for Reconstruction &
Development	2.125%	3/15/16	20,450	21,435
International Bank for Reconstruction &
Development	5.000%	4/1/16	9,975	11,321
International Bank for Reconstruction &
Development	0.500%	4/15/16	12,700	12,717
International Bank for Reconstruction &
Development	1.000%	9/15/16	5,995	6,085
International Bank for Reconstruction &
Development	0.875%	4/17/17	37,975	38,209
International Bank for Reconstruction &
Development	7.625%	1/19/23	950	1,420
International Bank for Reconstruction &
Development	2.125%	2/13/23	3,700	3,726

International Bank for Reconstruction &
Development	8.875%	3/1/26	450	757
International Finance Corp.	3.000%	4/22/14	11,675	12,007
International Finance Corp.	2.750%	4/20/15	3,250	3,410
International Finance Corp.	2.250%	4/11/16	5,000	5,270
International Finance Corp.	1.125%	11/23/16	14,950	15,244
International Finance Corp.	1.000%	4/24/17	5,650	5,727
International Finance Corp.	2.125%	11/17/17	24,800	26,299
International Finance Corp.	0.625%	12/21/17	6,850	6,798
8 Japan Bank for International Cooperation	2.875%	2/2/15	6,300	6,576
8 Japan Bank for International Cooperation	1.875%	9/24/15	6,065	6,257
8 Japan Bank for International Cooperation	2.500%	1/21/16	5,600	5,892
8 Japan Bank for International Cooperation	2.500%	5/18/16	6,200	6,552
8 Japan Bank for International Cooperation	2.250%	7/13/16	5,000	5,253
8 Japan Bank for International Cooperation	1.125%	7/19/17	6,675	6,707
8 Japan Bank for International Cooperation	2.125%	2/7/19	5,000	5,202
8 Japan Finance Organization for Municipalities	4.625%	4/21/15	2,675	2,895
8 Japan Finance Organization for Municipalities	5.000%	5/16/17	1,600	1,856
8 Japan Finance Organization for Municipalities	4.000%	1/13/21	5,625	6,489
9 KFW	1.500%	4/4/14	275	278
9 KFW	4.125%	10/15/14	575	608
9 KFW	2.750%	10/21/14	35,090	36,428
9 KFW	1.000%	1/12/15	39,825	40,253
9 KFW	2.625%	3/3/15	11,875	12,382
9 KFW	0.625%	4/24/15	37,700	37,875
9 KFW	1.250%	10/26/15	15,400	15,694
9 KFW	2.625%	2/16/16	3,450	3,658
9 KFW	5.125%	3/14/16	14,000	15,856
9 KFW	0.500%	4/19/16	16,000	15,984
9 KFW	2.000%	6/1/16	19,000	19,830
9 KFW	1.250%	10/5/16	15,230	15,534
9 KFW	4.875%	1/17/17	3,000	3,471
9 KFW	1.250%	2/15/17	29,000	29,583
9 KFW	0.875%	9/5/17	14,200	14,209
9 KFW	4.375%	3/15/18	18,850	21,796
9 KFW	4.500%	7/16/18	6,425	7,548
9 KFW	4.875%	6/17/19	19,300	23,365
9 KFW	4.000%	1/27/20	5,500	6,350
9 KFW	2.750%	9/8/20	30,850	33,372
9 KFW	2.375%	8/25/21	9,590	9,942
9 KFW	2.625%	1/25/22	10,000	10,544
9 KFW	2.000%	10/4/22	19,875	19,586
9 KFW	2.125%	1/17/23	13,725	13,803
9 KFW	0.000%	4/18/36	7,000	3,205
9 KFW	0.000%	6/29/37	5,450	2,368
Korea Development Bank	4.375%	8/10/15	11,800	12,660
Korea Development Bank	3.250%	3/9/16	1,180	1,246
Korea Development Bank	4.000%	9/9/16	2,500	2,720
Korea Development Bank	3.875%	5/4/17	2,500	2,707
Korea Development Bank	3.500%	8/22/17	3,450	3,701
Korea Development Bank	1.500%	1/22/18	2,500	2,462
Korea Development Bank	3.000%	9/14/22	5,000	4,972
Korea Finance Corp.	3.250%	9/20/16	4,000	4,237
Korea Finance Corp.	2.250%	8/7/17	1,475	1,506
Korea Finance Corp.	4.625%	11/16/21	4,000	4,513
9 Landwirtschaftliche Rentenbank	3.125%	7/15/15	6,605	7,000
9 Landwirtschaftliche Rentenbank	4.875%	11/16/15	10,650	11,863

9	Landwirtschaftliche Rentenbank	2.500%	2/15/16	7,220	7,621
9	Landwirtschaftliche Rentenbank	2.125%	7/15/16	175	183
9	Landwirtschaftliche Rentenbank	5.125%	2/1/17	10,700	12,437
9	Landwirtschaftliche Rentenbank	0.875%	9/12/17	2,325	2,321
9	Landwirtschaftliche Rentenbank	2.375%	9/13/17	4,000	4,255
9	Landwirtschaftliche Rentenbank	1.875%	9/17/18	5,600	5,826
9	Landwirtschaftliche Rentenbank	1.375%	10/23/19	3,000	2,999
	Nexen Inc.	7.875%	3/15/32	325	474
	Nexen Inc.	5.875%	3/10/35	690	833
	Nexen Inc.	6.400%	5/15/37	13,400	17,319
	Nexen Inc.	7.500%	7/30/39	3,400	4,973
	Nordic Investment Bank	2.625%	10/6/14	4,000	4,125
	Nordic Investment Bank	2.500%	7/15/15	3,865	4,041
	Nordic Investment Bank	2.250%	3/15/16	4,250	4,468
	Nordic Investment Bank	0.500%	4/14/16	2,750	2,750
	Nordic Investment Bank	5.000%	2/1/17	1,150	1,334
	Nordic Investment Bank	1.000%	3/7/17	2,250	2,271
	Nordic Investment Bank	0.750%	1/17/18	14,450	14,353
	North American Development Bank	4.375%	2/11/20	975	1,082
	North American Development Bank	2.400%	10/26/22	3,300	3,168
10 Oesterreichische Kontrollbank AG		4.500%	3/9/15	2,600	2,800
10 Oesterreichische Kontrollbank AG		2.000%	6/3/16	24,500	25,463
10 Oesterreichische Kontrollbank AG		5.000%	4/25/17	4,025	4,661
3	Oriental Republic of Uruguay	7.625%	3/21/36	1,425	2,045
3	Oriental Republic of Uruguay	4.125%	11/20/45	16,079	14,746
	Pemex Project Funding Master Trust	7.375%	12/15/14	2,500	2,760
	Pemex Project Funding Master Trust	5.750%	3/1/18	17,575	20,165
	Pemex Project Funding Master Trust	6.625%	6/15/35	9,100	10,927
	Pemex Project Funding Master Trust	6.625%	6/15/38	2,025	2,420
	People's Republic of China	4.750%	10/29/13	1,800	1,843
	Petrobras International Finance Co. - Pifco	2.875%	2/6/15	5,150	5,257
	Petrobras International Finance Co. - Pifco	3.875%	1/27/16	3,350	3,497
	Petrobras International Finance Co. - Pifco	6.125%	10/6/16	13,325	14,918
	Petrobras International Finance Co. - Pifco	3.500%	2/6/17	12,250	12,637
	Petrobras International Finance Co. - Pifco	5.875%	3/1/18	18,500	20,825
	Petrobras International Finance Co. - Pifco	8.375%	12/10/18	2,300	2,877
	Petrobras International Finance Co. - Pifco	7.875%	3/15/19	7,575	9,216
	Petrobras International Finance Co. - Pifco	5.750%	1/20/20	11,260	12,408
	Petrobras International Finance Co. - Pifco	5.375%	1/27/21	8,325	9,013
	Petrobras International Finance Co. - Pifco	6.875%	1/20/40	8,025	9,161
	Petrobras International Finance Co. - Pifco	6.750%	1/27/41	14,700	16,585
	Petroleos Mexicanos	4.875%	3/15/15	9,875	10,593
	Petroleos Mexicanos	8.000%	5/3/19	1,675	2,151
	Petroleos Mexicanos	6.000%	3/5/20	5,000	5,920
	Petroleos Mexicanos	5.500%	1/21/21	7,645	8,803
	Petroleos Mexicanos	4.875%	1/24/22	19,850	21,934
	Petroleos Mexicanos	6.500%	6/2/41	10,725	12,642
	Petroleos Mexicanos	5.500%	6/27/44	17,400	17,970
	Province of British Columbia	2.850%	6/15/15	6,100	6,428
	Province of British Columbia	2.100%	5/18/16	13,280	13,927
	Province of British Columbia	1.200%	4/25/17	4,900	4,996
	Province of British Columbia	2.650%	9/22/21	8,200	8,602
	Province of British Columbia	2.000%	10/23/22	5,000	4,897
	Province of Manitoba	1.375%	4/28/14	7,000	7,079
	Province of Manitoba	2.625%	7/15/15	1,475	1,549
	Province of Manitoba	4.900%	12/6/16	6,065	6,996
	Province of Manitoba	1.300%	4/3/17	4,050	4,126

Province of Manitoba Canada	2.100%	9/6/22	3,000	2,969
Province of New Brunswick	2.750%	6/15/18	7,575	8,153
Province of Nova Scotia	2.375%	7/21/15	6,390	6,663
Province of Nova Scotia	5.125%	1/26/17	1,000	1,161
Province of Nova Scotia	9.125%	5/1/21	1,280	1,872
Province of Ontario	1.375%	1/27/14	14,675	14,819
Province of Ontario	4.100%	6/16/14	13,250	13,863
Province of Ontario	2.950%	2/5/15	1,475	1,544
Province of Ontario	0.950%	5/26/15	15,000	15,146
Province of Ontario	2.700%	6/16/15	10,800	11,321
Province of Ontario	1.875%	9/15/15	2,500	2,583
Province of Ontario	4.750%	1/19/16	4,325	4,823
Province of Ontario	5.450%	4/27/16	5,675	6,502
Province of Ontario	2.300%	5/10/16	26,290	27,632
Province of Ontario	1.600%	9/21/16	9,200	9,475
Province of Ontario	1.100%	10/25/17	10,650	10,674
Province of Ontario	3.150%	12/15/17	5,525	6,048
Province of Ontario	1.200%	2/14/18	5,600	5,616
Province of Ontario	3.000%	7/16/18	2,550	2,771
Province of Ontario	1.650%	9/27/19	11,000	10,980
Province of Ontario	4.000%	10/7/19	3,750	4,270
Province of Ontario	4.400%	4/14/20	9,200	10,773
Province of Ontario	2.450%	6/29/22	2,025	2,043
Quebec	4.875%	5/5/14	275	289
Quebec	4.600%	5/26/15	2,250	2,450
Quebec	5.125%	11/14/16	7,275	8,400
Quebec	4.625%	5/14/18	7,000	8,159
Quebec	3.500%	7/29/20	14,770	16,356
Quebec	2.750%	8/25/21	13,475	14,033
Quebec	2.625%	2/13/23	15,300	15,425
Quebec	7.125%	2/9/24	325	448
Quebec	7.500%	9/15/29	6,875	10,274
Region of Lombardy Italy	5.804%	10/25/32	1,050	995
Republic of Chile	3.875%	8/5/20	6,850	7,524
Republic of Chile	3.250%	9/14/21	200	209
Republic of Chile	2.250%	10/30/22	12,400	11,875
Republic of Chile	3.625%	10/30/42	6,600	6,049
Republic of Columbia	8.250%	12/22/14	2,000	2,258
Republic of Columbia	7.375%	1/27/17	4,900	5,971
Republic of Columbia	7.375%	3/18/19	12,550	16,158
Republic of Columbia	11.750%	2/25/20	1,050	1,641
Republic of Columbia	4.375%	7/12/21	9,795	10,990
3 Republic of Columbia	2.625%	3/15/23	11,950	11,501
Republic of Columbia	8.125%	5/21/24	2,800	4,025
Republic of Columbia	7.375%	9/18/37	4,500	6,435
Republic of Columbia	6.125%	1/18/41	16,250	20,401
Republic of Finland	6.950%	2/15/26	1,000	1,358
Republic of Italy	4.500%	1/21/15	4,000	4,165
Republic of Italy	3.125%	1/26/15	18,815	19,121
Republic of Italy	4.750%	1/25/16	14,850	15,648
Republic of Italy	5.250%	9/20/16	10,855	11,628
Republic of Italy	5.375%	6/12/17	9,400	10,209
Republic of Italy	6.875%	9/27/23	5,725	6,564
Republic of Italy	5.375%	6/15/33	15,650	15,741
Republic of Korea	5.750%	4/16/14	3,375	3,570
Republic of Korea	4.875%	9/22/14	6,785	7,253
Republic of Korea	5.125%	12/7/16	3,000	3,445

Republic of Korea	7.125%	4/16/19	7,828	10,129
Republic of Korea	5.625%	11/3/25	575	739
Republic of Panama	5.200%	1/30/20	10,455	12,179
Republic of Panama	7.125%	1/29/26	6,500	8,710
3 Republic of Panama	6.700%	1/26/36	9,648	12,772
Republic of Peru	7.125%	3/30/19	12,350	15,808
Republic of Peru	7.350%	7/21/25	1,525	2,146
Republic of Peru	8.750%	11/21/33	11,427	18,634
3 Republic of Peru	6.550%	3/14/37	5,200	7,020
Republic of Peru	5.625%	11/18/50	5,400	6,425
Republic of Poland	3.875%	7/16/15	13,550	14,363
Republic of Poland	5.000%	10/19/15	750	825
Republic of Poland	6.375%	7/15/19	18,960	23,297
Republic of Poland	5.125%	4/21/21	7,850	9,067
Republic of Poland	5.000%	3/23/22	6,185	7,081
Republic of Poland	3.000%	3/17/23	18,500	17,947
Republic of South Africa	6.875%	5/27/19	7,375	8,970
Republic of South Africa	5.500%	3/9/20	5,890	6,737
Republic of South Africa	4.665%	1/17/24	5,300	5,671
Republic of South Africa	6.250%	3/8/41	7,100	8,600
State of Israel	5.500%	11/9/16	3,480	3,983
State of Israel	5.125%	3/26/19	5,350	6,237
State of Israel	4.000%	6/30/22	8,300	8,984
State of Israel	3.150%	6/30/23	12,000	11,996
State of Israel	4.500%	1/30/43	5,100	4,910
Statoil ASA	3.875%	4/15/14	1,250	1,296
Statoil ASA	2.900%	10/15/14	950	986
Statoil ASA	1.800%	11/23/16	300	310
Statoil ASA	3.125%	8/17/17	5,590	6,074
Statoil ASA	6.700%	1/15/18	1,000	1,222
Statoil ASA	1.200%	1/17/18	2,000	2,010
Statoil ASA	5.250%	4/15/19	7,215	8,705
Statoil ASA	3.150%	1/23/22	3,175	3,373
Statoil ASA	2.450%	1/17/23	14,300	14,115
Statoil ASA	7.250%	9/23/27	1,975	2,824
6 Statoil ASA	6.500%	12/1/28	225	304
Statoil ASA	7.150%	1/15/29	1,165	1,660
Statoil ASA	5.100%	8/17/40	4,000	4,713
Statoil ASA	4.250%	11/23/41	2,300	2,382
Svensk Exportkredit AB	3.250%	9/16/14	5,050	5,259
Svensk Exportkredit AB	1.750%	10/20/15	2,600	2,677
Svensk Exportkredit AB	2.125%	7/13/16	7,360	7,682
Svensk Exportkredit AB	5.125%	3/1/17	550	637
Svensk Exportkredit AB	1.750%	5/30/17	4,050	4,165
United Mexican States	5.875%	2/17/14	25,025	26,064
United Mexican States	6.625%	3/3/15	2,975	3,299
United Mexican States	11.375%	9/15/16	1,325	1,785
United Mexican States	5.625%	1/15/17	31,620	36,426
United Mexican States	5.950%	3/19/19	9,725	11,767
United Mexican States	3.625%	3/15/22	12,050	12,782
United Mexican States	8.300%	8/15/31	3,125	4,742
United Mexican States	6.750%	9/27/34	6,400	8,532
United Mexican States	6.050%	1/11/40	18,760	23,262
United Mexican States	4.750%	3/8/44	28,083	28,896
United Mexican States	5.750%	10/12/10	24,760	27,237
Total Sovereign Bonds (Cost $3,151,228)				3,308,762

Taxable Municipal Bonds (0.9%)
Alameda County CA Joint Powers Authority
Lease Revenue	7.046%	12/1/44	4,080	5,137
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.834%	2/15/41	575	803
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.053%	2/15/43	400	466
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	5.939%	2/15/47	3,000	3,418
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	6.270%	2/15/50	1,090	1,261
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	7.499%	2/15/50	750	1,005
American Municipal Power Ohio Inc. Revenue
(Prairie State Energy Campus Project)	8.084%	2/15/50	3,050	4,465
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.793%	4/1/30	875	1,121
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.918%	4/1/40	1,500	2,040
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.263%	4/1/49	4,283	5,833
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	7.043%	4/1/50	1,025	1,471
Bay Area Toll Authority California Toll Bridge
Revenue (San Francisco Bay Area)	6.907%	10/1/50	4,065	5,724
California Educational Facilities Authority
Revenue (Stanford University)	3.625%	5/1/14	2,250	2,327
California Educational Facilities Authority
Revenue (Stanford University)	4.250%	5/1/16	750	830
California GO	5.250%	4/1/14	1,675	1,753
California GO	3.950%	11/1/15	2,550	2,767
California GO	5.750%	3/1/17	4,000	4,680
California GO	6.200%	3/1/19	1,100	1,344
California GO	6.200%	10/1/19	4,935	6,057
California GO	5.700%	11/1/21	4,655	5,656
California GO	7.500%	4/1/34	14,380	20,129
California GO	7.550%	4/1/39	14,045	20,292
California GO	7.300%	10/1/39	1,200	1,672
California GO	7.350%	11/1/39	9,525	13,352
California GO	7.625%	3/1/40	2,950	4,248
California GO	7.600%	11/1/40	10,900	15,914
Central Puget Sound WA Regional Transit
Authority Sales & Use Tax Revenue	5.491%	11/1/39	550	681
Chicago IL Board of Education GO	6.319%	11/1/29	1,025	1,187
Chicago IL Board of Education GO	6.138%	12/1/39	4,400	4,851
Chicago IL GO	7.781%	1/1/35	825	1,068
Chicago IL Metropolitan Water Reclamation
District GO	5.720%	12/1/38	3,060	3,946
Chicago IL O'Hare International Airport
Revenue	6.845%	1/1/38	400	464
Chicago IL O'Hare International Airport
Revenue	6.395%	1/1/40	600	775
Chicago IL Transit Authority Sales Tax
Receipts Revenue	6.200%	12/1/40	1,650	1,883
Chicago IL Transit Authority Transfer Tax
Receipts Revenue	6.899%	12/1/40	4,255	5,256

Chicago IL Wastewater Transmission
Revenue	6.900%	1/1/40	600	754
Chicago IL Water Revenue	6.742%	11/1/40	900	1,208
Clark County NV Airport Revenue	6.881%	7/1/42	550	647
Commonwealth Financing Authority
Pennsylvania Revenue	6.218%	6/1/39	2,350	2,867
Connecticut GO	5.090%	10/1/30	800	924
Connecticut GO	5.850%	3/15/32	6,665	8,497
Connecticut Special Tax Revenue
(Transportation Infrastructure)	5.459%	11/1/30	100	122
Cook County IL GO	6.229%	11/15/34	750	857
Curators of the University of Missouri System
Facilities Revenue	5.960%	11/1/39	1,000	1,296
Curators of the University of Missouri System
Facilities Revenue	5.792%	11/1/41	2,700	3,581
Dallas County TX Hospital District Revenue	5.621%	8/15/44	850	1,068
Dallas TX Area Rapid Transit Revenue	4.922%	12/1/41	1,650	1,902
Dallas TX Area Rapid Transit Revenue	5.999%	12/1/44	1,100	1,461
Dallas TX Area Rapid Transit Revenue	5.022%	12/1/48	2,675	3,212
Dallas TX Independent School District GO	6.450%	2/15/35	1,500	1,862
Dartmouth College New Hampshire GO	4.750%	6/1/19	275	325
Denver CO City & County School District No.
1 GO	5.664%	12/1/33	525	651
Denver CO Public Schools Revenue (City &
County of Denver School District No. 1)
COP	7.017%	12/15/37	1,050	1,412
District of Columbia Income Tax Revenue	5.591%	12/1/34	450	559
District of Columbia Income Tax Revenue	5.582%	12/1/35	650	806
East Baton Rouge LA Sewer Commission
Revenue	6.087%	2/1/45	975	1,095
East Bay CA Municipal Utility District Water
System Revenue	5.874%	6/1/40	4,400	5,724
Energy Northwest Washington Electric
Revenue (Columbia Generating Station)	2.197%	7/1/19	2,000	2,049
George Washington University District of
Columbia GO	3.485%	9/15/22	5,700	6,033
Georgia GO	4.503%	11/1/25	2,300	2,687
Georgia Municipal Electric Power Authority
Revenue	6.637%	4/1/57	6,445	7,637
Georgia Municipal Electric Power Authority
Revenue	6.655%	4/1/57	2,250	2,645
Georgia Municipal Electric Power Authority
Revenue	7.055%	4/1/57	5,925	6,664
Harvard University Massachusetts GO	4.875%	10/15/40	2,925	3,461
Howard Hughes Medical Institute Maryland
Revenue	3.450%	9/1/14	1,450	1,519
Illinois GO	4.071%	1/1/14	5,980	6,113
Illinois GO	4.511%	3/1/15	3,350	3,547
Illinois GO	5.365%	3/1/17	3,000	3,360
Illinois GO	5.665%	3/1/18	5,000	5,717
Illinois GO	4.950%	6/1/23	5,125	5,377
Illinois GO	5.100%	6/1/33	29,230	28,877
Illinois GO	6.630%	2/1/35	1,050	1,181
Illinois GO	6.725%	4/1/35	3,250	3,693
Illinois GO	7.350%	7/1/35	5,950	7,142
Illinois Toll Highway Authority Revenue	6.184%	1/1/34	460	583
Illinois Toll Highway Authority Revenue	5.851%	12/1/34	625	768

Indianapolis IN Local Public Improvement
Revenue	6.116%	1/15/40	3,700	4,824
JobsOhio Beverage System Statewide Liquor
Profits Revenue	3.985%	1/1/29	3,600	3,692
JobsOhio Beverage System Statewide Liquor
Profits Revenue	4.532%	1/1/35	2,350	2,439
11 Kansas Development Finance Authority
Revenue (Public Employees Retirement
System)	5.501%	5/1/34	1,525	1,766
Kentucky Asset/Liability Commission General
Fund Revenue	3.165%	4/1/18	300	313
Las Vegas Valley Water District Nevada GO	7.013%	6/1/39	650	733
Los Angeles CA Community College District
GO	6.600%	8/1/42	2,150	2,963
Los Angeles CA Department of Water &
Power Revenue	5.716%	7/1/39	850	1,049
Los Angeles CA Department of Water &
Power Revenue	6.008%	7/1/39	2,400	3,026
Los Angeles CA Department of Water &
Power Revenue	6.166%	7/1/40	600	717
Los Angeles CA Department of Water &
Power Revenue	6.574%	7/1/45	5,215	7,355
Los Angeles CA Department of Water &
Power Revenue	6.603%	7/1/50	500	719
Los Angeles CA Unified School District GO	5.755%	7/1/29	1,500	1,819
Los Angeles CA Unified School District GO	5.750%	7/1/34	7,190	8,815
Los Angeles County CA Metropolitan
Transportation Authority Sales Tax
Revenue	5.735%	6/1/39	2,200	2,702
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.488%	8/1/33	1,700	2,227
Los Angeles County CA Public Works
Financing Authority Lease Revenue	7.618%	8/1/40	850	1,129
Maryland Transportation Authority Facilities
Projects Revenue	5.888%	7/1/43	800	1,053
Massachusetts GO	4.200%	12/1/21	3,000	3,421
Massachusetts GO	5.456%	12/1/39	4,690	5,793
Massachusetts School Building Authority
Dedicated Sales Tax Revenue	5.715%	8/15/39	2,100	2,659
Massachusetts Transportation Fund Revenue	5.731%	6/1/40	475	613
Massachusetts Water Pollution Abatement
Trust	5.192%	8/1/40	2,415	2,893
Metropolitan Government of Nashville &
Davidson County TN Convention Center
Authority Tourism Tax Revenue	6.731%	7/1/43	1,500	1,883
Metropolitan Government of Nashville &
Davidson County TN GO	5.707%	7/1/34	1,000	1,237
Metropolitan Washington DC/VA Airports
Authority Dulles Toll Road Revenue	7.462%	10/1/46	525	668
Metropolitan Water District of Southern
California Water Revenue	6.947%	7/1/40	650	809
Mississippi GO	5.245%	11/1/34	700	834
Missouri Highways & Transportation
Commission Road Revenue	5.445%	5/1/33	600	727
12 New Jersey Economic Development Authority
Revenue (State Pension Funding)	7.425%	2/15/29	4,065	5,333

New Jersey Transportation Trust Fund
Authority Transportation System Revenue	5.754%	12/15/28	2,355	2,873
New Jersey Transportation Trust Fund
Authority Transportation System Revenue	6.561%	12/15/40	5,290	7,017
13 New Jersey Turnpike Authority Revenue	4.252%	1/1/16	695	722
New Jersey Turnpike Authority Revenue	7.414%	1/1/40	6,400	9,349
New Jersey Turnpike Authority Revenue	7.102%	1/1/41	4,790	6,813
New York City NY GO	6.646%	12/1/31	100	123
New York City NY GO	6.246%	6/1/35	950	1,130
New York City NY GO	5.968%	3/1/36	1,840	2,341
New York City NY GO	5.985%	12/1/36	600	750
New York City NY GO	5.517%	10/1/37	3,225	3,871
New York City NY GO	6.271%	12/1/37	3,450	4,549
New York City NY GO	5.846%	6/1/40	750	966
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.750%	6/15/41	500	651
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.790%	6/15/41	4,000	4,635
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.952%	6/15/42	1,150	1,540
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	6.011%	6/15/42	350	472
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.440%	6/15/43	2,400	2,993
New York City NY Municipal Water Finance
Authority Water & Sewer System Revenue	5.882%	6/15/44	3,890	5,146
New York City NY Transitional Finance
Authority Building Aid Revenue	6.828%	7/15/40	2,500	3,405
New York City NY Transitional Finance
Authority Future Tax Revenue	5.767%	8/1/36	750	935
New York City NY Transitional Finance
Authority Future Tax Revenue	5.508%	8/1/37	3,300	4,046
New York City NY Transitional Finance
Authority Future Tax Revenue	5.572%	11/1/38	1,000	1,226
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	7.336%	11/15/39	3,950	5,807
New York Metropolitan Transportation
Authority Revenue (Dedicated Tax Fund)	6.089%	11/15/40	400	505
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.548%	11/15/31	300	382
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	5.871%	11/15/39	975	1,147
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.648%	11/15/39	2,340	2,986
New York Metropolitan Transportation
Authority Revenue (Transit Revenue)	6.668%	11/15/39	2,000	2,612
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.500%	3/15/30	3,745	4,567
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.289%	3/15/33	1,250	1,516
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.628%	3/15/39	900	1,092
New York State Dormitory Authority Revenue
(Personal Income Tax)	5.389%	3/15/40	750	914
New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.770%	3/15/39	2,375	2,910

New York State Urban Development Corp.
Revenue (Personal Income Tax)	5.838%	3/15/40	650	798
New York University Hospitals Center GO	4.428%	7/1/42	1,850	1,800
North Texas Tollway Authority System
Revenue	6.718%	1/1/49	3,525	4,789
Ohio State University General Receipts
Revenue	4.910%	6/1/40	1,575	1,812
Ohio State University General Receipts
Revenue	4.800%	6/1/11	9,256	9,865
Ohio Water Development Authority Water
Pollution Control Loan Fund Revenue	4.879%	12/1/34	1,000	1,150
Orange County CA Local Transportation
Authority Sales Tax Revenue	6.908%	2/15/41	650	910
Oregon Department of Transportation
Highway User Tax Revenue	5.834%	11/15/34	1,050	1,347
Oregon GO	5.762%	6/1/23	650	815
Oregon GO	5.892%	6/1/27	975	1,241
13 Oregon School Boards Association GO	4.759%	6/30/28	12,950	14,996
11 Oregon School Boards Association GO	5.528%	6/30/28	375	445
Pennsylvania GO	4.650%	2/15/26	2,015	2,361
Pennsylvania GO	5.350%	5/1/30	3,000	3,487
Pennsylvania Public School Building Authority
Lease Revenue (School District of
Philadelphia)	5.000%	9/15/27	1,000	1,183
Pennsylvania Turnpike Commission Revenue	5.511%	12/1/45	2,250	2,663
Pennsylvania Turnpike Commission Revenue	5.561%	12/1/49	550	657
Port Authority of New York & New Jersey
Revenue	6.040%	12/1/29	850	1,105
Port Authority of New York & New Jersey
Revenue	5.647%	11/1/40	4,700	5,796
Port Authority of New York & New Jersey
Revenue	4.926%	10/1/51	4,465	4,939
Port Authority of New York & New Jersey
Revenue	4.458%	10/1/62	10,250	10,240
Princeton University New Jersey GO	5.700%	3/1/39	1,500	1,959
Puerto Rico Government Development Bank
GO	3.670%	5/1/14	2,000	2,005
Puerto Rico Government Development Bank
GO	4.704%	5/1/16	1,750	1,770
Regional Transportation District of Colorado
Sales Tax Revenue	5.844%	11/1/50	1,400	1,876
Rutgers State University NJ Revenue	5.665%	5/1/40	725	897
Salt River Project Arizona Agricultural
Improvement & Power District Revenue	4.839%	1/1/41	750	865
San Antonio TX Electric & Gas Systems
Revenue	5.985%	2/1/39	1,500	1,959
San Antonio TX Electric & Gas Systems
Revenue	5.718%	2/1/41	1,175	1,495
San Antonio TX Electric & Gas Systems
Revenue	5.808%	2/1/41	2,075	2,698
San Antonio TX Electric & Gas Systems
Revenue	4.427%	2/1/42	3,060	3,329
San Diego County CA Regional
Transportation Authority Sales Tax
Revenue	5.911%	4/1/48	1,470	1,918
San Diego County CA Water Authority
Revenue	6.138%	5/1/49	1,340	1,745

San Francisco CA City & County Public
Utilities Commission Water Revenue	6.000%	11/1/40	1,600	1,978
San Francisco CA City & County Public
Utilities Commission Water Revenue	6.950%	11/1/50	3,000	4,176
Santa Clara Valley CA Transportation
Authority Sales Tax Revenue	5.876%	4/1/32	3,855	4,709
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	5,457
Texas GO	5.517%	4/1/39	1,590	2,029
Texas Transportation Commission Revenue	5.028%	4/1/26	750	916
Texas Transportation Commission Revenue	5.178%	4/1/30	3,300	4,039
Texas Transportation Commission Revenue	4.631%	4/1/33	2,300	2,644
Texas Transportation Commission Revenue	4.681%	4/1/40	1,375	1,576
Tufts University Massachusetts GO	5.017%	4/15/12	4,700	5,114
University of California Regents Medical
Center Revenue	6.548%	5/15/48	1,600	2,112
University of California Regents Medical
Center Revenue	6.583%	5/15/49	975	1,261
University of California Revenue	0.887%	7/1/13	600	601
University of California Revenue	1.796%	7/1/19	1,000	1,002
University of California Revenue	5.770%	5/15/43	5,790	6,990
University of California Revenue	5.946%	5/15/45	4,950	6,038
University of California Revenue	4.858%	5/15/12	8,125	8,399
University of Massachusetts Building Authority
Revenue	5.450%	11/1/40	600	729
University of Southern California Revenue	5.250%	10/1/11	1,800	2,154
University of Texas System Revenue
Financing System Revenue	5.262%	7/1/39	650	813
University of Texas System Revenue
Financing System Revenue	6.276%	8/15/41	525	614
University of Texas System Revenue
Financing System Revenue	5.134%	8/15/42	150	182
University of Texas System Revenue
Financing System Revenue	4.794%	8/15/46	1,665	1,915
University of Virginia Revenue	6.200%	9/1/39	1,000	1,409
Utah GO	4.554%	7/1/24	1,000	1,171
Utah GO	3.539%	7/1/25	2,300	2,513
Utah Transit Authority Sales Tax Revenue	5.937%	6/15/39	100	131
Virginia Commonwealth Transportation Board
Revenue	5.350%	5/15/35	730	883
Washington GO	5.090%	8/1/33	3,825	4,502
Washington GO	5.481%	8/1/39	270	338
Washington GO	5.140%	8/1/40	1,920	2,294
11 Wisconsin GO	5.700%	5/1/26	1,800	2,182
Total Taxable Municipal Bonds (Cost $542,461)				634,624
				Market
				Value
			Shares	($000)
Other (0.0%)
Virgin Media Escrow (Cost $—)			8,350,000	31

			Market
			Value
	Coupon	Shares	($000)
Temporary Cash Investment (8.0%)
Money Market Fund (8.0%)
14 Vanguard Market Liquidity Fund
(Cost $5,727,370)	0.147%	5,727,370,000	5,727,370
Total Investments (107.0%) (Cost $74,022,066)			76,795,085
Other Assets and Liabilities-Net (-7.0%)			(5,045,980)
Net Assets (100%)			71,749,105

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 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2013.
5 Adjustable-rate security.
6 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2013, the aggregate value of these securities was $219,030,000, 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 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 March 31, 2013, based on the inputs used to value them:

	Level 1	Level 2	Level 3
Investments	($000)	($000)	($000)
U.S. Government and Agency Obligations	—	49,899,727	—
Asset-Backed/Commercial Mortgage-Backed Securities	—	1,564,229	—
Corporate Bonds	—	15,660,342	—
Sovereign Bonds	—	3,308,762	—
Taxable Municipal Bonds	—	634,624	—
Other	—	—	31
Temporary Cash Investments	5,727,370	—	—
Total	5,727,370	71,067,684	31

E. At March 31, 2013, the cost of investment securities for tax purposes was $74,022,066,000. Net unrealized appreciation of investment securities for tax purposes was $2,773,019,000, consisting of unrealized gains of $2,858,904,000 on securities that had risen in value since their purchase and $85,885,000 in unrealized losses on securities that had fallen in value since their purchase.

Item 2: Controls and Procedures

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

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

Item 3: Exhibits

(a) Certifications

	VANGUARD BOND INDEX FUNDS
By:	/s/ F. WILLIAM MCNABB III*
	F. WILLIAM MCNABB III
	CHIEF EXECUTIVE OFFICER
Date: May 17, 2013

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

	VANGUARD BOND INDEX FUNDS
By:	/s/ F. WILLIAM MCNABB III*
	F. WILLIAM MCNABB III
	CHIEF EXECUTIVE OFFICER
Date: May 17, 2013

	VANGUARD BOND INDEX FUNDS
By:	/s/ THOMAS J. HIGGINS*
	THOMAS J. HIGGINS
	CHIEF FINANCIAL OFFICER
Date: May 17, 2013

* 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.