|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
|
|
|
|
|
U.S. Government and Agency Obligations (67.2%)
|
|
|
|
|
|
U.S. Government Securities (45.7%)
|
|
|
|
|
U.S. Treasury Bond
|
3.625%
|
5/15/2013
|
31,970
|
33,778
|
U.S. Treasury Bond
|
13.250%
|
5/15/2014
|
35,000
|
39,424
|
U.S. Treasury Note
|
3.750%
|
5/15/2008
|
1,875
|
1,881
|
U.S. Treasury Note
|
3.125%
|
9/15/2008
|
3,475
|
3,503
|
U.S. Treasury Note
|
4.625%
|
9/30/2008
|
22,355
|
22,708
|
U.S. Treasury Note
|
3.125%
|
10/15/2008
|
31,305
|
31,603
|
U.S. Treasury Note
|
3.375%
|
11/15/2008
|
9,635
|
9,749
|
U.S. Treasury Note
|
4.375%
|
11/15/2008
|
22,155
|
22,557
|
U.S. Treasury Note
|
3.375%
|
12/15/2008
|
10,925
|
11,073
|
U.S. Treasury Note
|
3.250%
|
1/15/2009
|
4,100
|
4,157
|
U.S. Treasury Note
|
4.500%
|
2/15/2009
|
168,710
|
172,901
|
U.S. Treasury Note
|
4.750%
|
2/28/2009
|
10,165
|
10,457
|
U.S. Treasury Note
|
2.625%
|
3/15/2009
|
35,385
|
35,755
|
U.S. Treasury Note
|
4.500%
|
3/31/2009
|
74,185
|
76,341
|
U.S. Treasury Note
|
3.125%
|
4/15/2009
|
46,515
|
47,285
|
U.S. Treasury Note
|
4.500%
|
4/30/2009
|
19,500
|
20,112
|
U.S. Treasury Note
|
3.875%
|
5/15/2009
|
63,128
|
64,746
|
U.S. Treasury Note
|
4.875%
|
5/15/2009
|
3,160
|
3,276
|
U.S. Treasury Note
|
4.875%
|
5/31/2009
|
50,000
|
51,891
|
U.S. Treasury Note
|
4.000%
|
6/15/2009
|
7,070
|
7,275
|
U.S. Treasury Note
|
4.875%
|
6/30/2009
|
107,650
|
111,989
|
U.S. Treasury Note
|
4.625%
|
7/31/2009
|
54,850
|
57,061
|
U.S. Treasury Note
|
3.500%
|
8/15/2009
|
6,230
|
6,396
|
U.S. Treasury Note
|
4.875%
|
8/15/2009
|
52,825
|
55,202
|
U.S. Treasury Note
|
6.000%
|
8/15/2009
|
9,140
|
9,696
|
U.S. Treasury Note
|
3.375%
|
9/15/2009
|
13,500
|
13,852
|
U.S. Treasury Note
|
4.000%
|
9/30/2009
|
38,025
|
39,409
|
U.S. Treasury Note
|
3.625%
|
10/31/2009
|
60,525
|
62,435
|
U.S. Treasury Note
|
3.500%
|
11/15/2009
|
7,690
|
7,927
|
U.S. Treasury Note
|
3.125%
|
11/30/2009
|
300,000
|
307,407
|
U.S. Treasury Note
|
3.500%
|
12/15/2009
|
56,035
|
57,856
|
U.S. Treasury Note
|
3.250%
|
12/31/2009
|
68,500
|
70,427
|
U.S. Treasury Note
|
3.500%
|
2/15/2010
|
19,970
|
20,678
|
U.S. Treasury Note
|
6.500%
|
2/15/2010
|
103,340
|
112,592
|
U.S. Treasury Note
|
4.000%
|
3/15/2010
|
160,480
|
167,952
|
U.S. Treasury Note
|
4.000%
|
4/15/2010
|
82,815
|
86,827
|
U.S. Treasury Note
|
3.875%
|
5/15/2010
|
285
|
299
|
U.S. Treasury Note
|
4.500%
|
5/15/2010
|
1,075
|
1,142
|
U.S. Treasury Note
|
3.625%
|
6/15/2010
|
755
|
789
|
U.S. Treasury Note
|
4.125%
|
8/15/2010
|
57,035
|
60,386
|
U.S. Treasury Note
|
5.750%
|
8/15/2010
|
4,675
|
5,125
|
U.S. Treasury Note
|
3.875%
|
9/15/2010
|
7,550
|
7,962
|
U.S. Treasury Note
|
4.250%
|
10/15/2010
|
3,540
|
3,773
|
U.S. Treasury Note
|
4.500%
|
11/15/2010
|
300
|
322
|
U.S. Treasury Note
|
4.375%
|
12/15/2010
|
3,415
|
3,659
|
U.S. Treasury Note
|
4.500%
|
2/28/2011
|
74,900
|
80,775
|
U.S. Treasury Note
|
4.750%
|
3/31/2011
|
18,030
|
19,591
|
U.S. Treasury Note
|
4.875%
|
4/30/2011
|
96,555
|
105,306
|
U.S. Treasury Note
|
5.125%
|
6/30/2011
|
51,050
|
56,243
|
U.S. Treasury Note
|
4.875%
|
7/31/2011
|
34,250
|
37,504
|
U.S. Treasury Note
|
4.625%
|
8/31/2011
|
33,975
|
36,932
|
U.S. Treasury Note
|
4.500%
|
9/30/2011
|
6,730
|
7,301
|
U.S. Treasury Note
|
4.625%
|
10/31/2011
|
630
|
687
|
U.S. Treasury Note
|
4.500%
|
11/30/2011
|
129,560
|
140,755
|
U.S. Treasury Note
|
4.625%
|
12/31/2011
|
125
|
137
|
U.S. Treasury Note
|
4.750%
|
1/31/2012
|
56,565
|
62,027
|
U.S. Treasury Note
|
4.625%
|
2/29/2012
|
91,935
|
100,367
|
U.S. Treasury Note
|
4.500%
|
3/31/2012
|
60,960
|
66,265
|
U.S. Treasury Note
|
4.500%
|
4/30/2012
|
104,920
|
114,084
|
U.S. Treasury Note
|
4.750%
|
5/31/2012
|
127,475
|
139,904
|
U.S. Treasury Note
|
4.875%
|
6/30/2012
|
36,700
|
40,473
|
U.S. Treasury Note
|
4.625%
|
7/31/2012
|
163,050
|
178,386
|
U.S. Treasury Note
|
4.375%
|
8/15/2012
|
25
|
27
|
U.S. Treasury Note
|
4.125%
|
8/31/2012
|
89,785
|
96,364
|
U.S. Treasury Note
|
3.375%
|
11/30/2012
|
2,400
|
2,502
|
U.S. Treasury Note
|
3.875%
|
2/15/2013
|
103,795
|
110,833
|
U.S. Treasury Note
|
2.750%
|
2/28/2013
|
81,825
|
83,002
|
U.S. Treasury Note
|
4.250%
|
8/15/2013
|
625
|
681
|
U.S. Treasury Note
|
4.250%
|
11/15/2013
|
525
|
573
|
U.S. Treasury Note
|
4.750%
|
5/15/2014
|
400
|
449
|
|
|
|
|
|
|
|
|
|
3,422,803
|
|
|
|
|
|
Agency Bonds and Notes (21.5%)
|
1 Federal Farm Credit Bank
|
4.125%
|
4/15/2009
|
16,625
|
16,963
|
1 Federal Farm Credit Bank
|
5.250%
|
8/3/2009
|
14,775
|
15,361
|
1 Federal Farm Credit Bank
|
5.000%
|
10/23/2009
|
3,000
|
3,125
|
1 Federal Farm Credit Bank
|
5.250%
|
9/13/2010
|
2,325
|
2,478
|
1 Federal Farm Credit Bank
|
3.750%
|
12/6/2010
|
4,200
|
4,331
|
1 Federal Farm Credit Bank
|
4.875%
|
2/18/2011
|
7,000
|
7,425
|
1 Federal Farm Credit Bank
|
5.375%
|
7/18/2011
|
2,100
|
2,264
|
1 Federal Farm Credit Bank
|
4.500%
|
10/17/2012
|
4,200
|
4,429
|
1 Federal Home Loan Bank
|
3.000%
|
4/15/2009
|
26,475
|
26,696
|
1 Federal Home Loan Bank
|
4.750%
|
4/24/2009
|
45,000
|
46,208
|
1 Federal Home Loan Bank
|
5.375%
|
7/17/2009
|
61,600
|
64,095
|
1 Federal Home Loan Bank
|
5.250%
|
8/5/2009
|
12,775
|
13,279
|
1 Federal Home Loan Bank
|
5.250%
|
9/11/2009
|
12,400
|
12,925
|
1 Federal Home Loan Bank
|
5.000%
|
9/18/2009
|
41,000
|
42,673
|
1 Federal Home Loan Bank
|
5.000%
|
12/11/2009
|
11,225
|
11,731
|
1 Federal Home Loan Bank
|
3.750%
|
1/8/2010
|
625
|
642
|
1 Federal Home Loan Bank
|
3.875%
|
1/15/2010
|
35,175
|
36,194
|
1 Federal Home Loan Bank
|
2.750%
|
3/12/2010
|
6,575
|
6,628
|
1 Federal Home Loan Bank
|
4.375%
|
3/17/2010
|
22,025
|
22,925
|
1 Federal Home Loan Bank
|
4.875%
|
5/14/2010
|
5,350
|
5,634
|
1 Federal Home Loan Bank
|
5.250%
|
6/11/2010
|
5,450
|
5,777
|
1 Federal Home Loan Bank
|
4.500%
|
6/22/2010
|
10,000
|
10,447
|
1 Federal Home Loan Bank
|
4.750%
|
12/10/2010
|
2,325
|
2,458
|
1 Federal Home Loan Bank
|
3.625%
|
12/17/2010
|
4,700
|
4,844
|
1 Federal Home Loan Bank
|
2.625%
|
3/11/2011
|
5,000
|
4,986
|
1 Federal Home Loan Bank
|
5.375%
|
8/19/2011
|
8,250
|
8,939
|
1 Federal Home Loan Bank
|
4.875%
|
11/18/2011
|
90,450
|
96,679
|
1 Federal Home Loan Bank
|
4.625%
|
10/10/2012
|
10,000
|
10,620
|
1 Federal Home Loan Bank
|
4.500%
|
11/15/2012
|
30,000
|
31,751
|
1 Federal Home Loan Mortgage Corp.
|
5.250%
|
5/21/2009
|
51,900
|
53,668
|
1 Federal Home Loan Mortgage Corp.
|
5.000%
|
6/11/2009
|
60,000
|
61,988
|
1 Federal Home Loan Mortgage Corp.
|
6.625%
|
9/15/2009
|
41,250
|
43,879
|
1 Federal Home Loan Mortgage Corp.
|
2.875%
|
4/30/2010
|
31,000
|
31,357
|
1 Federal Home Loan Mortgage Corp.
|
4.125%
|
7/12/2010
|
45,600
|
47,352
|
1 Federal Home Loan Mortgage Corp.
|
5.125%
|
8/23/2010
|
20,400
|
21,689
|
1 Federal Home Loan Mortgage Corp.
|
6.875%
|
9/15/2010
|
50,000
|
55,213
|
1 Federal Home Loan Mortgage Corp.
|
4.750%
|
1/18/2011
|
12,000
|
12,701
|
1 Federal Home Loan Mortgage Corp.
|
3.250%
|
2/25/2011
|
8,500
|
8,648
|
1 Federal Home Loan Mortgage Corp.
|
5.625%
|
3/15/2011
|
20,000
|
21,673
|
1 Federal Home Loan Mortgage Corp.
|
5.125%
|
4/18/2011
|
26,000
|
27,791
|
1 Federal Home Loan Mortgage Corp.
|
6.000%
|
6/15/2011
|
12,500
|
13,713
|
1 Federal Home Loan Mortgage Corp.
|
5.250%
|
7/18/2011
|
22,500
|
24,193
|
1 Federal Home Loan Mortgage Corp.
|
4.750%
|
3/5/2012
|
25,000
|
26,597
|
1 Federal Home Loan Mortgage Corp.
|
5.500%
|
8/20/2012
|
20,000
|
21,934
|
1 Federal Home Loan Mortgage Corp.
|
4.625%
|
10/25/2012
|
30,100
|
31,956
|
1 Federal Home Loan Mortgage Corp.
|
4.125%
|
12/21/2012
|
22,850
|
23,745
|
1 Federal National Mortgage Assn.
|
4.875%
|
4/15/2009
|
3,000
|
3,081
|
1 Federal National Mortgage Assn.
|
4.250%
|
5/15/2009
|
25,000
|
25,592
|
1 Federal National Mortgage Assn.
|
6.375%
|
6/15/2009
|
28,500
|
29,938
|
1 Federal National Mortgage Assn.
|
5.125%
|
7/13/2009
|
12,000
|
12,444
|
1 Federal National Mortgage Assn.
|
6.625%
|
9/15/2009
|
56,000
|
59,569
|
1 Federal National Mortgage Assn.
|
7.250%
|
1/15/2010
|
60,250
|
65,486
|
1 Federal National Mortgage Assn.
|
3.250%
|
2/10/2010
|
9,275
|
9,439
|
1 Federal National Mortgage Assn.
|
3.875%
|
2/15/2010
|
31,975
|
32,938
|
1 Federal National Mortgage Assn.
|
4.750%
|
3/12/2010
|
35,575
|
37,244
|
1 Federal National Mortgage Assn.
|
2.500%
|
4/9/2010
|
50,000
|
50,204
|
1 Federal National Mortgage Assn.
|
4.375%
|
9/13/2010
|
25,000
|
26,166
|
1 Federal National Mortgage Assn.
|
6.625%
|
11/15/2010
|
33,850
|
37,397
|
1 Federal National Mortgage Assn.
|
4.750%
|
12/15/2010
|
10,750
|
11,387
|
1 Federal National Mortgage Assn.
|
4.500%
|
2/15/2011
|
14,300
|
15,042
|
1 Federal National Mortgage Assn.
|
5.500%
|
3/15/2011
|
5,000
|
5,402
|
1 Federal National Mortgage Assn.
|
5.125%
|
4/15/2011
|
25,250
|
26,932
|
1 Federal National Mortgage Assn.
|
6.000%
|
5/15/2011
|
51,800
|
56,701
|
1 Federal National Mortgage Assn.
|
6.125%
|
3/15/2012
|
25,100
|
27,992
|
1 Federal National Mortgage Assn.
|
4.875%
|
5/18/2012
|
7,400
|
7,916
|
1 Federal National Mortgage Assn.
|
4.750%
|
11/19/2012
|
15,000
|
15,991
|
1 Federal National Mortgage Assn.
|
3.625%
|
2/12/2013
|
4,750
|
4,829
|
|
|
|
|
|
|
|
|
|
1,612,294
|
|
|
|
|
|
|
Total U.S. Government and Agency Obligations
|
(Cost $4,871,932)
|
|
|
|
5,035,097
|
|
Corporate Bonds (26.8%)
|
|
Asset-Backed/Commercial Mortgage-Backed Securities (0.4%)
|
|
2 BA Covered Bond Issuer
|
5.500%
|
6/14/2012
|
5,400
|
5,755
|
3 Countrywide Home Loans
|
4.077%
|
5/25/2033
|
470
|
424
|
3 DaimlerChrysler Auto Trust
|
5.330%
|
8/8/2010
|
3,430
|
3,458
|
3 Honda Auto Receivables Owner Trust
|
5.300%
|
7/21/2010
|
6,243
|
6,307
|
3 Salomon Brothers Mortgage Securities VII
|
4.115%
|
9/25/2033
|
3,624
|
3,595
|
3 USAA Auto Owner Trust
|
5.360%
|
2/15/2011
|
6,185
|
6,244
|
3 Wachovia Auto Owner Trust
|
4.790%
|
4/20/2010
|
1,484
|
1,487
|
|
|
|
|
|
|
|
|
|
27,270
|
|
|
|
|
|
Finance (12.8%)
|
|
|
|
|
Banking (5.2%)
|
|
|
|
|
Bank of America Capital Trust XIV
|
5.630%
|
12/31/2049
|
2,150
|
1,670
|
Bank of America Corp.
|
4.500%
|
8/1/2010
|
7,600
|
7,762
|
Bank of America Corp.
|
4.250%
|
10/1/2010
|
5,350
|
5,434
|
Bank of America Corp.
|
4.375%
|
12/1/2010
|
7,450
|
7,585
|
Bank of America Corp.
|
5.375%
|
8/15/2011
|
7,350
|
7,633
|
Bank of America Corp.
|
6.250%
|
4/15/2012
|
1,500
|
1,603
|
Bank of America Corp.
|
4.875%
|
9/15/2012
|
3,000
|
3,073
|
Bank of America Corp.
|
4.875%
|
1/15/2013
|
2,000
|
2,048
|
Bank of New York Mellon
|
4.950%
|
1/14/2011
|
2,825
|
2,870
|
Bank of New York Mellon
|
6.375%
|
4/1/2012
|
1,000
|
1,080
|
Bank of New York Mellon
|
4.950%
|
11/1/2012
|
5,075
|
5,209
|
Bank of Tokyo-Mitsubishi
|
8.400%
|
4/15/2010
|
5,250
|
5,731
|
Bank One Corp.
|
5.900%
|
11/15/2011
|
1,500
|
1,594
|
Barclays Bank PLC
|
5.450%
|
9/12/2012
|
5,375
|
5,596
|
BB&T Corp.
|
6.500%
|
8/1/2011
|
2,750
|
2,897
|
BB&T Corp.
|
4.750%
|
10/1/2012
|
1,500
|
1,507
|
Charter One Bank N.A.
|
5.500%
|
4/26/2011
|
1,850
|
1,934
|
Citigroup, Inc.
|
4.250%
|
7/29/2009
|
6,245
|
6,216
|
Citigroup, Inc.
|
4.125%
|
2/22/2010
|
7,550
|
7,555
|
Citigroup, Inc.
|
4.625%
|
8/3/2010
|
10,525
|
10,571
|
Citigroup, Inc.
|
6.500%
|
1/18/2011
|
9,000
|
9,291
|
Citigroup, Inc.
|
5.100%
|
9/29/2011
|
5,405
|
5,416
|
Citigroup, Inc.
|
5.250%
|
2/27/2012
|
5,800
|
5,859
|
Citigroup, Inc.
|
5.625%
|
8/27/2012
|
3,500
|
3,471
|
Citigroup, Inc.
|
5.300%
|
10/17/2012
|
6,675
|
6,708
|
Credit Suisse First Boston USA, Inc.
|
4.700%
|
6/1/2009
|
3,000
|
3,042
|
Credit Suisse First Boston USA, Inc.
|
4.125%
|
1/15/2010
|
2,025
|
2,039
|
Credit Suisse First Boston USA, Inc.
|
4.875%
|
8/15/2010
|
925
|
953
|
Credit Suisse First Boston USA, Inc.
|
5.250%
|
3/2/2011
|
4,150
|
4,300
|
Credit Suisse First Boston USA, Inc.
|
6.125%
|
11/15/2011
|
4,500
|
4,702
|
Credit Suisse First Boston USA, Inc.
|
6.500%
|
1/15/2012
|
13,475
|
14,278
|
Deutsche Bank AG London
|
5.375%
|
10/12/2012
|
10,525
|
11,000
|
Deutsche Bank Financial, Inc.
|
7.500%
|
4/25/2009
|
1,500
|
1,555
|
Fifth Third Bank
|
4.200%
|
2/23/2010
|
1,000
|
1,011
|
FirstStar Bank
|
7.125%
|
12/1/2009
|
2,000
|
2,137
|
Golden West Financial Corp.
|
4.750%
|
10/1/2012
|
2,500
|
2,471
|
HSBC Bank USA
|
3.875%
|
9/15/2009
|
7,875
|
7,875
|
2 ICICI Bank Ltd.
|
6.625%
|
10/3/2012
|
4,775
|
4,767
|
JPMorgan Chase & Co.
|
6.750%
|
2/1/2011
|
8,850
|
9,402
|
JPMorgan Chase & Co.
|
5.600%
|
6/1/2011
|
12,300
|
12,901
|
JPMorgan Chase & Co.
|
6.625%
|
3/15/2012
|
3,725
|
3,975
|
JPMorgan Chase & Co.
|
5.375%
|
10/1/2012
|
10,525
|
10,953
|
JPMorgan Chase & Co.
|
5.750%
|
1/2/2013
|
1,900
|
1,980
|
Key Bank NA
|
7.000%
|
2/1/2011
|
975
|
1,028
|
Key Bank NA
|
5.500%
|
9/17/2012
|
225
|
230
|
KeyCorp
|
4.700%
|
5/21/2009
|
2,000
|
2,022
|
Marshall & Ilsley Bank
|
5.250%
|
9/4/2012
|
1,850
|
1,767
|
Marshall & Ilsley Corp.
|
4.375%
|
8/1/2009
|
4,350
|
4,342
|
MBNA America Bank NA
|
4.625%
|
8/3/2009
|
2,250
|
2,295
|
MBNA America Bank NA
|
6.625%
|
6/15/2012
|
1,000
|
1,097
|
MBNA Corp.
|
7.500%
|
3/15/2012
|
2,400
|
2,650
|
Mellon Financial Co.
|
6.375%
|
2/15/2010
|
1,000
|
1,051
|
Mellon Funding Corp.
|
3.250%
|
4/1/2009
|
3,000
|
3,002
|
National Australia Bank
|
8.600%
|
5/19/2010
|
2,000
|
2,159
|
National City Bank
|
4.150%
|
8/1/2009
|
2,550
|
2,491
|
National City Bank
|
4.500%
|
3/15/2010
|
600
|
569
|
National City Bank
|
6.250%
|
3/15/2011
|
1,500
|
1,479
|
National Westminster Bank PLC
|
7.375%
|
10/1/2009
|
4,000
|
4,225
|
2 Nationwide Building Society
|
5.500%
|
7/18/2012
|
2,700
|
2,882
|
PNC Funding Corp.
|
7.500%
|
11/1/2009
|
1,875
|
1,980
|
PNC Funding Corp.
|
5.125%
|
12/14/2010
|
2,950
|
3,035
|
Regions Financial Corp.
|
4.375%
|
12/1/2010
|
500
|
509
|
Regions Financial Corp.
|
7.000%
|
3/1/2011
|
1,500
|
1,575
|
Regions Financial Corp.
|
6.375%
|
5/15/2012
|
5,050
|
5,129
|
Republic New York Corp.
|
7.750%
|
5/15/2009
|
2,400
|
2,461
|
Royal Bank of Canada
|
3.875%
|
5/4/2009
|
250
|
253
|
Royal Bank of Canada
|
4.125%
|
1/26/2010
|
5,400
|
5,514
|
Royal Bank of Scotland Group PLC
|
6.375%
|
2/1/2011
|
1,500
|
1,566
|
Santander Central Hispano Issuances
|
7.625%
|
11/3/2009
|
5,000
|
5,231
|
Santander Central Hispano Issuances
|
7.625%
|
9/14/2010
|
1,650
|
1,827
|
Sanwa Bank Ltd.
|
8.350%
|
7/15/2009
|
3,000
|
3,181
|
Sanwa Bank Ltd.
|
7.400%
|
6/15/2011
|
3,825
|
4,162
|
Sovereign Bancorp, Inc.
|
4.800%
|
9/1/2010
|
2,600
|
2,549
|
Sumitomo Bank International Finance NV
|
8.500%
|
6/15/2009
|
6,025
|
6,382
|
SunTrust Banks, Inc.
|
6.375%
|
4/1/2011
|
4,500
|
4,718
|
SunTrust Banks, Inc.
|
5.250%
|
11/5/2012
|
1,575
|
1,563
|
3 SunTrust Banks, Inc.
|
5.853%
|
12/31/2049
|
2,125
|
1,642
|
23 Unicredit Luxembourg Finance
|
5.584%
|
1/13/2017
|
500
|
509
|
US Bank NA
|
6.375%
|
8/1/2011
|
7,200
|
7,675
|
3 USB Capital IX
|
6.189%
|
4/15/2049
|
2,050
|
1,540
|
3 Wachovia Capital Trust III
|
5.800%
|
12/31/2049
|
5,950
|
4,262
|
Wachovia Corp.
|
4.375%
|
6/1/2010
|
3,275
|
3,279
|
Wachovia Corp.
|
7.800%
|
8/18/2010
|
2,000
|
2,143
|
Wachovia Corp.
|
5.300%
|
10/15/2011
|
8,975
|
9,181
|
Washington Mutual Bank
|
6.875%
|
6/15/2011
|
1,975
|
1,703
|
Washington Mutual Bank
|
5.500%
|
1/15/2013
|
1,500
|
1,249
|
Washington Mutual, Inc.
|
4.200%
|
1/15/2010
|
400
|
344
|
Washington Mutual, Inc.
|
8.250%
|
4/1/2010
|
1,500
|
1,280
|
Washington Mutual, Inc.
|
5.500%
|
8/24/2011
|
5,000
|
4,321
|
Wells Fargo & Co.
|
3.125%
|
4/1/2009
|
3,495
|
3,504
|
Wells Fargo & Co.
|
4.200%
|
1/15/2010
|
19,050
|
19,359
|
Wells Fargo & Co.
|
4.875%
|
1/12/2011
|
4,325
|
4,452
|
Wells Fargo & Co.
|
6.375%
|
8/1/2011
|
1,500
|
1,588
|
Wells Fargo & Co.
|
5.300%
|
8/26/2011
|
5,125
|
5,333
|
Wells Fargo & Co.
|
5.250%
|
10/23/2012
|
10,075
|
10,464
|
Wells Fargo & Co.
|
4.375%
|
1/31/2013
|
5,500
|
5,516
|
World Savings Bank, FSB
|
4.125%
|
12/15/2009
|
1,150
|
1,148
|
Brokerage (2.6%)
|
|
|
|
|
Ameriprise Financial Inc.
|
5.350%
|
11/15/2010
|
2,150
|
2,210
|
Amvescap PLC
|
5.375%
|
2/27/2013
|
975
|
983
|
Bear Stearns Co., Inc.
|
7.625%
|
12/7/2009
|
1,000
|
1,000
|
Bear Stearns Co., Inc.
|
4.550%
|
6/23/2010
|
4,800
|
4,520
|
Bear Stearns Co., Inc.
|
4.500%
|
10/28/2010
|
6,900
|
6,581
|
Bear Stearns Co., Inc.
|
5.500%
|
8/15/2011
|
1,425
|
1,323
|
Bear Stearns Co., Inc.
|
5.350%
|
2/1/2012
|
7,325
|
7,233
|
Bear Stearns Co., Inc.
|
6.950%
|
8/10/2012
|
1,500
|
1,512
|
3 Goldman Sachs Capital II
|
5.793%
|
6/1/2049
|
6,250
|
4,307
|
Goldman Sachs Group, Inc.
|
6.650%
|
5/15/2009
|
5,300
|
5,447
|
Goldman Sachs Group, Inc.
|
7.350%
|
10/1/2009
|
1,500
|
1,582
|
Goldman Sachs Group, Inc.
|
4.500%
|
6/15/2010
|
5,915
|
5,972
|
Goldman Sachs Group, Inc.
|
5.000%
|
1/15/2011
|
800
|
803
|
Goldman Sachs Group, Inc.
|
6.875%
|
1/15/2011
|
4,525
|
4,749
|
Goldman Sachs Group, Inc.
|
6.600%
|
1/15/2012
|
13,125
|
13,864
|
Goldman Sachs Group, Inc.
|
5.300%
|
2/14/2012
|
5,500
|
5,606
|
Goldman Sachs Group, Inc.
|
5.450%
|
11/1/2012
|
3,900
|
3,998
|
Goldman Sachs Group, Inc.
|
5.250%
|
10/15/2013
|
2,425
|
2,444
|
Janus Capital Group
|
5.875%
|
9/15/2011
|
850
|
880
|
3 Lehman Brothers Capital Trust VII
|
5.857%
|
11/29/2049
|
4,000
|
2,500
|
Lehman Brothers Holdings, Inc.
|
3.950%
|
11/10/2009
|
5,700
|
5,433
|
Lehman Brothers Holdings, Inc.
|
4.250%
|
1/27/2010
|
725
|
700
|
Lehman Brothers Holdings, Inc.
|
4.500%
|
7/26/2010
|
2,850
|
2,727
|
Lehman Brothers Holdings, Inc.
|
7.875%
|
8/15/2010
|
2,000
|
2,033
|
Lehman Brothers Holdings, Inc.
|
5.000%
|
1/14/2011
|
3,150
|
3,028
|
Lehman Brothers Holdings, Inc.
|
5.750%
|
7/18/2011
|
2,800
|
2,747
|
Lehman Brothers Holdings, Inc.
|
6.625%
|
1/18/2012
|
6,975
|
7,050
|
Lehman Brothers Holdings, Inc.
|
5.250%
|
2/6/2012
|
3,250
|
3,141
|
Lehman Brothers Holdings, Inc.
|
6.000%
|
7/19/2012
|
2,225
|
2,189
|
Lehman Brothers Holdings, Inc.
|
5.625%
|
1/24/2013
|
8,700
|
8,418
|
Merrill Lynch & Co., Inc.
|
4.125%
|
9/10/2009
|
2,425
|
2,361
|
Merrill Lynch & Co., Inc.
|
4.250%
|
2/8/2010
|
4,600
|
4,486
|
Merrill Lynch & Co., Inc.
|
4.790%
|
8/4/2010
|
780
|
776
|
Merrill Lynch & Co., Inc.
|
4.500%
|
11/4/2010
|
5,500
|
5,427
|
Merrill Lynch & Co., Inc.
|
5.770%
|
7/25/2011
|
3,050
|
3,103
|
Merrill Lynch & Co., Inc.
|
6.050%
|
8/15/2012
|
8,500
|
8,513
|
Merrill Lynch & Co., Inc.
|
5.450%
|
2/5/2013
|
2,700
|
2,647
|
Morgan Stanley Dean Witter
|
4.000%
|
1/15/2010
|
2,250
|
2,222
|
Morgan Stanley Dean Witter
|
4.250%
|
5/15/2010
|
12,575
|
12,521
|
Morgan Stanley Dean Witter
|
6.750%
|
4/15/2011
|
5,450
|
5,652
|
Morgan Stanley Dean Witter
|
5.625%
|
1/9/2012
|
4,950
|
5,008
|
Morgan Stanley Dean Witter
|
6.600%
|
4/1/2012
|
6,415
|
6,645
|
Morgan Stanley Dean Witter
|
5.750%
|
8/31/2012
|
5,800
|
5,870
|
Morgan Stanley Dean Witter
|
5.250%
|
11/2/2012
|
4,325
|
4,292
|
Morgan Stanley Dean Witter
|
5.300%
|
3/1/2013
|
7,800
|
7,711
|
Finance Companies (3.5%)
|
|
|
|
|
Allied Capital Corp.
|
6.000%
|
4/1/2012
|
1,150
|
1,152
|
American Express Bank, FSB
|
5.550%
|
10/17/2012
|
4,100
|
4,246
|
American Express Centurion Bank
|
4.375%
|
7/30/2009
|
1,625
|
1,643
|
American Express Centurion Bank
|
5.200%
|
11/26/2010
|
2,150
|
2,229
|
American Express Centurion Bank
|
5.550%
|
10/17/2012
|
550
|
565
|
American Express Co.
|
4.750%
|
6/17/2009
|
1,525
|
1,541
|
2 American Express Travel
|
5.250%
|
11/21/2011
|
2,325
|
2,364
|
American General Finance Corp.
|
3.875%
|
10/1/2009
|
6,450
|
6,348
|
American General Finance Corp.
|
4.625%
|
9/1/2010
|
1,000
|
994
|
American General Finance Corp.
|
5.625%
|
8/17/2011
|
2,100
|
2,064
|
American General Finance Corp.
|
4.875%
|
7/15/2012
|
1,125
|
1,084
|
American General Finance Corp.
|
5.375%
|
10/1/2012
|
3,000
|
2,946
|
American General Finance Corp.
|
5.850%
|
6/1/2013
|
2,325
|
2,261
|
Block Financial LLC
|
7.875%
|
1/15/2013
|
800
|
860
|
Capital One Bank
|
5.000%
|
6/15/2009
|
925
|
919
|
Capital One Bank
|
5.750%
|
9/15/2010
|
1,975
|
1,960
|
Capital One Financial
|
5.700%
|
9/15/2011
|
4,750
|
4,493
|
Capital One Financial
|
4.800%
|
2/21/2012
|
50
|
47
|
2 Capmark Financial Group
|
5.875%
|
5/10/2012
|
1,800
|
1,242
|
CIT Group Co. of Canada
|
4.650%
|
7/1/2010
|
2,350
|
1,915
|
CIT Group Co. of Canada
|
5.600%
|
11/2/2011
|
375
|
290
|
CIT Group, Inc.
|
4.250%
|
2/1/2010
|
4,325
|
3,546
|
CIT Group, Inc.
|
5.200%
|
11/3/2010
|
4,025
|
3,180
|
CIT Group, Inc.
|
4.750%
|
12/15/2010
|
4,475
|
3,580
|
CIT Group, Inc.
|
5.600%
|
4/27/2011
|
2,825
|
2,232
|
CIT Group, Inc.
|
5.800%
|
7/28/2011
|
750
|
600
|
CIT Group, Inc.
|
7.625%
|
11/30/2012
|
3,025
|
2,526
|
Countrywide Financial Corp.
|
5.800%
|
6/7/2012
|
3,850
|
3,542
|
Countrywide Home Loan
|
6.250%
|
4/15/2009
|
3,500
|
3,290
|
Countrywide Home Loan
|
4.125%
|
9/15/2009
|
6,425
|
5,815
|
Countrywide Home Loan
|
4.000%
|
3/22/2011
|
1,600
|
1,424
|
4 General Electric Capital Corp.
|
3.125%
|
4/1/2009
|
1,800
|
1,807
|
General Electric Capital Corp.
|
3.250%
|
6/15/2009
|
3,350
|
3,368
|
General Electric Capital Corp.
|
5.250%
|
10/27/2009
|
2,625
|
2,719
|
General Electric Capital Corp.
|
7.375%
|
1/19/2010
|
4,675
|
5,027
|
General Electric Capital Corp.
|
4.250%
|
9/13/2010
|
6,850
|
7,015
|
General Electric Capital Corp.
|
4.875%
|
10/21/2010
|
6,900
|
7,178
|
General Electric Capital Corp.
|
6.125%
|
2/22/2011
|
19,200
|
20,377
|
General Electric Capital Corp.
|
5.500%
|
4/28/2011
|
1,550
|
1,624
|
General Electric Capital Corp.
|
4.375%
|
11/21/2011
|
2,325
|
2,363
|
General Electric Capital Corp.
|
5.875%
|
2/15/2012
|
16,550
|
17,591
|
General Electric Capital Corp.
|
6.000%
|
6/15/2012
|
9,600
|
10,225
|
General Electric Capital Corp.
|
5.250%
|
10/19/2012
|
12,575
|
13,086
|
General Electric Capital Corp.
|
5.450%
|
1/15/2013
|
5,500
|
5,786
|
Heller Financial, Inc.
|
7.375%
|
11/1/2009
|
3,200
|
3,417
|
HSBC Finance Corp.
|
4.750%
|
5/15/2009
|
6,400
|
6,393
|
HSBC Finance Corp.
|
4.125%
|
11/16/2009
|
9,075
|
8,976
|
HSBC Finance Corp.
|
4.625%
|
9/15/2010
|
4,675
|
4,752
|
HSBC Finance Corp.
|
5.250%
|
1/14/2011
|
7,250
|
7,317
|
HSBC Finance Corp.
|
5.700%
|
6/1/2011
|
7,175
|
7,226
|
HSBC Finance Corp.
|
6.375%
|
10/15/2011
|
3,000
|
3,091
|
HSBC Finance Corp.
|
7.000%
|
5/15/2012
|
4,400
|
4,667
|
HSBC Finance Corp.
|
5.900%
|
6/19/2012
|
1,400
|
1,429
|
HSBC Finance Corp.
|
6.375%
|
11/27/2012
|
3,650
|
3,692
|
International Lease Finance Corp.
|
3.500%
|
4/1/2009
|
2,025
|
1,999
|
International Lease Finance Corp.
|
4.875%
|
9/1/2010
|
1,200
|
1,188
|
International Lease Finance Corp.
|
5.125%
|
11/1/2010
|
2,100
|
2,090
|
International Lease Finance Corp.
|
4.950%
|
2/1/2011
|
2,300
|
2,292
|
International Lease Finance Corp.
|
5.450%
|
3/24/2011
|
975
|
983
|
International Lease Finance Corp.
|
5.750%
|
6/15/2011
|
7,475
|
7,520
|
International Lease Finance Corp.
|
5.300%
|
5/1/2012
|
5,375
|
5,262
|
International Lease Finance Corp.
|
5.000%
|
9/15/2012
|
2,900
|
2,800
|
International Lease Finance Corp.
|
6.375%
|
3/25/2013
|
4,075
|
4,116
|
iStar Financial Inc.
|
6.000%
|
12/15/2010
|
1,500
|
1,160
|
iStar Financial Inc.
|
5.800%
|
3/15/2011
|
2,100
|
1,638
|
iStar Financial Inc.
|
5.650%
|
9/15/2011
|
2,175
|
1,655
|
SLM Corp.
|
4.500%
|
7/26/2010
|
3,550
|
2,897
|
SLM Corp.
|
5.400%
|
10/25/2011
|
3,700
|
2,895
|
SLM Corp.
|
5.125%
|
8/27/2012
|
2,500
|
1,932
|
SLM Corp.
|
5.375%
|
1/15/2013
|
1,500
|
1,170
|
Insurance (1.1%)
|
|
|
|
|
Aetna, Inc.
|
7.875%
|
3/1/2011
|
1,675
|
1,816
|
Aetna, Inc.
|
5.750%
|
6/15/2011
|
1,575
|
1,648
|
Allstate Corp.
|
7.200%
|
12/1/2009
|
2,500
|
2,645
|
Allstate Corp.
|
6.125%
|
2/15/2012
|
1,450
|
1,549
|
Allstate Life Global Funding
|
4.500%
|
5/29/2009
|
100
|
101
|
American International Group, Inc.
|
4.700%
|
10/1/2010
|
2,100
|
2,092
|
American International Group, Inc.
|
5.375%
|
10/18/2011
|
800
|
811
|
American International Group, Inc.
|
4.950%
|
3/20/2012
|
2,825
|
2,821
|
AXA Financial, Inc.
|
7.750%
|
8/1/2010
|
2,276
|
2,484
|
Berkshire Hathaway Finance Corp.
|
4.125%
|
1/15/2010
|
9,700
|
9,907
|
Berkshire Hathaway Finance Corp.
|
4.200%
|
12/15/2010
|
1,000
|
1,033
|
Berkshire Hathaway Finance Corp.
|
4.750%
|
5/15/2012
|
1,100
|
1,142
|
Berkshire Hathaway Finance Corp.
|
5.125%
|
9/15/2012
|
1,050
|
1,106
|
CNA Financial Corp.
|
6.000%
|
8/15/2011
|
2,150
|
2,141
|
Genworth Financial, Inc.
|
4.750%
|
6/15/2009
|
1,625
|
1,628
|
Genworth Financial, Inc.
|
5.125%
|
3/15/2011
|
1,600
|
1,639
|
Genworth Financial, Inc.
|
5.650%
|
6/15/2012
|
2,500
|
2,556
|
Hartford Financial Services Group, Inc.
|
5.250%
|
10/15/2011
|
4,025
|
4,157
|
ING USA Global
|
4.500%
|
10/1/2010
|
3,600
|
3,714
|
Lincoln National Corp.
|
6.200%
|
12/15/2011
|
1,000
|
1,047
|
Lincoln National Corp.
|
5.650%
|
8/27/2012
|
225
|
230
|
Marsh & McLennan Cos., Inc.
|
5.150%
|
9/15/2010
|
50
|
51
|
Marsh & McLennan Cos., Inc.
|
6.250%
|
3/15/2012
|
1,900
|
1,979
|
MetLife, Inc.
|
5.375%
|
12/15/2012
|
2,850
|
2,902
|
Principal Life Income Funding
|
3.200%
|
4/1/2009
|
1,500
|
1,500
|
Principal Life Income Funding
|
5.125%
|
3/1/2011
|
775
|
802
|
Principal Life Income Funding
|
5.300%
|
12/14/2012
|
1,900
|
1,977
|
Progressive Corp.
|
6.375%
|
1/15/2012
|
500
|
533
|
Protective Life Secured Trust
|
4.850%
|
8/16/2010
|
1,700
|
1,758
|
Prudential Financial, Inc.
|
5.100%
|
12/14/2011
|
1,200
|
1,226
|
Prudential Financial, Inc.
|
5.800%
|
6/15/2012
|
1,275
|
1,341
|
Prudential Financial, Inc.
|
5.150%
|
1/15/2013
|
2,150
|
2,182
|
Safeco Corp.
|
4.875%
|
2/1/2010
|
2,500
|
2,519
|
Travelers Cos. Inc.
|
5.375%
|
6/15/2012
|
700
|
716
|
UnitedHealth Group, Inc.
|
4.125%
|
8/15/2009
|
1,425
|
1,417
|
UnitedHealth Group, Inc.
|
5.250%
|
3/15/2011
|
2,250
|
2,270
|
UnitedHealth Group, Inc.
|
5.500%
|
11/15/2012
|
575
|
586
|
UnitedHealth Group, Inc.
|
4.875%
|
2/15/2013
|
3,250
|
3,208
|
WellPoint Inc.
|
4.250%
|
12/15/2009
|
900
|
899
|
WellPoint Inc.
|
5.000%
|
1/15/2011
|
1,950
|
1,973
|
WellPoint Inc.
|
6.375%
|
1/15/2012
|
1,650
|
1,754
|
WellPoint Inc.
|
6.800%
|
8/1/2012
|
1,150
|
1,219
|
Willis North America Inc.
|
5.125%
|
7/15/2010
|
900
|
909
|
XL Capital Ltd.
|
6.500%
|
1/15/2012
|
2,575
|
2,432
|
Real Estate Investment Trusts (0.4%)
|
|
|
|
|
AvalonBay Communities, Inc.
|
5.500%
|
1/15/2012
|
2,000
|
1,938
|
Boston Properties, Inc.
|
6.250%
|
1/15/2013
|
2,100
|
2,140
|
Brandywine Operating Partnership
|
4.500%
|
11/1/2009
|
1,500
|
1,438
|
Developers Diversified Realty Corp.
|
5.250%
|
4/15/2011
|
1,500
|
1,448
|
Duke Realty LP
|
5.625%
|
8/15/2011
|
575
|
552
|
ERP Operating LP
|
6.625%
|
3/15/2012
|
1,350
|
1,373
|
ERP Operating LP
|
5.500%
|
10/1/2012
|
2,000
|
1,935
|
Health Care Property Investors, Inc.
|
5.950%
|
9/15/2011
|
625
|
597
|
Health Care Property Investors, Inc.
|
6.450%
|
6/25/2012
|
750
|
720
|
Nationwide Health Properties, Inc.
|
6.250%
|
2/1/2013
|
1,850
|
1,882
|
ProLogis
|
5.250%
|
11/15/2010
|
2,475
|
2,480
|
Regency Centers LP
|
6.750%
|
1/15/2012
|
1,650
|
1,689
|
Simon Property Group Inc.
|
4.600%
|
6/15/2010
|
175
|
172
|
Simon Property Group Inc.
|
4.875%
|
8/15/2010
|
2,975
|
2,961
|
Simon Property Group Inc.
|
5.600%
|
9/1/2011
|
1,250
|
1,236
|
Simon Property Group Inc.
|
5.000%
|
3/1/2012
|
5,900
|
5,810
|
Vornado Realty
|
5.600%
|
2/15/2011
|
1,100
|
1,063
|
|
|
|
|
|
|
|
|
|
960,759
|
|
|
|
|
|
Industrial (11.6%)
|
|
|
|
|
Basic Industry (0.6%)
|
|
|
|
|
Alcan, Inc.
|
6.450%
|
3/15/2011
|
3,150
|
3,314
|
Alcoa, Inc.
|
6.000%
|
1/15/2012
|
4,275
|
4,430
|
Alcoa, Inc.
|
5.375%
|
1/15/2013
|
650
|
658
|
BHP Billiton Finance
|
5.000%
|
12/15/2010
|
1,000
|
1,027
|
BHP Finance USA Ltd.
|
5.125%
|
3/29/2012
|
475
|
488
|
Celulosa Arauco Constitution SA
|
8.625%
|
8/15/2010
|
3,500
|
3,876
|
Dow Chemical Co.
|
6.125%
|
2/1/2011
|
2,725
|
2,863
|
Dow Chemical Co.
|
6.000%
|
10/1/2012
|
3,000
|
3,154
|
E.I. du Pont de Nemours & Co.
|
6.875%
|
10/15/2009
|
3,500
|
3,688
|
E.I. du Pont de Nemours & Co.
|
4.125%
|
4/30/2010
|
1,175
|
1,207
|
E.I. du Pont de Nemours & Co.
|
5.000%
|
1/15/2013
|
1,400
|
1,461
|
Falconbridge Ltd.
|
7.350%
|
6/5/2012
|
1,000
|
1,077
|
International Paper Co.
|
4.000%
|
4/1/2010
|
2,000
|
1,991
|
Monsanto Co.
|
7.375%
|
8/15/2012
|
1,200
|
1,349
|
Noranda, Inc.
|
7.250%
|
7/15/2012
|
1,500
|
1,647
|
Nucor Corp.
|
5.000%
|
12/1/2012
|
925
|
954
|
Potash Corp. of Saskatchewan
|
7.750%
|
5/31/2011
|
2,400
|
2,688
|
PPG Industries, Inc.
|
5.750%
|
3/15/2013
|
1,875
|
1,934
|
Praxair, Inc.
|
6.375%
|
4/1/2012
|
1,250
|
1,349
|
Weyerhaeuser Co.
|
6.750%
|
3/15/2012
|
6,300
|
6,618
|
Capital Goods (1.4%)
|
|
|
|
|
Bemis Co. Inc.
|
4.875%
|
4/1/2012
|
1,600
|
1,617
|
Boeing Capital Corp.
|
6.100%
|
3/1/2011
|
4,850
|
5,184
|
Boeing Capital Corp.
|
6.500%
|
2/15/2012
|
2,200
|
2,394
|
Boeing Capital Corp.
|
5.800%
|
1/15/2013
|
1,250
|
1,350
|
Boeing Co.
|
5.125%
|
2/15/2013
|
1,500
|
1,571
|
Caterpillar Financial Services Corp.
|
4.150%
|
1/15/2010
|
2,900
|
2,948
|
Caterpillar Financial Services Corp.
|
4.300%
|
6/1/2010
|
8,975
|
9,150
|
Caterpillar Financial Services Corp.
|
4.250%
|
2/8/2013
|
700
|
702
|
CRH America Inc.
|
5.625%
|
9/30/2011
|
2,500
|
2,507
|
CRH America Inc.
|
6.950%
|
3/15/2012
|
2,000
|
2,135
|
Emerson Electric Co.
|
7.125%
|
8/15/2010
|
500
|
545
|
Emerson Electric Co.
|
4.625%
|
10/15/2012
|
3,200
|
3,317
|
General Dynamics Corp.
|
4.500%
|
8/15/2010
|
875
|
902
|
General Electric Co.
|
5.000%
|
2/1/2013
|
13,500
|
13,998
|
Hanson PLC
|
7.875%
|
9/27/2010
|
2,000
|
2,177
|
Honeywell International, Inc.
|
7.500%
|
3/1/2010
|
1,000
|
1,078
|
Honeywell International, Inc.
|
6.125%
|
11/1/2011
|
2,000
|
2,155
|
Honeywell International, Inc.
|
5.625%
|
8/1/2012
|
775
|
829
|
Honeywell International, Inc.
|
4.250%
|
3/1/2013
|
2,050
|
2,077
|
John Deere Capital Corp
|
4.400%
|
7/15/2009
|
2,500
|
2,537
|
John Deere Capital Corp
|
4.950%
|
12/17/2012
|
1,475
|
1,526
|
John Deere Capital Corp.
|
5.400%
|
10/17/2011
|
1,325
|
1,406
|
John Deere Capital Corp.
|
7.000%
|
3/15/2012
|
5,325
|
5,893
|
Lafarge SA
|
6.150%
|
7/15/2011
|
3,175
|
3,266
|
Lockheed Martin Corp.
|
4.121%
|
3/14/2013
|
2,000
|
2,001
|
Minnesota Mining & Manufacturing Corp.
|
5.125%
|
11/6/2009
|
575
|
600
|
Mohawk Industries Inc.
|
5.750%
|
1/15/2011
|
3,000
|
3,170
|
Northrop Grumman Corp.
|
7.125%
|
2/15/2011
|
4,250
|
4,609
|
Raytheon Co.
|
4.850%
|
1/15/2011
|
2,000
|
2,048
|
Republic Services, Inc.
|
6.750%
|
8/15/2011
|
1,000
|
1,081
|
Textron Financial Corp.
|
6.000%
|
11/20/2009
|
800
|
819
|
Textron Financial Corp.
|
4.600%
|
5/3/2010
|
2,300
|
2,314
|
Textron Financial Corp.
|
5.125%
|
11/1/2010
|
2,275
|
2,344
|
Textron, Inc.
|
6.500%
|
6/1/2012
|
2,100
|
2,299
|
Tyco International Group SA
|
6.125%
|
11/1/2008
|
1,100
|
1,109
|
Tyco International Group SA
|
6.125%
|
1/15/2009
|
2,500
|
2,533
|
Tyco International Group SA
|
6.750%
|
2/15/2011
|
1,950
|
2,049
|
Tyco International Group SA
|
6.375%
|
10/15/2011
|
2,000
|
1,997
|
United Technologies Corp.
|
4.375%
|
5/1/2010
|
2,625
|
2,700
|
United Technologies Corp.
|
7.125%
|
11/15/2010
|
2,000
|
2,207
|
United Technologies Corp.
|
6.350%
|
3/1/2011
|
1,225
|
1,326
|
United Technologies Corp.
|
6.100%
|
5/15/2012
|
1,000
|
1,078
|
Waste Management, Inc.
|
6.875%
|
5/15/2009
|
2,000
|
2,047
|
Communication (3.0%)
|
|
|
|
|
AT&T Inc.
|
4.125%
|
9/15/2009
|
5,150
|
5,189
|
AT&T Inc.
|
5.300%
|
11/15/2010
|
2,400
|
2,490
|
AT&T Inc.
|
6.250%
|
3/15/2011
|
6,125
|
6,423
|
AT&T Inc.
|
7.300%
|
11/15/2011
|
8,925
|
9,723
|
AT&T Inc.
|
5.875%
|
2/1/2012
|
5,100
|
5,331
|
AT&T Inc.
|
5.875%
|
8/15/2012
|
1,450
|
1,520
|
AT&T Inc.
|
4.950%
|
1/15/2013
|
5,000
|
5,027
|
AT&T Wireless
|
7.875%
|
3/1/2011
|
11,750
|
12,807
|
AT&T Wireless
|
8.125%
|
5/1/2012
|
3,900
|
4,377
|
BellSouth Corp.
|
4.200%
|
9/15/2009
|
3,900
|
3,932
|
British Sky Broadcasting Corp.
|
8.200%
|
7/15/2009
|
2,750
|
2,858
|
British Telecommunications PLC
|
8.625%
|
12/15/2010
|
7,325
|
8,067
|
CenturyTel, Inc.
|
7.875%
|
8/15/2012
|
1,000
|
1,100
|
Cingular Wireless LLC
|
6.500%
|
12/15/2011
|
1,000
|
1,061
|
Comcast Cable Communications Holdings Inc.
|
8.375%
|
3/15/2013
|
5,800
|
6,464
|
Comcast Cable Communications, Inc.
|
6.875%
|
6/15/2009
|
3,300
|
3,394
|
Comcast Cable Communications, Inc.
|
6.750%
|
1/30/2011
|
7,800
|
8,119
|
Comcast Corp.
|
5.850%
|
1/15/2010
|
75
|
77
|
Comcast Corp.
|
5.500%
|
3/15/2011
|
2,275
|
2,300
|
Cox Communications, Inc.
|
7.875%
|
8/15/2009
|
1,500
|
1,571
|
Cox Communications, Inc.
|
4.625%
|
1/15/2010
|
4,850
|
4,849
|
Cox Communications, Inc.
|
6.750%
|
3/15/2011
|
2,175
|
2,291
|
Cox Communications, Inc.
|
7.125%
|
10/1/2012
|
2,950
|
3,144
|
Deutsche Telekom International Finance
|
8.000%
|
6/15/2010
|
9,375
|
10,053
|
France Telecom
|
7.750%
|
3/1/2011
|
10,025
|
10,945
|
Gannett Co., Inc.
|
6.375%
|
4/1/2012
|
1,175
|
1,218
|
Koninklijke KPN NV
|
8.000%
|
10/1/2010
|
2,000
|
2,151
|
McGraw-Hill Cos. Inc.
|
5.375%
|
11/15/2012
|
2,075
|
2,106
|
Qwest Communications International Inc.
|
7.875%
|
9/1/2011
|
2,375
|
2,369
|
Qwest Communications International Inc.
|
8.875%
|
3/15/2012
|
2,375
|
2,428
|
R.R. Donnelley & Sons Co.
|
3.750%
|
4/1/2009
|
850
|
845
|
R.R. Donnelley & Sons Co.
|
4.950%
|
5/15/2010
|
900
|
907
|
R.R. Donnelley & Sons Co.
|
5.625%
|
1/15/2012
|
600
|
596
|
Rogers Communications Inc.
|
7.250%
|
12/15/2012
|
3,500
|
3,710
|
Sprint Capital Corp.
|
6.375%
|
5/1/2009
|
2,975
|
2,931
|
Sprint Capital Corp.
|
7.625%
|
1/30/2011
|
1,975
|
1,831
|
Sprint Capital Corp.
|
8.375%
|
3/15/2012
|
5,875
|
5,446
|
Telecom Italia Capital
|
4.000%
|
1/15/2010
|
3,605
|
3,559
|
Telecom Italia Capital
|
4.875%
|
10/1/2010
|
1,000
|
988
|
Telecom Italia Capital
|
6.200%
|
7/18/2011
|
700
|
705
|
Telefonica Emisiones SAU
|
5.984%
|
6/20/2011
|
5,300
|
5,445
|
Telefonica Emisiones SAU
|
5.855%
|
2/4/2013
|
1,500
|
1,536
|
Telefonica Europe BV
|
7.750%
|
9/15/2010
|
5,000
|
5,384
|
Telefonos de Mexico SA
|
4.750%
|
1/27/2010
|
3,150
|
3,178
|
Telus Corp.
|
8.000%
|
6/1/2011
|
5,000
|
5,454
|
Thomson Corp.
|
6.200%
|
1/5/2012
|
1,500
|
1,585
|
Time Warner Cable Inc.
|
5.400%
|
7/2/2012
|
3,800
|
3,739
|
Time Warner Entertainment
|
8.875%
|
10/1/2012
|
1,000
|
1,080
|
Verizon Communications Corp.
|
5.350%
|
2/15/2011
|
3,800
|
3,953
|
Verizon Communications Corp.
|
4.350%
|
2/15/2013
|
2,950
|
2,903
|
Verizon Florida, Inc.
|
6.125%
|
1/15/2013
|
1,500
|
1,572
|
Verizon Global Funding Corp.
|
7.250%
|
12/1/2010
|
6,400
|
6,847
|
Verizon Global Funding Corp.
|
6.875%
|
6/15/2012
|
2,500
|
2,711
|
Verizon Global Funding Corp.
|
7.375%
|
9/1/2012
|
1,000
|
1,107
|
Verizon New England, Inc.
|
6.500%
|
9/15/2011
|
2,500
|
2,614
|
Verizon New Jersey, Inc.
|
5.875%
|
1/17/2012
|
2,000
|
2,084
|
Verizon New York, Inc.
|
6.875%
|
4/1/2012
|
2,000
|
2,169
|
Verizon Pennsylvania, Inc.
|
5.650%
|
11/15/2011
|
2,000
|
2,047
|
Viacom Inc.
|
7.700%
|
7/30/2010
|
2,475
|
2,587
|
Viacom Inc.
|
6.625%
|
5/15/2011
|
2,000
|
2,038
|
Viacom Inc.
|
5.625%
|
8/15/2012
|
2,225
|
2,176
|
Vodafone AirTouch PLC
|
7.750%
|
2/15/2010
|
6,235
|
6,639
|
Vodafone Group PLC
|
5.500%
|
6/15/2011
|
850
|
869
|
Vodafone Group PLC
|
5.350%
|
2/27/2012
|
3,250
|
3,323
|
Consumer Cyclical (2.0%)
|
|
|
|
|
Costco Wholesale Corp.
|
5.300%
|
3/15/2012
|
4,200
|
4,421
|
CVS Caremark Corp.
|
4.000%
|
9/15/2009
|
1,750
|
1,750
|
CVS Caremark Corp.
|
5.750%
|
8/15/2011
|
1,800
|
1,883
|
3 CVS Caremark Corp.
|
6.302%
|
6/1/2037
|
2,500
|
2,275
|
DaimlerChrysler North America Holding Corp.
|
7.200%
|
9/1/2009
|
6,100
|
6,328
|
DaimlerChrysler North America Holding Corp.
|
4.875%
|
6/15/2010
|
2,200
|
2,211
|
DaimlerChrysler North America Holding Corp.
|
8.000%
|
6/15/2010
|
1,175
|
1,253
|
DaimlerChrysler North America Holding Corp.
|
5.875%
|
3/15/2011
|
6,350
|
6,520
|
DaimlerChrysler North America Holding Corp.
|
5.750%
|
9/8/2011
|
10,300
|
10,595
|
DaimlerChrysler North America Holding Corp.
|
7.300%
|
1/15/2012
|
3,475
|
3,728
|
Darden Restaurants Inc.
|
5.625%
|
10/15/2012
|
1,300
|
1,297
|
Federated Department Stores, Inc.
|
6.300%
|
4/1/2009
|
2,500
|
2,537
|
Federated Retail Holding
|
5.350%
|
3/15/2012
|
4,475
|
4,233
|
Home Depot Inc.
|
3.750%
|
9/15/2009
|
1,125
|
1,112
|
Home Depot Inc.
|
4.625%
|
8/15/2010
|
3,425
|
3,389
|
Home Depot Inc.
|
5.200%
|
3/1/2011
|
1,325
|
1,326
|
J.C. Penney Co., Inc.
|
8.000%
|
3/1/2010
|
3,000
|
3,143
|
Johnson Controls, Inc.
|
5.250%
|
1/15/2011
|
1,975
|
2,033
|
Lowe's Cos., Inc.
|
8.250%
|
6/1/2010
|
2,000
|
2,203
|
Lowe's Cos., Inc.
|
5.600%
|
9/15/2012
|
1,200
|
1,264
|
Marriott International
|
4.625%
|
6/15/2012
|
1,175
|
1,135
|
Marriott International
|
5.625%
|
2/15/2013
|
1,425
|
1,374
|
May Department Stores Co.
|
4.800%
|
7/15/2009
|
1,500
|
1,499
|
McDonald's Corp.
|
5.750%
|
3/1/2012
|
1,800
|
1,923
|
Starwood Hotel Resorts
|
7.875%
|
5/1/2012
|
2,500
|
2,624
|
Starwood Hotel Resorts
|
6.250%
|
2/15/2013
|
1,900
|
1,881
|
Target Corp.
|
7.500%
|
8/15/2010
|
3,000
|
3,285
|
Target Corp.
|
6.350%
|
1/15/2011
|
4,900
|
5,189
|
Target Corp.
|
5.125%
|
1/15/2013
|
1,075
|
1,102
|
The Walt Disney Co.
|
5.700%
|
7/15/2011
|
2,900
|
3,067
|
The Walt Disney Co.
|
6.375%
|
3/1/2012
|
1,500
|
1,634
|
The Walt Disney Co.
|
4.700%
|
12/1/2012
|
3,950
|
4,057
|
Time Warner, Inc.
|
6.750%
|
4/15/2011
|
1,750
|
1,791
|
Time Warner, Inc.
|
5.500%
|
11/15/2011
|
7,150
|
7,052
|
Time Warner, Inc.
|
6.875%
|
5/1/2012
|
3,075
|
3,178
|
Toll Brothers, Inc.
|
6.875%
|
11/15/2012
|
750
|
755
|
Toyota Motor Credit Corp.
|
4.250%
|
3/15/2010
|
1,750
|
1,803
|
Toyota Motor Credit Corp.
|
4.350%
|
12/15/2010
|
2,300
|
2,396
|
Toyota Motor Credit Corp.
|
5.450%
|
5/18/2011
|
3,000
|
3,214
|
Viacom Inc.
|
5.750%
|
4/30/2011
|
2,925
|
2,963
|
Wal-Mart Stores, Inc.
|
6.875%
|
8/10/2009
|
10,100
|
10,661
|
Wal-Mart Stores, Inc.
|
4.000%
|
1/15/2010
|
2,500
|
2,548
|
Wal-Mart Stores, Inc.
|
4.125%
|
7/1/2010
|
5,200
|
5,344
|
Wal-Mart Stores, Inc.
|
4.125%
|
2/15/2011
|
6,475
|
6,646
|
Western Union Co.
|
5.400%
|
11/17/2011
|
1,925
|
1,946
|
Yum! Brands, Inc.
|
8.875%
|
4/15/2011
|
2,400
|
2,647
|
Yum! Brands, Inc.
|
7.700%
|
7/1/2012
|
1,100
|
1,202
|
Consumer Noncyclical (2.2%)
|
|
|
|
|
Abbott Laboratories
|
3.750%
|
3/15/2011
|
2,275
|
2,307
|
Abbott Laboratories
|
5.600%
|
5/15/2011
|
3,950
|
4,194
|
Abbott Laboratories
|
5.150%
|
11/30/2012
|
3,325
|
3,550
|
AmerisourceBergen Corp.
|
5.625%
|
9/15/2012
|
1,225
|
1,241
|
Amgen Inc.
|
4.000%
|
11/18/2009
|
3,150
|
3,156
|
Anheuser Busch Cos., Inc.
|
4.700%
|
4/15/2012
|
1,500
|
1,564
|
Anheuser-Busch Cos., Inc.
|
6.000%
|
4/15/2011
|
800
|
858
|
Anheuser-Busch Cos., Inc.
|
4.375%
|
1/15/2013
|
1,500
|
1,520
|
AstraZeneca PLC
|
5.400%
|
9/15/2012
|
8,250
|
8,703
|
Baxter Finco, BV
|
4.750%
|
10/15/2010
|
500
|
516
|
Bottling Group LLC
|
4.625%
|
11/15/2012
|
4,500
|
4,693
|
Campbell Soup Co.
|
6.750%
|
2/15/2011
|
1,000
|
1,080
|
Cardinal Health, Inc.
|
6.750%
|
2/15/2011
|
425
|
446
|
Cardinal Health, Inc.
|
5.650%
|
6/15/2012
|
375
|
392
|
Cia. Brasil de Bebidas AmBev
|
10.500%
|
12/15/2011
|
1,300
|
1,549
|
Clorox Co.
|
4.200%
|
1/15/2010
|
2,650
|
2,663
|
Coca-Cola Enterprises Inc.
|
4.375%
|
9/15/2009
|
1,550
|
1,580
|
Colgate-Palmolive Co.
|
5.980%
|
4/25/2012
|
1,250
|
1,346
|
ConAgra Foods, Inc.
|
7.875%
|
9/15/2010
|
1,000
|
1,095
|
ConAgra Foods, Inc.
|
6.750%
|
9/15/2011
|
387
|
419
|
2 Covidien International
|
5.450%
|
10/15/2012
|
2,425
|
2,485
|
Diageo Capital PLC
|
4.375%
|
5/3/2010
|
500
|
512
|
Diageo Capital PLC
|
5.200%
|
1/30/2013
|
2,675
|
2,768
|
Diageo Finance BV
|
3.875%
|
4/1/2011
|
3,500
|
3,522
|
Eli Lilly & Co.
|
6.000%
|
3/15/2012
|
1,000
|
1,094
|
Fortune Brands Inc.
|
5.125%
|
1/15/2011
|
3,150
|
3,046
|
Genentech Inc.
|
4.400%
|
7/15/2010
|
850
|
871
|
General Mills, Inc.
|
6.000%
|
2/15/2012
|
4,675
|
4,937
|
General Mills, Inc.
|
5.650%
|
9/10/2012
|
3,050
|
3,197
|
Gillette Co.
|
3.800%
|
9/15/2009
|
2,000
|
2,037
|
H.J. Heinz Co.
|
6.625%
|
7/15/2011
|
2,500
|
2,658
|
H.J. Heinz Co.
|
6.000%
|
3/15/2012
|
1,500
|
1,574
|
Hershey Foods Corp.
|
5.300%
|
9/1/2011
|
550
|
569
|
Hospira, Inc.
|
4.950%
|
6/15/2009
|
575
|
577
|
Imperial Tobacco
|
7.125%
|
4/1/2009
|
1,775
|
1,822
|
Johnson & Johnson
|
5.150%
|
8/15/2012
|
2,075
|
2,253
|
Kellogg Co.
|
6.600%
|
4/1/2011
|
5,850
|
6,252
|
Kellogg Co.
|
4.250%
|
3/6/2013
|
2,300
|
2,296
|
Kimberly-Clark Corp.
|
5.625%
|
2/15/2012
|
2,075
|
2,220
|
Kraft Foods, Inc.
|
4.125%
|
11/12/2009
|
3,200
|
3,209
|
Kraft Foods, Inc.
|
5.625%
|
11/1/2011
|
4,750
|
4,829
|
Kraft Foods, Inc.
|
6.250%
|
6/1/2012
|
5,750
|
5,997
|
Kroger Co.
|
7.250%
|
6/1/2009
|
1,500
|
1,552
|
Kroger Co.
|
8.050%
|
2/1/2010
|
1,700
|
1,806
|
Kroger Co.
|
6.800%
|
4/1/2011
|
1,000
|
1,057
|
Kroger Co.
|
6.750%
|
4/15/2012
|
3,050
|
3,297
|
Kroger Co.
|
5.500%
|
2/1/2013
|
2,175
|
2,228
|
McKesson Corp.
|
7.750%
|
2/1/2012
|
1,475
|
1,648
|
Medco Health Solutions
|
6.125%
|
3/15/2013
|
1,450
|
1,471
|
Medtronic Inc.
|
4.375%
|
9/15/2010
|
1,625
|
1,661
|
Merck & Co.
|
5.125%
|
11/15/2011
|
1,850
|
1,964
|
Merck & Co.
|
4.375%
|
2/15/2013
|
700
|
721
|
Molson Coors Capital Finance
|
4.850%
|
9/22/2010
|
300
|
311
|
Newell Rubbermaid, Inc.
|
4.000%
|
5/1/2010
|
1,000
|
995
|
PepsiAmericas Inc.
|
5.750%
|
7/31/2012
|
800
|
844
|
Pepsico, Inc.
|
5.150%
|
5/15/2012
|
3,250
|
3,445
|
Pepsico, Inc.
|
4.650%
|
2/15/2013
|
1,500
|
1,555
|
Procter & Gamble Co.
|
6.875%
|
9/15/2009
|
4,825
|
5,117
|
Quest Diagnostic, Inc.
|
5.125%
|
11/1/2010
|
3,500
|
3,581
|
Reynolds American Inc.
|
6.500%
|
7/15/2010
|
1,350
|
1,404
|
Reynolds American Inc.
|
7.250%
|
6/1/2012
|
1,350
|
1,445
|
Safeway, Inc.
|
4.950%
|
8/16/2010
|
875
|
882
|
Safeway, Inc.
|
6.500%
|
3/1/2011
|
1,625
|
1,694
|
Safeway, Inc.
|
5.800%
|
8/15/2012
|
3,050
|
3,176
|
Sysco Corp.
|
4.200%
|
2/12/2013
|
600
|
606
|
Unilever Capital Corp.
|
7.125%
|
11/1/2010
|
4,000
|
4,387
|
UST, Inc.
|
6.625%
|
7/15/2012
|
1,000
|
1,073
|
Whirlpool Corp.
|
5.500%
|
3/1/2013
|
3,575
|
3,635
|
Wm. Wrigley Jr. Co.
|
4.300%
|
7/15/2010
|
2,425
|
2,484
|
Wyeth
|
6.950%
|
3/15/2011
|
5,000
|
5,397
|
Wyeth
|
5.500%
|
3/15/2013
|
4,100
|
4,336
|
Energy (1.0%)
|
|
|
|
|
Amerada Hess Corp.
|
6.650%
|
8/15/2011
|
2,500
|
2,677
|
Anadarko Finance Co.
|
6.750%
|
5/1/2011
|
3,375
|
3,591
|
Apache Corp.
|
6.250%
|
4/15/2012
|
1,000
|
1,082
|
BP Capital Markets PLC
|
4.875%
|
3/15/2010
|
2,000
|
2,082
|
Burlington Resources, Inc.
|
6.680%
|
2/15/2011
|
2,000
|
2,166
|
Burlington Resources, Inc.
|
6.500%
|
12/1/2011
|
500
|
539
|
Canadian Natural Resources
|
6.700%
|
7/15/2011
|
2,500
|
2,647
|
Canadian Natural Resources
|
5.450%
|
10/1/2012
|
1,600
|
1,636
|
Canadian Natural Resources
|
5.150%
|
2/1/2013
|
500
|
509
|
Conoco Funding Co.
|
6.350%
|
10/15/2011
|
8,875
|
9,657
|
Devon Financing Corp.
|
6.875%
|
9/30/2011
|
6,375
|
6,959
|
Encana Corp.
|
4.600%
|
8/15/2009
|
1,250
|
1,259
|
Halliburton Co.
|
5.500%
|
10/15/2010
|
1,500
|
1,564
|
Husky Energy Inc.
|
6.250%
|
6/15/2012
|
1,000
|
1,070
|
Kerr McGee Corp.
|
6.875%
|
9/15/2011
|
3,475
|
3,719
|
Marathon Oil Corp.
|
6.125%
|
3/15/2012
|
2,000
|
2,111
|
Marathon Oil Corp.
|
6.000%
|
7/1/2012
|
3,100
|
3,250
|
Occidental Petroleum
|
4.250%
|
3/15/2010
|
2,560
|
2,629
|
PanCanadian Energy Corp.
|
6.300%
|
11/1/2011
|
1,500
|
1,607
|
Phillips Petroleum Co.
|
8.750%
|
5/25/2010
|
3,800
|
4,243
|
Shell International Finance
|
5.625%
|
6/27/2011
|
1,950
|
2,091
|
Shell International Finance
|
4.950%
|
3/22/2012
|
700
|
738
|
Transocean Inc.
|
5.250%
|
3/15/2013
|
2,000
|
2,047
|
Valero Energy Corp.
|
6.875%
|
4/15/2012
|
3,000
|
3,244
|
Weatherford International Inc.
|
5.950%
|
6/15/2012
|
2,250
|
2,328
|
Weatherford International Inc.
|
5.150%
|
3/15/2013
|
1,425
|
1,432
|
XTO Energy, Inc.
|
5.900%
|
8/1/2012
|
4,750
|
5,009
|
Technology (0.9%)
|
|
|
|
|
Cisco Systems Inc.
|
5.250%
|
2/22/2011
|
10,000
|
10,453
|
Computer Sciences Corp.
|
5.000%
|
2/15/2013
|
1,775
|
1,749
|
Dun & Bradstreet Corp.
|
6.000%
|
4/1/2013
|
1,700
|
1,718
|
Electronic Data Systems
|
7.125%
|
10/15/2009
|
825
|
840
|
Fiserv, Inc.
|
6.125%
|
11/20/2012
|
3,000
|
3,087
|
Hewlett-Packard Co.
|
5.250%
|
3/1/2012
|
1,750
|
1,854
|
Hewlett-Packard Co.
|
6.500%
|
7/1/2012
|
1,025
|
1,119
|
Hewlett-Packard Co.
|
4.500%
|
3/1/2013
|
5,025
|
5,116
|
IBM International Group Capital
|
5.050%
|
10/22/2012
|
9,525
|
9,962
|
International Business Machines Corp.
|
4.375%
|
6/1/2009
|
300
|
306
|
International Business Machines Corp.
|
4.950%
|
3/22/2011
|
4,200
|
4,366
|
Intuit Inc.
|
5.400%
|
3/15/2012
|
950
|
954
|
Motorola, Inc.
|
7.625%
|
11/15/2010
|
390
|
412
|
Motorola, Inc.
|
8.000%
|
11/1/2011
|
925
|
944
|
Motorola, Inc.
|
5.375%
|
11/15/2012
|
1,800
|
1,670
|
National Semiconductor
|
6.150%
|
6/15/2012
|
1,250
|
1,278
|
Oracle Corp.
|
5.000%
|
1/15/2011
|
4,650
|
4,788
|
Philips Electronics NV
|
4.625%
|
3/11/2013
|
1,450
|
1,454
|
Pitney Bowes, Inc.
|
4.625%
|
10/1/2012
|
2,000
|
2,037
|
2 Tyco Electronics Group
|
6.000%
|
10/1/2012
|
2,550
|
2,669
|
Xerox Corp.
|
7.125%
|
6/15/2010
|
1,825
|
1,929
|
Xerox Corp.
|
6.875%
|
8/15/2011
|
1,025
|
1,073
|
Xerox Corp.
|
5.500%
|
5/15/2012
|
4,525
|
4,492
|
Transportation (0.5%)
|
|
|
|
|
American Airlines, Inc.
|
7.024%
|
10/15/2009
|
3,775
|
3,747
|
Burlington Northern Santa Fe Corp.
|
6.750%
|
7/15/2011
|
2,500
|
2,664
|
Burlington Northern Santa Fe Corp.
|
5.900%
|
7/1/2012
|
1,050
|
1,088
|
Canadian National Railway Co.
|
4.250%
|
8/1/2009
|
2,700
|
2,735
|
Canadian Pacific Rail
|
6.250%
|
10/15/2011
|
1,550
|
1,618
|
CSX Corp.
|
6.300%
|
3/15/2012
|
2,000
|
2,068
|
Delta Air Lines Enhanced Equipment Trust Certificates
|
6.417%
|
7/2/2012
|
2,000
|
1,980
|
Delta Air Lines, Inc.
|
7.111%
|
9/18/2011
|
2,000
|
1,955
|
FedEx Corp.
|
3.500%
|
4/1/2009
|
2,075
|
2,063
|
Norfolk Southern Corp.
|
6.200%
|
4/15/2009
|
2,250
|
2,308
|
Norfolk Southern Corp.
|
6.750%
|
2/15/2011
|
1,925
|
2,065
|
Ryder System Inc.
|
5.950%
|
5/2/2011
|
850
|
879
|
Southwest Airlines Co.
|
6.500%
|
3/1/2012
|
2,000
|
2,068
|
Union Pacific Corp.
|
6.500%
|
4/15/2012
|
4,750
|
5,141
|
United Parcel Service of America
|
4.500%
|
1/15/2013
|
2,750
|
2,847
|
Other (0.0%)
|
|
|
|
|
Black & Decker Corp.
|
7.125%
|
6/1/2011
|
1,000
|
1,039
|
Cooper Industries, Inc.
|
5.250%
|
11/15/2012
|
1,400
|
1,438
|
|
|
|
|
|
|
|
|
|
868,955
|
|
|
|
|
|
Utilities (2.0%)
|
|
|
|
|
Electric (1.5%)
|
|
|
|
|
American Electric Power Co., Inc.
|
5.375%
|
3/15/2010
|
2,700
|
2,765
|
Carolina Power & Light Co.
|
6.500%
|
7/15/2012
|
1,000
|
1,088
|
Cincinnati Gas & Electric Co.
|
5.700%
|
9/15/2012
|
2,400
|
2,554
|
Commonwealth Edison Co.
|
6.150%
|
3/15/2012
|
3,275
|
3,458
|
Consolidated Edison Co. of New York
|
5.625%
|
7/1/2012
|
2,000
|
2,099
|
Consolidated Edison Co. of New York
|
4.875%
|
2/1/2013
|
2,000
|
2,086
|
Constellation Energy Group, Inc.
|
6.125%
|
9/1/2009
|
875
|
897
|
Constellation Energy Group, Inc.
|
7.000%
|
4/1/2012
|
2,300
|
2,466
|
Consumers Energy Co.
|
5.000%
|
2/15/2012
|
1,250
|
1,264
|
Detroit Edison Co.
|
6.125%
|
10/1/2010
|
1,000
|
1,068
|
Dominion Resources, Inc.
|
4.750%
|
12/15/2010
|
2,125
|
2,181
|
3 Dominion Resources, Inc.
|
6.300%
|
9/30/2066
|
3,400
|
3,136
|
DTE Energy Co.
|
7.050%
|
6/1/2011
|
1,000
|
1,068
|
Duke Energy Corp.
|
6.250%
|
1/15/2012
|
2,000
|
2,143
|
Energy East Corp.
|
6.750%
|
6/15/2012
|
1,750
|
1,886
|
Exelon Corp.
|
6.750%
|
5/1/2011
|
1,000
|
1,045
|
Exelon Generation Co. LLC
|
6.950%
|
6/15/2011
|
1,500
|
1,593
|
FirstEnergy Corp.
|
6.450%
|
11/15/2011
|
6,875
|
7,180
|
Florida Power Corp.
|
4.500%
|
6/1/2010
|
1,150
|
1,187
|
FPL Group Capital, Inc.
|
7.375%
|
6/1/2009
|
2,075
|
2,176
|
FPL Group Capital, Inc.
|
5.625%
|
9/1/2011
|
3,350
|
3,550
|
Illinois Power
|
7.500%
|
6/15/2009
|
1,000
|
1,043
|
MidAmerican Energy Co.
|
5.650%
|
7/15/2012
|
1,150
|
1,214
|
MidAmerican Energy Co.
|
5.125%
|
1/15/2013
|
2,000
|
2,103
|
National Rural Utilities Cooperative Finance Corp.
|
4.375%
|
10/1/2010
|
3,350
|
3,454
|
National Rural Utilities Cooperative Finance Corp.
|
7.250%
|
3/1/2012
|
3,500
|
3,830
|
NiSource Finance Corp.
|
7.875%
|
11/15/2010
|
2,800
|
2,989
|
NStar Electric Co.
|
4.875%
|
10/15/2012
|
1,925
|
1,999
|
Oncor Electric Delivery Co.
|
6.375%
|
5/1/2012
|
1,950
|
2,025
|
Pacific Gas & Electric Co.
|
4.200%
|
3/1/2011
|
1,100
|
1,105
|
PacifiCorp
|
6.900%
|
11/15/2011
|
3,650
|
4,005
|
Pepco Holdings, Inc.
|
6.450%
|
8/15/2012
|
2,000
|
2,154
|
PPL Electric Utilities Corp.
|
6.250%
|
8/15/2009
|
2,000
|
2,082
|
PPL Energy Supply LLC
|
6.400%
|
11/1/2011
|
1,000
|
1,029
|
Progress Energy, Inc.
|
7.100%
|
3/1/2011
|
4,418
|
4,717
|
Progress Energy, Inc.
|
6.850%
|
4/15/2012
|
775
|
839
|
PSE&G Power LLC
|
7.750%
|
4/15/2011
|
1,950
|
2,137
|
PSE&G Power LLC
|
6.950%
|
6/1/2012
|
4,775
|
5,179
|
Public Service Co. of Colorado
|
7.875%
|
10/1/2012
|
4,625
|
5,348
|
SCANA Corp.
|
6.875%
|
5/15/2011
|
1,500
|
1,599
|
Southern Co.
|
5.300%
|
1/15/2012
|
2,550
|
2,685
|
Southern Power Co.
|
6.250%
|
7/15/2012
|
1,000
|
1,080
|
Tampa Electric Co.
|
6.875%
|
6/15/2012
|
1,000
|
1,102
|
Virginia Electric & Power Co.
|
5.100%
|
11/30/2012
|
3,625
|
3,762
|
Wisconsin Energy Corp.
|
6.500%
|
4/1/2011
|
4,595
|
4,911
|
Natural Gas (0.5%)
|
|
|
|
|
AGL Capital Corp.
|
7.125%
|
1/14/2011
|
500
|
540
|
Atmos Energy Corp.
|
4.000%
|
10/15/2009
|
1,300
|
1,298
|
Consolidated Natural Gas
|
6.250%
|
11/1/2011
|
1,000
|
1,061
|
Duke Capital Corp.
|
6.250%
|
2/15/2013
|
3,325
|
3,446
|
Duke Energy Field Services
|
7.875%
|
8/16/2010
|
1,750
|
1,875
|
Energy Transfer Partners LP
|
5.650%
|
8/1/2012
|
1,250
|
1,250
|
5 Enron Corp.
|
9.125%
|
4/1/2003
|
2,000
|
335
|
5 Enron Corp.
|
7.625%
|
9/10/2004
|
1,000
|
167
|
Enterprise Products Operating LP
|
4.625%
|
10/15/2009
|
400
|
403
|
Enterprise Products Operating LP
|
4.950%
|
6/1/2010
|
2,450
|
2,488
|
Enterprise Products Operating LP
|
5.650%
|
4/1/2013
|
2,200
|
2,198
|
5 HNG Internorth
|
9.625%
|
3/15/2006
|
1,500
|
251
|
KeySpan Corp.
|
7.625%
|
11/15/2010
|
1,500
|
1,627
|
Kinder Morgan Energy Partners LP
|
6.750%
|
3/15/2011
|
1,225
|
1,290
|
Kinder Morgan Energy Partners LP
|
7.125%
|
3/15/2012
|
550
|
584
|
Kinder Morgan Energy Partners LP
|
5.850%
|
9/15/2012
|
3,225
|
3,290
|
ONEOK Partners, LP
|
5.900%
|
4/1/2012
|
3,400
|
3,555
|
Reliant Energy Resources
|
7.750%
|
2/15/2011
|
2,500
|
2,699
|
Sempra Energy
|
7.950%
|
3/1/2010
|
1,500
|
1,598
|
Sempra Energy
|
6.000%
|
2/1/2013
|
2,525
|
2,723
|
Transcontinental Gas Pipe Line Corp.
|
7.000%
|
8/15/2011
|
2,800
|
2,937
|
Williams Cos., Inc.
|
8.125%
|
3/15/2012
|
2,800
|
3,066
|
|
|
|
|
|
|
|
|
|
147,962
|
|
|
|
|
|
|
Total Corporate Bonds
|
(Cost $1,992,884)
|
|
|
|
2,004,946
|
|
Sovereign Bonds (U.S. Dollar-Denominated) (5.0%)
|
|
|
|
|
|
Asian Development Bank
|
4.500%
|
9/4/2012
|
5,000
|
5,326
|
Canadian Mortgage & Housing
|
4.800%
|
10/1/2010
|
1,500
|
1,571
|
Corp. Andina de Fomento
|
6.875%
|
3/15/2012
|
2,300
|
2,437
|
Eksportfinans
|
5.125%
|
10/26/2011
|
6,000
|
6,420
|
European Investment Bank
|
5.000%
|
2/8/2010
|
3,350
|
3,532
|
European Investment Bank
|
4.000%
|
3/3/2010
|
2,925
|
3,035
|
European Investment Bank
|
4.125%
|
9/15/2010
|
3,600
|
3,718
|
European Investment Bank
|
4.625%
|
9/15/2010
|
19,750
|
20,985
|
European Investment Bank
|
3.250%
|
2/15/2011
|
15,425
|
15,814
|
European Investment Bank
|
5.250%
|
6/15/2011
|
12,975
|
13,967
|
European Investment Bank
|
4.625%
|
3/21/2012
|
5,200
|
5,566
|
Export-Import Bank of Korea
|
4.500%
|
8/12/2009
|
3,500
|
3,551
|
Export-Import Bank of Korea
|
4.625%
|
3/16/2010
|
500
|
512
|
Export-Import Bank of Korea
|
5.125%
|
2/14/2011
|
600
|
615
|
Export-Import Bank of Korea
|
5.500%
|
10/17/2012
|
2,800
|
2,923
|
Federation of Malaysia
|
8.750%
|
6/1/2009
|
4,350
|
4,636
|
Federation of Malaysia
|
7.500%
|
7/15/2011
|
2,875
|
3,222
|
Financement Quebec
|
5.000%
|
10/25/2012
|
2,000
|
2,166
|
Inter-American Development Bank
|
5.625%
|
4/16/2009
|
4,275
|
4,441
|
Inter-American Development Bank
|
7.375%
|
1/15/2010
|
2,800
|
3,013
|
Inter-American Development Bank
|
5.000%
|
4/5/2011
|
5,000
|
5,283
|
Inter-American Development Bank
|
4.750%
|
10/19/2012
|
5,000
|
5,394
|
International Bank for Reconstruction & Development
|
4.125%
|
6/24/2009
|
1,000
|
1,018
|
International Bank for Reconstruction & Development
|
4.125%
|
8/12/2009
|
975
|
993
|
International Finance Corp.
|
4.000%
|
6/15/2010
|
1,250
|
1,301
|
International Finance Corp.
|
5.125%
|
5/2/2011
|
7,100
|
7,580
|
Japan Bank International
|
4.750%
|
5/25/2011
|
2,150
|
2,279
|
Japan Bank International
|
4.375%
|
11/26/2012
|
2,200
|
2,305
|
Japan Finance Corp.
|
5.875%
|
3/14/2011
|
2,000
|
2,175
|
KFW International Finance Inc.
|
4.500%
|
9/21/2009
|
10,325
|
10,676
|
KFW International Finance Inc.
|
4.875%
|
10/19/2009
|
3,650
|
3,812
|
Korea Development Bank
|
4.750%
|
7/20/2009
|
4,725
|
4,813
|
Korea Development Bank
|
5.300%
|
1/17/2013
|
3,200
|
3,315
|
Kreditanstalt fur Wiederaufbau
|
5.250%
|
5/19/2009
|
15,475
|
16,044
|
Kreditanstalt fur Wiederaufbau
|
4.250%
|
6/15/2010
|
17,875
|
18,417
|
Kreditanstalt fur Wiederaufbau
|
3.250%
|
2/15/2011
|
9,000
|
9,270
|
Kreditanstalt fur Wiederaufbau
|
4.750%
|
5/15/2012
|
19,500
|
20,931
|
Landeskreditbank Baden-Wuerttemberg - Foerderbank
|
4.250%
|
9/15/2010
|
3,500
|
3,623
|
Landwirtschaftliche Rentenbank
|
3.625%
|
10/20/2009
|
7,225
|
7,313
|
Landwirtschaftliche Rentenbank
|
3.875%
|
3/15/2010
|
3,500
|
3,626
|
Landwirtschaftliche Rentenbank
|
4.875%
|
2/14/2011
|
1,500
|
1,582
|
Landwirtschaftliche Rentenbank
|
5.250%
|
7/2/2012
|
4,500
|
4,916
|
Mass Transit Railway Corp.
|
7.500%
|
11/8/2010
|
1,500
|
1,656
|
Nordic Investment Bank
|
3.875%
|
6/15/2010
|
3,750
|
3,830
|
Nordic Investment Bank
|
4.500%
|
9/13/2010
|
5,000
|
5,301
|
Nordic Investment Bank
|
3.125%
|
2/15/2011
|
6,000
|
6,164
|
Oesterreichische Kontrollbank
|
4.250%
|
10/6/2010
|
3,375
|
3,580
|
Oesterreichische Kontrollbank
|
4.750%
|
11/8/2011
|
5,000
|
5,316
|
Oesterreichische Kontrollbank
|
4.750%
|
10/16/2012
|
4,725
|
5,094
|
Pemex Project Funding Master Trust
|
9.125%
|
10/13/2010
|
2,500
|
2,794
|
Province of Ontario
|
3.625%
|
10/21/2009
|
2,025
|
2,047
|
Province of Ontario
|
2.750%
|
2/22/2011
|
3,900
|
3,920
|
Province of Ontario
|
5.000%
|
10/18/2011
|
7,450
|
7,963
|
Province of Quebec
|
5.000%
|
7/17/2009
|
1,500
|
1,538
|
Province of Quebec
|
6.125%
|
1/22/2011
|
4,200
|
4,552
|
Quebec Hydro Electric
|
6.300%
|
5/11/2011
|
2,500
|
2,741
|
Quebec Hydro Electric
|
8.000%
|
2/1/2013
|
2,000
|
2,420
|
Republic of Chile
|
7.125%
|
1/11/2012
|
3,000
|
3,344
|
Republic of Chile
|
5.500%
|
1/15/2013
|
3,200
|
3,415
|
Republic of Italy
|
6.000%
|
2/22/2011
|
5,775
|
6,254
|
Republic of Italy
|
5.625%
|
6/15/2012
|
10,725
|
11,825
|
Republic of Poland
|
6.250%
|
7/3/2012
|
2,600
|
2,824
|
Republic of South Africa
|
7.375%
|
4/25/2012
|
2,500
|
2,721
|
Swedish Export Credit Corp.
|
4.875%
|
1/19/2010
|
2,500
|
2,604
|
Swedish Export Credit Corp.
|
4.000%
|
6/15/2010
|
2,175
|
2,219
|
Swedish Export Credit Corp.
|
4.500%
|
9/27/2010
|
7,350
|
7,668
|
United Mexican States
|
9.875%
|
2/1/2010
|
475
|
530
|
United Mexican States
|
8.375%
|
1/14/2011
|
11,600
|
13,085
|
United Mexican States
|
7.500%
|
1/14/2012
|
2,100
|
2,363
|
United Mexican States
|
6.375%
|
1/16/2013
|
2,450
|
2,683
|
|
Total Sovereign Bonds
|
(Cost $349,579)
|
|
|
|
364,567
|
|
|
|
|
Shares
|
|
|
|
|
|
|
Temporary Cash Investments (0.5%)
|
|
|
|
|
6 Vanguard Market Liquidity Fund
|
2.800%
|
|
37,868,972
|
37,869
|
(Cost $37,869)
|
|
Total Investments (99.5%)
|
(Cost $7,252,264)
|
|
|
|
7,442,479
|
|
Other Assets and Liabilities - Net (0.5%)
|
|
|
|
40,286
|
|
Net Assets (100%)
|
|
|
|
7,482,765
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
U.S. Government and Agency Obligations (51.9%)
|
|
|
|
|
|
U.S. Government Securities (37.3%)
|
|
|
|
|
U.S. Treasury Bond
|
3.625%
|
5/15/2013
|
41,040
|
43,361
|
U.S. Treasury Bond
|
11.250%
|
2/15/2015
|
108,365
|
164,393
|
U.S. Treasury Bond
|
10.625%
|
8/15/2015
|
150,910
|
226,907
|
U.S. Treasury Bond
|
9.875%
|
11/15/2015
|
202,200
|
295,685
|
U.S. Treasury Bond
|
9.250%
|
2/15/2016
|
154,620
|
220,552
|
U.S. Treasury Bond
|
7.250%
|
5/15/2016
|
139,495
|
179,294
|
U.S. Treasury Bond
|
7.500%
|
11/15/2016
|
211,935
|
276,906
|
U.S. Treasury Bond
|
4.625%
|
2/15/2017
|
103,220
|
113,381
|
U.S. Treasury Bond
|
8.750%
|
5/15/2017
|
188,695
|
265,943
|
U.S. Treasury Bond
|
8.875%
|
8/15/2017
|
144,860
|
206,336
|
U.S. Treasury Bond
|
4.250%
|
11/15/2017
|
1,275
|
1,360
|
U.S. Treasury Bond
|
9.125%
|
5/15/2018
|
97,420
|
142,629
|
U.S. Treasury Bond
|
8.875%
|
2/15/2019
|
24,475
|
35,577
|
U.S. Treasury Note
|
4.625%
|
9/30/2008
|
22,425
|
22,779
|
U.S. Treasury Note
|
4.750%
|
11/15/2008
|
9,525
|
9,720
|
U.S. Treasury Note
|
4.500%
|
3/31/2009
|
15,500
|
15,950
|
U.S. Treasury Note
|
4.500%
|
4/30/2009
|
10,000
|
10,314
|
U.S. Treasury Note
|
3.875%
|
5/15/2009
|
15,000
|
15,384
|
U.S. Treasury Note
|
4.625%
|
7/31/2009
|
21,900
|
22,783
|
U.S. Treasury Note
|
3.125%
|
11/30/2009
|
8,525
|
8,735
|
U.S. Treasury Note
|
4.625%
|
7/31/2012
|
8,450
|
9,245
|
U.S. Treasury Note
|
4.125%
|
8/31/2012
|
15,325
|
16,448
|
U.S. Treasury Note
|
3.375%
|
11/30/2012
|
7,250
|
7,559
|
U.S. Treasury Note
|
3.875%
|
2/15/2013
|
3,640
|
3,887
|
U.S. Treasury Note
|
4.250%
|
8/15/2013
|
82,850
|
90,229
|
U.S. Treasury Note
|
4.250%
|
11/15/2013
|
87,765
|
95,815
|
U.S. Treasury Note
|
4.000%
|
2/15/2014
|
1,675
|
1,807
|
U.S. Treasury Note
|
4.750%
|
5/15/2014
|
144,575
|
162,330
|
U.S. Treasury Note
|
4.250%
|
8/15/2014
|
110,020
|
120,266
|
U.S. Treasury Note
|
4.250%
|
11/15/2014
|
920
|
1,006
|
U.S. Treasury Note
|
4.125%
|
5/15/2015
|
29,445
|
31,837
|
U.S. Treasury Note
|
4.500%
|
11/15/2015
|
2,360
|
2,608
|
U.S. Treasury Note
|
4.500%
|
2/15/2016
|
850
|
936
|
U.S. Treasury Note
|
5.125%
|
5/15/2016
|
33,375
|
38,011
|
U.S. Treasury Note
|
4.875%
|
8/15/2016
|
680
|
762
|
U.S. Treasury Note
|
4.625%
|
11/15/2016
|
275
|
303
|
U.S. Treasury Note
|
4.500%
|
5/15/2017
|
6,550
|
7,119
|
U.S. Treasury Note
|
4.750%
|
8/15/2017
|
89,600
|
99,134
|
|
|
|
|
|
|
|
|
|
2,967,291
|
|
|
|
|
|
Agency Bonds and Notes (14.6%)
|
Agency for International Development - Egypt (U.S. Government Guarante
|
4.450%
|
9/15/2015
|
6,825
|
7,148
|
1 Federal Farm Credit Bank
|
4.875%
|
12/16/2015
|
2,450
|
2,581
|
1 Federal Farm Credit Bank
|
5.125%
|
8/25/2016
|
11,300
|
12,109
|
1 Federal Farm Credit Bank
|
4.875%
|
1/17/2017
|
5,750
|
6,051
|
1 Federal Home Loan Bank
|
3.000%
|
4/15/2009
|
10,000
|
10,084
|
1 Federal Home Loan Bank
|
3.875%
|
6/14/2013
|
31,825
|
32,657
|
1 Federal Home Loan Bank
|
5.375%
|
6/14/2013
|
5,000
|
5,466
|
1 Federal Home Loan Bank
|
5.125%
|
8/14/2013
|
46,250
|
50,268
|
1 Federal Home Loan Bank
|
4.500%
|
9/16/2013
|
47,400
|
49,728
|
1 Federal Home Loan Bank
|
5.250%
|
6/18/2014
|
150
|
164
|
1 Federal Home Loan Bank
|
5.500%
|
8/13/2014
|
47,975
|
53,166
|
1 Federal Home Loan Bank
|
5.375%
|
5/18/2016
|
26,450
|
29,051
|
1 Federal Home Loan Bank
|
5.625%
|
6/13/2016
|
4,325
|
4,607
|
1 Federal Home Loan Bank
|
4.750%
|
12/16/2016
|
29,950
|
31,590
|
1 Federal Home Loan Bank
|
4.875%
|
5/17/2017
|
14,225
|
15,126
|
1 Federal Home Loan Mortgage Corp.
|
4.625%
|
12/19/2008
|
10,000
|
10,175
|
1 Federal Home Loan Mortgage Corp.
|
4.500%
|
7/15/2013
|
45,675
|
48,079
|
1 Federal Home Loan Mortgage Corp.
|
4.875%
|
11/15/2013
|
50,650
|
54,033
|
1 Federal Home Loan Mortgage Corp.
|
4.500%
|
1/15/2014
|
35,000
|
36,849
|
1 Federal Home Loan Mortgage Corp.
|
5.000%
|
7/15/2014
|
51,700
|
55,728
|
1 Federal Home Loan Mortgage Corp.
|
4.500%
|
1/15/2015
|
26,150
|
27,389
|
1 Federal Home Loan Mortgage Corp.
|
4.750%
|
1/19/2016
|
25,000
|
26,316
|
1 Federal Home Loan Mortgage Corp.
|
5.250%
|
4/18/2016
|
56,500
|
61,244
|
1 Federal Home Loan Mortgage Corp.
|
5.500%
|
7/18/2016
|
42,500
|
46,809
|
1 Federal Home Loan Mortgage Corp.
|
5.125%
|
10/18/2016
|
12,100
|
13,051
|
1 Federal Home Loan Mortgage Corp.
|
5.125%
|
11/17/2017
|
39,500
|
42,534
|
1 Federal National Mortgage Assn.
|
3.250%
|
2/15/2009
|
10,000
|
10,096
|
1 Federal National Mortgage Assn.
|
4.625%
|
5/1/2013
|
6,600
|
6,772
|
1 Federal National Mortgage Assn.
|
4.625%
|
10/15/2013
|
74,350
|
78,784
|
1 Federal National Mortgage Assn.
|
5.125%
|
1/2/2014
|
9,550
|
9,946
|
1 Federal National Mortgage Assn.
|
4.125%
|
4/15/2014
|
50,000
|
51,569
|
1 Federal National Mortgage Assn.
|
4.625%
|
10/15/2014
|
32,225
|
34,032
|
1 Federal National Mortgage Assn.
|
5.000%
|
4/15/2015
|
25,000
|
26,992
|
1 Federal National Mortgage Assn.
|
4.375%
|
10/15/2015
|
20,000
|
20,683
|
1 Federal National Mortgage Assn.
|
5.000%
|
3/15/2016
|
15,000
|
16,055
|
1 Federal National Mortgage Assn.
|
5.250%
|
9/15/2016
|
32,925
|
35,758
|
1 Federal National Mortgage Assn.
|
4.875%
|
12/15/2016
|
29,900
|
31,742
|
1 Federal National Mortgage Assn.
|
5.000%
|
2/13/2017
|
27,575
|
29,448
|
1 Federal National Mortgage Assn.
|
5.000%
|
5/11/2017
|
19,000
|
20,306
|
1 Federal National Mortgage Assn.
|
5.375%
|
6/12/2017
|
15,000
|
16,454
|
Private Export Funding Corp.
|
7.200%
|
1/15/2010
|
6,500
|
7,056
|
1 Tennessee Valley Auth.
|
6.000%
|
3/15/2013
|
6,000
|
6,763
|
1 Tennessee Valley Auth.
|
4.750%
|
8/1/2013
|
4,000
|
4,291
|
1 Tennessee Valley Auth.
|
4.375%
|
6/15/2015
|
7,000
|
7,308
|
1 Tennessee Valley Auth.
|
5.500%
|
7/18/2017
|
6,200
|
6,836
|
1 Tennessee Valley Auth.
|
6.250%
|
12/15/2017
|
2,600
|
3,030
|
1 Tennessee Valley Auth.
|
4.500%
|
4/1/2018
|
2,375
|
2,421
|
|
|
|
|
|
|
|
|
|
1,158,345
|
|
|
|
|
|
|
Total U.S. Government and Agency Obligations
|
(Cost $3,847,780)
|
|
|
|
4,125,636
|
|
Corporate Bonds (40.1%)
|
|
|
|
|
|
Asset-Backed/Commercial Mortgage-Backed Securities (0.1%)
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
5.610%
|
11/15/2033
|
2,500
|
2,441
|
2,3 Citicorp Lease Pass-Through Trust
|
8.040%
|
12/15/2019
|
2,100
|
2,357
|
2,3 Commercial Mortgage Lease-Backed Certificate
|
6.746%
|
6/20/2031
|
347
|
347
|
|
|
|
|
|
|
|
|
|
5,145
|
|
|
|
|
|
Finance (19.5%)
|
|
|
|
|
Banking (8.1%)
|
|
|
|
|
AmSouth Bank NA
|
4.850%
|
4/1/2013
|
1,500
|
1,478
|
AmSouth Bank NA
|
5.200%
|
4/1/2015
|
2,000
|
1,858
|
3 Banco Bilbao Vizcaya ARG
|
5.750%
|
7/20/2017
|
3,125
|
3,515
|
Banco Bradesco SA
|
8.750%
|
10/24/2013
|
1,500
|
1,738
|
Bank of America Corp.
|
5.375%
|
6/15/2014
|
3,425
|
3,533
|
Bank of America Corp.
|
5.125%
|
11/15/2014
|
4,550
|
4,649
|
Bank of America Corp.
|
5.250%
|
12/1/2015
|
5,000
|
4,883
|
Bank of America Corp.
|
5.750%
|
8/15/2016
|
3,900
|
3,996
|
Bank of America Corp.
|
5.625%
|
10/14/2016
|
13,625
|
14,068
|
Bank of America Corp.
|
5.300%
|
3/15/2017
|
14,200
|
14,272
|
Bank of America Corp.
|
5.420%
|
3/15/2017
|
13,250
|
13,196
|
Bank of America Corp.
|
6.100%
|
6/15/2017
|
2,100
|
2,243
|
Bank of America Corp.
|
6.000%
|
9/1/2017
|
4,725
|
4,986
|
Bank of America Corp.
|
5.750%
|
12/1/2017
|
13,825
|
14,419
|
Bank of New York Mellon
|
4.500%
|
4/1/2013
|
2,200
|
2,224
|
Bank of New York Mellon
|
4.950%
|
3/15/2015
|
6,125
|
6,030
|
Bank One Corp.
|
4.900%
|
4/30/2015
|
6,150
|
6,042
|
BB&T Corp.
|
5.200%
|
12/23/2015
|
10,175
|
9,904
|
BB&T Corp.
|
5.625%
|
9/15/2016
|
50
|
49
|
Citigroup, Inc.
|
5.125%
|
5/5/2014
|
3,125
|
3,046
|
Citigroup, Inc.
|
5.000%
|
9/15/2014
|
28,194
|
26,462
|
Citigroup, Inc.
|
4.875%
|
5/7/2015
|
1,200
|
1,118
|
Citigroup, Inc.
|
4.700%
|
5/29/2015
|
2,600
|
2,416
|
Citigroup, Inc.
|
5.300%
|
1/7/2016
|
5,750
|
5,565
|
Citigroup, Inc.
|
5.850%
|
8/2/2016
|
5,075
|
5,022
|
Citigroup, Inc.
|
5.500%
|
2/15/2017
|
4,400
|
4,121
|
Citigroup, Inc.
|
6.000%
|
8/15/2017
|
9,250
|
9,133
|
Citigroup, Inc.
|
6.125%
|
11/21/2017
|
20,100
|
20,253
|
Colonial Bank NA
|
6.375%
|
12/1/2015
|
1,250
|
1,123
|
Comerica Bank
|
5.750%
|
11/21/2016
|
4,275
|
4,131
|
Comerica Bank
|
5.200%
|
8/22/2017
|
3,025
|
2,786
|
Comerica Inc.
|
4.800%
|
5/1/2015
|
1,500
|
1,391
|
Compass Bank
|
6.400%
|
10/1/2017
|
1,600
|
1,575
|
Credit Suisse First Boston USA, Inc.
|
5.500%
|
8/15/2013
|
14,975
|
15,770
|
Credit Suisse First Boston USA, Inc.
|
4.875%
|
1/15/2015
|
5,550
|
5,362
|
Credit Suisse First Boston USA, Inc.
|
5.125%
|
8/15/2015
|
10,675
|
10,608
|
Credit Suisse First Boston USA, Inc.
|
5.375%
|
3/2/2016
|
1,125
|
1,158
|
Credit Suisse First Boston USA, Inc.
|
5.850%
|
8/16/2016
|
3,250
|
3,310
|
2 Credit Suisse First Boston USA, Inc.
|
5.860%
|
5/15/2049
|
4,200
|
3,369
|
Credit Suisse New York
|
6.000%
|
2/15/2018
|
8,250
|
8,232
|
Deutsche Bank AG London
|
6.000%
|
9/1/2017
|
15,400
|
16,215
|
Deutsche Bank Financial LLC
|
5.375%
|
3/2/2015
|
4,050
|
4,061
|
Fifth Third Bank
|
4.750%
|
2/1/2015
|
2,800
|
2,545
|
Fifth Third Bank
|
5.450%
|
1/15/2017
|
3,000
|
2,758
|
2 Fifth Third Cap Trust IV
|
6.500%
|
4/15/2067
|
2,750
|
1,962
|
First Tennessee Bank
|
5.050%
|
1/15/2015
|
2,800
|
2,450
|
3 HBOS Treasury Services PLC
|
5.250%
|
2/21/2017
|
3,225
|
3,406
|
HSBC Bank USA
|
4.625%
|
4/1/2014
|
8,000
|
7,815
|
JPMorgan Chase & Co.
|
5.375%
|
1/15/2014
|
3,050
|
3,087
|
JPMorgan Chase & Co.
|
4.875%
|
3/15/2014
|
7,100
|
6,977
|
JPMorgan Chase & Co.
|
5.125%
|
9/15/2014
|
10,190
|
10,199
|
JPMorgan Chase & Co.
|
4.750%
|
3/1/2015
|
8,925
|
8,771
|
JPMorgan Chase & Co.
|
5.250%
|
5/1/2015
|
2,975
|
2,979
|
JPMorgan Chase & Co.
|
5.150%
|
10/1/2015
|
9,100
|
9,073
|
JPMorgan Chase & Co.
|
5.875%
|
6/13/2016
|
5,475
|
5,679
|
JPMorgan Chase & Co.
|
6.125%
|
6/27/2017
|
4,325
|
4,541
|
JPMorgan Chase & Co.
|
6.000%
|
10/1/2017
|
7,475
|
7,677
|
JPMorgan Chase & Co.
|
6.000%
|
1/15/2018
|
13,625
|
14,314
|
Key Bank NA
|
5.800%
|
7/1/2014
|
3,800
|
3,755
|
Key Bank NA
|
4.950%
|
9/15/2015
|
1,000
|
948
|
Key Bank NA
|
5.450%
|
3/3/2016
|
3,025
|
2,756
|
Manufacturers & Traders Trust Co.
|
6.625%
|
12/4/2017
|
5,425
|
5,199
|
Marshall & Ilsley Bank
|
4.850%
|
6/16/2015
|
700
|
628
|
Marshall & Ilsley Bank
|
5.000%
|
1/17/2017
|
1,200
|
1,089
|
MBNA Corp.
|
6.125%
|
3/1/2013
|
3,375
|
3,642
|
Mellon Bank NA
|
4.750%
|
12/15/2014
|
3,800
|
3,755
|
National City Bank
|
4.625%
|
5/1/2013
|
4,500
|
4,097
|
NationsBank Corp.
|
7.750%
|
8/15/2015
|
1,000
|
1,139
|
3 Northern Rock PLC
|
5.625%
|
6/22/2017
|
6,325
|
6,460
|
PaineWebber
|
7.625%
|
12/1/2009
|
3,000
|
3,196
|
Paribas NY
|
6.950%
|
7/22/2013
|
2,000
|
2,252
|
PNC Bank NA
|
4.875%
|
9/21/2017
|
700
|
628
|
PNC Bank NA
|
6.000%
|
12/7/2017
|
1,125
|
1,091
|
PNC Bank NA
|
6.875%
|
4/1/2018
|
1,500
|
1,538
|
PNC Funding Corp.
|
5.250%
|
11/15/2015
|
3,575
|
3,324
|
PNC Funding Corp.
|
5.625%
|
2/1/2017
|
7,625
|
7,261
|
Royal Bank of Scotland Group PLC
|
5.000%
|
11/12/2013
|
1,700
|
1,703
|
Royal Bank of Scotland Group PLC
|
5.000%
|
10/1/2014
|
4,775
|
4,611
|
Royal Bank of Scotland Group PLC
|
5.050%
|
1/8/2015
|
8,625
|
8,277
|
2 Royal Bank of Scotland Group PLC
|
7.640%
|
3/31/2049
|
8,175
|
7,510
|
2 Royal Bank of Scotland Group PLC
|
5.512%
|
9/29/2049
|
6,550
|
5,381
|
Southtrust Corp.
|
5.800%
|
6/15/2014
|
1,350
|
1,390
|
Sovereign Bank
|
5.125%
|
3/15/2013
|
3,600
|
3,226
|
2,3 Standard Chartered PLC
|
6.409%
|
12/31/2049
|
1,500
|
1,232
|
State Street Capital Trust
|
5.300%
|
1/15/2016
|
1,000
|
983
|
State Street Corp.
|
5.375%
|
4/30/2017
|
825
|
815
|
SunTrust Banks, Inc.
|
5.000%
|
9/1/2015
|
3,550
|
3,266
|
SunTrust Banks, Inc.
|
5.200%
|
1/17/2017
|
150
|
134
|
SunTrust Banks, Inc.
|
6.000%
|
9/11/2017
|
2,800
|
2,667
|
SunTrust Banks, Inc.
|
5.450%
|
12/1/2017
|
2,350
|
2,202
|
SunTrust Banks, Inc.
|
7.250%
|
3/15/2018
|
2,375
|
2,395
|
Synovus Financial Corp.
|
4.875%
|
2/15/2013
|
2,000
|
1,952
|
Synovus Financial Corp.
|
5.125%
|
6/15/2017
|
750
|
657
|
UBS AG
|
5.875%
|
7/15/2016
|
4,800
|
4,814
|
UBS AG
|
5.875%
|
12/20/2017
|
17,075
|
17,334
|
UFJ Finance Aruba AEC
|
6.750%
|
7/15/2013
|
15,350
|
16,335
|
Union Bank of California NA
|
5.950%
|
5/11/2016
|
4,100
|
4,054
|
UnionBanCal Corp.
|
5.250%
|
12/16/2013
|
1,200
|
1,210
|
US Bank NA
|
6.300%
|
2/4/2014
|
2,600
|
2,801
|
US Bank NA
|
4.950%
|
10/30/2014
|
10,275
|
10,327
|
US Bank NA
|
4.800%
|
4/15/2015
|
1,000
|
993
|
Wachovia Bank NA
|
4.800%
|
11/1/2014
|
2,750
|
2,648
|
Wachovia Bank NA
|
4.875%
|
2/1/2015
|
4,475
|
4,237
|
Wachovia Bank NA
|
5.600%
|
3/15/2016
|
1,400
|
1,350
|
Wachovia Bank NA
|
6.000%
|
11/15/2017
|
5,275
|
5,207
|
Wachovia Corp.
|
4.875%
|
2/15/2014
|
13,800
|
13,420
|
Wachovia Corp.
|
5.625%
|
10/15/2016
|
10,900
|
10,518
|
Wachovia Corp.
|
5.750%
|
6/15/2017
|
11,475
|
11,330
|
Wachovia Corp.
|
5.750%
|
2/1/2018
|
11,200
|
11,027
|
Washington Mutual Bank
|
5.650%
|
8/15/2014
|
3,375
|
2,611
|
Washington Mutual Bank
|
5.125%
|
1/15/2015
|
9,350
|
6,720
|
2,3 Washington Mutual Preferred Funding II
|
6.665%
|
12/31/2049
|
3,000
|
1,710
|
Washington Mutual, Inc.
|
4.625%
|
4/1/2014
|
2,000
|
1,397
|
Washington Mutual, Inc.
|
5.250%
|
9/15/2017
|
3,025
|
2,297
|
Washington Mutual, Inc.
|
7.250%
|
11/1/2017
|
2,500
|
1,997
|
Wells Fargo & Co.
|
4.950%
|
10/16/2013
|
3,975
|
4,086
|
Wells Fargo & Co.
|
4.625%
|
4/15/2014
|
6,650
|
6,529
|
Wells Fargo & Co.
|
5.000%
|
11/15/2014
|
5,475
|
5,385
|
Wells Fargo & Co.
|
5.625%
|
12/11/2017
|
12,500
|
12,940
|
Wells Fargo Bank NA
|
4.750%
|
2/9/2015
|
4,975
|
4,778
|
Wells Fargo Bank NA
|
5.750%
|
5/16/2016
|
5,300
|
5,403
|
Zions Bancorp.
|
5.650%
|
5/15/2014
|
1,200
|
1,168
|
Zions Bancorp.
|
5.500%
|
11/16/2015
|
6,850
|
6,259
|
Brokerage (4.3%)
|
|
|
|
|
Ameriprise Financial Inc.
|
5.650%
|
11/15/2015
|
3,450
|
3,412
|
2 Ameriprise Financial Inc.
|
7.518%
|
6/1/2066
|
2,000
|
1,882
|
Bear Stearns Co., Inc.
|
5.700%
|
11/15/2014
|
8,150
|
7,906
|
Bear Stearns Co., Inc.
|
5.300%
|
10/30/2015
|
1,100
|
1,053
|
Bear Stearns Co., Inc.
|
5.550%
|
1/22/2017
|
12,300
|
11,565
|
Bear Stearns Co., Inc.
|
6.400%
|
10/2/2017
|
13,700
|
13,702
|
Bear Stearns Co., Inc.
|
7.250%
|
2/1/2018
|
8,050
|
8,266
|
BlackRock, Inc.
|
6.250%
|
9/15/2017
|
2,950
|
3,094
|
Goldman Sachs Group, Inc.
|
5.250%
|
4/1/2013
|
13,175
|
13,211
|
Goldman Sachs Group, Inc.
|
4.750%
|
7/15/2013
|
15,675
|
15,375
|
Goldman Sachs Group, Inc.
|
5.150%
|
1/15/2014
|
10,725
|
10,683
|
Goldman Sachs Group, Inc.
|
5.000%
|
10/1/2014
|
14,075
|
13,794
|
Goldman Sachs Group, Inc.
|
5.125%
|
1/15/2015
|
9,650
|
9,384
|
Goldman Sachs Group, Inc.
|
5.350%
|
1/15/2016
|
10,600
|
10,285
|
Goldman Sachs Group, Inc.
|
5.750%
|
10/1/2016
|
3,525
|
3,490
|
Goldman Sachs Group, Inc.
|
5.625%
|
1/15/2017
|
11,725
|
11,220
|
Goldman Sachs Group, Inc.
|
6.250%
|
9/1/2017
|
11,225
|
11,441
|
Goldman Sachs Group, Inc.
|
5.950%
|
1/18/2018
|
10,875
|
10,725
|
Goldman Sachs Group, Inc.
|
6.150%
|
4/1/2018
|
7,225
|
7,199
|
Janus Capital Group
|
6.700%
|
6/15/2017
|
1,700
|
1,714
|
Jefferies Group Inc.
|
5.500%
|
3/15/2016
|
4,500
|
4,146
|
Lazard Group
|
6.850%
|
6/15/2017
|
4,525
|
4,280
|
Lehman Brothers Holdings, Inc.
|
5.750%
|
5/17/2013
|
4,350
|
4,241
|
Lehman Brothers Holdings, Inc.
|
6.200%
|
9/26/2014
|
10,425
|
10,257
|
Lehman Brothers Holdings, Inc.
|
8.800%
|
3/1/2015
|
1,000
|
1,074
|
Lehman Brothers Holdings, Inc.
|
5.500%
|
4/4/2016
|
3,425
|
3,198
|
Lehman Brothers Holdings, Inc.
|
5.750%
|
1/3/2017
|
11,375
|
10,484
|
Lehman Brothers Holdings, Inc.
|
6.500%
|
7/19/2017
|
8,875
|
8,534
|
Lehman Brothers Holdings, Inc.
|
5.875%
|
11/15/2017
|
1,425
|
1,306
|
Lehman Brothers Holdings, Inc.
|
6.750%
|
12/28/2017
|
8,800
|
8,514
|
Merrill Lynch & Co., Inc.
|
5.000%
|
2/3/2014
|
8,650
|
8,177
|
Merrill Lynch & Co., Inc.
|
5.450%
|
7/15/2014
|
5,150
|
4,954
|
Merrill Lynch & Co., Inc.
|
5.000%
|
1/15/2015
|
14,775
|
13,836
|
Merrill Lynch & Co., Inc.
|
6.050%
|
5/16/2016
|
6,450
|
6,121
|
Merrill Lynch & Co., Inc.
|
5.700%
|
5/2/2017
|
5,550
|
5,167
|
Merrill Lynch & Co., Inc.
|
6.400%
|
8/28/2017
|
12,200
|
11,923
|
Morgan Stanley Dean Witter
|
4.750%
|
4/1/2014
|
14,500
|
13,475
|
Morgan Stanley Dean Witter
|
5.375%
|
10/15/2015
|
7,050
|
6,946
|
Morgan Stanley Dean Witter
|
5.750%
|
10/18/2016
|
6,400
|
6,324
|
Morgan Stanley Dean Witter
|
5.450%
|
1/9/2017
|
9,500
|
8,944
|
Morgan Stanley Dean Witter
|
5.550%
|
4/27/2017
|
7,250
|
6,841
|
Morgan Stanley Dean Witter
|
5.950%
|
12/28/2017
|
20,075
|
19,400
|
Morgan Stanley Dean Witter
|
6.625%
|
4/1/2018
|
6,300
|
6,349
|
2 Schwab Capital Trust I
|
7.500%
|
11/15/2037
|
1,850
|
1,750
|
Finance Companies (3.1%)
|
|
|
|
|
American Express Bank, FSB
|
6.000%
|
9/13/2017
|
3,325
|
3,330
|
American Express Centurion Bank
|
6.000%
|
9/13/2017
|
4,125
|
4,131
|
American Express Co.
|
4.875%
|
7/15/2013
|
5,800
|
5,836
|
American Express Co.
|
5.500%
|
9/12/2016
|
1,400
|
1,347
|
American Express Co.
|
6.150%
|
8/28/2017
|
10,125
|
10,176
|
American Express Co.
|
7.000%
|
3/19/2018
|
5,550
|
5,864
|
2 American Express Co.
|
6.800%
|
9/1/2066
|
3,525
|
3,263
|
American Express Credit Corp.
|
5.300%
|
12/2/2015
|
2,000
|
1,984
|
American General Finance Corp.
|
5.850%
|
6/1/2013
|
3,950
|
3,841
|
American General Finance Corp.
|
5.750%
|
9/15/2016
|
5,725
|
5,299
|
American General Finance Corp.
|
6.900%
|
12/15/2017
|
12,450
|
12,141
|
Capital One Bank
|
6.500%
|
6/13/2013
|
3,775
|
3,768
|
Capital One Bank
|
5.125%
|
2/15/2014
|
1,375
|
1,223
|
Capital One Financial
|
5.500%
|
6/1/2015
|
3,750
|
3,259
|
Capital One Financial
|
6.150%
|
9/1/2016
|
6,325
|
5,451
|
Capital One Financial
|
6.750%
|
9/15/2017
|
6,775
|
6,697
|
3 Capmark Financial Group
|
6.300%
|
5/10/2017
|
1,625
|
991
|
CIT Group Co. of Canada
|
5.200%
|
6/1/2015
|
5,775
|
4,577
|
CIT Group, Inc.
|
5.400%
|
3/7/2013
|
2,150
|
1,720
|
CIT Group, Inc.
|
5.000%
|
2/13/2014
|
875
|
687
|
CIT Group, Inc.
|
5.125%
|
9/30/2014
|
4,525
|
3,541
|
CIT Group, Inc.
|
5.000%
|
2/1/2015
|
3,400
|
2,652
|
CIT Group, Inc.
|
5.400%
|
1/30/2016
|
2,250
|
1,716
|
CIT Group, Inc.
|
5.850%
|
9/15/2016
|
2,750
|
2,104
|
CIT Group, Inc.
|
5.650%
|
2/13/2017
|
3,150
|
2,473
|
2 CIT Group, Inc.
|
6.100%
|
3/15/2067
|
3,200
|
1,488
|
Countrywide Financial Corp.
|
6.250%
|
5/15/2016
|
4,875
|
3,973
|
3 Discover Financial Services
|
6.450%
|
6/12/2017
|
1,500
|
1,366
|
General Electric Capital Corp.
|
5.500%
|
6/4/2014
|
5,350
|
5,597
|
General Electric Capital Corp.
|
5.650%
|
6/9/2014
|
13,275
|
13,996
|
General Electric Capital Corp.
|
5.000%
|
1/8/2016
|
5,000
|
5,023
|
General Electric Capital Corp.
|
5.375%
|
10/20/2016
|
925
|
941
|
General Electric Capital Corp.
|
5.400%
|
2/15/2017
|
18,750
|
19,175
|
General Electric Capital Corp.
|
5.625%
|
9/15/2017
|
12,900
|
13,287
|
2 General Electric Capital Corp.
|
6.375%
|
11/15/2067
|
14,675
|
14,453
|
2 HSBC Finance Capital Trust IX
|
5.911%
|
11/30/2035
|
3,925
|
3,355
|
HSBC Finance Corp.
|
4.750%
|
7/15/2013
|
8,575
|
8,291
|
HSBC Finance Corp.
|
5.250%
|
1/15/2014
|
2,550
|
2,553
|
HSBC Finance Corp.
|
5.000%
|
6/30/2015
|
25,525
|
24,507
|
International Lease Finance Corp.
|
5.625%
|
9/20/2013
|
1,130
|
1,109
|
International Lease Finance Corp.
|
5.650%
|
6/1/2014
|
11,150
|
10,823
|
iStar Financial Inc.
|
5.950%
|
10/15/2013
|
3,175
|
2,381
|
iStar Financial Inc.
|
5.875%
|
3/15/2016
|
5,475
|
3,942
|
iStar Financial Inc.
|
5.850%
|
3/15/2017
|
1,100
|
791
|
PHH Corp.
|
7.125%
|
3/1/2013
|
2,050
|
1,974
|
SLM Corp.
|
5.000%
|
10/1/2013
|
4,500
|
3,431
|
SLM Corp.
|
5.375%
|
5/15/2014
|
4,750
|
3,647
|
SLM Corp.
|
5.050%
|
11/14/2014
|
1,400
|
1,030
|
Insurance (2.8%)
|
|
|
|
|
ACE INA Holdings, Inc.
|
5.875%
|
6/15/2014
|
2,000
|
2,059
|
ACE INA Holdings, Inc.
|
5.700%
|
2/15/2017
|
1,950
|
1,960
|
ACE INA Holdings, Inc.
|
5.800%
|
3/15/2018
|
1,850
|
1,874
|
AEGON NV
|
4.750%
|
6/1/2013
|
3,475
|
3,411
|
Aetna, Inc.
|
6.000%
|
6/15/2016
|
5,250
|
5,307
|
Allied World Assurance
|
7.500%
|
8/1/2016
|
3,275
|
3,301
|
Allstate Corp.
|
5.000%
|
8/15/2014
|
3,500
|
3,523
|
2 Allstate Corp.
|
6.125%
|
5/15/2037
|
2,575
|
2,339
|
American International Group, Inc.
|
4.250%
|
5/15/2013
|
5,000
|
4,868
|
American International Group, Inc.
|
5.050%
|
10/1/2015
|
10,275
|
9,747
|
American International Group, Inc.
|
5.600%
|
10/18/2016
|
875
|
856
|
American International Group, Inc.
|
5.450%
|
5/18/2017
|
6,425
|
6,232
|
American International Group, Inc.
|
5.850%
|
1/16/2018
|
9,675
|
9,442
|
Aspen Insurance Holdings Ltd.
|
6.000%
|
8/15/2014
|
1,100
|
1,142
|
Assurant, Inc.
|
5.625%
|
2/15/2014
|
2,825
|
2,731
|
Axis Capital Holdings
|
5.750%
|
12/1/2014
|
1,800
|
1,706
|
Berkshire Hathaway Finance Corp.
|
4.625%
|
10/15/2013
|
4,450
|
4,601
|
Berkshire Hathaway Finance Corp.
|
5.100%
|
7/15/2014
|
1,850
|
1,926
|
Berkshire Hathaway Finance Corp.
|
4.850%
|
1/15/2015
|
5,325
|
5,452
|
2 Chubb Corp.
|
6.375%
|
3/29/2037
|
5,225
|
4,832
|
CIGNA Corp.
|
6.350%
|
3/15/2018
|
2,100
|
2,126
|
CNA Financial Corp.
|
5.850%
|
12/15/2014
|
2,100
|
2,007
|
CNA Financial Corp.
|
6.500%
|
8/15/2016
|
3,400
|
3,394
|
Commerce Group, Inc.
|
5.950%
|
12/9/2013
|
900
|
918
|
Coventry Health Care Inc.
|
6.300%
|
8/15/2014
|
1,000
|
989
|
Coventry Health Care Inc.
|
5.950%
|
3/15/2017
|
3,000
|
2,923
|
2 Everest Reinsurance Holdings, Inc.
|
6.600%
|
5/15/2037
|
1,450
|
1,027
|
Fund American Cos., Inc.
|
5.875%
|
5/15/2013
|
2,100
|
2,169
|
Genworth Financial, Inc.
|
5.750%
|
6/15/2014
|
4,250
|
4,136
|
Genworth Financial, Inc.
|
4.950%
|
10/1/2015
|
1,450
|
1,332
|
2 Genworth Financial, Inc.
|
6.150%
|
11/15/2066
|
3,025
|
2,395
|
Hartford Financial Services Group, Inc.
|
4.625%
|
7/15/2013
|
1,200
|
1,180
|
Hartford Financial Services Group, Inc.
|
5.500%
|
10/15/2016
|
1,975
|
1,906
|
Hartford Financial Services Group, Inc.
|
5.375%
|
3/15/2017
|
2,200
|
2,094
|
Hartford Financial Services Group, Inc.
|
6.300%
|
3/15/2018
|
2,200
|
2,236
|
Humana Inc.
|
6.450%
|
6/1/2016
|
2,625
|
2,620
|
2 ING Capital Funding Trust III
|
5.775%
|
12/8/2049
|
4,325
|
3,557
|
Jefferson Pilot Corp.
|
4.750%
|
1/30/2014
|
4,000
|
3,895
|
2 Lincoln National Corp.
|
6.050%
|
4/20/2067
|
4,375
|
3,783
|
Loews Corp.
|
5.250%
|
3/15/2016
|
500
|
494
|
Marsh & McLennan Cos., Inc.
|
4.850%
|
2/15/2013
|
2,000
|
1,992
|
Marsh & McLennan Cos., Inc.
|
5.375%
|
7/15/2014
|
1,500
|
1,457
|
Marsh & McLennan Cos., Inc.
|
5.750%
|
9/15/2015
|
5,550
|
5,330
|
MetLife, Inc.
|
5.000%
|
11/24/2013
|
2,325
|
2,372
|
MetLife, Inc.
|
5.500%
|
6/15/2014
|
1,075
|
1,106
|
MetLife, Inc.
|
5.000%
|
6/15/2015
|
3,750
|
3,699
|
Principal Life Income Funding
|
5.100%
|
4/15/2014
|
4,250
|
4,158
|
2 Progressive Corp.
|
6.700%
|
6/15/2037
|
4,225
|
3,690
|
Prudential Financial, Inc.
|
4.500%
|
7/15/2013
|
4,500
|
4,469
|
Prudential Financial, Inc.
|
4.750%
|
4/1/2014
|
1,750
|
1,688
|
Prudential Financial, Inc.
|
5.100%
|
9/20/2014
|
6,200
|
6,084
|
Prudential Financial, Inc.
|
5.500%
|
3/15/2016
|
575
|
577
|
Prudential Financial, Inc.
|
6.100%
|
6/15/2017
|
1,750
|
1,759
|
Prudential Financial, Inc.
|
6.000%
|
12/1/2017
|
3,225
|
3,242
|
St. Paul Travelers Cos., Inc.
|
5.500%
|
12/1/2015
|
1,350
|
1,348
|
St. Paul Travelers Cos., Inc.
|
6.250%
|
6/20/2016
|
2,025
|
2,113
|
Torchmark Corp.
|
6.375%
|
6/15/2016
|
1,750
|
1,846
|
Transatlantic Holdings
|
5.750%
|
12/14/2015
|
4,000
|
4,143
|
Travelers Cos. Inc.
|
5.750%
|
12/15/2017
|
3,550
|
3,595
|
2 Travelers Cos. Inc.
|
6.250%
|
3/15/2037
|
3,950
|
3,484
|
Travelers Property Casualty Corp.
|
5.000%
|
3/15/2013
|
2,500
|
2,529
|
UnitedHealth Group, Inc.
|
5.000%
|
8/15/2014
|
5,400
|
5,220
|
UnitedHealth Group, Inc.
|
4.875%
|
3/15/2015
|
3,825
|
3,629
|
UnitedHealth Group, Inc.
|
6.000%
|
6/15/2017
|
2,100
|
2,091
|
UnitedHealth Group, Inc.
|
6.000%
|
11/15/2017
|
2,400
|
2,390
|
UnitedHealth Group, Inc.
|
6.000%
|
2/15/2018
|
6,150
|
5,998
|
WellPoint Inc.
|
5.000%
|
12/15/2014
|
4,550
|
4,271
|
WellPoint Inc.
|
5.250%
|
1/15/2016
|
3,900
|
3,679
|
WellPoint Inc.
|
5.875%
|
6/15/2017
|
2,500
|
2,473
|
Willis North America Inc.
|
5.625%
|
7/15/2015
|
2,750
|
2,674
|
Willis North America Inc.
|
6.200%
|
3/28/2017
|
1,625
|
1,589
|
XL Capital Ltd.
|
5.250%
|
9/15/2014
|
4,025
|
3,535
|
2 XL Capital Ltd.
|
6.500%
|
12/15/2049
|
3,950
|
2,783
|
Real Estate Investment Trusts (1.2%)
|
|
|
|
|
Arden Realty LP
|
5.250%
|
3/1/2015
|
1,250
|
1,273
|
AvalonBay Communities, Inc.
|
5.750%
|
9/15/2016
|
1,750
|
1,609
|
Boston Properties, Inc.
|
5.625%
|
4/15/2015
|
1,700
|
1,624
|
Brandywine Operating Partnership
|
5.400%
|
11/1/2014
|
2,250
|
1,906
|
Camden Property Trust
|
5.700%
|
5/15/2017
|
2,300
|
1,958
|
Colonial Realty LP
|
5.500%
|
10/1/2015
|
1,800
|
1,477
|
Duke Realty LP
|
5.950%
|
2/15/2017
|
4,975
|
4,414
|
ERP Operating LP
|
5.200%
|
4/1/2013
|
1,000
|
960
|
ERP Operating LP
|
5.250%
|
9/15/2014
|
4,025
|
3,659
|
ERP Operating LP
|
5.125%
|
3/15/2016
|
5,000
|
4,414
|
ERP Operating LP
|
5.375%
|
8/1/2016
|
475
|
423
|
ERP Operating LP
|
5.750%
|
6/15/2017
|
1,675
|
1,532
|
HCP Inc.
|
6.700%
|
1/30/2018
|
4,500
|
3,865
|
Health Care Property Investors, Inc.
|
5.650%
|
12/15/2013
|
2,250
|
2,051
|
Health Care Property Investors, Inc.
|
6.300%
|
9/15/2016
|
275
|
233
|
Health Care Property Investors, Inc.
|
6.000%
|
1/30/2017
|
3,750
|
3,097
|
Health Care REIT, Inc.
|
6.000%
|
11/15/2013
|
4,725
|
4,628
|
Health Care REIT, Inc.
|
6.200%
|
6/1/2016
|
925
|
835
|
HealthCare Realty Trust
|
5.125%
|
4/1/2014
|
2,925
|
2,571
|
Hospitality Properties
|
5.125%
|
2/15/2015
|
4,150
|
3,480
|
Hospitality Properties
|
5.625%
|
3/15/2017
|
2,500
|
2,066
|
HRPT Properties Trust
|
6.250%
|
8/15/2016
|
5,150
|
4,807
|
Kimco Realty Corp.
|
5.783%
|
3/15/2016
|
1,350
|
1,261
|
Liberty Property LP
|
5.125%
|
3/2/2015
|
4,450
|
4,026
|
National Retail Properties
|
6.875%
|
10/15/2017
|
3,000
|
2,888
|
ProLogis
|
5.500%
|
3/1/2013
|
2,000
|
1,961
|
ProLogis
|
5.625%
|
11/15/2015
|
2,800
|
2,587
|
ProLogis
|
5.750%
|
4/1/2016
|
3,000
|
2,751
|
ProLogis
|
5.625%
|
11/15/2016
|
1,925
|
1,735
|
Regency Centers LP
|
5.250%
|
8/1/2015
|
1,000
|
891
|
Regency Centers LP
|
5.875%
|
6/15/2017
|
3,000
|
2,740
|
Simon Property Group Inc.
|
5.625%
|
8/15/2014
|
2,350
|
2,265
|
Simon Property Group Inc.
|
5.100%
|
6/15/2015
|
1,800
|
1,650
|
Simon Property Group Inc.
|
5.750%
|
12/1/2015
|
4,600
|
4,373
|
Simon Property Group Inc.
|
6.100%
|
5/1/2016
|
1,800
|
1,709
|
Simon Property Group Inc.
|
5.250%
|
12/1/2016
|
6,575
|
5,960
|
Tanger Factory Outlet Centers, Inc.
|
6.150%
|
11/15/2015
|
1,725
|
1,793
|
Financial Other (0.0%)
|
XTRA Finance Corp.
|
5.150%
|
4/1/2017
|
1,600
|
1,645
|
|
|
|
|
|
|
|
|
|
1,553,053
|
|
|
|
|
|
Industrial (16.8%)
|
|
|
|
|
Basic Industry (1.1%)
|
|
|
|
|
Alcan, Inc.
|
4.500%
|
5/15/2013
|
2,825
|
2,833
|
Alcan, Inc.
|
5.200%
|
1/15/2014
|
1,500
|
1,469
|
Alcan, Inc.
|
5.000%
|
6/1/2015
|
1,575
|
1,535
|
Alcoa, Inc.
|
5.550%
|
2/1/2017
|
1,900
|
1,851
|
Barrick Gold Finance Inc.
|
4.875%
|
11/15/2014
|
2,050
|
2,015
|
BHP Billiton Finance
|
4.800%
|
4/15/2013
|
6,775
|
6,809
|
BHP Billiton Finance
|
5.250%
|
12/15/2015
|
2,725
|
2,649
|
BHP Finance USA Ltd.
|
5.400%
|
3/29/2017
|
2,300
|
2,241
|
Celulosa Arauco Constitution SA
|
5.125%
|
7/9/2013
|
1,500
|
1,506
|
Celulosa Arauco Constitution SA
|
5.625%
|
4/20/2015
|
5,150
|
5,150
|
Commercial Metals Co.
|
6.500%
|
7/15/2017
|
1,650
|
1,702
|
E.I. du Pont de Nemours & Co.
|
4.125%
|
3/6/2013
|
1,500
|
1,516
|
E.I. du Pont de Nemours & Co.
|
5.250%
|
12/15/2016
|
3,925
|
3,988
|
ICI Wilmington
|
5.625%
|
12/1/2013
|
1,600
|
1,695
|
Inco Ltd.
|
5.700%
|
10/15/2015
|
1,675
|
1,652
|
International Paper Co.
|
5.300%
|
4/1/2015
|
175
|
170
|
International Paper Co.
|
5.250%
|
4/1/2016
|
2,950
|
2,824
|
International Steel Group, Inc.
|
6.500%
|
4/15/2014
|
5,000
|
5,080
|
Lubrizol Corp.
|
5.500%
|
10/1/2014
|
2,575
|
2,518
|
Noranda, Inc.
|
6.000%
|
10/15/2015
|
2,025
|
2,005
|
Nucor Corp.
|
5.750%
|
12/1/2017
|
2,000
|
2,063
|
Plum Creek Timber Co.
|
5.875%
|
11/15/2015
|
1,650
|
1,690
|
Potash Corp. of Saskatchewan
|
4.875%
|
3/1/2013
|
2,975
|
3,030
|
PPG Industries, Inc.
|
6.650%
|
3/15/2018
|
3,425
|
3,617
|
Praxair, Inc.
|
3.950%
|
6/1/2013
|
2,500
|
2,507
|
Praxair, Inc.
|
5.250%
|
11/15/2014
|
1,850
|
2,013
|
Praxair, Inc.
|
4.625%
|
3/30/2015
|
2,575
|
2,564
|
Praxair, Inc.
|
5.375%
|
11/1/2016
|
700
|
709
|
Praxair, Inc.
|
5.200%
|
3/15/2017
|
1,500
|
1,497
|
Reliance Steel & Aluminum
|
6.200%
|
11/15/2016
|
650
|
669
|
Rohm & Haas Co.
|
6.000%
|
9/15/2017
|
4,675
|
4,743
|
US Steel Corp.
|
5.650%
|
6/1/2013
|
900
|
882
|
US Steel Corp.
|
6.050%
|
6/1/2017
|
3,325
|
3,014
|
US Steel Corp.
|
7.000%
|
2/1/2018
|
1,300
|
1,252
|
Vale Overseas Ltd.
|
6.250%
|
1/11/2016
|
5,825
|
5,825
|
Vale Overseas Ltd.
|
6.250%
|
1/23/2017
|
2,575
|
2,569
|
WMC Finance USA
|
5.125%
|
5/15/2013
|
1,600
|
1,659
|
Capital Goods (1.7%)
|
|
|
|
|
2,3 BAE Systems Asset Trust
|
7.156%
|
12/15/2011
|
420
|
452
|
Brascan Corp.
|
7.125%
|
6/15/2012
|
1,000
|
1,002
|
Caterpillar Financial Services Corp.
|
4.750%
|
2/17/2015
|
7,625
|
7,612
|
Caterpillar Financial Services Corp.
|
4.625%
|
6/1/2015
|
1,200
|
1,178
|
Caterpillar Financial Services Corp.
|
5.450%
|
4/15/2018
|
3,900
|
3,936
|
CRH America Inc.
|
5.300%
|
10/15/2013
|
2,075
|
2,022
|
CRH America Inc.
|
6.000%
|
9/30/2016
|
8,375
|
8,011
|
Deere & Co.
|
6.950%
|
4/25/2014
|
6,230
|
6,997
|
Embraer Overseas Ltd.
|
6.375%
|
1/24/2017
|
700
|
697
|
Emerson Electric Co.
|
5.375%
|
10/15/2017
|
7,500
|
7,672
|
General Dynamics Corp.
|
4.250%
|
5/15/2013
|
6,850
|
6,929
|
General Electric Co.
|
5.250%
|
12/6/2017
|
17,875
|
17,903
|
Hanson PLC
|
5.250%
|
3/15/2013
|
3,775
|
3,725
|
Hanson PLC
|
6.125%
|
8/15/2016
|
3,250
|
3,218
|
Honeywell International, Inc.
|
5.400%
|
3/15/2016
|
1,825
|
1,909
|
Honeywell International, Inc.
|
5.300%
|
3/15/2017
|
1,000
|
1,036
|
Honeywell International, Inc.
|
5.300%
|
3/1/2018
|
4,025
|
4,125
|
John Deere Capital Corp.
|
5.500%
|
4/13/2017
|
2,300
|
2,338
|
Joy Global, Inc.
|
6.000%
|
11/15/2016
|
1,275
|
1,298
|
Lafarge SA
|
6.500%
|
7/15/2016
|
5,800
|
5,592
|
Lockheed Martin Corp.
|
7.650%
|
5/1/2016
|
3,000
|
3,512
|
Masco Corp.
|
4.800%
|
6/15/2015
|
4,875
|
4,256
|
Masco Corp.
|
6.125%
|
10/3/2016
|
4,275
|
4,010
|
Mohawk Industries Inc.
|
6.125%
|
1/15/2016
|
6,275
|
6,122
|
Northrop Grumman Corp.
|
7.750%
|
3/1/2016
|
2,900
|
3,428
|
Raytheon Co.
|
5.375%
|
4/1/2013
|
725
|
763
|
Textron, Inc.
|
5.600%
|
12/1/2017
|
3,700
|
3,869
|
Tyco International Group SA
|
6.000%
|
11/15/2013
|
4,800
|
4,929
|
United Technologies Corp.
|
4.875%
|
5/1/2015
|
6,425
|
6,520
|
United Technologies Corp.
|
5.375%
|
12/15/2017
|
5,100
|
5,254
|
Waste Management, Inc.
|
6.375%
|
11/15/2012
|
1,000
|
1,044
|
Waste Management, Inc.
|
5.000%
|
3/15/2014
|
625
|
612
|
Communication (3.8%)
|
|
|
|
|
America Movil SA de C.V.
|
5.500%
|
3/1/2014
|
5,650
|
5,657
|
America Movil SA de C.V.
|
5.750%
|
1/15/2015
|
1,525
|
1,534
|
AT&T Inc.
|
5.100%
|
9/15/2014
|
19,550
|
19,361
|
AT&T Inc.
|
5.625%
|
6/15/2016
|
6,000
|
6,057
|
AT&T Inc.
|
5.500%
|
2/1/2018
|
15,900
|
15,535
|
BellSouth Corp.
|
5.200%
|
9/15/2014
|
200
|
201
|
British Telecommunications PLC
|
5.950%
|
1/15/2018
|
2,375
|
2,301
|
CenturyTel, Inc.
|
5.000%
|
2/15/2015
|
1,000
|
922
|
CenturyTel, Inc.
|
6.000%
|
4/1/2017
|
2,475
|
2,329
|
Comcast Cable Communications, Inc.
|
8.875%
|
5/1/2017
|
1,700
|
1,989
|
Comcast Corp.
|
5.300%
|
1/15/2014
|
11,765
|
11,633
|
Comcast Corp.
|
6.500%
|
1/15/2015
|
3,825
|
3,930
|
Comcast Corp.
|
5.850%
|
11/15/2015
|
2,300
|
2,275
|
Comcast Corp.
|
5.900%
|
3/15/2016
|
7,325
|
7,239
|
Comcast Corp.
|
4.950%
|
6/15/2016
|
2,175
|
2,030
|
Comcast Corp.
|
6.500%
|
1/15/2017
|
1,575
|
1,607
|
Comcast Corp.
|
6.300%
|
11/15/2017
|
5,625
|
5,698
|
Comcast Corp.
|
5.875%
|
2/15/2018
|
5,375
|
5,244
|
Cox Communications, Inc.
|
4.625%
|
6/1/2013
|
4,000
|
3,873
|
Cox Communications, Inc.
|
5.450%
|
12/15/2014
|
6,725
|
6,684
|
Cox Communications, Inc.
|
5.500%
|
10/1/2015
|
1,250
|
1,244
|
Deutsche Telekom International Finance
|
5.250%
|
7/22/2013
|
8,300
|
8,304
|
Deutsche Telekom International Finance
|
5.750%
|
3/23/2016
|
2,725
|
2,701
|
Embarq Corp.
|
7.082%
|
6/1/2016
|
12,675
|
11,965
|
McGraw-Hill Cos. Inc.
|
5.900%
|
11/15/2017
|
2,500
|
2,475
|
News America Holdings, Inc.
|
9.250%
|
2/1/2013
|
1,325
|
1,560
|
News America Inc.
|
5.300%
|
12/15/2014
|
8,350
|
8,318
|
Nextel Communications
|
6.875%
|
10/31/2013
|
6,000
|
4,753
|
Nextel Communications
|
5.950%
|
3/15/2014
|
6,300
|
4,672
|
Nextel Communications
|
7.375%
|
8/1/2015
|
10,150
|
7,828
|
Omnicom Group Inc.
|
5.900%
|
4/15/2016
|
6,400
|
6,249
|
Qwest Communications International Inc.
|
7.500%
|
10/1/2014
|
3,475
|
3,406
|
Qwest Communications International Inc.
|
6.500%
|
6/1/2017
|
3,125
|
2,820
|
R.R. Donnelley & Sons Co.
|
4.950%
|
4/1/2014
|
2,550
|
2,304
|
R.R. Donnelley & Sons Co.
|
5.500%
|
5/15/2015
|
2,365
|
2,147
|
R.R. Donnelley & Sons Co.
|
6.125%
|
1/15/2017
|
1,750
|
1,631
|
Rogers Cable Inc.
|
5.500%
|
3/15/2014
|
5,000
|
4,713
|
Rogers Wireless Inc.
|
6.375%
|
3/1/2014
|
8,000
|
7,920
|
Sprint Nextel Corp.
|
6.000%
|
12/1/2016
|
7,675
|
5,979
|
TCI Communications, Inc.
|
8.750%
|
8/1/2015
|
3,895
|
4,453
|
Telecom Italia Capital
|
5.250%
|
11/15/2013
|
2,875
|
2,699
|
Telecom Italia Capital
|
4.950%
|
9/30/2014
|
13,225
|
12,214
|
Telecom Italia Capital
|
5.250%
|
10/1/2015
|
3,600
|
3,207
|
Tele-Communications, Inc.
|
7.875%
|
8/1/2013
|
5,401
|
6,034
|
Telefonica Emisiones SAU
|
6.421%
|
6/20/2016
|
13,425
|
13,805
|
Telefonos de Mexico SA
|
5.500%
|
1/27/2015
|
6,050
|
5,952
|
Thomson Corp.
|
5.700%
|
10/1/2014
|
5,550
|
5,492
|
Time Warner Cable Inc.
|
5.850%
|
5/1/2017
|
11,475
|
10,970
|
Verizon Communications Corp.
|
5.550%
|
2/15/2016
|
12,150
|
12,051
|
Verizon Communications Corp.
|
5.500%
|
2/15/2018
|
5,000
|
4,881
|
Verizon Global Funding Corp.
|
4.900%
|
9/15/2015
|
2,000
|
1,989
|
Verizon Virginia, Inc.
|
4.625%
|
3/15/2013
|
4,300
|
4,186
|
Vodafone Group PLC
|
5.000%
|
12/16/2013
|
900
|
893
|
Vodafone Group PLC
|
5.375%
|
1/30/2015
|
8,475
|
8,284
|
Vodafone Group PLC
|
5.000%
|
9/15/2015
|
1,250
|
1,194
|
Vodafone Group PLC
|
5.750%
|
3/15/2016
|
5,350
|
5,323
|
Vodafone Group PLC
|
5.625%
|
2/27/2017
|
3,000
|
2,932
|
WPP Finance USA Corp.
|
5.875%
|
6/15/2014
|
2,150
|
2,144
|
Consumer Cyclical (2.4%)
|
|
|
|
|
Brinker International
|
5.750%
|
6/1/2014
|
1,700
|
1,728
|
Costco Wholesale Corp.
|
5.500%
|
3/15/2017
|
7,250
|
7,452
|
CVS Corp.
|
4.875%
|
9/15/2014
|
1,675
|
1,653
|
CVS Corp.
|
6.125%
|
8/15/2016
|
2,600
|
2,711
|
CVS Corp.
|
5.750%
|
6/1/2017
|
7,575
|
7,667
|
DaimlerChrysler North America Holding Corp.
|
6.500%
|
11/15/2013
|
13,125
|
13,824
|
Darden Restaurants Inc.
|
6.200%
|
10/15/2017
|
3,700
|
3,615
|
Federated Retail Holding
|
5.900%
|
12/1/2016
|
8,800
|
7,721
|
Home Depot Inc.
|
5.250%
|
12/16/2013
|
4,450
|
4,364
|
Home Depot Inc.
|
5.400%
|
3/1/2016
|
12,300
|
11,381
|
ITT Corp.
|
7.375%
|
11/15/2015
|
3,600
|
3,511
|
J.C. Penney Co., Inc.
|
7.950%
|
4/1/2017
|
1,650
|
1,728
|
J.C. Penney Co., Inc.
|
5.750%
|
2/15/2018
|
2,650
|
2,438
|
Johnson Controls, Inc.
|
4.875%
|
9/15/2013
|
1,000
|
999
|
Johnson Controls, Inc.
|
5.500%
|
1/15/2016
|
3,000
|
3,028
|
Kohl's Corp.
|
6.250%
|
12/15/2017
|
1,500
|
1,423
|
Limited Brands Inc.
|
5.250%
|
11/1/2014
|
3,100
|
2,631
|
Limited Brands Inc.
|
6.900%
|
7/15/2017
|
2,000
|
1,787
|
Lowe's Cos., Inc.
|
5.000%
|
10/15/2015
|
4,275
|
4,270
|
Lowe's Cos., Inc.
|
5.400%
|
10/15/2016
|
3,525
|
3,542
|
Lowe's Cos., Inc.
|
6.100%
|
9/15/2017
|
600
|
627
|
Marriott International
|
6.200%
|
6/15/2016
|
2,600
|
2,527
|
Marriott International
|
6.375%
|
6/15/2017
|
2,450
|
2,396
|
May Department Stores Co.
|
5.750%
|
7/15/2014
|
3,600
|
3,342
|
McDonald's Corp.
|
5.300%
|
3/15/2017
|
750
|
766
|
McDonald's Corp.
|
5.800%
|
10/15/2017
|
3,950
|
4,136
|
McDonald's Corp.
|
5.350%
|
3/1/2018
|
4,775
|
4,834
|
MDC Holdings Inc.
|
5.500%
|
5/15/2013
|
3,625
|
3,460
|
Nordstrom, Inc.
|
6.250%
|
1/15/2018
|
1,800
|
1,789
|
Target Corp.
|
5.125%
|
1/15/2013
|
3,450
|
3,536
|
Target Corp.
|
4.000%
|
6/15/2013
|
2,570
|
2,519
|
Target Corp.
|
5.875%
|
7/15/2016
|
6,600
|
6,693
|
Target Corp.
|
5.375%
|
5/1/2017
|
550
|
546
|
Target Corp.
|
6.000%
|
1/15/2018
|
3,600
|
3,672
|
The Walt Disney Co.
|
5.625%
|
9/15/2016
|
7,700
|
8,051
|
The Walt Disney Co.
|
6.000%
|
7/17/2017
|
2,025
|
2,185
|
Time Warner, Inc.
|
5.875%
|
11/15/2016
|
8,100
|
7,688
|
Toll Brothers, Inc.
|
5.950%
|
9/15/2013
|
1,000
|
966
|
Toll Brothers, Inc.
|
5.150%
|
5/15/2015
|
2,150
|
1,938
|
VF Corp.
|
5.950%
|
11/1/2017
|
1,125
|
1,127
|
Viacom Inc.
|
6.250%
|
4/30/2016
|
6,800
|
6,604
|
Viacom Inc.
|
6.125%
|
10/5/2017
|
50
|
49
|
Wal-Mart Stores, Inc.
|
4.550%
|
5/1/2013
|
3,750
|
3,853
|
Wal-Mart Stores, Inc.
|
7.250%
|
6/1/2013
|
2,300
|
2,635
|
Wal-Mart Stores, Inc.
|
4.500%
|
7/1/2015
|
7,025
|
6,953
|
Wal-Mart Stores, Inc.
|
5.375%
|
4/5/2017
|
4,900
|
5,043
|
Wal-Mart Stores, Inc.
|
5.800%
|
2/15/2018
|
5,200
|
5,435
|
Western Union Co.
|
5.930%
|
10/1/2016
|
3,800
|
3,780
|
Wyndham Worldwide
|
6.000%
|
12/1/2016
|
1,900
|
1,732
|
Yum! Brands, Inc.
|
6.250%
|
4/15/2016
|
2,525
|
2,552
|
Yum! Brands, Inc.
|
6.250%
|
3/15/2018
|
1,350
|
1,353
|
Consumer Noncyclical (4.1%)
|
|
|
|
|
Abbott Laboratories
|
4.350%
|
3/15/2014
|
4,350
|
4,343
|
Abbott Laboratories
|
5.875%
|
5/15/2016
|
8,500
|
9,021
|
Abbott Laboratories
|
5.600%
|
11/30/2017
|
5,000
|
5,216
|
Allergan Inc.
|
5.750%
|
4/1/2016
|
3,300
|
3,392
|
AmerisourceBergen Corp.
|
5.875%
|
9/15/2015
|
4,425
|
4,385
|
Amgen Inc.
|
4.850%
|
11/18/2014
|
4,125
|
4,041
|
Amgen Inc.
|
5.850%
|
6/1/2017
|
5,450
|
5,386
|
Anheuser-Busch Cos., Inc.
|
5.600%
|
3/1/2017
|
4,100
|
4,296
|
Anheuser-Busch Cos., Inc.
|
5.500%
|
1/15/2018
|
3,900
|
4,040
|
Archer-Daniels-Midland Co.
|
8.375%
|
4/15/2017
|
1,375
|
1,683
|
Archer-Daniels-Midland Co.
|
5.450%
|
3/15/2018
|
3,475
|
3,512
|
AstraZeneca PLC
|
5.400%
|
6/1/2014
|
3,050
|
3,188
|
AstraZeneca PLC
|
5.900%
|
9/15/2017
|
10,625
|
11,249
|
Baxter International, Inc.
|
4.625%
|
3/15/2015
|
3,150
|
3,091
|
Baxter International, Inc.
|
5.900%
|
9/1/2016
|
2,600
|
2,739
|
Biogen Idec Inc.
|
6.000%
|
3/1/2013
|
2,700
|
2,751
|
Biogen Idec Inc.
|
6.875%
|
3/1/2018
|
2,950
|
3,013
|
Bottling Group LLC
|
5.000%
|
11/15/2013
|
1,500
|
1,569
|
Bottling Group LLC
|
5.500%
|
4/1/2016
|
6,050
|
6,317
|
Bristol-Myers Squibb Co.
|
5.250%
|
8/15/2013
|
2,775
|
2,939
|
Bunge Ltd. Finance Corp.
|
5.350%
|
4/15/2014
|
2,900
|
2,852
|
Bunge Ltd. Finance Corp.
|
5.100%
|
7/15/2015
|
1,925
|
1,848
|
Cardinal Health, Inc.
|
4.000%
|
6/15/2015
|
2,200
|
2,016
|
Cardinal Health, Inc.
|
5.800%
|
10/15/2016
|
1,250
|
1,252
|
Cardinal Health, Inc.
|
6.000%
|
6/15/2017
|
900
|
917
|
Cardinal Health, Inc.
|
5.850%
|
12/15/2017
|
1,900
|
1,911
|
Cia. Brasil de Bebidas AmBev
|
8.750%
|
9/15/2013
|
2,800
|
3,273
|
Clorox Co.
|
5.000%
|
1/15/2015
|
3,700
|
3,550
|
Coca-Cola Co.
|
5.350%
|
11/15/2017
|
8,200
|
8,538
|
Coca-Cola HBC Finance
|
5.125%
|
9/17/2013
|
2,400
|
2,512
|
ConAgra Foods, Inc.
|
5.819%
|
6/15/2017
|
1,500
|
1,520
|
3 Covidien International
|
6.000%
|
10/15/2017
|
5,625
|
5,757
|
Delhaize America Inc.
|
6.500%
|
6/15/2017
|
2,800
|
2,908
|
Diageo Capital PLC
|
5.500%
|
9/30/2016
|
6,300
|
6,395
|
Diageo Capital PLC
|
5.750%
|
10/23/2017
|
4,800
|
4,885
|
Diageo Finance BV
|
5.300%
|
10/28/2015
|
2,675
|
2,725
|
Eli Lilly & Co.
|
5.200%
|
3/15/2017
|
4,925
|
5,042
|
Fisher Scientific International Inc.
|
6.125%
|
7/1/2015
|
4,000
|
3,980
|
Fortune Brands Inc.
|
5.375%
|
1/15/2016
|
8,275
|
7,771
|
Genentech Inc.
|
4.750%
|
7/15/2015
|
2,900
|
2,939
|
General Mills, Inc.
|
5.200%
|
3/17/2015
|
1,100
|
1,116
|
General Mills, Inc.
|
5.700%
|
2/15/2017
|
6,950
|
6,984
|
GlaxoSmithKline Capital Inc.
|
4.375%
|
4/15/2014
|
8,075
|
8,086
|
Hasbro Inc.
|
6.300%
|
9/15/2017
|
2,175
|
2,276
|
Hershey Foods Corp.
|
5.450%
|
9/1/2016
|
2,100
|
2,131
|
Hospira, Inc.
|
5.900%
|
6/15/2014
|
675
|
695
|
Hospira, Inc.
|
6.050%
|
3/30/2017
|
2,000
|
2,052
|
Johnson & Johnson
|
3.800%
|
5/15/2013
|
3,000
|
3,087
|
Johnson & Johnson
|
5.550%
|
8/15/2017
|
4,600
|
5,003
|
Kimberly-Clark Corp.
|
4.875%
|
8/15/2015
|
1,025
|
1,032
|
Kimberly-Clark Corp.
|
6.125%
|
8/1/2017
|
7,000
|
7,620
|
Kraft Foods, Inc.
|
5.250%
|
10/1/2013
|
7,250
|
7,306
|
Kraft Foods, Inc.
|
6.500%
|
8/11/2017
|
10,200
|
10,466
|
Kraft Foods, Inc.
|
6.125%
|
2/1/2018
|
5,750
|
5,760
|
Kroger Co.
|
5.000%
|
4/15/2013
|
800
|
805
|
Kroger Co.
|
4.950%
|
1/15/2015
|
6,825
|
6,485
|
Kroger Co.
|
6.400%
|
8/15/2017
|
1,950
|
2,051
|
Laboratory Corp. of America
|
5.500%
|
2/1/2013
|
2,500
|
2,542
|
Laboratory Corp. of America
|
5.625%
|
12/15/2015
|
1,250
|
1,240
|
Mckesson Corp.
|
5.250%
|
3/1/2013
|
3,825
|
3,979
|
Mckesson Corp.
|
5.700%
|
3/1/2017
|
1,000
|
988
|
Medco Health Solutions
|
7.250%
|
8/15/2013
|
3,500
|
3,708
|
Medco Health Solutions
|
7.125%
|
3/15/2018
|
4,100
|
4,247
|
Medtronic Inc.
|
4.750%
|
9/15/2015
|
3,200
|
3,122
|
Merck & Co.
|
4.750%
|
3/1/2015
|
3,475
|
3,524
|
PepsiAmericas Inc.
|
4.875%
|
1/15/2015
|
2,875
|
2,864
|
PepsiAmericas Inc.
|
5.000%
|
5/15/2017
|
750
|
724
|
Pfizer, Inc.
|
4.500%
|
2/15/2014
|
3,375
|
3,482
|
Procter & Gamble Co.
|
4.950%
|
8/15/2014
|
10,025
|
10,464
|
Quest Diagnostic, Inc.
|
5.450%
|
11/1/2015
|
3,200
|
3,098
|
Quest Diagnostic, Inc.
|
6.400%
|
7/1/2017
|
1,325
|
1,353
|
Reynolds American Inc.
|
7.250%
|
6/1/2013
|
5,000
|
5,400
|
Reynolds American Inc.
|
7.625%
|
6/1/2016
|
1,000
|
1,055
|
Reynolds American Inc.
|
6.750%
|
6/15/2017
|
5,000
|
5,100
|
Safeway, Inc.
|
6.350%
|
8/15/2017
|
1,875
|
1,986
|
Schering-Plough Corp.
|
5.550%
|
12/1/2013
|
5,750
|
5,942
|
Schering-Plough Corp.
|
6.000%
|
9/15/2017
|
5,825
|
5,884
|
Sysco Corp.
|
5.250%
|
2/12/2018
|
2,500
|
2,544
|
Teva Pharmaceutical Finance LLC
|
5.550%
|
2/1/2016
|
2,225
|
2,278
|
Tyson Foods, Inc.
|
6.850%
|
4/1/2016
|
2,950
|
2,894
|
UST, Inc.
|
5.750%
|
3/1/2018
|
975
|
984
|
Wm. Wrigley Jr. Co.
|
4.650%
|
7/15/2015
|
3,350
|
3,381
|
Wyeth
|
5.500%
|
2/1/2014
|
7,175
|
7,446
|
Wyeth
|
5.500%
|
2/15/2016
|
1,325
|
1,351
|
Wyeth
|
5.450%
|
4/1/2017
|
1,250
|
1,272
|
Energy (1.6%)
|
|
|
|
|
Anadarko Petroleum Corp.
|
5.950%
|
9/15/2016
|
11,725
|
12,135
|
Apache Corp.
|
5.250%
|
4/15/2013
|
1,825
|
1,903
|
Apache Corp.
|
5.625%
|
1/15/2017
|
3,625
|
3,782
|
Canadian Natural Resources
|
4.900%
|
12/1/2014
|
2,950
|
2,925
|
Canadian Natural Resources
|
6.000%
|
8/15/2016
|
3,350
|
3,454
|
Canadian Natural Resources
|
5.700%
|
5/15/2017
|
5,500
|
5,563
|
ConocoPhillips Canada
|
5.625%
|
10/15/2016
|
9,825
|
10,325
|
Diamond Offshore Drilling
|
4.875%
|
7/1/2015
|
2,050
|
2,013
|
Encana Corp.
|
4.750%
|
10/15/2013
|
1,125
|
1,094
|
Encana Corp.
|
5.900%
|
12/1/2017
|
4,225
|
4,316
|
Encana Holdings Finance Corp.
|
5.800%
|
5/1/2014
|
7,625
|
7,995
|
EOG Resources Inc.
|
5.875%
|
9/15/2017
|
3,300
|
3,490
|
Marathon Oil Corp.
|
6.000%
|
10/1/2017
|
5,325
|
5,391
|
Marathon Oil Corp.
|
5.900%
|
3/15/2018
|
4,175
|
4,204
|
3 Nabors Industries Inc.
|
6.150%
|
2/15/2018
|
2,200
|
2,251
|
Nexen, Inc.
|
5.050%
|
11/20/2013
|
3,000
|
3,019
|
Nexen, Inc.
|
5.650%
|
5/15/2017
|
1,850
|
1,835
|
Petro-Canada
|
4.000%
|
7/15/2013
|
1,800
|
1,764
|
Petro-Canada Financial Partnership
|
5.000%
|
11/15/2014
|
3,375
|
3,341
|
Questar Market Resources
|
6.050%
|
9/1/2016
|
600
|
625
|
Shell International Finance
|
5.200%
|
3/22/2017
|
2,775
|
2,932
|
Sunoco, Inc.
|
4.875%
|
10/15/2014
|
950
|
931
|
Sunoco, Inc.
|
5.750%
|
1/15/2017
|
2,075
|
2,067
|
Talisman Energy, Inc.
|
5.125%
|
5/15/2015
|
2,150
|
2,142
|
Transocean Inc.
|
6.000%
|
3/15/2018
|
2,250
|
2,310
|
Valero Energy Corp.
|
4.750%
|
6/15/2013
|
4,500
|
4,470
|
Valero Energy Corp.
|
6.125%
|
6/15/2017
|
4,000
|
4,029
|
Weatherford International Inc.
|
5.500%
|
2/15/2016
|
3,000
|
2,959
|
Weatherford International Inc.
|
6.350%
|
6/15/2017
|
2,300
|
2,378
|
Weatherford International Inc.
|
6.000%
|
3/15/2018
|
2,575
|
2,551
|
XTO Energy, Inc.
|
6.250%
|
4/15/2013
|
3,775
|
4,079
|
XTO Energy, Inc.
|
4.900%
|
2/1/2014
|
2,750
|
2,719
|
XTO Energy, Inc.
|
5.000%
|
1/31/2015
|
400
|
395
|
XTO Energy, Inc.
|
5.300%
|
6/30/2015
|
1,625
|
1,626
|
XTO Energy, Inc.
|
6.250%
|
8/1/2017
|
6,125
|
6,498
|
Technology (1.4%)
|
|
|
|
|
Agilent Technologies Inc.
|
6.500%
|
11/1/2017
|
3,325
|
3,389
|
Arrow Electronics, Inc.
|
6.875%
|
7/1/2013
|
1,000
|
1,067
|
Avnet Inc.
|
6.625%
|
9/15/2016
|
3,000
|
3,038
|
Cisco Systems Inc.
|
5.500%
|
2/22/2016
|
15,875
|
16,336
|
Computer Sciences Corp.
|
5.000%
|
2/15/2013
|
600
|
591
|
3 Computer Sciences Corp.
|
5.500%
|
3/15/2013
|
2,400
|
2,411
|
3 Computer Sciences Corp.
|
6.500%
|
3/15/2018
|
100
|
102
|
Electronic Data Systems
|
6.500%
|
8/1/2013
|
4,075
|
4,059
|
Equifax Inc.
|
6.300%
|
7/1/2017
|
650
|
644
|
Fiserv, Inc.
|
6.800%
|
11/20/2017
|
3,150
|
3,260
|
Harris Corp.
|
5.000%
|
10/1/2015
|
1,425
|
1,396
|
Harris Corp.
|
5.950%
|
12/1/2017
|
775
|
793
|
Hewlett-Packard Co.
|
5.400%
|
3/1/2017
|
2,750
|
2,821
|
Hewlett-Packard Co.
|
5.500%
|
3/1/2018
|
3,100
|
3,184
|
International Business Machines Corp.
|
7.500%
|
6/15/2013
|
6,600
|
7,582
|
International Business Machines Corp.
|
5.700%
|
9/14/2017
|
11,575
|
12,180
|
Intuit Inc.
|
5.750%
|
3/15/2017
|
2,025
|
1,980
|
Motorola, Inc.
|
6.000%
|
11/15/2017
|
725
|
621
|
National Semiconductor
|
6.600%
|
6/15/2017
|
2,325
|
2,342
|
Oracle Corp.
|
5.250%
|
1/15/2016
|
11,650
|
11,695
|
Philips Electronics NV
|
5.750%
|
3/11/2018
|
5,175
|
5,274
|
Pitney Bowes, Inc.
|
3.875%
|
6/15/2013
|
1,500
|
1,478
|
Pitney Bowes, Inc.
|
4.875%
|
8/15/2014
|
2,025
|
1,996
|
Pitney Bowes, Inc.
|
5.000%
|
3/15/2015
|
3,825
|
3,786
|
Pitney Bowes, Inc.
|
4.750%
|
1/15/2016
|
2,550
|
2,473
|
Pitney Bowes, Inc.
|
5.750%
|
9/15/2017
|
1,000
|
1,016
|
3 Tyco Electronics Group
|
6.550%
|
10/1/2017
|
4,025
|
4,250
|
Xerox Corp.
|
7.625%
|
6/15/2013
|
2,275
|
2,358
|
Xerox Corp.
|
6.400%
|
3/15/2016
|
5,700
|
5,879
|
Xerox Corp.
|
6.750%
|
2/1/2017
|
1,850
|
1,940
|
Transportation (0.6%)
|
|
|
|
|
Burlington Northern Santa Fe Corp.
|
5.650%
|
5/1/2017
|
7,750
|
7,734
|
Burlington Northern Santa Fe Corp.
|
5.750%
|
3/15/2018
|
900
|
905
|
Canadian National Railway Co.
|
4.400%
|
3/15/2013
|
2,000
|
2,009
|
Canadian National Railway Co.
|
5.800%
|
6/1/2016
|
1,950
|
2,031
|
Canadian National Railway Co.
|
5.850%
|
11/15/2017
|
500
|
533
|
Continental Airlines, Inc.
|
6.563%
|
2/15/2012
|
500
|
493
|
2 Continental Airlines, Inc.
|
6.648%
|
9/15/2017
|
1,043
|
1,027
|
2 Continental Airlines, Inc.
|
6.900%
|
1/2/2018
|
1,579
|
1,543
|
CSX Corp.
|
6.250%
|
4/1/2015
|
4,000
|
4,073
|
CSX Corp.
|
5.600%
|
5/1/2017
|
3,850
|
3,697
|
Norfolk Southern Corp.
|
5.257%
|
9/17/2014
|
3,095
|
3,070
|
Norfolk Southern Corp.
|
7.700%
|
5/15/2017
|
2,400
|
2,812
|
Ryder System Inc.
|
5.850%
|
3/1/2014
|
1,350
|
1,346
|
Ryder System Inc.
|
5.850%
|
11/1/2016
|
1,000
|
971
|
Southwest Airlines Co.
|
5.250%
|
10/1/2014
|
2,000
|
1,938
|
Southwest Airlines Co.
|
5.750%
|
12/15/2016
|
1,300
|
1,274
|
Southwest Airlines Co.
|
5.125%
|
3/1/2017
|
650
|
604
|
Union Pacific Corp.
|
5.375%
|
5/1/2014
|
2,000
|
2,035
|
Union Pacific Corp.
|
7.000%
|
2/1/2016
|
550
|
584
|
Union Pacific Corp.
|
5.650%
|
5/1/2017
|
3,300
|
3,312
|
Union Pacific Corp.
|
5.750%
|
11/15/2017
|
4,000
|
4,062
|
2 United Air Lines Inc.
|
6.636%
|
7/2/2022
|
1,994
|
1,857
|
United Parcel Service of America
|
5.500%
|
1/15/2018
|
1,600
|
1,688
|
Other (0.1%)
|
|
|
|
|
Black & Decker Corp.
|
5.750%
|
11/15/2016
|
1,925
|
1,908
|
Cintas Corp.
|
6.125%
|
12/1/2017
|
1,300
|
1,340
|
Cooper Industries, Inc.
|
5.450%
|
4/1/2015
|
1,375
|
1,392
|
Danaher Corp.
|
5.625%
|
1/15/2018
|
1,200
|
1,246
|
Dover Corp.
|
4.875%
|
10/15/2015
|
2,400
|
2,370
|
Dover Corp.
|
5.450%
|
3/15/2018
|
900
|
910
|
Rockwell Automation
|
5.650%
|
12/1/2017
|
1,550
|
1,634
|
|
|
|
|
|
|
|
|
|
1,337,952
|
|
|
|
|
|
Utilities (3.7%)
|
|
|
|
|
Electric (2.5%)
|
|
|
|
|
Alabama Power Co.
|
5.500%
|
10/15/2017
|
2,100
|
2,158
|
American Electric Power Co., Inc.
|
5.250%
|
6/1/2015
|
1,850
|
1,835
|
3 American Water Capital Corp.
|
6.085%
|
10/15/2017
|
3,025
|
3,164
|
Arizona Public Service Co.
|
5.800%
|
6/30/2014
|
500
|
490
|
Arizona Public Service Co.
|
4.650%
|
5/15/2015
|
3,825
|
3,461
|
Baltimore Gas & Electric Co.
|
5.900%
|
10/1/2016
|
2,250
|
2,231
|
Carolina Power & Light Co.
|
5.125%
|
9/15/2013
|
6,920
|
7,292
|
Carolina Power & Light Co.
|
5.250%
|
12/15/2015
|
3,000
|
3,061
|
CenterPoint Energy Houston
|
5.700%
|
3/15/2013
|
4,000
|
4,229
|
CenterPoint Energy Houston
|
5.750%
|
1/15/2014
|
500
|
527
|
Cleveland Electric Illumination Co.
|
5.650%
|
12/15/2013
|
500
|
508
|
Cleveland Electric Illumination Co.
|
7.880%
|
11/1/2017
|
250
|
279
|
Commonwealth Edison Co.
|
4.700%
|
4/15/2015
|
700
|
667
|
Commonwealth Edison Co.
|
5.950%
|
8/15/2016
|
2,625
|
2,637
|
Commonwealth Edison Co.
|
6.150%
|
9/15/2017
|
1,400
|
1,432
|
Commonwealth Edison Co.
|
5.800%
|
3/15/2018
|
2,850
|
2,833
|
Consolidated Edison Co. of New York
|
5.500%
|
9/15/2016
|
1,850
|
1,890
|
Constellation Energy Group, Inc.
|
4.550%
|
6/15/2015
|
3,750
|
3,399
|
Consumers Energy Co.
|
5.375%
|
4/15/2013
|
2,500
|
2,582
|
Consumers Energy Co.
|
5.500%
|
8/15/2016
|
3,425
|
3,407
|
Dayton Power & Light
|
5.125%
|
10/1/2013
|
1,875
|
1,961
|
Dominion Resources, Inc.
|
5.000%
|
3/15/2013
|
1,500
|
1,540
|
Dominion Resources, Inc.
|
5.150%
|
7/15/2015
|
7,925
|
7,817
|
Dominion Resources, Inc.
|
6.000%
|
11/30/2017
|
1,575
|
1,658
|
2 Dominion Resources, Inc.
|
7.500%
|
6/30/2066
|
500
|
460
|
Duke Energy Carolinas LLC
|
5.250%
|
1/15/2018
|
3,000
|
3,062
|
Empresa Nacional Electric
|
8.350%
|
8/1/2013
|
2,125
|
2,438
|
Enersis SA
|
7.375%
|
1/15/2014
|
3,500
|
3,833
|
Exelon Corp.
|
4.900%
|
6/15/2015
|
3,425
|
3,308
|
Exelon Generation Co. LLC
|
5.350%
|
1/15/2014
|
1,000
|
970
|
Exelon Generation Co. LLC
|
6.200%
|
10/1/2017
|
3,500
|
3,503
|
Florida Power & Light Co.
|
5.550%
|
11/1/2017
|
3,700
|
3,926
|
Florida Power Corp.
|
4.800%
|
3/1/2013
|
3,000
|
3,090
|
2 FPL Group Capital, Inc.
|
6.350%
|
10/1/2066
|
1,825
|
1,677
|
2 FPL Group Capital, Inc.
|
6.650%
|
6/15/2067
|
1,700
|
1,607
|
2 FPL Group Capital, Inc.
|
7.300%
|
9/1/2067
|
1,000
|
979
|
Georgia Power Co.
|
5.700%
|
6/1/2017
|
5,000
|
5,225
|
3 Illinois Power
|
6.125%
|
11/15/2017
|
3,100
|
3,144
|
Jersey Central Power & Light
|
5.625%
|
5/1/2016
|
5,675
|
5,747
|
Jersey Central Power & Light
|
5.650%
|
6/1/2017
|
5,475
|
5,561
|
Metropolitan Edison
|
4.875%
|
4/1/2014
|
1,000
|
990
|
MidAmerican Energy Co.
|
5.950%
|
7/15/2017
|
925
|
969
|
MidAmerican Energy Co.
|
5.300%
|
3/15/2018
|
1,425
|
1,422
|
MidAmerican Energy Holdings Co.
|
5.000%
|
2/15/2014
|
600
|
587
|
3 MidAmerican Energy Holdings Co.
|
5.750%
|
4/1/2018
|
1,525
|
1,533
|
National Rural Utilities Cooperative Finance Corp.
|
4.750%
|
3/1/2014
|
2,000
|
2,012
|
National Rural Utilities Cooperative Finance Corp.
|
5.450%
|
4/10/2017
|
5,050
|
5,112
|
National Rural Utilities Cooperative Finance Corp.
|
5.450%
|
2/1/2018
|
1,500
|
1,502
|
NiSource Finance Corp.
|
6.150%
|
3/1/2013
|
2,500
|
2,625
|
NiSource Finance Corp.
|
5.400%
|
7/15/2014
|
1,025
|
986
|
NiSource Finance Corp.
|
6.400%
|
3/15/2018
|
1,450
|
1,433
|
Northern States Power Co.
|
5.250%
|
3/1/2018
|
4,600
|
4,679
|
NStar Electric Co.
|
4.875%
|
4/15/2014
|
2,350
|
2,374
|
NStar Electric Co.
|
5.625%
|
11/15/2017
|
625
|
663
|
Ohio Edison
|
6.400%
|
7/15/2016
|
1,200
|
1,252
|
Ohio Power Co.
|
5.500%
|
2/15/2013
|
2,000
|
2,065
|
Ohio Power Co.
|
6.000%
|
6/1/2016
|
2,425
|
2,515
|
Oncor Electric Delivery Co.
|
6.375%
|
1/15/2015
|
3,025
|
3,016
|
Pacific Gas & Electric Co.
|
4.800%
|
3/1/2014
|
9,100
|
9,222
|
Pacific Gas & Electric Co.
|
5.625%
|
11/30/2017
|
1,950
|
2,001
|
PECO Energy Co.
|
5.350%
|
3/1/2018
|
2,475
|
2,517
|
Pennsylvania Electric Co.
|
6.050%
|
9/1/2017
|
800
|
798
|
PPL Energy Supply LLC
|
6.200%
|
5/15/2016
|
7,900
|
7,960
|
PSE&G Power LLC
|
5.500%
|
12/1/2015
|
5,250
|
5,192
|
PSI Energy Inc.
|
5.000%
|
9/15/2013
|
1,125
|
1,130
|
PSI Energy Inc.
|
6.050%
|
6/15/2016
|
1,500
|
1,551
|
Public Service Co. of Colorado
|
5.500%
|
4/1/2014
|
1,000
|
1,049
|
Public Service Electric & Gas
|
5.375%
|
9/1/2013
|
2,000
|
2,144
|
Sierra Pacific Power Co.
|
6.000%
|
5/15/2016
|
2,400
|
2,370
|
Southern California Edison Co.
|
5.000%
|
1/15/2014
|
2,000
|
2,058
|
Southern California Edison Co.
|
4.650%
|
4/1/2015
|
2,625
|
2,636
|
Southern California Edison Co.
|
5.000%
|
1/15/2016
|
925
|
941
|
Southern Power Co.
|
4.875%
|
7/15/2015
|
1,125
|
1,094
|
Southwestern Electric Power
|
5.550%
|
1/15/2017
|
1,500
|
1,485
|
Transalta Corp.
|
6.750%
|
7/15/2012
|
125
|
132
|
Union Electric Co.
|
5.400%
|
2/1/2016
|
300
|
299
|
Virginia Electric & Power Co.
|
5.400%
|
1/15/2016
|
4,450
|
4,498
|
2 Wisconsin Energy Corp.
|
6.250%
|
5/15/2067
|
5,275
|
4,819
|
Natural Gas (1.2%)
|
|
|
|
|
Atmos Energy Corp.
|
4.950%
|
10/15/2014
|
3,400
|
3,270
|
Boardwalk Pipelines LLC
|
5.500%
|
2/1/2017
|
3,725
|
3,483
|
Buckeye Partners LP
|
6.050%
|
1/15/2018
|
4,550
|
4,600
|
CenterPoint Energy Resources
|
7.875%
|
4/1/2013
|
4,250
|
4,725
|
CenterPoint Energy Resources
|
6.150%
|
5/1/2016
|
1,350
|
1,384
|
Consolidated Natural Gas
|
5.000%
|
12/1/2014
|
3,125
|
3,146
|
Duke Capital Corp.
|
5.500%
|
3/1/2014
|
1,000
|
979
|
Duke Capital Corp.
|
5.668%
|
8/15/2014
|
1,000
|
986
|
El Paso Natural Gas Co.
|
5.950%
|
4/15/2017
|
1,700
|
1,697
|
3 Enbridge Energy Partners
|
6.500%
|
4/15/2018
|
3,075
|
3,059
|
Enbridge Inc.
|
5.600%
|
4/1/2017
|
4,050
|
4,005
|
Energy Transfer Partners LP
|
5.950%
|
2/1/2015
|
5,250
|
5,110
|
Energy Transfer Partners LP
|
6.125%
|
2/15/2017
|
850
|
833
|
Enterprise Products Operating LP
|
5.600%
|
10/15/2014
|
4,750
|
4,755
|
Enterprise Products Operating LP
|
6.300%
|
9/15/2017
|
2,525
|
2,612
|
Equitable Resources Inc.
|
6.500%
|
4/1/2018
|
3,800
|
3,806
|
Kinder Morgan Energy Partners LP
|
5.000%
|
12/15/2013
|
2,200
|
2,187
|
Kinder Morgan Energy Partners LP
|
5.125%
|
11/15/2014
|
5,850
|
5,720
|
Kinder Morgan Energy Partners LP
|
6.000%
|
2/1/2017
|
1,000
|
1,005
|
Kinder Morgan Energy Partners LP
|
5.950%
|
2/15/2018
|
250
|
254
|
Magellan Midstream Partners, LP
|
5.650%
|
10/15/2016
|
650
|
652
|
National Grid PLC
|
6.300%
|
8/1/2016
|
4,275
|
4,395
|
ONEOK Inc.
|
5.200%
|
6/15/2015
|
3,100
|
3,058
|
ONEOK Partners, LP
|
6.150%
|
10/1/2016
|
5,125
|
5,234
|
Panhandle Eastern Pipeline
|
6.200%
|
11/1/2017
|
2,000
|
1,954
|
Plains All American Pipeline LP
|
6.125%
|
1/15/2017
|
2,500
|
2,538
|
San Diego Gas & Electric
|
5.300%
|
11/15/2015
|
300
|
306
|
3 Southern Natural Gas
|
5.900%
|
4/1/2017
|
6,525
|
6,512
|
Teppco Partners, LP
|
5.900%
|
4/15/2013
|
1,150
|
1,159
|
Teppco Partners, LP
|
6.650%
|
4/15/2018
|
550
|
553
|
Texas Gas Transmission
|
4.600%
|
6/1/2015
|
500
|
469
|
Trans-Canada Pipelines
|
4.000%
|
6/15/2013
|
3,000
|
2,942
|
2 Trans-Canada Pipelines
|
6.350%
|
5/15/2067
|
5,675
|
4,959
|
Valero Logistics
|
6.050%
|
3/15/2013
|
2,000
|
2,059
|
|
|
|
|
|
|
|
|
|
293,625
|
|
|
|
|
|
|
Total Corporate Bonds
|
(Cost $3,232,798)
|
|
|
|
3,189,775
|
|
Sovereign Bonds (U.S. Dollar-Denominated) (6.2%)
|
|
|
|
|
|
Asian Development Bank
|
6.640%
|
5/27/2014
|
521
|
587
|
Asian Development Bank
|
5.500%
|
6/27/2016
|
6,900
|
7,713
|
Asian Development Bank
|
5.250%
|
6/12/2017
|
2,300
|
2,547
|
China Development Bank
|
4.750%
|
10/8/2014
|
2,700
|
2,714
|
China Development Bank
|
5.000%
|
10/15/2015
|
3,450
|
3,487
|
Corp. Andina de Fomento
|
5.200%
|
5/21/2013
|
3,500
|
3,486
|
Corp. Andina de Fomento
|
5.750%
|
1/12/2017
|
3,950
|
3,772
|
Development Bank of Japan
|
4.250%
|
6/9/2015
|
2,325
|
2,408
|
Development Bank of Japan
|
5.125%
|
2/1/2017
|
1,700
|
1,848
|
Eksportfinans
|
5.500%
|
5/25/2016
|
3,125
|
3,428
|
Eksportfinans
|
5.500%
|
6/26/2017
|
4,600
|
5,028
|
European Bank for Reconstruction & Development
|
5.000%
|
5/19/2014
|
3,400
|
3,673
|
European Investment Bank
|
3.250%
|
5/15/2013
|
8,875
|
9,091
|
European Investment Bank
|
4.625%
|
5/15/2014
|
12,350
|
12,950
|
European Investment Bank
|
4.875%
|
2/16/2016
|
9,250
|
9,870
|
European Investment Bank
|
5.125%
|
9/13/2016
|
14,550
|
15,845
|
European Investment Bank
|
4.875%
|
1/17/2017
|
20,975
|
22,518
|
European Investment Bank
|
5.125%
|
5/30/2017
|
12,600
|
13,801
|
Export-Import Bank of Korea
|
5.125%
|
3/16/2015
|
4,800
|
4,636
|
Inter-American Development Bank
|
4.500%
|
9/15/2014
|
3,000
|
3,144
|
Inter-American Development Bank
|
4.250%
|
9/14/2015
|
9,420
|
9,724
|
Inter-American Development Bank
|
5.125%
|
9/13/2016
|
6,700
|
7,357
|
International Bank for Reconstruction & Development
|
3.625%
|
5/21/2013
|
2,500
|
2,609
|
International Bank for Reconstruction & Development
|
5.000%
|
4/1/2016
|
7,375
|
7,950
|
Japan Finance Corp.
|
4.625%
|
4/21/2015
|
5,600
|
5,838
|
Japan Finance Corp.
|
5.000%
|
5/16/2017
|
3,800
|
4,088
|
Korea Development Bank
|
5.750%
|
9/10/2013
|
6,675
|
6,953
|
Korea Electric Power
|
7.750%
|
4/1/2013
|
2,300
|
2,638
|
Kreditanstalt fur Wiederaufbau
|
3.250%
|
3/15/2013
|
14,000
|
14,213
|
Kreditanstalt fur Wiederaufbau
|
4.125%
|
10/15/2014
|
6,475
|
6,680
|
Kreditanstalt fur Wiederaufbau
|
5.125%
|
3/14/2016
|
30,975
|
33,506
|
Landwirtschaftliche Rentenbank
|
3.250%
|
3/15/2013
|
2,100
|
2,128
|
Landwirtschaftliche Rentenbank
|
4.875%
|
11/16/2015
|
6,525
|
7,017
|
Landwirtschaftliche Rentenbank
|
5.125%
|
2/1/2017
|
7,500
|
8,135
|
^ Nordic Investment Bank
|
5.000%
|
2/1/2017
|
3,000
|
3,226
|
Oesterreichische Kontrollbank
|
4.500%
|
3/9/2015
|
2,600
|
2,787
|
Oesterreichische Kontrollbank
|
4.875%
|
2/16/2016
|
5,000
|
5,311
|
Oesterreichische Kontrollbank
|
5.000%
|
4/25/2017
|
2,750
|
2,997
|
Ontario Hydro Electric
|
7.450%
|
3/31/2013
|
3,000
|
3,485
|
Pemex Project Funding Master Trust
|
7.375%
|
12/15/2014
|
2,500
|
2,838
|
People's Republic of China
|
4.750%
|
10/29/2013
|
5,000
|
5,138
|
Petrobras International Finance
|
6.125%
|
10/6/2016
|
8,475
|
8,501
|
Province of Manitoba
|
7.500%
|
2/22/2010
|
1,000
|
1,082
|
Province of Manitoba
|
4.900%
|
12/6/2016
|
500
|
535
|
Province of Ontario
|
4.750%
|
1/19/2016
|
16,725
|
17,616
|
Province of Ontario
|
5.450%
|
4/27/2016
|
7,100
|
7,830
|
Province of Quebec
|
4.875%
|
5/5/2014
|
5,500
|
6,032
|
Province of Quebec
|
4.600%
|
5/26/2015
|
4,800
|
4,942
|
Province of Quebec
|
5.000%
|
3/1/2016
|
2,000
|
2,118
|
Province of Quebec
|
5.125%
|
11/14/2016
|
10,975
|
11,769
|
Province of Saskatchewan
|
7.375%
|
7/15/2013
|
1,000
|
1,171
|
Quebec Hydro Electric
|
7.500%
|
4/1/2016
|
2,500
|
3,022
|
Republic of Hungary
|
4.750%
|
2/3/2015
|
7,350
|
7,539
|
Republic of Italy
|
4.500%
|
1/21/2015
|
3,650
|
3,801
|
Republic of Italy
|
4.750%
|
1/25/2016
|
17,575
|
18,538
|
Republic of Italy
|
5.250%
|
9/20/2016
|
26,500
|
28,983
|
Republic of Italy
|
5.375%
|
6/12/2017
|
7,000
|
7,775
|
Republic of Korea
|
4.250%
|
6/1/2013
|
10,725
|
10,880
|
Republic of Korea
|
4.875%
|
9/22/2014
|
250
|
256
|
Republic of Poland
|
5.250%
|
1/15/2014
|
4,700
|
4,947
|
Republic of Poland
|
5.000%
|
10/19/2015
|
4,500
|
4,708
|
Republic of South Africa
|
6.500%
|
6/2/2014
|
5,725
|
5,996
|
State of Israel
|
4.625%
|
6/15/2013
|
3,550
|
3,636
|
State of Israel
|
5.125%
|
3/1/2014
|
2,000
|
2,102
|
State of Israel
|
5.500%
|
11/9/2016
|
4,025
|
4,314
|
Swedish Export Credit Corp.
|
5.125%
|
3/1/2017
|
3,000
|
3,207
|
United Mexican States
|
5.875%
|
1/15/2014
|
9,325
|
9,978
|
United Mexican States
|
6.625%
|
3/3/2015
|
14,200
|
15,869
|
United Mexican States
|
11.375%
|
9/15/2016
|
1,725
|
2,501
|
United Mexican States
|
5.625%
|
1/15/2017
|
14,400
|
15,120
|
|
Total Sovereign Bonds
|
(Cost $463,576)
|
|
|
|
491,932
|
|
Taxable Municipal Bond (0.0%)
|
|
|
|
|
|
Wisconsin Public Service Rev.
|
(Cost $1,347)
|
4.800%
|
5/1/2013
|
1,350
|
1,404
|
|
|
|
|
Shares
|
|
|
|
|
|
|
Temporary Cash Investment (1.2%)
|
|
|
|
|
|
4 Vanguard Market Liquidity Fund
|
(Cost $95,264)
|
2.800%
|
|
95,263,677
|
95,264
|
|
Total Investments (99.4%)
|
(Cost $7,640,765)
|
|
|
|
7,904,011
|
|
Other Assets and Liabilities-Net (0.6%)
|
|
|
|
44,055
|
|
Net Assets (100%)
|
|
|
|
7,948,066
|
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
U.S. Government and Agency Obligations (49.3%)
|
|
|
|
|
|
U.S. Government Securities (42.5%)
|
|
|
|
|
U.S. Treasury Bond
|
9.250%
|
2/15/2016
|
4,500
|
6,419
|
U.S. Treasury Bond
|
7.250%
|
5/15/2016
|
2,200
|
2,828
|
U.S. Treasury Bond
|
8.750%
|
5/15/2017
|
22,440
|
31,626
|
U.S. Treasury Bond
|
8.875%
|
8/15/2017
|
4,620
|
6,581
|
U.S. Treasury Bond
|
4.250%
|
11/15/2017
|
2,875
|
3,067
|
U.S. Treasury Bond
|
9.125%
|
5/15/2018
|
10,460
|
15,314
|
U.S. Treasury Bond
|
8.875%
|
2/15/2019
|
20,515
|
29,820
|
U.S. Treasury Bond
|
8.500%
|
2/15/2020
|
10
|
14
|
U.S. Treasury Bond
|
8.750%
|
5/15/2020
|
28,730
|
42,076
|
U.S. Treasury Bond
|
8.750%
|
8/15/2020
|
61,650
|
90,539
|
U.S. Treasury Bond
|
7.875%
|
2/15/2021
|
39,280
|
54,464
|
U.S. Treasury Bond
|
8.125%
|
5/15/2021
|
15
|
21
|
U.S. Treasury Bond
|
8.125%
|
8/15/2021
|
57,610
|
81,815
|
U.S. Treasury Bond
|
8.000%
|
11/15/2021
|
83,020
|
117,058
|
U.S. Treasury Bond
|
7.250%
|
8/15/2022
|
12,870
|
17,200
|
U.S. Treasury Bond
|
7.625%
|
11/15/2022
|
36,745
|
50,731
|
U.S. Treasury Bond
|
7.125%
|
2/15/2023
|
52,015
|
68,944
|
U.S. Treasury Bond
|
6.250%
|
8/15/2023
|
4,225
|
5,203
|
U.S. Treasury Bond
|
7.500%
|
11/15/2024
|
50
|
70
|
U.S. Treasury Bond
|
7.625%
|
2/15/2025
|
29,350
|
41,310
|
U.S. Treasury Bond
|
6.875%
|
8/15/2025
|
47,775
|
63,003
|
U.S. Treasury Bond
|
6.000%
|
2/15/2026
|
29,525
|
35,753
|
U.S. Treasury Bond
|
6.750%
|
8/15/2026
|
55,390
|
72,639
|
U.S. Treasury Bond
|
6.500%
|
11/15/2026
|
800
|
1,026
|
U.S. Treasury Bond
|
6.625%
|
2/15/2027
|
48,330
|
62,867
|
U.S. Treasury Bond
|
6.375%
|
8/15/2027
|
36,280
|
46,149
|
U.S. Treasury Bond
|
6.125%
|
11/15/2027
|
12,250
|
15,203
|
U.S. Treasury Bond
|
5.500%
|
8/15/2028
|
11,180
|
12,957
|
U.S. Treasury Bond
|
5.250%
|
11/15/2028
|
670
|
753
|
U.S. Treasury Bond
|
5.250%
|
2/15/2029
|
800
|
902
|
U.S. Treasury Bond
|
6.125%
|
8/15/2029
|
1,780
|
2,228
|
U.S. Treasury Bond
|
6.250%
|
5/15/2030
|
430
|
549
|
U.S. Treasury Bond
|
5.375%
|
2/15/2031
|
61,445
|
71,027
|
U.S. Treasury Bond
|
4.500%
|
2/15/2036
|
114,930
|
118,665
|
U.S. Treasury Bond
|
4.750%
|
2/15/2037
|
24,750
|
26,602
|
U.S. Treasury Note
|
3.250%
|
1/15/2009
|
800
|
811
|
U.S. Treasury Note
|
4.500%
|
2/15/2009
|
7,900
|
8,096
|
U.S. Treasury Note
|
4.750%
|
2/28/2009
|
1,425
|
1,466
|
U.S. Treasury Note
|
6.500%
|
2/15/2010
|
8,300
|
9,043
|
U.S. Treasury Note
|
4.125%
|
5/15/2015
|
175
|
189
|
|
|
|
|
|
|
|
|
|
1,215,028
|
|
|
|
|
|
Agency Bonds and Notes (6.8%)
|
1 Federal Home Loan Bank
|
5.375%
|
5/15/2019
|
7,250
|
7,894
|
1 Federal Home Loan Bank
|
5.125%
|
8/15/2019
|
500
|
534
|
1 Federal Home Loan Bank
|
5.250%
|
12/11/2020
|
6,000
|
6,432
|
1 Federal Home Loan Bank
|
5.625%
|
6/11/2021
|
2,500
|
2,762
|
1 Federal Home Loan Bank
|
5.625%
|
3/14/2036
|
1,000
|
1,097
|
1 Federal Home Loan Bank
|
5.500%
|
7/15/2036
|
6,300
|
6,879
|
1 Federal Home Loan Mortgage Corp.
|
5.500%
|
8/23/2017
|
6,000
|
6,630
|
1 Federal Home Loan Mortgage Corp.
|
5.000%
|
12/14/2018
|
7,150
|
6,954
|
1 Federal Home Loan Mortgage Corp.
|
6.750%
|
9/15/2029
|
7,700
|
9,560
|
1 Federal Home Loan Mortgage Corp.
|
6.750%
|
3/15/2031
|
10,800
|
13,543
|
1 Federal Home Loan Mortgage Corp.
|
6.250%
|
7/15/2032
|
8,175
|
9,750
|
1 Federal National Mortgage Assn.
|
5.000%
|
4/15/2015
|
10,000
|
10,797
|
1 Federal National Mortgage Assn.
|
0.000%
|
10/9/2019
|
8,300
|
5,039
|
1 Federal National Mortgage Assn.
|
6.250%
|
5/15/2029
|
9,450
|
11,123
|
1 Federal National Mortgage Assn.
|
7.125%
|
1/15/2030
|
13,475
|
17,492
|
1 Federal National Mortgage Assn.
|
7.250%
|
5/15/2030
|
15,435
|
20,311
|
1 Federal National Mortgage Assn.
|
6.625%
|
11/15/2030
|
15,100
|
18,671
|
1 Federal National Mortgage Assn.
|
5.625%
|
7/15/2037
|
2,325
|
2,572
|
1 Federal National Mortgage Assn.
|
6.210%
|
8/6/2038
|
1,000
|
1,187
|
State of Israel (U.S. Government Guaranteed)
|
5.500%
|
9/18/2023
|
1,375
|
1,526
|
State of Israel (U.S. Government Guaranteed)
|
5.500%
|
12/4/2023
|
5,325
|
5,915
|
State of Israel (U.S. Government Guaranteed)
|
5.500%
|
4/26/2024
|
2,900
|
3,227
|
1 Tennessee Valley Auth.
|
4.500%
|
4/1/2018
|
2,475
|
2,523
|
1 Tennessee Valley Auth.
|
6.750%
|
11/1/2025
|
4,500
|
5,603
|
1 Tennessee Valley Auth.
|
7.125%
|
5/1/2030
|
3,250
|
4,180
|
1 Tennessee Valley Auth.
|
4.650%
|
6/15/2035
|
2,825
|
2,688
|
1 Tennessee Valley Auth.
|
5.880%
|
4/1/2036
|
1,000
|
1,136
|
1 Tennessee Valley Auth.
|
6.150%
|
1/15/2038
|
2,450
|
2,881
|
1 Tennessee Valley Auth.
|
4.875%
|
1/15/2048
|
2,500
|
2,444
|
1 Tennessee Valley Auth.
|
5.375%
|
4/1/2056
|
1,850
|
2,002
|
|
|
|
|
|
|
|
|
|
193,352
|
|
|
|
|
|
|
Total U.S. Government and Agency Obligations
|
(Cost $1,300,357)
|
|
|
|
1,408,380
|
|
Corporate Bonds (43.9%)
|
|
|
|
|
|
Asset-Backed Securities (0.0%)
|
2,3 Citicorp Lease Pass-Through Trust
|
8.040%
|
12/15/2019
|
450
|
505
|
2 PSE&G Transition Funding LLC
|
6.890%
|
12/15/2017
|
2,500
|
2,770
|
|
|
|
|
|
|
|
|
|
3,275
|
|
|
|
|
|
Finance (11.5%)
|
|
|
|
|
Banking (5.1%)
|
|
|
|
|
Abbey National PLC
|
7.950%
|
10/26/2029
|
3,925
|
4,251
|
ABN AMRO Bank NV
|
4.650%
|
6/4/2018
|
2,250
|
2,033
|
Associates Corp. of North America
|
6.950%
|
11/1/2018
|
1,150
|
1,187
|
BAC Capital Trust XI
|
6.625%
|
5/23/2036
|
825
|
793
|
Banc One Corp.
|
7.750%
|
7/15/2025
|
2,000
|
2,253
|
Banc One Corp.
|
7.625%
|
10/15/2026
|
4,350
|
4,875
|
Bank of America Corp.
|
4.500%
|
8/1/2010
|
150
|
153
|
Bank of America Corp.
|
4.250%
|
10/1/2010
|
50
|
51
|
Bank of America Corp.
|
4.375%
|
12/1/2010
|
700
|
713
|
Bank of America Corp.
|
5.375%
|
8/15/2011
|
2,225
|
2,311
|
Bank of America Corp.
|
5.375%
|
6/15/2014
|
400
|
413
|
Bank of America Corp.
|
5.125%
|
11/15/2014
|
775
|
792
|
Bank of America Corp.
|
5.625%
|
3/8/2035
|
4,975
|
4,184
|
Bank of America Corp.
|
6.000%
|
10/15/2036
|
5,625
|
5,493
|
Bank of America Corp.
|
6.500%
|
9/15/2037
|
1,600
|
1,603
|
2 Barclays Bank PLC
|
6.278%
|
12/29/2049
|
750
|
630
|
2 BB&T Capital Trust IV
|
6.820%
|
6/12/2057
|
650
|
546
|
BB&T Corp.
|
5.250%
|
11/1/2019
|
1,000
|
942
|
BB&T Corp.
|
6.750%
|
6/7/2036
|
4,225
|
3,816
|
2 Citigroup Capital XXI
|
8.300%
|
12/21/2057
|
8,375
|
8,295
|
Citigroup, Inc.
|
6.625%
|
6/15/2032
|
2,750
|
2,583
|
Citigroup, Inc.
|
5.875%
|
2/22/2033
|
4,250
|
3,692
|
Citigroup, Inc.
|
6.000%
|
10/31/2033
|
1,700
|
1,438
|
Citigroup, Inc.
|
5.850%
|
12/11/2034
|
2,300
|
1,968
|
Citigroup, Inc.
|
6.125%
|
8/25/2036
|
6,625
|
5,872
|
Citigroup, Inc.
|
5.875%
|
5/29/2037
|
1,625
|
1,418
|
Citigroup, Inc.
|
6.875%
|
3/5/2038
|
5,100
|
5,086
|
Compass Bank
|
5.900%
|
4/1/2026
|
1,075
|
985
|
Credit Suisse First Boston USA, Inc.
|
7.125%
|
7/15/2032
|
2,100
|
2,290
|
Fifth Third Bank
|
4.500%
|
6/1/2018
|
1,550
|
1,329
|
Fifth Third Bank
|
8.250%
|
3/1/2038
|
1,700
|
1,741
|
First Union Institutional Capital I
|
8.040%
|
12/1/2026
|
500
|
517
|
Fleet Capital Trust II
|
7.920%
|
12/11/2026
|
1,150
|
1,212
|
Fleet Financial Group, Inc.
|
6.875%
|
1/15/2028
|
400
|
422
|
HSBC Bank USA
|
5.875%
|
11/1/2034
|
4,100
|
3,643
|
HSBC Bank USA
|
5.625%
|
8/15/2035
|
5,300
|
4,598
|
HSBC Holdings PLC
|
7.625%
|
5/17/2032
|
1,050
|
1,141
|
HSBC Holdings PLC
|
7.350%
|
11/27/2032
|
200
|
212
|
HSBC Holdings PLC
|
6.500%
|
5/2/2036
|
3,425
|
3,324
|
HSBC Holdings PLC
|
6.500%
|
9/15/2037
|
5,000
|
4,900
|
JPM Capital Trust
|
6.550%
|
9/29/2036
|
3,375
|
2,984
|
JPMorgan Capital Trust
|
5.875%
|
3/15/2035
|
2,350
|
1,997
|
JPMorgan Chase & Co.
|
3.625%
|
5/1/2008
|
500
|
500
|
JPMorgan Chase & Co.
|
5.850%
|
8/1/2035
|
425
|
360
|
JPMorgan Chase & Co.
|
6.800%
|
10/1/2037
|
3,150
|
2,912
|
JPMorgan Chase Capital XXII
|
6.450%
|
2/2/2037
|
3,075
|
2,639
|
Key Bank NA
|
6.950%
|
2/1/2028
|
2,768
|
2,485
|
National City Corp.
|
6.875%
|
5/15/2019
|
1,700
|
1,278
|
NationsBank Corp.
|
6.800%
|
3/15/2028
|
375
|
392
|
NB Capital Trust IV
|
8.250%
|
4/15/2027
|
400
|
412
|
Regions Bank
|
6.450%
|
6/26/2037
|
2,000
|
1,635
|
Regions Financial Corp.
|
7.375%
|
12/10/2037
|
800
|
735
|
2 Regions Financial Corp.
|
6.625%
|
5/15/2047
|
1,800
|
1,194
|
2 Royal Bank of Scotland Group PLC
|
7.648%
|
8/29/2049
|
5,375
|
4,935
|
State Street Capital Trust
|
5.250%
|
10/15/2018
|
1,000
|
982
|
2 SunTrust Capital VIII
|
6.100%
|
12/1/2066
|
3,050
|
2,297
|
Swiss Bank Corp.
|
7.000%
|
10/15/2015
|
1,000
|
1,077
|
Swiss Bank Corp.
|
7.375%
|
6/15/2017
|
550
|
614
|
Wachovia Bank NA
|
5.850%
|
2/1/2037
|
4,175
|
3,567
|
Wachovia Bank NA
|
6.600%
|
1/15/2038
|
5,925
|
5,499
|
Wachovia Corp.
|
6.605%
|
10/1/2025
|
725
|
694
|
3 Wachovia Corp.
|
8.000%
|
12/15/2026
|
2,300
|
2,387
|
Wachovia Corp.
|
7.500%
|
4/15/2035
|
150
|
158
|
Wachovia Corp.
|
5.500%
|
8/1/2035
|
4,000
|
3,321
|
Wachovia Corp.
|
6.550%
|
10/15/2035
|
125
|
118
|
Washington Mutual Bank
|
6.750%
|
5/20/2036
|
975
|
707
|
Wells Fargo & Co.
|
5.375%
|
2/7/2035
|
2,450
|
2,230
|
Wells Fargo Bank NA
|
5.950%
|
8/26/2036
|
2,475
|
2,430
|
Wells Fargo Capital X
|
5.950%
|
12/15/2036
|
1,650
|
1,525
|
Brokerage (2.3%)
|
|
|
|
|
Bear Stearns Co., Inc.
|
4.650%
|
7/2/2018
|
1,575
|
1,367
|
Goldman Sachs Group, Inc.
|
6.150%
|
4/1/2018
|
5,100
|
5,082
|
Goldman Sachs Group, Inc.
|
5.950%
|
1/15/2027
|
5,950
|
5,253
|
Goldman Sachs Group, Inc.
|
6.125%
|
2/15/2033
|
5,450
|
4,995
|
Goldman Sachs Group, Inc.
|
6.345%
|
2/15/2034
|
7,350
|
6,359
|
Goldman Sachs Group, Inc.
|
6.750%
|
10/1/2037
|
13,375
|
12,556
|
Jefferies Group Inc.
|
6.450%
|
6/8/2027
|
1,500
|
1,276
|
Jefferies Group Inc.
|
6.250%
|
1/15/2036
|
1,400
|
1,104
|
Lehman Brothers Holdings, Inc.
|
7.000%
|
9/27/2027
|
3,125
|
3,005
|
2 Lehman Brothers Holdings, Inc.
|
6.000%
|
5/3/2032
|
1,550
|
1,201
|
Lehman Brothers Holdings, Inc.
|
6.875%
|
7/17/2037
|
3,600
|
3,149
|
Merrill Lynch & Co., Inc.
|
6.500%
|
7/15/2018
|
625
|
606
|
Merrill Lynch & Co., Inc.
|
6.875%
|
11/15/2018
|
4,075
|
4,153
|
Merrill Lynch & Co., Inc.
|
6.220%
|
9/15/2026
|
4,775
|
4,033
|
Merrill Lynch & Co., Inc.
|
6.110%
|
1/29/2037
|
3,500
|
2,783
|
Morgan Stanley Dean Witter
|
6.625%
|
4/1/2018
|
5,150
|
5,190
|
Morgan Stanley Dean Witter
|
6.250%
|
8/9/2026
|
2,525
|
2,337
|
Morgan Stanley Dean Witter
|
7.250%
|
4/1/2032
|
2,025
|
2,051
|
Finance Companies (1.4%)
|
|
|
|
|
American Express Co.
|
8.150%
|
3/19/2038
|
2,350
|
2,596
|
Capital One Capital III
|
7.686%
|
8/15/2036
|
1,700
|
1,320
|
Capital One Capital IV
|
6.745%
|
2/17/2037
|
1,100
|
775
|
CIT Group, Inc.
|
6.000%
|
4/1/2036
|
2,800
|
2,128
|
General Electric Capital Corp.
|
6.750%
|
3/15/2032
|
16,175
|
17,370
|
General Electric Capital Corp.
|
6.150%
|
8/7/2037
|
4,925
|
4,927
|
General Electric Capital Corp.
|
5.875%
|
1/14/2038
|
9,650
|
9,345
|
SLM Corp.
|
5.625%
|
8/1/2033
|
1,950
|
1,393
|
Insurance (2.7%)
|
|
|
|
|
ACE Capital Trust II
|
9.700%
|
4/1/2030
|
850
|
980
|
AEGON Funding Corp.
|
5.750%
|
12/15/2020
|
1,000
|
950
|
Aetna, Inc.
|
6.625%
|
6/15/2036
|
2,700
|
2,564
|
Aetna, Inc.
|
6.750%
|
12/15/2037
|
1,350
|
1,302
|
Allstate Corp.
|
6.125%
|
12/15/2032
|
1,250
|
1,173
|
Allstate Corp.
|
5.350%
|
6/1/2033
|
1,950
|
1,645
|
Allstate Corp.
|
5.550%
|
5/9/2035
|
1,700
|
1,450
|
Allstate Corp.
|
5.950%
|
4/1/2036
|
925
|
839
|
2 Allstate Corp.
|
6.500%
|
5/15/2057
|
1,500
|
1,286
|
Ambac, Inc.
|
5.950%
|
12/5/2035
|
1,050
|
630
|
Ambac, Inc.
|
6.150%
|
2/15/2037
|
800
|
320
|
American General Capital II
|
8.500%
|
7/1/2030
|
850
|
943
|
American International Group, Inc.
|
6.250%
|
5/1/2036
|
3,075
|
2,928
|
American International Group, Inc.
|
6.250%
|
3/15/2037
|
2,425
|
1,952
|
Aon Capital Trust
|
8.205%
|
1/1/2027
|
1,075
|
1,037
|
Arch Capital Group Ltd.
|
7.350%
|
5/1/2034
|
625
|
595
|
Assurant, Inc.
|
6.750%
|
2/15/2034
|
1,200
|
1,144
|
AXA SA
|
8.600%
|
12/15/2030
|
3,700
|
3,968
|
Chubb Corp.
|
6.000%
|
5/11/2037
|
1,725
|
1,564
|
CIGNA Corp.
|
7.875%
|
5/15/2027
|
500
|
541
|
CIGNA Corp.
|
6.150%
|
11/15/2036
|
2,000
|
1,772
|
Cincinnati Financial Corp.
|
6.920%
|
5/15/2028
|
1,000
|
1,031
|
Cincinnati Financial Corp.
|
6.125%
|
11/1/2034
|
850
|
796
|
Endurance Specialty Holdings
|
7.000%
|
7/15/2034
|
700
|
632
|
GE Global Insurance Holdings Corp.
|
6.450%
|
3/1/2019
|
400
|
418
|
GE Global Insurance Holdings Corp.
|
7.000%
|
2/15/2026
|
1,850
|
1,894
|
GE Global Insurance Holdings Corp.
|
7.750%
|
6/15/2030
|
400
|
437
|
Genworth Financial, Inc.
|
6.500%
|
6/15/2034
|
825
|
750
|
Hartford Financial Services Group, Inc.
|
5.950%
|
10/15/2036
|
650
|
571
|
Hartford Financial Services Group, Inc.
|
6.100%
|
10/1/2041
|
1,200
|
1,056
|
Humana Inc.
|
6.300%
|
8/1/2018
|
750
|
728
|
Lincoln National Corp.
|
6.150%
|
4/7/2036
|
1,475
|
1,350
|
Loews Corp.
|
6.000%
|
2/1/2035
|
800
|
723
|
Marsh & McLennan Cos., Inc.
|
5.875%
|
8/1/2033
|
1,500
|
1,257
|
MBIA, Inc.
|
5.700%
|
12/1/2034
|
1,000
|
606
|
MetLife, Inc.
|
6.500%
|
12/15/2032
|
3,000
|
2,933
|
MetLife, Inc.
|
6.375%
|
6/15/2034
|
2,725
|
2,604
|
MetLife, Inc.
|
6.400%
|
12/15/2036
|
2,700
|
2,196
|
Nationwide Financial Services
|
6.750%
|
5/15/2037
|
1,000
|
832
|
Principal Financial Group, Inc.
|
6.050%
|
10/15/2036
|
1,700
|
1,524
|
Progressive Corp.
|
6.625%
|
3/1/2029
|
1,625
|
1,687
|
Prudential Financial, Inc.
|
5.750%
|
7/15/2033
|
1,000
|
886
|
Prudential Financial, Inc.
|
5.400%
|
6/13/2035
|
1,000
|
834
|
Prudential Financial, Inc.
|
5.900%
|
3/17/2036
|
1,500
|
1,343
|
Prudential Financial, Inc.
|
5.700%
|
12/14/2036
|
950
|
815
|
Prudential Financial, Inc.
|
6.625%
|
12/1/2037
|
2,000
|
1,947
|
St. Paul Travelers Cos., Inc.
|
6.750%
|
6/20/2036
|
1,000
|
1,014
|
Travelers Cos. Inc.
|
6.250%
|
6/15/2037
|
2,400
|
2,281
|
Travelers Property Casualty Corp.
|
6.375%
|
3/15/2033
|
1,500
|
1,470
|
UnitedHealth Group, Inc.
|
5.800%
|
3/15/2036
|
1,300
|
1,068
|
UnitedHealth Group, Inc.
|
6.500%
|
6/15/2037
|
1,200
|
1,085
|
UnitedHealth Group, Inc.
|
6.625%
|
11/15/2037
|
1,825
|
1,655
|
UnitedHealth Group, Inc.
|
6.875%
|
2/15/2038
|
2,575
|
2,456
|
WellPoint Inc.
|
5.950%
|
12/15/2034
|
1,300
|
1,159
|
WellPoint Inc.
|
5.850%
|
1/15/2036
|
2,575
|
2,232
|
WellPoint Inc.
|
6.375%
|
6/15/2037
|
1,700
|
1,517
|
XL Capital Ltd.
|
6.375%
|
11/15/2024
|
1,150
|
931
|
XL Capital Ltd.
|
6.250%
|
5/15/2027
|
700
|
537
|
Real Estate Investment Trusts (0.0%)
|
|
|
|
|
Realty Income Corp.
|
6.750%
|
8/15/2019
|
1,350
|
1,266
|
|
|
|
|
|
|
|
|
|
330,227
|
|
|
|
|
|
Industrial (25.9%)
|
|
|
|
|
Basic Industry (1.6%)
|
|
|
|
|
Alcan, Inc.
|
7.250%
|
3/15/2031
|
1,250
|
1,394
|
Alcan, Inc.
|
6.125%
|
12/15/2033
|
3,050
|
2,977
|
Alcoa, Inc.
|
5.870%
|
2/23/2022
|
1,250
|
1,209
|
Alcoa, Inc.
|
5.900%
|
2/1/2027
|
4,775
|
4,305
|
Aluminum Co. of America
|
6.750%
|
1/15/2028
|
850
|
828
|
BHP Finance USA Ltd.
|
6.420%
|
3/1/2026
|
500
|
476
|
Dow Chemical Co.
|
7.375%
|
11/1/2029
|
2,525
|
2,686
|
E.I. du Pont de Nemours & Co.
|
6.500%
|
1/15/2028
|
1,175
|
1,239
|
Eastman Chemical Co.
|
7.250%
|
1/15/2024
|
1,300
|
1,332
|
Eastman Chemical Co.
|
7.600%
|
2/1/2027
|
300
|
319
|
Inco Ltd.
|
7.200%
|
9/15/2032
|
1,050
|
1,022
|
Lubrizol Corp.
|
6.500%
|
10/1/2034
|
900
|
904
|
Monsanto Co.
|
5.500%
|
8/15/2025
|
1,350
|
1,285
|
Newmont Mining
|
5.875%
|
4/1/2035
|
1,100
|
899
|
Nucor Corp.
|
6.400%
|
12/1/2037
|
1,200
|
1,217
|
Placer Dome, Inc.
|
6.450%
|
10/15/2035
|
700
|
675
|
Potash Corp. of Saskatchewan
|
5.875%
|
12/1/2036
|
1,750
|
1,614
|
Reliance Steel & Aluminum
|
6.850%
|
11/15/2036
|
350
|
333
|
2 Rohm & Haas Co.
|
9.800%
|
4/15/2020
|
344
|
430
|
Rohm & Haas Co.
|
7.850%
|
7/15/2029
|
1,950
|
2,182
|
Southern Copper Corp.
|
7.500%
|
7/27/2035
|
2,500
|
2,553
|
Teck Cominco Ltd.
|
6.125%
|
10/1/2035
|
1,800
|
1,533
|
US Steel Corp.
|
6.650%
|
6/1/2037
|
725
|
608
|
Vale Overseas Ltd.
|
8.250%
|
1/17/2034
|
1,225
|
1,351
|
Vale Overseas Ltd.
|
6.875%
|
11/21/2036
|
6,475
|
6,248
|
Westvaco Corp.
|
8.200%
|
1/15/2030
|
575
|
595
|
Westvaco Corp.
|
7.950%
|
2/15/2031
|
400
|
397
|
Weyerhaeuser Co.
|
8.500%
|
1/15/2025
|
600
|
662
|
Weyerhaeuser Co.
|
7.375%
|
3/15/2032
|
3,875
|
3,853
|
Capital Goods (1.9%)
|
|
|
|
|
Boeing Co.
|
8.750%
|
8/15/2021
|
300
|
394
|
Boeing Co.
|
8.750%
|
9/15/2031
|
850
|
1,171
|
Boeing Co.
|
6.125%
|
2/15/2033
|
925
|
989
|
Boeing Co.
|
6.625%
|
2/15/2038
|
1,050
|
1,174
|
Caterpillar, Inc.
|
6.625%
|
7/15/2028
|
1,575
|
1,692
|
Caterpillar, Inc.
|
7.300%
|
5/1/2031
|
1,200
|
1,396
|
Caterpillar, Inc.
|
6.050%
|
8/15/2036
|
2,125
|
2,173
|
Caterpillar, Inc.
|
6.950%
|
5/1/2042
|
1,425
|
1,601
|
CRH America Inc.
|
6.400%
|
10/15/2033
|
1,500
|
1,330
|
Deere & Co.
|
8.100%
|
5/15/2030
|
1,000
|
1,263
|
Deere & Co.
|
7.125%
|
3/3/2031
|
700
|
809
|
Emerson Electric Co.
|
5.250%
|
10/15/2018
|
850
|
861
|
Emerson Electric Co.
|
6.000%
|
8/15/2032
|
400
|
406
|
Goodrich Corp.
|
6.800%
|
7/1/2036
|
1,000
|
1,096
|
Honeywell International, Inc.
|
5.700%
|
3/15/2036
|
1,600
|
1,579
|
Honeywell International, Inc.
|
5.700%
|
3/15/2037
|
1,000
|
996
|
Lafarge SA
|
7.125%
|
7/15/2036
|
2,225
|
2,060
|
Lockheed Martin Corp.
|
7.750%
|
5/1/2026
|
150
|
182
|
Lockheed Martin Corp.
|
6.150%
|
9/1/2036
|
5,200
|
5,344
|
Masco Corp.
|
7.750%
|
8/1/2029
|
150
|
147
|
Masco Corp.
|
6.500%
|
8/15/2032
|
1,275
|
1,060
|
Minnesota Mining & Manufacturing Corp.
|
6.375%
|
2/15/2028
|
500
|
554
|
Minnesota Mining & Manufacturing Corp.
|
5.700%
|
3/15/2037
|
1,975
|
2,036
|
Northrop Grumman Corp.
|
7.750%
|
2/15/2031
|
4,300
|
5,306
|
PACTIV Corp.
|
7.950%
|
12/15/2025
|
1,000
|
1,107
|
Raytheon Co.
|
6.400%
|
12/15/2018
|
500
|
549
|
Raytheon Co.
|
7.200%
|
8/15/2027
|
400
|
452
|
Raytheon Co.
|
7.000%
|
11/1/2028
|
1,000
|
1,113
|
Republic Services, Inc.
|
6.086%
|
3/15/2035
|
225
|
219
|
TRW, Inc.
|
7.750%
|
6/1/2029
|
250
|
303
|
Tyco International Group SA
|
7.000%
|
6/15/2028
|
2,675
|
2,540
|
United Technologies Corp.
|
8.875%
|
11/15/2019
|
545
|
732
|
United Technologies Corp.
|
6.700%
|
8/1/2028
|
250
|
275
|
United Technologies Corp.
|
7.500%
|
9/15/2029
|
1,875
|
2,251
|
United Technologies Corp.
|
5.400%
|
5/1/2035
|
2,100
|
1,976
|
United Technologies Corp.
|
6.050%
|
6/1/2036
|
2,725
|
2,801
|
USA Waste Services, Inc.
|
7.000%
|
7/15/2028
|
2,000
|
2,047
|
Waste Management, Inc.
|
7.750%
|
5/15/2032
|
875
|
959
|
WMX Technologies Inc.
|
7.100%
|
8/1/2026
|
800
|
844
|
Communication (7.2%)
|
|
|
|
|
America Movil SA de C.V.
|
6.375%
|
3/1/2035
|
1,975
|
1,913
|
America Movil SA de C.V.
|
6.125%
|
11/15/2037
|
1,200
|
1,109
|
Ameritech Capital Funding
|
6.550%
|
1/15/2028
|
1,000
|
991
|
AT&T Inc.
|
8.000%
|
11/15/2031
|
6,000
|
6,985
|
AT&T Inc.
|
6.450%
|
6/15/2034
|
7,000
|
6,924
|
AT&T Inc.
|
6.150%
|
9/15/2034
|
725
|
698
|
AT&T Inc.
|
6.800%
|
5/15/2036
|
1,175
|
1,192
|
AT&T Inc.
|
6.500%
|
9/1/2037
|
5,100
|
5,076
|
AT&T Inc.
|
6.300%
|
1/15/2038
|
5,325
|
5,126
|
AT&T Wireless
|
8.750%
|
3/1/2031
|
5,850
|
7,059
|
BellSouth Capital Funding
|
7.875%
|
2/15/2030
|
4,250
|
4,670
|
BellSouth Corp.
|
6.875%
|
10/15/2031
|
1,275
|
1,319
|
BellSouth Corp.
|
6.550%
|
6/15/2034
|
2,475
|
2,418
|
BellSouth Corp.
|
6.000%
|
11/15/2034
|
1,480
|
1,389
|
BellSouth Telecommunications
|
6.375%
|
6/1/2028
|
4,140
|
4,088
|
British Telecommunications PLC
|
9.125%
|
12/15/2030
|
5,975
|
7,419
|
CBS Corp.
|
7.875%
|
7/30/2030
|
2,815
|
2,739
|
CenturyTel Enterprises
|
6.875%
|
1/15/2028
|
550
|
508
|
Cingular Wireless LLC
|
7.125%
|
12/15/2031
|
2,425
|
2,521
|
Comcast Cable Communications Holdings Inc.
|
9.455%
|
11/15/2022
|
3,198
|
3,850
|
Comcast Corp.
|
7.050%
|
3/15/2033
|
1,375
|
1,395
|
Comcast Corp.
|
5.650%
|
6/15/2035
|
1,000
|
845
|
Comcast Corp.
|
6.500%
|
11/15/2035
|
4,800
|
4,544
|
Comcast Corp.
|
6.450%
|
3/15/2037
|
3,525
|
3,337
|
Comcast Corp.
|
6.950%
|
8/15/2037
|
4,800
|
4,808
|
Deutsche Telekom International Finance
|
8.250%
|
6/15/2030
|
9,825
|
11,861
|
Embarq Corp.
|
7.995%
|
6/1/2036
|
3,000
|
2,736
|
France Telecom
|
8.500%
|
3/1/2031
|
7,000
|
8,798
|
Grupo Televisa SA
|
6.625%
|
3/18/2025
|
1,600
|
1,598
|
Grupo Televisa SA
|
8.500%
|
3/11/2032
|
250
|
288
|
GTE Corp.
|
6.840%
|
4/15/2018
|
1,000
|
1,080
|
GTE Corp.
|
8.750%
|
11/1/2021
|
900
|
1,001
|
GTE Corp.
|
6.940%
|
4/15/2028
|
2,275
|
2,276
|
Koninklijke KPN NV
|
8.375%
|
10/1/2030
|
1,825
|
2,099
|
McGraw-Hill Cos. Inc.
|
6.550%
|
11/15/2037
|
1,150
|
1,114
|
Michigan Bell Telephone Co.
|
7.850%
|
1/15/2022
|
1,522
|
1,695
|
New England Telephone & Telegraph Co.
|
7.875%
|
11/15/2029
|
400
|
437
|
News America Holdings, Inc.
|
8.150%
|
10/17/2036
|
1,225
|
1,450
|
News America Holdings, Inc.
|
7.750%
|
12/1/2045
|
1,225
|
1,354
|
News America Inc.
|
7.250%
|
5/18/2018
|
350
|
385
|
News America Inc.
|
6.550%
|
3/15/2033
|
225
|
223
|
News America Inc.
|
6.200%
|
12/15/2034
|
9,350
|
8,776
|
News America Inc.
|
6.400%
|
12/15/2035
|
2,475
|
2,432
|
News America Inc.
|
6.650%
|
11/15/2037
|
2,250
|
2,254
|
Pacific Bell
|
7.125%
|
3/15/2026
|
550
|
566
|
Sprint Capital Corp.
|
6.900%
|
5/1/2019
|
2,925
|
2,301
|
Sprint Capital Corp.
|
6.875%
|
11/15/2028
|
8,425
|
6,297
|
Sprint Capital Corp.
|
8.750%
|
3/15/2032
|
3,225
|
2,737
|
TCI Communications, Inc.
|
7.875%
|
2/15/2026
|
2,200
|
2,339
|
Telecom Italia Capital
|
6.375%
|
11/15/2033
|
4,525
|
3,965
|
Telecom Italia Capital
|
6.000%
|
9/30/2034
|
500
|
444
|
Telecom Italia Capital
|
7.200%
|
7/18/2036
|
1,625
|
1,554
|
Telefonica Emisiones SAU
|
7.045%
|
6/20/2036
|
5,725
|
6,059
|
Telefonica Europe BV
|
8.250%
|
9/15/2030
|
2,500
|
2,938
|
Thomson Corp.
|
5.500%
|
8/15/2035
|
650
|
539
|
Time Warner Cable Inc.
|
6.550%
|
5/1/2037
|
4,000
|
3,775
|
Time Warner Entertainment
|
8.375%
|
3/15/2023
|
2,733
|
3,012
|
Time Warner Entertainment
|
8.375%
|
7/15/2033
|
1,950
|
2,169
|
US Cellular
|
6.700%
|
12/15/2033
|
950
|
830
|
US West Communications Group
|
7.500%
|
6/15/2023
|
2,300
|
2,013
|
US West Communications Group
|
6.875%
|
9/15/2033
|
4,200
|
3,392
|
Verizon Communications Corp.
|
6.250%
|
4/1/2037
|
2,425
|
2,320
|
Verizon Communications Corp.
|
6.400%
|
2/15/2038
|
3,900
|
3,781
|
Verizon Global Funding Corp.
|
7.750%
|
12/1/2030
|
6,550
|
7,122
|
Verizon Global Funding Corp.
|
5.850%
|
9/15/2035
|
2,775
|
2,540
|
Verizon Maryland, Inc.
|
5.125%
|
6/15/2033
|
500
|
409
|
Verizon New York, Inc.
|
7.375%
|
4/1/2032
|
650
|
672
|
Viacom Inc.
|
4.625%
|
5/15/2018
|
150
|
131
|
Viacom Inc.
|
5.500%
|
5/15/2033
|
1,025
|
791
|
Vodafone AirTouch PLC
|
7.875%
|
2/15/2030
|
1,000
|
1,111
|
Vodafone Group PLC
|
4.625%
|
7/15/2018
|
2,375
|
2,097
|
Vodafone Group PLC
|
6.250%
|
11/30/2032
|
200
|
190
|
Vodafone Group PLC
|
6.150%
|
2/27/2037
|
4,975
|
4,636
|
Consumer Cyclical (3.4%)
|
|
|
|
|
CVS Corp.
|
6.250%
|
6/1/2027
|
2,050
|
2,060
|
DaimlerChrysler North America Holding Corp.
|
8.500%
|
1/18/2031
|
4,575
|
5,221
|
Darden Restaurants Inc.
|
6.800%
|
10/15/2037
|
850
|
774
|
Federated Department Stores, Inc.
|
6.900%
|
4/1/2029
|
150
|
128
|
Federated Retail Holding
|
6.375%
|
3/15/2037
|
2,050
|
1,622
|
Home Depot Inc.
|
5.875%
|
12/16/2036
|
6,325
|
5,160
|
J.C. Penney Co., Inc.
|
7.125%
|
11/15/2023
|
1,000
|
1,037
|
J.C. Penney Co., Inc.
|
6.375%
|
10/15/2036
|
2,850
|
2,420
|
J.C. Penney Co., Inc.
|
7.400%
|
4/1/2037
|
750
|
716
|
Johnson Controls, Inc.
|
6.000%
|
1/15/2036
|
425
|
409
|
Kohl's Corp.
|
6.000%
|
1/15/2033
|
400
|
313
|
Kohl's Corp.
|
6.875%
|
12/15/2037
|
1,000
|
874
|
Limited Brands Inc.
|
6.950%
|
3/1/2033
|
250
|
194
|
Limited Brands Inc.
|
7.600%
|
7/15/2037
|
750
|
626
|
Lowe's Cos., Inc.
|
6.875%
|
2/15/2028
|
550
|
584
|
Lowe's Cos., Inc.
|
6.500%
|
3/15/2029
|
1,800
|
1,813
|
Lowe's Cos., Inc.
|
5.500%
|
10/15/2035
|
800
|
682
|
Lowe's Cos., Inc.
|
5.800%
|
10/15/2036
|
1,300
|
1,159
|
Lowe's Cos., Inc.
|
6.650%
|
9/15/2037
|
950
|
954
|
Macy's Retail Holdings Inc.
|
6.790%
|
7/15/2027
|
800
|
669
|
Macy's Retail Holdings Inc.
|
7.000%
|
2/15/2028
|
1,100
|
939
|
May Department Stores Co.
|
6.650%
|
7/15/2024
|
1,450
|
1,250
|
McDonald's Corp.
|
6.300%
|
10/15/2037
|
1,750
|
1,787
|
McDonald's Corp.
|
6.300%
|
3/1/2038
|
4,000
|
4,078
|
Nordstrom, Inc.
|
6.950%
|
3/15/2028
|
300
|
295
|
Nordstrom, Inc.
|
7.000%
|
1/15/2038
|
1,200
|
1,174
|
Target Corp.
|
7.000%
|
7/15/2031
|
550
|
576
|
Target Corp.
|
6.350%
|
11/1/2032
|
3,000
|
2,834
|
Target Corp.
|
6.500%
|
10/15/2037
|
3,300
|
3,188
|
Target Corp.
|
7.000%
|
1/15/2038
|
4,700
|
4,827
|
The Walt Disney Co.
|
7.000%
|
3/1/2032
|
2,500
|
2,916
|
Time Warner, Inc.
|
9.150%
|
2/1/2023
|
1,980
|
2,285
|
Time Warner, Inc.
|
7.570%
|
2/1/2024
|
500
|
506
|
Time Warner, Inc.
|
6.950%
|
1/15/2028
|
1,000
|
949
|
Time Warner, Inc.
|
6.625%
|
5/15/2029
|
6,975
|
6,411
|
Time Warner, Inc.
|
7.625%
|
4/15/2031
|
5,185
|
5,339
|
Time Warner, Inc.
|
7.700%
|
5/1/2032
|
1,040
|
1,083
|
Time Warner, Inc.
|
6.500%
|
11/15/2036
|
3,175
|
2,845
|
VF Corp.
|
6.450%
|
11/1/2037
|
1,500
|
1,418
|
Viacom Inc.
|
6.875%
|
4/30/2036
|
4,225
|
4,067
|
Wal-Mart Stores, Inc.
|
5.875%
|
4/5/2027
|
4,025
|
3,997
|
Wal-Mart Stores, Inc.
|
7.550%
|
2/15/2030
|
3,525
|
4,106
|
Wal-Mart Stores, Inc.
|
5.250%
|
9/1/2035
|
2,850
|
2,507
|
Wal-Mart Stores, Inc.
|
6.500%
|
8/15/2037
|
8,000
|
8,382
|
Western Union Co.
|
6.200%
|
11/17/2036
|
1,350
|
1,243
|
YUM! BRANDS, INC.
|
6.875%
|
11/15/2037
|
1,950
|
1,864
|
Consumer Noncyclical (5.2%)
|
|
|
|
|
Abbott Laboratories
|
6.150%
|
11/30/2037
|
2,650
|
2,759
|
Amgen Inc.
|
6.375%
|
6/1/2037
|
2,125
|
2,038
|
Anheuser-Busch Cos., Inc.
|
6.800%
|
8/20/2032
|
3,125
|
3,440
|
Anheuser-Busch Cos., Inc.
|
5.950%
|
1/15/2033
|
650
|
655
|
Anheuser-Busch Cos., Inc.
|
5.750%
|
4/1/2036
|
975
|
947
|
Anheuser-Busch Cos., Inc.
|
6.450%
|
9/1/2037
|
1,825
|
1,968
|
Archer-Daniels-Midland Co.
|
6.625%
|
5/1/2029
|
250
|
260
|
Archer-Daniels-Midland Co.
|
7.000%
|
2/1/2031
|
2,975
|
3,211
|
Archer-Daniels-Midland Co.
|
5.935%
|
10/1/2032
|
255
|
245
|
Archer-Daniels-Midland Co.
|
5.375%
|
9/15/2035
|
2,750
|
2,431
|
Archer-Daniels-Midland Co.
|
6.450%
|
1/15/2038
|
675
|
685
|
AstraZeneca PLC
|
6.450%
|
9/15/2037
|
8,000
|
8,604
|
Baxter International, Inc.
|
6.250%
|
12/1/2037
|
1,800
|
1,843
|
Biogen Idec Inc.
|
6.875%
|
3/1/2018
|
2,000
|
2,043
|
Bristol-Myers Squibb Co.
|
7.150%
|
6/15/2023
|
1,950
|
2,216
|
Bristol-Myers Squibb Co.
|
6.800%
|
11/15/2026
|
239
|
258
|
Bristol-Myers Squibb Co.
|
5.875%
|
11/15/2036
|
2,700
|
2,623
|
Bristol-Myers Squibb Co.
|
6.875%
|
8/1/2097
|
200
|
198
|
C.R. Bard, Inc.
|
6.700%
|
12/1/2026
|
500
|
513
|
Coca-Cola Enterprises Inc.
|
8.500%
|
2/1/2022
|
2,000
|
2,535
|
Coca-Cola Enterprises Inc.
|
8.000%
|
9/15/2022
|
500
|
613
|
Coca-Cola Enterprises Inc.
|
7.000%
|
10/1/2026
|
675
|
747
|
Coca-Cola Enterprises Inc.
|
6.950%
|
11/15/2026
|
5,150
|
5,808
|
ConAgra Foods, Inc.
|
9.750%
|
3/1/2021
|
129
|
173
|
ConAgra Foods, Inc.
|
7.125%
|
10/1/2026
|
1,150
|
1,185
|
ConAgra Foods, Inc.
|
7.000%
|
10/1/2028
|
175
|
178
|
ConAgra Foods, Inc.
|
8.250%
|
9/15/2030
|
950
|
1,091
|
3 Covidien International
|
6.550%
|
10/15/2037
|
2,325
|
2,344
|
Delhaize America Inc.
|
9.000%
|
4/15/2031
|
2,000
|
2,393
|
Diageo Capital PLC
|
5.875%
|
9/30/2036
|
500
|
482
|
Eli Lilly & Co.
|
7.125%
|
6/1/2025
|
1,000
|
1,141
|
Eli Lilly & Co.
|
5.500%
|
3/15/2027
|
4,300
|
4,247
|
Eli Lilly & Co.
|
5.550%
|
3/15/2037
|
850
|
819
|
Estee Lauder Ace Trust I
|
6.000%
|
5/15/2037
|
1,025
|
973
|
Fortune Brands Inc.
|
5.875%
|
1/15/2036
|
925
|
800
|
Genentech Inc.
|
5.250%
|
7/15/2035
|
1,025
|
950
|
GlaxoSmithKline Capital Inc.
|
5.375%
|
4/15/2034
|
1,850
|
1,744
|
Grand Metropolitan Investment Corp.
|
7.450%
|
4/15/2035
|
1,750
|
2,013
|
H.J. Heinz Co.
|
6.375%
|
7/15/2028
|
525
|
513
|
H.J. Heinz Co.
|
6.750%
|
3/15/2032
|
1,100
|
1,122
|
Johnson & Johnson
|
6.950%
|
9/1/2029
|
1,125
|
1,339
|
Johnson & Johnson
|
4.950%
|
5/15/2033
|
1,325
|
1,210
|
Johnson & Johnson
|
5.950%
|
8/15/2037
|
2,775
|
2,962
|
Kellogg Co.
|
7.450%
|
4/1/2031
|
2,600
|
3,054
|
Kimberly-Clark Corp.
|
6.250%
|
7/15/2018
|
675
|
732
|
Kimberly-Clark Corp.
|
6.625%
|
8/1/2037
|
2,150
|
2,355
|
Kraft Foods, Inc.
|
6.500%
|
11/1/2031
|
2,150
|
2,004
|
Kraft Foods, Inc.
|
7.000%
|
8/11/2037
|
2,050
|
2,043
|
Kraft Foods, Inc.
|
6.875%
|
2/1/2038
|
2,750
|
2,677
|
Kroger Co.
|
6.150%
|
1/15/2020
|
1,725
|
1,755
|
Kroger Co.
|
7.700%
|
6/1/2029
|
375
|
411
|
Kroger Co.
|
8.000%
|
9/15/2029
|
1,925
|
2,175
|
Kroger Co.
|
7.500%
|
4/1/2031
|
1,250
|
1,358
|
Kroger Co.
|
6.900%
|
4/15/2038
|
1,700
|
1,720
|
Merck & Co.
|
6.300%
|
1/1/2026
|
500
|
533
|
Merck & Co.
|
6.400%
|
3/1/2028
|
2,200
|
2,394
|
Merck & Co.
|
5.950%
|
12/1/2028
|
1,050
|
1,054
|
Merck & Co.
|
5.750%
|
11/15/2036
|
825
|
829
|
Pepsi Bottling Group, Inc.
|
7.000%
|
3/1/2029
|
2,925
|
3,415
|
Pharmacia Corp.
|
6.500%
|
12/1/2018
|
750
|
850
|
Pharmacia Corp.
|
6.600%
|
12/1/2028
|
2,925
|
3,187
|
Philips Electronics NV
|
6.875%
|
3/11/2038
|
3,125
|
3,328
|
Procter & Gamble Co.
|
6.450%
|
1/15/2026
|
1,600
|
1,751
|
Procter & Gamble Co.
|
5.800%
|
8/15/2034
|
600
|
617
|
Procter & Gamble Co.
|
5.550%
|
3/5/2037
|
4,650
|
4,626
|
2 Procter & Gamble Co. ESOP
|
9.360%
|
1/1/2021
|
2,223
|
2,830
|
Quest Diagnostic, Inc.
|
6.950%
|
7/1/2037
|
1,350
|
1,380
|
Reynolds American Inc.
|
7.250%
|
6/15/2037
|
2,100
|
2,100
|
Safeway, Inc.
|
7.250%
|
2/1/2031
|
1,756
|
1,862
|
Schering-Plough Corp.
|
6.750%
|
12/1/2033
|
2,825
|
2,847
|
Schering-Plough Corp.
|
6.550%
|
9/15/2037
|
1,900
|
1,815
|
Sysco Corp.
|
5.375%
|
9/21/2035
|
1,000
|
922
|
Teva Pharmaceutical Finance LLC
|
6.150%
|
2/1/2036
|
2,400
|
2,388
|
Unilever Capital Corp.
|
5.900%
|
11/15/2032
|
3,925
|
3,973
|
Wyeth
|
6.450%
|
2/1/2024
|
2,225
|
2,365
|
Wyeth
|
6.500%
|
2/1/2034
|
1,125
|
1,181
|
Wyeth
|
6.000%
|
2/15/2036
|
3,075
|
3,056
|
Wyeth
|
5.950%
|
4/1/2037
|
4,250
|
4,166
|
Energy (3.8%)
|
|
|
|
|
Alberta Energy Co. Ltd.
|
7.375%
|
11/1/2031
|
1,000
|
1,105
|
Amerada Hess Corp.
|
7.875%
|
10/1/2029
|
3,850
|
4,566
|
Amerada Hess Corp.
|
7.125%
|
3/15/2033
|
925
|
1,022
|
Anadarko Finance Co.
|
7.500%
|
5/1/2031
|
1,500
|
1,691
|
Anadarko Petroleum Corp.
|
6.450%
|
9/15/2036
|
6,525
|
6,666
|
Apache Corp.
|
6.000%
|
1/15/2037
|
1,950
|
1,964
|
Apache Finance Canada
|
7.750%
|
12/15/2029
|
650
|
768
|
Baker Hughes, Inc.
|
6.875%
|
1/15/2029
|
1,000
|
1,076
|
Burlington Resources, Inc.
|
7.200%
|
8/15/2031
|
1,050
|
1,215
|
Burlington Resources, Inc.
|
7.400%
|
12/1/2031
|
1,675
|
1,959
|
Canadian Natural Resources
|
7.200%
|
1/15/2032
|
1,400
|
1,483
|
Canadian Natural Resources
|
6.450%
|
6/30/2033
|
850
|
825
|
Canadian Natural Resources
|
6.500%
|
2/15/2037
|
1,975
|
1,948
|
Canadian Natural Resources
|
6.250%
|
3/15/2038
|
2,750
|
2,637
|
Canadian Natural Resources
|
6.750%
|
2/1/2039
|
2,000
|
2,054
|
Conoco Funding Co.
|
7.250%
|
10/15/2031
|
400
|
461
|
ConocoPhillips
|
5.900%
|
10/15/2032
|
1,050
|
1,066
|
ConocoPhillips Canada
|
5.950%
|
10/15/2036
|
1,950
|
1,997
|
Devon Energy Corp.
|
7.950%
|
4/15/2032
|
250
|
312
|
Devon Financing Corp.
|
7.875%
|
9/30/2031
|
4,400
|
5,428
|
Encana Corp.
|
6.500%
|
8/15/2034
|
3,800
|
3,755
|
Encana Corp.
|
6.625%
|
8/15/2037
|
1,400
|
1,418
|
Encana Corp.
|
6.500%
|
2/1/2038
|
2,025
|
2,007
|
Global Marine, Inc.
|
7.000%
|
6/1/2028
|
800
|
840
|
Husky Energy Inc.
|
6.150%
|
6/15/2019
|
510
|
520
|
Husky Energy Inc.
|
6.800%
|
9/15/2037
|
1,225
|
1,245
|
Kerr McGee Corp.
|
6.950%
|
7/1/2024
|
2,000
|
2,100
|
Kerr McGee Corp.
|
7.875%
|
9/15/2031
|
500
|
593
|
Lasmo Inc.
|
7.300%
|
11/15/2027
|
600
|
672
|
Marathon Oil Corp.
|
6.600%
|
10/1/2037
|
3,900
|
3,837
|
Nexen, Inc.
|
7.875%
|
3/15/2032
|
550
|
616
|
Nexen, Inc.
|
5.875%
|
3/10/2035
|
1,850
|
1,662
|
Nexen, Inc.
|
6.400%
|
5/15/2037
|
3,300
|
3,172
|
Noble Energy Inc.
|
8.000%
|
4/1/2027
|
775
|
856
|
Norsk Hydro
|
7.250%
|
9/23/2027
|
3,150
|
3,644
|
Norsk Hydro
|
7.150%
|
1/15/2029
|
1,000
|
1,157
|
Petro-Canada
|
7.875%
|
6/15/2026
|
150
|
170
|
Petro-Canada
|
7.000%
|
11/15/2028
|
250
|
261
|
Petro-Canada
|
5.350%
|
7/15/2033
|
1,650
|
1,381
|
Petro-Canada
|
5.950%
|
5/15/2035
|
2,500
|
2,300
|
Suncor Energy, Inc.
|
7.150%
|
2/1/2032
|
800
|
873
|
Suncor Energy, Inc.
|
5.950%
|
12/1/2034
|
875
|
836
|
Suncor Energy, Inc.
|
6.500%
|
6/15/2038
|
3,300
|
3,250
|
Talisman Energy, Inc.
|
7.250%
|
10/15/2027
|
450
|
472
|
Talisman Energy, Inc.
|
5.850%
|
2/1/2037
|
2,700
|
2,458
|
Tosco Corp.
|
8.125%
|
2/15/2030
|
7,500
|
9,528
|
Transocean Inc.
|
7.500%
|
4/15/2031
|
1,525
|
1,705
|
Transocean Inc.
|
6.800%
|
3/15/2038
|
2,300
|
2,352
|
Valero Energy Corp.
|
7.500%
|
4/15/2032
|
2,450
|
2,543
|
Valero Energy Corp.
|
6.625%
|
6/15/2037
|
3,625
|
3,467
|
Weatherford International Inc.
|
6.500%
|
8/1/2036
|
1,500
|
1,410
|
Weatherford International Inc.
|
6.800%
|
6/15/2037
|
700
|
699
|
Weatherford International Inc.
|
7.000%
|
3/15/2038
|
1,100
|
1,124
|
XTO Energy, Inc.
|
6.100%
|
4/1/2036
|
1,125
|
1,103
|
XTO Energy, Inc.
|
6.750%
|
8/1/2037
|
3,425
|
3,660
|
Technology (0.9%)
|
|
|
|
|
3 Computer Sciences Corp.
|
6.500%
|
3/15/2018
|
1,500
|
1,524
|
Corning Inc.
|
7.250%
|
8/15/2036
|
600
|
651
|
Dell Inc.
|
7.100%
|
4/15/2028
|
500
|
537
|
Electronic Data Systems
|
7.450%
|
10/15/2029
|
375
|
360
|
Equifax Inc.
|
6.300%
|
7/1/2017
|
650
|
644
|
Equifax Inc.
|
7.000%
|
7/1/2037
|
600
|
524
|
International Business Machines Corp.
|
7.000%
|
10/30/2025
|
1,050
|
1,171
|
International Business Machines Corp.
|
6.220%
|
8/1/2027
|
4,600
|
4,722
|
International Business Machines Corp.
|
6.500%
|
1/15/2028
|
3,725
|
3,958
|
International Business Machines Corp.
|
5.875%
|
11/29/2032
|
950
|
946
|
International Business Machines Corp.
|
7.125%
|
12/1/2096
|
400
|
450
|
Motorola, Inc.
|
7.500%
|
5/15/2025
|
225
|
197
|
Motorola, Inc.
|
6.500%
|
9/1/2025
|
1,300
|
1,032
|
Motorola, Inc.
|
6.500%
|
11/15/2028
|
975
|
760
|
Motorola, Inc.
|
6.625%
|
11/15/2037
|
2,425
|
1,917
|
Pitney Bowes, Inc.
|
4.750%
|
5/15/2018
|
2,000
|
1,929
|
Pitney Bowes, Inc.
|
5.250%
|
1/15/2037
|
450
|
445
|
Science Applications International Corp.
|
5.500%
|
7/1/2033
|
500
|
431
|
3 Tyco Electronics Group
|
7.125%
|
10/1/2037
|
1,250
|
1,317
|
Xerox Capital Trust I
|
8.000%
|
2/1/2027
|
1,050
|
1,032
|
Transportation (1.8%)
|
|
|
|
|
Burlington Northern Santa Fe Corp.
|
7.000%
|
12/15/2025
|
700
|
730
|
Burlington Northern Santa Fe Corp.
|
7.950%
|
8/15/2030
|
1,300
|
1,528
|
Burlington Northern Santa Fe Corp.
|
6.200%
|
8/15/2036
|
1,425
|
1,372
|
Burlington Northern Santa Fe Corp.
|
6.150%
|
5/1/2037
|
2,425
|
2,325
|
Canadian National Railway Co.
|
6.800%
|
7/15/2018
|
1,025
|
1,143
|
Canadian National Railway Co.
|
6.250%
|
8/1/2034
|
1,850
|
1,863
|
Canadian National Railway Co.
|
6.200%
|
6/1/2036
|
1,325
|
1,326
|
Canadian National Railway Co.
|
6.375%
|
11/15/2037
|
600
|
587
|
Canadian Pacific Rail
|
7.125%
|
10/15/2031
|
2,075
|
2,013
|
Canadian Pacific Rail
|
5.950%
|
5/15/2037
|
1,000
|
837
|
CNF, Inc.
|
6.700%
|
5/1/2034
|
1,825
|
1,642
|
2 Continental Airlines, Inc.
|
6.900%
|
1/2/2018
|
1,200
|
1,173
|
2 Continental Airlines, Inc.
|
6.545%
|
2/2/2019
|
961
|
922
|
2 Continental Airlines, Inc.
|
5.983%
|
4/19/2022
|
3,500
|
3,063
|
CSX Corp.
|
7.950%
|
5/1/2027
|
675
|
724
|
CSX Corp.
|
6.000%
|
10/1/2036
|
1,175
|
1,007
|
CSX Corp.
|
6.150%
|
5/1/2037
|
2,025
|
1,770
|
CSX Corp.
|
7.450%
|
4/1/2038
|
1,600
|
1,648
|
2 Delta Air Lines Enhanced Equipment Trust Certificates
|
6.718%
|
1/2/2023
|
901
|
888
|
2,3 Delta Air Lines, Inc.
|
6.821%
|
8/10/2022
|
2,140
|
2,063
|
Federal Express Corp.
|
7.600%
|
7/1/2097
|
1,000
|
1,162
|
Norfolk Southern Corp.
|
9.750%
|
6/15/2020
|
411
|
538
|
Norfolk Southern Corp.
|
5.590%
|
5/17/2025
|
716
|
670
|
Norfolk Southern Corp.
|
7.800%
|
5/15/2027
|
2,802
|
3,253
|
Norfolk Southern Corp.
|
5.640%
|
5/17/2029
|
1,898
|
1,751
|
Norfolk Southern Corp.
|
7.050%
|
5/1/2037
|
1,575
|
1,723
|
Norfolk Southern Corp.
|
7.900%
|
5/15/2097
|
450
|
522
|
2 Southwest Airlines Co.
|
6.150%
|
8/1/2022
|
835
|
813
|
Union Pacific Corp.
|
5.700%
|
8/15/2018
|
1,500
|
1,497
|
Union Pacific Corp.
|
7.125%
|
2/1/2028
|
600
|
655
|
Union Pacific Corp.
|
6.625%
|
2/1/2029
|
1,125
|
1,166
|
Union Pacific Corp.
|
6.150%
|
5/1/2037
|
1,000
|
963
|
2 Union Pacific Railroad Co.
|
6.176%
|
1/2/2031
|
942
|
938
|
2 United Air Lines Inc.
|
6.636%
|
7/2/2022
|
1,557
|
1,449
|
United Parcel Service of America
|
8.375%
|
4/1/2020
|
500
|
653
|
United Parcel Service of America
|
8.375%
|
4/1/2030
|
500
|
638
|
United Parcel Service of America
|
6.200%
|
1/15/2038
|
3,600
|
3,837
|
Other (0.1%)
|
|
|
|
|
Dover Corp.
|
5.375%
|
10/15/2035
|
350
|
315
|
Dover Corp.
|
6.600%
|
3/15/2038
|
1,200
|
1,242
|
Rockwell Automation
|
6.700%
|
1/15/2028
|
300
|
326
|
Rockwell Automation
|
6.250%
|
12/1/2037
|
1,100
|
1,129
|
|
|
|
|
|
|
|
|
|
737,116
|
|
|
|
|
|
Utilities (6.5%)
|
|
|
|
|
Electric (4.6%)
|
|
|
|
|
AEP Texas Central Co.
|
6.650%
|
2/15/2033
|
1,950
|
2,021
|
AmerenEnergy Generating
|
7.950%
|
6/1/2032
|
1,750
|
1,990
|
3 American Water Capital Corp.
|
6.593%
|
10/15/2037
|
2,025
|
2,037
|
Appalachian Power Co.
|
5.800%
|
10/1/2035
|
350
|
298
|
Appalachian Power Co.
|
7.000%
|
4/1/2038
|
850
|
835
|
Baltimore Gas & Electric Co.
|
6.350%
|
10/1/2036
|
1,075
|
979
|
Carolina Power & Light Co.
|
6.300%
|
4/1/2038
|
250
|
257
|
CenterPoint Energy Houston
|
6.950%
|
3/15/2033
|
925
|
972
|
Cleveland Electric Illumination Co.
|
5.950%
|
12/15/2036
|
1,000
|
861
|
Columbus Southern Power
|
5.850%
|
10/1/2035
|
800
|
740
|
Commonwealth Edison Co.
|
5.875%
|
2/1/2033
|
250
|
224
|
Commonwealth Edison Co.
|
5.900%
|
3/15/2036
|
1,500
|
1,343
|
Commonwealth Edison Co.
|
6.450%
|
1/15/2038
|
1,900
|
1,830
|
Connecticut Light & Power Co.
|
6.350%
|
6/1/2036
|
750
|
746
|
Consolidated Edison Co. of New York
|
5.300%
|
3/1/2035
|
1,125
|
975
|
Consolidated Edison Co. of New York
|
5.850%
|
3/15/2036
|
1,875
|
1,756
|
Consolidated Edison Co. of New York
|
6.200%
|
6/15/2036
|
550
|
540
|
Consolidated Edison Co. of New York
|
6.300%
|
8/15/2037
|
1,450
|
1,462
|
Constellation Energy Group, Inc.
|
7.600%
|
4/1/2032
|
1,800
|
1,762
|
Consumers Energy Co.
|
5.650%
|
4/15/2020
|
1,250
|
1,258
|
DDuke Energy Carolinas LLC
|
6.100%
|
6/1/2037
|
825
|
815
|
Detroit Edison Co.
|
5.700%
|
10/1/2037
|
500
|
464
|
Dominion Resources, Inc.
|
6.300%
|
3/15/2033
|
2,150
|
2,114
|
Dominion Resources, Inc.
|
5.950%
|
6/15/2035
|
1,150
|
1,079
|
DTE Energy Co.
|
6.375%
|
4/15/2033
|
800
|
770
|
Duke Energy Carolinas LLC
|
6.000%
|
1/15/2038
|
1,150
|
1,152
|
Duke Energy Corp.
|
6.000%
|
12/1/2028
|
1,000
|
984
|
Duke Energy Corp.
|
6.450%
|
10/15/2032
|
1,050
|
1,075
|
El Paso Electric Co.
|
6.000%
|
5/15/2035
|
1,400
|
1,297
|
Energy East Corp.
|
6.750%
|
7/15/2036
|
1,425
|
1,350
|
Exelon Corp.
|
5.625%
|
6/15/2035
|
1,975
|
1,747
|
FirstEnergy Corp.
|
7.375%
|
11/15/2031
|
5,850
|
6,288
|
Florida Power & Light Co.
|
5.950%
|
10/1/2033
|
950
|
958
|
Florida Power & Light Co.
|
5.625%
|
4/1/2034
|
1,174
|
1,133
|
Florida Power & Light Co.
|
4.950%
|
6/1/2035
|
775
|
677
|
Florida Power & Light Co.
|
5.400%
|
9/1/2035
|
1,875
|
1,752
|
Florida Power & Light Co.
|
6.200%
|
6/1/2036
|
150
|
156
|
Florida Power & Light Co.
|
5.650%
|
2/1/2037
|
2,150
|
2,109
|
Florida Power & Light Co.
|
5.850%
|
5/1/2037
|
625
|
622
|
Florida Power & Light Co.
|
5.950%
|
2/1/2038
|
350
|
353
|
Florida Power Corp.
|
6.350%
|
9/15/2037
|
1,625
|
1,695
|
Georgia Power Co.
|
5.650%
|
3/1/2037
|
2,075
|
2,021
|
Indiana Michigan Power Co.
|
6.050%
|
3/15/2037
|
3,075
|
2,702
|
Kansas City Power & Light
|
6.050%
|
11/15/2035
|
500
|
478
|
MidAmerican Energy Co.
|
6.750%
|
12/30/2031
|
1,800
|
1,925
|
MidAmerican Energy Co.
|
5.750%
|
11/1/2035
|
850
|
801
|
MidAmerican Energy Co.
|
5.800%
|
10/15/2036
|
875
|
819
|
MidAmerican Energy Holdings Co.
|
8.480%
|
9/15/2028
|
300
|
369
|
MidAmerican Energy Holdings Co.
|
6.125%
|
4/1/2036
|
5,300
|
5,145
|
MidAmerican Energy Holdings Co.
|
5.950%
|
5/15/2037
|
1,600
|
1,498
|
MidAmerican Energy Holdings Co.
|
6.500%
|
9/15/2037
|
3,950
|
3,983
|
National Rural Utilities Cooperative Finance Corp.
|
8.000%
|
3/1/2032
|
2,400
|
2,758
|
Nevada Power Co.
|
6.750%
|
7/1/2037
|
3,500
|
3,404
|
NiSource Finance Corp.
|
5.450%
|
9/15/2020
|
725
|
665
|
Northern States Power Co.
|
5.250%
|
7/15/2035
|
1,175
|
1,067
|
Northern States Power Co.
|
6.250%
|
6/1/2036
|
525
|
547
|
Northern States Power Co.
|
6.200%
|
7/1/2037
|
1,050
|
1,103
|
Ohio Power Co.
|
6.600%
|
2/15/2033
|
400
|
411
|
Oncor Electric Delivery Co.
|
7.000%
|
9/1/2022
|
1,675
|
1,612
|
Oncor Electric Delivery Co.
|
7.000%
|
5/1/2032
|
2,025
|
1,993
|
Oncor Electric Delivery Co.
|
7.250%
|
1/15/2033
|
325
|
329
|
Pacific Gas & Electric Co.
|
6.050%
|
3/1/2034
|
8,075
|
7,934
|
Pacific Gas & Electric Co.
|
5.800%
|
3/1/2037
|
1,825
|
1,731
|
PacifiCorp
|
7.700%
|
11/15/2031
|
400
|
480
|
PacifiCorp
|
5.250%
|
6/15/2035
|
1,150
|
1,037
|
PacifiCorp
|
5.750%
|
4/1/2037
|
1,000
|
952
|
PacifiCorp
|
6.250%
|
10/15/2037
|
1,200
|
1,232
|
Pepco Holdings, Inc.
|
7.450%
|
8/15/2032
|
300
|
324
|
Potomac Electric Power
|
6.500%
|
11/15/2037
|
1,500
|
1,474
|
PPL Energy Supply LLC
|
6.500%
|
5/1/2018
|
400
|
399
|
PPL Energy Supply LLC
|
6.000%
|
12/15/2036
|
1,350
|
1,114
|
Progress Energy, Inc.
|
7.750%
|
3/1/2031
|
1,725
|
2,029
|
Progress Energy, Inc.
|
7.000%
|
10/30/2031
|
925
|
1,006
|
PSE&G Power LLC
|
8.625%
|
4/15/2031
|
400
|
493
|
PSI Energy Inc.
|
6.120%
|
10/15/2035
|
600
|
581
|
Public Service Co. of Colorado
|
6.250%
|
9/1/2037
|
1,025
|
1,041
|
Public Service Co. of Oklahoma
|
6.625%
|
11/15/2037
|
300
|
300
|
Public Service Electric & Gas
|
5.250%
|
7/1/2035
|
675
|
613
|
Public Service Electric & Gas
|
5.800%
|
5/1/2037
|
2,325
|
2,281
|
Puget Sound Energy Inc.
|
5.483%
|
6/1/2035
|
825
|
715
|
Puget Sound Energy Inc.
|
6.274%
|
3/15/2037
|
1,425
|
1,377
|
South Carolina Electric & Gas Co.
|
6.625%
|
2/1/2032
|
500
|
544
|
South Carolina Electric & Gas Co.
|
5.300%
|
5/15/2033
|
1,850
|
1,697
|
South Carolina Electric & Gas Co.
|
6.050%
|
1/15/2038
|
400
|
406
|
Southern California Edison Co.
|
6.650%
|
4/1/2029
|
700
|
713
|
Southern California Edison Co.
|
6.000%
|
1/15/2034
|
1,725
|
1,746
|
Southern California Edison Co.
|
5.750%
|
4/1/2035
|
400
|
391
|
Southern California Edison Co.
|
5.350%
|
7/15/2035
|
2,250
|
2,081
|
Southern California Edison Co.
|
5.625%
|
2/1/2036
|
1,100
|
1,057
|
Southern California Edison Co.
|
5.550%
|
1/15/2037
|
600
|
571
|
Southern California Edison Co.
|
5.950%
|
2/1/2038
|
875
|
877
|
Tampa Electric Co.
|
6.550%
|
5/15/2036
|
450
|
445
|
Toledo Edison Co.
|
6.150%
|
5/15/2037
|
600
|
528
|
United Utilities PLC
|
5.375%
|
2/1/2019
|
1,000
|
941
|
United Utilities PLC
|
6.875%
|
8/15/2028
|
375
|
372
|
Virginia Electric & Power Co.
|
6.000%
|
1/15/2036
|
1,725
|
1,694
|
Virginia Electric & Power Co.
|
6.000%
|
5/15/2037
|
825
|
810
|
Virginia Electric & Power Co.
|
6.350%
|
11/30/2037
|
1,000
|
1,022
|
Wisconsin Electric Power Co.
|
5.625%
|
5/15/2033
|
450
|
422
|
Wisconsin Electric Power Co.
|
5.700%
|
12/1/2036
|
1,675
|
1,581
|
Wisconsin Power & Light Co.
|
6.375%
|
8/15/2037
|
950
|
981
|
Xcel Energy, Inc.
|
6.500%
|
7/1/2036
|
650
|
635
|
Natural Gas (1.9%)
|
|
|
|
|
AGL Capital Corp.
|
6.000%
|
10/1/2034
|
850
|
778
|
Duke Capital Corp.
|
8.000%
|
10/1/2019
|
425
|
492
|
Duke Capital Corp.
|
6.750%
|
2/15/2032
|
1,705
|
1,649
|
Duke Energy Field Services
|
8.125%
|
8/16/2030
|
500
|
567
|
El Paso Natural Gas Co.
|
8.375%
|
6/15/2032
|
1,350
|
1,550
|
3 Enbridge Energy Partners
|
7.500%
|
4/15/2038
|
2,025
|
2,019
|
Energy Transfer Partners LP
|
6.625%
|
10/15/2036
|
1,125
|
1,062
|
Energy Transfer Partners LP
|
7.500%
|
7/1/2038
|
2,275
|
2,271
|
Enterprise Products Operating LP
|
6.500%
|
1/31/2019
|
2,300
|
2,297
|
Enterprise Products Operating LP
|
6.875%
|
3/1/2033
|
875
|
874
|
Enterprise Products Operating LP
|
6.650%
|
10/15/2034
|
900
|
881
|
KeySpan Corp.
|
8.000%
|
11/15/2030
|
1,175
|
1,361
|
Kinder Morgan Energy Partners LP
|
7.750%
|
3/15/2032
|
500
|
541
|
Kinder Morgan Energy Partners LP
|
7.300%
|
8/15/2033
|
1,000
|
1,031
|
Kinder Morgan Energy Partners LP
|
5.800%
|
3/15/2035
|
1,675
|
1,426
|
Kinder Morgan Energy Partners LP
|
6.500%
|
2/1/2037
|
1,350
|
1,261
|
Kinder Morgan Energy Partners LP
|
6.950%
|
1/15/2038
|
2,075
|
2,053
|
ONEOK Inc.
|
6.000%
|
6/15/2035
|
975
|
880
|
ONEOK Partners, LP
|
6.650%
|
10/1/2036
|
2,550
|
2,460
|
ONEOK Partners, LP
|
6.850%
|
10/15/2037
|
1,200
|
1,180
|
Plains All American Pipeline LP
|
6.650%
|
1/15/2037
|
1,175
|
1,114
|
San Diego Gas & Electric
|
5.350%
|
5/15/2035
|
1,775
|
1,633
|
San Diego Gas & Electric
|
6.125%
|
9/15/2037
|
625
|
640
|
Southern California Gas Co.
|
5.750%
|
11/15/2035
|
75
|
73
|
Southern Natural Gas
|
7.350%
|
2/15/2031
|
1,350
|
1,359
|
Southern Union Co.
|
7.600%
|
2/1/2024
|
500
|
510
|
Southern Union Co.
|
8.250%
|
11/15/2029
|
1,000
|
1,075
|
Tennessee Gas Pipeline
|
7.000%
|
10/15/2028
|
2,650
|
2,677
|
Teppco Partners, LP
|
6.650%
|
4/15/2018
|
575
|
578
|
Teppco Partners, LP
|
7.550%
|
4/15/2038
|
1,125
|
1,128
|
Texas Eastern Transmission
|
7.000%
|
7/15/2032
|
700
|
753
|
Trans-Canada Pipelines
|
5.600%
|
3/31/2034
|
1,725
|
1,552
|
Trans-Canada Pipelines
|
5.850%
|
3/15/2036
|
2,575
|
2,378
|
Trans-Canada Pipelines
|
6.200%
|
10/15/2037
|
2,225
|
2,142
|
Williams Cos., Inc.
|
7.500%
|
1/15/2031
|
6,950
|
7,263
|
Williams Cos., Inc.
|
7.750%
|
6/15/2031
|
2,750
|
2,936
|
|
|
|
|
186,177
|
|
|
|
|
|
|
Total Corporate Bonds
|
(Cost $1,318,311)
|
|
|
|
1,256,795
|
|
Sovereign Bonds (U.S. Dollar-Denominated) (4.1%)
|
|
|
|
|
|
Asian Development Bank
|
5.593%
|
7/16/2018
|
3,400
|
3,853
|
European Investment Bank
|
4.875%
|
2/15/2036
|
2,400
|
2,440
|
Inter-American Development Bank
|
7.000%
|
6/15/2025
|
750
|
948
|
International Bank for Reconstruction & Development
|
7.625%
|
1/19/2023
|
1,807
|
2,453
|
International Bank for Reconstruction & Development
|
8.875%
|
3/1/2026
|
1,000
|
1,477
|
International Bank for Reconstruction & Development
|
4.750%
|
2/15/2035
|
2,225
|
2,247
|
Korea Electric Power
|
7.000%
|
2/1/2027
|
750
|
798
|
Kreditanstalt fur Wiederaufbau
|
4.375%
|
3/15/2018
|
4,750
|
4,880
|
Kreditanstalt fur Wiederaufbau
|
0.000%
|
4/18/2036
|
6,200
|
1,624
|
Kreditanstalt fur Wiederaufbau
|
0.000%
|
6/29/2037
|
6,275
|
1,508
|
3 Pemex Project Funding Master Trust
|
6.625%
|
6/15/2035
|
2,725
|
2,820
|
Pemex Project Funding Master Trust
|
6.625%
|
6/15/2035
|
4,900
|
5,072
|
Petrobras International Finance
|
5.875%
|
3/1/2018
|
4,200
|
4,109
|
Petrobras International Finance
|
8.375%
|
12/10/2018
|
1,500
|
1,738
|
Province of British Columbia
|
6.500%
|
1/15/2026
|
1,500
|
1,794
|
Province of Manitoba
|
9.250%
|
4/1/2020
|
1,500
|
2,071
|
Province of Nova Scotia
|
9.125%
|
5/1/2021
|
1,280
|
1,908
|
Province of Quebec
|
4.875%
|
5/5/2014
|
500
|
548
|
Province of Quebec
|
7.500%
|
7/15/2023
|
600
|
774
|
Province of Quebec
|
7.125%
|
2/9/2024
|
3,800
|
4,775
|
Province of Quebec
|
7.500%
|
9/15/2029
|
3,625
|
4,841
|
Province of Saskatchewan
|
7.375%
|
7/15/2013
|
600
|
702
|
Quebec Hydro Electric
|
9.400%
|
2/1/2021
|
1,480
|
2,121
|
Quebec Hydro Electric
|
8.400%
|
1/15/2022
|
775
|
1,080
|
Quebec Hydro Electric
|
8.050%
|
7/7/2024
|
5,000
|
6,521
|
Quebec Hydro Electric
|
8.500%
|
12/1/2029
|
500
|
733
|
Region of Lombardy, Italy
|
5.804%
|
10/25/2032
|
2,375
|
2,613
|
Republic of Finland
|
6.950%
|
2/15/2026
|
195
|
245
|
Republic of Italy
|
6.875%
|
9/27/2023
|
6,600
|
8,097
|
Republic of Italy
|
5.375%
|
6/15/2033
|
5,750
|
6,069
|
Republic of Korea
|
5.625%
|
11/3/2025
|
900
|
919
|
Republic of South Africa
|
5.875%
|
5/30/2022
|
3,000
|
2,820
|
United Mexican States
|
8.125%
|
12/30/2019
|
6,750
|
8,505
|
United Mexican States
|
8.300%
|
8/15/2031
|
2,275
|
2,983
|
United Mexican States
|
6.750%
|
9/27/2034
|
16,425
|
18,273
|
United Mexican States
|
6.050%
|
1/11/2040
|
3,700
|
3,691
|
|
|
|
|
|
|
Total Sovereign Bonds
|
(Cost $112,611)
|
|
|
|
118,050
|
|
Taxable Municipal Bonds (1.3%)
|
|
Illinois (Taxable Pension) GO
|
4.950%
|
6/1/2023
|
1,700
|
1,734
|
Illinois (Taxable Pension) GO
|
5.100%
|
6/1/2033
|
22,125
|
21,930
|
Kansas Dev. Finance Auth. Rev. (Public Employee Retirement Syst
|
5.501%
|
5/1/2034
|
500
|
522
|
New Jersey Econ. Dev. Auth. State Pension Rev.
|
7.425%
|
2/15/2029
|
1,250
|
1,507
|
New Jersey Turnpike Auth. Rev.
|
4.252%
|
1/1/2016
|
570
|
560
|
New Jersey Turnpike Auth. Rev.
|
4.252%
|
1/1/2016
|
30
|
31
|
Oregon (Taxable Pension) GO
|
5.762%
|
6/1/2023
|
600
|
657
|
Oregon (Taxable Pension) GO
|
5.892%
|
6/1/2027
|
1,850
|
2,013
|
Oregon School Board Assn.
|
4.759%
|
6/30/2028
|
1,850
|
1,637
|
Oregon School Board Assn.
|
5.528%
|
6/30/2028
|
1,500
|
1,556
|
Tobacco Settlement Finance Auth. Rev.
|
7.467%
|
6/1/2047
|
3,900
|
3,764
|
Wisconsin Public Service Rev.
|
5.700%
|
5/1/2026
|
900
|
988
|
|
|
|
|
|
|
Total Taxable Municipal Bonds
|
(Cost $35,576)
|
|
|
|
36,899
|
|
|
|
|
Shares
|
|
|
|
|
|
|
Temporary Cash Investment (1.0%)
|
|
|
|
|
|
4 Vanguard Market Liquidity Fund
|
(Cost $29,875)
|
2.800%
|
|
29,875,093
|
29,875
|
|
Total Investments (99.6%)
|
(Cost $2,796,730)
|
|
|
|
2,849,999
|
|
Other Assets and Liabilities-Net (0.4%)
|
|
|
|
11,344
|
|
Net Assets (100%)
|
|
|
|
2,861,343
|
|
|
Coupon
|
Maturity
Date
|
Face
Amount
($000)
|
Market
Value
($000)
|
|
U.S. Government and Agency Obligations (71.6%)
|
|
|
|
|
|
U.S. Government Securities (24.0%)
|
|
|
|
|
U.S. Treasury Bond
|
3.625%
|
5/15/2013
|
20,145
|
21,284
|
U.S. Treasury Bond
|
12.000%
|
8/15/2013
|
131,800
|
136,928
|
U.S. Treasury Bond
|
13.250%
|
5/15/2014
|
7,000
|
7,885
|
U.S. Treasury Bond
|
4.000%
|
2/15/2015
|
10,675
|
11,482
|
U.S. Treasury Bond
|
11.250%
|
2/15/2015
|
111,875
|
169,718
|
U.S. Treasury Bond
|
10.625%
|
8/15/2015
|
8,775
|
13,194
|
U.S. Treasury Bond
|
9.875%
|
11/15/2015
|
360,875
|
527,722
|
U.S. Treasury Bond
|
9.250%
|
2/15/2016
|
8,525
|
12,160
|
U.S. Treasury Bond
|
7.250%
|
5/15/2016
|
79,065
|
101,623
|
U.S. Treasury Bond
|
7.500%
|
11/15/2016
|
116,644
|
152,402
|
U.S. Treasury Bond
|
4.625%
|
2/15/2017
|
5,975
|
6,563
|
U.S. Treasury Bond
|
8.750%
|
5/15/2017
|
499,165
|
703,513
|
U.S. Treasury Bond
|
8.875%
|
8/15/2017
|
105,010
|
149,574
|
U.S. Treasury Bond
|
4.250%
|
11/15/2017
|
350
|
373
|
U.S. Treasury Bond
|
9.125%
|
5/15/2018
|
124,210
|
181,851
|
U.S. Treasury Bond
|
8.875%
|
2/15/2019
|
230,450
|
334,980
|
U.S. Treasury Bond
|
8.125%
|
8/15/2019
|
6,945
|
9,672
|
U.S. Treasury Bond
|
8.500%
|
2/15/2020
|
2,165
|
3,106
|
U.S. Treasury Bond
|
8.750%
|
8/15/2020
|
294,125
|
431,949
|
U.S. Treasury Bond
|
7.875%
|
2/15/2021
|
45,357
|
62,890
|
U.S. Treasury Bond
|
8.125%
|
5/15/2021
|
15,125
|
21,425
|
U.S. Treasury Bond
|
8.125%
|
8/15/2021
|
192,215
|
272,976
|
U.S. Treasury Bond
|
8.000%
|
11/15/2021
|
81,920
|
115,507
|
U.S. Treasury Bond
|
7.625%
|
11/15/2022
|
77,855
|
107,489
|
U.S. Treasury Bond
|
7.125%
|
2/15/2023
|
52,635
|
69,766
|
U.S. Treasury Bond
|
6.250%
|
8/15/2023
|
20,600
|
25,367
|
U.S. Treasury Bond
|
7.625%
|
2/15/2025
|
45,650
|
64,252
|
U.S. Treasury Bond
|
6.875%
|
8/15/2025
|
136,270
|
179,706
|
U.S. Treasury Bond
|
6.000%
|
2/15/2026
|
148,925
|
180,339
|
U.S. Treasury Bond
|
6.750%
|
8/15/2026
|
421,980
|
553,389
|
U.S. Treasury Bond
|
6.500%
|
11/15/2026
|
775
|
993
|
U.S. Treasury Bond
|
6.625%
|
2/15/2027
|
39,585
|
51,491
|
U.S. Treasury Bond
|
6.375%
|
8/15/2027
|
23,060
|
29,333
|
U.S. Treasury Bond
|
6.125%
|
11/15/2027
|
2,000
|
2,482
|
U.S. Treasury Bond
|
5.250%
|
11/15/2028
|
3,710
|
4,172
|
U.S. Treasury Bond
|
6.125%
|
8/15/2029
|
118,890
|
148,836
|
U.S. Treasury Bond
|
6.250%
|
5/15/2030
|
2,650
|
3,386
|
U.S. Treasury Bond
|
5.375%
|
2/15/2031
|
48,120
|
55,624
|
U.S. Treasury Bond
|
4.500%
|
2/15/2036
|
98,780
|
101,990
|
U.S. Treasury Bond
|
4.750%
|
2/15/2037
|
177,030
|
190,279
|
U.S. Treasury Bond
|
5.000%
|
5/15/2037
|
1,780
|
1,990
|
U.S. Treasury Note
|
4.875%
|
4/30/2008
|
8,145
|
8,167
|
U.S. Treasury Note
|
5.125%
|
6/30/2008
|
11,000
|
11,103
|
U.S. Treasury Note
|
4.625%
|
9/30/2008
|
29,375
|
29,839
|
U.S. Treasury Note
|
3.375%
|
11/15/2008
|
33,935
|
34,338
|
U.S. Treasury Note
|
4.375%
|
11/15/2008
|
57,650
|
58,695
|
U.S. Treasury Note
|
4.750%
|
11/15/2008
|
10,060
|
10,266
|
U.S. Treasury Note
|
4.750%
|
12/31/2008
|
410
|
420
|
U.S. Treasury Note
|
4.875%
|
1/31/2009
|
7,120
|
7,312
|
U.S. Treasury Note
|
4.500%
|
2/15/2009
|
73,385
|
75,208
|
U.S. Treasury Note
|
4.750%
|
2/28/2009
|
840
|
864
|
U.S. Treasury Note
|
2.625%
|
3/15/2009
|
455
|
460
|
U.S. Treasury Note
|
4.500%
|
3/31/2009
|
63,580
|
65,428
|
U.S. Treasury Note
|
3.125%
|
4/15/2009
|
79,995
|
81,320
|
U.S. Treasury Note
|
4.500%
|
4/30/2009
|
38,700
|
39,916
|
U.S. Treasury Note
|
3.875%
|
5/15/2009
|
240,940
|
247,115
|
U.S. Treasury Note
|
4.875%
|
5/15/2009
|
106,350
|
110,238
|
U.S. Treasury Note
|
4.875%
|
5/31/2009
|
177,575
|
184,289
|
U.S. Treasury Note
|
4.000%
|
6/15/2009
|
17,545
|
18,055
|
U.S. Treasury Note
|
4.875%
|
6/30/2009
|
174,475
|
181,508
|
U.S. Treasury Note
|
4.625%
|
7/31/2009
|
399,885
|
416,004
|
U.S. Treasury Note
|
3.500%
|
8/15/2009
|
6,150
|
6,314
|
U.S. Treasury Note
|
4.875%
|
8/15/2009
|
225,050
|
235,177
|
U.S. Treasury Note
|
6.000%
|
8/15/2009
|
33,325
|
35,350
|
U.S. Treasury Note
|
4.000%
|
8/31/2009
|
204,475
|
211,536
|
U.S. Treasury Note
|
4.000%
|
9/30/2009
|
25,000
|
25,910
|
U.S. Treasury Note
|
3.625%
|
10/31/2009
|
71,575
|
73,834
|
U.S. Treasury Note
|
4.625%
|
11/15/2009
|
49,585
|
52,010
|
U.S. Treasury Note
|
3.125%
|
11/30/2009
|
637,350
|
653,086
|
U.S. Treasury Note
|
3.500%
|
12/15/2009
|
508,470
|
524,995
|
U.S. Treasury Note
|
3.250%
|
12/31/2009
|
139,600
|
143,527
|
U.S. Treasury Note
|
3.500%
|
2/15/2010
|
89,745
|
92,928
|
U.S. Treasury Note
|
6.500%
|
2/15/2010
|
754,340
|
821,876
|
U.S. Treasury Note
|
4.000%
|
3/15/2010
|
23,080
|
24,155
|
U.S. Treasury Note
|
4.000%
|
4/15/2010
|
9,550
|
10,013
|
U.S. Treasury Note
|
3.875%
|
5/15/2010
|
2,200
|
2,306
|
U.S. Treasury Note
|
3.625%
|
6/15/2010
|
10,750
|
11,235
|
U.S. Treasury Note
|
4.125%
|
8/15/2010
|
4,346
|
4,601
|
U.S. Treasury Note
|
5.750%
|
8/15/2010
|
1,300
|
1,425
|
U.S. Treasury Note
|
3.875%
|
9/15/2010
|
5,425
|
5,721
|
U.S. Treasury Note
|
4.250%
|
10/15/2010
|
750
|
799
|
U.S. Treasury Note
|
4.500%
|
11/15/2010
|
4,400
|
4,722
|
U.S. Treasury Note
|
4.500%
|
2/28/2011
|
3,190
|
3,440
|
U.S. Treasury Note
|
4.750%
|
3/31/2011
|
1,500
|
1,630
|
U.S. Treasury Note
|
4.875%
|
4/30/2011
|
3,025
|
3,299
|
U.S. Treasury Note
|
4.875%
|
5/31/2011
|
75,550
|
82,538
|
U.S. Treasury Note
|
5.125%
|
6/30/2011
|
38,800
|
42,747
|
U.S. Treasury Note
|
4.875%
|
7/31/2011
|
17,250
|
18,889
|
U.S. Treasury Note
|
4.625%
|
8/31/2011
|
177,375
|
192,812
|
U.S. Treasury Note
|
4.500%
|
9/30/2011
|
296,545
|
321,704
|
U.S. Treasury Note
|
4.625%
|
10/31/2011
|
273,070
|
297,603
|
U.S. Treasury Note
|
4.500%
|
11/30/2011
|
501,200
|
544,509
|
U.S. Treasury Note
|
4.625%
|
12/31/2011
|
200
|
219
|
U.S. Treasury Note
|
4.625%
|
2/29/2012
|
134,020
|
146,312
|
U.S. Treasury Note
|
4.500%
|
3/31/2012
|
29,050
|
31,578
|
U.S. Treasury Note
|
4.500%
|
4/30/2012
|
249,835
|
271,656
|
U.S. Treasury Note
|
4.750%
|
5/31/2012
|
549,855
|
603,466
|
U.S. Treasury Note
|
4.875%
|
6/30/2012
|
60,275
|
66,472
|
U.S. Treasury Note
|
4.625%
|
7/31/2012
|
235,150
|
257,268
|
U.S. Treasury Note
|
4.125%
|
8/31/2012
|
64,390
|
69,108
|
U.S. Treasury Note
|
4.250%
|
9/30/2012
|
50,110
|
54,197
|
U.S. Treasury Note
|
3.375%
|
11/30/2012
|
2,700
|
2,815
|
U.S. Treasury Note
|
3.875%
|
2/15/2013
|
480
|
513
|
U.S. Treasury Note
|
2.750%
|
2/28/2013
|
83,750
|
84,954
|
U.S. Treasury Note
|
4.250%
|
8/15/2013
|
96,875
|
105,503
|
U.S. Treasury Note
|
4.250%
|
11/15/2013
|
391,700
|
427,627
|
U.S. Treasury Note
|
4.000%
|
2/15/2014
|
8,800
|
9,493
|
U.S. Treasury Note
|
4.750%
|
5/15/2014
|
310,025
|
348,099
|
U.S. Treasury Note
|
4.250%
|
8/15/2014
|
165,875
|
181,323
|
U.S. Treasury Note
|
4.250%
|
11/15/2014
|
3,875
|
4,237
|
U.S. Treasury Note
|
4.125%
|
5/15/2015
|
383,300
|
414,443
|
U.S. Treasury Note
|
4.500%
|
11/15/2015
|
825
|
912
|
U.S. Treasury Note
|
4.500%
|
2/15/2016
|
1,925
|
2,119
|
U.S. Treasury Note
|
5.125%
|
5/15/2016
|
194,800
|
221,860
|
U.S. Treasury Note
|
4.875%
|
8/15/2016
|
8,805
|
9,862
|
U.S. Treasury Note
|
4.750%
|
8/15/2017
|
6,910
|
7,645
|
|
|
|
|
|
|
|
|
|
14,572,578
|
|
|
|
|
|
Agency Bonds and Notes (8.6%)
|
|
|
|
|
Agency for International Development - Egypt (U.S. Government Guaranteed)
|
4.450%
|
9/15/2015
|
15,150
|
15,866
|
1 Federal Farm Credit Bank
|
4.125%
|
4/15/2009
|
9,150
|
9,336
|
1 Federal Farm Credit Bank
|
5.250%
|
8/3/2009
|
13,225
|
13,750
|
1 Federal Farm Credit Bank
|
5.000%
|
10/23/2009
|
5,000
|
5,208
|
1 Federal Farm Credit Bank
|
5.250%
|
9/13/2010
|
5,200
|
5,541
|
1 Federal Farm Credit Bank
|
3.750%
|
12/6/2010
|
14,625
|
15,080
|
1 Federal Farm Credit Bank
|
4.875%
|
2/18/2011
|
30,000
|
31,820
|
1 Federal Farm Credit Bank
|
5.375%
|
7/18/2011
|
28,750
|
30,997
|
1 Federal Farm Credit Bank
|
4.500%
|
10/17/2012
|
14,100
|
14,867
|
1 Federal Farm Credit Bank
|
4.875%
|
12/16/2015
|
1,575
|
1,659
|
1 Federal Farm Credit Bank
|
5.125%
|
8/25/2016
|
10,325
|
11,064
|
1 Federal Farm Credit Bank
|
4.875%
|
1/17/2017
|
9,500
|
9,997
|
1 Federal Home Loan Bank
|
4.750%
|
4/24/2009
|
75,000
|
77,013
|
1 Federal Home Loan Bank
|
5.790%
|
4/27/2009
|
900
|
934
|
1 Federal Home Loan Bank
|
5.375%
|
7/17/2009
|
30,900
|
32,151
|
1 Federal Home Loan Bank
|
5.250%
|
8/5/2009
|
5,025
|
5,223
|
1 Federal Home Loan Bank
|
5.250%
|
9/11/2009
|
28,900
|
30,124
|
1 Federal Home Loan Bank
|
5.000%
|
9/18/2009
|
12,200
|
12,698
|
1 Federal Home Loan Bank
|
4.500%
|
10/9/2009
|
95,000
|
98,278
|
1 Federal Home Loan Bank
|
5.000%
|
12/11/2009
|
19,600
|
20,483
|
1 Federal Home Loan Bank
|
3.750%
|
1/8/2010
|
1,650
|
1,694
|
1 Federal Home Loan Bank
|
3.875%
|
1/15/2010
|
79,100
|
81,392
|
1 Federal Home Loan Bank
|
2.750%
|
3/12/2010
|
15,100
|
15,222
|
1 Federal Home Loan Bank
|
4.375%
|
3/17/2010
|
95,000
|
98,884
|
1 Federal Home Loan Bank
|
4.875%
|
5/14/2010
|
4,600
|
4,844
|
1 Federal Home Loan Bank
|
7.625%
|
5/14/2010
|
71,925
|
79,686
|
1 Federal Home Loan Bank
|
4.375%
|
9/17/2010
|
40,000
|
41,865
|
1 Federal Home Loan Bank
|
4.750%
|
12/10/2010
|
5,300
|
5,602
|
1 Federal Home Loan Bank
|
3.625%
|
12/17/2010
|
10,800
|
11,130
|
1 Federal Home Loan Bank
|
5.375%
|
8/19/2011
|
41,425
|
44,883
|
1 Federal Home Loan Bank
|
4.875%
|
11/18/2011
|
25,750
|
27,523
|
1 Federal Home Loan Bank
|
4.625%
|
10/10/2012
|
41,875
|
44,473
|
1 Federal Home Loan Bank
|
3.375%
|
2/27/2013
|
12,500
|
12,585
|
1 Federal Home Loan Bank
|
3.875%
|
6/14/2013
|
30,625
|
31,425
|
1 Federal Home Loan Bank
|
5.375%
|
6/14/2013
|
15,000
|
16,399
|
1 Federal Home Loan Bank
|
5.125%
|
8/14/2013
|
96,000
|
104,340
|
1 Federal Home Loan Bank
|
5.250%
|
9/13/2013
|
2,500
|
2,715
|
1 Federal Home Loan Bank
|
4.500%
|
9/16/2013
|
82,350
|
86,395
|
1 Federal Home Loan Bank
|
5.500%
|
8/13/2014
|
91,375
|
101,263
|
1 Federal Home Loan Bank
|
5.375%
|
5/18/2016
|
43,850
|
48,163
|
1 Federal Home Loan Bank
|
5.625%
|
6/13/2016
|
2,950
|
3,142
|
1 Federal Home Loan Bank
|
4.750%
|
12/16/2016
|
99,175
|
104,607
|
1 Federal Home Loan Bank
|
4.875%
|
5/17/2017
|
29,600
|
31,474
|
1 Federal Home Loan Bank
|
5.250%
|
12/11/2020
|
9,225
|
9,890
|
1 Federal Home Loan Bank
|
5.500%
|
7/15/2036
|
11,000
|
12,011
|
1 Federal Home Loan Mortgage Corp.
|
3.375%
|
4/15/2009
|
100,000
|
101,208
|
1 Federal Home Loan Mortgage Corp.
|
3.750%
|
5/12/2009
|
3,130
|
3,184
|
1 Federal Home Loan Mortgage Corp.
|
5.250%
|
5/21/2009
|
58,400
|
60,390
|
1 Federal Home Loan Mortgage Corp.
|
5.000%
|
6/11/2009
|
212,675
|
219,721
|
1 Federal Home Loan Mortgage Corp.
|
6.625%
|
9/15/2009
|
36,065
|
38,364
|
1 Federal Home Loan Mortgage Corp.
|
7.000%
|
3/15/2010
|
81,425
|
88,763
|
1 Federal Home Loan Mortgage Corp.
|
2.875%
|
4/30/2010
|
22,200
|
22,456
|
1 Federal Home Loan Mortgage Corp.
|
4.125%
|
7/12/2010
|
127,947
|
132,864
|
1 Federal Home Loan Mortgage Corp.
|
6.875%
|
9/15/2010
|
38,683
|
42,716
|
1 Federal Home Loan Mortgage Corp.
|
4.750%
|
1/18/2011
|
35,250
|
37,308
|
1 Federal Home Loan Mortgage Corp.
|
3.250%
|
2/25/2011
|
18,500
|
18,821
|
1 Federal Home Loan Mortgage Corp.
|
5.625%
|
3/15/2011
|
50,000
|
54,183
|
1 Federal Home Loan Mortgage Corp.
|
5.125%
|
4/18/2011
|
60,000
|
64,133
|
1 Federal Home Loan Mortgage Corp.
|
6.000%
|
6/15/2011
|
33,800
|
37,079
|
1 Federal Home Loan Mortgage Corp.
|
5.250%
|
7/18/2011
|
15,000
|
16,128
|
1 Federal Home Loan Mortgage Corp.
|
5.750%
|
1/15/2012
|
82,000
|
90,160
|
1 Federal Home Loan Mortgage Corp.
|
5.500%
|
8/20/2012
|
50,000
|
54,834
|
1 Federal Home Loan Mortgage Corp.
|
4.625%
|
10/25/2012
|
38,850
|
41,246
|
1 Federal Home Loan Mortgage Corp.
|
4.125%
|
12/21/2012
|
17,950
|
18,653
|
1 Federal Home Loan Mortgage Corp.
|
4.500%
|
1/15/2013
|
81,325
|
85,821
|
1 Federal Home Loan Mortgage Corp.
|
4.500%
|
7/15/2013
|
11,800
|
12,421
|
1 Federal Home Loan Mortgage Corp.
|
4.875%
|
11/15/2013
|
114,925
|
122,601
|
1 Federal Home Loan Mortgage Corp.
|
5.000%
|
7/15/2014
|
90,650
|
97,713
|
1 Federal Home Loan Mortgage Corp.
|
0.000%
|
11/24/2014
|
9,500
|
7,711
|
1 Federal Home Loan Mortgage Corp.
|
4.750%
|
1/19/2016
|
67,950
|
71,526
|
1 Federal Home Loan Mortgage Corp.
|
5.250%
|
4/18/2016
|
75,000
|
81,297
|
1 Federal Home Loan Mortgage Corp.
|
5.000%
|
4/18/2017
|
10,000
|
10,676
|
1 Federal Home Loan Mortgage Corp.
|
5.500%
|
8/23/2017
|
40,000
|
44,202
|
1 Federal Home Loan Mortgage Corp.
|
5.000%
|
12/14/2018
|
29,521
|
28,712
|
1 Federal Home Loan Mortgage Corp.
|
6.750%
|
9/15/2029
|
14,000
|
17,381
|
1 Federal Home Loan Mortgage Corp.
|
6.750%
|
3/15/2031
|
66,750
|
83,702
|
1 Federal National Mortgage Assn.
|
4.875%
|
4/15/2009
|
7,000
|
7,190
|
1 Federal National Mortgage Assn.
|
4.250%
|
5/15/2009
|
35,050
|
35,880
|
1 Federal National Mortgage Assn.
|
6.375%
|
6/15/2009
|
49,412
|
51,904
|
1 Federal National Mortgage Assn.
|
5.125%
|
7/13/2009
|
97,000
|
100,590
|
1 Federal National Mortgage Assn.
|
6.625%
|
9/15/2009
|
174,315
|
185,426
|
1 Federal National Mortgage Assn.
|
7.250%
|
1/15/2010
|
89,090
|
96,833
|
1 Federal National Mortgage Assn.
|
3.250%
|
2/10/2010
|
21,800
|
22,185
|
1 Federal National Mortgage Assn.
|
3.875%
|
2/15/2010
|
32,900
|
33,891
|
1 Federal National Mortgage Assn.
|
4.750%
|
3/12/2010
|
34,350
|
35,962
|
1 Federal National Mortgage Assn.
|
4.125%
|
5/15/2010
|
20,000
|
20,750
|
1 Federal National Mortgage Assn.
|
7.125%
|
6/15/2010
|
25
|
28
|
1 Federal National Mortgage Assn.
|
4.750%
|
12/15/2010
|
16,100
|
17,053
|
1 Federal National Mortgage Assn.
|
6.250%
|
2/1/2011
|
16,665
|
18,114
|
1 Federal National Mortgage Assn.
|
5.125%
|
4/15/2011
|
37,900
|
40,424
|
1 Federal National Mortgage Assn.
|
6.000%
|
5/15/2011
|
44,580
|
48,798
|
1 Federal National Mortgage Assn.
|
5.000%
|
10/15/2011
|
86,925
|
93,042
|
1 Federal National Mortgage Assn.
|
6.125%
|
3/15/2012
|
87,705
|
97,809
|
1 Federal National Mortgage Assn.
|
4.875%
|
5/18/2012
|
18,425
|
19,710
|
1 Federal National Mortgage Assn.
|
4.375%
|
9/15/2012
|
31,525
|
33,167
|
1 Federal National Mortgage Assn.
|
3.625%
|
2/12/2013
|
22,225
|
22,593
|
1 Federal National Mortgage Assn.
|
4.750%
|
2/21/2013
|
5,000
|
5,319
|
1 Federal National Mortgage Assn.
|
4.375%
|
3/15/2013
|
90,240
|
94,710
|
1 Federal National Mortgage Assn.
|
4.625%
|
5/1/2013
|
15,850
|
16,262
|
1 Federal National Mortgage Assn.
|
4.625%
|
10/15/2013
|
90,625
|
96,030
|
1 Federal National Mortgage Assn.
|
5.125%
|
1/2/2014
|
3,925
|
4,088
|
1 Federal National Mortgage Assn.
|
4.125%
|
4/15/2014
|
75,000
|
77,353
|
1 Federal National Mortgage Assn.
|
4.625%
|
10/15/2014
|
50,000
|
52,803
|
1 Federal National Mortgage Assn.
|
5.000%
|
4/15/2015
|
20,000
|
21,594
|
1 Federal National Mortgage Assn.
|
4.375%
|
10/15/2015
|
70,000
|
72,392
|
1 Federal National Mortgage Assn.
|
8.200%
|
3/10/2016
|
50
|
64
|
1 Federal National Mortgage Assn.
|
5.375%
|
7/15/2016
|
20,000
|
21,940
|
1 Federal National Mortgage Assn.
|
5.250%
|
9/15/2016
|
54,975
|
59,706
|
1 Federal National Mortgage Assn.
|
4.875%
|
12/15/2016
|
6,475
|
6,874
|
1 Federal National Mortgage Assn.
|
5.000%
|
2/13/2017
|
93,425
|
99,771
|
1 Federal National Mortgage Assn.
|
5.000%
|
5/11/2017
|
50,000
|
53,437
|
1 Federal National Mortgage Assn.
|
6.250%
|
5/15/2029
|
1,375
|
1,618
|
1 Federal National Mortgage Assn.
|
7.125%
|
1/15/2030
|
805
|
1,045
|
1 Federal National Mortgage Assn.
|
7.250%
|
5/15/2030
|
101,501
|
133,563
|
1 Federal National Mortgage Assn.
|
6.625%
|
11/15/2030
|
17,460
|
21,589
|
1 Federal National Mortgage Assn.
|
5.625%
|
7/15/2037
|
5,650
|
6,250
|
Private Export Funding Corp.
|
7.200%
|
1/15/2010
|
31,825
|
34,549
|
Resolution Funding Corp. (U.S. Government Guaranteed)
|
8.125%
|
10/15/2019
|
550
|
740
|
Resolution Funding Corp. (U.S. Government Guaranteed)
|
8.875%
|
7/15/2020
|
280
|
396
|
Resolution Funding Corp. (U.S. Government Guaranteed)
|
8.625%
|
1/15/2030
|
110
|
163
|
Small Business Administration Variable Rate Interest Only Custodial Receipts (U.S. Government Guaranteed)
|
2.719%
|
7/15/2017
|
4,449
|
222
|
State of Israel (U.S. Government Guaranteed)
|
5.500%
|
9/18/2023
|
5,525
|
6,132
|
State of Israel (U.S. Government Guaranteed)
|
5.500%
|
12/4/2023
|
3,900
|
4,332
|
State of Israel (U.S. Government Guaranteed)
|
5.500%
|
4/26/2024
|
3,000
|
3,339
|
1 Tennessee Valley Auth.
|
5.625%
|
1/18/2011
|
275
|
297
|
1 Tennessee Valley Auth.
|
5.500%
|
7/18/2017
|
19,800
|
21,830
|
1 Tennessee Valley Auth.
|
4.500%
|
4/1/2018
|
5,850
|
5,964
|
1 Tennessee Valley Auth.
|
7.125%
|
5/1/2030
|
32,625
|
41,956
|
1 Tennessee Valley Auth.
|
4.650%
|
6/15/2035
|
4,400
|
4,187
|
1 Tennessee Valley Auth.
|
4.875%
|
1/15/2048
|
8,600
|
8,407
|
1 Tennessee Valley Auth.
|
5.375%
|
4/1/2056
|
7,150
|
7,739
|
|
|
|
|
|
|
|
|
|
5,237,680
|
|
|
|
|
|
Mortgage-Backed Securities (39.0%)
|
|
|
|
|
Conventional Mortgage-Backed Securities (35.6%)
|
|
|
|
|
12 Federal Home Loan Mortgage Corp.
|
4.000%
|
7/1/2008-2/1/2021
|
174,412
|
171,899
|
12 Federal Home Loan Mortgage Corp.
|
4.500%
|
8/1/2008-9/1/2035
|
524,150
|
519,167
|
12 Federal Home Loan Mortgage Corp.
|
5.000%
|
7/1/2009-10/1/2037
|
1,788,299
|
1,782,049
|
12 Federal Home Loan Mortgage Corp.
|
5.500%
|
11/1/2008-1/1/2038
|
3,050,120
|
3,087,544
|
12 Federal Home Loan Mortgage Corp.
|
6.000%
|
7/1/2008-1/1/2038
|
2,065,999
|
2,121,622
|
12 Federal Home Loan Mortgage Corp.
|
6.500%
|
6/1/2008-12/1/2037
|
364,374
|
378,849
|
12 Federal Home Loan Mortgage Corp.
|
7.000%
|
6/1/2008-1/1/2037
|
53,796
|
56,765
|
12 Federal Home Loan Mortgage Corp.
|
7.500%
|
8/1/2008-2/1/2032
|
11,549
|
12,327
|
12 Federal Home Loan Mortgage Corp.
|
8.000%
|
11/1/2009-1/1/2032
|
8,462
|
9,141
|
12 Federal Home Loan Mortgage Corp.
|
8.500%
|
4/1/2010-7/1/2031
|
1,466
|
1,601
|
12 Federal Home Loan Mortgage Corp.
|
9.000%
|
7/1/2016-3/1/2031
|
1,000
|
1,096
|
12 Federal Home Loan Mortgage Corp.
|
9.500%
|
4/1/2016-6/1/2025
|
226
|
249
|
12 Federal Home Loan Mortgage Corp.
|
10.000%
|
7/1/2009-4/1/2025
|
71
|
77
|
12 Federal Home Loan Mortgage Corp.
|
10.500%
|
12/1/2015
|
1
|
1
|
12 Federal National Mortgage Assn.
|
4.000%
|
9/1/2010-6/1/2019
|
96,545
|
95,393
|
12 Federal National Mortgage Assn.
|
4.500%
|
2/1/2010-4/1/2037
|
926,284
|
919,154
|
12 Federal National Mortgage Assn.
|
5.000%
|
9/1/2009-4/1/2038
|
3,030,897
|
3,022,282
|
12 Federal National Mortgage Assn.
|
5.500%
|
11/1/2008-4/1/2038
|
3,313,002
|
3,355,470
|
12 Federal National Mortgage Assn.
|
6.000%
|
7/1/2008-4/1/2038
|
2,435,365
|
2,499,014
|
12 Federal National Mortgage Assn.
|
6.500%
|
6/1/2008-4/1/2038
|
982,137
|
1,018,526
|
12 Federal National Mortgage Assn.
|
7.000%
|
5/1/2008-4/1/2038
|
334,562
|
351,416
|
12 Federal National Mortgage Assn.
|
7.500%
|
4/1/2008-12/1/2032
|
15,750
|
16,823
|
12 Federal National Mortgage Assn.
|
8.000%
|
1/1/2010-9/1/2031
|
4,668
|
5,036
|
12 Federal National Mortgage Assn.
|
8.500%
|
10/1/2009-5/1/2032
|
1,810
|
1,963
|
12 Federal National Mortgage Assn.
|
9.000%
|
2/1/2017-8/1/2030
|
411
|
451
|
12 Federal National Mortgage Assn.
|
9.500%
|
7/1/2010-11/1/2025
|
539
|
590
|
12 Federal National Mortgage Assn.
|
10.000%
|
10/1/2014-11/1/2019
|
124
|
132
|
12 Federal National Mortgage Assn.
|
10.500%
|
5/1/2010-8/1/2020
|
10
|
10
|
12 Federal National Mortgage Assn.
|
11.000%
|
9/1/2019
|
8
|
8
|
2 Government National Mortgage Assn.
|
4.000%
|
8/15/2018-9/15/2018
|
1,860
|
1,832
|
2 Government National Mortgage Assn.
|
4.500%
|
6/15/2018-3/15/2036
|
34,694
|
34,152
|
2 Government National Mortgage Assn.
|
5.000%
|
11/15/2017-4/1/2038
|
372,068
|
372,245
|
2 Government National Mortgage Assn.
|
5.500%
|
3/15/2015-4/1/2038
|
701,927
|
715,398
|
2 Government National Mortgage Assn.
|
6.000%
|
3/15/2009-4/1/2038
|
666,512
|
687,219
|
2 Government National Mortgage Assn.
|
6.500%
|
5/15/2008-4/1/2038
|
312,394
|
324,540
|
2 Government National Mortgage Assn.
|
7.000%
|
6/15/2008-9/15/2036
|
29,231
|
30,970
|
2 Government National Mortgage Assn.
|
7.250%
|
9/15/2025
|
52
|
56
|
2 Government National Mortgage Assn.
|
7.500%
|
6/15/2008-6/15/2032
|
10,689
|
11,492
|
2 Government National Mortgage Assn.
|
7.750%
|
2/15/2030
|
8
|
8
|
2 Government National Mortgage Assn.
|
8.000%
|
6/15/2008-12/15/2030
|
7,198
|
7,807
|
2 Government National Mortgage Assn.
|
8.500%
|
5/15/2010-3/15/2031
|
1,554
|
1,693
|
2 Government National Mortgage Assn.
|
9.000%
|
10/15/2008-2/15/2031
|
3,406
|
3,682
|
2 Government National Mortgage Assn.
|
9.500%
|
5/15/2016-9/15/2025
|
769
|
847
|
2 Government National Mortgage Assn.
|
10.000%
|
2/15/2018-2/15/2025
|
312
|
348
|
2 Government National Mortgage Assn.
|
10.500%
|
7/15/2015-4/15/2025
|
234
|
259
|
2 Government National Mortgage Assn.
|
11.000%
|
1/15/2010-11/15/2015
|
31
|
34
|
2 Government National Mortgage Assn.
|
11.500%
|
3/15/2010-4/15/2016
|
37
|
39
|
Nonconventional Mortgage-Backed Securities (3.4%)
|
|
|
|
|
12 Federal Home Loan Mortgage Corp.
|
4.086%
|
4/1/2035
|
1,087
|
1,082
|
12 Federal Home Loan Mortgage Corp.
|
4.290%
|
4/1/2036
|
21,510
|
21,439
|
12 Federal Home Loan Mortgage Corp.
|
4.399%
|
12/1/2034
|
23,344
|
23,392
|
12 Federal Home Loan Mortgage Corp.
|
4.582%
|
9/1/2034
|
12,358
|
12,459
|
12 Federal Home Loan Mortgage Corp.
|
4.600%
|
11/1/2034
|
17,214
|
17,163
|
12 Federal Home Loan Mortgage Corp.
|
4.609%
|
4/1/2035
|
12,132
|
12,219
|
12 Federal Home Loan Mortgage Corp.
|
4.654%
|
7/1/2035
|
15,001
|
14,934
|
12 Federal Home Loan Mortgage Corp.
|
4.655%
|
12/1/2035
|
17,211
|
17,309
|
12 Federal Home Loan Mortgage Corp.
|
4.692%
|
12/1/2034
|
7,559
|
7,646
|
12 Federal Home Loan Mortgage Corp.
|
4.794%
|
7/1/2035
|
29,139
|
29,370
|
12 Federal Home Loan Mortgage Corp.
|
4.828%
|
3/1/2036
|
26,350
|
26,552
|
12 Federal Home Loan Mortgage Corp.
|
4.986%
|
5/1/2035
|
20,001
|
20,165
|
12 Federal Home Loan Mortgage Corp.
|
5.262%
|
3/1/2036
|
21,342
|
21,735
|
12 Federal Home Loan Mortgage Corp.
|
5.288%
|
12/1/2036
|
13,773
|
13,931
|
12 Federal Home Loan Mortgage Corp.
|
5.291%
|
3/1/2037
|
14,686
|
14,804
|
12 Federal Home Loan Mortgage Corp.
|
5.293%
|
3/1/2038
|
19,815
|
19,714
|
12 Federal Home Loan Mortgage Corp.
|
5.322%
|
12/1/2035
|
12,696
|
12,875
|
12 Federal Home Loan Mortgage Corp.
|
5.424%
|
3/1/2037
|
14,377
|
14,531
|
12 Federal Home Loan Mortgage Corp.
|
5.446%
|
4/1/2037
|
24,468
|
24,723
|
12 Federal Home Loan Mortgage Corp.
|
5.455%
|
1/1/2037
|
11,191
|
11,340
|
12 Federal Home Loan Mortgage Corp.
|
5.486%
|
2/1/2036
|
17,282
|
17,496
|
12 Federal Home Loan Mortgage Corp.
|
5.558%
|
7/1/2036
|
15,208
|
15,554
|
12 Federal Home Loan Mortgage Corp.
|
5.578%
|
6/1/2037
|
10,020
|
10,217
|
12 Federal Home Loan Mortgage Corp.
|
5.582%
|
5/1/2036
|
24,762
|
25,480
|
12 Federal Home Loan Mortgage Corp.
|
5.616%
|
4/1/2037
|
18,360
|
18,709
|
12 Federal Home Loan Mortgage Corp.
|
5.697%
|
12/1/2036
|
26,257
|
26,714
|
12 Federal Home Loan Mortgage Corp.
|
5.704%
|
3/1/2037
|
34,806
|
35,441
|
12 Federal Home Loan Mortgage Corp.
|
5.715%
|
9/1/2036
|
40,185
|
41,242
|
12 Federal Home Loan Mortgage Corp.
|
5.771%
|
5/1/2036
|
21,032
|
21,611
|
12 Federal Home Loan Mortgage Corp.
|
5.830%
|
10/1/2037
|
33,259
|
33,948
|
12 Federal Home Loan Mortgage Corp.
|
5.832%
|
6/1/2037
|
12,959
|
13,259
|
12 Federal Home Loan Mortgage Corp.
|
5.850%
|
4/1/2037
|
190
|
192
|
12 Federal Home Loan Mortgage Corp.
|
5.860%
|
4/1/2037
|
47,809
|
48,671
|
12 Federal Home Loan Mortgage Corp.
|
5.872%
|
5/1/2037
|
27,781
|
27,973
|
12 Federal Home Loan Mortgage Corp.
|
5.885%
|
12/1/2036
|
9,517
|
9,780
|
12 Federal Home Loan Mortgage Corp.
|
5.892%
|
6/1/2037
|
19,231
|
19,661
|
12 Federal Home Loan Mortgage Corp.
|
5.964%
|
10/1/2037
|
5,398
|
5,493
|
12 Federal Home Loan Mortgage Corp.
|
6.057%
|
3/1/2037
|
1,112
|
1,139
|
12 Federal Home Loan Mortgage Corp.
|
6.074%
|
3/1/2037
|
1,430
|
1,453
|
12 Federal Home Loan Mortgage Corp.
|
6.115%
|
12/1/2036
|
20,761
|
21,242
|
12 Federal Home Loan Mortgage Corp.
|
6.125%
|
8/1/2037
|
25,622
|
26,150
|
12 Federal Home Loan Mortgage Corp.
|
6.404%
|
6/1/2037
|
21,420
|
21,814
|
12 Federal Home Loan Mortgage Corp.
|
6.518%
|
2/1/2037
|
16,447
|
16,843
|
12 Federal National Mortgage Assn.
|
4.005%
|
7/1/2035
|
11,525
|
11,279
|
12 Federal National Mortgage Assn.
|
4.137%
|
5/1/2034
|
11,680
|
11,630
|
12 Federal National Mortgage Assn.
|
4.423%
|
8/1/2035
|
33,822
|
33,941
|
12 Federal National Mortgage Assn.
|
4.455%
|
7/1/2035
|
11,892
|
11,898
|
12 Federal National Mortgage Assn.
|
4.574%
|
1/1/2035
|
13,735
|
13,846
|
12 Federal National Mortgage Assn.
|
4.587%
|
11/1/2034
|
29,221
|
29,166
|
12 Federal National Mortgage Assn.
|
4.595%
|
12/1/2034
|
18,030
|
18,027
|
12 Federal National Mortgage Assn.
|
4.615%
|
10/1/2036
|
11,174
|
11,376
|
12 Federal National Mortgage Assn.
|
4.626%
|
4/1/2036
|
16,339
|
16,546
|
12 Federal National Mortgage Assn.
|
4.646%
|
11/1/2033
|
10,620
|
10,721
|
12 Federal National Mortgage Assn.
|
4.650%
|
9/1/2034
|
8,063
|
8,041
|
12 Federal National Mortgage Assn.
|
4.656%
|
8/1/2035
|
21,104
|
21,035
|
12 Federal National Mortgage Assn.
|
4.689%
|
11/1/2034
|
18,291
|
18,389
|
12 Federal National Mortgage Assn.
|
4.690%
|
10/1/2034
|
13,643
|
13,647
|
12 Federal National Mortgage Assn.
|
4.732%
|
8/1/2035
|
10,649
|
10,749
|
12 Federal National Mortgage Assn.
|
4.742%
|
9/1/2035
|
13,254
|
13,337
|
12 Federal National Mortgage Assn.
|
4.744%
|
9/1/2034
|
6,126
|
6,191
|
12 Federal National Mortgage Assn.
|
4.751%
|
5/1/2035
|
6,933
|
6,990
|
12 Federal National Mortgage Assn.
|
4.756%
|
6/1/2034
|
10,374
|
10,501
|
12 Federal National Mortgage Assn.
|
4.758%
|
10/1/2034
|
18,329
|
18,409
|
12 Federal National Mortgage Assn.
|
4.777%
|
4/1/2036
|
35,048
|
35,802
|
12 Federal National Mortgage Assn.
|
4.835%
|
4/1/2037
|
14,652
|
14,755
|
12 Federal National Mortgage Assn.
|
4.848%
|
11/1/2035
|
38,886
|
39,107
|
12 Federal National Mortgage Assn.
|
4.864%
|
12/1/2035
|
26,977
|
27,053
|
12 Federal National Mortgage Assn.
|
4.881%
|
7/1/2035
|
17,623
|
17,673
|
12 Federal National Mortgage Assn.
|
4.944%
|
7/1/2035
|
7,704
|
7,798
|
12 Federal National Mortgage Assn.
|
4.949%
|
5/1/2037
|
28,675
|
28,815
|
12 Federal National Mortgage Assn.
|
4.969%
|
11/1/2034
|
5,913
|
5,900
|
12 Federal National Mortgage Assn.
|
4.974%
|
10/1/2035
|
26,762
|
27,174
|
12 Federal National Mortgage Assn.
|
5.036%
|
8/1/2037
|
45,644
|
45,907
|
12 Federal National Mortgage Assn.
|
5.053%
|
11/1/2035
|
27,297
|
27,584
|
12 Federal National Mortgage Assn.
|
5.074%
|
2/1/2036
|
12,528
|
12,704
|
12 Federal National Mortgage Assn.
|
5.081%
|
12/1/2035
|
31,333
|
31,752
|
12 Federal National Mortgage Assn.
|
5.128%
|
1/1/2036
|
16,542
|
16,856
|
12 Federal National Mortgage Assn.
|
5.134%
|
12/1/2035
|
33,880
|
34,431
|
12 Federal National Mortgage Assn.
|
5.198%
|
3/1/2038
|
20,110
|
20,073
|
12 Federal National Mortgage Assn.
|
5.270%
|
3/1/2037
|
18,787
|
19,065
|
12 Federal National Mortgage Assn.
|
5.376%
|
2/1/2036
|
20,002
|
20,440
|
12 Federal National Mortgage Assn.
|
5.452%
|
5/1/2037
|
7,643
|
7,723
|
12 Federal National Mortgage Assn.
|
5.464%
|
2/1/2036
|
21,355
|
21,656
|
12 Federal National Mortgage Assn.
|
5.608%
|
7/1/2036
|
14,036
|
14,417
|
12 Federal National Mortgage Assn.
|
5.614%
|
1/1/2037
|
17,190
|
17,508
|
12 Federal National Mortgage Assn.
|
5.641%
|
3/1/2037
|
15,862
|
16,131
|
12 Federal National Mortgage Assn.
|
5.664%
|
6/1/2036
|
19,309
|
19,762
|
12 Federal National Mortgage Assn.
|
5.679%
|
2/1/2037
|
33,833
|
34,526
|
12 Federal National Mortgage Assn.
|
5.685%
|
3/1/2037
|
43,350
|
44,245
|
12 Federal National Mortgage Assn.
|
5.687%
|
6/1/2037
|
11,763
|
11,956
|
12 Federal National Mortgage Assn.
|
5.692%
|
2/1/2037
|
20,351
|
20,817
|
12 Federal National Mortgage Assn.
|
5.718%
|
9/1/2036
|
14,981
|
15,275
|
12 Federal National Mortgage Assn.
|
5.739%
|
3/1/2037
|
32,218
|
32,788
|
12 Federal National Mortgage Assn.
|
5.742%
|
12/1/2036
|
46,813
|
47,713
|
12 Federal National Mortgage Assn.
|
5.758%
|
4/1/2036
|
15,320
|
15,601
|
12 Federal National Mortgage Assn.
|
5.769%
|
12/1/2037
|
36,972
|
37,247
|
12 Federal National Mortgage Assn.
|
5.783%
|
4/1/2037
|
13,010
|
13,204
|
12 Federal National Mortgage Assn.
|
5.791%
|
4/1/2037
|
22,183
|
22,437
|
12 Federal National Mortgage Assn.
|
5.801%
|
1/1/2036
|
9,269
|
9,413
|
12 Federal National Mortgage Assn.
|
5.812%
|
6/1/2037
|
32,486
|
33,169
|
12 Federal National Mortgage Assn.
|
5.889%
|
9/1/2036
|
16,820
|
17,220
|
12 Federal National Mortgage Assn.
|
5.980%
|
11/1/2036
|
15,963
|
16,493
|
12 Federal National Mortgage Assn.
|
6.033%
|
10/1/2037
|
25,794
|
26,312
|
12 Federal National Mortgage Assn.
|
6.084%
|
8/1/2037
|
21,467
|
22,113
|
12 Federal National Mortgage Assn.
|
6.095%
|
6/1/2036
|
4,629
|
4,752
|
12 Federal National Mortgage Assn.
|
6.613%
|
9/1/2037
|
30,992
|
31,776
|
2 Government National Mortgage Assn.
|
6.375%
|
6/20/2029
|
561
|
571
|
2 Government National Mortgage Assn.
|
7.900%
|
2/15/2021
|
7
|
7
|
|
|
|
|
|
|
|
|
|
23,702,181
|
|
|
|
|
|
|
Total U.S. Government and Agency Obligations
|
(Cost $42,158,090)
|
|
|
|
43,512,439
|
|
Corporate Bonds (25.6%)
|
|
|
|
|
|
Asset-Backed/Commercial Mortgage-Backed Securities (6.5%)
|
|
|
|
|
234 American Express Credit Account Master Trust
|
2.807%
|
8/15/2011
|
17,350
|
17,269
|
23 American Express Credit Account Master Trust
|
2.818%
|
3/15/2011
|
1,500
|
1,497
|
23 American Express Credit Account Master Trust
|
2.897%
|
9/15/2011
|
40,000
|
39,841
|
23 American Express Credit Account Master Trust
|
2.908%
|
3/15/2012
|
132,100
|
130,656
|
23 American Express Credit Account Master Trust
|
2.998%
|
11/15/2010
|
3,000
|
3,000
|
4 BA Covered Bond Issuer
|
5.500%
|
6/14/2012
|
47,250
|
50,360
|
234 BMW Floorplan Master Owner Trust
|
2.818%
|
9/17/2011
|
28,000
|
26,808
|
2 Banc of America Commercial Mortgage, Inc.
|
5.787%
|
5/11/2035
|
18,600
|
18,326
|
2 Banc of America Commercial Mortgage, Inc.
|
6.503%
|
4/15/2036
|
7,828
|
7,857
|
2 Banc of America Commercial Mortgage, Inc.
|
5.118%
|
7/11/2043
|
2,690
|
2,564
|
2 Banc of America Commercial Mortgage, Inc.
|
5.634%
|
7/10/2046
|
13,725
|
13,651
|
2 Banc of America Commercial Mortgage, Inc.
|
5.414%
|
9/10/2047
|
9,700
|
9,517
|
23 Bank One Issuance Trust
|
2.927%
|
6/15/2011
|
12,300
|
12,275
|
23 Bank One Issuance Trust
|
2.927%
|
12/15/2010
|
23,450
|
23,447
|
23 Bank One Issuance Trust
|
2.927%
|
2/15/2011
|
200,000
|
199,844
|
23 Bank of America Credit Card Trust
|
3.038%
|
4/16/2012
|
23,886
|
23,574
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
5.610%
|
11/15/2033
|
9,900
|
9,665
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
5.464%
|
4/12/2038
|
20,000
|
19,930
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
4.830%
|
8/15/2038
|
20,000
|
18,606
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
5.456%
|
3/11/2039
|
42,000
|
41,743
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
4.680%
|
8/13/2039
|
10,000
|
9,150
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
4.740%
|
3/13/2040
|
9,000
|
8,313
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
5.660%
|
6/11/2040
|
32,425
|
31,880
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
5.742%
|
9/11/2042
|
16,125
|
15,944
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
5.613%
|
6/11/2050
|
11,750
|
11,405
|
2 Bear Stearns Commercial Mortgage Securities, Inc.
|
5.694%
|
6/11/2050
|
50,000
|
49,299
|
2 CIT Group Home Equity Loan Trust
|
6.200%
|
2/25/2030
|
1,479
|
1,535
|
23 Capital One Master Trust
|
3.008%
|
6/15/2011
|
14,000
|
13,984
|
23 Capital One Multi-Asset Execution Trust
|
2.908%
|
1/17/2012
|
50,000
|
49,827
|
23 Capital One Multi-Asset Execution Trust
|
2.998%
|
9/15/2011
|
75,630
|
75,485
|
2 Capital One Multi-Asset Execution Trust
|
3.650%
|
7/15/2011
|
45,247
|
45,253
|
2 Capital One Multi-Asset Execution Trust
|
5.050%
|
12/17/2018
|
43,450
|
41,130
|
23 Capital One Prime Auto Receivables Trust
|
2.837%
|
4/15/2011
|
30,461
|
30,184
|
2 Chase Commercial Mortgage Securities Corp.
|
6.390%
|
11/18/2030
|
15,745
|
15,734
|
23 Chase Credit Card Master Trust
|
2.927%
|
10/15/2010
|
1,411
|
1,410
|
23 Chase Credit Card Master Trust
|
2.927%
|
2/15/2011
|
11,875
|
11,851
|
23 Chase Credit Card Master Trust
|
2.937%
|
1/17/2011
|
48,350
|
48,270
|
23 Chase Credit Card Master Trust
|
2.987%
|
9/15/2011
|
7,000
|
6,970
|
23 Chase Issuance Trust
|
2.828%
|
12/15/2010
|
244,486
|
244,442
|
23 Chase Issuance Trust
|
2.828%
|
2/15/2011
|
30,500
|
30,510
|
23 Chase Issuance Trust
|
2.837%
|
2/15/2012
|
23,678
|
23,528
|
23 Chase Issuance Trust
|
2.837%
|
11/15/2011
|
30,820
|
30,587
|
2 Chase Issuance Trust
|
4.650%
|
12/17/2012
|
39,225
|
40,123
|
2 Chase Issuance Trust
|
4.650%
|
3/15/2015
|
38,500
|
38,487
|
23 Citibank Credit Card Issuance Trust
|
3.265%
|
11/7/2011
|
71,900
|
70,939
|
23 Citibank Credit Card Issuance Trust
|
2.828%
|
12/15/2010
|
21,820
|
21,738
|
2 Citibank Credit Card Issuance Trust
|
2.900%
|
5/17/2010
|
42,000
|
41,937
|
2 Citibank Credit Card Issuance Trust
|
3.500%
|
8/16/2010
|
5,000
|
5,002
|
2 Citibank Credit Card Issuance Trust
|
4.850%
|
2/10/2011
|
775
|
785
|
2 Citibank Credit Card Master Trust
|
5.875%
|
3/10/2011
|
1,250
|
1,274
|
24 Citicorp Lease Pass-Through Trust
|
8.040%
|
12/15/2019
|
18,025
|
20,228
|
2 Citigroup/Deutsche Bank Commercial Mortgage Trust
|
5.886%
|
11/15/2044
|
22,750
|
22,721
|
2 Citigroup/Deutsche Bank Commercial Mortgage Trust
|
5.205%
|
12/11/2049
|
40,075
|
38,879
|
24 Commercial Mortgage Lease-Backed Certificate
|
6.746%
|
6/20/2031
|
12,189
|
12,189
|
2 Countrywide Home Loans
|
4.077%
|
5/25/2033
|
8,520
|
7,674
|
2 Credit Suisse First Boston Mortgage Securities Corp.
|
5.100%
|
8/15/2038
|
36,000
|
34,985
|
2 Credit Suisse First Boston Mortgage Securities Corp.
|
7.290%
|
9/15/2041
|
14,408
|
14,595
|
2 Credit Suisse Mortgage Capital Certificates
|
5.554%
|
2/15/2039
|
35,100
|
34,918
|
2 Credit Suisse Mortgage Capital Certificates
|
5.311%
|
12/15/2039
|
34,410
|
33,385
|
2 DaimlerChrysler Auto Trust
|
4.200%
|
7/8/2010
|
7,535
|
7,554
|
2 DaimlerChrysler Auto Trust
|
5.330%
|
8/8/2010
|
20,579
|
20,748
|
2 DaimlerChrysler Auto Trust
|
3.700%
|
6/8/2012
|
9,500
|
9,466
|
23 DaimlerChrysler Master Owner Trust
|
2.842%
|
12/15/2010
|
57,000
|
56,538
|
23 Discover Card Master Trust I
|
2.837%
|
5/15/2011
|
96,400
|
96,059
|
23 Discover Card Master Trust I
|
2.927%
|
5/15/2011
|
13,650
|
13,609
|
2 Federal Housing Administration
|
7.430%
|
10/1/2020
|
5
|
5
|
2 Fifth Third Auto Trust
|
4.070%
|
1/17/2012
|
24,000
|
24,000
|
2 First Union National Bank Commercial Mortgage Trust
|
6.223%
|
12/12/2033
|
12,550
|
12,469
|
2 Ford Credit Auto Owner Trust
|
4.300%
|
8/15/2009
|
2,720
|
2,722
|
2 Ford Credit Auto Owner Trust
|
4.370%
|
10/15/2012
|
18,800
|
18,790
|
23 Ford Credit Floor Plan Master Owner Trust
|
2.968%
|
5/15/2010
|
36,050
|
36,005
|
2 GE Capital Commercial Mortgage Corp.
|
6.531%
|
5/15/2033
|
17,000
|
17,043
|
2 GE Capital Commercial Mortgage Corp.
|
6.290%
|
8/11/2033
|
3,000
|
2,994
|
2 GE Capital Commercial Mortgage Corp.
|
5.994%
|
12/10/2035
|
1,990
|
1,986
|
2 GE Capital Commercial Mortgage Corp.
|
6.269%
|
12/10/2035
|
12,200
|
12,082
|
2 GE Capital Commercial Mortgage Corp.
|
5.145%
|
7/10/2037
|
1,340
|
1,255
|
2 GE Capital Commercial Mortgage Corp.
|
4.996%
|
12/10/2037
|
20,000
|
18,714
|
23 GE Capital Credit Card Master Note Trust
|
2.828%
|
6/15/2011
|
44,000
|
43,957
|
2 GE Capital Credit Card Master Note Trust
|
5.080%
|
9/15/2012
|
43,350
|
44,193
|
2 GMAC Commercial Mortgage Securities, Inc.
|
6.175%
|
5/15/2033
|
16,149
|
16,134
|
2 GMAC Commercial Mortgage Securities, Inc.
|
7.455%
|
8/16/2033
|
10,632
|
10,865
|
2 GMAC Commercial Mortgage Securities, Inc.
|
6.465%
|
4/15/2034
|
13,986
|
14,013
|
2 GMAC Commercial Mortgage Securities, Inc.
|
6.700%
|
4/15/2034
|
16,500
|
16,643
|
2 GMAC Commercial Mortgage Securities, Inc.
|
6.420%
|
5/15/2035
|
7,252
|
7,245
|
2 GS Mortgage Securities Corp. II
|
4.608%
|
1/10/2040
|
20,000
|
18,464
|
2 GS Mortgage Securities Corp. II
|
5.799%
|
8/10/2045
|
19,150
|
19,178
|
23 Gracechurch Card Funding PLC
|
2.828%
|
6/15/2010
|
110,700
|
110,380
|
23 Gracechurch Card Funding PLC
|
2.828%
|
9/15/2010
|
143,000
|
142,089
|
23 Gracechurch Card Funding PLC
|
2.828%
|
11/15/2010
|
16,700
|
16,553
|
2 Honda Auto Receivables Owner Trust
|
4.610%
|
8/17/2009
|
10,617
|
10,638
|
2 Honda Auto Receivables Owner Trust
|
5.300%
|
7/21/2010
|
9,663
|
9,761
|
2 Honda Auto Receivables Owner Trust
|
5.120%
|
10/15/2010
|
43,365
|
43,720
|
2 JPMorgan Chase Commercial Mortgage Securities
|
6.260%
|
3/15/2033
|
19,238
|
19,202
|
2 JPMorgan Chase Commercial Mortgage Securities
|
5.050%
|
12/12/2034
|
11,000
|
10,291
|
2 JPMorgan Chase Commercial Mortgage Securities
|
4.985%
|
1/12/2037
|
15,000
|
14,078
|
2 JPMorgan Chase Commercial Mortgage Securities
|
5.255%
|
7/12/2037
|
1,790
|
1,678
|
2 JPMorgan Chase Commercial Mortgage Securities
|
5.376%
|
7/12/2037
|
12,180
|
11,638
|
2 JPMorgan Chase Commercial Mortgage Securities
|
5.160%
|
4/15/2043
|
34,762
|
34,503
|
2 JPMorgan Chase Commercial Mortgage Securities
|
5.803%
|
6/15/2049
|
43,450
|
42,903
|
2 JPMorgan Chase Commercial Mortgage Securities
|
5.818%
|
6/15/2049
|
28,375
|
28,390
|
2 JPMorgan Chase Commercial Mortgage Securities
|
5.794%
|
2/12/2051
|
16,225
|
16,104
|
2 LB Commerical Conduit Mortgage Trust
|
6.780%
|
6/15/2031
|
24,288
|
24,387
|
2 LB-UBS Commercial Mortgage Trust
|
7.370%
|
8/15/2026
|
17,669
|
18,062
|
2 LB-UBS Commercial Mortgage Trust
|
5.197%
|
11/15/2030
|
20,925
|
20,487
|
2 LB-UBS Commercial Mortgage Trust
|
6.133%
|
12/15/2030
|
8,190
|
8,114
|
2 LB-UBS Commercial Mortgage Trust
|
5.866%
|
9/15/2045
|
27,300
|
27,245
|
23 MBNA Credit Card Master Note Trust
|
2.818%
|
12/15/2010
|
186,219
|
185,899
|
23 MBNA Credit Card Master Note Trust
|
2.837%
|
2/15/2012
|
72,000
|
70,849
|
23 MBNA Credit Card Master Note Trust
|
2.897%
|
3/15/2012
|
100,000
|
99,287
|
23 MBNA Credit Card Master Note Trust
|
2.948%
|
2/15/2011
|
161,525
|
161,267
|
23 MBNA Credit Card Master Note Trust
|
4.408%
|
12/15/2011
|
4,500
|
4,456
|
2 MBNA Credit Card Master Note Trust
|
4.300%
|
2/15/2011
|
28,262
|
28,389
|
2 MBNA Master Credit Card Trust
|
7.000%
|
2/15/2012
|
62,654
|
66,060
|
23 Merrill Lynch Mortgage Trust
|
5.829%
|
6/12/2050
|
6,577
|
6,594
|
2 Merrill Lynch/Countrywide Commercial Mortgage Trust
|
5.378%
|
8/12/2048
|
15,700
|
15,213
|
2 Morgan Stanley Capital I
|
6.480%
|
11/15/2030
|
1,301
|
1,250
|
2 Morgan Stanley Capital I
|
5.230%
|
9/15/2042
|
21,650
|
21,213
|
2 Morgan Stanley Capital I
|
6.280%
|
1/11/2043
|
20,150
|
20,768
|
2 Morgan Stanley Capital I
|
5.809%
|
12/12/2049
|
18,200
|
18,076
|
2 Morgan Stanley Dean Witter Capital I
|
6.660%
|
2/15/2033
|
4,962
|
4,999
|
2 Morgan Stanley Dean Witter Capital I
|
6.390%
|
7/15/2033
|
4,842
|
5,062
|
2 Morgan Stanley Dean Witter Capital I
|
4.920%
|
3/12/2035
|
20,000
|
18,649
|
2 Morgan Stanley Dean Witter Capital I
|
6.390%
|
10/15/2035
|
5,000
|
4,989
|
2 Morgan Stanley Dean Witter Capital I
|
4.740%
|
11/13/2036
|
1,340
|
1,248
|
2 Nissan Auto Receivables Owner Trust
|
4.190%
|
7/15/2009
|
4,923
|
4,930
|
2 Oncor Electric Delivery Transition Bond Co.
|
4.030%
|
2/15/2012
|
1,732
|
1,760
|
2 PECO Energy Transition Trust
|
6.130%
|
3/1/2009
|
141
|
142
|
2 PG&E Energy Recovery Funding LLC
|
4.140%
|
9/25/2012
|
8,625
|
8,773
|
2 PG&E Energy Recovery Funding LLC
|
5.030%
|
3/25/2014
|
13,650
|
14,101
|
2 PP&L Transition Bond Co. LLC
|
7.150%
|
6/25/2009
|
418
|
427
|
2 PSE&G Transition Funding LLC
|
6.890%
|
12/15/2017
|
19,800
|
21,938
|
2 Prudential Securities Secured Financing
|
7.193%
|
6/16/2031
|
3,693
|
3,715
|
2 Public Service New Hampshire Funding LLC
|
5.730%
|
11/1/2010
|
158
|
160
|
2 Residential Asset Securities Corp.
|
6.489%
|
10/25/2030
|
446
|
444
|
2 Salomon Brothers Mortgage Securities VII
|
4.115%
|
9/25/2033
|
27,137
|
26,921
|
2 USAA Auto Owner Trust
|
4.550%
|
2/16/2010
|
11,090
|
11,107
|
2 USAA Auto Owner Trust
|
5.360%
|
2/15/2011
|
17,530
|
17,698
|
2 Volkswagen Auto Loan Enhanced Trust
|
4.800%
|
7/20/2009
|
7,165
|
7,177
|
2 Wachovia Bank Commercial Mortgage Trust
|
4.440%
|
11/15/2034
|
2,108
|
2,042
|
2 Wachovia Bank Commercial Mortgage Trust
|
4.980%
|
11/15/2034
|
900
|
840
|
2 Wachovia Bank Commercial Mortgage Trust
|
4.867%
|
2/15/2035
|
900
|
839
|
2 World Omni Auto Receivables Trust
|
3.940%
|
10/15/2012
|
19,200
|
19,098
|
|
|
|
|
|
|
|
|
|
3,936,314
|
|
|
|
|
|
Finance (8.3%)
|
|
|
|
|
Banking (3.5%)
|
|
|
|
|
Abbey National PLC
|
7.950%
|
10/26/2029
|
11,965
|
12,959
|
AmSouth Bank NA
|
5.200%
|
4/1/2015
|
6,200
|
5,760
|
Associates Corp. of North America
|
6.950%
|
11/1/2018
|
350
|
361
|
BAC Capital Trust XI
|
6.625%
|
5/23/2036
|
6,325
|
6,084
|
2 BB&T Capital Trust IV
|
6.820%
|
6/12/2057
|
4,825
|
4,050
|
BB&T Corp.
|
6.500%
|
8/1/2011
|
2,990
|
3,150
|
BB&T Corp.
|
4.750%
|
10/1/2012
|
7,025
|
7,057
|
BB&T Corp.
|
5.200%
|
12/23/2015
|
5,550
|
5,402
|
BB&T Corp.
|
5.625%
|
9/15/2016
|
6,950
|
6,857
|
BB&T Corp.
|
4.900%
|
6/30/2017
|
625
|
582
|
BB&T Corp.
|
5.250%
|
11/1/2019
|
4,275
|
4,028
|
BB&T Corp.
|
6.750%
|
6/7/2036
|
9,475
|
8,558
|
Banc One Corp.
|
7.625%
|
10/15/2026
|
1,475
|
1,653
|
4 Banco Bilbao Vizcaya ARG
|
5.750%
|
7/20/2017
|
23,425
|
26,348
|
Bank One Corp.
|
7.875%
|
8/1/2010
|
21,180
|
22,590
|
Bank One Corp.
|
5.250%
|
1/30/2013
|
4,725
|
4,847
|
Bank One Corp.
|
4.900%
|
4/30/2015
|
2,475
|
2,432
|
Bank of America Capital Trust XIV
|
5.630%
|
12/31/2049
|
7,880
|
6,122
|
Bank of America Corp.
|
4.500%
|
8/1/2010
|
9,850
|
10,061
|
Bank of America Corp.
|
4.250%
|
10/1/2010
|
6,025
|
6,120
|
Bank of America Corp.
|
4.375%
|
12/1/2010
|
6,100
|
6,210
|
Bank of America Corp.
|
5.375%
|
8/15/2011
|
6,050
|
6,283
|
Bank of America Corp.
|
6.250%
|
4/15/2012
|
4,775
|
5,102
|
Bank of America Corp.
|
4.875%
|
9/15/2012
|
4,525
|
4,635
|
Bank of America Corp.
|
4.875%
|
1/15/2013
|
1,940
|
1,986
|
Bank of America Corp.
|
5.375%
|
6/15/2014
|
3,750
|
3,869
|
Bank of America Corp.
|
5.125%
|
11/15/2014
|
27,725
|
28,326
|
Bank of America Corp.
|
5.250%
|
12/1/2015
|
12,950
|
12,647
|
Bank of America Corp.
|
5.750%
|
8/15/2016
|
13,925
|
14,269
|
Bank of America Corp.
|
5.625%
|
10/14/2016
|
15,300
|
15,797
|
Bank of America Corp.
|
5.300%
|
3/15/2017
|
26,925
|
27,061
|
Bank of America Corp.
|
5.420%
|
3/15/2017
|
19,900
|
19,818
|
Bank of America Corp.
|
6.100%
|
6/15/2017
|
6,650
|
7,104
|
Bank of America Corp.
|
6.000%
|
9/1/2017
|
1,550
|
1,636
|
Bank of America Corp.
|
5.750%
|
12/1/2017
|
8,825
|
9,204
|
Bank of America Corp.
|
5.625%
|
3/8/2035
|
7,700
|
6,476
|
Bank of America Corp.
|
6.000%
|
10/15/2036
|
17,150
|
16,747
|
Bank of America Corp.
|
6.500%
|
9/15/2037
|
2,950
|
2,955
|
Bank of New York Mellon
|
4.950%
|
1/14/2011
|
2,550
|
2,590
|
Bank of New York Mellon
|
6.375%
|
4/1/2012
|
400
|
432
|
Bank of New York Mellon
|
4.950%
|
11/1/2012
|
23,025
|
23,633
|
Bank of New York Mellon
|
4.500%
|
4/1/2013
|
2,650
|
2,679
|
Bank of New York Mellon
|
4.950%
|
3/15/2015
|
7,400
|
7,285
|
Bank of Tokyo-Mitsubishi
|
8.400%
|
4/15/2010
|
8,525
|
9,306
|
BankAmerica Capital II
|
8.000%
|
12/15/2026
|
100
|
104
|
2 Barclays Bank PLC
|
6.278%
|
12/29/2049
|
3,295
|
2,769
|
Barclays Bank PLC
|
5.450%
|
9/12/2012
|
6,100
|
6,351
|
Charter One Bank N.A.
|
5.500%
|
4/26/2011
|
13,150
|
13,745
|
2 Citigroup Capital XXI
|
8.300%
|
12/21/2057
|
19,325
|
19,140
|
Citigroup, Inc.
|
4.250%
|
7/29/2009
|
11,105
|
11,053
|
Citigroup, Inc.
|
4.125%
|
2/22/2010
|
4,175
|
4,178
|
Citigroup, Inc.
|
4.625%
|
8/3/2010
|
22,550
|
22,649
|
Citigroup, Inc.
|
6.500%
|
1/18/2011
|
16,870
|
17,415
|
Citigroup, Inc.
|
5.125%
|
2/14/2011
|
1,250
|
1,256
|
Citigroup, Inc.
|
5.100%
|
9/29/2011
|
41,120
|
41,201
|
Citigroup, Inc.
|
6.000%
|
2/21/2012
|
7,450
|
7,631
|
Citigroup, Inc.
|
5.250%
|
2/27/2012
|
11,850
|
11,971
|
Citigroup, Inc.
|
5.625%
|
8/27/2012
|
8,090
|
8,024
|
Citigroup, Inc.
|
5.300%
|
10/17/2012
|
27,950
|
28,086
|
Citigroup, Inc.
|
5.125%
|
5/5/2014
|
3,750
|
3,656
|
Citigroup, Inc.
|
5.000%
|
9/15/2014
|
20,293
|
19,046
|
Citigroup, Inc.
|
4.875%
|
5/7/2015
|
1,075
|
1,001
|
Citigroup, Inc.
|
4.700%
|
5/29/2015
|
4,075
|
3,786
|
Citigroup, Inc.
|
5.300%
|
1/7/2016
|
20,300
|
19,649
|
Citigroup, Inc.
|
5.850%
|
8/2/2016
|
4,300
|
4,256
|
Citigroup, Inc.
|
5.500%
|
2/15/2017
|
3,750
|
3,512
|
Citigroup, Inc.
|
6.000%
|
8/15/2017
|
18,300
|
18,069
|
Citigroup, Inc.
|
6.125%
|
11/21/2017
|
10,550
|
10,630
|
Citigroup, Inc.
|
6.625%
|
6/15/2032
|
1,525
|
1,432
|
Citigroup, Inc.
|
5.875%
|
2/22/2033
|
13,800
|
11,987
|
Citigroup, Inc.
|
6.000%
|
10/31/2033
|
2,575
|
2,178
|
Citigroup, Inc.
|
5.850%
|
12/11/2034
|
2,000
|
1,712
|
Citigroup, Inc.
|
6.125%
|
8/25/2036
|
9,475
|
8,399
|
Citigroup, Inc.
|
5.875%
|
5/29/2037
|
3,875
|
3,380
|
Citigroup, Inc.
|
6.875%
|
3/5/2038
|
22,925
|
22,863
|
Colonial Bank NA
|
6.375%
|
12/1/2015
|
1,425
|
1,281
|
Comerica Bank
|
5.750%
|
11/21/2016
|
12,700
|
12,273
|
Comerica Bank
|
5.200%
|
8/22/2017
|
5,450
|
5,019
|
Compass Bank
|
6.400%
|
10/1/2017
|
2,700
|
2,657
|
Compass Bank
|
5.900%
|
4/1/2026
|
2,400
|
2,200
|
2 Credit Suisse First Boston USA, Inc.
|
5.860%
|
5/15/2049
|
6,500
|
5,214
|
Credit Suisse First Boston USA, Inc.
|
4.700%
|
6/1/2009
|
1,900
|
1,927
|
Credit Suisse First Boston USA, Inc.
|
4.125%
|
1/15/2010
|
6,975
|
7,023
|
Credit Suisse First Boston USA, Inc.
|
4.875%
|
8/15/2010
|
24,600
|
25,342
|
Credit Suisse First Boston USA, Inc.
|
5.250%
|
3/2/2011
|
9,275
|
9,609
|
Credit Suisse First Boston USA, Inc.
|
5.500%
|
8/16/2011
|
10,125
|
10,458
|
Credit Suisse First Boston USA, Inc.
|
6.125%
|
11/15/2011
|
10,650
|
11,128
|
Credit Suisse First Boston USA, Inc.
|
6.500%
|
1/15/2012
|
3,950
|
4,185
|
Credit Suisse First Boston USA, Inc.
|
5.500%
|
8/15/2013
|
5,110
|
5,381
|
Credit Suisse First Boston USA, Inc.
|
4.875%
|
1/15/2015
|
19,350
|
18,694
|
Credit Suisse First Boston USA, Inc.
|
5.125%
|
8/15/2015
|
14,815
|
14,722
|
Credit Suisse First Boston USA, Inc.
|
5.375%
|
3/2/2016
|
1,175
|
1,210
|
Credit Suisse First Boston USA, Inc.
|
7.125%
|
7/15/2032
|
2,825
|
3,081
|
Credit Suisse New York
|
6.000%
|
2/15/2018
|
5,200
|
5,189
|
Deutsche Bank AG London
|
5.375%
|
10/12/2012
|
20,925
|
21,869
|
Deutsche Bank AG London
|
6.000%
|
9/1/2017
|
22,225
|
23,402
|
Deutsche Bank Financial LLC
|
5.375%
|
3/2/2015
|
5,400
|
5,414
|
Fifth Third Bank
|
4.200%
|
2/23/2010
|
4,275
|
4,323
|
Fifth Third Bank
|
4.750%
|
2/1/2015
|
10,950
|
9,952
|
Fifth Third Bank
|
4.500%
|
6/1/2018
|
1,550
|
1,329
|
Fifth Third Bank
|
8.250%
|
3/1/2038
|
2,525
|
2,586
|
2 Fifth Third Cap Trust IV
|
6.500%
|
4/15/2067
|
4,350
|
3,103
|
First Tennessee Bank
|
5.050%
|
1/15/2015
|
1,825
|
1,597
|
First Union Institutional Capital I
|
8.040%
|
12/1/2026
|
1,825
|
1,888
|
FirstStar Bank
|
7.125%
|
12/1/2009
|
2,685
|
2,869
|
Fleet Capital Trust II
|
7.920%
|
12/11/2026
|
2,315
|
2,439
|
Golden West Financial Corp.
|
4.750%
|
10/1/2012
|
340
|
336
|
4 HBOS Treasury Services PLC
|
5.250%
|
2/21/2017
|
21,125
|
22,308
|
HSBC Bank PLC
|
6.950%
|
3/15/2011
|
11,350
|
11,944
|
HSBC Bank USA
|
3.875%
|
9/15/2009
|
925
|
925
|
HSBC Bank USA
|
4.625%
|
4/1/2014
|
4,125
|
4,029
|
HSBC Bank USA
|
5.875%
|
11/1/2034
|
2,475
|
2,199
|
HSBC Bank USA
|
5.625%
|
8/15/2035
|
4,825
|
4,186
|
HSBC Holdings PLC
|
7.500%
|
7/15/2009
|
2,040
|
2,115
|
HSBC Holdings PLC
|
7.625%
|
5/17/2032
|
1,250
|
1,358
|
HSBC Holdings PLC
|
7.350%
|
11/27/2032
|
2,515
|
2,668
|
HSBC Holdings PLC
|
6.500%
|
5/2/2036
|
22,475
|
21,809
|
HSBC Holdings PLC
|
6.500%
|
9/15/2037
|
16,575
|
16,243
|
4 ICICI Bank Ltd.
|
6.625%
|
10/3/2012
|
6,425
|
6,415
|
JPM Capital Trust
|
6.550%
|
9/29/2036
|
8,725
|
7,713
|
JPMorgan Capital Trust
|
5.875%
|
3/15/2035
|
4,225
|
3,591
|
JPMorgan Chase & Co.
|
6.750%
|
2/1/2011
|
14,862
|
15,789
|
JPMorgan Chase & Co.
|
5.600%
|
6/1/2011
|
37,400
|
39,229
|
JPMorgan Chase & Co.
|
4.500%
|
1/15/2012
|
9,400
|
9,505
|
JPMorgan Chase & Co.
|
6.625%
|
3/15/2012
|
12,575
|
13,421
|
JPMorgan Chase & Co.
|
5.375%
|
10/1/2012
|
26,725
|
27,813
|
JPMorgan Chase & Co.
|
5.750%
|
1/2/2013
|
7,150
|
7,451
|
JPMorgan Chase & Co.
|
5.375%
|
1/15/2014
|
2,575
|
2,606
|
JPMorgan Chase & Co.
|
4.875%
|
3/15/2014
|
19,540
|
19,200
|
JPMorgan Chase & Co.
|
5.125%
|
9/15/2014
|
12,960
|
12,971
|
JPMorgan Chase & Co.
|
4.750%
|
3/1/2015
|
2,800
|
2,752
|
JPMorgan Chase & Co.
|
5.250%
|
5/1/2015
|
9,250
|
9,261
|
JPMorgan Chase & Co.
|
5.150%
|
10/1/2015
|
3,860
|
3,849
|
JPMorgan Chase & Co.
|
5.875%
|
6/13/2016
|
5,075
|
5,264
|
JPMorgan Chase & Co.
|
6.125%
|
6/27/2017
|
14,975
|
15,723
|
JPMorgan Chase & Co.
|
6.000%
|
1/15/2018
|
6,250
|
6,566
|
JPMorgan Chase & Co.
|
5.850%
|
8/1/2035
|
825
|
698
|
JPMorgan Chase & Co.
|
6.800%
|
10/1/2037
|
6,150
|
5,685
|
JPMorgan Chase Capital XXII
|
6.450%
|
2/2/2037
|
12,275
|
10,536
|
Key Bank NA
|
7.000%
|
2/1/2011
|
725
|
765
|
Key Bank NA
|
5.500%
|
9/17/2012
|
6,800
|
6,951
|
Key Bank NA
|
5.800%
|
7/1/2014
|
1,175
|
1,161
|
Key Bank NA
|
4.950%
|
9/15/2015
|
7,175
|
6,798
|
Key Bank NA
|
5.450%
|
3/3/2016
|
7,175
|
6,537
|
MBNA America Bank NA
|
4.625%
|
8/3/2009
|
3,450
|
3,519
|
MBNA America Bank NA
|
6.625%
|
6/15/2012
|
3,465
|
3,801
|
MBNA Corp.
|
7.500%
|
3/15/2012
|
3,245
|
3,583
|
MBNA Corp.
|
6.125%
|
3/1/2013
|
2,200
|
2,374
|
MBNA Corp.
|
5.000%
|
6/15/2015
|
950
|
945
|
Manufacturers & Traders Trust Co.
|
6.625%
|
12/4/2017
|
8,350
|
8,003
|
Marshall & Ilsley Bank
|
5.250%
|
9/4/2012
|
1,150
|
1,098
|
Marshall & Ilsley Bank
|
4.850%
|
6/16/2015
|
700
|
628
|
Marshall & Ilsley Bank
|
5.000%
|
1/17/2017
|
250
|
227
|
Marshall & Ilsley Corp.
|
4.375%
|
8/1/2009
|
2,675
|
2,670
|
Mellon Bank NA
|
4.750%
|
12/15/2014
|
3,650
|
3,607
|
Mellon Funding Corp.
|
3.250%
|
4/1/2009
|
2,775
|
2,777
|
Mellon Funding Corp.
|
6.400%
|
5/14/2011
|
450
|
478
|
Mellon Funding Corp.
|
5.000%
|
12/1/2014
|
1,100
|
1,089
|
NB Capital Trust II
|
7.830%
|
12/15/2026
|
5,000
|
5,166
|
NB Capital Trust IV
|
8.250%
|
4/15/2027
|
3,400
|
3,504
|
National City Bank
|
4.150%
|
8/1/2009
|
6,675
|
6,521
|
National City Bank
|
4.500%
|
3/15/2010
|
7,525
|
7,132
|
National City Bank
|
6.250%
|
3/15/2011
|
575
|
567
|
National City Bank
|
4.625%
|
5/1/2013
|
1,000
|
910
|
National City Corp.
|
4.900%
|
1/15/2015
|
500
|
393
|
National City Corp.
|
6.875%
|
5/15/2019
|
850
|
639
|
National Westminster Bank PLC
|
7.375%
|
10/1/2009
|
450
|
475
|
NationsBank Corp.
|
6.800%
|
3/15/2028
|
725
|
759
|
4 Nationwide Building Society
|
5.500%
|
7/18/2012
|
24,775
|
26,450
|
North Fork Bancorp., Inc.
|
5.875%
|
8/15/2012
|
250
|
237
|
4 Northern Rock PLC
|
5.625%
|
6/22/2017
|
46,200
|
47,184
|
PNC Bank NA
|
4.875%
|
9/21/2017
|
9,750
|
8,752
|
PNC Bank NA
|
6.000%
|
12/7/2017
|
1,425
|
1,381
|
PNC Bank NA
|
6.875%
|
4/1/2018
|
175
|
179
|
PNC Funding Corp.
|
4.500%
|
3/10/2010
|
500
|
503
|
PNC Funding Corp.
|
5.125%
|
12/14/2010
|
5,750
|
5,916
|
PNC Funding Corp.
|
5.250%
|
11/15/2015
|
10,250
|
9,531
|
PNC Funding Corp.
|
5.625%
|
2/1/2017
|
1,075
|
1,024
|
Regions Financial Corp.
|
4.375%
|
12/1/2010
|
1,000
|
1,017
|
Regions Financial Corp.
|
7.000%
|
3/1/2011
|
4,275
|
4,488
|
Regions Financial Corp.
|
6.375%
|
5/15/2012
|
13,100
|
13,306
|
2 Regions Financial Corp.
|
6.625%
|
5/15/2047
|
5,075
|
3,367
|
Regions Financial Corp.
|
7.375%
|
12/10/2037
|
4,950
|
4,545
|
Republic New York Corp.
|
7.750%
|
5/15/2009
|
4,300
|
4,408
|
Royal Bank of Canada
|
4.125%
|
1/26/2010
|
13,450
|
13,734
|
2 Royal Bank of Scotland Group PLC
|
5.512%
|
9/29/2049
|
6,774
|
5,565
|
2 Royal Bank of Scotland Group PLC
|
7.640%
|
3/31/2049
|
4,975
|
4,570
|
2 Royal Bank of Scotland Group PLC
|
7.648%
|
8/29/2049
|
14,995
|
13,767
|
Royal Bank of Scotland Group PLC
|
6.375%
|
2/1/2011
|
1,675
|
1,748
|
Royal Bank of Scotland Group PLC
|
5.000%
|
11/12/2013
|
13,125
|
13,145
|
Royal Bank of Scotland Group PLC
|
5.000%
|
10/1/2014
|
2,100
|
2,028
|
Royal Bank of Scotland Group PLC
|
5.050%
|
1/8/2015
|
7,825
|
7,509
|
Santander Central Hispano Issuances
|
7.625%
|
9/14/2010
|
12,500
|
13,840
|
Santander Finance Issuances
|
6.375%
|
2/15/2011
|
1,400
|
1,485
|
Sanwa Bank Ltd.
|
8.350%
|
7/15/2009
|
5,600
|
5,938
|
Sanwa Bank Ltd.
|
7.400%
|
6/15/2011
|
12,800
|
13,926
|
Southtrust Corp.
|
5.800%
|
6/15/2014
|
3,075
|
3,165
|
Sovereign Bancorp, Inc.
|
4.800%
|
9/1/2010
|
8,275
|
8,112
|
Sovereign Bank
|
5.125%
|
3/15/2013
|
900
|
806
|
24 Standard Chartered PLC
|
6.409%
|
12/31/2049
|
7,100
|
5,834
|
State Street Capital Trust
|
5.300%
|
1/15/2016
|
3,425
|
3,365
|
Sumitomo Bank International Finance NV
|
8.500%
|
6/15/2009
|
6,475
|
6,859
|
Sumitomo Mitsui Banking Corp.
|
8.000%
|
6/15/2012
|
16,075
|
18,458
|
2 SunTrust Banks, Inc.
|
5.853%
|
|
2,875
|
2,222
|
SunTrust Banks, Inc.
|
6.375%
|
4/1/2011
|
8,455
|
8,864
|
SunTrust Banks, Inc.
|
5.250%
|
11/5/2012
|
8,150
|
8,088
|
SunTrust Banks, Inc.
|
5.000%
|
9/1/2015
|
350
|
322
|
SunTrust Banks, Inc.
|
6.000%
|
9/11/2017
|
7,075
|
6,738
|
SunTrust Banks, Inc.
|
5.450%
|
12/1/2017
|
500
|
469
|
SunTrust Banks, Inc.
|
7.250%
|
3/15/2018
|
1,100
|
1,109
|
SunTrust Banks, Inc.
|
6.000%
|
2/15/2026
|
3,925
|
3,287
|
2 SunTrust Capital VIII
|
6.100%
|
12/1/2066
|
3,535
|
2,662
|
Swiss Bank Corp.
|
7.000%
|
10/15/2015
|
2,825
|
3,042
|
Swiss Bank Corp.
|
7.375%
|
6/15/2017
|
4,175
|
4,661
|
Synovus Financial Corp.
|
5.125%
|
6/15/2017
|
4,925
|
4,312
|
The Chase Manhattan Corp.
|
7.875%
|
6/15/2010
|
450
|
487
|
UBS AG
|
5.875%
|
7/15/2016
|
2,800
|
2,808
|
UBS AG
|
5.875%
|
12/20/2017
|
24,425
|
24,796
|
UFJ Finance Aruba AEC
|
6.750%
|
7/15/2013
|
18,250
|
19,421
|
US Bank NA
|
6.375%
|
8/1/2011
|
6,975
|
7,435
|
US Bank NA
|
6.300%
|
2/4/2014
|
9,150
|
9,856
|
US Bank NA
|
4.950%
|
10/30/2014
|
6,575
|
6,608
|
2 USB Capital IX
|
6.189%
|
|
10,040
|
7,544
|
Union Bank of California NA
|
5.950%
|
5/11/2016
|
4,700
|
4,647
|
Union Planters Corp.
|
7.750%
|
3/1/2011
|
7,525
|
7,938
|
UnionBanCal Corp.
|
5.250%
|
12/16/2013
|
1,475
|
1,487
|
Wachovia Bank NA
|
4.800%
|
11/1/2014
|
4,250
|
4,092
|
Wachovia Bank NA
|
4.875%
|
2/1/2015
|
17,300
|
16,381
|
Wachovia Bank NA
|
5.000%
|
8/15/2015
|
1,110
|
1,033
|
Wachovia Bank NA
|
5.600%
|
3/15/2016
|
2,175
|
2,097
|
Wachovia Bank NA
|
6.000%
|
11/15/2017
|
9,825
|
9,699
|
Wachovia Bank NA
|
5.850%
|
2/1/2037
|
18,225
|
15,570
|
Wachovia Bank NA
|
6.600%
|
1/15/2038
|
14,625
|
13,574
|
2 Wachovia Capital Trust III
|
5.800%
|
12/31/2049
|
12,925
|
9,258
|
Wachovia Corp.
|
7.875%
|
2/15/2010
|
3,700
|
4,011
|
Wachovia Corp.
|
4.375%
|
6/1/2010
|
6,875
|
6,883
|
Wachovia Corp.
|
7.800%
|
8/18/2010
|
12,905
|
13,828
|
Wachovia Corp.
|
5.300%
|
10/15/2011
|
17,775
|
18,183
|
Wachovia Corp.
|
4.875%
|
2/15/2014
|
6,150
|
5,981
|
Wachovia Corp.
|
5.250%
|
8/1/2014
|
1,120
|
1,112
|
Wachovia Corp.
|
5.625%
|
10/15/2016
|
4,900
|
4,728
|
Wachovia Corp.
|
5.750%
|
6/15/2017
|
24,575
|
24,265
|
Wachovia Corp.
|
5.750%
|
2/1/2018
|
2,200
|
2,166
|
Wachovia Corp.
|
6.605%
|
10/1/2025
|
275
|
263
|
4 Wachovia Corp.
|
8.000%
|
12/15/2026
|
5,125
|
5,319
|
Wachovia Corp.
|
7.500%
|
4/15/2035
|
1,100
|
1,161
|
Wachovia Corp.
|
5.500%
|
8/1/2035
|
3,600
|
2,989
|
Wachovia Corp.
|
6.550%
|
10/15/2035
|
775
|
729
|
Washington Mutual Bank
|
6.875%
|
6/15/2011
|
19,345
|
16,683
|
Washington Mutual Bank
|
5.500%
|
1/15/2013
|
7,075
|
5,889
|
Washington Mutual Bank
|
5.650%
|
8/15/2014
|
6,800
|
5,261
|
Washington Mutual Bank
|
5.125%
|
1/15/2015
|
6,050
|
4,348
|
Washington Mutual Bank
|
6.750%
|
5/20/2036
|
575
|
417
|
Washington Mutual, Inc.
|
4.200%
|
1/15/2010
|
1,900
|
1,632
|
Washington Mutual, Inc.
|
5.500%
|
8/24/2011
|
750
|
648
|
Washington Mutual, Inc.
|
5.000%
|
3/22/2012
|
4,000
|
3,275
|
Washington Mutual, Inc.
|
5.250%
|
9/15/2017
|
2,900
|
2,202
|
Wells Fargo & Co.
|
3.125%
|
4/1/2009
|
2,500
|
2,506
|
Wells Fargo & Co.
|
4.200%
|
1/15/2010
|
29,379
|
29,856
|
Wells Fargo & Co.
|
4.875%
|
1/12/2011
|
15,075
|
15,518
|
Wells Fargo & Co.
|
6.375%
|
8/1/2011
|
2,000
|
2,118
|
Wells Fargo & Co.
|
5.300%
|
8/26/2011
|
4,800
|
4,995
|
Wells Fargo & Co.
|
5.125%
|
9/1/2012
|
4,000
|
4,141
|
Wells Fargo & Co.
|
5.250%
|
10/23/2012
|
19,850
|
20,616
|
Wells Fargo & Co.
|
4.375%
|
1/31/2013
|
4,100
|
4,112
|
Wells Fargo & Co.
|
4.950%
|
10/16/2013
|
14,800
|
15,212
|
Wells Fargo & Co.
|
4.625%
|
4/15/2014
|
275
|
270
|
Wells Fargo & Co.
|
5.000%
|
11/15/2014
|
675
|
664
|
Wells Fargo & Co.
|
5.625%
|
12/11/2017
|
15,400
|
15,941
|
Wells Fargo & Co.
|
5.375%
|
2/7/2035
|
5,625
|
5,120
|
Wells Fargo Bank NA
|
6.450%
|
2/1/2011
|
15,800
|
16,869
|
Wells Fargo Bank NA
|
4.750%
|
2/9/2015
|
12,200
|
11,718
|
Wells Fargo Bank NA
|
5.750%
|
5/16/2016
|
7,925
|
8,080
|
Wells Fargo Bank NA
|
5.950%
|
8/26/2036
|
10,275
|
10,087
|
Wells Fargo Capital X
|
5.950%
|
12/15/2036
|
3,075
|
2,843
|
Wells Fargo Financial
|
5.500%
|
8/1/2012
|
3,975
|
4,152
|
World Savings Bank, FSB
|
4.125%
|
12/15/2009
|
3,500
|
3,493
|
Zions Bancorp.
|
5.500%
|
11/16/2015
|
6,950
|
6,350
|
Brokerage (1.7%)
|
|
|
|
|
Ameriprise Financial Inc.
|
5.350%
|
11/15/2010
|
5,900
|
6,064
|
Ameriprise Financial Inc.
|
5.650%
|
11/15/2015
|
4,925
|
4,871
|
2 Ameriprise Financial Inc.
|
7.518%
|
6/1/2066
|
1,250
|
1,177
|
Bear Stearns Co., Inc.
|
4.550%
|
6/23/2010
|
7,850
|
7,392
|
Bear Stearns Co., Inc.
|
4.500%
|
10/28/2010
|
3,100
|
2,956
|
Bear Stearns Co., Inc.
|
5.500%
|
8/15/2011
|
350
|
325
|
Bear Stearns Co., Inc.
|
5.350%
|
2/1/2012
|
28,625
|
28,265
|
Bear Stearns Co., Inc.
|
6.950%
|
8/10/2012
|
10,000
|
10,078
|
Bear Stearns Co., Inc.
|
5.700%
|
11/15/2014
|
18,240
|
17,694
|
Bear Stearns Co., Inc.
|
5.300%
|
10/30/2015
|
7,715
|
7,386
|
Bear Stearns Co., Inc.
|
5.550%
|
1/22/2017
|
5,150
|
4,842
|
Bear Stearns Co., Inc.
|
6.400%
|
10/2/2017
|
4,975
|
4,976
|
Bear Stearns Co., Inc.
|
7.250%
|
2/1/2018
|
13,450
|
13,811
|
Bear Stearns Co., Inc.
|
4.650%
|
7/2/2018
|
500
|
434
|
BlackRock, Inc.
|
6.250%
|
9/15/2017
|
4,000
|
4,195
|
Dean Witter, Discover & Co.
|
6.750%
|
10/15/2013
|
800
|
842
|
4 Fidelity Investments
|
7.490%
|
6/15/2019
|
1,000
|
1,153
|
2 Goldman Sachs Capital II
|
5.793%
|
6/1/2049
|
8,625
|
5,943
|
Goldman Sachs Group, Inc.
|
6.650%
|
5/15/2009
|
18,290
|
18,796
|
Goldman Sachs Group, Inc.
|
4.500%
|
6/15/2010
|
5,945
|
6,002
|
Goldman Sachs Group, Inc.
|
5.000%
|
1/15/2011
|
200
|
201
|
Goldman Sachs Group, Inc.
|
6.875%
|
1/15/2011
|
7,550
|
7,923
|
Goldman Sachs Group, Inc.
|
6.600%
|
1/15/2012
|
33,600
|
35,491
|
Goldman Sachs Group, Inc.
|
5.450%
|
11/1/2012
|
15,800
|
16,199
|
Goldman Sachs Group, Inc.
|
5.250%
|
4/1/2013
|
7,565
|
7,586
|
Goldman Sachs Group, Inc.
|
4.750%
|
7/15/2013
|
1,950
|
1,913
|
Goldman Sachs Group, Inc.
|
5.250%
|
10/15/2013
|
8,750
|
8,818
|
Goldman Sachs Group, Inc.
|
5.150%
|
1/15/2014
|
3,015
|
3,003
|
Goldman Sachs Group, Inc.
|
5.000%
|
10/1/2014
|
15,550
|
15,239
|
Goldman Sachs Group, Inc.
|
5.125%
|
1/15/2015
|
14,735
|
14,328
|
Goldman Sachs Group, Inc.
|
5.350%
|
1/15/2016
|
17,250
|
16,738
|
Goldman Sachs Group, Inc.
|
5.750%
|
10/1/2016
|
5,475
|
5,421
|
Goldman Sachs Group, Inc.
|
5.625%
|
1/15/2017
|
14,750
|
14,115
|
Goldman Sachs Group, Inc.
|
6.250%
|
9/1/2017
|
25,875
|
26,374
|
Goldman Sachs Group, Inc.
|
5.950%
|
1/18/2018
|
22,500
|
22,189
|
Goldman Sachs Group, Inc.
|
6.150%
|
4/1/2018
|
10,550
|
10,512
|
Goldman Sachs Group, Inc.
|
5.950%
|
1/15/2027
|
11,250
|
9,933
|
Goldman Sachs Group, Inc.
|
6.125%
|
2/15/2033
|
11,825
|
10,839
|
Goldman Sachs Group, Inc.
|
6.345%
|
2/15/2034
|
19,225
|
16,633
|
Goldman Sachs Group, Inc.
|
6.450%
|
5/1/2036
|
3,200
|
2,957
|
Goldman Sachs Group, Inc.
|
6.750%
|
10/1/2037
|
46,175
|
43,349
|
Janus Capital Group
|
5.875%
|
9/15/2011
|
3,375
|
3,496
|
Janus Capital Group
|
6.700%
|
6/15/2017
|
2,575
|
2,596
|
Jefferies Group Inc.
|
6.450%
|
6/8/2027
|
14,325
|
12,182
|
Jefferies Group Inc.
|
6.250%
|
1/15/2036
|
7,700
|
6,074
|
Lazard Group
|
6.850%
|
6/15/2017
|
4,975
|
4,706
|
2 Lehman Brothers Capital Trust VII
|
5.857%
|
11/29/2049
|
6,575
|
4,109
|
Lehman Brothers Holdings, Inc.
|
3.950%
|
11/10/2009
|
6,925
|
6,600
|
Lehman Brothers Holdings, Inc.
|
4.250%
|
1/27/2010
|
5,875
|
5,671
|
Lehman Brothers Holdings, Inc.
|
4.500%
|
7/26/2010
|
6,275
|
6,003
|
Lehman Brothers Holdings, Inc.
|
7.875%
|
8/15/2010
|
7,000
|
7,115
|
Lehman Brothers Holdings, Inc.
|
5.000%
|
1/14/2011
|
8,400
|
8,076
|
Lehman Brothers Holdings, Inc.
|
5.750%
|
7/18/2011
|
2,200
|
2,159
|
Lehman Brothers Holdings, Inc.
|
6.625%
|
1/18/2012
|
11,325
|
11,447
|
Lehman Brothers Holdings, Inc.
|
5.250%
|
2/6/2012
|
9,625
|
9,301
|
Lehman Brothers Holdings, Inc.
|
6.000%
|
7/19/2012
|
8,800
|
8,657
|
Lehman Brothers Holdings, Inc.
|
5.625%
|
1/24/2013
|
13,500
|
13,062
|
Lehman Brothers Holdings, Inc.
|
5.750%
|
5/17/2013
|
14,525
|
14,162
|
Lehman Brothers Holdings, Inc.
|
6.200%
|
9/26/2014
|
3,445
|
3,390
|
Lehman Brothers Holdings, Inc.
|
5.500%
|
4/4/2016
|
13,850
|
12,932
|
Lehman Brothers Holdings, Inc.
|
5.750%
|
1/3/2017
|
700
|
645
|
Lehman Brothers Holdings, Inc.
|
6.500%
|
7/19/2017
|
19,975
|
19,208
|
Lehman Brothers Holdings, Inc.
|
5.875%
|
11/15/2017
|
575
|
527
|
Lehman Brothers Holdings, Inc.
|
6.750%
|
12/28/2017
|
19,650
|
19,011
|
2 Lehman Brothers Holdings, Inc.
|
6.000%
|
5/3/2032
|
7,200
|
5,578
|
Lehman Brothers Holdings, Inc.
|
7.000%
|
9/27/2027
|
11,475
|
11,033
|
Merrill Lynch & Co., Inc.
|
4.125%
|
9/10/2009
|
5,800
|
5,647
|
Merrill Lynch & Co., Inc.
|
4.250%
|
2/8/2010
|
11,205
|
10,928
|
Merrill Lynch & Co., Inc.
|
4.790%
|
8/4/2010
|
2,725
|
2,712
|
Merrill Lynch & Co., Inc.
|
5.770%
|
7/25/2011
|
8,325
|
8,470
|
Merrill Lynch & Co., Inc.
|
6.050%
|
8/15/2012
|
10,150
|
10,165
|
Merrill Lynch & Co., Inc.
|
5.450%
|
2/5/2013
|
21,025
|
20,615
|
Merrill Lynch & Co., Inc.
|
5.000%
|
2/3/2014
|
6,675
|
6,310
|
Merrill Lynch & Co., Inc.
|
5.450%
|
7/15/2014
|
3,750
|
3,607
|
Merrill Lynch & Co., Inc.
|
5.000%
|
1/15/2015
|
18,775
|
17,582
|
Merrill Lynch & Co., Inc.
|
6.050%
|
5/16/2016
|
7,675
|
7,284
|
Merrill Lynch & Co., Inc.
|
5.700%
|
5/2/2017
|
20,600
|
19,177
|
Merrill Lynch & Co., Inc.
|
6.400%
|
8/28/2017
|
24,825
|
24,262
|
Merrill Lynch & Co., Inc.
|
6.500%
|
7/15/2018
|
425
|
412
|
Merrill Lynch & Co., Inc.
|
6.875%
|
11/15/2018
|
19
|
19
|
Merrill Lynch & Co., Inc.
|
6.220%
|
9/15/2026
|
19,050
|
16,088
|
Merrill Lynch & Co., Inc.
|
6.110%
|
1/29/2037
|
5,625
|
4,473
|
Morgan Stanley Dean Witter
|
4.000%
|
1/15/2010
|
23,625
|
23,327
|
Morgan Stanley Dean Witter
|
4.250%
|
5/15/2010
|
22,355
|
22,259
|
Morgan Stanley Dean Witter
|
6.750%
|
4/15/2011
|
17,110
|
17,744
|
Morgan Stanley Dean Witter
|
5.625%
|
1/9/2012
|
6,525
|
6,601
|
Morgan Stanley Dean Witter
|
6.600%
|
4/1/2012
|
12,995
|
13,460
|
Morgan Stanley Dean Witter
|
5.750%
|
8/31/2012
|
9,400
|
9,513
|
Morgan Stanley Dean Witter
|
5.250%
|
11/2/2012
|
4,050
|
4,019
|
Morgan Stanley Dean Witter
|
5.300%
|
3/1/2013
|
17,950
|
17,745
|
Morgan Stanley Dean Witter
|
4.750%
|
4/1/2014
|
26,250
|
24,395
|
Morgan Stanley Dean Witter
|
5.375%
|
10/15/2015
|
7,100
|
6,995
|
Morgan Stanley Dean Witter
|
5.750%
|
10/18/2016
|
17,025
|
16,823
|
Morgan Stanley Dean Witter
|
5.450%
|
1/9/2017
|
7,900
|
7,438
|
Morgan Stanley Dean Witter
|
5.550%
|
4/27/2017
|
6,800
|
6,416
|
Morgan Stanley Dean Witter
|
5.950%
|
12/28/2017
|
22,050
|
21,308
|
Morgan Stanley Dean Witter
|
6.625%
|
4/1/2018
|
21,050
|
21,213
|
Morgan Stanley Dean Witter
|
6.250%
|
8/9/2026
|
18,525
|
17,143
|
Morgan Stanley Dean Witter
|
7.250%
|
4/1/2032
|
9,415
|
9,538
|
2 Schwab Capital Trust I
|
7.500%
|
11/15/2037
|
2,150
|
2,034
|
Finance Companies (1.6%)
|
|
|
|
|
Allied Capital Corp.
|
6.000%
|
4/1/2012
|
3,125
|
3,132
|
American Express Bank, FSB
|
5.550%
|
10/17/2012
|
4,225
|
4,376
|
American Express Bank, FSB
|
6.000%
|
9/13/2017
|
5,200
|
5,208
|
American Express Centurion Bank
|
4.375%
|
7/30/2009
|
2,300
|
2,325
|
American Express Centurion Bank
|
5.200%
|
11/26/2010
|
1,975
|
2,047
|
American Express Centurion Bank
|
5.550%
|
10/17/2012
|
3,100
|
3,183
|
American Express Centurion Bank
|
6.000%
|
9/13/2017
|
4,650
|
4,657
|
American Express Co.
|
4.750%
|
6/17/2009
|
2,150
|
2,173
|
American Express Co.
|
7.000%
|
3/19/2018
|
7,075
|
7,476
|
American Express Co.
|
5.250%
|
9/12/2011
|
4,000
|
4,061
|
American Express Co.
|
4.875%
|
7/15/2013
|
1,500
|
1,509
|
2 American Express Co.
|
6.800%
|
9/1/2066
|
7,565
|
7,004
|
American Express Co.
|
5.500%
|
9/12/2016
|
3,600
|
3,464
|
American Express Co.
|
6.150%
|
8/28/2017
|
8,525
|
8,568
|
American Express Co.
|
8.150%
|
3/19/2038
|
2,500
|
2,762
|
American Express Credit Corp.
|
5.000%
|
12/2/2010
|
6,075
|
6,240
|
4 American Express Travel
|
5.250%
|
11/21/2011
|
7,750
|
7,881
|
American General Finance Corp.
|
3.875%
|
10/1/2009
|
4,000
|
3,937
|
American General Finance Corp.
|
4.875%
|
5/15/2010
|
5,100
|
5,044
|
American General Finance Corp.
|
5.625%
|
8/17/2011
|
7,625
|
7,496
|
American General Finance Corp.
|
4.875%
|
7/15/2012
|
1,650
|
1,590
|
American General Finance Corp.
|
5.850%
|
6/1/2013
|
17,870
|
17,375
|
American General Finance Corp.
|
5.750%
|
9/15/2016
|
4,925
|
4,558
|
American General Finance Corp.
|
6.900%
|
12/15/2017
|
14,975
|
14,604
|
Block Financial LLC
|
7.875%
|
1/15/2013
|
2,000
|
2,150
|
CIT Group Co. of Canada
|
4.650%
|
7/1/2010
|
7,550
|
6,153
|
CIT Group Co. of Canada
|
5.200%
|
6/1/2015
|
8,575
|
6,796
|
CIT Group Co. of Canada
|
5.600%
|
11/2/2011
|
5,300
|
4,101
|
CIT Group, Inc.
|
4.250%
|
2/1/2010
|
3,475
|
2,850
|
CIT Group, Inc.
|
5.200%
|
11/3/2010
|
3,525
|
2,785
|
CIT Group, Inc.
|
4.750%
|
12/15/2010
|
3,525
|
2,820
|
CIT Group, Inc.
|
5.600%
|
4/27/2011
|
6,375
|
5,036
|
CIT Group, Inc.
|
5.800%
|
7/28/2011
|
5,325
|
4,260
|
CIT Group, Inc.
|
7.625%
|
11/30/2012
|
7,325
|
6,116
|
CIT Group, Inc.
|
5.400%
|
3/7/2013
|
7,450
|
5,960
|
CIT Group, Inc.
|
5.000%
|
2/13/2014
|
125
|
98
|
CIT Group, Inc.
|
5.125%
|
9/30/2014
|
5,625
|
4,402
|
CIT Group, Inc.
|
5.000%
|
2/1/2015
|
4,175
|
3,257
|
CIT Group, Inc.
|
5.400%
|
1/30/2016
|
2,750
|
2,097
|
CIT Group, Inc.
|
5.850%
|
9/15/2016
|
6,450
|
4,934
|
CIT Group, Inc.
|
5.650%
|
2/13/2017
|
8,825
|
6,928
|
2 CIT Group, Inc.
|
6.100%
|
3/15/2067
|
225
|
105
|
CIT Group, Inc.
|
6.000%
|
4/1/2036
|
2,150
|
1,634
|
Capital One Bank
|
5.000%
|
6/15/2009
|
4,075
|
4,048
|
Capital One Bank
|
5.750%
|
9/15/2010
|
1,975
|
1,960
|
Capital One Bank
|
6.500%
|
6/13/2013
|
1,725
|
1,722
|
Capital One Bank
|
5.125%
|
2/15/2014
|
2,450
|
2,180
|
Capital One Capital III
|
7.686%
|
8/15/2036
|
7,650
|
5,940
|
Capital One Capital IV
|
6.745%
|
2/17/2037
|
3,100
|
2,183
|
Capital One Financial
|
5.700%
|
9/15/2011
|
4,025
|
3,807
|
Capital One Financial
|
4.800%
|
2/21/2012
|
2,125
|
1,981
|
Capital One Financial
|
5.500%
|
6/1/2015
|
6,075
|
5,280
|
Capital One Financial
|
6.150%
|
9/1/2016
|
6,525
|
5,624
|
Capital One Financial
|
5.250%
|
2/21/2017
|
1,775
|
1,580
|
Capital One Financial
|
6.750%
|
9/15/2017
|
7,225
|
7,141
|
4 Capmark Financial Group
|
5.875%
|
5/10/2012
|
1,775
|
1,225
|
4 Capmark Financial Group
|
6.300%
|
5/10/2017
|
2,550
|
1,556
|
Countrywide Financial Corp.
|
5.800%
|
6/7/2012
|
8,175
|
7,521
|
Countrywide Financial Corp.
|
6.250%
|
5/15/2016
|
4,425
|
3,606
|
Countrywide Home Loan
|
6.250%
|
4/15/2009
|
1,500
|
1,410
|
Countrywide Home Loan
|
5.625%
|
7/15/2009
|
340
|
306
|
Countrywide Home Loan
|
4.125%
|
9/15/2009
|
14,035
|
12,702
|
Countrywide Home Loan
|
4.000%
|
3/22/2011
|
4,900
|
4,361
|
4 Discover Financial Services
|
6.450%
|
6/12/2017
|
1,250
|
1,138
|
General Electric Capital Corp.
|
3.125%
|
4/1/2009
|
1,000
|
1,004
|
General Electric Capital Corp.
|
3.250%
|
6/15/2009
|
4,225
|
4,248
|
General Electric Capital Corp.
|
4.625%
|
9/15/2009
|
5,525
|
5,661
|
General Electric Capital Corp.
|
8.300%
|
9/20/2009
|
275
|
296
|
General Electric Capital Corp.
|
5.250%
|
10/27/2009
|
9,725
|
10,072
|
General Electric Capital Corp.
|
4.250%
|
9/13/2010
|
7,900
|
8,091
|
General Electric Capital Corp.
|
4.875%
|
10/21/2010
|
11,450
|
11,912
|
General Electric Capital Corp.
|
6.125%
|
2/22/2011
|
18,425
|
19,555
|
General Electric Capital Corp.
|
5.500%
|
4/28/2011
|
15,300
|
16,030
|
General Electric Capital Corp.
|
5.875%
|
2/15/2012
|
31,490
|
33,471
|
General Electric Capital Corp.
|
4.375%
|
3/3/2012
|
11,200
|
11,335
|
General Electric Capital Corp.
|
5.000%
|
4/10/2012
|
250
|
256
|
General Electric Capital Corp.
|
6.000%
|
6/15/2012
|
18,175
|
19,358
|
General Electric Capital Corp.
|
5.250%
|
10/19/2012
|
48,375
|
50,339
|
General Electric Capital Corp.
|
5.450%
|
1/15/2013
|
7,675
|
8,074
|
General Electric Capital Corp.
|
5.500%
|
6/4/2014
|
15,725
|
16,452
|
General Electric Capital Corp.
|
5.650%
|
6/9/2014
|
13,750
|
14,497
|
General Electric Capital Corp.
|
5.000%
|
1/8/2016
|
13,000
|
13,059
|
General Electric Capital Corp.
|
5.375%
|
10/20/2016
|
4,450
|
4,525
|
General Electric Capital Corp.
|
5.400%
|
2/15/2017
|
24,400
|
24,953
|
General Electric Capital Corp.
|
5.625%
|
9/15/2017
|
9,650
|
9,940
|
2 General Electric Capital Corp.
|
6.375%
|
11/15/2067
|
12,800
|
12,606
|
General Electric Capital Corp.
|
6.750%
|
3/15/2032
|
38,585
|
41,436
|
General Electric Capital Corp.
|
6.150%
|
8/7/2037
|
11,775
|
11,781
|
General Electric Capital Corp.
|
5.875%
|
1/14/2038
|
49,125
|
47,573
|
2 HSBC Finance Capital Trust IX
|
5.911%
|
11/30/2035
|
2,700
|
2,308
|
HSBC Finance Corp.
|
4.750%
|
5/15/2009
|
17,900
|
17,881
|
HSBC Finance Corp.
|
4.125%
|
11/16/2009
|
6,300
|
6,231
|
HSBC Finance Corp.
|
4.625%
|
9/15/2010
|
16,600
|
16,872
|
HSBC Finance Corp.
|
5.250%
|
1/14/2011
|
21,400
|
21,598
|
HSBC Finance Corp.
|
5.700%
|
6/1/2011
|
12,300
|
12,388
|
HSBC Finance Corp.
|
6.375%
|
10/15/2011
|
15,900
|
16,383
|
HSBC Finance Corp.
|
7.000%
|
5/15/2012
|
10,375
|
11,004
|
HSBC Finance Corp.
|
5.900%
|
6/19/2012
|
5,500
|
5,615
|
HSBC Finance Corp.
|
6.375%
|
11/27/2012
|
8,490
|
8,587
|
HSBC Finance Corp.
|
4.750%
|
7/15/2013
|
1,750
|
1,692
|
HSBC Finance Corp.
|
5.250%
|
1/15/2014
|
5,600
|
5,606
|
HSBC Finance Corp.
|
5.000%
|
6/30/2015
|
33,225
|
31,899
|
HSBC Finance Corp.
|
5.500%
|
1/19/2016
|
1,250
|
1,206
|
Heller Financial, Inc.
|
7.375%
|
11/1/2009
|
4,500
|
4,806
|
International Lease Finance Corp.
|
4.875%
|
9/1/2010
|
1,625
|
1,608
|
International Lease Finance Corp.
|
5.125%
|
11/1/2010
|
2,850
|
2,836
|
International Lease Finance Corp.
|
4.950%
|
2/1/2011
|
13,350
|
13,305
|
International Lease Finance Corp.
|
5.450%
|
3/24/2011
|
5,700
|
5,749
|
International Lease Finance Corp.
|
5.750%
|
6/15/2011
|
21,325
|
21,454
|
International Lease Finance Corp.
|
5.300%
|
5/1/2012
|
6,075
|
5,947
|
International Lease Finance Corp.
|
5.000%
|
9/15/2012
|
9,350
|
9,029
|
International Lease Finance Corp.
|
6.375%
|
3/25/2013
|
9,475
|
9,570
|
International Lease Finance Corp.
|
5.625%
|
9/20/2013
|
8,465
|
8,304
|
International Lease Finance Corp.
|
5.650%
|
6/1/2014
|
11,525
|
11,187
|
SLM Corp.
|
4.500%
|
7/26/2010
|
3,175
|
2,591
|
SLM Corp.
|
5.400%
|
10/25/2011
|
21,550
|
16,864
|
SLM Corp.
|
5.375%
|
1/15/2013
|
5,325
|
4,152
|
SLM Corp.
|
5.000%
|
10/1/2013
|
500
|
381
|
SLM Corp.
|
5.050%
|
11/14/2014
|
2,400
|
1,766
|
SLM Corp.
|
5.625%
|
8/1/2033
|
6,200
|
4,428
|
iStar Financial Inc.
|
5.800%
|
3/15/2011
|
5,000
|
3,900
|
iStar Financial Inc.
|
5.650%
|
9/15/2011
|
5,750
|
4,375
|
iStar Financial Inc.
|
5.150%
|
3/1/2012
|
5,775
|
4,241
|
iStar Financial Inc.
|
5.950%
|
10/15/2013
|
4,550
|
3,413
|
iStar Financial Inc.
|
5.875%
|
3/15/2016
|
3,725
|
2,682
|
iStar Financial Inc.
|
5.850%
|
3/15/2017
|
600
|
431
|
Insurance (1.1%)
|
|
|
|
|
ACE Capital Trust II
|
9.700%
|
4/1/2030
|
2,200
|
2,537
|
ACE INA Holdings, Inc.
|
5.700%
|
2/15/2017
|
3,150
|
3,165
|
ACE INA Holdings, Inc.
|
5.800%
|
3/15/2018
|
2,125
|
2,152
|
AEGON Funding Corp.
|
5.750%
|
12/15/2020
|
1,350
|
1,282
|
AEGON NV
|
4.750%
|
6/1/2013
|
2,225
|
2,184
|
AXA Financial, Inc.
|
7.750%
|
8/1/2010
|
1,075
|
1,173
|
AXA SA
|
8.600%
|
12/15/2030
|
10,550
|
11,315
|
Aetna, Inc.
|
7.875%
|
3/1/2011
|
1,700
|
1,844
|
Aetna, Inc.
|
5.750%
|
6/15/2011
|
1,400
|
1,465
|
Aetna, Inc.
|
6.000%
|
6/15/2016
|
11,150
|
11,272
|
Aetna, Inc.
|
6.625%
|
6/15/2036
|
9,350
|
8,880
|
Aetna, Inc.
|
6.750%
|
12/15/2037
|
225
|
217
|
Allied World Assurance
|
7.500%
|
8/1/2016
|
6,100
|
6,148
|
Allstate Corp.
|
7.200%
|
12/1/2009
|
8,740
|
9,247
|
Allstate Corp.
|
6.125%
|
2/15/2012
|
2,950
|
3,152
|
Allstate Corp.
|
5.000%
|
8/15/2014
|
2,475
|
2,491
|
2 Allstate Corp.
|
6.125%
|
5/15/2037
|
2,700
|
2,453
|
Allstate Corp.
|
6.125%
|
12/15/2032
|
2,850
|
2,674
|
Allstate Corp.
|
5.350%
|
6/1/2033
|
1,120
|
945
|
Allstate Corp.
|
5.550%
|
5/9/2035
|
1,625
|
1,386
|
2 Allstate Corp.
|
6.500%
|
5/15/2057
|
6,525
|
5,596
|
Allstate Life Global Funding
|
4.500%
|
5/29/2009
|
1,350
|
1,359
|
Ambac, Inc.
|
5.950%
|
12/5/2035
|
9,000
|
5,400
|
Ambac, Inc.
|
6.150%
|
2/15/2037
|
925
|
370
|
American General Capital II
|
8.500%
|
7/1/2030
|
8,590
|
9,525
|
American International Group, Inc.
|
4.700%
|
10/1/2010
|
1,450
|
1,444
|
American International Group, Inc.
|
5.375%
|
10/18/2011
|
4,200
|
4,259
|
American International Group, Inc.
|
4.950%
|
3/20/2012
|
13,725
|
13,706
|
American International Group, Inc.
|
5.050%
|
10/1/2015
|
9,175
|
8,704
|
American International Group, Inc.
|
5.600%
|
10/18/2016
|
1,875
|
1,834
|
American International Group, Inc.
|
5.450%
|
5/18/2017
|
9,475
|
9,191
|
American International Group, Inc.
|
5.850%
|
1/16/2018
|
18,600
|
18,153
|
American International Group, Inc.
|
6.250%
|
5/1/2036
|
11,075
|
10,547
|
American International Group, Inc.
|
6.250%
|
3/15/2037
|
3,310
|
2,665
|
Aon Capital Trust
|
8.205%
|
1/1/2027
|
1,200
|
1,158
|
Arch Capital Group Ltd.
|
7.350%
|
5/1/2034
|
3,250
|
3,093
|
Aspen Insurance Holdings Ltd.
|
6.000%
|
8/15/2014
|
3,300
|
3,427
|
Assurant, Inc.
|
5.625%
|
2/15/2014
|
1,450
|
1,402
|
Assurant, Inc.
|
6.750%
|
2/15/2034
|
4,100
|
3,909
|
Axis Capital Holdings
|
5.750%
|
12/1/2014
|
2,700
|
2,559
|
Berkshire Hathaway Finance Corp.
|
4.125%
|
1/15/2010
|
7,900
|
8,069
|
Berkshire Hathaway Finance Corp.
|
4.200%
|
12/15/2010
|
4,150
|
4,287
|
Berkshire Hathaway Finance Corp.
|
5.125%
|
9/15/2012
|
3,500
|
3,686
|
Berkshire Hathaway Finance Corp.
|
4.625%
|
10/15/2013
|
4,475
|
4,627
|
Berkshire Hathaway Finance Corp.
|
5.100%
|
7/15/2014
|
550
|
573
|
Berkshire Hathaway Finance Corp.
|
4.850%
|
1/15/2015
|
13,400
|
13,719
|
CIGNA Corp.
|
6.350%
|
3/15/2018
|
900
|
911
|
CIGNA Corp.
|
7.875%
|
5/15/2027
|
1,300
|
1,406
|
CIGNA Corp.
|
6.150%
|
11/15/2036
|
7,100
|
6,289
|
CNA Financial Corp.
|
6.000%
|
8/15/2011
|
3,225
|
3,211
|
CNA Financial Corp.
|
5.850%
|
12/15/2014
|
4,225
|
4,038
|
CNA Financial Corp.
|
6.500%
|
8/15/2016
|
6,950
|
6,937
|
2 Chubb Corp.
|
6.375%
|
3/29/2037
|
7,000
|
6,473
|
Chubb Corp.
|
6.000%
|
5/11/2037
|
8,600
|
7,797
|
Cincinnati Financial Corp.
|
6.920%
|
5/15/2028
|
550
|
567
|
Cincinnati Financial Corp.
|
6.125%
|
11/1/2034
|
4,300
|
4,027
|
Commerce Group, Inc.
|
5.950%
|
12/9/2013
|
1,750
|
1,785
|
Coventry Health Care Inc.
|
6.300%
|
8/15/2014
|
4,725
|
4,672
|
2 Everest Reinsurance Holdings, Inc.
|
6.600%
|
5/15/2037
|
2,775
|
1,966
|
Fidelity National Financial, Inc.
|
7.300%
|
8/15/2011
|
4,850
|
5,109
|
Fund American Cos., Inc.
|
5.875%
|
5/15/2013
|
1,925
|
1,988
|
GE Global Insurance Holdings Corp.
|
6.450%
|
3/1/2019
|
1,425
|
1,490
|
GE Global Insurance Holdings Corp.
|
7.000%
|
2/15/2026
|
4,200
|
4,301
|
GE Global Insurance Holdings Corp.
|
7.750%
|
6/15/2030
|
1,650
|
1,801
|
Genworth Financial, Inc.
|
4.750%
|
6/15/2009
|
1,600
|
1,603
|
Genworth Financial, Inc.
|
5.125%
|
3/15/2011
|
750
|
768
|
Genworth Financial, Inc.
|
5.650%
|
6/15/2012
|
5,000
|
5,112
|
Genworth Financial, Inc.
|
5.750%
|
6/15/2014
|
1,025
|
997
|
Genworth Financial, Inc.
|
4.950%
|
10/1/2015
|
1,225
|
1,125
|
2 Genworth Financial, Inc.
|
6.150%
|
11/15/2066
|
3,505
|
2,775
|
Genworth Financial, Inc.
|
6.500%
|
6/15/2034
|
3,975
|
3,611
|
Hartford Financial Services Group, Inc.
|
5.250%
|
10/15/2011
|
4,675
|
4,829
|
Hartford Financial Services Group, Inc.
|
4.625%
|
7/15/2013
|
1,800
|
1,770
|
Hartford Financial Services Group, Inc.
|
5.500%
|
10/15/2016
|
3,250
|
3,137
|
Hartford Financial Services Group, Inc.
|
5.375%
|
3/15/2017
|
3,200
|
3,046
|
Hartford Financial Services Group, Inc.
|
6.300%
|
3/15/2018
|
350
|
356
|
Hartford Financial Services Group, Inc.
|
5.950%
|
10/15/2036
|
2,900
|
2,547
|
Hartford Financial Services Group, Inc.
|
6.100%
|
10/1/2041
|
4,075
|
3,586
|
Humana Inc.
|
6.450%
|
6/1/2016
|
6,025
|
6,014
|
Humana Inc.
|
6.300%
|
8/1/2018
|
250
|
243
|
2 ING Capital Funding Trust III
|
5.775%
|
12/8/2049
|
12,700
|
10,445
|
ING USA Global
|
4.500%
|
10/1/2010
|
13,000
|
13,413
|
Lincoln National Corp.
|
6.200%
|
12/15/2011
|
1,225
|
1,283
|
Lincoln National Corp.
|
5.650%
|
8/27/2012
|
3,975
|
4,064
|
2 Lincoln National Corp.
|
6.050%
|
4/20/2067
|
7,150
|
6,182
|
Lincoln National Corp.
|
6.150%
|
4/7/2036
|
7,250
|
6,633
|
Loews Corp.
|
5.250%
|
3/15/2016
|
1,500
|
1,483
|
Loews Corp.
|
6.000%
|
2/1/2035
|
650
|
587
|
Marsh & McLennan Cos., Inc.
|
5.150%
|
9/15/2010
|
3,075
|
3,113
|
Marsh & McLennan Cos., Inc.
|
6.250%
|
3/15/2012
|
6,225
|
6,485
|
Marsh & McLennan Cos., Inc.
|
5.375%
|
7/15/2014
|
550
|
534
|
Marsh & McLennan Cos., Inc.
|
5.750%
|
9/15/2015
|
8,850
|
8,499
|
Marsh & McLennan Cos., Inc.
|
5.875%
|
8/1/2033
|
1,400
|
1,173
|
MetLife, Inc.
|
6.125%
|
12/1/2011
|
850
|
898
|
MetLife, Inc.
|
5.375%
|
12/15/2012
|
7,475
|
7,610
|
MetLife, Inc.
|
5.000%
|
11/24/2013
|
4,900
|
4,999
|
MetLife, Inc.
|
5.500%
|
6/15/2014
|
650
|
669
|
MetLife, Inc.
|
5.000%
|
6/15/2015
|
2,725
|
2,688
|
MetLife, Inc.
|
6.500%
|
12/15/2032
|
3,450
|
3,373
|
MetLife, Inc.
|
6.375%
|
6/15/2034
|
2,150
|
2,055
|
MetLife, Inc.
|
5.700%
|
6/15/2035
|
975
|
850
|
MetLife, Inc.
|
6.400%
|
12/15/2036
|
7,960
|
6,475
|
Nationwide Financial Services
|
6.750%
|
5/15/2037
|
750
|
624
|
Principal Financial Group, Inc.
|
6.050%
|
10/15/2036
|
3,000
|
2,689
|
Principal Life Income Funding
|
5.125%
|
3/1/2011
|
4,675
|
4,835
|
Principal Life Income Funding
|
5.300%
|
12/14/2012
|
6,675
|
6,945
|
Principal Life Income Funding
|
5.100%
|
4/15/2014
|
4,825
|
4,720
|
Progressive Corp.
|
6.375%
|
1/15/2012
|
1,950
|
2,080
|
2 Progressive Corp.
|
6.700%
|
6/15/2037
|
5,350
|
4,672
|
Progressive Corp.
|
6.625%
|
3/1/2029
|
5,175
|
5,371
|
Progressive Corp.
|
6.250%
|
12/1/2032
|
325
|
308
|
Protective Life Secured Trust
|
4.850%
|
8/16/2010
|
2,225
|
2,301
|
Prudential Financial, Inc.
|
5.100%
|
12/14/2011
|
450
|
460
|
Prudential Financial, Inc.
|
5.800%
|
6/15/2012
|
2,400
|
2,524
|
Prudential Financial, Inc.
|
5.150%
|
1/15/2013
|
2,325
|
2,360
|
Prudential Financial, Inc.
|
4.500%
|
7/15/2013
|
3,325
|
3,302
|
Prudential Financial, Inc.
|
4.750%
|
4/1/2014
|
2,125
|
2,050
|
Prudential Financial, Inc.
|
5.100%
|
9/20/2014
|
5,650
|
5,544
|
Prudential Financial, Inc.
|
5.500%
|
3/15/2016
|
725
|
727
|
Prudential Financial, Inc.
|
6.100%
|
6/15/2017
|
4,225
|
4,246
|
Prudential Financial, Inc.
|
6.000%
|
12/1/2017
|
4,350
|
4,372
|
Prudential Financial, Inc.
|
5.750%
|
7/15/2033
|
1,800
|
1,596
|
Prudential Financial, Inc.
|
5.400%
|
6/13/2035
|
2,300
|
1,919
|
Prudential Financial, Inc.
|
5.900%
|
3/17/2036
|
4,400
|
3,940
|
Prudential Financial, Inc.
|
5.700%
|
12/14/2036
|
16,075
|
13,790
|
Prudential Financial, Inc.
|
6.625%
|
12/1/2037
|
6,825
|
6,642
|
St. Paul Travelers Cos., Inc.
|
5.500%
|
12/1/2015
|
1,700
|
1,697
|
St. Paul Travelers Cos., Inc.
|
6.250%
|
6/20/2016
|
2,875
|
3,001
|
Torchmark Corp.
|
6.375%
|
6/15/2016
|
4,225
|
4,458
|
Travelers Cos. Inc.
|
5.375%
|
6/15/2012
|
300
|
307
|
2 Travelers Cos. Inc.
|
6.250%
|
3/15/2037
|
2,975
|
2,624
|
Travelers Cos. Inc.
|
5.750%
|
12/15/2017
|
4,450
|
4,506
|
Travelers Cos. Inc.
|
6.250%
|
6/15/2037
|
15,700
|
14,921
|
Travelers Property Casualty Corp.
|
6.375%
|
3/15/2033
|
475
|
466
|
UnitedHealth Group, Inc.
|
4.125%
|
8/15/2009
|
6,775
|
6,738
|
UnitedHealth Group, Inc.
|
5.500%
|
11/15/2012
|
11,375
|
11,600
|
UnitedHealth Group, Inc.
|
4.875%
|
2/15/2013
|
5,425
|
5,355
|
UnitedHealth Group, Inc.
|
5.000%
|
8/15/2014
|
4,925
|
4,761
|
UnitedHealth Group, Inc.
|
4.875%
|
3/15/2015
|
2,500
|
2,372
|
UnitedHealth Group, Inc.
|
6.000%
|
6/15/2017
|
1,300
|
1,295
|
UnitedHealth Group, Inc.
|
6.000%
|
11/15/2017
|
1,250
|
1,245
|
UnitedHealth Group, Inc.
|
6.000%
|
2/15/2018
|
5,925
|
5,779
|
UnitedHealth Group, Inc.
|
5.800%
|
3/15/2036
|
1,500
|
1,232
|
UnitedHealth Group, Inc.
|
6.500%
|
6/15/2037
|
2,125
|
1,922
|
UnitedHealth Group, Inc.
|
6.625%
|
11/15/2037
|
8,125
|
7,367
|
UnitedHealth Group, Inc.
|
6.875%
|
2/15/2038
|
2,125
|
2,026
|
WellPoint Inc.
|
4.250%
|
12/15/2009
|
1,750
|
1,749
|
WellPoint Inc.
|
5.000%
|
1/15/2011
|
5,700
|
5,768
|
WellPoint Inc.
|
6.375%
|
1/15/2012
|
3,815
|
4,056
|
WellPoint Inc.
|
6.800%
|
8/1/2012
|
2,710
|
2,872
|
WellPoint Inc.
|
5.000%
|
12/15/2014
|
5,400
|
5,069
|
WellPoint Inc.
|
5.250%
|
1/15/2016
|
750
|
707
|
WellPoint Inc.
|
5.875%
|
6/15/2017
|
5,200
|
5,144
|
WellPoint Inc.
|
5.950%
|
12/15/2034
|
7,250
|
6,466
|
WellPoint Inc.
|
5.850%
|
1/15/2036
|
4,400
|
3,814
|
WellPoint Inc.
|
6.375%
|
6/15/2037
|
7,450
|
6,649
|
Willis North America Inc.
|
5.125%
|
7/15/2010
|
1,100
|
1,111
|
Willis North America Inc.
|
5.625%
|
7/15/2015
|
4,550
|
4,424
|
Willis North America Inc.
|
6.200%
|
3/28/2017
|
2,500
|
2,445
|
2 XL Capital Ltd.
|
6.500%
|
12/15/2049
|
5,150
|
3,629
|
XL Capital Ltd.
|
5.250%
|
9/15/2014
|
4,950
|
4,347
|
XL Capital Ltd.
|
6.375%
|
11/15/2024
|
575
|
466
|
XL Capital Ltd.
|
6.250%
|
5/15/2027
|
8,625
|
6,616
|
Real Estate Investment Trusts (0.4%)
|
|
|
|
|
Arden Realty LP
|
5.250%
|
3/1/2015
|
1,075
|
1,095
|
AvalonBay Communities, Inc.
|
5.500%
|
1/15/2012
|
2,450
|
2,375
|
AvalonBay Communities, Inc.
|
6.125%
|
11/1/2012
|
1,000
|
988
|
AvalonBay Communities, Inc.
|
5.750%
|
9/15/2016
|
975
|
897
|
Boston Properties, Inc.
|
6.250%
|
1/15/2013
|
4,890
|
4,983
|
Boston Properties, Inc.
|
5.625%
|
4/15/2015
|
5,250
|
5,014
|
Brandywine Operating Partnership
|
4.500%
|
11/1/2009
|
4,475
|
4,291
|
Brandywine Operating Partnership
|
5.625%
|
12/15/2010
|
2,925
|
2,788
|
Brandywine Operating Partnership
|
5.400%
|
11/1/2014
|
1,175
|
995
|
Camden Property Trust
|
5.700%
|
5/15/2017
|
3,700
|
3,150
|
Colonial Realty LP
|
5.500%
|
10/1/2015
|
2,675
|
2,194
|
Developers Diversified Realty Corp.
|
5.250%
|
4/15/2011
|
500
|
483
|
Developers Diversified Realty Corp.
|
5.375%
|
10/15/2012
|
4,675
|
4,310
|
Duke Realty LP
|
5.625%
|
8/15/2011
|
2,000
|
1,919
|
Duke Realty LP
|
5.950%
|
2/15/2017
|
5,250
|
4,658
|
ERP Operating LP
|
6.625%
|
3/15/2012
|
4,295
|
4,367
|
ERP Operating LP
|
5.500%
|
10/1/2012
|
3,500
|
3,387
|
ERP Operating LP
|
5.250%
|
9/15/2014
|
725
|
659
|
ERP Operating LP
|
5.125%
|
3/15/2016
|
3,200
|
2,825
|
ERP Operating LP
|
5.375%
|
8/1/2016
|
3,725
|
3,320
|
ERP Operating LP
|
5.750%
|
6/15/2017
|
1,375
|
1,257
|
HCP Inc.
|
6.700%
|
1/30/2018
|
6,650
|
5,712
|
HRPT Properties Trust
|
6.250%
|
8/15/2016
|
1,750
|
1,633
|
HRPT Properties Trust
|
6.250%
|
6/15/2017
|
4,375
|
4,049
|
Health Care Property Investors, Inc.
|
6.450%
|
6/25/2012
|
4,800
|
4,605
|
Health Care Property Investors, Inc.
|
5.650%
|
12/15/2013
|
9,750
|
8,888
|
Health Care Property Investors, Inc.
|
6.300%
|
9/15/2016
|
3,200
|
2,708
|
Health Care Property Investors, Inc.
|
6.000%
|
1/30/2017
|
2,125
|
1,755
|
Health Care Property Investors, Inc.
|
5.625%
|
5/1/2017
|
100
|
80
|
Health Care REIT, Inc.
|
6.000%
|
11/15/2013
|
250
|
245
|
Health Care REIT, Inc.
|
6.200%
|
6/1/2016
|
10,675
|
9,640
|
Hospitality Properties
|
5.125%
|
2/15/2015
|
6,245
|
5,237
|
Kimco Realty Corp.
|
5.783%
|
3/15/2016
|
1,350
|
1,261
|
Liberty Property LP
|
5.125%
|
3/2/2015
|
9,625
|
8,709
|
Liberty Property LP
|
5.500%
|
12/15/2016
|
2,425
|
2,179
|
National Retail Properties
|
6.875%
|
10/15/2017
|
11,275
|
10,854
|
Nationwide Health Properties, Inc.
|
6.250%
|
2/1/2013
|
4,900
|
4,983
|
ProLogis
|
5.250%
|
11/15/2010
|
2,475
|
2,480
|
ProLogis
|
5.500%
|
3/1/2013
|
2,575
|
2,525
|
ProLogis
|
5.625%
|
11/15/2015
|
3,525
|
3,256
|
ProLogis
|
5.750%
|
4/1/2016
|
3,225
|
2,958
|
ProLogis
|
5.625%
|
11/15/2016
|
3,925
|
3,538
|
Realty Income Corp.
|
6.750%
|
8/15/2019
|
6,925
|
6,492
|
Regency Centers LP
|
6.750%
|
1/15/2012
|
7,225
|
7,396
|
Regency Centers LP
|
5.250%
|
8/1/2015
|
2,800
|
2,496
|
Simon Property Group Inc.
|
4.875%
|
8/15/2010
|
7,850
|
7,813
|
Simon Property Group Inc.
|
5.600%
|
9/1/2011
|
3,250
|
3,214
|
Simon Property Group Inc.
|
5.000%
|
3/1/2012
|
3,975
|
3,914
|
Simon Property Group Inc.
|
6.350%
|
8/28/2012
|
55
|
56
|
Simon Property Group Inc.
|
5.625%
|
8/15/2014
|
150
|
145
|
Simon Property Group Inc.
|
5.750%
|
12/1/2015
|
16,025
|
15,234
|
Simon Property Group Inc.
|
5.250%
|
12/1/2016
|
16,200
|
14,685
|
Simon Property Group Inc.
|
5.875%
|
3/1/2017
|
3,675
|
3,467
|
Tanger Factory Outlet Centers, Inc.
|
6.150%
|
11/15/2015
|
4,250
|
4,417
|
Vornado Realty
|
5.600%
|
2/15/2011
|
4,000
|
3,866
|
Other (0.0%)
|
|
|
|
|
XTRA Finance Corp.
|
5.150%
|
4/1/2017
|
15,400
|
15,837
|
|
|
|
|
|
|
|
|
|
5,050,088
|
|
|
|
|
|
Industrial (8.9%)
|
|
|
|
|
Basic Industry (0.5%)
|
|
|
|
|
Alcan, Inc.
|
6.450%
|
3/15/2011
|
950
|
999
|
Alcan, Inc.
|
4.875%
|
9/15/2012
|
1,050
|
1,066
|
Alcan, Inc.
|
4.500%
|
5/15/2013
|
5,175
|
5,189
|
Alcan, Inc.
|
5.200%
|
1/15/2014
|
875
|
857
|
Alcan, Inc.
|
5.000%
|
6/1/2015
|
1,050
|
1,024
|
Alcan, Inc.
|
6.125%
|
12/15/2033
|
8,000
|
7,807
|
Alcoa, Inc.
|
6.000%
|
1/15/2012
|
4,225
|
4,378
|
Alcoa, Inc.
|
5.375%
|
1/15/2013
|
5,150
|
5,212
|
Alcoa, Inc.
|
5.720%
|
2/23/2019
|
5,773
|
5,592
|
Alcoa, Inc.
|
5.870%
|
2/23/2022
|
1,577
|
1,525
|
Alcoa, Inc.
|
5.900%
|
2/1/2027
|
3,200
|
2,885
|
Aluminum Co. of America
|
6.750%
|
1/15/2028
|
750
|
730
|
BHP Billiton Finance
|
4.800%
|
4/15/2013
|
6,240
|
6,271
|
BHP Billiton Finance
|
5.250%
|
12/15/2015
|
5,150
|
5,007
|
BHP Finance USA Ltd.
|
5.125%
|
3/29/2012
|
4,300
|
4,415
|
BHP Finance USA Ltd.
|
5.400%
|
3/29/2017
|
940
|
916
|
Barrick Gold Finance Inc.
|
4.875%
|
11/15/2014
|
3,325
|
3,269
|
Celulosa Arauco Constitution SA
|
8.625%
|
8/15/2010
|
7,825
|
8,666
|
Celulosa Arauco Constitution SA
|
5.625%
|
4/20/2015
|
2,625
|
2,625
|
Commercial Metals Co.
|
6.500%
|
7/15/2017
|
2,750
|
2,837
|
Dow Chemical Co.
|
6.125%
|
2/1/2011
|
12,500
|
13,133
|
Dow Chemical Co.
|
6.000%
|
10/1/2012
|
2,025
|
2,129
|
Dow Chemical Co.
|
7.375%
|
11/1/2029
|
3,900
|
4,149
|
E.I. du Pont de Nemours & Co.
|
6.875%
|
10/15/2009
|
6,200
|
6,533
|
E.I. du Pont de Nemours & Co.
|
4.125%
|
4/30/2010
|
5,350
|
5,494
|
E.I. du Pont de Nemours & Co.
|
4.750%
|
11/15/2012
|
3,745
|
3,867
|
E.I. du Pont de Nemours & Co.
|
5.000%
|
1/15/2013
|
2,225
|
2,322
|
E.I. du Pont de Nemours & Co.
|
5.250%
|
12/15/2016
|
800
|
813
|
E.I. du Pont de Nemours & Co.
|
6.500%
|
1/15/2028
|
2,050
|
2,161
|
Eastman Chemical Co.
|
7.250%
|
1/15/2024
|
675
|
692
|
Eastman Chemical Co.
|
7.600%
|
2/1/2027
|
2,563
|
2,726
|
Falconbridge Ltd.
|
7.350%
|
6/5/2012
|
1,275
|
1,374
|
Falconbridge Ltd.
|
5.375%
|
6/1/2015
|
450
|
432
|
ICI Wilmington
|
5.625%
|
12/1/2013
|
900
|
953
|
Inco Ltd.
|
7.750%
|
5/15/2012
|
60
|
67
|
Inco Ltd.
|
5.700%
|
10/15/2015
|
4,300
|
4,241
|
Inco Ltd.
|
7.200%
|
9/15/2032
|
1,500
|
1,460
|
International Paper Co.
|
5.850%
|
10/30/2012
|
2,893
|
2,988
|
International Paper Co.
|
4.000%
|
4/1/2010
|
500
|
498
|
International Paper Co.
|
5.300%
|
4/1/2015
|
5,650
|
5,481
|
Lubrizol Corp.
|
5.500%
|
10/1/2014
|
9,650
|
9,435
|
Lubrizol Corp.
|
6.500%
|
10/1/2034
|
4,135
|
4,153
|
MeadWestvaco Corp.
|
6.850%
|
4/1/2012
|
1,515
|
1,589
|
Monsanto Co.
|
7.375%
|
8/15/2012
|
1,025
|
1,152
|
Newmont Mining
|
5.875%
|
4/1/2035
|
3,125
|
2,554
|
Noranda, Inc.
|
7.250%
|
7/15/2012
|
3,750
|
4,117
|
Noranda, Inc.
|
6.000%
|
10/15/2015
|
1,450
|
1,435
|
Noranda, Inc.
|
5.500%
|
6/15/2017
|
6,650
|
6,212
|
Nucor Corp.
|
5.000%
|
12/1/2012
|
1,000
|
1,032
|
Nucor Corp.
|
5.750%
|
12/1/2017
|
3,175
|
3,275
|
Nucor Corp.
|
6.400%
|
12/1/2037
|
2,175
|
2,205
|
PPG Industries, Inc.
|
5.750%
|
3/15/2013
|
4,900
|
5,053
|
PPG Industries, Inc.
|
6.650%
|
3/15/2018
|
4,350
|
4,593
|
Placer Dome, Inc.
|
6.450%
|
10/15/2035
|
2,275
|
2,194
|
Plum Creek Timber Co.
|
5.875%
|
11/15/2015
|
4,275
|
4,379
|
Potash Corp. of Saskatchewan
|
7.750%
|
5/31/2011
|
10,425
|
11,676
|
Potash Corp. of Saskatchewan
|
4.875%
|
3/1/2013
|
2,025
|
2,063
|
Potash Corp. of Saskatchewan
|
5.875%
|
12/1/2036
|
975
|
899
|
Praxair, Inc.
|
6.375%
|
4/1/2012
|
2,250
|
2,428
|
Praxair, Inc.
|
3.950%
|
6/1/2013
|
600
|
602
|
Praxair, Inc.
|
5.250%
|
11/15/2014
|
7,200
|
7,833
|
Praxair, Inc.
|
4.625%
|
3/30/2015
|
425
|
423
|
Praxair, Inc.
|
5.200%
|
3/15/2017
|
1,400
|
1,397
|
Reliance Steel & Aluminum
|
6.200%
|
11/15/2016
|
350
|
360
|
Reliance Steel & Aluminum
|
6.850%
|
11/15/2036
|
650
|
619
|
Rohm & Haas Co.
|
5.600%
|
3/15/2013
|
150
|
155
|
Rohm & Haas Co.
|
6.000%
|
9/15/2017
|
4,900
|
4,971
|
2 Rohm & Haas Co.
|
9.800%
|
4/15/2020
|
2,480
|
3,101
|
Rohm & Haas Co.
|
7.850%
|
7/15/2029
|
2,425
|
2,713
|
Southern Copper Corp.
|
7.500%
|
7/27/2035
|
9,050
|
9,242
|
Teck Cominco Ltd.
|
6.125%
|
10/1/2035
|
6,525
|
5,557
|
US Steel Corp.
|
6.050%
|
6/1/2017
|
4,775
|
4,328
|
US Steel Corp.
|
7.000%
|
2/1/2018
|
2,900
|
2,794
|
US Steel Corp.
|
6.650%
|
6/1/2037
|
275
|
231
|
Vale Overseas Ltd.
|
6.250%
|
1/11/2016
|
2,525
|
2,525
|
Vale Overseas Ltd.
|
6.250%
|
1/23/2017
|
5,500
|
5,486
|
Vale Overseas Ltd.
|
8.250%
|
1/17/2034
|
2,925
|
3,225
|
Vale Overseas Ltd.
|
6.875%
|
11/21/2036
|
16,237
|
15,669
|
Westvaco Corp.
|
8.200%
|
1/15/2030
|
1,050
|
1,086
|
Weyerhaeuser Co.
|
6.750%
|
3/15/2012
|
16,710
|
17,552
|
Weyerhaeuser Co.
|
7.375%
|
3/15/2032
|
8,755
|
8,705
|
Capital Goods (0.9%)
|
|
|
|
|
24 BAE Systems Asset Trust
|
7.156%
|
12/15/2011
|
2,137
|
2,302
|
4 BAE Systems Holdings Inc.
|
5.200%
|
8/15/2015
|
700
|
705
|
Bemis Co. Inc.
|
4.875%
|
4/1/2012
|
1,500
|
1,516
|
Boeing Capital Corp.
|
7.375%
|
9/27/2010
|
3,250
|
3,504
|
Boeing Capital Corp.
|
6.500%
|
2/15/2012
|
15,175
|
16,511
|
Boeing Capital Corp.
|
5.800%
|
1/15/2013
|
6,290
|
6,793
|
Boeing Co.
|
5.125%
|
2/15/2013
|
75
|
79
|
Boeing Co.
|
8.750%
|
8/15/2021
|
1,450
|
1,905
|
Boeing Co.
|
7.250%
|
6/15/2025
|
2,275
|
2,676
|
Boeing Co.
|
8.750%
|
9/15/2031
|
975
|
1,343
|
Boeing Co.
|
6.125%
|
2/15/2033
|
200
|
214
|
Boeing Co.
|
6.625%
|
2/15/2038
|
5,045
|
5,643
|
CRH America Inc.
|
5.625%
|
9/30/2011
|
4,375
|
4,387
|
CRH America Inc.
|
6.950%
|
3/15/2012
|
6,210
|
6,630
|
CRH America Inc.
|
5.300%
|
10/15/2013
|
875
|
853
|
CRH America Inc.
|
6.000%
|
9/30/2016
|
15,375
|
14,707
|
CRH America Inc.
|
6.400%
|
10/15/2033
|
2,670
|
2,367
|
Caterpillar Financial Services Corp.
|
4.150%
|
1/15/2010
|
10,000
|
10,166
|
Caterpillar Financial Services Corp.
|
4.300%
|
6/1/2010
|
7,625
|
7,774
|
Caterpillar Financial Services Corp.
|
4.850%
|
12/7/2012
|
400
|
410
|
Caterpillar Financial Services Corp.
|
4.250%
|
2/8/2013
|
4,725
|
4,738
|
Caterpillar Financial Services Corp.
|
4.750%
|
2/17/2015
|
5,775
|
5,765
|
Caterpillar Financial Services Corp.
|
4.625%
|
6/1/2015
|
3,125
|
3,068
|
Caterpillar, Inc.
|
6.625%
|
7/15/2028
|
850
|
913
|
Caterpillar, Inc.
|
7.300%
|
5/1/2031
|
700
|
814
|
Caterpillar, Inc.
|
6.050%
|
8/15/2036
|
24,025
|
24,564
|
Caterpillar, Inc.
|
6.950%
|
5/1/2042
|
1,275
|
1,433
|
Caterpillar, Inc.
|
7.375%
|
3/1/2097
|
6,150
|
7,188
|
Deere & Co.
|
6.950%
|
4/25/2014
|
6,595
|
7,407
|
Deere & Co.
|
8.100%
|
5/15/2030
|
3,755
|
4,743
|
Deere & Co.
|
7.125%
|
3/3/2031
|
725
|
838
|
Embraer Overseas Ltd.
|
6.375%
|
1/24/2017
|
5,775
|
5,754
|
Emerson Electric Co.
|
7.125%
|
8/15/2010
|
3,600
|
3,921
|
Emerson Electric Co.
|
4.625%
|
10/15/2012
|
8,850
|
9,175
|
Emerson Electric Co.
|
4.500%
|
5/1/2013
|
4,900
|
5,019
|
Emerson Electric Co.
|
5.250%
|
10/15/2018
|
7,925
|
8,029
|
General Dynamics Corp.
|
4.500%
|
8/15/2010
|
25
|
26
|
General Dynamics Corp.
|
4.250%
|
5/15/2013
|
5,715
|
5,781
|
General Electric Co.
|
5.000%
|
2/1/2013
|
40,815
|
42,321
|
General Electric Co.
|
5.250%
|
12/6/2017
|
7,975
|
7,987
|
Hanson PLC
|
7.875%
|
9/27/2010
|
1,425
|
1,551
|
Hanson PLC
|
5.250%
|
3/15/2013
|
1,525
|
1,505
|
Hanson PLC
|
6.125%
|
8/15/2016
|
2,250
|
2,228
|
Honeywell International, Inc.
|
7.500%
|
3/1/2010
|
1,500
|
1,617
|
Honeywell International, Inc.
|
6.125%
|
11/1/2011
|
2,350
|
2,532
|
Honeywell International, Inc.
|
5.625%
|
8/1/2012
|
4,200
|
4,491
|
Honeywell International, Inc.
|
4.250%
|
3/1/2013
|
1,400
|
1,419
|
Honeywell International, Inc.
|
5.400%
|
3/15/2016
|
2,400
|
2,511
|
Honeywell International, Inc.
|
5.300%
|
3/15/2017
|
6,475
|
6,709
|
Honeywell International, Inc.
|
5.300%
|
3/1/2018
|
700
|
717
|
Honeywell International, Inc.
|
5.700%
|
3/15/2036
|
2,775
|
2,738
|
John Deere Capital Corp
|
4.950%
|
12/17/2012
|
3,525
|
3,646
|
John Deere Capital Corp.
|
5.400%
|
10/17/2011
|
5,675
|
6,024
|
John Deere Capital Corp.
|
5.350%
|
1/17/2012
|
4,400
|
4,609
|
John Deere Capital Corp.
|
7.000%
|
3/15/2012
|
14,070
|
15,572
|
Joy Global, Inc.
|
6.000%
|
11/15/2016
|
2,175
|
2,215
|
Lafarge SA
|
6.150%
|
7/15/2011
|
675
|
694
|
Lafarge SA
|
6.500%
|
7/15/2016
|
7,925
|
7,640
|
Lafarge SA
|
7.125%
|
7/15/2036
|
14,925
|
13,818
|
Lockheed Martin Corp.
|
4.121%
|
3/14/2013
|
2,875
|
2,877
|
Lockheed Martin Corp.
|
7.650%
|
5/1/2016
|
5,325
|
6,234
|
Lockheed Martin Corp.
|
7.750%
|
5/1/2026
|
600
|
728
|
Lockheed Martin Corp.
|
6.150%
|
9/1/2036
|
12,225
|
12,565
|
Masco Corp.
|
5.875%
|
7/15/2012
|
1,135
|
1,142
|
Masco Corp.
|
4.800%
|
6/15/2015
|
7,650
|
6,679
|
Masco Corp.
|
6.125%
|
10/3/2016
|
100
|
94
|
Masco Corp.
|
7.750%
|
8/1/2029
|
450
|
442
|
Masco Corp.
|
6.500%
|
8/15/2032
|
2,450
|
2,037
|
Minnesota Mining & Manufacturing Corp.
|
5.125%
|
11/6/2009
|
1,650
|
1,723
|
Minnesota Mining & Manufacturing Corp.
|
6.375%
|
2/15/2028
|
4,325
|
4,792
|
Minnesota Mining & Manufacturing Corp.
|
5.700%
|
3/15/2037
|
4,050
|
4,175
|
Mohawk Industries Inc.
|
5.750%
|
1/15/2011
|
7,275
|
7,687
|
Mohawk Industries Inc.
|
6.125%
|
1/15/2016
|
13,975
|
13,634
|
Northrop Grumman Corp.
|
7.125%
|
2/15/2011
|
10,850
|
11,767
|
Northrop Grumman Corp.
|
7.750%
|
3/1/2016
|
700
|
828
|
Northrop Grumman Corp.
|
7.875%
|
3/1/2026
|
2,600
|
3,201
|
Northrop Grumman Corp.
|
7.750%
|
2/15/2031
|
3,365
|
4,152
|
Raytheon Co.
|
4.850%
|
1/15/2011
|
250
|
256
|
Raytheon Co.
|
5.500%
|
11/15/2012
|
2,600
|
2,779
|
Raytheon Co.
|
5.375%
|
4/1/2013
|
2,940
|
3,096
|
Raytheon Co.
|
6.400%
|
12/15/2018
|
500
|
549
|
Raytheon Co.
|
7.200%
|
8/15/2027
|
1,150
|
1,299
|
Republic Services, Inc.
|
6.750%
|
8/15/2011
|
1,875
|
2,027
|
Republic Services, Inc.
|
6.086%
|
3/15/2035
|
2,850
|
2,776
|
TRW, Inc.
|
7.750%
|
6/1/2029
|
5,850
|
7,079
|
Textron Financial Corp.
|
4.600%
|
5/3/2010
|
4,200
|
4,226
|
Textron Financial Corp.
|
5.125%
|
11/1/2010
|
12,925
|
13,315
|
Textron, Inc.
|
6.500%
|
6/1/2012
|
8,125
|
8,897
|
Textron, Inc.
|
5.600%
|
12/1/2017
|
1,300
|
1,359
|
Tyco International Group SA
|
6.125%
|
11/1/2008
|
1,100
|
1,109
|
Tyco International Group SA
|
6.750%
|
2/15/2011
|
9,875
|
10,374
|
Tyco International Group SA
|
6.375%
|
10/15/2011
|
12,725
|
12,704
|
Tyco International Group SA
|
6.000%
|
11/15/2013
|
5,850
|
6,007
|
Tyco International Group SA
|
7.000%
|
6/15/2028
|
2,350
|
2,232
|
United Technologies Corp.
|
4.375%
|
5/1/2010
|
1,275
|
1,312
|
United Technologies Corp.
|
7.125%
|
11/15/2010
|
250
|
276
|
United Technologies Corp.
|
6.350%
|
3/1/2011
|
8,175
|
8,846
|
United Technologies Corp.
|
4.875%
|
5/1/2015
|
5,975
|
6,063
|
United Technologies Corp.
|
5.375%
|
12/15/2017
|
15,150
|
15,607
|
United Technologies Corp.
|
8.875%
|
11/15/2019
|
3,150
|
4,229
|
United Technologies Corp.
|
6.700%
|
8/1/2028
|
1,642
|
1,807
|
United Technologies Corp.
|
7.500%
|
9/15/2029
|
2,800
|
3,362
|
United Technologies Corp.
|
5.400%
|
5/1/2035
|
3,450
|
3,246
|
United Technologies Corp.
|
6.050%
|
6/1/2036
|
11,175
|
11,487
|
WMX Technologies Inc.
|
7.100%
|
8/1/2026
|
1,375
|
1,451
|
Waste Management, Inc.
|
6.875%
|
5/15/2009
|
2,945
|
3,014
|
Waste Management, Inc.
|
7.375%
|
8/1/2010
|
875
|
923
|
Waste Management, Inc.
|
6.375%
|
11/15/2012
|
800
|
835
|
Waste Management, Inc.
|
5.000%
|
3/15/2014
|
500
|
489
|
Waste Management, Inc.
|
7.750%
|
5/15/2032
|
525
|
575
|
Communication (2.2%)
|
|
|
|
|
AT&T Inc.
|
7.300%
|
11/15/2011
|
10,300
|
11,221
|
AT&T Inc.
|
8.000%
|
11/15/2031
|
23,755
|
27,654
|
AT&T Inc.
|
4.125%
|
9/15/2009
|
10,725
|
10,806
|
AT&T Inc.
|
5.300%
|
11/15/2010
|
4,550
|
4,720
|
AT&T Inc.
|
6.250%
|
3/15/2011
|
14,890
|
15,616
|
AT&T Inc.
|
5.875%
|
2/1/2012
|
7,230
|
7,558
|
AT&T Inc.
|
5.875%
|
8/15/2012
|
4,995
|
5,237
|
AT&T Inc.
|
4.950%
|
1/15/2013
|
6,025
|
6,058
|
AT&T Inc.
|
5.100%
|
9/15/2014
|
11,425
|
11,315
|
AT&T Inc.
|
5.625%
|
6/15/2016
|
34,700
|
35,030
|
AT&T Inc.
|
5.500%
|
2/1/2018
|
9,025
|
8,818
|
AT&T Inc.
|
6.450%
|
6/15/2034
|
6,100
|
6,034
|
AT&T Inc.
|
6.150%
|
9/15/2034
|
550
|
529
|
AT&T Inc.
|
6.800%
|
5/15/2036
|
1,675
|
1,699
|
AT&T Inc.
|
6.500%
|
9/1/2037
|
10,425
|
10,376
|
AT&T Inc.
|
6.300%
|
1/15/2038
|
19,875
|
19,133
|
AT&T Wireless
|
7.875%
|
3/1/2011
|
24,830
|
27,065
|
AT&T Wireless
|
8.125%
|
5/1/2012
|
17,305
|
19,421
|
AT&T Wireless
|
8.750%
|
3/1/2031
|
5,030
|
6,069
|
America Movil SA de C.V.
|
5.500%
|
3/1/2014
|
2,575
|
2,578
|
America Movil SA de C.V.
|
5.750%
|
1/15/2015
|
2,625
|
2,641
|
America Movil SA de C.V.
|
6.375%
|
3/1/2035
|
10,125
|
9,809
|
America Movil SA de C.V.
|
6.125%
|
11/15/2037
|
5,125
|
4,734
|
BellSouth Capital Funding
|
7.875%
|
2/15/2030
|
12,950
|
14,229
|
BellSouth Corp.
|
4.200%
|
9/15/2009
|
2,425
|
2,445
|
BellSouth Corp.
|
4.750%
|
11/15/2012
|
4,845
|
4,881
|
BellSouth Corp.
|
6.875%
|
10/15/2031
|
6,275
|
6,490
|
BellSouth Corp.
|
6.550%
|
6/15/2034
|
6,800
|
6,645
|
BellSouth Corp.
|
6.000%
|
11/15/2034
|
3,835
|
3,600
|
BellSouth Telecommunications
|
6.375%
|
6/1/2028
|
8,365
|
8,261
|
Belo Corp.
|
7.250%
|
9/15/2027
|
340
|
272
|
British Sky Broadcasting Corp.
|
8.200%
|
7/15/2009
|
1,675
|
1,741
|
British Telecommunications PLC
|
8.625%
|
12/15/2010
|
8,735
|
9,620
|
British Telecommunications PLC
|
9.125%
|
12/15/2030
|
13,135
|
16,308
|
British Telecommunications PLC
|
5.150%
|
1/15/2013
|
2,000
|
1,971
|
British Telecommunications PLC
|
5.950%
|
1/15/2018
|
7,100
|
6,880
|
CBS Corp.
|
7.875%
|
7/30/2030
|
575
|
560
|
CenturyTel Enterprises
|
6.875%
|
1/15/2028
|
925
|
854
|
CenturyTel, Inc.
|
7.875%
|
8/15/2012
|
2,375
|
2,612
|
CenturyTel, Inc.
|
6.000%
|
4/1/2017
|
425
|
400
|
Cingular Wireless LLC
|
6.500%
|
12/15/2011
|
2,850
|
3,023
|
Cingular Wireless LLC
|
7.125%
|
12/15/2031
|
12,370
|
12,860
|
Comcast Cable Communications Holdings Inc.
|
8.375%
|
3/15/2013
|
6,900
|
7,690
|
Comcast Cable Communications Holdings Inc.
|
9.455%
|
11/15/2022
|
8,861
|
10,668
|
Comcast Cable Communications, Inc.
|
6.875%
|
6/15/2009
|
1,400
|
1,440
|
Comcast Cable Communications, Inc.
|
6.750%
|
1/30/2011
|
15,865
|
16,513
|
Comcast Cable Communications, Inc.
|
8.875%
|
5/1/2017
|
2,825
|
3,305
|
Comcast Corp.
|
5.850%
|
1/15/2010
|
1,925
|
1,974
|
Comcast Corp.
|
5.500%
|
3/15/2011
|
1,925
|
1,946
|
Comcast Corp.
|
5.300%
|
1/15/2014
|
7,825
|
7,737
|
Comcast Corp.
|
6.500%
|
1/15/2015
|
5,640
|
5,795
|
Comcast Corp.
|
5.850%
|
11/15/2015
|
1,000
|
989
|
Comcast Corp.
|
5.900%
|
3/15/2016
|
17,625
|
17,418
|
Comcast Corp.
|
6.300%
|
11/15/2017
|
11,725
|
11,877
|
Comcast Corp.
|
5.875%
|
2/15/2018
|
26,925
|
26,268
|
Comcast Corp.
|
7.050%
|
3/15/2033
|
1,690
|
1,715
|
Comcast Corp.
|
6.500%
|
11/15/2035
|
10,400
|
9,845
|
Comcast Corp.
|
6.450%
|
3/15/2037
|
1,875
|
1,775
|
Comcast Corp.
|
6.950%
|
8/15/2037
|
10,000
|
10,017
|
Cox Communications, Inc.
|
4.625%
|
1/15/2010
|
1,300
|
1,300
|
Cox Communications, Inc.
|
6.750%
|
3/15/2011
|
20,400
|
21,491
|
Cox Communications, Inc.
|
7.125%
|
10/1/2012
|
5,800
|
6,181
|
Cox Communications, Inc.
|
5.450%
|
12/15/2014
|
11,825
|
11,753
|
Cox Communications, Inc.
|
5.500%
|
10/1/2015
|
725
|
722
|
Deutsche Telekom International Finance
|
8.000%
|
6/15/2010
|
24,335
|
26,094
|
Deutsche Telekom International Finance
|
8.250%
|
6/15/2030
|
21,580
|
26,052
|
Deutsche Telekom International Finance
|
5.250%
|
7/22/2013
|
8,075
|
8,079
|
Deutsche Telekom International Finance
|
5.750%
|
3/23/2016
|
9,225
|
9,145
|
Embarq Corp.
|
6.738%
|
6/1/2013
|
650
|
629
|
Embarq Corp.
|
7.082%
|
6/1/2016
|
8,625
|
8,142
|
Embarq Corp.
|
7.995%
|
6/1/2036
|
3,725
|
3,397
|
France Telecom
|
7.750%
|
3/1/2011
|
14,975
|
16,349
|
France Telecom
|
8.500%
|
3/1/2031
|
24,575
|
30,886
|
GTE Corp.
|
8.750%
|
11/1/2021
|
3,760
|
4,180
|
GTE Corp.
|
6.940%
|
4/15/2028
|
4,620
|
4,622
|
Gannett Co., Inc.
|
6.375%
|
4/1/2012
|
5,025
|
5,209
|
Grupo Televisa SA
|
6.625%
|
3/18/2025
|
4,125
|
4,120
|
Grupo Televisa SA
|
8.500%
|
3/11/2032
|
750
|
863
|
Koninklijke KPN NV
|
8.000%
|
10/1/2010
|
780
|
839
|
Koninklijke KPN NV
|
8.375%
|
10/1/2030
|
5,615
|
6,458
|
McGraw-Hill Cos. Inc.
|
5.375%
|
11/15/2012
|
6,550
|
6,648
|
McGraw-Hill Cos. Inc.
|
5.900%
|
11/15/2017
|
5,975
|
5,915
|
McGraw-Hill Cos. Inc.
|
6.550%
|
11/15/2037
|
7,125
|
6,902
|
New England Telephone & Telegraph Co.
|
7.875%
|
11/15/2029
|
775
|
847
|
News America Holdings, Inc.
|
9.250%
|
2/1/2013
|
2,841
|
3,345
|
News America Holdings, Inc.
|
8.000%
|
10/17/2016
|
4,425
|
5,109
|
News America Holdings, Inc.
|
7.700%
|
10/30/2025
|
900
|
993
|
News America Holdings, Inc.
|
8.150%
|
10/17/2036
|
2,625
|
3,108
|
News America Holdings, Inc.
|
7.750%
|
12/1/2045
|
1,775
|
1,962
|
News America Inc.
|
5.300%
|
12/15/2014
|
5,925
|
5,902
|
News America Inc.
|
7.250%
|
5/18/2018
|
150
|
165
|
News America Inc.
|
6.550%
|
3/15/2033
|
275
|
272
|
News America Inc.
|
6.200%
|
12/15/2034
|
16,765
|
15,735
|
News America Inc.
|
6.400%
|
12/15/2035
|
16,110
|
15,830
|
News America Inc.
|
6.650%
|
11/15/2037
|
1,225
|
1,227
|
Nextel Communications
|
6.875%
|
10/31/2013
|
7,100
|
5,624
|
Nextel Communications
|
5.950%
|
3/15/2014
|
5,730
|
4,249
|
Nextel Communications
|
7.375%
|
8/1/2015
|
8,095
|
6,243
|
Omnicom Group Inc.
|
5.900%
|
4/15/2016
|
925
|
903
|
Pacific Bell
|
7.125%
|
3/15/2026
|
1,700
|
1,749
|
Qwest Communications International Inc.
|
8.875%
|
3/15/2012
|
5,300
|
5,419
|
Qwest Communications International Inc.
|
7.875%
|
9/1/2011
|
5,250
|
5,237
|
Qwest Communications International Inc.
|
7.500%
|
10/1/2014
|
10,425
|
10,217
|
Qwest Communications International Inc.
|
6.500%
|
6/1/2017
|
3,750
|
3,384
|
R.R. Donnelley & Sons Co.
|
3.750%
|
4/1/2009
|
2,200
|
2,187
|
R.R. Donnelley & Sons Co.
|
4.950%
|
5/15/2010
|
3,400
|
3,428
|
R.R. Donnelley & Sons Co.
|
5.625%
|
1/15/2012
|
1,850
|
1,838
|
R.R. Donnelley & Sons Co.
|
4.950%
|
4/1/2014
|
1,275
|
1,152
|
R.R. Donnelley & Sons Co.
|
5.500%
|
5/15/2015
|
1,585
|
1,439
|
R.R. Donnelley & Sons Co.
|
6.125%
|
1/15/2017
|
225
|
210
|
Reed Elsevier Capital
|
4.625%
|
6/15/2012
|
1,375
|
1,346
|
Rogers Cable Inc.
|
5.500%
|
3/15/2014
|
750
|
707
|
Rogers Communications Inc.
|
7.250%
|
12/15/2012
|
3,940
|
4,176
|
Rogers Wireless Inc.
|
6.375%
|
3/1/2014
|
11,700
|
11,583
|
Sprint Capital Corp.
|
6.375%
|
5/1/2009
|
12,275
|
12,092
|
Sprint Capital Corp.
|
7.625%
|
1/30/2011
|
9,100
|
8,438
|
Sprint Capital Corp.
|
8.375%
|
3/15/2012
|
1,540
|
1,427
|
Sprint Capital Corp.
|
6.900%
|
5/1/2019
|
785
|
618
|
Sprint Capital Corp.
|
6.875%
|
11/15/2028
|
9,275
|
6,932
|
Sprint Capital Corp.
|
8.750%
|
3/15/2032
|
13,280
|
11,270
|
Sprint Nextel Corp.
|
6.000%
|
12/1/2016
|
21,175
|
16,496
|
TCI Communications, Inc.
|
8.750%
|
8/1/2015
|
16,995
|
19,430
|
TCI Communications, Inc.
|
7.875%
|
2/15/2026
|
425
|
452
|
Tele-Communications, Inc.
|
7.875%
|
8/1/2013
|
14,425
|
16,116
|
Telecom Italia Capital
|
4.000%
|
1/15/2010
|
4,300
|
4,245
|
Telecom Italia Capital
|
4.875%
|
10/1/2010
|
3,400
|
3,361
|
Telecom Italia Capital
|
6.200%
|
7/18/2011
|
9,600
|
9,673
|
Telecom Italia Capital
|
5.250%
|
11/15/2013
|
6,960
|
6,534
|
Telecom Italia Capital
|
4.950%
|
9/30/2014
|
4,000
|
3,694
|
Telecom Italia Capital
|
5.250%
|
10/1/2015
|
8,425
|
7,505
|
Telecom Italia Capital
|
6.375%
|
11/15/2033
|
5,920
|
5,187
|
Telecom Italia Capital
|
7.200%
|
7/18/2036
|
3,285
|
3,141
|
Telefonica Emisiones SAU
|
5.984%
|
6/20/2011
|
9,825
|
10,094
|
Telefonica Emisiones SAU
|
5.855%
|
2/4/2013
|
2,500
|
2,561
|
Telefonica Emisiones SAU
|
6.421%
|
6/20/2016
|
14,000
|
14,396
|
Telefonica Emisiones SAU
|
7.045%
|
6/20/2036
|
15,100
|
15,982
|
Telefonica Europe BV
|
7.750%
|
9/15/2010
|
12,775
|
13,757
|
Telefonica Europe BV
|
8.250%
|
9/15/2030
|
5,775
|
6,787
|
Telefonos de Mexico SA
|
4.750%
|
1/27/2010
|
2,850
|
2,875
|
Telefonos de Mexico SA
|
5.500%
|
1/27/2015
|
18,725
|
18,421
|
Telus Corp.
|
8.000%
|
6/1/2011
|
9,250
|
10,089
|
Thomson Corp.
|
6.200%
|
1/5/2012
|
5,725
|
6,049
|
Thomson Corp.
|
5.700%
|
10/1/2014
|
10,025
|
9,919
|
Thomson Corp.
|
5.500%
|
8/15/2035
|
1,150
|
954
|
Time Warner Cable Inc.
|
5.400%
|
7/2/2012
|
7,050
|
6,937
|
Time Warner Cable Inc.
|
5.850%
|
5/1/2017
|
23,095
|
22,079
|
Time Warner Cable Inc.
|
6.550%
|
5/1/2037
|
3,700
|
3,492
|
Time Warner Entertainment
|
10.150%
|
5/1/2012
|
1,075
|
1,202
|
Time Warner Entertainment
|
8.875%
|
10/1/2012
|
850
|
918
|
Time Warner Entertainment
|
8.375%
|
3/15/2023
|
2,815
|
3,102
|
Time Warner Entertainment
|
8.375%
|
7/15/2033
|
8,735
|
9,716
|
US Cellular
|
6.700%
|
12/15/2033
|
3,800
|
3,321
|
US West Communications Group
|
7.500%
|
6/15/2023
|
4,575
|
4,003
|
US West Communications Group
|
6.875%
|
9/15/2033
|
6,325
|
5,107
|
Verizon Communications Corp.
|
5.350%
|
2/15/2011
|
7,950
|
8,271
|
Verizon Communications Corp.
|
4.350%
|
2/15/2013
|
50
|
49
|
Verizon Communications Corp.
|
5.550%
|
2/15/2016
|
11,325
|
11,233
|
Verizon Communications Corp.
|
5.500%
|
2/15/2018
|
4,300
|
4,198
|
Verizon Communications Corp.
|
6.250%
|
4/1/2037
|
2,575
|
2,464
|
Verizon Communications Corp.
|
6.400%
|
2/15/2038
|
6,325
|
6,132
|
Verizon Global Funding Corp.
|
7.250%
|
12/1/2010
|
8,050
|
8,613
|
Verizon Global Funding Corp.
|
6.875%
|
6/15/2012
|
17,400
|
18,869
|
Verizon Global Funding Corp.
|
7.375%
|
9/1/2012
|
7,975
|
8,826
|
Verizon Global Funding Corp.
|
4.375%
|
6/1/2013
|
560
|
553
|
Verizon Global Funding Corp.
|
7.750%
|
12/1/2030
|
2,890
|
3,142
|
Verizon Global Funding Corp.
|
5.850%
|
9/15/2035
|
17,300
|
15,836
|
Verizon Maryland, Inc.
|
6.125%
|
3/1/2012
|
500
|
522
|
Verizon Maryland, Inc.
|
5.125%
|
6/15/2033
|
450
|
368
|
Verizon New England, Inc.
|
6.500%
|
9/15/2011
|
4,670
|
4,884
|
Verizon New Jersey, Inc.
|
5.875%
|
1/17/2012
|
7,815
|
8,144
|
Verizon New York, Inc.
|
6.875%
|
4/1/2012
|
3,350
|
3,633
|
Verizon New York, Inc.
|
7.375%
|
4/1/2032
|
2,625
|
2,712
|
Verizon Pennsylvania, Inc.
|
5.650%
|
11/15/2011
|
11,125
|
11,384
|
Verizon Virginia, Inc.
|
4.625%
|
3/15/2013
|
6,625
|
6,450
|
Viacom Inc.
|
7.700%
|
7/30/2010
|
5,375
|
5,619
|
Viacom Inc.
|
6.625%
|
5/15/2011
|
2,760
|
2,812
|
Viacom Inc.
|
5.625%
|
8/15/2012
|
3,700
|
3,618
|
Viacom Inc.
|
4.625%
|
5/15/2018
|
500
|
436
|
Viacom Inc.
|
5.500%
|
5/15/2033
|
675
|
521
|
Vodafone AirTouch PLC
|
7.750%
|
2/15/2010
|
1,955
|
2,082
|
Vodafone AirTouch PLC
|
7.875%
|
2/15/2030
|
4,900
|
5,443
|
Vodafone Group PLC
|
5.350%
|
2/27/2012
|
1,575
|
1,611
|
Vodafone Group PLC
|
5.000%
|
12/16/2013
|
575
|
571
|
Vodafone Group PLC
|
5.375%
|
1/30/2015
|
5,775
|
5,645
|
Vodafone Group PLC
|
5.000%
|
9/15/2015
|
2,025
|
1,934
|
Vodafone Group PLC
|
5.750%
|
3/15/2016
|
7,025
|
6,990
|
Vodafone Group PLC
|
5.625%
|
2/27/2017
|
14,100
|
13,778
|
Vodafone Group PLC
|
6.250%
|
11/30/2032
|
9,225
|
8,742
|
Vodafone Group PLC
|
6.150%
|
2/27/2037
|
4,175
|
3,890
|
WPP Finance USA Corp.
|
5.875%
|
6/15/2014
|
3,875
|
3,864
|
Consumer Cyclical (1.3%)
|
|
|
|
|
Brinker International
|
5.750%
|
6/1/2014
|
1,925
|
1,957
|
CVS Caremark Corp.
|
4.000%
|
9/15/2009
|
1,075
|
1,075
|
CVS Caremark Corp.
|
5.750%
|
8/15/2011
|
2,025
|
2,118
|
2 CVS Caremark Corp.
|
6.302%
|
6/1/2037
|
5,325
|
4,845
|
CVS Corp.
|
4.875%
|
9/15/2014
|
2,750
|
2,714
|
CVS Corp.
|
5.750%
|
6/1/2017
|
1,950
|
1,974
|
CVS Corp.
|
6.250%
|
6/1/2027
|
20,975
|
21,076
|
Costco Wholesale Corp.
|
5.300%
|
3/15/2012
|
3,625
|
3,816
|
Costco Wholesale Corp.
|
5.500%
|
3/15/2017
|
11,200
|
11,512
|
DaimlerChrysler North America Holding Corp.
|
7.200%
|
9/1/2009
|
75
|
78
|
DaimlerChrysler North America Holding Corp.
|
4.875%
|
6/15/2010
|
1,700
|
1,708
|
DaimlerChrysler North America Holding Corp.
|
8.000%
|
6/15/2010
|
1,300
|
1,386
|
DaimlerChrysler North America Holding Corp.
|
5.875%
|
3/15/2011
|
25,535
|
26,219
|
DaimlerChrysler North America Holding Corp.
|
5.750%
|
9/8/2011
|
25,750
|
26,487
|
DaimlerChrysler North America Holding Corp.
|
7.300%
|
1/15/2012
|
27,370
|
29,359
|
DaimlerChrysler North America Holding Corp.
|
6.500%
|
11/15/2013
|
7,100
|
7,478
|
DaimlerChrysler North America Holding Corp.
|
8.500%
|
1/18/2031
|
9,005
|
10,276
|
Darden Restaurants Inc.
|
5.625%
|
10/15/2012
|
5,700
|
5,686
|
Darden Restaurants Inc.
|
6.200%
|
10/15/2017
|
8,350
|
8,157
|
Darden Restaurants Inc.
|
6.800%
|
10/15/2037
|
3,300
|
3,007
|
Federated Department Stores, Inc.
|
6.300%
|
4/1/2009
|
4,743
|
4,813
|
Federated Department Stores, Inc.
|
6.625%
|
4/1/2011
|
3,225
|
3,229
|
Federated Department Stores, Inc.
|
6.900%
|
4/1/2029
|
7,200
|
6,145
|
Federated Retail Holding
|
5.350%
|
3/15/2012
|
3,475
|
3,287
|
Federated Retail Holding
|
5.900%
|
12/1/2016
|
12,875
|
11,296
|
Federated Retail Holding
|
6.375%
|
3/15/2037
|
1,950
|
1,543
|
Home Depot Inc.
|
3.750%
|
9/15/2009
|
6,150
|
6,076
|
Home Depot Inc.
|
4.625%
|
8/15/2010
|
9,800
|
9,696
|
Home Depot Inc.
|
5.200%
|
3/1/2011
|
1,675
|
1,676
|
Home Depot Inc.
|
5.250%
|
12/16/2013
|
10,700
|
10,494
|
Home Depot Inc.
|
5.400%
|
3/1/2016
|
3,950
|
3,655
|
Home Depot Inc.
|
5.875%
|
12/16/2036
|
9,325
|
7,607
|
ITT Corp.
|
7.375%
|
11/15/2015
|
12,800
|
12,484
|
J.C. Penney Co., Inc.
|
8.000%
|
3/1/2010
|
6,625
|
6,941
|
J.C. Penney Co., Inc.
|
7.950%
|
4/1/2017
|
4,950
|
5,183
|
J.C. Penney Co., Inc.
|
5.750%
|
2/15/2018
|
700
|
644
|
J.C. Penney Co., Inc.
|
6.375%
|
10/15/2036
|
7,850
|
6,667
|
J.C. Penney Co., Inc.
|
7.400%
|
4/1/2037
|
3,275
|
3,127
|
Johnson Controls, Inc.
|
5.250%
|
1/15/2011
|
3,875
|
3,989
|
Johnson Controls, Inc.
|
6.000%
|
1/15/2036
|
325
|
313
|
Kohl's Corp.
|
6.250%
|
12/15/2017
|
2,775
|
2,633
|
Kohl's Corp.
|
6.000%
|
1/15/2033
|
825
|
646
|
Kohl's Corp.
|
6.875%
|
12/15/2037
|
2,450
|
2,142
|
Limited Brands Inc.
|
6.900%
|
7/15/2017
|
700
|
625
|
Limited Brands Inc.
|
7.600%
|
7/15/2037
|
250
|
209
|
Lowe's Cos., Inc.
|
8.250%
|
6/1/2010
|
1,000
|
1,101
|
Lowe's Cos., Inc.
|
5.600%
|
9/15/2012
|
3,500
|
3,687
|
Lowe's Cos., Inc.
|
5.000%
|
10/15/2015
|
3,800
|
3,796
|
Lowe's Cos., Inc.
|
5.400%
|
10/15/2016
|
14,325
|
14,394
|
Lowe's Cos., Inc.
|
6.100%
|
9/15/2017
|
2,675
|
2,794
|
Lowe's Cos., Inc.
|
6.875%
|
2/15/2028
|
460
|
488
|
Lowe's Cos., Inc.
|
6.500%
|
3/15/2029
|
4,726
|
4,760
|
Lowe's Cos., Inc.
|
5.500%
|
10/15/2035
|
200
|
171
|
Lowe's Cos., Inc.
|
5.800%
|
10/15/2036
|
6,100
|
5,437
|
Lowe's Cos., Inc.
|
6.650%
|
9/15/2037
|
1,725
|
1,733
|
Macy's Retail Holdings Inc.
|
6.790%
|
7/15/2027
|
2,805
|
2,345
|
Macy's Retail Holdings Inc.
|
7.000%
|
2/15/2028
|
1,625
|
1,387
|
Marriott International
|
4.625%
|
6/15/2012
|
3,925
|
3,792
|
Marriott International
|
5.625%
|
2/15/2013
|
2,825
|
2,723
|
Marriott International
|
6.200%
|
6/15/2016
|
1,650
|
1,604
|
Marriott International
|
6.375%
|
6/15/2017
|
2,000
|
1,956
|
May Department Stores Co.
|
5.750%
|
7/15/2014
|
4,325
|
4,015
|
May Department Stores Co.
|
6.650%
|
7/15/2024
|
2,600
|
2,242
|
McDonald's Corp.
|
6.000%
|
4/15/2011
|
3,385
|
3,632
|
McDonald's Corp.
|
5.300%
|
3/15/2017
|
1,000
|
1,022
|
McDonald's Corp.
|
5.800%
|
10/15/2017
|
6,725
|
7,041
|
McDonald's Corp.
|
5.350%
|
3/1/2018
|
6,275
|
6,352
|
McDonald's Corp.
|
6.300%
|
10/15/2037
|
2,475
|
2,527
|
McDonald's Corp.
|
6.300%
|
3/1/2038
|
1,000
|
1,020
|
Nordstrom, Inc.
|
6.250%
|
1/15/2018
|
1,825
|
1,814
|
Nordstrom, Inc.
|
6.950%
|
3/15/2028
|
1,325
|
1,304
|
Nordstrom, Inc.
|
7.000%
|
1/15/2038
|
1,250
|
1,223
|
Starwood Hotel Resorts
|
7.875%
|
5/1/2012
|
3,875
|
4,067
|
Starwood Hotel Resorts
|
6.250%
|
2/15/2013
|
4,300
|
4,258
|
Target Corp.
|
7.500%
|
8/15/2010
|
1,700
|
1,861
|
Target Corp.
|
6.350%
|
1/15/2011
|
2,645
|
2,801
|
Target Corp.
|
5.875%
|
3/1/2012
|
6,200
|
6,514
|
Target Corp.
|
5.125%
|
1/15/2013
|
1,600
|
1,640
|
Target Corp.
|
4.000%
|
6/15/2013
|
200
|
196
|
Target Corp.
|
5.875%
|
7/15/2016
|
23,050
|
23,375
|
Target Corp.
|
5.375%
|
5/1/2017
|
4,950
|
4,917
|
Target Corp.
|
6.000%
|
1/15/2018
|
7,000
|
7,140
|
Target Corp.
|
7.000%
|
7/15/2031
|
3,035
|
3,180
|
Target Corp.
|
6.350%
|
11/1/2032
|
7,425
|
7,015
|
Target Corp.
|
6.500%
|
10/15/2037
|
7,700
|
7,440
|
Target Corp.
|
7.000%
|
1/15/2038
|
4,875
|
5,007
|
The Walt Disney Co.
|
5.700%
|
7/15/2011
|
17,375
|
18,374
|
The Walt Disney Co.
|
6.375%
|
3/1/2012
|
1,250
|
1,362
|
The Walt Disney Co.
|
4.700%
|
12/1/2012
|
675
|
693
|
The Walt Disney Co.
|
5.625%
|
9/15/2016
|
7,500
|
7,842
|
The Walt Disney Co.
|
6.000%
|
7/17/2017
|
6,325
|
6,825
|
Time Warner, Inc.
|
6.750%
|
4/15/2011
|
9,100
|
9,313
|
Time Warner, Inc.
|
5.500%
|
11/15/2011
|
6,825
|
6,732
|
Time Warner, Inc.
|
6.875%
|
5/1/2012
|
6,475
|
6,692
|
Time Warner, Inc.
|
9.125%
|
1/15/2013
|
825
|
927
|
Time Warner, Inc.
|
5.875%
|
11/15/2016
|
11,125
|
10,560
|
Time Warner, Inc.
|
9.150%
|
2/1/2023
|
11,825
|
13,649
|
Time Warner, Inc.
|
7.570%
|
2/1/2024
|
1,500
|
1,518
|
Time Warner, Inc.
|
6.625%
|
5/15/2029
|
9,400
|
8,640
|
Time Warner, Inc.
|
7.625%
|
4/15/2031
|
14,175
|
14,595
|
Time Warner, Inc.
|
7.700%
|
5/1/2032
|
4,745
|
4,939
|
Time Warner, Inc.
|
6.500%
|
11/15/2036
|
9,275
|
8,311
|
Toll Brothers, Inc.
|
6.875%
|
11/15/2012
|
750
|
755
|
Toll Brothers, Inc.
|
5.150%
|
5/15/2015
|
3,900
|
3,515
|
Toyota Motor Credit Corp.
|
4.250%
|
3/15/2010
|
16,875
|
17,388
|
Toyota Motor Credit Corp.
|
4.350%
|
12/15/2010
|
5,475
|
5,704
|
Toyota Motor Credit Corp.
|
5.450%
|
5/18/2011
|
3,675
|
3,937
|
VF Corp.
|
5.950%
|
11/1/2017
|
3,125
|
3,130
|
VF Corp.
|
6.450%
|
11/1/2037
|
2,850
|
2,694
|
Viacom Inc.
|
5.750%
|
4/30/2011
|
2,175
|
2,203
|
Viacom Inc.
|
6.250%
|
4/30/2016
|
7,275
|
7,065
|
Viacom Inc.
|
6.125%
|
10/5/2017
|
2,300
|
2,251
|
Viacom Inc.
|
6.875%
|
4/30/2036
|
7,600
|
7,316
|
Wal-Mart Stores, Inc.
|
6.875%
|
8/10/2009
|
13,395
|
14,139
|
Wal-Mart Stores, Inc.
|
4.000%
|
1/15/2010
|
10,950
|
11,159
|
Wal-Mart Stores, Inc.
|
4.125%
|
7/1/2010
|
12,100
|
12,434
|
Wal-Mart Stores, Inc.
|
4.125%
|
2/15/2011
|
29,925
|
30,715
|
Wal-Mart Stores, Inc.
|
4.550%
|
5/1/2013
|
1,700
|
1,747
|
Wal-Mart Stores, Inc.
|
7.250%
|
6/1/2013
|
800
|
917
|
Wal-Mart Stores, Inc.
|
4.500%
|
7/1/2015
|
1,050
|
1,039
|
Wal-Mart Stores, Inc.
|
5.375%
|
4/5/2017
|
4,675
|
4,812
|
Wal-Mart Stores, Inc.
|
5.800%
|
2/15/2018
|
1,550
|
1,620
|
Wal-Mart Stores, Inc.
|
5.875%
|
4/5/2027
|
21,675
|
21,526
|
Wal-Mart Stores, Inc.
|
7.550%
|
2/15/2030
|
14,420
|
16,798
|
Wal-Mart Stores, Inc.
|
5.250%
|
9/1/2035
|
2,900
|
2,551
|
Wal-Mart Stores, Inc.
|
6.500%
|
8/15/2037
|
17,325
|
18,153
|
Western Union Co.
|
5.400%
|
11/17/2011
|
4,925
|
4,980
|
Western Union Co.
|
5.930%
|
10/1/2016
|
5,750
|
5,720
|
Western Union Co.
|
6.200%
|
11/17/2036
|
3,375
|
3,107
|
Yum! Brands, Inc.
|
6.875%
|
11/15/2037
|
10,075
|
9,632
|
Yum! Brands, Inc.
|
8.875%
|
4/15/2011
|
4,350
|
4,798
|
Yum! Brands, Inc.
|
7.700%
|
7/1/2012
|
2,175
|
2,377
|
Yum! Brands, Inc.
|
6.250%
|
4/15/2016
|
4,525
|
4,574
|
Yum! Brands, Inc.
|
6.250%
|
3/15/2018
|
2,950
|
2,957
|
Consumer Noncyclical (2.0%)
|
|
|
|
|
Abbott Laboratories
|
3.750%
|
3/15/2011
|
6,450
|
6,541
|
Abbott Laboratories
|
5.600%
|
5/15/2011
|
9,000
|
9,557
|
Abbott Laboratories
|
5.150%
|
11/30/2012
|
8,075
|
8,622
|
Abbott Laboratories
|
4.350%
|
3/15/2014
|
925
|
924
|
Abbott Laboratories
|
5.875%
|
5/15/2016
|
19,650
|
20,854
|
Abbott Laboratories
|
5.600%
|
11/30/2017
|
4,500
|
4,695
|
Abbott Laboratories
|
6.150%
|
11/30/2037
|
4,125
|
4,294
|
Allergan Inc.
|
5.750%
|
4/1/2016
|
1,375
|
1,413
|
AmerisourceBergen Corp.
|
5.625%
|
9/15/2012
|
1,275
|
1,292
|
AmerisourceBergen Corp.
|
5.875%
|
9/15/2015
|
7,300
|
7,233
|
Amgen Inc.
|
4.000%
|
11/18/2009
|
6,800
|
6,812
|
Amgen Inc.
|
4.850%
|
11/18/2014
|
5,975
|
5,853
|
Amgen Inc.
|
5.850%
|
6/1/2017
|
9,325
|
9,215
|
Amgen Inc.
|
6.375%
|
6/1/2037
|
4,500
|
4,316
|
Anheuser-Busch Cos., Inc.
|
6.000%
|
4/15/2011
|
1,500
|
1,608
|
Anheuser-Busch Cos., Inc.
|
4.375%
|
1/15/2013
|
5,325
|
5,398
|
Anheuser-Busch Cos., Inc.
|
5.600%
|
3/1/2017
|
6,375
|
6,681
|
Anheuser-Busch Cos., Inc.
|
5.500%
|
1/15/2018
|
6,125
|
6,345
|
Anheuser-Busch Cos., Inc.
|
6.800%
|
8/20/2032
|
2,600
|
2,862
|
Anheuser-Busch Cos., Inc.
|
5.750%
|
4/1/2036
|
5,475
|
5,315
|
Anheuser-Busch Cos., Inc.
|
6.450%
|
9/1/2037
|
11,625
|
12,536
|
Archer-Daniels-Midland Co.
|
8.375%
|
4/15/2017
|
625
|
765
|
Archer-Daniels-Midland Co.
|
5.450%
|
3/15/2018
|
8,300
|
8,389
|
Archer-Daniels-Midland Co.
|
7.000%
|
2/1/2031
|
3,900
|
4,210
|
Archer-Daniels-Midland Co.
|
5.935%
|
10/1/2032
|
4,725
|
4,548
|
Archer-Daniels-Midland Co.
|
5.375%
|
9/15/2035
|
7,775
|
6,873
|
Archer-Daniels-Midland Co.
|
6.450%
|
1/15/2038
|
1,950
|
1,979
|
AstraZeneca PLC
|
5.400%
|
9/15/2012
|
17,875
|
18,858
|
AstraZeneca PLC
|
5.400%
|
6/1/2014
|
3,750
|
3,920
|
AstraZeneca PLC
|
5.900%
|
9/15/2017
|
15,350
|
16,252
|
AstraZeneca PLC
|
6.450%
|
9/15/2037
|
20,925
|
22,505
|
Baxter Finco, BV
|
4.750%
|
10/15/2010
|
6,875
|
7,101
|
Baxter International, Inc.
|
5.900%
|
9/1/2016
|
2,575
|
2,713
|
Baxter International, Inc.
|
6.250%
|
12/1/2037
|
4,375
|
4,479
|
Biogen Idec Inc.
|
6.000%
|
3/1/2013
|
9,775
|
9,958
|
Biogen Idec Inc.
|
6.875%
|
3/1/2018
|
14,050
|
14,349
|
Bottling Group LLC
|
4.625%
|
11/15/2012
|
17,010
|
17,739
|
Bottling Group LLC
|
5.000%
|
11/15/2013
|
2,525
|
2,641
|
Bottling Group LLC
|
5.500%
|
4/1/2016
|
7,325
|
7,648
|
Bristol-Myers Squibb Co.
|
7.150%
|
6/15/2023
|
750
|
852
|
Bristol-Myers Squibb Co.
|
5.875%
|
11/15/2036
|
17,450
|
16,953
|
Bristol-Myers Squibb Co.
|
6.875%
|
8/1/2097
|
1,125
|
1,115
|
Bunge Ltd. Finance Corp.
|
5.100%
|
7/15/2015
|
1,950
|
1,872
|
C.R. Bard, Inc.
|
6.700%
|
12/1/2026
|
6,300
|
6,458
|
Campbell Soup Co.
|
6.750%
|
2/15/2011
|
6,600
|
7,131
|
Cardinal Health, Inc.
|
5.650%
|
6/15/2012
|
900
|
941
|
Cardinal Health, Inc.
|
4.000%
|
6/15/2015
|
650
|
596
|
Cardinal Health, Inc.
|
5.800%
|
10/15/2016
|
2,150
|
2,153
|
Cardinal Health, Inc.
|
5.850%
|
12/15/2017
|
1,730
|
1,740
|
Cia. Brasil de Bebidas AmBev
|
10.500%
|
12/15/2011
|
4,055
|
4,831
|
Cia. Brasil de Bebidas AmBev
|
8.750%
|
9/15/2013
|
3,675
|
4,295
|
Clorox Co.
|
4.200%
|
1/15/2010
|
10,600
|
10,657
|
Clorox Co.
|
5.000%
|
1/15/2015
|
2,675
|
2,567
|
Coca-Cola Co.
|
5.350%
|
11/15/2017
|
13,175
|
13,719
|
Coca-Cola Enterprises Inc.
|
4.375%
|
9/15/2009
|
5,100
|
5,200
|
Coca-Cola Enterprises Inc.
|
4.250%
|
9/15/2010
|
340
|
350
|
Coca-Cola Enterprises Inc.
|
6.125%
|
8/15/2011
|
4,400
|
4,703
|
Coca-Cola Enterprises Inc.
|
8.500%
|
2/1/2022
|
3,675
|
4,659
|
Coca-Cola Enterprises Inc.
|
8.000%
|
9/15/2022
|
1,550
|
1,901
|
Coca-Cola Enterprises Inc.
|
7.000%
|
10/1/2026
|
600
|
664
|
Coca-Cola Enterprises Inc.
|
6.950%
|
11/15/2026
|
3,245
|
3,660
|
Coca-Cola HBC Finance
|
5.125%
|
9/17/2013
|
670
|
701
|
ConAgra Foods, Inc.
|
7.875%
|
9/15/2010
|
5,950
|
6,514
|
ConAgra Foods, Inc.
|
6.750%
|
9/15/2011
|
895
|
969
|
ConAgra Foods, Inc.
|
5.819%
|
6/15/2017
|
1,176
|
1,192
|
ConAgra Foods, Inc.
|
9.750%
|
3/1/2021
|
129
|
173
|
ConAgra Foods, Inc.
|
7.125%
|
10/1/2026
|
1,000
|
1,030
|
ConAgra Foods, Inc.
|
7.000%
|
10/1/2028
|
875
|
890
|
ConAgra Foods, Inc.
|
8.250%
|
9/15/2030
|
1,420
|
1,631
|
4 Covidien International
|
5.450%
|
10/15/2012
|
7,800
|
7,992
|
4 Covidien International
|
6.000%
|
10/15/2017
|
8,025
|
8,213
|
4 Covidien International
|
6.550%
|
10/15/2037
|
5,125
|
5,168
|
Delhaize America Inc.
|
9.000%
|
4/15/2031
|
2,800
|
3,350
|
Diageo Capital PLC
|
7.250%
|
11/1/2009
|
450
|
477
|
Diageo Capital PLC
|
4.375%
|
5/3/2010
|
1,500
|
1,536
|
Diageo Capital PLC
|
5.200%
|
1/30/2013
|
9,850
|
10,192
|
Diageo Capital PLC
|
5.500%
|
9/30/2016
|
1,700
|
1,726
|
Diageo Capital PLC
|
5.750%
|
10/23/2017
|
8,525
|
8,676
|
Diageo Capital PLC
|
5.875%
|
9/30/2036
|
1,075
|
1,036
|
Diageo Finance BV
|
5.300%
|
10/28/2015
|
7,975
|
8,125
|
Eli Lilly & Co.
|
6.000%
|
3/15/2012
|
3,825
|
4,184
|
Eli Lilly & Co.
|
5.200%
|
3/15/2017
|
11,900
|
12,183
|
Eli Lilly & Co.
|
5.500%
|
3/15/2027
|
6,725
|
6,642
|
Eli Lilly & Co.
|
5.550%
|
3/15/2037
|
200
|
193
|
Estee Lauder Ace Trust I
|
6.000%
|
5/15/2037
|
925
|
878
|
Fortune Brands Inc.
|
5.125%
|
1/15/2011
|
3,225
|
3,119
|
Fortune Brands Inc.
|
5.375%
|
1/15/2016
|
8,350
|
7,841
|
Fortune Brands Inc.
|
5.875%
|
1/15/2036
|
3,625
|
3,134
|
Genentech Inc.
|
4.400%
|
7/15/2010
|
1,350
|
1,384
|
Genentech Inc.
|
4.750%
|
7/15/2015
|
1,225
|
1,242
|
Genentech Inc.
|
5.250%
|
7/15/2035
|
3,550
|
3,290
|
General Mills, Inc.
|
6.000%
|
2/15/2012
|
10,907
|
11,518
|
General Mills, Inc.
|
5.650%
|
9/10/2012
|
2,975
|
3,119
|
General Mills, Inc.
|
5.200%
|
3/17/2015
|
900
|
913
|
General Mills, Inc.
|
5.700%
|
2/15/2017
|
15,650
|
15,726
|
Gillette Co.
|
3.800%
|
9/15/2009
|
1,400
|
1,426
|
GlaxoSmithKline Capital Inc.
|
4.375%
|
4/15/2014
|
3,750
|
3,755
|
GlaxoSmithKline Capital Inc.
|
5.375%
|
4/15/2034
|
4,450
|
4,194
|
Grand Metropolitan Investment Corp.
|
9.000%
|
8/15/2011
|
500
|
572
|
Grand Metropolitan Investment Corp.
|
7.450%
|
4/15/2035
|
1,075
|
1,237
|
H.J. Heinz Co.
|
6.625%
|
7/15/2011
|
7,200
|
7,655
|
H.J. Heinz Co.
|
6.750%
|
3/15/2032
|
3,325
|
3,390
|
H.J. Heinz Co.
|
6.375%
|
7/15/2028
|
475
|
464
|
Hasbro Inc.
|
6.300%
|
9/15/2017
|
7,025
|
7,351
|
Hershey Foods Corp.
|
5.300%
|
9/1/2011
|
2,500
|
2,587
|
Hershey Foods Corp.
|
5.450%
|
9/1/2016
|
1,550
|
1,573
|
Hospira, Inc.
|
4.950%
|
6/15/2009
|
1,075
|
1,079
|
Hospira, Inc.
|
5.900%
|
6/15/2014
|
1,925
|
1,982
|
Hospira, Inc.
|
6.050%
|
3/30/2017
|
250
|
256
|
Imperial Tobacco
|
7.125%
|
4/1/2009
|
1,000
|
1,026
|
Johnson & Johnson
|
5.150%
|
8/15/2012
|
10,250
|
11,129
|
Johnson & Johnson
|
3.800%
|
5/15/2013
|
3,940
|
4,055
|
Johnson & Johnson
|
5.550%
|
8/15/2017
|
4,225
|
4,595
|
Johnson & Johnson
|
6.950%
|
9/1/2029
|
1,625
|
1,934
|
Johnson & Johnson
|
4.950%
|
5/15/2033
|
1,850
|
1,690
|
Johnson & Johnson
|
5.950%
|
8/15/2037
|
9,100
|
9,712
|
Kellogg Co.
|
6.600%
|
4/1/2011
|
13,775
|
14,723
|
Kellogg Co.
|
5.125%
|
12/3/2012
|
6,900
|
7,148
|
Kellogg Co.
|
4.250%
|
3/6/2013
|
2,075
|
2,072
|
Kellogg Co.
|
7.450%
|
4/1/2031
|
7,065
|
8,299
|
Kimberly-Clark Corp.
|
5.625%
|
2/15/2012
|
4,950
|
5,296
|
Kimberly-Clark Corp.
|
4.875%
|
8/15/2015
|
6,250
|
6,295
|
Kimberly-Clark Corp.
|
6.125%
|
8/1/2017
|
10,450
|
11,375
|
Kimberly-Clark Corp.
|
6.250%
|
7/15/2018
|
175
|
190
|
Kimberly-Clark Corp.
|
6.625%
|
8/1/2037
|
1,300
|
1,424
|
Kraft Foods, Inc.
|
4.125%
|
11/12/2009
|
6,400
|
6,418
|
Kraft Foods, Inc.
|
5.625%
|
11/1/2011
|
28,625
|
29,102
|
Kraft Foods, Inc.
|
6.250%
|
6/1/2012
|
5,540
|
5,778
|
Kraft Foods, Inc.
|
5.250%
|
10/1/2013
|
25
|
25
|
Kraft Foods, Inc.
|
6.500%
|
8/11/2017
|
15,600
|
16,007
|
Kraft Foods, Inc.
|
6.125%
|
2/1/2018
|
400
|
401
|
Kraft Foods, Inc.
|
6.500%
|
11/1/2031
|
9,575
|
8,926
|
Kraft Foods, Inc.
|
7.000%
|
8/11/2037
|
13,700
|
13,655
|
Kroger Co.
|
7.250%
|
6/1/2009
|
4,225
|
4,371
|
Kroger Co.
|
6.800%
|
4/1/2011
|
2,600
|
2,748
|
Kroger Co.
|
6.750%
|
4/15/2012
|
10,575
|
11,432
|
Kroger Co.
|
6.200%
|
6/15/2012
|
3,500
|
3,683
|
Kroger Co.
|
5.500%
|
2/1/2013
|
2,825
|
2,894
|
Kroger Co.
|
5.000%
|
4/15/2013
|
4,000
|
4,025
|
Kroger Co.
|
4.950%
|
1/15/2015
|
3,675
|
3,492
|
Kroger Co.
|
6.400%
|
8/15/2017
|
4,925
|
5,180
|
Kroger Co.
|
6.800%
|
12/15/2018
|
4,025
|
4,254
|
Kroger Co.
|
6.150%
|
1/15/2020
|
4,400
|
4,478
|
Kroger Co.
|
7.700%
|
6/1/2029
|
9,200
|
10,081
|
Kroger Co.
|
8.000%
|
9/15/2029
|
1,250
|
1,412
|
Kroger Co.
|
7.500%
|
4/1/2031
|
3,020
|
3,280
|
Kroger Co.
|
6.900%
|
4/15/2038
|
3,225
|
3,263
|
Laboratory Corp. of America
|
5.500%
|
2/1/2013
|
340
|
346
|
Laboratory Corp. of America
|
5.625%
|
12/15/2015
|
2,975
|
2,950
|
McKesson Corp.
|
7.750%
|
2/1/2012
|
750
|
838
|
Mckesson Corp.
|
5.250%
|
3/1/2013
|
9,875
|
10,274
|
Medco Health Solutions
|
6.125%
|
3/15/2013
|
550
|
558
|
Medco Health Solutions
|
7.125%
|
3/15/2018
|
10,325
|
10,694
|
Medtronic Inc.
|
4.375%
|
9/15/2010
|
2,775
|
2,836
|
Medtronic Inc.
|
4.750%
|
9/15/2015
|
4,750
|
4,634
|
Merck & Co.
|
5.125%
|
11/15/2011
|
3,150
|
3,345
|
Merck & Co.
|
4.375%
|
2/15/2013
|
4,725
|
4,868
|
Merck & Co.
|
4.750%
|
3/1/2015
|
7,375
|
7,480
|
Merck & Co.
|
6.400%
|
3/1/2028
|
4,005
|
4,358
|
Merck & Co.
|
5.950%
|
12/1/2028
|
2,675
|
2,686
|
Merck & Co.
|
5.750%
|
11/15/2036
|
775
|
779
|
Molson Coors Capital Finance
|
4.850%
|
9/22/2010
|
1,975
|
2,044
|
Newell Rubbermaid, Inc.
|
4.000%
|
5/1/2010
|
3,225
|
3,209
|
Pepsi Bottling Group, Inc.
|
7.000%
|
3/1/2029
|
2,200
|
2,569
|
PepsiAmericas Inc.
|
5.750%
|
7/31/2012
|
3,225
|
3,404
|
PepsiAmericas Inc.
|
4.875%
|
1/15/2015
|
375
|
374
|
PepsiAmericas Inc.
|
5.000%
|
5/15/2017
|
4,600
|
4,444
|
Pepsico, Inc.
|
5.150%
|
5/15/2012
|
2,650
|
2,809
|
Pepsico, Inc.
|
4.650%
|
2/15/2013
|
5,950
|
6,170
|
Pfizer, Inc.
|
4.500%
|
2/15/2014
|
9,350
|
9,647
|
Pharmacia Corp.
|
6.600%
|
12/1/2028
|
775
|
845
|
Philips Electronics NV
|
6.875%
|
3/11/2038
|
5,900
|
6,283
|
Procter & Gamble Co.
|
6.875%
|
9/15/2009
|
19,200
|
20,362
|
Procter & Gamble Co.
|
4.950%
|
8/15/2014
|
1,600
|
1,670
|
Procter & Gamble Co.
|
6.450%
|
1/15/2026
|
1,825
|
1,997
|
Procter & Gamble Co.
|
5.800%
|
8/15/2034
|
3,375
|
3,469
|
Procter & Gamble Co.
|
5.550%
|
3/5/2037
|
13,500
|
13,430
|
2 Procter & Gamble Co. ESOP
|
9.360%
|
1/1/2021
|
13,797
|
17,569
|
Quest Diagnostic, Inc.
|
5.450%
|
11/1/2015
|
8,175
|
7,914
|
Quest Diagnostic, Inc.
|
6.400%
|
7/1/2017
|
675
|
689
|
Quest Diagnostic, Inc.
|
6.950%
|
7/1/2037
|
3,300
|
3,372
|
Reynolds American Inc.
|
6.500%
|
7/15/2010
|
2,525
|
2,626
|
Reynolds American Inc.
|
7.250%
|
6/1/2012
|
2,525
|
2,702
|
Reynolds American Inc.
|
7.250%
|
6/1/2013
|
4,750
|
5,130
|
Reynolds American Inc.
|
7.625%
|
6/1/2016
|
4,000
|
4,220
|
Reynolds American Inc.
|
6.750%
|
6/15/2017
|
5,800
|
5,916
|
Reynolds American Inc.
|
7.250%
|
6/15/2037
|
4,700
|
4,700
|
Safeway, Inc.
|
4.950%
|
8/16/2010
|
3,125
|
3,149
|
Safeway, Inc.
|
6.500%
|
3/1/2011
|
7,575
|
7,898
|
Safeway, Inc.
|
5.800%
|
8/15/2012
|
3,650
|
3,801
|
Safeway, Inc.
|
6.350%
|
8/15/2017
|
800
|
847
|
Safeway, Inc.
|
7.250%
|
2/1/2031
|
5,700
|
6,045
|
Schering-Plough Corp.
|
5.550%
|
12/1/2013
|
10,850
|
11,212
|
Schering-Plough Corp.
|
6.750%
|
12/1/2033
|
9,075
|
9,145
|
Schering-Plough Corp.
|
6.000%
|
9/15/2017
|
900
|
909
|
Schering-Plough Corp.
|
6.550%
|
9/15/2037
|
1,025
|
979
|
Sysco Corp.
|
4.200%
|
2/12/2013
|
2,225
|
2,247
|
Sysco Corp.
|
5.250%
|
2/12/2018
|
1,800
|
1,832
|
Sysco Corp.
|
5.375%
|
9/21/2035
|
4,725
|
4,356
|
Teva Pharmaceutical Finance LLC
|
6.150%
|
2/1/2036
|
11,475
|
11,420
|
UST, Inc.
|
6.625%
|
7/15/2012
|
800
|
858
|
UST, Inc.
|
5.750%
|
3/1/2018
|
3,200
|
3,229
|
Unilever Capital Corp.
|
7.125%
|
11/1/2010
|
10,950
|
12,010
|
Unilever Capital Corp.
|
5.900%
|
11/15/2032
|
3,725
|
3,770
|
Whirlpool Corp.
|
5.500%
|
3/1/2013
|
14,250
|
14,489
|
Wm. Wrigley Jr. Co.
|
4.300%
|
7/15/2010
|
5,725
|
5,864
|
Wm. Wrigley Jr. Co.
|
4.650%
|
7/15/2015
|
5,550
|
5,601
|
Wyeth
|
5.500%
|
3/15/2013
|
20,150
|
21,312
|
Wyeth
|
6.950%
|
3/15/2011
|
2,450
|
2,644
|
Wyeth
|
5.500%
|
2/1/2014
|
7,425
|
7,706
|
Wyeth
|
5.500%
|
2/15/2016
|
5,475
|
5,584
|
Wyeth
|
5.450%
|
4/1/2017
|
3,175
|
3,232
|
Wyeth
|
6.450%
|
2/1/2024
|
1,850
|
1,966
|
Wyeth
|
6.500%
|
2/1/2034
|
1,975
|
2,073
|
Wyeth
|
6.000%
|
2/15/2036
|
6,125
|
6,087
|
Wyeth
|
5.950%
|
4/1/2037
|
23,670
|
23,203
|
Energy (0.9%)
|
|
|
|
|
Alberta Energy Co. Ltd.
|
7.375%
|
11/1/2031
|
975
|
1,078
|
Amerada Hess Corp.
|
6.650%
|
8/15/2011
|
7,450
|
7,979
|
Amerada Hess Corp.
|
7.875%
|
10/1/2029
|
6,250
|
7,412
|
Amerada Hess Corp.
|
7.125%
|
3/15/2033
|
6,475
|
7,155
|
Anadarko Finance Co.
|
6.750%
|
5/1/2011
|
3,675
|
3,910
|
Anadarko Finance Co.
|
7.500%
|
5/1/2031
|
985
|
1,110
|
Anadarko Petroleum Corp.
|
5.950%
|
9/15/2016
|
10,325
|
10,686
|
Anadarko Petroleum Corp.
|
6.450%
|
9/15/2036
|
17,520
|
17,898
|
Apache Corp.
|
6.250%
|
4/15/2012
|
1,700
|
1,840
|
Apache Corp.
|
5.250%
|
4/15/2013
|
675
|
704
|
Apache Corp.
|
5.625%
|
1/15/2017
|
1,050
|
1,096
|
Apache Corp.
|
6.000%
|
1/15/2037
|
6,500
|
6,548
|
Apache Finance Canada
|
7.750%
|
12/15/2029
|
1,350
|
1,595
|
Atlantic Richfield Co.
|
5.900%
|
4/15/2009
|
3,484
|
3,599
|
Baker Hughes, Inc.
|
6.875%
|
1/15/2029
|
825
|
888
|
Burlington Resources, Inc.
|
6.680%
|
2/15/2011
|
4,300
|
4,657
|
Burlington Resources, Inc.
|
6.500%
|
12/1/2011
|
3,975
|
4,286
|
Burlington Resources, Inc.
|
7.200%
|
8/15/2031
|
850
|
984
|
Burlington Resources, Inc.
|
7.400%
|
12/1/2031
|
4,575
|
5,349
|
Canadian Natural Resources
|
5.450%
|
10/1/2012
|
1,675
|
1,713
|
Canadian Natural Resources
|
5.150%
|
2/1/2013
|
1,875
|
1,910
|
Canadian Natural Resources
|
4.900%
|
12/1/2014
|
5,575
|
5,528
|
Canadian Natural Resources
|
6.000%
|
8/15/2016
|
5,375
|
5,543
|
Canadian Natural Resources
|
5.700%
|
5/15/2017
|
6,825
|
6,903
|
Canadian Natural Resources
|
5.900%
|
2/1/2018
|
4,675
|
4,752
|
Canadian Natural Resources
|
7.200%
|
1/15/2032
|
5,375
|
5,695
|
Canadian Natural Resources
|
6.450%
|
6/30/2033
|
5,065
|
4,914
|
Canadian Natural Resources
|
6.500%
|
2/15/2037
|
9,175
|
9,051
|
Canadian Natural Resources
|
6.250%
|
3/15/2038
|
5,625
|
5,394
|
Canadian Natural Resources
|
6.750%
|
2/1/2039
|
2,800
|
2,875
|
Conoco Funding Co.
|
6.350%
|
10/15/2011
|
24,885
|
27,078
|
Conoco Funding Co.
|
7.250%
|
10/15/2031
|
350
|
403
|
Conoco, Inc.
|
6.950%
|
4/15/2029
|
1,005
|
1,149
|
ConocoPhillips
|
5.900%
|
10/15/2032
|
1,950
|
1,979
|
ConocoPhillips Canada
|
5.300%
|
4/15/2012
|
5,025
|
5,295
|
ConocoPhillips Canada
|
5.625%
|
10/15/2016
|
21,100
|
22,174
|
ConocoPhillips Canada
|
5.950%
|
10/15/2036
|
3,475
|
3,559
|
Devon Financing Corp.
|
6.875%
|
9/30/2011
|
10,185
|
11,117
|
Devon Financing Corp.
|
7.875%
|
9/30/2031
|
3,725
|
4,596
|
Diamond Offshore Drilling
|
4.875%
|
7/1/2015
|
775
|
761
|
EOG Resources Inc.
|
5.875%
|
9/15/2017
|
9,250
|
9,783
|
Encana Corp.
|
4.600%
|
8/15/2009
|
1,225
|
1,234
|
Encana Corp.
|
5.900%
|
12/1/2017
|
9,850
|
10,061
|
Encana Corp.
|
6.500%
|
8/15/2034
|
9,025
|
8,918
|
Encana Corp.
|
6.625%
|
8/15/2037
|
11,900
|
12,054
|
Encana Corp.
|
6.500%
|
2/1/2038
|
525
|
520
|
Encana Holdings Finance Corp.
|
5.800%
|
5/1/2014
|
2,100
|
2,202
|
Halliburton Co.
|
5.500%
|
10/15/2010
|
4,100
|
4,275
|
Husky Energy Inc.
|
6.250%
|
6/15/2012
|
2,875
|
3,077
|
Husky Energy Inc.
|
6.150%
|
6/15/2019
|
1,000
|
1,019
|
Husky Energy Inc.
|
6.800%
|
9/15/2037
|
2,400
|
2,438
|
Kerr McGee Corp.
|
6.875%
|
9/15/2011
|
6,850
|
7,332
|
Kerr McGee Corp.
|
6.950%
|
7/1/2024
|
11,770
|
12,361
|
Kerr McGee Corp.
|
7.875%
|
9/15/2031
|
1,700
|
2,017
|
Lasmo Inc.
|
7.300%
|
11/15/2027
|
400
|
448
|
Marathon Oil Corp.
|
6.125%
|
3/15/2012
|
9,470
|
9,994
|
Marathon Oil Corp.
|
6.000%
|
7/1/2012
|
3,400
|
3,564
|
Marathon Oil Corp.
|
6.000%
|
10/1/2017
|
9,875
|
9,997
|
Marathon Oil Corp.
|
5.900%
|
3/15/2018
|
1,750
|
1,762
|
Marathon Oil Corp.
|
6.600%
|
10/1/2037
|
12,525
|
12,324
|
4 Nabors Industries Inc.
|
6.150%
|
2/15/2018
|
2,350
|
2,404
|
Nexen, Inc.
|
5.050%
|
11/20/2013
|
3,700
|
3,723
|
Nexen, Inc.
|
5.650%
|
5/15/2017
|
2,325
|
2,306
|
Nexen, Inc.
|
7.875%
|
3/15/2032
|
1,100
|
1,231
|
Nexen, Inc.
|
5.875%
|
3/10/2035
|
400
|
359
|
Nexen, Inc.
|
6.400%
|
5/15/2037
|
12,975
|
12,470
|
Noble Energy Inc.
|
8.000%
|
4/1/2027
|
175
|
193
|
Norsk Hydro
|
7.250%
|
9/23/2027
|
6,325
|
7,317
|
Norsk Hydro
|
7.150%
|
1/15/2029
|
3,475
|
4,020
|
Occidental Petroleum
|
6.750%
|
1/15/2012
|
6,725
|
7,398
|
PanCanadian Energy Corp.
|
7.200%
|
11/1/2031
|
7,050
|
7,645
|
Petro-Canada
|
4.000%
|
7/15/2013
|
1,675
|
1,642
|
Petro-Canada
|
7.875%
|
6/15/2026
|
1,675
|
1,900
|
Petro-Canada
|
7.000%
|
11/15/2028
|
1,375
|
1,437
|
Petro-Canada
|
5.350%
|
7/15/2033
|
5,975
|
5,001
|
Petro-Canada
|
5.950%
|
5/15/2035
|
8,475
|
7,798
|
Petro-Canada Financial Partnership
|
5.000%
|
11/15/2014
|
1,600
|
1,584
|
Phillips Petroleum Co.
|
8.750%
|
5/25/2010
|
1,250
|
1,396
|
Questar Market Resources
|
6.050%
|
9/1/2016
|
3,575
|
3,723
|
Shell International Finance
|
5.625%
|
6/27/2011
|
1,000
|
1,072
|
Shell International Finance
|
4.950%
|
3/22/2012
|
3,450
|
3,639
|
Shell International Finance
|
5.200%
|
3/22/2017
|
3,525
|
3,725
|
Suncor Energy, Inc.
|
7.150%
|
2/1/2032
|
1,700
|
1,856
|
Suncor Energy, Inc.
|
5.950%
|
12/1/2034
|
150
|
143
|
Suncor Energy, Inc.
|
6.500%
|
6/15/2038
|
9,575
|
9,431
|
Sunoco, Inc.
|
4.875%
|
10/15/2014
|
1,700
|
1,665
|
Sunoco, Inc.
|
5.750%
|
1/15/2017
|
2,300
|
2,291
|
Talisman Energy, Inc.
|
5.125%
|
5/15/2015
|
1,400
|
1,395
|
Talisman Energy, Inc.
|
7.250%
|
10/15/2027
|
1,050
|
1,101
|
Talisman Energy, Inc.
|
5.850%
|
2/1/2037
|
5,500
|
5,007
|
Tosco Corp.
|
8.125%
|
2/15/2030
|
18,775
|
23,852
|
Transocean Inc.
|
5.250%
|
3/15/2013
|
2,600
|
2,662
|
Transocean Inc.
|
6.000%
|
3/15/2018
|
6,325
|
6,492
|
Transocean Inc.
|
7.500%
|
4/15/2031
|
2,650
|
2,962
|
Transocean Inc.
|
6.800%
|
3/15/2038
|
6,050
|
6,186
|
Valero Energy Corp.
|
6.875%
|
4/15/2012
|
17,725
|
19,168
|
Valero Energy Corp.
|
4.750%
|
6/15/2013
|
340
|
338
|
Valero Energy Corp.
|
6.125%
|
6/15/2017
|
2,000
|
2,015
|
Valero Energy Corp.
|
7.500%
|
4/15/2032
|
5,265
|
5,465
|
Valero Energy Corp.
|
6.625%
|
6/15/2037
|
5,350
|
5,117
|
Weatherford International Inc.
|
5.950%
|
6/15/2012
|
750
|
776
|
Weatherford International Inc.
|
5.150%
|
3/15/2013
|
1,550
|
1,558
|
Weatherford International Inc.
|
6.350%
|
6/15/2017
|
5,350
|
5,531
|
Weatherford International Inc.
|
6.000%
|
3/15/2018
|
2,250
|
2,229
|
Weatherford International Inc.
|
6.500%
|
8/1/2036
|
11,125
|
10,461
|
Weatherford International Inc.
|
6.800%
|
6/15/2037
|
1,875
|
1,871
|
Weatherford International Inc.
|
7.000%
|
3/15/2038
|
1,750
|
1,789
|
XTO Energy, Inc.
|
5.900%
|
8/1/2012
|
6,025
|
6,354
|
XTO Energy, Inc.
|
6.250%
|
4/15/2013
|
4,800
|
5,186
|
XTO Energy, Inc.
|
4.900%
|
2/1/2014
|
525
|
519
|
XTO Energy, Inc.
|
5.000%
|
1/31/2015
|
1,725
|
1,705
|
XTO Energy, Inc.
|
5.300%
|
6/30/2015
|
1,475
|
1,476
|
XTO Energy, Inc.
|
6.250%
|
8/1/2017
|
9,800
|
10,397
|
XTO Energy, Inc.
|
6.100%
|
4/1/2036
|
1,300
|
1,275
|
XTO Energy, Inc.
|
6.750%
|
8/1/2037
|
5,875
|
6,279
|
Technology (0.6%)
|
|
|
|
|
Agilent Technologies Inc.
|
6.500%
|
11/1/2017
|
9,300
|
9,480
|
Cisco Systems Inc.
|
5.250%
|
2/22/2011
|
32,725
|
34,206
|
Cisco Systems Inc.
|
5.500%
|
2/22/2016
|
18,250
|
18,780
|
Computer Sciences Corp.
|
5.000%
|
2/15/2013
|
4,575
|
4,507
|
4 Computer Sciences Corp.
|
5.500%
|
3/15/2013
|
400
|
402
|
4 Computer Sciences Corp.
|
6.500%
|
3/15/2018
|
400
|
406
|
Corning Inc.
|
7.250%
|
8/15/2036
|
400
|
434
|
Dun & Bradstreet Corp.
|
6.000%
|
4/1/2013
|
6,000
|
6,062
|
Electronic Data Systems
|
6.500%
|
8/1/2013
|
4,650
|
4,631
|
Electronic Data Systems
|
7.125%
|
10/15/2009
|
575
|
586
|
Equifax Inc.
|
6.300%
|
7/1/2017
|
1,300
|
1,288
|
Equifax Inc.
|
7.000%
|
7/1/2037
|
1,900
|
1,658
|
Fiserv, Inc.
|
6.125%
|
11/20/2012
|
11,075
|
11,396
|
Fiserv, Inc.
|
6.800%
|
11/20/2017
|
7,075
|
7,323
|
Harris Corp.
|
5.000%
|
10/1/2015
|
4,400
|
4,312
|
Harris Corp.
|
5.950%
|
12/1/2017
|
225
|
230
|
Hewlett-Packard Co.
|
5.250%
|
3/1/2012
|
1,100
|
1,165
|
Hewlett-Packard Co.
|
6.500%
|
7/1/2012
|
1,835
|
2,003
|
Hewlett-Packard Co.
|
4.500%
|
3/1/2013
|
14,025
|
14,280
|
Hewlett-Packard Co.
|
5.400%
|
3/1/2017
|
2,025
|
2,077
|
Hewlett-Packard Co.
|
5.500%
|
3/1/2018
|
2,050
|
2,105
|
IBM International Group Capital
|
5.050%
|
10/22/2012
|
22,950
|
24,004
|
International Business Machines Corp.
|
4.950%
|
3/22/2011
|
5,800
|
6,029
|
International Business Machines Corp.
|
7.500%
|
6/15/2013
|
3,575
|
4,107
|
International Business Machines Corp.
|
5.700%
|
9/14/2017
|
40,625
|
42,750
|
International Business Machines Corp.
|
7.000%
|
10/30/2025
|
720
|
803
|
International Business Machines Corp.
|
6.220%
|
8/1/2027
|
6,250
|
6,416
|
International Business Machines Corp.
|
6.500%
|
1/15/2028
|
700
|
744
|
International Business Machines Corp.
|
5.875%
|
11/29/2032
|
500
|
498
|
International Business Machines Corp.
|
7.125%
|
12/1/2096
|
6,735
|
7,570
|
Intuit Inc.
|
5.400%
|
3/15/2012
|
2,475
|
2,486
|
Intuit Inc.
|
5.750%
|
3/15/2017
|
2,925
|
2,859
|
Motorola, Inc.
|
7.625%
|
11/15/2010
|
619
|
653
|
Motorola, Inc.
|
8.000%
|
11/1/2011
|
725
|
740
|
Motorola, Inc.
|
5.375%
|
11/15/2012
|
5,825
|
5,403
|
Motorola, Inc.
|
6.000%
|
11/15/2017
|
1,675
|
1,435
|
Motorola, Inc.
|
7.500%
|
5/15/2025
|
1,000
|
874
|
Motorola, Inc.
|
6.500%
|
9/1/2025
|
1,550
|
1,230
|
Motorola, Inc.
|
6.500%
|
11/15/2028
|
500
|
390
|
Motorola, Inc.
|
6.625%
|
11/15/2037
|
2,450
|
1,937
|
National Semiconductor
|
6.150%
|
6/15/2012
|
750
|
767
|
National Semiconductor
|
6.600%
|
6/15/2017
|
7,400
|
7,456
|
Oracle Corp.
|
5.000%
|
1/15/2011
|
6,150
|
6,332
|
Oracle Corp.
|
5.250%
|
1/15/2016
|
9,850
|
9,888
|
Philips Electronics NV
|
4.625%
|
3/11/2013
|
4,750
|
4,762
|
Philips Electronics NV
|
5.750%
|
3/11/2018
|
8,200
|
8,356
|
Pitney Bowes, Inc.
|
4.625%
|
10/1/2012
|
8,000
|
8,149
|
Pitney Bowes, Inc.
|
4.875%
|
8/15/2014
|
350
|
345
|
Pitney Bowes, Inc.
|
5.000%
|
3/15/2015
|
650
|
643
|
Pitney Bowes, Inc.
|
4.750%
|
1/15/2016
|
13,125
|
12,727
|
Pitney Bowes, Inc.
|
5.750%
|
9/15/2017
|
850
|
864
|
Pitney Bowes, Inc.
|
5.250%
|
1/15/2037
|
550
|
544
|
Science Applications International Corp.
|
6.250%
|
7/1/2012
|
1,275
|
1,401
|
Science Applications International Corp.
|
5.500%
|
7/1/2033
|
1,775
|
1,529
|
4 Tyco Electronics Group
|
6.000%
|
10/1/2012
|
2,450
|
2,565
|
4 Tyco Electronics Group
|
6.550%
|
10/1/2017
|
9,325
|
9,845
|
4 Tyco Electronics Group
|
7.125%
|
10/1/2037
|
750
|
790
|
Xerox Capital Trust I
|
8.000%
|
2/1/2027
|
5,750
|
5,649
|
Xerox Corp.
|
7.125%
|
6/15/2010
|
4,000
|
4,227
|
Xerox Corp.
|
6.875%
|
8/15/2011
|
2,425
|
2,539
|
Xerox Corp.
|
5.500%
|
5/15/2012
|
3,200
|
3,177
|
Xerox Corp.
|
7.625%
|
6/15/2013
|
2,400
|
2,488
|
Xerox Corp.
|
6.400%
|
3/15/2016
|
5,125
|
5,286
|
Xerox Corp.
|
6.750%
|
2/1/2017
|
3,700
|
3,880
|
Transportation (0.4%)
|
|
|
|
|
2 American Airlines, Inc.
|
6.855%
|
4/15/2009
|
2,059
|
2,013
|
American Airlines, Inc.
|
7.024%
|
10/15/2009
|
8,250
|
8,188
|
American Airlines, Inc.
|
7.858%
|
10/1/2011
|
1,675
|
1,675
|
Burlington Northern Santa Fe Corp.
|
7.125%
|
12/15/2010
|
500
|
546
|
Burlington Northern Santa Fe Corp.
|
6.750%
|
7/15/2011
|
3,720
|
3,963
|
Burlington Northern Santa Fe Corp.
|
5.900%
|
7/1/2012
|
3,375
|
3,498
|
Burlington Northern Santa Fe Corp.
|
5.650%
|
5/1/2017
|
2,925
|
2,919
|
Burlington Northern Santa Fe Corp.
|
5.750%
|
3/15/2018
|
4,100
|
4,122
|
Burlington Northern Santa Fe Corp.
|
7.000%
|
12/15/2025
|
6,400
|
6,674
|
Burlington Northern Santa Fe Corp.
|
6.200%
|
8/15/2036
|
7,275
|
7,006
|
Burlington Northern Santa Fe Corp.
|
6.150%
|
5/1/2037
|
5,400
|
5,177
|
CNF, Inc.
|
6.700%
|
5/1/2034
|
4,150
|
3,735
|
CSX Corp.
|
6.750%
|
3/15/2011
|
2,450
|
2,600
|
CSX Corp.
|
6.300%
|
3/15/2012
|
1,775
|
1,835
|
CSX Corp.
|
5.750%
|
3/15/2013
|
125
|
127
|
CSX Corp.
|
6.250%
|
4/1/2015
|
2,750
|
2,800
|
CSX Corp.
|
5.600%
|
5/1/2017
|
1,875
|
1,800
|
CSX Corp.
|
6.250%
|
3/15/2018
|
300
|
294
|
CSX Corp.
|
7.950%
|
5/1/2027
|
325
|
349
|
CSX Corp.
|
6.000%
|
10/1/2036
|
6,850
|
5,871
|
CSX Corp.
|
6.150%
|
5/1/2037
|
2,750
|
2,404
|
CSX Corp.
|
7.450%
|
4/1/2038
|
2,350
|
2,420
|
Canadian National Railway Co.
|
6.375%
|
10/15/2011
|
1,075
|
1,158
|
Canadian National Railway Co.
|
4.400%
|
3/15/2013
|
1,175
|
1,180
|
Canadian National Railway Co.
|
5.800%
|
6/1/2016
|
950
|
989
|
Canadian National Railway Co.
|
5.850%
|
11/15/2017
|
1,425
|
1,519
|
Canadian National Railway Co.
|
6.800%
|
7/15/2018
|
10,750
|
11,989
|
Canadian National Railway Co.
|
6.900%
|
7/15/2028
|
700
|
759
|
Canadian National Railway Co.
|
6.250%
|
8/1/2034
|
1,525
|
1,536
|
Canadian National Railway Co.
|
6.200%
|
6/1/2036
|
3,025
|
3,027
|
Canadian National Railway Co.
|
6.375%
|
11/15/2037
|
400
|
391
|
Canadian Pacific Rail
|
6.250%
|
10/15/2011
|
10,950
|
11,433
|
Canadian Pacific Rail
|
7.125%
|
10/15/2031
|
550
|
534
|
Canadian Pacific Rail
|
5.950%
|
5/15/2037
|
1,200
|
1,005
|
Continental Airlines, Inc.
|
6.563%
|
2/15/2012
|
2,450
|
2,413
|
2 Continental Airlines, Inc.
|
6.648%
|
9/15/2017
|
8,787
|
8,655
|
2 Continental Airlines, Inc.
|
6.900%
|
1/2/2018
|
3,513
|
3,434
|
2 Continental Airlines, Inc.
|
6.545%
|
2/2/2019
|
522
|
501
|
2 Continental Airlines, Inc.
|
5.983%
|
4/19/2022
|
750
|
656
|
Delta Air Lines Enhanced Equipment Trust Certificates
|
6.417%
|
7/2/2012
|
4,100
|
4,059
|
2 Delta Air Lines Enhanced Equipment Trust Certificates
|
6.718%
|
1/2/2023
|
3,814
|
3,757
|
Delta Air Lines, Inc.
|
7.111%
|
9/18/2011
|
4,100
|
4,008
|
24 Delta Air Lines, Inc.
|
6.821%
|
8/10/2022
|
5,837
|
5,627
|
FedEx Corp.
|
3.500%
|
4/1/2009
|
1,900
|
1,889
|
FedEx Corp.
|
5.500%
|
8/15/2009
|
4,075
|
4,178
|
Norfolk Southern Corp.
|
6.200%
|
4/15/2009
|
3,200
|
3,282
|
Norfolk Southern Corp.
|
6.750%
|
2/15/2011
|
6,000
|
6,435
|
Norfolk Southern Corp.
|
5.257%
|
9/17/2014
|
45
|
45
|
Norfolk Southern Corp.
|
7.700%
|
5/15/2017
|
6,375
|
7,470
|
Norfolk Southern Corp.
|
9.750%
|
6/15/2020
|
1,696
|
2,220
|
Norfolk Southern Corp.
|
5.590%
|
5/17/2025
|
634
|
593
|
Norfolk Southern Corp.
|
7.800%
|
5/15/2027
|
2,495
|
2,896
|
Norfolk Southern Corp.
|
5.640%
|
5/17/2029
|
2,205
|
2,035
|
Norfolk Southern Corp.
|
7.050%
|
5/1/2037
|
13,325
|
14,581
|
Norfolk Southern Corp.
|
7.900%
|
5/15/2097
|
2,075
|
2,408
|
Ryder System Inc.
|
5.950%
|
5/2/2011
|
3,375
|
3,492
|
Ryder System Inc.
|
5.850%
|
3/1/2014
|
2,000
|
1,994
|
Ryder System Inc.
|
5.850%
|
11/1/2016
|
1,950
|
1,894
|
Southwest Airlines Co.
|
6.500%
|
3/1/2012
|
7,950
|
8,221
|
Southwest Airlines Co.
|
5.250%
|
10/1/2014
|
275
|
267
|
Southwest Airlines Co.
|
5.750%
|
12/15/2016
|
3,950
|
3,871
|
Southwest Airlines Co.
|
5.125%
|
3/1/2017
|
850
|
789
|
2 Southwest Airlines Co.
|
6.150%
|
8/1/2022
|
2,064
|
2,009
|
Union Pacific Corp.
|
3.625%
|
6/1/2010
|
2,040
|
2,064
|
Union Pacific Corp.
|
6.650%
|
1/15/2011
|
3,005
|
3,174
|
Union Pacific Corp.
|
6.125%
|
1/15/2012
|
200
|
212
|
Union Pacific Corp.
|
6.500%
|
4/15/2012
|
2,383
|
2,579
|
Union Pacific Corp.
|
5.450%
|
1/31/2013
|
2,750
|
2,833
|
Union Pacific Corp.
|
7.000%
|
2/1/2016
|
450
|
478
|
Union Pacific Corp.
|
5.650%
|
5/1/2017
|
5,200
|
5,219
|
Union Pacific Corp.
|
5.750%
|
11/15/2017
|
10,325
|
10,485
|
Union Pacific Corp.
|
5.700%
|
8/15/2018
|
5,050
|
5,038
|
Union Pacific Corp.
|
6.625%
|
2/1/2029
|
1,450
|
1,503
|
2 Union Pacific Railroad Co.
|
6.176%
|
1/2/2031
|
1,562
|
1,555
|
2 United Air Lines Inc.
|
6.636%
|
7/2/2022
|
2,602
|
2,423
|
United Parcel Service of America
|
4.500%
|
1/15/2013
|
2,750
|
2,847
|
United Parcel Service of America
|
5.500%
|
1/15/2018
|
3,425
|
3,613
|
United Parcel Service of America
|
6.200%
|
1/15/2038
|
4,875
|
5,196
|
Other (0.1%)
|
|
|
|
|
Black & Decker Corp.
|
7.125%
|
6/1/2011
|
500
|
520
|
Black & Decker Corp.
|
5.750%
|
11/15/2016
|
2,950
|
2,925
|
Cintas Corp.
|
6.125%
|
12/1/2017
|
2,925
|
3,014
|
Cooper Industries, Inc.
|
5.250%
|
11/15/2012
|
4,425
|
4,545
|
Cooper Industries, Inc.
|
5.450%
|
4/1/2015
|
2,450
|
2,481
|
Danaher Corp.
|
5.625%
|
1/15/2018
|
2,850
|
2,960
|
Dover Corp.
|
4.875%
|
10/15/2015
|
2,050
|
2,024
|
Dover Corp.
|
5.450%
|
3/15/2018
|
8,100
|
8,194
|
Dover Corp.
|
5.375%
|
10/15/2035
|
650
|
585
|
Dover Corp.
|
6.600%
|
3/15/2038
|
3,275
|
3,390
|
Rockwell Automation
|
5.650%
|
12/1/2017
|
2,100
|
2,214
|
Rockwell Automation
|
6.700%
|
1/15/2028
|
1,275
|
1,384
|
Rockwell Automation
|
6.250%
|
12/1/2037
|
4,700
|
4,825
|
|
|
|
|
|
|
|
|
|
5,386,766
|
|
|
|
|
|
Utilities (1.9%)
|
|
|
|
|
Electric (1.4%)
|
|
|
|
|
AEP Texas Central Co.
|
6.650%
|
2/15/2033
|
2,775
|
2,876
|
Alabama Power Co.
|
4.850%
|
12/15/2012
|
2,400
|
2,472
|
Alabama Power Co.
|
5.500%
|
10/15/2017
|
3,975
|
4,085
|
American Electric Power Co., Inc.
|
5.375%
|
3/15/2010
|
925
|
947
|
American Electric Power Co., Inc.
|
5.250%
|
6/1/2015
|
875
|
868
|
4 American Water Capital Corp.
|
6.085%
|
10/15/2017
|
8,800
|
9,206
|
4 American Water Capital Corp.
|
6.593%
|
10/15/2037
|
6,300
|
6,338
|
Appalachian Power Co.
|
7.000%
|
4/1/2038
|
6,150
|
6,040
|
Arizona Public Service Co.
|
6.375%
|
10/15/2011
|
800
|
838
|
Arizona Public Service Co.
|
5.800%
|
6/30/2014
|
725
|
711
|
Arizona Public Service Co.
|
4.650%
|
5/15/2015
|
925
|
837
|
Arizona Public Service Co.
|
5.500%
|
9/1/2035
|
700
|
553
|
Baltimore Gas & Electric Co.
|
5.900%
|
10/1/2016
|
4,250
|
4,214
|
Baltimore Gas & Electric Co.
|
6.350%
|
10/1/2036
|
625
|
569
|
Carolina Power & Light Co.
|
6.500%
|
7/15/2012
|
1,250
|
1,360
|
Carolina Power & Light Co.
|
5.125%
|
9/15/2013
|
405
|
427
|
Carolina Power & Light Co.
|
6.300%
|
4/1/2038
|
2,750
|
2,830
|
CenterPoint Energy Houston
|
5.700%
|
3/15/2013
|
13,635
|
14,417
|
CenterPoint Energy Houston
|
5.750%
|
1/15/2014
|
500
|
527
|
CenterPoint Energy Houston
|
6.950%
|
3/15/2033
|
400
|
420
|
Cincinnati Gas & Electric Co.
|
5.700%
|
9/15/2012
|
4,925
|
5,241
|
Cleveland Electric Illumination Co.
|
7.880%
|
11/1/2017
|
1,375
|
1,537
|
Columbus Southern Power
|
5.850%
|
10/1/2035
|
8,300
|
7,677
|
Commonwealth Edison Co.
|
6.150%
|
3/15/2012
|
2,025
|
2,138
|
Commonwealth Edison Co.
|
5.950%
|
8/15/2016
|
14,530
|
14,597
|
Commonwealth Edison Co.
|
6.150%
|
9/15/2017
|
11,075
|
11,331
|
Commonwealth Edison Co.
|
5.800%
|
3/15/2018
|
3,950
|
3,927
|
Commonwealth Edison Co.
|
5.875%
|
2/1/2033
|
590
|
529
|
Commonwealth Edison Co.
|
5.900%
|
3/15/2036
|
800
|
716
|
Commonwealth Edison Co.
|
6.450%
|
1/15/2038
|
3,875
|
3,733
|
Connecticut Light & Power Co.
|
6.350%
|
6/1/2036
|
6,975
|
6,942
|
Consolidated Edison Co. of New York
|
5.625%
|
7/1/2012
|
375
|
394
|
Consolidated Edison Co. of New York
|
4.875%
|
2/1/2013
|
3,340
|
3,484
|
Consolidated Edison Co. of New York
|
5.375%
|
12/15/2015
|
1,600
|
1,632
|
Consolidated Edison Co. of New York
|
5.500%
|
9/15/2016
|
6,200
|
6,335
|
Consolidated Edison Co. of New York
|
5.300%
|
3/1/2035
|
2,450
|
2,124
|
Consolidated Edison Co. of New York
|
5.850%
|
3/15/2036
|
2,325
|
2,178
|
Consolidated Edison Co. of New York
|
6.200%
|
6/15/2036
|
3,575
|
3,511
|
Consolidated Edison Co. of New York
|
6.300%
|
8/15/2037
|
7,000
|
7,060
|
Constellation Energy Group, Inc.
|
6.125%
|
9/1/2009
|
875
|
897
|
Constellation Energy Group, Inc.
|
7.000%
|
4/1/2012
|
1,275
|
1,367
|
Constellation Energy Group, Inc.
|
4.550%
|
6/15/2015
|
18,050
|
16,361
|
Constellation Energy Group, Inc.
|
7.600%
|
4/1/2032
|
2,390
|
2,340
|
Consumers Energy Co.
|
5.000%
|
2/15/2012
|
2,500
|
2,527
|
Consumers Energy Co.
|
5.375%
|
4/15/2013
|
3,575
|
3,692
|
Consumers Energy Co.
|
5.500%
|
8/15/2016
|
1,925
|
1,915
|
Consumers Energy Co.
|
5.650%
|
4/15/2020
|
1,000
|
1,006
|
DDuke Energy Carolinas LLC
|
6.100%
|
6/1/2037
|
10,725
|
10,600
|
DTE Energy Co.
|
7.050%
|
6/1/2011
|
1,150
|
1,229
|
DTE Energy Co.
|
6.375%
|
4/15/2033
|
275
|
265
|
Detroit Edison Co.
|
6.125%
|
10/1/2010
|
2,730
|
2,916
|
Detroit Edison Co.
|
5.700%
|
10/1/2037
|
1,000
|
928
|
Dominion Resources, Inc.
|
4.750%
|
12/15/2010
|
2,225
|
2,284
|
2 Dominion Resources, Inc.
|
6.300%
|
9/30/2066
|
2,750
|
2,536
|
Dominion Resources, Inc.
|
6.250%
|
6/30/2012
|
2,790
|
2,989
|
Dominion Resources, Inc.
|
5.700%
|
9/17/2012
|
850
|
886
|
Dominion Resources, Inc.
|
5.150%
|
7/15/2015
|
19,050
|
18,789
|
Dominion Resources, Inc.
|
5.250%
|
8/1/2033
|
3,225
|
3,248
|
2 Dominion Resources, Inc.
|
7.500%
|
6/30/2066
|
4,325
|
3,978
|
Dominion Resources, Inc.
|
6.000%
|
11/30/2017
|
4,475
|
4,710
|
Dominion Resources, Inc.
|
6.300%
|
3/15/2033
|
1,675
|
1,647
|
Dominion Resources, Inc.
|
5.950%
|
6/15/2035
|
9,150
|
8,582
|
Duke Energy Carolinas LLC
|
6.000%
|
1/15/2038
|
625
|
626
|
Duke Energy Corp.
|
6.250%
|
1/15/2012
|
10,107
|
10,829
|
Duke Energy Corp.
|
6.000%
|
12/1/2028
|
1,900
|
1,870
|
Duke Energy Corp.
|
6.450%
|
10/15/2032
|
1,500
|
1,536
|
El Paso Electric Co.
|
6.000%
|
5/15/2035
|
2,200
|
2,038
|
Empresa Nacional Electric
|
8.350%
|
8/1/2013
|
775
|
889
|
Energy East Corp.
|
6.750%
|
6/15/2012
|
6,050
|
6,520
|
Energy East Corp.
|
6.750%
|
7/15/2036
|
4,275
|
4,050
|
Exelon Corp.
|
6.750%
|
5/1/2011
|
500
|
522
|
Exelon Corp.
|
4.900%
|
6/15/2015
|
5,200
|
5,023
|
Exelon Corp.
|
5.625%
|
6/15/2035
|
935
|
827
|
FPL Group Capital, Inc.
|
7.375%
|
6/1/2009
|
2,675
|
2,805
|
FPL Group Capital, Inc.
|
5.625%
|
9/1/2011
|
3,975
|
4,212
|
2 FPL Group Capital, Inc.
|
6.350%
|
10/1/2066
|
2,600
|
2,389
|
2 FPL Group Capital, Inc.
|
6.650%
|
6/15/2067
|
3,200
|
3,025
|
FirstEnergy Corp.
|
6.450%
|
11/15/2011
|
38,130
|
39,824
|
FirstEnergy Corp.
|
7.375%
|
11/15/2031
|
10,790
|
11,599
|
Florida Power & Light Co.
|
4.850%
|
2/1/2013
|
3,000
|
3,126
|
Florida Power & Light Co.
|
5.550%
|
11/1/2017
|
2,275
|
2,414
|
Florida Power & Light Co.
|
5.950%
|
10/1/2033
|
50
|
50
|
Florida Power & Light Co.
|
5.625%
|
4/1/2034
|
4,450
|
4,296
|
Florida Power & Light Co.
|
4.950%
|
6/1/2035
|
4,425
|
3,867
|
Florida Power & Light Co.
|
5.400%
|
9/1/2035
|
2,400
|
2,242
|
Florida Power & Light Co.
|
6.200%
|
6/1/2036
|
4,700
|
4,901
|
Florida Power & Light Co.
|
5.650%
|
2/1/2037
|
4,725
|
4,635
|
Florida Power & Light Co.
|
5.850%
|
5/1/2037
|
2,450
|
2,438
|
Florida Power & Light Co.
|
5.950%
|
2/1/2038
|
4,075
|
4,111
|
Florida Power Corp.
|
4.500%
|
6/1/2010
|
3,825
|
3,949
|
Florida Power Corp.
|
4.800%
|
3/1/2013
|
9,175
|
9,451
|
Florida Power Corp.
|
6.350%
|
9/15/2037
|
5,300
|
5,528
|
Georgia Power Co.
|
5.700%
|
6/1/2017
|
1,575
|
1,646
|
Georgia Power Co.
|
5.650%
|
3/1/2037
|
425
|
414
|
4 Illinois Power
|
6.125%
|
11/15/2017
|
1,475
|
1,496
|
Indiana Michigan Power Co.
|
6.050%
|
3/15/2037
|
7,475
|
6,569
|
Jersey Central Power & Light
|
5.625%
|
5/1/2016
|
3,575
|
3,620
|
Jersey Central Power & Light
|
5.650%
|
6/1/2017
|
2,250
|
2,285
|
Kansas City Power & Light
|
6.050%
|
11/15/2035
|
2,075
|
1,985
|
MidAmerican Energy Co.
|
5.650%
|
7/15/2012
|
3,200
|
3,379
|
MidAmerican Energy Co.
|
5.125%
|
1/15/2013
|
7,875
|
8,279
|
MidAmerican Energy Co.
|
5.950%
|
7/15/2017
|
1,675
|
1,754
|
MidAmerican Energy Co.
|
5.300%
|
3/15/2018
|
525
|
524
|
MidAmerican Energy Co.
|
6.750%
|
12/30/2031
|
5,475
|
5,856
|
MidAmerican Energy Co.
|
5.750%
|
11/1/2035
|
1,700
|
1,602
|
MidAmerican Energy Holdings Co.
|
5.875%
|
10/1/2012
|
7,020
|
7,429
|
MidAmerican Energy Holdings Co.
|
5.000%
|
2/15/2014
|
1,425
|
1,394
|
4 MidAmerican Energy Holdings Co.
|
5.750%
|
4/1/2018
|
3,250
|
3,268
|
MidAmerican Energy Holdings Co.
|
8.480%
|
9/15/2028
|
700
|
861
|
MidAmerican Energy Holdings Co.
|
6.125%
|
4/1/2036
|
20,850
|
20,240
|
MidAmerican Energy Holdings Co.
|
5.950%
|
5/15/2037
|
3,725
|
3,488
|
MidAmerican Energy Holdings Co.
|
6.500%
|
9/15/2037
|
8,375
|
8,445
|
NStar Electric Co.
|
4.875%
|
4/15/2014
|
2,200
|
2,222
|
NStar Electric Co.
|
5.625%
|
11/15/2017
|
5,650
|
5,993
|
National Rural Utilities Cooperative Finance Corp.
|
7.250%
|
3/1/2012
|
18,810
|
20,583
|
National Rural Utilities Cooperative Finance Corp.
|
4.750%
|
3/1/2014
|
2,125
|
2,138
|
National Rural Utilities Cooperative Finance Corp.
|
5.450%
|
4/10/2017
|
2,725
|
2,758
|
National Rural Utilities Cooperative Finance Corp.
|
5.450%
|
2/1/2018
|
5,400
|
5,408
|
National Rural Utilities Cooperative Finance Corp.
|
8.000%
|
3/1/2032
|
4,000
|
4,596
|
Nevada Power Co.
|
6.750%
|
7/1/2037
|
1,500
|
1,459
|
NiSource Finance Corp.
|
7.875%
|
11/15/2010
|
6,660
|
7,110
|
NiSource Finance Corp.
|
5.400%
|
7/15/2014
|
1,350
|
1,299
|
NiSource Finance Corp.
|
5.250%
|
9/15/2017
|
1,525
|
1,404
|
NiSource Finance Corp.
|
5.450%
|
9/15/2020
|
1,675
|
1,536
|
Northern States Power Co.
|
5.250%
|
3/1/2018
|
2,075
|
2,111
|
Northern States Power Co.
|
5.250%
|
7/15/2035
|
425
|
386
|
Northern States Power Co.
|
6.250%
|
6/1/2036
|
2,275
|
2,372
|
Northern States Power Co.
|
6.200%
|
7/1/2037
|
3,600
|
3,782
|
Ohio Edison
|
6.400%
|
7/15/2016
|
4,650
|
4,853
|
Ohio Power Co.
|
6.000%
|
6/1/2016
|
3,975
|
4,123
|
Oncor Electric Delivery Co.
|
6.375%
|
5/1/2012
|
3,650
|
3,791
|
Oncor Electric Delivery Co.
|
6.375%
|
1/15/2015
|
7,175
|
7,153
|
Oncor Electric Delivery Co.
|
7.000%
|
9/1/2022
|
600
|
577
|
Oncor Electric Delivery Co.
|
7.000%
|
5/1/2032
|
2,125
|
2,092
|
Oncor Electric Delivery Co.
|
7.250%
|
1/15/2033
|
4,475
|
4,533
|
PECO Energy Co.
|
5.350%
|
3/1/2018
|
2,000
|
2,034
|
PPL Energy Supply LLC
|
6.400%
|
11/1/2011
|
12,350
|
12,711
|
PPL Energy Supply LLC
|
5.400%
|
8/15/2014
|
1,000
|
963
|
PPL Energy Supply LLC
|
6.200%
|
5/15/2016
|
3,825
|
3,854
|
PPL Energy Supply LLC
|
6.500%
|
5/1/2018
|
2,550
|
2,544
|
PPL Energy Supply LLC
|
6.000%
|
12/15/2036
|
2,050
|
1,692
|
PSE&G Power LLC
|
7.750%
|
4/15/2011
|
1,075
|
1,178
|
PSE&G Power LLC
|
6.950%
|
6/1/2012
|
17,025
|
18,464
|
PSE&G Power LLC
|
5.500%
|
12/1/2015
|
5,500
|
5,439
|
PSE&G Power LLC
|
8.625%
|
4/15/2031
|
400
|
493
|
PSI Energy Inc.
|
5.000%
|
9/15/2013
|
200
|
201
|
PSI Energy Inc.
|
6.050%
|
6/15/2016
|
425
|
439
|
PSI Energy Inc.
|
6.120%
|
10/15/2035
|
1,400
|
1,356
|
PacifiCorp
|
6.900%
|
11/15/2011
|
7,600
|
8,338
|
PacifiCorp
|
7.700%
|
11/15/2031
|
1,250
|
1,501
|
PacifiCorp
|
5.250%
|
6/15/2035
|
50
|
45
|
PacifiCorp
|
6.250%
|
10/15/2037
|
800
|
821
|
Pacific Gas & Electric Co.
|
4.200%
|
3/1/2011
|
16,875
|
16,958
|
Pacific Gas & Electric Co.
|
4.800%
|
3/1/2014
|
5,125
|
5,194
|
Pacific Gas & Electric Co.
|
5.625%
|
11/30/2017
|
4,150
|
4,257
|
Pacific Gas & Electric Co.
|
6.050%
|
3/1/2034
|
15,055
|
14,792
|
Pacific Gas & Electric Co.
|
5.800%
|
3/1/2037
|
7,800
|
7,397
|
Pennsylvania Electric Co.
|
6.050%
|
9/1/2017
|
2,775
|
2,769
|
Pepco Holdings, Inc.
|
6.450%
|
8/15/2012
|
8,075
|
8,697
|
Pepco Holdings, Inc.
|
7.450%
|
8/15/2032
|
1,475
|
1,591
|
Potomac Electric Power
|
6.500%
|
11/15/2037
|
400
|
393
|
Progress Energy, Inc.
|
7.100%
|
3/1/2011
|
6,686
|
7,139
|
Progress Energy, Inc.
|
6.850%
|
4/15/2012
|
2,200
|
2,381
|
Progress Energy, Inc.
|
5.625%
|
1/15/2016
|
800
|
815
|
Progress Energy, Inc.
|
7.750%
|
3/1/2031
|
1,800
|
2,118
|
Progress Energy, Inc.
|
7.000%
|
10/30/2031
|
5,650
|
6,142
|
Public Service Co. of Colorado
|
7.875%
|
10/1/2012
|
9,800
|
11,332
|
Public Service Co. of Colorado
|
5.500%
|
4/1/2014
|
65
|
68
|
Public Service Co. of Colorado
|
6.250%
|
9/1/2037
|
1,850
|
1,878
|
Public Service Co. of Oklahoma
|
6.625%
|
11/15/2037
|
5,550
|
5,542
|
Public Service Electric & Gas
|
5.250%
|
7/1/2035
|
325
|
295
|
Public Service Electric & Gas
|
5.800%
|
5/1/2037
|
7,825
|
7,678
|
Puget Sound Energy Inc.
|
5.483%
|
6/1/2035
|
950
|
824
|
Puget Sound Energy Inc.
|
6.274%
|
3/15/2037
|
5,275
|
5,096
|
SCANA Corp.
|
6.875%
|
5/15/2011
|
7,825
|
8,340
|
Sierra Pacific Power Co.
|
6.000%
|
5/15/2016
|
2,925
|
2,888
|
Sierra Pacific Power Co.
|
6.750%
|
7/1/2037
|
5,000
|
4,875
|
South Carolina Electric & Gas Co.
|
6.625%
|
2/1/2032
|
2,750
|
2,990
|
South Carolina Electric & Gas Co.
|
5.300%
|
5/15/2033
|
220
|
202
|
South Carolina Electric & Gas Co.
|
6.050%
|
1/15/2038
|
600
|
609
|
Southern California Edison Co.
|
5.000%
|
1/15/2014
|
3,450
|
3,549
|
Southern California Edison Co.
|
4.650%
|
4/1/2015
|
1,500
|
1,506
|
Southern California Edison Co.
|
5.000%
|
1/15/2016
|
2,025
|
2,060
|
Southern California Edison Co.
|
6.000%
|
1/15/2034
|
3,025
|
3,062
|
Southern California Edison Co.
|
5.750%
|
4/1/2035
|
1,025
|
1,002
|
Southern California Edison Co.
|
5.350%
|
7/15/2035
|
3,825
|
3,538
|
Southern California Edison Co.
|
5.625%
|
2/1/2036
|
8,175
|
7,852
|
Southern California Edison Co.
|
5.550%
|
1/15/2037
|
9,875
|
9,391
|
Southern Co.
|
5.300%
|
1/15/2012
|
2,075
|
2,185
|
Southern Power Co.
|
6.250%
|
7/15/2012
|
4,155
|
4,488
|
Southern Power Co.
|
4.875%
|
7/15/2015
|
7,925
|
7,710
|
Southwestern Electric Power
|
5.550%
|
1/15/2017
|
500
|
495
|
Tampa Electric Co.
|
6.550%
|
5/15/2036
|
3,675
|
3,635
|
Toledo Edison Co.
|
6.150%
|
5/15/2037
|
400
|
352
|
Union Electric Co.
|
5.400%
|
2/1/2016
|
3,950
|
3,943
|
Virginia Electric & Power Co.
|
5.100%
|
11/30/2012
|
675
|
700
|
Virginia Electric & Power Co.
|
5.400%
|
1/15/2016
|
1,100
|
1,112
|
Virginia Electric & Power Co.
|
6.000%
|
1/15/2036
|
8,325
|
8,174
|
Virginia Electric & Power Co.
|
6.000%
|
5/15/2037
|
3,125
|
3,068
|
Virginia Electric & Power Co.
|
6.350%
|
11/30/2037
|
2,275
|
2,325
|
Wisconsin Electric Power Co.
|
5.625%
|
5/15/2033
|
1,175
|
1,101
|
Wisconsin Electric Power Co.
|
5.700%
|
12/1/2036
|
1,025
|
968
|
Wisconsin Energy Corp.
|
6.500%
|
4/1/2011
|
10,750
|
11,490
|
2 Wisconsin Energy Corp.
|
6.250%
|
5/15/2067
|
16,950
|
15,485
|
Wisconsin Power & Light Co.
|
6.375%
|
8/15/2037
|
5,050
|
5,213
|
Xcel Energy, Inc.
|
5.613%
|
4/1/2017
|
736
|
740
|
Xcel Energy, Inc.
|
6.500%
|
7/1/2036
|
3,600
|
3,515
|
Natural Gas (0.5%)
|
|
|
|
|
AGL Capital Corp.
|
7.125%
|
1/14/2011
|
2,350
|
2,536
|
AGL Capital Corp.
|
6.000%
|
10/1/2034
|
150
|
137
|
Atmos Energy Corp.
|
4.000%
|
10/15/2009
|
5,175
|
5,169
|
Atmos Energy Corp.
|
4.950%
|
10/15/2014
|
2,630
|
2,529
|
Boardwalk Pipelines LLC
|
5.500%
|
2/1/2017
|
4,025
|
3,763
|
Buckeye Partners LP
|
6.050%
|
1/15/2018
|
450
|
455
|
CenterPoint Energy Resources
|
7.875%
|
4/1/2013
|
1,000
|
1,112
|
CenterPoint Energy Resources
|
6.150%
|
5/1/2016
|
1,375
|
1,409
|
Consolidated Natural Gas
|
6.250%
|
11/1/2011
|
8,800
|
9,337
|
Consolidated Natural Gas
|
5.000%
|
12/1/2014
|
5,650
|
5,688
|
Duke Capital Corp.
|
7.500%
|
10/1/2009
|
500
|
523
|
Duke Capital Corp.
|
6.250%
|
2/15/2013
|
1,375
|
1,425
|
Duke Capital Corp.
|
5.500%
|
3/1/2014
|
3,825
|
3,744
|
Duke Capital Corp.
|
5.668%
|
8/15/2014
|
250
|
247
|
Duke Capital Corp.
|
6.750%
|
2/15/2032
|
2,800
|
2,708
|
Duke Energy Field Services
|
7.875%
|
8/16/2010
|
4,600
|
4,928
|
Duke Energy Field Services
|
8.125%
|
8/16/2030
|
225
|
255
|
El Paso Natural Gas Co.
|
5.950%
|
4/15/2017
|
2,625
|
2,620
|
4 Enbridge Energy Partners
|
6.500%
|
4/15/2018
|
2,850
|
2,835
|
4 Enbridge Energy Partners
|
7.500%
|
4/15/2038
|
6,625
|
6,606
|
Enbridge Inc.
|
5.600%
|
4/1/2017
|
375
|
371
|
Energy Transfer Partners LP
|
5.650%
|
8/1/2012
|
5,475
|
5,475
|
Energy Transfer Partners LP
|
5.950%
|
2/1/2015
|
8,200
|
7,981
|
Energy Transfer Partners LP
|
6.125%
|
2/15/2017
|
1,425
|
1,396
|
Energy Transfer Partners LP
|
6.625%
|
10/15/2036
|
1,750
|
1,652
|
Energy Transfer Partners LP
|
7.500%
|
7/1/2038
|
725
|
724
|
5 Enron Corp.
|
7.625%
|
9/10/2004
|
2,000
|
335
|
5 Enron Corp.
|
6.625%
|
11/15/2005
|
1,375
|
230
|
5 Enron Corp.
|
7.125%
|
5/15/2007
|
8,646
|
1,448
|
5 Enron Corp.
|
6.875%
|
10/15/2007
|
8,500
|
1,424
|
5 Enron Corp.
|
6.750%
|
8/1/2009
|
6,445
|
1,080
|
Enterprise Products Operating LP
|
4.625%
|
10/15/2009
|
500
|
504
|
Enterprise Products Operating LP
|
4.950%
|
6/1/2010
|
4,475
|
4,545
|
Enterprise Products Operating LP
|
5.650%
|
4/1/2013
|
4,425
|
4,421
|
Enterprise Products Operating LP
|
5.600%
|
10/15/2014
|
4,600
|
4,605
|
Enterprise Products Operating LP
|
6.300%
|
9/15/2017
|
6,150
|
6,363
|
Enterprise Products Operating LP
|
6.500%
|
1/31/2019
|
3,525
|
3,520
|
Enterprise Products Operating LP
|
6.875%
|
3/1/2033
|
1,775
|
1,773
|
Enterprise Products Operating LP
|
6.650%
|
10/15/2034
|
150
|
147
|
Equitable Resources Inc.
|
6.500%
|
4/1/2018
|
14,650
|
14,672
|
5 HNG Internorth
|
9.625%
|
3/15/2006
|
4,680
|
784
|
KeySpan Corp.
|
7.625%
|
11/15/2010
|
1,400
|
1,518
|
Kinder Morgan Energy Partners LP
|
6.750%
|
3/15/2011
|
975
|
1,026
|
Kinder Morgan Energy Partners LP
|
7.125%
|
3/15/2012
|
6,885
|
7,305
|
Kinder Morgan Energy Partners LP
|
5.850%
|
9/15/2012
|
7,375
|
7,523
|
Kinder Morgan Energy Partners LP
|
5.000%
|
12/15/2013
|
4,575
|
4,548
|
Kinder Morgan Energy Partners LP
|
5.125%
|
11/15/2014
|
2,050
|
2,005
|
Kinder Morgan Energy Partners LP
|
6.000%
|
2/1/2017
|
40
|
40
|
Kinder Morgan Energy Partners LP
|
5.950%
|
2/15/2018
|
2,325
|
2,363
|
Kinder Morgan Energy Partners LP
|
7.300%
|
8/15/2033
|
250
|
258
|
Kinder Morgan Energy Partners LP
|
6.500%
|
2/1/2037
|
650
|
607
|
Kinder Morgan Energy Partners LP
|
6.950%
|
1/15/2038
|
2,970
|
2,938
|
Magellan Midstream Partners, LP
|
5.650%
|
10/15/2016
|
1,025
|
1,029
|
National Grid PLC
|
6.300%
|
8/1/2016
|
9,800
|
10,075
|
ONEOK Inc.
|
5.200%
|
6/15/2015
|
3,500
|
3,453
|
ONEOK Inc.
|
6.000%
|
6/15/2035
|
2,800
|
2,528
|
ONEOK Partners, LP
|
5.900%
|
4/1/2012
|
3,325
|
3,476
|
ONEOK Partners, LP
|
6.150%
|
10/1/2016
|
5,350
|
5,464
|
ONEOK Partners, LP
|
6.650%
|
10/1/2036
|
14,700
|
14,181
|
ONEOK Partners, LP
|
6.850%
|
10/15/2037
|
5,900
|
5,800
|
Panhandle Eastern Pipeline
|
6.200%
|
11/1/2017
|
9,525
|
9,304
|
Plains All American Pipeline LP
|
6.650%
|
1/15/2037
|
1,325
|
1,256
|
Reliant Energy Resources
|
7.750%
|
2/15/2011
|
1,000
|
1,080
|
San Diego Gas & Electric
|
5.300%
|
11/15/2015
|
2,525
|
2,576
|
San Diego Gas & Electric
|
5.350%
|
5/15/2035
|
950
|
874
|
San Diego Gas & Electric
|
6.125%
|
9/15/2037
|
325
|
333
|
Sempra Energy
|
7.950%
|
3/1/2010
|
1,075
|
1,146
|
Sempra Energy
|
6.000%
|
2/1/2013
|
900
|
971
|
Southern California Gas Co.
|
5.750%
|
11/15/2035
|
1,000
|
975
|
4 Southern Natural Gas
|
5.900%
|
4/1/2017
|
16,785
|
16,752
|
Southern Union Co.
|
7.600%
|
2/1/2024
|
1,000
|
1,020
|
Teppco Partners, LP
|
5.900%
|
4/15/2013
|
2,800
|
2,822
|
Teppco Partners, LP
|
6.650%
|
4/15/2018
|
2,825
|
2,839
|
Teppco Partners, LP
|
7.550%
|
4/15/2038
|
1,800
|
1,805
|
Texas Eastern Transmission
|
7.000%
|
7/15/2032
|
300
|
323
|
Texas Gas Transmission
|
4.600%
|
6/1/2015
|
3,175
|
2,976
|
Trans-Canada Pipelines
|
4.000%
|
6/15/2013
|
3,725
|
3,653
|
2 Trans-Canada Pipelines
|
6.350%
|
5/15/2067
|
9,950
|
8,695
|
Trans-Canada Pipelines
|
5.600%
|
3/31/2034
|
3,230
|
2,907
|
Trans-Canada Pipelines
|
5.850%
|
3/15/2036
|
10,250
|
9,464
|
Trans-Canada Pipelines
|
6.200%
|
10/15/2037
|
3,500
|
3,369
|
Transcontinental Gas Pipe Line Corp.
|
7.000%
|
8/15/2011
|
2,225
|
2,333
|
Williams Cos., Inc.
|
8.125%
|
3/15/2012
|
1,900
|
2,081
|
Williams Cos., Inc.
|
7.750%
|
6/15/2031
|
2,825
|
3,016
|
|
|
|
|
|
|
|
|
|
1,151,893
|
|
|
|
|
|
|
Total Corporate Bonds
|
(Cost $15,697,816)
|
|
|
|
15,525,061
|
|
Sovereign Bonds (U.S. Dollar-Denominated) (2.2%)
|
|
|
|
|
|
Asian Development Bank
|
4.125%
|
9/15/2010
|
500
|
525
|
Asian Development Bank
|
4.500%
|
9/4/2012
|
1,375
|
1,465
|
Asian Development Bank
|
5.250%
|
6/12/2017
|
700
|
775
|
Asian Development Bank
|
5.593%
|
7/16/2018
|
2,100
|
2,380
|
Canadian Mortgage & Housing
|
4.800%
|
10/1/2010
|
1,375
|
1,440
|
China Development Bank
|
4.750%
|
10/8/2014
|
4,425
|
4,447
|
China Development Bank
|
5.000%
|
10/15/2015
|
1,800
|
1,819
|
Corp. Andina de Fomento
|
5.200%
|
5/21/2013
|
4,575
|
4,557
|
Corp. Andina de Fomento
|
5.750%
|
1/12/2017
|
14,650
|
13,990
|
Development Bank of Japan
|
4.250%
|
6/9/2015
|
2,500
|
2,589
|
Eksportfinans
|
5.500%
|
5/25/2016
|
10,395
|
11,402
|
Eksportfinans
|
5.500%
|
6/26/2017
|
7,975
|
8,717
|
European Investment Bank
|
5.000%
|
2/8/2010
|
3,350
|
3,532
|
European Investment Bank
|
4.000%
|
3/3/2010
|
25,925
|
26,897
|
European Investment Bank
|
4.125%
|
9/15/2010
|
400
|
413
|
European Investment Bank
|
4.625%
|
9/15/2010
|
10,975
|
11,661
|
European Investment Bank
|
3.250%
|
2/15/2011
|
12,375
|
12,687
|
European Investment Bank
|
5.250%
|
6/15/2011
|
14,425
|
15,528
|
European Investment Bank
|
4.625%
|
3/21/2012
|
17,000
|
18,198
|
European Investment Bank
|
2.875%
|
3/15/2013
|
17,350
|
17,460
|
European Investment Bank
|
3.250%
|
5/15/2013
|
15,075
|
15,442
|
European Investment Bank
|
4.625%
|
5/15/2014
|
42,900
|
44,985
|
European Investment Bank
|
4.875%
|
2/16/2016
|
625
|
667
|
European Investment Bank
|
5.125%
|
9/13/2016
|
2,550
|
2,777
|
European Investment Bank
|
4.875%
|
1/17/2017
|
18,625
|
19,995
|
European Investment Bank
|
5.125%
|
5/30/2017
|
26,350
|
28,861
|
European Investment Bank
|
4.875%
|
2/15/2036
|
400
|
407
|
Export-Import Bank of Korea
|
4.500%
|
8/12/2009
|
3,900
|
3,957
|
Export-Import Bank of Korea
|
4.625%
|
3/16/2010
|
2,450
|
2,507
|
Export-Import Bank of Korea
|
5.125%
|
2/14/2011
|
11,900
|
12,198
|
Export-Import Bank of Korea
|
5.500%
|
10/17/2012
|
9,325
|
9,736
|
Export-Import Bank of Korea
|
5.125%
|
3/16/2015
|
1,075
|
1,038
|
Federation of Malaysia
|
8.750%
|
6/1/2009
|
6,500
|
6,928
|
Federation of Malaysia
|
7.500%
|
7/15/2011
|
11,100
|
12,441
|
Financement Quebec
|
5.000%
|
10/25/2012
|
4,450
|
4,819
|
Inter-American Development Bank
|
5.625%
|
4/16/2009
|
19,100
|
19,843
|
Inter-American Development Bank
|
8.500%
|
3/15/2011
|
2,240
|
2,584
|
Inter-American Development Bank
|
4.750%
|
10/19/2012
|
4,900
|
5,286
|
Inter-American Development Bank
|
4.250%
|
9/14/2015
|
1,900
|
1,961
|
Inter-American Development Bank
|
5.125%
|
9/13/2016
|
300
|
329
|
Inter-American Development Bank
|
7.000%
|
6/15/2025
|
3,175
|
4,014
|
International Bank for Reconstruction & Development
|
4.125%
|
6/24/2009
|
1,725
|
1,756
|
International Bank for Reconstruction & Development
|
4.125%
|
8/12/2009
|
600
|
611
|
International Bank for Reconstruction & Development
|
5.000%
|
4/1/2016
|
625
|
674
|
International Bank for Reconstruction & Development
|
7.625%
|
1/19/2023
|
4,200
|
5,701
|
International Bank for Reconstruction & Development
|
8.875%
|
3/1/2026
|
1,050
|
1,551
|
International Bank for Reconstruction & Development
|
4.750%
|
2/15/2035
|
775
|
783
|
Japan Bank International
|
4.750%
|
5/25/2011
|
2,275
|
2,412
|
Japan Bank International
|
4.375%
|
11/26/2012
|
6,400
|
6,704
|
Japan Finance Corp.
|
5.875%
|
3/14/2011
|
425
|
462
|
Japan Finance Corp.
|
4.625%
|
4/21/2015
|
8,400
|
8,757
|
Japan Finance Corp.
|
5.000%
|
5/16/2017
|
5,000
|
5,379
|
KFW International Finance Inc.
|
4.500%
|
9/21/2009
|
20,225
|
20,912
|
KFW International Finance Inc.
|
4.875%
|
10/19/2009
|
11,000
|
11,490
|
Korea Development Bank
|
4.750%
|
7/20/2009
|
17,225
|
17,547
|
Korea Development Bank
|
4.625%
|
9/16/2010
|
2,675
|
2,773
|
Korea Development Bank
|
5.300%
|
1/17/2013
|
2,675
|
2,771
|
Korea Development Bank
|
5.750%
|
9/10/2013
|
9,015
|
9,391
|
Korea Electric Power
|
7.750%
|
4/1/2013
|
6,950
|
7,971
|
Kreditanstalt fur Wiederaufbau
|
5.250%
|
5/19/2009
|
25,500
|
26,438
|
Kreditanstalt fur Wiederaufbau
|
5.000%
|
6/1/2010
|
11,750
|
12,524
|
Kreditanstalt fur Wiederaufbau
|
4.250%
|
6/15/2010
|
13,350
|
13,755
|
Kreditanstalt fur Wiederaufbau
|
3.250%
|
2/15/2011
|
19,650
|
20,240
|
Kreditanstalt fur Wiederaufbau
|
4.750%
|
5/15/2012
|
9,375
|
10,063
|
Kreditanstalt fur Wiederaufbau
|
3.250%
|
3/15/2013
|
60,975
|
61,902
|
Kreditanstalt fur Wiederaufbau
|
4.125%
|
10/15/2014
|
1,725
|
1,779
|
Kreditanstalt fur Wiederaufbau
|
5.125%
|
3/14/2016
|
26,635
|
28,811
|
Kreditanstalt fur Wiederaufbau
|
4.375%
|
3/15/2018
|
100
|
103
|
Landeskreditbank Baden-Wuerttemberg - Foerderbank
|
4.250%
|
9/15/2010
|
1,925
|
1,993
|
Landwirtschaftliche Rentenbank
|
3.625%
|
10/20/2009
|
1,475
|
1,493
|
Landwirtschaftliche Rentenbank
|
3.875%
|
3/15/2010
|
750
|
777
|
Landwirtschaftliche Rentenbank
|
5.250%
|
7/2/2012
|
3,525
|
3,851
|
Landwirtschaftliche Rentenbank
|
3.250%
|
3/15/2013
|
25,050
|
25,384
|
Landwirtschaftliche Rentenbank
|
4.875%
|
11/16/2015
|
3,925
|
4,221
|
Mass Transit Railway Corp.
|
7.500%
|
11/8/2010
|
425
|
469
|
Nordic Investment Bank
|
2.875%
|
6/15/2009
|
300
|
303
|
Nordic Investment Bank
|
3.875%
|
6/15/2010
|
500
|
511
|
Nordic Investment Bank
|
4.500%
|
9/13/2010
|
4,000
|
4,241
|
Nordic Investment Bank
|
4.875%
|
3/15/2011
|
500
|
527
|
Oesterreichische Kontrollbank
|
4.250%
|
10/6/2010
|
400
|
424
|
Oesterreichische Kontrollbank
|
4.750%
|
11/8/2011
|
3,250
|
3,455
|
Oesterreichische Kontrollbank
|
4.750%
|
10/16/2012
|
5,275
|
5,688
|
Oesterreichische Kontrollbank
|
5.000%
|
4/25/2017
|
8,800
|
9,591
|
Ontario Hydro Electric
|
7.450%
|
3/31/2013
|
2,700
|
3,136
|
Pemex Project Funding Master Trust
|
9.125%
|
10/13/2010
|
395
|
441
|
4 Pemex Project Funding Master Trust
|
5.750%
|
3/1/2018
|
17,000
|
17,043
|
4 Pemex Project Funding Master Trust
|
6.625%
|
6/15/2035
|
2,750
|
2,846
|
Pemex Project Funding Master Trust
|
6.625%
|
6/15/2035
|
8,524
|
8,822
|
People's Republic of China
|
4.750%
|
10/29/2013
|
2,125
|
2,184
|
Petrobras International Finance
|
6.125%
|
10/6/2016
|
16,325
|
16,375
|
Petrobras International Finance
|
5.875%
|
3/1/2018
|
1,550
|
1,517
|
Petrobras International Finance
|
8.375%
|
12/10/2018
|
4,000
|
4,635
|
Province of Manitoba
|
7.500%
|
2/22/2010
|
5,075
|
5,493
|
Province of Nova Scotia
|
5.750%
|
2/27/2012
|
1,975
|
2,176
|
Province of Ontario
|
3.625%
|
10/21/2009
|
2,000
|
2,021
|
Province of Ontario
|
2.750%
|
2/22/2011
|
3,000
|
3,015
|
Province of Ontario
|
5.000%
|
10/18/2011
|
15,400
|
16,461
|
Province of Ontario
|
4.750%
|
1/19/2016
|
2,200
|
2,317
|
Province of Ontario
|
5.450%
|
4/27/2016
|
37,500
|
41,357
|
Province of Quebec
|
5.000%
|
7/17/2009
|
23,145
|
23,729
|
Province of Quebec
|
6.125%
|
1/22/2011
|
8,135
|
8,816
|
Province of Quebec
|
4.875%
|
5/5/2014
|
750
|
823
|
Province of Quebec
|
4.600%
|
5/26/2015
|
3,575
|
3,681
|
Province of Quebec
|
5.125%
|
11/14/2016
|
26,125
|
28,015
|
Province of Quebec
|
7.125%
|
2/9/2024
|
1,230
|
1,546
|
Province of Quebec
|
7.500%
|
9/15/2029
|
7,280
|
9,722
|
Province of Saskatchewan
|
7.375%
|
7/15/2013
|
1,600
|
1,873
|
Quebec Hydro Electric
|
6.300%
|
5/11/2011
|
16,350
|
17,924
|
Quebec Hydro Electric
|
8.000%
|
2/1/2013
|
7,700
|
9,317
|
Quebec Hydro Electric
|
7.500%
|
4/1/2016
|
1,825
|
2,206
|
Quebec Hydro Electric
|
8.400%
|
1/15/2022
|
950
|
1,324
|
Quebec Hydro Electric
|
8.050%
|
7/7/2024
|
3,000
|
3,913
|
Quebec Hydro Electric
|
8.500%
|
12/1/2029
|
500
|
733
|
Region of Lombardy, Italy
|
5.804%
|
10/25/2032
|
2,750
|
3,025
|
Republic of Chile
|
7.125%
|
1/11/2012
|
4,075
|
4,542
|
Republic of Chile
|
5.500%
|
1/15/2013
|
2,990
|
3,191
|
Republic of Hungary
|
4.750%
|
2/3/2015
|
10,525
|
10,796
|
Republic of Italy
|
3.250%
|
5/15/2009
|
6,625
|
6,656
|
Republic of Italy
|
6.000%
|
2/22/2011
|
12,325
|
13,347
|
Republic of Italy
|
5.625%
|
6/15/2012
|
19,125
|
21,086
|
Republic of Italy
|
4.500%
|
1/21/2015
|
350
|
364
|
Republic of Italy
|
4.750%
|
1/25/2016
|
34,550
|
36,443
|
Republic of Italy
|
5.250%
|
9/20/2016
|
5,550
|
6,070
|
Republic of Italy
|
6.875%
|
9/27/2023
|
12,950
|
15,887
|
Republic of Italy
|
5.375%
|
6/15/2033
|
19,525
|
20,608
|
Republic of Korea
|
4.250%
|
6/1/2013
|
14,275
|
14,481
|
Republic of Korea
|
5.625%
|
11/3/2025
|
1,750
|
1,787
|
Republic of Poland
|
6.250%
|
7/3/2012
|
7,725
|
8,390
|
Republic of Poland
|
5.250%
|
1/15/2014
|
770
|
810
|
Republic of Poland
|
5.000%
|
10/19/2015
|
3,625
|
3,792
|
Republic of South Africa
|
7.375%
|
4/25/2012
|
17,350
|
18,881
|
Republic of South Africa
|
6.500%
|
6/2/2014
|
1,025
|
1,074
|
Republic of South Africa
|
5.875%
|
5/30/2022
|
4,100
|
3,855
|
State of Israel
|
4.625%
|
6/15/2013
|
1,700
|
1,741
|
State of Israel
|
5.500%
|
11/9/2016
|
8,875
|
9,512
|
Swedish Export Credit Corp.
|
4.875%
|
1/19/2010
|
2,500
|
2,604
|
Swedish Export Credit Corp.
|
4.000%
|
6/15/2010
|
2,775
|
2,831
|
Swedish Export Credit Corp.
|
4.500%
|
9/27/2010
|
6,725
|
7,016
|
United Mexican States
|
9.875%
|
2/1/2010
|
3,055
|
3,406
|
United Mexican States
|
8.375%
|
1/14/2011
|
11,617
|
13,104
|
United Mexican States
|
7.500%
|
1/14/2012
|
5,597
|
6,297
|
United Mexican States
|
6.375%
|
1/16/2013
|
5,605
|
6,137
|
United Mexican States
|
5.875%
|
1/15/2014
|
8,075
|
8,640
|
United Mexican States
|
6.625%
|
3/3/2015
|
2,711
|
3,030
|
United Mexican States
|
11.375%
|
9/15/2016
|
6,000
|
8,700
|
United Mexican States
|
5.625%
|
1/15/2017
|
46,125
|
48,431
|
United Mexican States
|
8.300%
|
8/15/2031
|
11,375
|
14,915
|
United Mexican States
|
6.750%
|
9/27/2034
|
46,813
|
52,079
|
United Mexican States
|
6.050%
|
1/11/2040
|
6,200
|
6,185
|
|
Total Sovereign Bonds
|
(Cost $1,283,644)
|
|
|
|
1,340,619
|
|
Taxable Municipal Bonds (0.2%)
|
|
|
|
|
|
Illinois (Taxable Pension) GO
|
4.950%
|
6/1/2023
|
15,300
|
15,603
|
Illinois (Taxable Pension) GO
|
5.100%
|
6/1/2033
|
45,850
|
45,447
|
Kansas Dev. Finance Auth. Rev. (Public Employee Retirement System)
|
5.501%
|
5/1/2034
|
5,500
|
5,742
|
New Jersey Econ. Dev. Auth. State Pension Rev.
|
7.425%
|
2/15/2029
|
4,150
|
5,004
|
New Jersey Turnpike Auth. Rev.
|
4.252%
|
1/1/2016
|
190
|
194
|
New Jersey Turnpike Auth. Rev.
|
4.252%
|
1/1/2016
|
3,485
|
3,424
|
Oregon (Taxable Pension) GO
|
5.762%
|
6/1/2023
|
2,375
|
2,603
|
Oregon (Taxable Pension) GO
|
5.892%
|
6/1/2027
|
3,250
|
3,536
|
Oregon School Board Assn.
|
4.759%
|
6/30/2028
|
2,475
|
2,190
|
Oregon School Board Assn.
|
5.528%
|
6/30/2028
|
1,475
|
1,531
|
Tobacco Settlement Finance Auth. Rev.
|
7.467%
|
6/1/2047
|
5,125
|
4,947
|
Wisconsin Public Service Rev.
|
4.800%
|
5/1/2013
|
3,025
|
3,146
|
Wisconsin Public Service Rev.
|
5.700%
|
5/1/2026
|
3,425
|
3,760
|
|
Total Taxable Municipal Bonds
|
(Cost $92,452)
|
|
|
|
97,127
|
|
|
|
|
Shares
|
|
|
|
|
|
|
|
Temporary Cash Investments (1.3%)
|
|
|
|
|
|
6 Vanguard Market Liquidity Fund
|
(Cost $794,689)
|
2.800%
|
4/2/2008
|
794,689,362
|
794,689
|
|
Total Investments (100.9%)
|
(Cost $60,026,691)
|
|
|
|
61,269,935
|
|
Other Assets and Liabilities - Net (-0.9%)
|
|
|
|
(517,008)
|
|
Net Assets (100%)
|
|
|
|
60,752,927
|
|