iShares Core Total U.S. Bond Market ETF (AGG) Inception Date:,9/22/2003 Fund Holdings as of,5/21/2013,Holdings are subject to change. Total Net Assets ($000s),15693855 Number of Securities,1914 Bonds,99.33% Cash,0.00% Other,0.67% May include dividends booked but not yet received. CUSIP,ISIN,Sedol,Name,% Net Assets,Market Value,Maturity,Effective Duration,Coupon,Yield to Maturity,Yield to Worst,Sector,Market Price,Par Value,Next Call Date,Next Call Price --,--,B0122X1 ,"TREASURY NOTE",2.87,451021008,5/15/2014, 0.97, 4.75, 0.17,0.17,Treasuries,104.51,431566000,--,0.00 --,--,2924904 ,"TREASURY BOND",2.22,349186881,11/15/2016, 3.16, 7.50, 0.51,0.51,Treasuries,124.12,281321000,--,0.00 --,--,B3PPMT3 ,"TREASURY NOTE",1.90,297902926,2/15/2020, 6.01, 3.62, 1.20,1.20,Treasuries,115.62,257648000,--,0.00 --,--,B7ZN2G2 ,"TREASURY NOTE",1.51,236821447,3/31/2017, 3.78, 1.00, 0.59,0.59,Treasuries,101.57,233170000,--,0.00 --,--,2916934 ,"TREASURY BOND",1.49,234368580,8/15/2019, 5.14, 8.12, 1.04,1.04,Treasuries,142.68,164264000,--,0.00 --,--,2937559 ,"TREASURY BOND",1.46,228445029,2/15/2025, 8.60, 7.62, 2.07,2.07,Treasuries,157.63,144923000,--,0.00 --,--,B9CJS47 ,"TREASURY NOTE",1.38,216557316,2/28/2018, 4.68, 0.75, 0.79,0.79,Treasuries,99.80,217000000,--,0.00 --,--,B3M3870 ,"TREASURY BOND",1.36,213723513,2/15/2040, 16.63, 4.62, 3.00,3.00,Treasuries,129.66,164830000,--,0.00 --,--,B4Q2ZY6 ,"TREASURY NOTE",1.08,169823061,9/30/2014, 1.34, 2.38, 0.19,0.19,Treasuries,102.98,164912000,--,0.00 --,--,B3CXCS9 ,"TREASURY NOTE",1.06,166119776,8/31/2013, 0.28, 3.12, 0.13,0.13,Treasuries,100.84,164736000,--,0.00 --,--,B5VSSF8 ,"TREASURY NOTE",0.95,148659249,10/31/2017, 4.27, 1.88, 0.72,0.72,Treasuries,105.06,141494000,--,0.00 --,--,B40JR36 ,"TREASURY NOTE",0.83,130642387,8/31/2016, 3.13, 3.00, 0.46,0.46,Treasuries,108.26,120678000,--,0.00 --,--,B1W58X8 ,"FNMA BENCHMARK NOTES",0.79,123437541,5/11/2017, 3.66, 5.00, 0.70,0.70,Agencies,116.81,105675000,--,0.00 --,--,B7RRMB7 ,"TREASURY NOTE",0.78,123050209,3/15/2015, 1.81, 0.38, 0.24,0.24,Treasuries,100.26,122736000,--,0.00 --,--,--,"FNMA 30YR TBA(REG A)",0.74,115983906,6/13/2013, 4.00, 3.00, 2.31,2.31,--,102.64,113000000,--,0.00 --,--,B6Z64X5 ,"TREASURY NOTE",0.73,115260708,9/30/2016, 3.30, 1.00, 0.47,0.47,Treasuries,101.75,113275000,--,0.00 --,--,B4VYDP4 ,"TREASURY NOTE",0.72,113777616,3/31/2015, 1.82, 2.50, 0.24,0.24,Treasuries,104.19,109201000,--,0.00 --,--,B561VC0 ,"FNMA BENCHMARK NOTES",0.70,109283393,11/20/2014, 1.48, 2.62, 0.24,0.24,Agencies,103.57,105521000,--,0.00 --,--,B06YVR9 ,"FNMA BENCHMARK NOTES",0.66,103602314,4/15/2015, 1.83, 5.00, 0.27,0.27,Agencies,108.95,95090000,--,0.00 --,--,B45JBT5 ,"TREASURY NOTE",0.64,101057879,1/31/2016, 2.62, 2.00, 0.35,0.35,Treasuries,104.43,96770000,--,0.00 --,--,B54KJ92 ,"TREASURY NOTE",0.63,99528871,7/31/2015, 2.15, 1.75, 0.27,0.27,Treasuries,103.24,96410000,--,0.00 --,--,2924658 ,"TREASURY BOND",0.63,98890399,11/15/2015, 2.28, 9.88, 0.32,0.32,Treasuries,123.61,80000000,--,0.00 --,--,2924454 ,"TREASURY BOND",0.63,98456000,8/15/2015, 2.02, 10.62, 0.28,0.28,Treasuries,123.07,80000000,--,0.00 --,--,B7Y24G4 ,"TREASURY NOTE",0.60,94264266,4/30/2017, 3.87, 0.88, 0.61,0.61,Treasuries,101.04,93294000,--,0.00 --,--,B7FRP10 ,"FHLMC REFER",0.59,92470807,12/29/2014, 1.59, 0.62, 0.25,0.25,Agencies,100.61,91912000,--,0.00 --,--,B3RFGR7 ,"TREASURY BOND",0.58,91556258,2/15/2041, 16.91, 4.75, 3.02,3.02,Treasuries,132.30,69203000,--,0.00 --,--,--,"FNMA 30YR TBA(REG A)",0.58,90409750,6/13/2013, 4.19, 3.50, 2.21,2.21,MBS Passthrough,105.25,85900000,--,0.00 --,--,B067BC3 ,"TREASURY NOTE",0.56,87805363,2/15/2015, 1.68, 4.00, 0.24,0.24,Treasuries,106.53,82427000,--,0.00 --,--,B7MSV63 ,"TREASURY NOTE",0.55,85821628,2/15/2022, 7.96, 2.00, 1.70,1.70,Treasuries,102.40,83811000,--,0.00 --,--,--,"TREASURY NOTE",0.54,85067243,4/30/2016, 2.87, 2.00, 0.39,0.39,Treasuries,104.70,81247000,--,0.00 --,--,--,"FNMA 30YR",0.53,82883358,12/1/2042, 5.27, 3.00, 2.43,2.43,MBS Passthrough,102.89,80556402,--,0.00 --,--,--,"TREASURY NOTE",0.51,80348798,1/31/2018, 4.58, 0.88, 0.78,0.78,Treasuries,100.44,80000000,--,0.00 --,--,--,"GNMA2 30YR",0.51,80066401,9/20/2042, 5.34, 3.50, 2.21,2.21,MBS Passthrough,106.81,74959767,--,0.00 --,--,--,"GNMA2 30YR TBA(REG C)",0.50,78345632,6/20/2013, 4.18, 3.00, 2.02,2.02,MBS Passthrough,103.98,75343658,--,0.00 --,--,B5PGFH9 ,"TREASURY NOTE",0.50,77976097,6/15/2013, 0.07, 1.12, 0.25,0.25,Treasuries,100.06,77927000,--,0.00 --,--,2545907 ,"TREASURY BOND",0.49,76182687,5/15/2030, 11.78, 6.25, 2.60,2.60,Treasuries,149.90,50822000,--,0.00 --,--,B43HGR4 ,"TREASURY BOND",0.47,74199260,8/15/2039, 16.52, 4.50, 3.00,3.00,Treasuries,127.21,58330000,--,0.00 --,--,--,"FNMA 15YR TBA(REG B)",0.47,73770004,6/18/2013, 4.26, 2.50, 1.65,1.65,MBS Passthrough,103.48,71286128,--,0.00 --,--,B5NVK82 ,"TREASURY NOTE",0.45,70059858,1/31/2017, 3.49, 3.12, 0.54,0.54,Treasuries,109.45,64012000,--,0.00 --,--,B5LD0R9 ,"TREASURY NOTE",0.43,67560689,12/31/2014, 1.57, 2.62, 0.22,0.22,Treasuries,103.87,65041000,--,0.00 --,--,B3LSQD8 ,"FHLMC REFERENCE NOTE",0.42,65272307,5/27/2016, 2.89, 2.50, 0.45,0.45,Agencies,106.13,61504000,--,0.00 --,--,B3K7Y43 ,"GSMS_07-GG10",0.42,65222875,8/10/2045, 3.48, 6.00, 2.11,2.11,CMBS,114.43,57000000,--,0.00 --,--,--,"FGOLD 15YR TBA(REG B)",0.41,65017131,6/18/2013, 4.26, 2.50, 1.68,1.68,MBS Passthrough,103.34,62913462,--,0.00 --,--,--,"TREASURY NOTE",0.41,64944767,8/31/2016, 3.22, 1.00, 0.46,0.46,Treasuries,101.76,63819000,--,0.00 --,--,B3Y7G87 ,"TREASURY NOTE",0.41,64023502,9/30/2015, 2.33, 1.25, 0.29,0.29,Treasuries,102.26,62611000,--,0.00 --,--,--,"GNMA2 30YR",0.39,61262102,7/20/2040, 4.32, 5.00, 2.61,2.61,MBS Passthrough,110.23,55574658,--,0.00 --,--,B5NLB90 ,"TREASURY NOTE",0.38,60190778,4/30/2018, 4.66, 2.62, 0.81,0.81,Treasuries,108.79,55328000,--,0.00 --,--,--,"FHLMC GOLD 30YR",0.36,57053016,10/1/2042, 5.36, 3.50, 2.31,2.31,MBS Passthrough,106.04,53804921,--,0.00 --,--,B5130C4 ,"TREASURY NOTE",0.36,56159509,5/31/2015, 1.97, 2.12, 0.26,0.26,Treasuries,103.78,54114000,--,0.00 --,--,B82QXX5 ,"TREASURY NOTE",0.36,56081658,5/31/2017, 3.96, 0.62, 0.63,0.63,Treasuries,99.98,56094000,--,0.00 --,--,B6Y2791 ,"TREASURY NOTE",0.35,55671777,10/15/2014, 1.40, 0.50, 0.19,0.19,Treasuries,100.44,55429000,--,0.00 --,--,B8JB195 ,"TREASURY BOND",0.35,55416600,11/15/2042, 19.65, 2.75, 3.15,3.15,Treasuries,92.36,60000000,--,0.00 --,--,B7MWMY0 ,"TREASURY NOTE",0.35,54348652,4/30/2019, 5.71, 1.25, 1.06,1.06,Treasuries,101.11,53752000,--,0.00 --,--,B9CDBG2 ,"TREASURY NOTE",0.34,53479649,2/15/2023, 8.77, 2.00, 1.90,1.90,Treasuries,100.90,53000000,--,0.00 --,--,B4WLSH1 ,"TREASURY NOTE",0.34,53325884,8/15/2021, 7.52, 2.12, 1.59,1.59,Treasuries,104.08,51234000,--,0.00 --,--,B0H1P22 ,"TREASURY NOTE",0.34,53267170,8/15/2015, 2.14, 4.25, 0.28,0.28,Treasuries,108.84,48939000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.34,53149792,12/1/2042, 5.32, 3.00, 2.46,2.46,MBS Passthrough,102.58,51811163,--,0.00 --,--,2686505 ,"FHLB",0.34,52870956,6/14/2013, 0.06, 3.88, 0.42,0.42,Agencies,100.23,52750000,--,0.00 --,--,B45HSW1 ,"TREASURY NOTE",0.34,52845951,5/15/2020, 6.27, 3.50, 1.27,1.27,Treasuries,114.88,46001000,--,0.00 --,--,--,"FNMA 30YR",0.33,51475026,7/1/2040, 4.29, 4.00, 2.47,2.47,MBS Passthrough,106.37,48394049,--,0.00 --,--,--,"FNMA 30YR",0.33,51336217,8/1/2040, 4.27, 4.50, 2.72,2.72,MBS Passthrough,107.38,47807072,--,0.00 --,--,--,"FNMA 30YR",0.31,49339881,6/1/2042, 3.63, 3.50, 1.95,1.95,MBS Passthrough,105.44,46796276,--,0.00 --,--,B2R32S7 ,"FHLB",0.31,49178468,5/29/2013, 0.02, 3.62, 0.91,0.91,Agencies,100.07,49145000,--,0.00 --,--,B4KK3H5 ,"TREASURY NOTE",0.31,49098239,5/31/2018, 4.71, 2.38, 0.83,0.83,Treasuries,107.59,45635000,--,0.00 --,--,B59RHH2 ,"TREASURY BOND",0.31,48738855,11/15/2039, 16.85, 4.38, 3.01,3.01,Treasuries,124.82,39047000,--,0.00 --,--,--,"FNMA 30YR",0.31,48518168,1/1/2043, 5.31, 3.50, 2.37,2.37,MBS Passthrough,105.81,45853838,--,0.00 --,--,B8GKMX6 ,"TREASURY NOTE",0.30,47449220,8/31/2017, 4.21, 0.62, 0.69,0.69,Treasuries,99.74,47571000,--,0.00 --,--,--,"FGOLD 30YR",0.29,45697408,1/1/2041, 4.46, 4.00, 2.53,2.53,MBS Passthrough,106.14,43054052,--,0.00 --,--,--,"GNMA2 30YR",0.29,45520804,4/20/2043, 7.61, 3.50, 2.61,2.61,MBS Passthrough,106.81,42617488,--,0.00 --,--,B010H96 ,"EUROPEAN INVESTMENT BANK",0.29,45434649,5/15/2014, 0.97, 4.62, 0.31,0.31,Supranational,104.24,43587000,--,0.00 --,--,B8YB1S9 ,"TREASURY NOTE",0.29,44851216,12/31/2017, 4.51, 0.75, 0.76,0.76,Treasuries,99.95,44875000,--,0.00 --,--,B6172M7 ,"TREASURY NOTE",0.27,43059561,2/28/2015, 1.74, 2.38, 0.23,0.23,Treasuries,103.80,41482000,--,0.00 --,--,--,"FNMA 30YR TBA(REG A)",0.27,41809790,6/13/2013, 4.16, 4.00, 2.45,2.45,MBS Passthrough,106.30,39333038,--,0.00 --,--,--,"FNMA 30YR",0.25,38917616,1/1/2041, 4.39, 4.50, 2.77,2.77,MBS Passthrough,107.38,36242197,--,0.00 --,--,--,"GNMA2 30YR",0.25,38881426,12/20/2042, 5.33, 3.00, 2.18,2.18,MBS Passthrough,104.33,37268403,--,0.00 --,--,B99CZJ3 ,"TREASURY NOTE",0.25,38502242,11/30/2017, 4.44, 0.62, 0.74,0.74,Treasuries,99.49,38700000,--,0.00 --,--,--,"FNMA 30YR TBA(REG A)",0.24,38026373,6/13/2013, 3.57, 5.00, 2.70,2.70,MBS Passthrough,108.00,35209605,--,0.00 --,--,--,"GNMA2 30YR",0.23,36585889,12/20/2041, 6.35, 4.00, 2.80,2.80,MBS Passthrough,107.62,33993857,--,0.00 --,--,--,"GNMA2 30YR",0.23,36154823,10/20/2040, 4.47, 4.50, 2.39,2.39,MBS Passthrough,109.34,33064983,--,0.00 --,--,--,"FNMA 30YR",0.23,36074376,9/1/2034, 3.42, 5.50, 2.57,2.57,MBS Passthrough,109.73,32874422,--,0.00 --,--,--,"GNMA2 30YR",0.23,35638763,6/20/2041, 5.22, 4.50, 2.78,2.78,MBS Passthrough,108.91,32724108,--,0.00 --,--,B7YNMR4 ,"TREASURY NOTE",0.22,35134724,8/15/2022, 8.49, 1.62, 1.82,1.82,Treasuries,98.37,35718000,--,0.00 --,--,--,"GNMA 30YR PLATINUM",0.22,33800451,7/15/2039, 3.05, 5.00, 2.21,2.21,MBS Passthrough,108.34,31197415,--,0.00 --,--,--,"FNMA 30YR",0.21,33417223,10/1/2042, 3.64, 3.50, 1.95,1.95,MBS Passthrough,105.44,31694475,--,0.00 --,--,B756960 ,"TREASURY NOTE",0.21,32665092,12/15/2014, 1.56, 0.25, 0.20,0.20,Treasuries,100.08,32638000,--,0.00 --,--,--,"GNMA2 30YR TBA(REG C)",0.21,32537871,6/20/2013, 4.23, 3.50, 1.95,1.95,MBS Passthrough,106.41,30578910,--,0.00 --,--,--,"FGOLD 15YR TBA(REG B)",0.21,32317459,6/18/2013, 3.31, 3.50, 1.84,1.84,MBS Passthrough,105.38,30669000,--,0.00 --,--,--,"FNMA 30YR",0.21,32250717,9/1/2040, 4.27, 4.50, 2.72,2.72,MBS Passthrough,107.38,30033618,--,0.00 --,--,B7ZPR52 ,"TREASURY NOTE",0.21,32234238,3/31/2019, 5.60, 1.50, 1.03,1.03,Treasuries,102.65,31403000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.20,31604667,3/1/2038, 3.23, 5.00, 2.64,2.64,MBS Passthrough,107.05,29524277,--,0.00 --,--,--,"FNMA 30YR",0.20,31286225,5/1/2041, 5.17, 5.00, 3.04,3.04,MBS Passthrough,109.96,28452192,--,0.00 --,--,--,"FGOLD 30YR",0.19,30001310,11/1/2040, 4.41, 4.50, 2.93,2.93,MBS Passthrough,106.44,28185818,--,0.00 --,--,B9DKC47 ,"FHLMC REFER",0.19,29912664,3/7/2018, 4.68, 0.88, 0.94,0.94,Agencies,99.71,30000000,--,0.00 --,--,7322105 ,"FHLMC REFERENCE NOTES",0.19,29888520,7/15/2032, 12.42, 6.25, 3.11,3.11,Agencies,145.00,20613000,--,0.00 --,--,B1RDG66 ,"TREASURY BOND",0.19,29844279,2/15/2037, 15.36, 4.75, 2.92,2.92,Treasuries,131.13,22760000,--,0.00 --,--,--,"FNMA 15YR",0.19,29788485,10/1/2025, 3.40, 4.00, 1.97,1.97,MBS Passthrough,106.69,27919642,--,0.00 --,--,--,"FNMA 30YR",0.19,29665178,11/1/2033, 3.40, 5.00, 2.31,2.31,MBS Passthrough,108.85,27252967,--,0.00 --,--,--,"FNMA 30YR",0.19,29262285,11/1/2042, 5.26, 3.00, 2.43,2.43,MBS Passthrough,102.83,28456951,--,0.00 --,--,B4QN6N5 ,"FNMA BENCHMARK NOTES",0.19,29234150,6/26/2013, 0.10, 1.50, 0.16,0.16,Agencies,100.13,29195000,--,0.00 --,--,--,"FNMA 30YR",0.18,28739765,8/1/2041, 5.17, 4.50, 3.02,3.02,MBS Passthrough,107.44,26748461,--,0.00 --,--,B1BN134 ,"GOLDMAN SACHS GROUP INC",0.18,28642502,10/1/2014, 1.32, 5.00, 1.03,1.03,Financial Institutions,105.35,27187000,--,0.00 --,--,2921370 ,"TREASURY BOND",0.18,28624658,8/15/2017, 3.65, 8.88, 0.63,0.63,Treasuries,134.41,21297000,--,0.00 --,--,--,"FHLMC GOLD 30YR",0.18,28501017,6/1/2042, 4.89, 3.50, 2.35,2.35,MBS Passthrough,105.26,27077923,--,0.00 --,--,--,"FGOLD 30YR TBA(REG A)",0.18,28467703,6/13/2013, 4.18, 3.50, 2.26,2.26,MBS Passthrough,105.05,27100000,--,0.00 --,--,--,"FGOLD 30YR",0.18,28250626,1/1/2043, 5.30, 3.00, 2.48,2.48,MBS Passthrough,102.46,27572179,--,0.00 --,--,--,"GNMA2 30YR",0.18,28195578,9/20/2040, 4.50, 4.00, 2.10,2.10,MBS Passthrough,108.44,26001386,--,0.00 --,--,--,"FNMA 15YR",0.18,27469171,11/1/2027, 4.11, 2.50, 1.55,1.55,MBS Passthrough,103.75,26475585,--,0.00 --,--,--,"FGOLD 15YR TBA(REG B)",0.17,27245489,6/18/2013, 2.52, 3.00, 1.06,1.06,MBS Passthrough,104.77,26006134,--,0.00 --,--,--,"FNMA 30YR",0.17,26985793,6/1/2039, 3.45, 6.00, 2.70,2.70,MBS Passthrough,111.04,24303027,--,0.00 --,--,--,"FNMA 30YR",0.16,25795217,8/1/2037, 3.20, 6.00, 3.02,3.02,MBS Passthrough,109.20,23623061,--,0.00 --,--,--,"GNMA 30YR PLATINUM",0.16,25657699,1/15/2040, 3.37, 5.50, 2.83,2.83,MBS Passthrough,108.84,23572964,--,0.00 --,--,--,"FNMA 30YR",0.16,25569648,5/1/2037, 3.16, 5.50, 2.72,2.72,MBS Passthrough,108.48,23570000,--,0.00 --,--,--,"GNMA 30YR",0.16,25135326,9/15/2040, 4.32, 4.50, 2.51,2.51,MBS Passthrough,108.50,23166199,--,0.00 --,--,--,"EUROPEAN INVESTMENT BANK",0.16,24510420,2/16/2021, 6.69, 4.00, 1.83,1.83,Supranational,115.62,21200000,--,0.00 --,--,B046NL5 ,"MERRILL LYNCH & CO INC",0.16,24433871,1/15/2015, 1.57, 5.00, 1.34,1.34,Financial Institutions,105.96,23060000,--,0.00 --,--,--,"FNMA 15YR",0.16,24353316,1/1/2027, 4.53, 3.00, 1.85,1.85,MBS Passthrough,105.07,23177121,--,0.00 --,--,--,"FNMA 30YR",0.16,24339721,11/1/2033, 3.15, 5.50, 2.39,2.39,MBS Passthrough,109.48,22231330,--,0.00 --,--,--,"FHLMC GOLD 30YR",0.15,23865272,2/1/2043, 5.32, 3.00, 2.48,2.48,MBS Passthrough,102.47,23289033,--,0.00 --,--,--,"FNMA 30YR",0.15,23828786,9/1/2036, 3.36, 6.00, 3.13,3.13,MBS Passthrough,109.32,21797267,--,0.00 --,--,--,"FNMA 30YR",0.15,23436632,9/1/2039, 3.05, 4.50, 2.03,2.03,MBS Passthrough,107.26,21850900,--,0.00 --,--,--,"FNMA 30YR",0.15,23376947,2/1/2043, 5.31, 3.50, 2.45,2.45,MBS Passthrough,105.44,22171802,--,0.00 --,--,B72SQ68 ,"KFW",0.15,23265802,1/12/2015, 1.62, 1.00, 0.30,0.30,Agencies,101.16,23000000,--,0.00 --,--,--,"FNMA 30YR",0.15,22909260,12/1/2040, 4.42, 4.00, 2.51,2.51,MBS Passthrough,106.40,21531728,--,0.00 --,--,B4QJMH9 ,"FNMA 30YR",0.15,22811065,2/1/2036, 3.34, 5.00, 2.35,2.35,MBS Passthrough,108.57,21011400,--,0.00 --,--,B3V3W13 ,"TREASURY NOTE",0.14,22751744,5/15/2021, 7.13, 3.12, 1.52,1.52,Treasuries,112.06,20303000,--,0.00 --,--,--,"GNMA 30YR PLATINUM",0.14,22620010,3/15/2037, 3.29, 6.00, 2.18,2.18,MBS Passthrough,112.39,20127176,--,0.00 --,--,--,"GNMA 30YR",0.14,22010136,8/15/2039, 3.08, 4.50, 1.77,1.77,MBS Passthrough,108.25,20332689,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.14,21952005,5/1/2041, 4.84, 4.50, 2.34,2.34,MBS Passthrough,109.97,19961376,--,0.00 --,--,--,"GNMA2 30YR",0.14,21322888,9/20/2041, 6.29, 4.50, 3.01,3.01,MBS Passthrough,109.34,19500606,--,0.00 --,--,--,"GNMA 30YR",0.14,21315107,2/15/2041, 4.76, 4.00, 2.32,2.32,MBS Passthrough,107.91,19753357,--,0.00 --,--,--,"FNMA 30YR",0.13,20987422,8/1/2037, 3.48, 6.50, 2.93,2.93,MBS Passthrough,112.06,18729201,--,0.00 --,--,--,"GNMA 30YR",0.13,20961830,1/15/2043, 5.40, 3.50, 2.07,2.07,MBS Passthrough,107.62,19476729,--,0.00 --,--,B1VKML0 ,"CD_07-CD4",0.13,20428541,12/11/2049, 3.28, 5.32, 1.45,1.45,CMBS,113.49,18000000,--,0.00 --,--,--,"GNMA2 30YR",0.13,20425933,3/20/2043, 7.59, 3.50, 2.60,2.60,MBS Passthrough,106.81,19123167,--,0.00 --,--,--,"FNMA 30YR",0.13,20309785,2/1/2041, 4.77, 4.00, 2.23,2.23,MBS Passthrough,108.24,18763410,--,0.00 --,--,--,"FNMA 30YR",0.13,20286870,9/1/2040, 5.16, 4.00, 2.73,2.73,MBS Passthrough,106.40,19067022,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.13,20184470,7/1/2036, 3.48, 5.50, 3.01,3.01,MBS Passthrough,108.05,18681304,--,0.00 --,--,--,"GNMA2 30YR",0.13,20183449,8/20/2040, 4.32, 5.00, 2.62,2.62,MBS Passthrough,110.17,18320463,--,0.00 --,--,--,"FGOLD 30YR",0.13,20161769,9/1/2040, 4.30, 5.00, 3.02,3.02,MBS Passthrough,107.98,18671093,--,0.00 --,--,B64GN62 ,"TREASURY NOTE",0.13,20099800,2/15/2021, 6.79, 3.62, 1.45,1.45,Treasuries,115.85,17350000,--,0.00 --,--,--,"FNMA 30YR",0.13,20046165,3/1/2040, 3.99, 5.00, 2.37,2.37,MBS Passthrough,110.23,18185340,--,0.00 --,--,--,"MSC_05-HQ6",0.13,19954967,8/13/2042, 1.87, 4.99, 1.21,1.21,CMBS,107.30,18597000,--,0.00 --,--,B1FDG46 ,"ITALY (REPUBLIC OF)",0.12,19417402,9/20/2016, 3.05, 5.25, 2.29,2.29,Sovereign,109.44,17742000,--,0.00 --,--,--,"GNMA 30YR PLATINUM",0.12,19381611,1/15/2039, 2.89, 5.00, 2.10,2.10,MBS Passthrough,108.20,17912246,--,0.00 --,--,--,"FNMA 15YR",0.12,19343101,6/1/2027, 3.09, 3.00, 1.28,1.28,MBS Passthrough,105.14,18397942,--,0.00 --,--,2800361 ,"VERIZON COMMUNICATIONS INC.",0.12,19330908,12/1/2030, 10.52, 7.75, 4.56,4.56,Industrial,138.16,13992000,--,100.00 --,--,--,"GNMA2 30YR",0.12,19229127,8/20/2040, 4.35, 4.50, 2.33,2.33,MBS Passthrough,109.34,17585780,--,0.00 --,--,B1GJYR2 ,"LANDWIRTSCHAFTLICHE RENTENBANK",0.12,18998141,11/8/2016, 3.23, 5.00, 0.64,0.64,Agencies,114.92,16532000,--,0.00 --,--,B0TVFS6 ,"BSCMS_05-PW10",0.12,18622610,12/11/2040, 2.15, 5.41, 1.17,1.17,CMBS,109.54,17000000,--,0.00 --,--,B3T9H07 ,"TREASURY BOND",0.12,18404701,5/15/2041, 17.41, 4.38, 3.04,3.04,Treasuries,124.98,14726000,--,0.00 --,--,B3W10G7 ,"JPMORGAN CHASE & CO",0.12,18277954,4/23/2019, 5.05, 6.30, 2.33,2.33,Financial Institutions,121.85,15000000,--,0.00 --,--,B55QYC7 ,"TREASURY NOTE",0.12,18179237,8/15/2020, 6.58, 2.62, 1.35,1.35,Treasuries,108.75,16717000,--,0.00 --,--,--,"FNMA 30YR",0.12,18146690,4/1/2035, 3.34, 5.00, 2.35,2.35,MBS Passthrough,108.59,16711862,--,0.00 --,--,--,"FNMA 30YR",0.12,18120638,3/1/2042, 4.86, 4.00, 2.26,2.26,MBS Passthrough,108.24,16740944,--,0.00 --,--,2338464 ,"CONOCOPHILLIPS",0.11,18026268,10/15/2032, 12.36, 5.90, 4.01,4.01,Industrial,125.25,14392000,--,100.00 --,--,B3Q88R1 ,"CITIGROUP INC",0.11,17671366,7/15/2039, 13.11, 8.12, 4.81,4.81,Financial Institutions,148.95,11864000,--,0.00 --,--,--,"FGOLD 15YR",0.11,17638965,11/1/2025, 3.47, 3.50, 1.82,1.82,MBS Passthrough,105.45,16726605,--,0.00 --,--,B24GB60 ,"IBM CORP",0.11,17623385,9/14/2017, 3.87, 5.70, 1.21,1.21,Industrial,118.82,14832000,--,100.00 --,--,B01R8Q1 ,"LBUBS_04-C4",0.11,17595374,6/15/2029, 0.91, 5.50, 1.73,1.73,CMBS,103.50,17000000,--,0.00 --,--,--,"FGOLD 30YR",0.11,17524016,8/1/2040, 4.29, 4.50, 2.89,2.89,MBS Passthrough,106.44,16463572,--,0.00 --,--,--,"FNMA 15YR",0.11,17356678,2/1/2026, 3.45, 3.50, 1.74,1.74,MBS Passthrough,105.90,16390185,--,0.00 --,--,4821702 ,"FNMA BENCHMARK NOTES",0.11,17232709,11/15/2030, 11.71, 6.62, 3.08,3.08,Agencies,147.68,11669000,--,0.00 --,--,B60SJP3 ,"BANK OF AMERICA CORP",0.11,16876968,7/1/2020, 5.86, 5.62, 2.99,2.99,Financial Institutions,116.80,14450000,--,0.00 --,--,B0YBFV4 ,"TREASURY BOND",0.11,16857857,2/15/2036, 15.10, 4.50, 2.90,2.90,Treasuries,126.59,13317000,--,0.00 --,--,2219268 ,"WELLS FARGO & COMPANY",0.11,16804726,11/15/2014, 1.44, 5.00, 0.87,0.87,Financial Institutions,106.08,15842000,--,0.00 --,--,--,"FNMA 30YR",0.11,16670733,12/1/2041, 6.29, 4.00, 2.95,2.95,MBS Passthrough,106.49,15654529,--,0.00 --,--,--,"FNMA 30YR TBA(REG A)",0.11,16594556,6/13/2013, 4.14, 6.00, 3.77,3.77,MBS Passthrough,109.03,15220000,--,0.00 --,--,B29R5G6 ,"GENERAL ELECTRIC CO",0.11,16547248,12/6/2017, 4.03, 5.25, 1.41,1.41,Industrial,116.84,14162000,--,0.00 --,--,--,"FNMA 30YR",0.10,16359331,7/1/2041, 5.16, 4.50, 3.02,3.02,MBS Passthrough,107.44,15225835,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.10,16313144,11/1/2037, 3.33, 6.00, 3.15,3.15,MBS Passthrough,108.81,14992012,--,0.00 --,--,B3TCBS2 ,"TREASURY BOND",0.10,16293355,5/15/2040, 17.04, 4.38, 3.02,3.02,Treasuries,124.88,13047000,--,0.00 --,--,B1JD1Y7 ,"CSMC_06-C4",0.10,16203214,9/15/2039, 2.81, 5.47, 1.51,1.51,CMBS,111.77,14497524,--,0.00 --,--,--,"FGOLD 20YR",0.10,16067357,8/1/2030, 3.82, 4.50, 2.57,2.57,MBS Passthrough,106.91,15028876,--,0.00 --,--,B03YYR3 ,"BELLSOUTH CORPORATION",0.10,16056464,11/15/2034, 12.57, 6.00, 5.02,5.02,Industrial,112.74,14242000,--,100.00 --,--,2970208 ,"CREDIT SUISSE (USA) INC",0.10,16019877,7/15/2032, 11.64, 7.12, 4.05,4.05,Financial Institutions,140.62,11392000,--,100.00 --,--,--,"FGOLD 30YR TBA(REG A)",0.10,15942188,6/13/2013, 4.10, 4.50, 2.93,2.93,MBS Passthrough,106.28,15000000,--,0.00 --,--,--,"FNMA 30YR",0.10,15915935,12/1/2040, 4.41, 4.00, 2.50,2.50,MBS Passthrough,106.40,14958911,--,0.00 --,--,B00FSL1 ,"LBUBS_04-C1",0.10,15882214,1/15/2031, 0.79, 4.57, 1.87,1.87,CMBS,102.14,15549014,--,0.00 --,--,--,"GNMA2 30YR",0.10,15606541,1/20/2042, 4.83, 4.00, 2.40,2.40,MBS Passthrough,107.62,14500851,--,0.00 --,--,--,"GNMA 30YR",0.10,15419308,12/15/2041, 6.47, 3.50, 2.35,2.35,MBS Passthrough,107.44,14351886,--,0.00 --,--,B012H92 ,"WBCMT_04-C11",0.10,15378280,1/15/2041, 0.91, 5.22, 1.41,1.41,CMBS,103.55,14851727,--,0.00 --,--,--,"BACM_06-6",0.10,15319421,10/10/2045, 2.72, 5.37, 2.71,2.71,CMBS,107.50,14250000,--,0.00 --,--,--,"GNMA 30YR PLATINUM",0.10,15219619,6/15/2040, 4.31, 4.50, 2.52,2.52,MBS Passthrough,108.44,14035448,--,0.00 --,--,B459474 ,"TREASURY BOND",0.10,15208824,8/15/2041, 17.89, 3.75, 3.07,3.07,Treasuries,112.68,13497000,--,0.00 --,--,--,"FGOLD 15YR",0.10,15192180,6/1/2027, 3.88, 3.00, 1.54,1.54,MBS Passthrough,105.36,14419003,--,0.00 --,--,B4JS240 ,"WELLS FARGO & CO",0.10,15107377,4/1/2021, 6.65, 4.60, 2.62,2.62,Financial Institutions,114.02,13250000,--,0.00 --,--,B23XL95 ,"MONDELEZ INTERNATIONAL INC",0.10,14929481,8/11/2017, 3.72, 6.50, 1.62,1.62,Industrial,119.84,12458000,--,0.00 --,--,--,"GNMA2 30YR",0.10,14917550,10/20/2038, 3.59, 6.50, 2.24,2.24,MBS Passthrough,115.12,12958136,--,0.00 --,--,--,"FH 7/1 12M Libor ARM",0.09,14836127,11/1/2041, 6.43, 3.44, 2.52,2.52,MBS Passthrough,105.56,14055209,--,0.00 --,--,--,"FGOLD 30YR",0.09,14602556,2/1/2034, 3.03, 5.50, 2.43,2.43,MBS Passthrough,108.69,13435423,--,0.00 --,--,B7N38T9 ,"FHLB",0.09,14472961,1/29/2014, 0.69, 0.38, 0.16,0.16,Agencies,100.16,14450000,--,0.00 --,--,--,"FNMA 30YR",0.09,14465762,11/1/2041, 6.39, 4.00, 2.69,2.69,MBS Passthrough,108.24,13364348,--,0.00 --,--,--,"FNMA 30YR",0.09,14395043,7/1/2040, 3.20, 5.50, 2.19,2.19,MBS Passthrough,110.26,13056048,--,0.00 --,--,--,"FGOLD 30YR TBA(REG A)",0.09,14375882,6/13/2013, 3.98, 3.00, 2.41,2.41,MBS Passthrough,102.25,14059542,--,0.00 --,--,--,"FGOLD 15YR GIANT",0.09,14320592,12/1/2024, 3.23, 5.00, 2.85,2.85,MBS Passthrough,106.45,13453084,--,0.00 --,--,B0DD0R2 ,"DOMINION RESOURCES INC",0.09,14271391,7/15/2015, 2.03, 5.15, 0.88,0.88,Utility,109.08,13083000,--,100.00 --,--,--,"GNMA 30YR",0.09,14219355,3/15/2042, 4.94, 4.00, 1.98,1.98,MBS Passthrough,109.91,12937712,--,0.00 --,--,B28SWG9 ,"FHLB",0.09,14108145,11/17/2017, 4.10, 5.00, 0.82,0.82,Agencies,118.41,11915000,--,0.00 --,--,B0BXDF3 ,"METLIFE INC",0.09,14014034,6/15/2015, 1.95, 5.00, 0.85,0.85,Financial Institutions,108.49,12917000,--,100.00 --,--,--,"FNMA 20YR",0.09,13813125,2/1/2032, 5.32, 4.00, 2.64,2.64,MBS Passthrough,107.12,12895430,--,0.00 --,--,--,"FGOLD 15YR GIANT",0.09,13740606,10/1/2025, 3.43, 4.00, 2.12,2.12,MBS Passthrough,106.03,12958842,--,0.00 --,--,--,"GNMA 30YR",0.09,13721624,8/15/2040, 4.32, 4.50, 2.51,2.51,MBS Passthrough,108.50,12646658,--,0.00 --,--,B671DP3 ,"KREDITANSTALT FUER WIEDERAUFBAU -",0.09,13684979,9/8/2020, 6.60, 2.75, 1.62,1.62,Agencies,107.76,12700000,--,0.00 --,--,--,"FNMA 30YR",0.09,13638998,9/1/2041, 5.23, 4.50, 2.69,2.69,MBS Passthrough,109.29,12479833,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.09,13609376,11/1/2037, 3.32, 6.00, 3.15,3.15,MBS Passthrough,108.81,12507210,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.09,13579085,12/1/2033, 2.85, 5.00, 2.07,2.07,MBS Passthrough,107.77,12600631,--,0.00 --,--,--,"FNMA 30YR",0.09,13573546,2/1/2042, 6.31, 4.00, 2.90,2.90,MBS Passthrough,106.80,12708844,--,0.00 --,--,--,"FNMA 15YR",0.09,13554344,7/1/2027, 3.09, 3.00, 1.28,1.28,MBS Passthrough,105.14,12892040,--,0.00 --,--,B1JD200 ,"BSCMS_06-PW13",0.09,13550772,9/11/2041, 2.84, 5.54, 1.25,1.25,CMBS,112.92,12000000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.09,13491343,3/1/2038, 3.16, 5.50, 2.87,2.87,MBS Passthrough,107.69,12528295,--,0.00 --,--,--,"GNMA 30YR PLATINUM",0.09,13458960,5/15/2040, 3.95, 5.00, 2.78,2.78,MBS Passthrough,108.63,12390297,--,0.00 --,--,--,"GNMA 30YR",0.09,13398542,7/15/2041, 5.27, 4.00, 2.49,2.49,MBS Passthrough,107.91,12416836,--,0.00 --,--,--,"FGOLD 30YR",0.09,13378529,2/1/2042, 6.45, 4.00, 2.69,2.69,MBS Passthrough,108.11,12375109,--,0.00 --,--,5778517 ,"QUEBEC (PROVINCE OF)",0.09,13349824,9/15/2029, 10.64, 7.50, 3.54,3.54,Local Authorities,148.71,8977000,--,0.00 --,--,--,"FNMA 30YR",0.08,13301776,12/1/2040, 4.39, 4.50, 2.77,2.77,MBS Passthrough,107.38,12387336,--,0.00 --,--,--,"FNMA 30YR",0.08,13201350,10/1/2041, 6.36, 4.00, 2.78,2.78,MBS Passthrough,107.66,12262410,--,0.00 --,--,B2R46W2 ,"MERRILL LYNCH & CO INC",0.08,13200693,4/25/2018, 4.27, 6.88, 2.25,2.25,Financial Institutions,121.46,10868000,--,0.00 --,--,--,"FGOLD 15YR",0.08,13174692,3/1/2026, 3.65, 3.50, 1.90,1.90,MBS Passthrough,105.45,12493243,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.08,13055930,5/1/2039, 2.96, 4.50, 1.69,1.69,MBS Passthrough,107.78,12113510,--,0.00 --,--,--,"FGOLD 15YR",0.08,13005634,5/1/2027, 3.85, 3.00, 1.53,1.53,MBS Passthrough,105.36,12343736,--,0.00 --,--,B1S9JR5 ,"VODAFONE GROUP PLC",0.08,12982778,2/27/2017, 3.41, 5.62, 1.43,1.43,Industrial,115.33,11257000,--,100.00 --,--,B3YB054 ,"RIO TINTO FIN USA LTD",0.08,12910081,5/1/2019, 4.86, 9.00, 2.33,2.33,Industrial,136.83,9435000,--,100.00 --,--,--,"FNMA 30YR",0.08,12869364,5/1/2033, 3.59, 5.50, 2.78,2.78,MBS Passthrough,109.48,11754575,--,0.00 --,--,B2B2YG2 ,"UBS AG STAMFORD CT",0.08,12856513,12/20/2017, 4.01, 5.88, 1.63,1.63,Financial Institutions,118.67,10834000,--,0.00 --,--,B0WG975 ,"BRAZIL (FEDERATIVE REPUBLIC OF)",0.08,12844510,1/20/2037, 13.07, 7.12, 4.36,4.36,Sovereign,140.50,9142000,--,0.00 --,--,B1NRFG5 ,"MLCFC_06-4",0.08,12840753,12/12/2049, 3.21, 5.20, 1.51,1.51,CMBS,112.56,11408019,--,0.00 --,--,B810P09 ,"FHLMC REFER",0.08,12827909,5/30/2019, 5.67, 1.75, 1.24,1.24,Agencies,102.94,12462000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.08,12630329,6/1/2042, 4.86, 4.00, 2.65,2.65,MBS Passthrough,106.14,11899731,--,0.00 --,--,B1CN8W1 ,"CAPITAL ONE FINANCIAL CORP",0.08,12528889,9/1/2016, 2.98, 6.15, 1.74,1.74,Financial Institutions,113.98,10992000,--,0.00 --,--,--,"FNMA 15YR",0.08,12519041,6/1/2025, 3.31, 4.50, 1.84,1.84,MBS Passthrough,108.63,11524356,--,0.00 --,--,B108F49 ,"COMCAST CORPORATION",0.08,12468904,3/15/2037, 13.43, 6.45, 4.42,4.42,Industrial,129.64,9618000,--,100.00 --,--,--,"FNMA 15YR",0.08,12390639,10/1/2027, 3.09, 2.50, 1.24,1.24,MBS Passthrough,103.75,11942458,--,0.00 --,--,--,"GNMA 30YR",0.08,12370876,12/15/2042, 5.33, 3.00, 2.17,2.17,MBS Passthrough,104.34,11855886,--,0.00 --,--,--,"GNMA2 30YR",0.08,12335794,9/20/2038, 3.24, 6.00, 3.18,3.18,MBS Passthrough,108.97,11320435,--,0.00 --,--,--,"FNMA 30YR TBA(REG A)",0.08,12330078,6/13/2013, 4.08, 2.50, 2.81,2.81,MBS Passthrough,98.64,12500000,--,0.00 --,--,--,"FNMA 30YR",0.08,12327323,12/1/2042, 5.29, 3.50, 2.44,2.44,MBS Passthrough,105.44,11691816,--,0.00 --,--,--,"FNMA 15YR",0.08,12310122,5/1/2027, 3.80, 2.50, 1.48,1.48,MBS Passthrough,103.75,11864853,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.08,12253418,7/1/2035, 3.37, 5.00, 2.70,2.70,MBS Passthrough,107.21,11429748,--,0.00 --,--,B50PG34 ,"TREASURY BOND",0.08,12243523,8/15/2040, 17.40, 3.88, 3.05,3.05,Treasuries,115.24,10624000,--,0.00 --,--,--,"FNMA 20YR",0.08,12168139,10/1/2031, 4.55, 4.00, 2.40,2.40,MBS Passthrough,107.12,11359731,--,0.00 --,--,--,"FNMA 30YR",0.08,12153875,5/1/2041, 4.68, 4.50, 2.84,2.84,MBS Passthrough,107.57,11298147,--,0.00 --,--,B1Z54W6 ,"KINDER MORGAN ENERGY PARTNERS LP",0.08,12097761,1/15/2038, 12.94, 6.95, 4.98,4.98,Utility,127.72,9472000,--,100.00 --,--,B06K8J8 ,"ENTERPRISE PRODUCTS OPERATING LP",0.08,12094547,10/15/2014, 1.36, 5.60, 0.59,0.59,Utility,106.97,11306000,--,100.00 --,--,--,"FNMA 30YR",0.08,11966857,3/1/2038, 3.12, 5.50, 2.68,2.68,MBS Passthrough,108.48,11031001,--,0.00 --,--,7337961 ,"TIME WARNER INC",0.08,11966318,5/1/2032, 11.28, 7.70, 4.64,4.64,Industrial,138.23,8657000,--,100.00 --,--,--,"FNMA 15YR",0.08,11928406,11/1/2027, 4.14, 3.00, 1.55,1.55,MBS Passthrough,105.86,11268515,--,0.00 --,--,B4552N4 ,"MORGAN STANLEY",0.08,11887494,1/25/2021, 6.24, 5.75, 3.22,3.22,Financial Institutions,117.12,10150000,--,0.00 --,--,--,"GNMA 30YR",0.08,11884082,7/15/2040, 4.32, 4.50, 2.50,2.50,MBS Passthrough,108.50,10953071,--,0.00 --,--,--,"GNMA2 30YR",0.08,11816841,3/20/2039, 3.11, 5.50, 2.46,2.46,MBS Passthrough,109.28,10813237,--,0.00 --,--,--,"HYDRO QUEBEC",0.08,11813224,6/30/2016, 3.00, 2.00, 0.67,0.67,Local Authorities,104.08,11350000,--,0.00 --,--,B3W7PG0 ,"ONTARIO PROVINCE OF",0.08,11802752,5/10/2016, 2.88, 2.30, 0.63,0.63,Local Authorities,104.91,11250000,--,0.00 --,--,B3V4ST6 ,"GENERAL ELECTRIC CAPITAL CORP",0.08,11770364,1/7/2021, 6.40, 4.62, 2.78,2.78,Financial,112.64,10450000,--,0.00 --,--,B1FTHZ2 ,"MIDAMERICAN ENERGY HLDG CO",0.07,11754929,4/1/2036, 13.30, 6.12, 4.40,4.40,Utility,124.64,9431000,--,100.00 --,--,--,"JPMCC_07-CB20",0.07,11701548,2/12/2051, 3.65, 5.79, 1.47,1.47,CMBS,117.02,10000000,--,0.00 --,--,--,"GNMA2 30YR",0.07,11700044,9/20/2041, 6.37, 4.00, 2.68,2.68,MBS Passthrough,108.38,10795889,--,0.00 --,--,--,"FNMA 20YR",0.07,11622313,8/1/2031, 4.50, 4.50, 2.72,2.72,MBS Passthrough,107.82,10779411,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.07,11602858,10/1/2039, 3.24, 4.50, 2.37,2.37,MBS Passthrough,106.38,10907130,--,0.00 --,--,2859233 ,"GENERAL ELECTRIC CAPITAL CORP",0.07,11600238,3/15/2032, 11.51, 6.75, 4.50,4.50,Financial,128.29,9042000,--,100.00 --,--,B242VX5 ,"WAL-MART STORES INC",0.07,11577170,8/15/2037, 13.67, 6.50, 4.18,4.18,Industrial,135.06,8572000,--,0.00 --,--,--,"FGOLD 30YR",0.07,11447007,9/1/2041, 5.40, 4.00, 2.25,2.25,MBS Passthrough,109.03,10498928,--,0.00 --,--,--,"BACM_07-2",0.07,11444065,4/10/2049, 3.44, 5.83, 1.74,1.74,CMBS,115.02,9950000,--,0.00 --,--,B02ZVV0 ,"MEXICO (UNITED MEXICAN STATES)",0.07,11380480,9/27/2034, 12.65, 6.75, 4.18,4.18,Sovereign,136.00,8368000,--,0.00 --,--,B01Z360 ,"WACHOVIA CORPORATION",0.07,11353802,8/1/2014, 1.15, 5.25, 0.70,0.70,Financial Institutions,105.40,10772000,--,0.00 --,--,--,"FGOLD 30YR TBA(REG A)",0.07,11296953,6/13/2013, 4.06, 2.50, 2.91,2.91,MBS Passthrough,98.23,11500000,--,0.00 --,--,--,"FNMA 15YR",0.07,11243536,10/1/2024, 2.53, 4.50, 1.63,1.63,MBS Passthrough,106.99,10508908,--,0.00 --,--,--,"FGOLD 30YR",0.07,11177153,2/1/2041, 4.47, 4.00, 2.53,2.53,MBS Passthrough,106.14,10530613,--,0.00 --,--,--,"GNMA 30YR TBA(REG C)",0.07,10993162,6/20/2013, 4.05, 3.00, 1.97,1.97,MBS Passthrough,104.06,10564000,--,0.00 --,--,B0FHTT7 ,"BRAZIL (FEDERATIVE REPUBLIC OF)",0.07,10914956,1/15/2018, 3.86, 8.00, 4.18,4.18,Sovereign,116.00,9409444,--,0.00 --,--,--,"FNMA 15YR",0.07,10903300,8/1/2020, 2.53, 5.00, 2.09,2.09,MBS Passthrough,107.15,10175591,--,0.00 --,--,--,"JPMCC_05-LDP4",0.07,10870060,10/15/2042, 2.15, 5.00, 1.12,1.12,CMBS,108.70,10000000,--,0.00 --,--,7060438 ,"FNMA BENCHMARK NOTES",0.07,10854369,5/15/2030, 11.29, 7.25, 3.04,3.04,Agencies,155.57,6977000,--,0.00 --,--,--,"FNMA 30YR",0.07,10807846,3/1/2034, 3.63, 6.00, 2.30,2.30,MBS Passthrough,113.12,9554060,--,0.00 --,--,B2NJ7Z1 ,"GENERAL ELECTRIC CAPITAL CORP",0.07,10720117,1/14/2038, 13.72, 5.88, 4.57,4.57,Financial,119.11,9000000,--,0.00 --,--,B55NY95 ,"HSBC FINANCE CORP",0.07,10673162,1/15/2021, 6.05, 6.68, 3.60,3.60,Financial,120.44,8862000,--,0.00 --,--,--,"FGOLD 30YR",0.07,10617274,3/1/2041, 4.74, 4.00, 2.62,2.62,MBS Passthrough,106.14,10003120,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.07,10527452,5/1/2035, 3.53, 5.50, 2.97,2.97,MBS Passthrough,108.31,9719563,--,0.00 --,--,B56YKG6 ,"MEXICO (UNITED MEXICAN STATES)",0.07,10518750,3/15/2022, 7.52, 3.62, 2.82,2.82,Sovereign,106.25,9900000,--,0.00 --,--,B00HW60 ,"PACIFIC GAS AND ELECTRIC COMPANY",0.07,10439106,3/1/2034, 12.72, 6.05, 4.10,4.10,Utility,127.03,8218000,--,100.00 --,--,--,"FNMA 30YR",0.07,10436995,6/1/2038, 3.13, 5.50, 2.69,2.69,MBS Passthrough,108.48,9620781,--,0.00 --,--,B1G7Y98 ,"BANK OF AMERICA CORP",0.07,10436192,10/15/2036, 13.48, 6.00, 4.51,4.51,Financial Institutions,121.34,8601000,--,0.00 --,--,--,"FH 5/1 12M LIBOR ARM",0.07,10418346,11/1/2040, 4.53, 2.99, 1.83,1.83,MBS Passthrough,104.92,9930116,--,0.00 --,--,--,"NATIONAL CREDIT UNION ADMINISTRATI",0.07,10412898,6/12/2019, 5.51, 3.00, 1.34,1.34,Agencies,109.61,9500000,--,0.00 --,--,--,"GNMA2 30YR",0.07,10408686,11/20/2039, 3.29, 4.50, 1.56,1.56,MBS Passthrough,109.50,9505844,--,0.00 --,--,B4WCQ03 ,"AT&T INC",0.07,10398943,8/15/2016, 3.10, 2.40, 1.14,1.14,Industrial,103.99,10000000,--,0.00 --,--,B10QS44 ,"MEXICO (UNITED MEXICAN STATES)",0.07,10378118,1/15/2017, 3.29, 5.62, 1.49,1.49,Sovereign,114.65,9052000,--,100.00 --,--,--,"GNMA2 30YR",0.07,10342510,6/20/2038, 3.20, 5.50, 2.54,2.54,MBS Passthrough,109.28,9464121,--,0.00 --,--,--,"FGOLD 30YR",0.07,10321705,3/1/2039, 2.96, 4.50, 1.65,1.65,MBS Passthrough,107.89,9567153,--,0.00 --,--,--,"FGOLD 20YR GIANT",0.07,10269256,8/1/2025, 2.94, 5.00, 1.98,1.98,MBS Passthrough,108.36,9477079,--,0.00 --,--,--,"FGOLD 15YR",0.07,10267972,2/1/2028, 4.19, 2.50, 1.52,1.52,MBS Passthrough,103.83,9888751,--,0.00 --,--,--,"FH 7/1 12M Libor ARM",0.07,10258597,11/1/2040, 4.51, 3.36, 2.03,2.03,MBS Passthrough,105.61,9713936,--,0.00 --,--,--,"FGOLD 15YR",0.07,10239450,5/1/2026, 3.66, 4.00, 2.21,2.21,MBS Passthrough,106.16,9645512,--,0.00 --,--,--,"FNMA 30YR",0.07,10235438,8/1/2040, 5.14, 5.00, 3.02,3.02,MBS Passthrough,109.96,9308271,--,0.00 --,--,B68ZZR0 ,"ANHEUSER-BUSCH INBEV WORLDWIDE INC",0.07,10229048,1/15/2019, 4.68, 7.75, 1.91,1.91,Industrial,131.14,7800000,--,0.00 --,--,B4JNXP3 ,"DOW CHEMICAL COMPANY (THE)",0.07,10211217,5/15/2019, 4.93, 8.55, 2.24,2.24,Industrial,135.16,7555000,--,100.00 --,--,B2NPQ41 ,"TARGET CORP",0.07,10204111,1/15/2038, 13.48, 7.00, 4.28,4.28,Industrial,141.10,7232000,--,100.00 --,--,--,"FGOLD 30YR GIANT",0.06,10191336,5/1/2036, 3.62, 5.50, 3.11,3.11,MBS Passthrough,108.05,9432373,--,0.00 --,--,--,"FNMA 20YR",0.06,10185237,12/1/2030, 3.93, 4.00, 2.14,2.14,MBS Passthrough,107.12,9508566,--,0.00 --,--,B2NVFQ4 ,"TVA",0.06,10148635,1/15/2048, 17.66, 4.88, 4.01,4.01,Agencies,116.13,8739000,--,0.00 --,--,B3K3XG6 ,"BERKSHIRE HATHAWAY FIN",0.06,10104744,5/15/2018, 4.45, 5.40, 1.46,1.46,Financial Institutions,118.88,8500000,--,100.00 --,--,B07G550 ,"NEWS AMERICA INC",0.06,10099782,12/15/2034, 12.40, 6.20, 4.77,4.77,Industrial,119.07,8482000,--,0.00 --,--,B1FGZH1 ,"ANADARKO PETROLEUM CORP",0.06,10090264,9/15/2016, 3.03, 5.95, 1.34,1.34,Industrial,114.90,8782000,--,100.00 --,--,B244SS5 ,"DEUTSCHE BANK AG (LONDON BRANCH)",0.06,10068210,9/1/2017, 3.81, 6.00, 1.55,1.55,Financial Institutions,118.35,8507000,--,100.00 --,--,5258213 ,"BRAZIL (FEDERATIVE REPUBLIC OF)",0.06,10062500,5/15/2027, 9.15, 10.12, 3.36,3.36,Sovereign,175.00,5750000,--,0.00 --,--,2144326 ,"PNC FUNDING CORP",0.06,10062441,11/15/2015, 2.35, 5.25, 1.10,1.10,Financial Institutions,110.15,9135000,--,0.00 --,--,B3MB4Y3 ,"WAL-MART STORES INC",0.06,10041018,4/15/2016, 2.79, 2.80, 0.62,0.62,Industrial,106.25,9450000,--,0.00 --,--,B2PD9G6 ,"BEAR STEARNS COMPANIES LLC/THE",0.06,10014901,2/1/2018, 4.03, 7.25, 1.94,1.94,Financial Institutions,123.72,8095000,--,0.00 --,--,B904LK1 ,"KFW",0.06,9982348,1/17/2023, 8.62, 2.12, 2.15,2.15,Agencies,99.82,10000000,--,0.00 --,--,B40D772 ,"GENERAL ELEC CAP CORP",0.06,9981557,5/9/2016, 2.85, 2.95, 1.02,1.02,Financial,105.62,9450000,--,0.00 --,--,B54BZ20 ,"CALIFORNIA ST",0.06,9958970,10/1/2039, 13.82, 7.30, 4.53,4.53,Local Authorities,142.27,7000000,--,0.00 --,--,B65HZ24 ,"PFIZER INC.",0.06,9933989,3/15/2019, 4.99, 6.20, 1.73,1.73,Industrial,124.64,7970000,--,100.00 --,--,B7DX9Z2 ,"JPMORGAN CHASE & CO",0.06,9878459,1/24/2022, 7.15, 4.50, 3.13,3.13,Financial Institutions,110.37,8950000,--,0.00 --,--,--,"FNMA 30YR TBA(REG A)",0.06,9872150,6/13/2013, 3.68, 5.50, 3.15,3.15,MBS Passthrough,108.44,9104000,--,0.00 --,--,B4KXLQ9 ,"MORGAN STANLEY",0.06,9858910,5/13/2019, 5.00, 7.30, 2.81,2.81,Financial Institutions,124.56,7915000,--,100.00 --,--,--,"FNMA 15YR",0.06,9844369,2/1/2027, 4.53, 3.50, 2.17,2.17,MBS Passthrough,105.90,9296193,--,0.00 --,--,--,"FNMA 30YR",0.06,9829154,4/1/2037, 3.90, 7.00, 3.28,3.28,MBS Passthrough,114.19,8607349,--,0.00 --,--,B3KTXJ7 ,"WEATHERFORD INTL LTD",0.06,9771583,3/1/2019, 4.59, 9.62, 3.53,3.53,Industrial,131.60,7425000,--,100.00 --,--,B1HMKF0 ,"VALE OVERSEAS LIMITED",0.06,9746112,11/21/2036, 12.28, 6.88, 5.84,5.84,Industrial,113.09,8618000,--,100.00 --,--,--,"FNMA 30YR",0.06,9741175,3/1/2036, 3.29, 5.00, 2.25,2.25,MBS Passthrough,108.76,8956564,--,0.00 --,--,4081788 ,"DEUTSCHE TELEKOM INTERNATIONAL FIN",0.06,9735664,6/15/2030, 10.06, 8.75, 4.70,4.70,Industrial,147.11,6618000,--,0.00 --,--,--,"FNMA 30YR",0.06,9687023,8/1/2041, 5.23, 5.00, 2.86,2.86,MBS Passthrough,110.96,8730140,--,0.00 --,--,--,"FNMA 15YR",0.06,9660197,11/1/2027, 4.13, 3.00, 1.55,1.55,MBS Passthrough,105.86,9125785,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.06,9659730,1/1/2036, 4.23, 5.00, 3.12,3.12,MBS Passthrough,107.42,8992373,--,0.00 --,--,B3FF981 ,"ALTRIA GROUP INC.",0.06,9631510,11/10/2018, 4.50, 9.70, 2.16,2.16,Industrial,138.70,6944000,--,0.00 --,--,B010S82 ,"SLM CORP",0.06,9599771,5/15/2014, 0.96, 5.38, 1.23,1.23,Financial,104.04,9227000,--,0.00 --,--,B1VHPP6 ,"CANADIAN NATURAL RESOURCES",0.06,9595747,5/15/2017, 3.62, 5.70, 1.53,1.53,Industrial,116.06,8268000,--,100.00 --,--,B4KV6M4 ,"INTEL CORPORATION",0.06,9540660,10/1/2021, 7.28, 3.30, 2.58,2.58,Industrial,105.42,9050000,--,0.00 --,--,B037FK2 ,"US BANK NA",0.06,9512878,10/30/2014, 1.40, 4.95, 0.74,0.74,Financial Institutions,106.03,8972000,--,0.00 --,--,--,"FNMA 30YR",0.06,9508871,9/1/2041, 5.22, 4.00, 2.72,2.72,MBS Passthrough,106.49,8929236,--,0.00 --,--,B65HYN8 ,"SOUTHERN CALIFORNIA EDISON COMPANY",0.06,9499743,3/15/2039, 14.51, 6.05, 4.09,4.09,Utility,130.99,7252000,--,100.00 --,--,--,"FGOLD 15YR GIANT",0.06,9484379,4/1/2022, 2.43, 4.50, 1.69,1.69,MBS Passthrough,106.35,8917692,--,0.00 --,--,--,"FNMA 30YR",0.06,9484349,12/1/2039, 3.21, 4.50, 2.15,2.15,MBS Passthrough,107.26,8842634,--,0.00 --,--,B62SXM6 ,"COMCAST CORP",0.06,9399407,3/1/2020, 5.78, 5.15, 2.24,2.24,Industrial,118.23,7950000,--,100.00 --,--,B5LX972 ,"WORLD BANK - INTERNATIONAL BANK FO",0.06,9350579,9/15/2016, 3.26, 1.00, 0.50,0.50,Supranational,101.64,9200000,--,0.00 --,--,2177258 ,"ILLINOIS ST",0.06,9345920,6/1/2033, 12.22, 5.10, 5.00,5.00,Local Authorities,101.22,9233000,--,0.00 --,--,--,"FNMA 15YR",0.06,9336657,5/1/2027, 3.81, 3.50, 1.80,1.80,MBS Passthrough,106.30,8783059,--,0.00 --,--,B06G681 ,"UNITEDHEALTH GROUP INCORPORATED",0.06,9316997,3/15/2015, 1.74, 4.88, 0.65,0.65,Financial Institutions,107.62,8657000,--,100.00 --,--,B16ZRK4 ,"ORACLE CORPORATION",0.06,9287596,1/15/2016, 2.47, 5.25, 0.74,0.74,Industrial,111.80,8307000,--,100.00 --,--,B1THZH0 ,"PROCTER & GAMBLE CO",0.06,9262710,3/5/2037, 14.23, 5.55, 3.88,3.88,Industrial,125.72,7368000,--,100.00 --,--,--,"FNMA 30YR",0.06,9250607,10/1/2039, 3.98, 6.50, 3.39,3.39,MBS Passthrough,112.08,8253895,--,0.00 --,--,--,"FNMA 20YR",0.06,9129144,2/1/2032, 5.35, 3.50, 2.36,2.36,MBS Passthrough,106.00,8612564,--,0.00 --,--,--,"ASIAN DEVELOPMENT BANK",0.06,9097624,3/15/2016, 2.72, 2.50, 0.43,0.43,Supranational,105.79,8600000,--,0.00 --,--,--,"FGOLD 30YR",0.06,9097604,10/1/2039, 3.24, 4.50, 2.37,2.37,MBS Passthrough,106.38,8552096,--,0.00 --,--,B23F4K3 ,"TVA",0.06,9087656,7/18/2017, 3.74, 5.50, 0.85,0.85,Agencies,118.95,7640000,--,0.00 --,--,--,"FH 5/1 12M LIBOR ARM",0.06,9052732,12/1/2038, 4.62, 3.27, 1.59,1.59,MBS Passthrough,107.41,8428181,--,0.00 --,--,B1L7CM2 ,"E I DU PONT DE NEMOURS AND CO",0.06,8993691,12/15/2016, 3.24, 5.25, 0.95,0.95,Industrial,115.04,7818000,--,100.00 --,--,B61JMB2 ,"MERCK AND CO. INC.",0.06,8973552,6/30/2019, 5.28, 5.00, 1.78,1.78,Industrial,118.57,7568000,--,100.00 --,--,B3XJ8P5 ,"PETROLEOS MEXICANOS",0.06,8895251,6/2/2041, 13.69, 6.50, 5.20,5.20,Agencies,119.00,7475000,--,0.00 --,--,B61FXM8 ,"MORGAN STANLEY",0.06,8895004,1/26/2015, 1.61, 4.10, 1.30,1.30,Financial Institutions,104.65,8500000,--,0.00 --,--,--,"FN 5/1 12M Libor ARM",0.06,8891310,5/1/2040, 4.32, 3.60, 2.07,2.07,MBS Passthrough,106.42,8354915,--,0.00 --,--,--,"FNMA 15YR",0.06,8819319,8/1/2027, 3.10, 3.00, 1.06,1.06,MBS Passthrough,105.86,8331426,--,0.00 --,--,B43B1Y8 ,"CITIGROUP INC",0.06,8746405,8/12/2014, 1.18, 6.38, 0.89,0.89,Financial Institutions,106.66,8200000,--,0.00 --,--,--,"FNMA 30YR",0.06,8743851,12/1/2037, 3.47, 6.50, 2.96,2.96,MBS Passthrough,111.94,7810941,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.06,8719603,11/1/2039, 3.39, 5.50, 2.52,2.52,MBS Passthrough,109.46,7966100,--,0.00 --,--,B45L8F6 ,"INTERNATIONAL FINANCE CORPORATION",0.06,8716524,11/23/2016, 3.42, 1.12, 0.57,0.57,Supranational,101.95,8550000,--,0.00 --,--,B559MG6 ,"HEWLETT-PACKARD CO",0.06,8715783,9/15/2021, 6.87, 4.38, 4.26,4.26,Industrial,100.76,8650000,--,0.00 --,--,--,"FNMA 15YR",0.06,8701500,10/1/2026, 4.46, 3.50, 2.15,2.15,MBS Passthrough,105.90,8216964,--,0.00 --,--,--,"FNMA 15YR",0.05,8630403,2/1/2023, 2.53, 6.00, 2.03,2.03,MBS Passthrough,109.77,7862540,--,0.00 --,--,B4MPT58 ,"JPMORGAN CHASE & CO",0.05,8570115,10/15/2020, 6.37, 4.25, 2.77,2.77,Financial Institutions,109.87,7800000,--,0.00 --,--,B5667M7 ,"GENERAL ELECTRIC CAPITAL CORP",0.05,8533009,11/9/2015, 2.40, 2.25, 0.84,0.84,Financial,103.43,8250000,--,0.00 --,--,B0JPG07 ,"SIMON PROPERTY GROUP LP",0.05,8516484,6/15/2015, 1.95, 5.10, 0.74,0.74,Financial Institutions,108.93,7818000,--,100.00 --,--,B5BV857 ,"COCA-COLA COMPANY (THE)",0.05,8499673,11/15/2020, 6.68, 3.15, 2.15,2.15,Industrial,106.91,7950000,--,100.00 --,--,--,"FGOLD 30YR",0.05,8484353,6/1/2039, 2.92, 4.50, 2.14,2.14,MBS Passthrough,106.38,7975616,--,0.00 --,--,B4KLND4 ,"J P MORGAN CHASE SECURITIES INC.",0.05,8444239,8/15/2021, 6.90, 4.35, 3.02,3.02,Financial Institutions,109.67,7700000,--,0.00 --,--,--,"FNMA 20YR",0.05,8433225,1/1/2032, 5.32, 3.50, 2.44,2.44,MBS Passthrough,105.50,7993730,--,0.00 --,--,--,"GNMA2 30YR",0.05,8425317,11/20/2042, 5.35, 3.50, 2.21,2.21,MBS Passthrough,106.81,7887950,--,0.00 --,--,--,"FGOLD 15YR",0.05,8377853,2/1/2026, 3.48, 4.00, 2.11,2.11,MBS Passthrough,106.16,7891896,--,0.00 --,--,B0L4PN8 ,"MARSH & MCLENNAN COMPANIES INC",0.05,8333490,9/15/2015, 2.18, 5.75, 1.09,1.09,Financial Institutions,110.64,7532000,--,100.00 --,--,--,"FGOLD 30YR",0.05,8282022,9/1/2041, 5.34, 4.00, 2.41,2.41,MBS Passthrough,108.11,7660852,--,0.00 --,--,B5BJ345 ,"CELLCO PART/VERI WIRELESS",0.05,8280397,2/1/2014, 0.68, 5.55, 0.82,0.82,Industrial,103.27,8018000,--,100.00 --,--,2819486 ,"FIRSTENERGY CORPORATION",0.05,8270201,11/15/2031, 10.68, 7.38, 5.83,5.83,Utility,117.29,7051000,--,100.00 --,--,--,"GNMA2 30YR",0.05,8207427,1/20/2041, 4.78, 4.00, 2.22,2.22,MBS Passthrough,108.44,7568704,--,0.00 --,--,B5SN856 ,"GOLDMAN SACHS GROUP INC",0.05,8201651,6/15/2020, 5.77, 6.00, 3.02,3.02,Financial Institutions,118.86,6900000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.05,8163673,2/1/2037, 3.42, 6.00, 3.20,3.20,MBS Passthrough,108.94,7493922,--,0.00 --,--,B5LLYF9 ,"EUROPEAN INVESTMENT BANK",0.05,8150910,5/16/2016, 2.89, 2.50, 0.52,0.52,Supranational,105.86,7700000,--,0.00 --,--,B3K9Z02 ,"HEWLETT-PACKARD COMPANY",0.05,8141133,3/1/2014, 0.76, 6.12, 0.99,0.99,Industrial,103.97,7830000,--,100.00 --,--,--,"FN 5/1 12M Libor ARM",0.05,8128110,8/1/2041, 5.31, 2.78, 1.91,1.91,MBS Passthrough,104.48,7779243,--,0.00 --,--,--,"FGOLD 30YR",0.05,8103556,11/1/2042, 5.35, 3.50, 2.45,2.45,MBS Passthrough,105.26,7698935,--,0.00 --,--,--,"CALIFORNIA ST",0.05,8054151,4/1/2016, 2.65, 5.95, 1.31,1.31,Local Authorities,113.01,7127000,--,0.00 --,--,B283338 ,"GOLDMAN SACHS GROUP INC",0.05,7997893,10/1/2037, 12.56, 6.75, 5.68,5.68,Financial Institutions,113.96,7018000,--,100.00 --,--,B3P35N2 ,"PERU (THE REPUBLIC OF)",0.05,7994740,3/30/2019, 4.92, 7.12, 2.22,2.22,Sovereign,126.80,6305000,--,0.00 --,--,B73ZBC9 ,"TIME WARNER INC",0.05,7973238,1/15/2022, 7.26, 4.00, 2.89,2.89,Industrial,108.48,7350000,--,0.00 --,--,--,"FN 5/0 6M Libor ARM",0.05,7972417,2/1/2036, 3.51, 1.94, 0.54,0.54,MBS Passthrough,104.79,7608116,--,0.00 --,--,B76P9J9 ,"MEXICO (UNITED MEXICAN STATES)",0.05,7968750,3/8/2044, 16.40, 4.75, 4.38,4.38,Sovereign,106.25,7500000,--,0.00 --,--,B2QKDK8 ,"GOLDMAN SACHS GROUP INC",0.05,7956121,4/1/2018, 4.25, 6.15, 2.25,2.25,Financial Institutions,117.87,6750000,--,0.00 --,--,B24FYQ8 ,"ASTRAZENECA PLC",0.05,7930858,9/15/2037, 13.55, 6.45, 4.47,4.47,Industrial,129.10,6143000,--,100.00 --,--,--,"FNMA 15YR",0.05,7900967,9/1/2018, 2.08, 4.50, 0.94,0.94,MBS Passthrough,107.22,7368592,--,0.00 --,--,B0NBCV4 ,"DIAGEO FINANCE BV",0.05,7865154,10/28/2015, 2.31, 5.30, 0.87,0.87,Industrial,110.67,7107000,--,0.00 --,--,B6QV183 ,"AT&T INC",0.05,7860986,8/15/2021, 7.02, 3.88, 2.73,2.73,Industrial,108.43,7250000,--,0.00 --,--,--,"FGOLD 30YR",0.05,7853803,1/1/2042, 6.32, 4.00, 2.97,2.97,MBS Passthrough,106.14,7399502,--,0.00 --,--,B621FW9 ,"WAL-MART STORES INC",0.05,7853312,4/15/2021, 6.77, 4.25, 2.33,2.33,Industrial,113.82,6900000,--,0.00 --,--,--,"FNMA 30YR",0.05,7820927,5/1/2041, 4.78, 4.50, 2.38,2.38,MBS Passthrough,109.91,7115541,--,0.00 --,--,--,"FNMA 30YR",0.05,7744548,6/1/2041, 4.78, 4.50, 2.44,2.44,MBS Passthrough,109.65,7063121,--,0.00 --,--,B1QW1F8 ,"CITIGROUP INC",0.05,7722459,2/15/2017, 3.37, 5.50, 2.16,2.16,Financial Institutions,111.92,6900000,--,0.00 --,--,B4M5VN0 ,"HCP INC",0.05,7714051,2/1/2021, 6.33, 5.38, 3.03,3.03,Financial Institutions,116.00,6650000,--,100.00 --,--,B7N39H4 ,"KFW GROUP",0.05,7696082,1/25/2022, 7.71, 2.62, 1.94,1.94,Agencies,105.43,7300000,--,0.00 --,--,B5NQ5P9 ,"BARCLAYS BANK PLC",0.05,7686103,1/8/2020, 5.62, 5.12, 2.52,2.52,Financial Institutions,115.84,6635000,--,0.00 --,--,--,"FNMA 30YR",0.05,7619705,11/1/2041, 6.28, 4.00, 2.95,2.95,MBS Passthrough,106.49,7155228,--,0.00 --,--,--,"FNMA 15YR",0.05,7596863,1/1/2024, 2.51, 5.50, 1.85,1.85,MBS Passthrough,108.87,6978208,--,0.00 --,--,--,"FNMA 30YR",0.05,7549970,4/1/2041, 4.69, 4.50, 2.81,2.81,MBS Passthrough,107.70,7010182,--,0.00 --,--,--,"GNMA2 30YR TBA(REG C)",0.05,7510799,6/20/2013, 4.20, 4.00, 2.20,2.20,MBS Passthrough,107.41,6992888,--,0.00 --,--,B87LWS3 ,"EUROPEAN BANK FOR RECONSTRUCTION A",0.05,7492951,9/1/2017, 4.19, 0.75, 0.77,0.77,Supranational,99.91,7500000,--,0.00 --,--,B3KFDY0 ,"SHELL INTERNATIONAL FINANCE BV",0.05,7475031,12/15/2038, 14.17, 6.38, 4.03,4.03,Industrial,137.13,5451000,--,100.00 --,--,--,"FNMA 30YR",0.05,7459349,3/1/2034, 3.55, 6.00, 2.98,2.98,MBS Passthrough,110.43,6754817,--,0.00 --,--,B08B1V2 ,"ALLSTATE CORPORATION (THE)",0.05,7420963,5/9/2035, 13.49, 5.55, 4.13,4.13,Financial Institutions,120.31,6168000,--,100.00 --,--,--,"FNMA 15YR",0.05,7412141,4/1/2026, 3.62, 3.50, 1.83,1.83,MBS Passthrough,105.90,6999401,--,0.00 --,--,B5ZVH67 ,"AMERICA MOVIL SAB DE CV",0.05,7366807,3/30/2020, 5.84, 5.00, 2.85,2.85,Industrial,113.34,6500000,--,100.00 --,--,B4P1L35 ,"ERP OPERATING LP",0.05,7363290,7/15/2020, 6.03, 4.75, 2.70,2.70,Financial Institutions,113.28,6500000,--,100.00 --,--,B43DYH8 ,"GOLDMAN SACHS GROUP INC/THE",0.05,7352684,2/1/2041, 14.25, 6.25, 4.77,4.77,Financial Institutions,122.54,6000000,--,0.00 --,--,B7H04G5 ,"JPMORGAN CHASE & CO",0.05,7348041,8/15/2017, 4.03, 2.00, 1.50,1.50,Financial Institutions,102.06,7200000,--,0.00 --,--,B3KV7Z7 ,"DEVON ENERGY CORPORATION",0.05,7329049,1/15/2019, 4.78, 6.30, 2.46,2.46,Industrial,120.15,6100000,--,100.00 --,--,--,"FNMA 20YR",0.05,7292329,2/1/2030, 3.25, 5.50, 2.76,2.76,MBS Passthrough,108.61,6714303,--,0.00 --,--,B77R2X9 ,"CANADA (GOVERNMENT OF)",0.05,7274917,2/14/2017, 3.66, 0.88, 0.59,0.59,Sovereign,101.04,7200000,--,0.00 --,--,B5BMRL9 ,"KREDITANSTALT FUER WIEDERAUFBA",0.05,7266083,6/17/2019, 5.28, 4.88, 1.32,1.32,Agencies,120.70,6020000,--,0.00 --,--,B606MS1 ,"AMERICAN INTERNATIONAL GROUP INC",0.05,7263000,5/15/2068, 14.60, 8.18, 5.91,5.91,Financial Institutions,134.50,5400000,--,0.00 --,--,B3PCFD9 ,"AMERICAN INTERNATIONAL GROUP INC",0.05,7245652,8/15/2018, 4.35, 8.25, 2.28,2.28,Financial Institutions,129.29,5604000,--,100.00 --,--,--,"FNMA 30YR",0.05,7229101,10/1/2042, 5.24, 4.00, 2.73,2.73,MBS Passthrough,106.49,6788434,--,0.00 --,--,2925220 ,"TREASURY BOND",0.05,7173193,5/15/2017, 3.51, 8.75, 0.59,0.59,Treasuries,132.10,5430000,--,0.00 --,--,--,"GECMC_05-C1",0.05,7111344,6/10/2048, 0.91, 4.58, 2.56,2.56,Financial,101.85,6981852,--,0.00 --,--,B4QW524 ,"PETROLEOS MEXICANOS",0.05,7079400,5/3/2019, 4.91, 8.00, 2.81,2.81,Agencies,128.25,5520000,--,100.00 --,--,2364704 ,"ONCOR ELECTRIC DELIVERY CO.",0.05,7071537,9/1/2022, 7.11, 7.00, 3.18,3.18,Utility,130.52,5418000,--,100.00 --,--,B73NWF3 ,"POLAND (REPUBLIC OF)",0.04,7061398,3/23/2022, 7.23, 5.00, 2.90,2.90,Sovereign,116.24,6075000,--,0.00 --,--,--,"FNMA 15YR",0.04,7056704,6/1/2026, 3.88, 4.00, 2.22,2.22,MBS Passthrough,106.72,6612050,--,0.00 --,--,--,"GNMA 30YR",0.04,7046266,4/15/2042, 4.87, 4.00, 2.35,2.35,MBS Passthrough,107.97,6526209,--,0.00 --,--,B1FH0J1 ,"CSX CORP",0.04,6970876,10/1/2036, 13.36, 6.00, 4.62,4.62,Industrial,119.53,5832000,--,100.00 --,--,--,"FNMA 30YR",0.04,6970114,8/1/2037, 3.50, 6.50, 2.77,2.77,MBS Passthrough,112.72,6183448,--,0.00 --,--,B3YK0T5 ,"BANK OF AMERICA CORP",0.04,6960799,8/1/2016, 2.88, 6.50, 1.64,1.64,Financial Institutions,115.05,6050000,--,100.00 --,--,B4N1L82 ,"TIME WARNER CABLE INC",0.04,6940304,9/1/2021, 7.01, 4.00, 3.05,3.05,Industrial,106.94,6490000,--,100.00 --,--,B5N9GV1 ,"FORD MOTOR CREDIT CO LLC",0.04,6936816,4/15/2015, 1.79, 7.00, 1.58,1.58,Industrial,110.11,6300000,--,0.00 --,--,B64TZ32 ,"VALERO ENERGY CORP",0.04,6932902,3/15/2019, 4.69, 9.38, 2.54,2.54,Industrial,136.74,5070000,--,100.00 --,--,B5MKX70 ,"RABOBANK NEDERLAND UTREC",0.04,6913081,1/19/2017, 3.42, 3.38, 1.36,1.36,Financial Institutions,107.18,6450000,--,0.00 --,--,B56M9W9 ,"PETROBRAS INTL FINANCE",0.04,6912034,1/20/2020, 5.50, 5.75, 3.73,3.73,Agencies,111.85,6180000,--,100.00 --,--,B0XNWS7 ,"PANAMA (REPUBLIC OF)",0.04,6910500,1/26/2036, 12.99, 6.70, 4.25,4.25,Sovereign,135.50,5100000,--,0.00 --,--,--,"FN 5/1 12M LIBOR ARM",0.04,6903323,4/1/2038, 3.45, 2.79, 0.61,0.61,MBS Passthrough,107.32,6432481,--,0.00 --,--,B7769L3 ,"CITIGROUP INC",0.04,6879362,1/10/2017, 3.34, 4.45, 1.59,1.59,Financial Institutions,110.07,6250000,--,0.00 --,--,B84G0G5 ,"GLAXOSMITHKLINE CAPITAL PLC",0.04,6843730,5/8/2022, 7.87, 2.85, 2.68,2.68,Industrial,101.39,6750000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.04,6831559,6/1/2035, 3.53, 5.50, 2.94,2.94,MBS Passthrough,108.44,6300026,--,0.00 --,--,B11Y7T5 ,"HOME DEPOT INC",0.04,6827757,3/1/2016, 2.59, 5.40, 0.79,0.79,Industrial,112.63,6062000,--,100.00 --,--,B39NQJ1 ,"TELECOM ITALIA CAPITAL",0.04,6821472,6/4/2038, 11.30, 7.72, 6.80,6.80,Industrial,110.95,6148000,--,100.00 --,--,B64BJF8 ,"INTER-AMERICAN DEVELOPMENT BANK",0.04,6763132,7/15/2015, 2.09, 2.25, 0.36,0.36,Supranational,104.05,6500000,--,0.00 --,--,B28WMV6 ,"TIME WARNER CABLE INC",0.04,6724342,5/1/2037, 12.88, 6.55, 5.28,5.28,Industrial,117.09,5743000,--,100.00 --,--,--,"FNMA 15YR TBA(REG B)",0.04,6717000,6/18/2013, 2.52, 3.00, 0.99,0.99,MBS Passthrough,104.95,6400000,--,0.00 --,--,B45N711 ,"WORLD BANK - INTERNATIONAL BANK FO",0.04,6707011,3/15/2016, 2.74, 2.12, 0.41,0.41,Supranational,104.80,6400000,--,0.00 --,--,B691LJ1 ,"GOLDMAN SACHS GROUP INC/THE",0.04,6639092,2/7/2016, 2.57, 3.62, 1.28,1.28,Financial Institutions,106.23,6250000,--,0.00 --,--,--,"FN 5/1 12M Libor ARM",0.04,6630281,10/1/2041, 5.31, 2.92, 1.96,1.96,MBS Passthrough,104.94,6318374,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.04,6611326,10/1/2036, 3.32, 6.00, 2.44,2.44,MBS Passthrough,111.16,5947791,--,0.00 --,--,B464241 ,"BANK OF NOVA SCOTIA",0.04,6603330,3/29/2016, 2.74, 2.90, 0.89,0.89,Financial Institutions,105.65,6250000,--,0.00 --,--,B79WKT4 ,"VERIZON COMMUNICATIONS INC",0.04,6596523,11/1/2016, 3.33, 2.00, 1.09,1.09,Industrial,103.07,6400000,--,0.00 --,--,B46N851 ,"AT&T INC",0.04,6584660,8/15/2041, 14.91, 5.55, 4.62,4.62,Industrial,114.52,5750000,--,0.00 --,--,--,"FNMA 15YR",0.04,6523520,12/1/2019, 2.10, 5.50, 1.18,1.18,MBS Passthrough,108.87,5992273,--,0.00 --,--,B40V237 ,"CVS CAREMARK CORP",0.04,6522708,9/15/2039, 14.22, 6.12, 4.56,4.56,Industrial,123.77,5270000,--,100.00 --,--,--,"GNMA2 30YR",0.04,6510159,9/20/2042, 5.31, 4.00, 2.55,2.55,MBS Passthrough,107.62,6048928,--,0.00 --,--,B108DY5 ,"COMCAST CORPORATION",0.04,6500585,3/15/2016, 2.62, 5.90, 0.84,0.84,Industrial,114.05,5700000,--,100.00 --,--,--,"GNMA 30YR",0.04,6479129,7/15/2040, 4.32, 4.50, 2.50,2.50,MBS Passthrough,108.50,5971548,--,0.00 --,--,B447W08 ,"NBCUNIVERSAL MEDIA LLC",0.04,6464764,4/1/2021, 6.70, 4.38, 2.49,2.49,Industrial,113.42,5700000,--,0.00 --,--,B8G35S1 ,"PEPSICO INC/NC",0.04,6411432,8/13/2017, 4.09, 1.25, 1.21,1.21,Industrial,100.18,6400000,--,0.00 --,--,B5739D2 ,"ROYAL BANK OF SCOTLAND PLC",0.04,6405721,8/24/2020, 6.00, 5.62, 3.08,3.08,Financial Institutions,116.47,5500000,--,0.00 --,--,--,"GNMA 30YR PLATINUM",0.04,6364055,3/15/2036, 3.67, 5.50, 2.81,2.81,MBS Passthrough,109.71,5800611,--,0.00 --,--,--,"FNMA 30YR",0.04,6357062,12/1/2042, 5.31, 3.50, 2.37,2.37,MBS Passthrough,105.81,6007970,--,0.00 --,--,B156VJ5 ,"EMBARQ CORP",0.04,6346440,6/1/2016, 2.69, 7.08, 2.04,2.04,Industrial,114.72,5532000,--,100.00 --,--,--,"FNMA 30YR",0.04,6321876,3/1/2036, 4.14, 4.50, 2.55,2.55,MBS Passthrough,107.86,5861347,--,0.00 --,--,B5927P5 ,"EUROPEAN INVESTMENT BANK",0.04,6296816,7/15/2016, 3.04, 2.12, 0.54,0.54,Supranational,104.95,6000000,--,0.00 --,--,B2QNZZ6 ,"MORGAN STANLEY",0.04,6248441,4/1/2018, 4.22, 6.62, 2.38,2.38,Financial Institutions,119.38,5234000,--,100.00 --,--,--,"FGOLD 30YR GIANT",0.04,6248007,1/1/2039, 3.40, 5.50, 2.79,2.79,MBS Passthrough,108.56,5755244,--,0.00 --,--,B2QCTY0 ,"AMERICAN EXPRESS COMPANY",0.04,6215514,3/19/2018, 4.18, 7.00, 1.73,1.73,Financial Institutions,124.31,5000000,--,0.00 --,--,B55T2T9 ,"HONEYWELL INTERNATIONAL INC",0.04,6205768,2/15/2019, 5.02, 5.00, 1.66,1.66,Industrial,118.21,5250000,--,100.00 --,--,B29QPZ2 ,"ENCANA CORP",0.04,6189975,12/1/2017, 3.95, 5.90, 1.91,1.91,Industrial,117.23,5280000,--,100.00 --,--,--,"JOHN DEERE CAPITAL CORP",0.04,6178012,9/15/2016, 3.21, 1.85, 0.94,0.94,Industrial,102.97,6000000,--,0.00 --,--,B3KC5V2 ,"CONSOLIDATED EDISON CO OF NEW YORK",0.04,6138957,12/1/2018, 4.63, 7.12, 1.59,1.59,Utility,129.19,4752000,--,100.00 --,--,--,"FNMA 30YR",0.04,6101359,11/1/2038, 3.10, 5.50, 2.45,2.45,MBS Passthrough,109.13,5590870,--,0.00 --,--,B0WCJ62 ,"WELLPOINT INC",0.04,6090873,1/15/2016, 2.46, 5.25, 1.07,1.07,Financial Institutions,110.88,5493000,--,100.00 --,--,B3L4LY2 ,"AMGEN INC",0.04,6078272,2/1/2019, 4.90, 5.70, 2.03,2.03,Industrial,119.65,5080000,--,100.00 --,--,B6TW1K5 ,"NORFOLK SOUTHERN CORP",0.04,6070761,10/1/2041, 15.72, 4.84, 4.38,4.38,Industrial,107.31,5657000,--,0.00 --,--,--,"FH 5/1 12M Libor ARM",0.04,6068685,9/1/2041, 6.48, 2.97, 2.14,2.14,MBS Passthrough,105.15,5771548,--,0.00 --,--,B663PS7 ,"OCCIDENTAL PETROLEUM CORP",0.04,6050957,2/15/2022, 7.57, 3.12, 2.63,2.63,Industrial,103.88,5825000,--,100.00 --,--,B19PRD4 ,"AMERICAN EXPRESS COMPANY",0.04,6044566,9/1/2066, 14.36, 6.80, 6.19,6.19,Financial Institutions,108.97,5547000,--,0.00 --,--,--,"KFW INTERNATIONAL FINANCE INC",0.04,6040251,3/15/2018, 4.38, 4.38, 1.00,1.00,Agencies,115.82,5215000,--,0.00 --,--,B2RFK89 ,"GLAXOSMITHKLINE CAPITAL INC",0.04,6027977,5/15/2018, 4.44, 5.65, 1.41,1.41,Industrial,120.34,5009000,--,100.00 --,--,B52BMP4 ,"TEXAS TRANSN COMMN ST HWY FD REV",0.04,6021000,4/1/2030, 11.70, 5.18, 3.56,3.56,Local Authorities,120.42,5000000,--,0.00 --,--,B9FDQB9 ,"ASIAN DEVELOPMENT BANK",0.04,6014858,6/20/2016, 3.05, 0.50, 0.46,0.46,Supranational,100.25,6000000,--,0.00 --,--,B663383 ,"NOVARTIS CAPITAL CORP",0.04,6014755,4/24/2015, 1.88, 2.90, 0.50,0.50,Industrial,104.60,5750000,--,100.00 --,--,B54KXY5 ,"QUEST DIAGNOSTICS INC",0.04,6006023,4/1/2021, 6.56, 4.70, 3.50,3.50,Industrial,108.22,5550000,--,0.00 --,--,B9JGZ73 ,"AT&T INC",0.04,6005064,2/12/2016, 2.68, 0.90, 0.87,0.87,Industrial,100.08,6000000,--,0.00 --,--,B8XC8V5 ,"EUROPEAN INVESTMENT BANK",0.04,5996390,3/15/2018, 4.68, 1.00, 1.01,1.01,Supranational,99.94,6000000,--,0.00 --,--,B01QY37 ,"EXELON GENERATION CO LLC",0.04,5994559,1/15/2014, 0.64, 5.35, 0.67,0.67,Utility,103.03,5818000,--,100.00 --,--,B8W7SJ9 ,"SVENSK EXPORTKREDIT AB",0.04,5992108,4/5/2018, 4.72, 1.12, 1.15,1.15,Agencies,99.87,6000000,--,0.00 --,--,B5HX1F8 ,"WASTE MANAGEMENT INC",0.04,5991110,3/11/2019, 4.83, 7.38, 2.64,2.64,Industrial,125.34,4780000,--,100.00 --,--,B1W13G4 ,"BURLINGTON NORTHERN SANTA FE CORPO",0.04,5970490,5/1/2037, 13.64, 6.15, 4.48,4.48,Industrial,124.31,4803000,--,100.00 --,--,B3WBM05 ,"STATOIL ASA",0.04,5965151,4/15/2019, 5.16, 5.25, 1.79,1.79,Agencies,119.30,5000000,--,100.00 --,--,B1Z7WM8 ,"SUNCOR ENERGY INC",0.04,5952183,6/15/2038, 13.40, 6.50, 4.71,4.71,Industrial,126.11,4720000,--,100.00 --,--,B4PX3S0 ,"WESTPAC BANKING CORP",0.04,5918720,12/9/2015, 2.44, 3.00, 0.74,0.74,Financial Institutions,105.69,5600000,--,0.00 --,--,B83S6S6 ,"COMMONWEALTH BANK OF AUSTRALIA",0.04,5910075,9/18/2017, 4.14, 1.90, 1.24,1.24,Financial Institutions,102.78,5750000,--,0.00 --,--,--,"FNMA 30YR",0.04,5906508,6/1/2041, 5.19, 5.00, 2.98,2.98,MBS Passthrough,110.30,5354733,--,0.00 --,--,B2R5HG6 ,"XEROX CORP",0.04,5900126,5/15/2018, 4.35, 6.35, 2.58,2.58,Industrial,117.53,5020000,--,100.00 --,--,B7T1YQ6 ,"OMNICOM GROUP INC",0.04,5893429,5/1/2022, 7.59, 3.62, 3.34,3.34,Industrial,102.23,5765000,--,0.00 --,--,--,"FGOLD 30YR",0.04,5891823,2/1/2041, 4.43, 4.50, 2.89,2.89,MBS Passthrough,106.64,5524744,--,0.00 --,--,B3SVC10 ,"QWEST CORP",0.04,5849163,12/1/2021, 6.47, 6.75, 4.35,4.35,Industrial,116.98,5000000,--,0.00 --,--,2778703 ,"CONSTELLATION ENERGY GRP",0.04,5842394,6/15/2015, 1.95, 4.55, 1.09,1.09,Utility,107.06,5457000,--,100.00 --,--,B3SYX27 ,"KREDITANSTALT FUER WIEDERAU",0.04,5821706,2/16/2016, 2.64, 2.62, 0.47,0.47,Agencies,105.85,5500000,--,0.00 --,--,B6QZ5W7 ,"HSBC HOLDINGS PLC",0.04,5805629,1/14/2042, 14.99, 6.10, 4.32,4.32,Financial Institutions,129.01,4500000,--,0.00 --,--,B3Q7S23 ,"PEMEX PROJECT FUNDING MASTER TRUST",0.04,5798100,3/1/2018, 4.20, 5.75, 2.30,2.30,Agencies,115.50,5020000,--,100.00 --,--,B39NZD8 ,"INTERNATIONAL PAPER COMPANY",0.04,5789786,6/15/2018, 4.22, 7.95, 2.08,2.08,Industrial,128.09,4520000,--,100.00 --,--,B4KVNN4 ,"INTER AMERICAN DEV BK",0.04,5775954,9/17/2019, 5.65, 3.88, 1.31,1.31,Supranational,115.52,5000000,--,0.00 --,--,B531N61 ,"ALCOA INC",0.04,5764036,8/15/2020, 5.80, 6.15, 4.55,4.55,Industrial,109.79,5250000,--,100.00 --,--,B66B1D8 ,"TOTAL CAPITAL SA",0.04,5729443,6/24/2020, 6.07, 4.45, 2.22,2.22,Industrial,114.59,5000000,--,100.00 --,--,B8SG1K2 ,"GENERAL ELECTRIC CAPITAL CORP",0.04,5723869,1/8/2016, 2.58, 1.00, 0.84,0.84,Financial,100.42,5700000,--,0.00 --,--,B4PT4S5 ,"ASIAN DEVELOPMENT BANK/PASIG",0.04,5722713,5/21/2014, 0.99, 2.75, 0.25,0.25,Supranational,102.50,5583000,--,0.00 --,--,--,"FGOLD 20YR",0.04,5704238,3/1/2032, 4.34, 3.50, 2.01,2.01,MBS Passthrough,106.10,5376320,--,0.00 --,--,--,"FGOLD 30YR",0.04,5694925,8/1/2040, 4.34, 5.00, 2.70,2.70,MBS Passthrough,109.45,5203203,--,0.00 --,--,4230375 ,"CBS CORP",0.04,5673892,7/30/2030, 10.32, 7.88, 4.88,4.88,Industrial,134.52,4218000,--,100.00 --,--,B11Z2B5 ,"WORLD BANK - INTERNATIONAL BANK FO",0.04,5668147,4/1/2016, 2.69, 5.00, 0.45,0.45,Supranational,112.91,5020000,--,0.00 --,--,B71SZM8 ,"GENERAL ELECTRIC CAPITAL CORP",0.04,5636409,10/17/2016, 3.23, 3.35, 1.14,1.14,Financial,107.36,5250000,--,0.00 --,--,B3LZWZ3 ,"TIME WARNER CABLE INC",0.04,5558170,4/1/2014, 0.84, 7.50, 0.66,0.66,Industrial,105.87,5250000,--,100.00 --,--,B57QF99 ,"CITIGROUP INC",0.04,5555687,8/9/2020, 6.02, 5.38, 2.77,2.77,Financial Institutions,116.96,4750000,--,0.00 --,--,B8HTN40 ,"APPLE INC",0.03,5450876,5/3/2018, 4.81, 1.00, 1.19,1.19,Industrial,99.11,5500000,--,0.00 --,--,--,"FH 5/1 12M Libor ARM",0.03,5441445,11/1/2040, 4.52, 3.15, 1.90,1.90,MBS Passthrough,105.33,5166148,--,0.00 --,--,--,"WBCMT_06-C23",0.03,5436385,1/15/2045, 2.52, 5.51, 2.20,2.20,CMBS,108.73,5000000,--,0.00 --,--,B4QLXL6 ,"CITIGROUP INC",0.03,5435526,12/15/2015, 2.40, 4.59, 1.13,1.13,Financial Institutions,108.71,5000000,--,0.00 --,--,--,"FGOLD 15YR GIANT",0.03,5392024,5/1/2023, 3.72, 4.50, 2.72,2.72,MBS Passthrough,106.20,5077313,--,0.00 --,--,B4PVQM9 ,"TVA",0.03,5391910,5/1/2030, 11.16, 7.12, 3.37,3.37,Agencies,148.13,3640000,--,0.00 --,--,B3LZRF8 ,"CENOVUS ENERGY INC",0.03,5388540,10/15/2019, 5.46, 5.70, 2.36,2.36,Industrial,119.75,4500000,--,100.00 --,--,--,"FNMA 15YR",0.03,5368976,3/1/2026, 3.59, 4.00, 2.08,2.08,MBS Passthrough,106.72,5030669,--,0.00 --,--,B704QR9 ,"KFW",0.03,5365265,2/15/2017, 3.64, 1.25, 0.66,0.66,Agencies,102.20,5250000,--,0.00 --,--,--,"FGOLD 30YR TBA(REG A)",0.03,5350000,, --, 5.00, --,--,--,107.00,5000000,--,-- --,--,B3M2Q17 ,"MONDELEZ INTERNATIONAL INC",0.03,5349529,2/10/2020, 5.68, 5.38, 2.52,2.52,Industrial,117.57,4550000,--,0.00 --,--,--,"FNMA 15YR TBA(REG B)",0.03,5346094,6/18/2013, 2.95, 5.00, 2.59,2.59,MBS Passthrough,106.92,5000000,--,0.00 --,--,B66QFT7 ,"BARCLAYS BANK PLC",0.03,5342798,7/10/2014, 1.10, 5.20, 0.72,0.72,Financial Institutions,105.07,5085000,--,0.00 --,--,--,"FGOLD 30YR",0.03,5341482,8/1/2041, 5.22, 5.00, 3.12,3.12,MBS Passthrough,109.36,4884361,--,0.00 --,--,B65W9F0 ,"PLAINS ALL AMERICAN PIPELINE LP",0.03,5339024,2/1/2021, 6.41, 5.00, 2.68,2.68,Utility,116.07,4600000,--,100.00 --,--,B5913C1 ,"CISCO SYSTEMS INC",0.03,5335549,1/15/2020, 5.76, 4.45, 2.07,2.07,Industrial,114.74,4650000,--,100.00 --,--,B5KTPD9 ,"DIRECTV HOLDINGS LLC",0.03,5333193,3/15/2020, 5.78, 5.20, 2.82,2.82,Industrial,114.69,4650000,--,100.00 --,--,B3B1PC9 ,"TIME WARNER CABLE INC",0.03,5330407,7/1/2018, 4.35, 6.75, 2.08,2.08,Industrial,122.54,4350000,--,100.00 --,--,B02GYQ9 ,"TREASURY NOTE",0.03,5303419,8/15/2014, 1.21, 4.25, 0.18,0.18,Treasuries,105.04,5049000,--,0.00 --,--,--,"FGOLD 20YR GIANT",0.03,5300225,5/1/2033, 6.35, 3.00, 2.28,2.28,--,104.33,5080440,--,0.00 --,--,B5BMRT7 ,"ONTARIO CANADA (PROVINCE OF)",0.03,5300084,6/16/2014, 1.04, 4.10, 0.31,0.31,Local Authorities,104.05,5094000,--,0.00 --,--,2510552 ,"RAYTHEON COMPANY",0.03,5296258,12/15/2018, 4.71, 6.40, 1.98,1.98,Industrial,123.20,4299000,--,100.00 --,--,B4TV238 ,"HESS CORPORATION",0.03,5295641,2/15/2041, 14.47, 5.60, 4.91,4.91,Industrial,110.33,4800000,--,100.00 --,--,B3TJ495 ,"BNP PARIBAS",0.03,5294771,2/23/2016, 2.61, 3.60, 1.41,1.41,Financial Institutions,105.90,5000000,--,0.00 --,--,--,"GNMA2 30YR",0.03,5287157,10/20/2042, 5.34, 3.50, 2.21,2.21,MBS Passthrough,106.81,4949942,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.03,5280342,3/1/2038, 2.91, 5.00, 2.29,2.29,MBS Passthrough,107.31,4920443,--,0.00 --,--,B7WC8Q4 ,"PETROLEOS MEXICANOS",0.03,5280000,1/24/2022, 7.03, 4.88, 3.53,3.53,Agencies,110.00,4800000,--,0.00 --,--,B68DXT2 ,"ENSCO PLC",0.03,5271954,3/15/2021, 6.56, 4.70, 2.95,2.95,Industrial,112.17,4700000,--,0.00 --,--,B4KKWV2 ,"PETROBRAS INTERNATIONAL FINANCE CO",0.03,5258331,1/27/2016, 2.53, 3.88, 1.89,1.89,Agencies,105.17,5000000,--,0.00 --,--,B2Q0F35 ,"FLORIDA POWER AND LIGHT CO",0.03,5257962,2/1/2038, 14.09, 5.95, 4.12,4.12,Utility,128.12,4104000,--,100.00 --,--,B61PHB5 ,"KOREA DEVELOPMENT BANK",0.03,5249953,3/9/2016, 2.67, 3.25, 1.43,1.43,Agencies,105.00,5000000,--,0.00 --,--,B41RF24 ,"KRAFT FOODS GROUP INC",0.03,5235121,6/6/2022, 7.63, 3.50, 2.91,2.91,Industrial,104.70,5000000,--,0.00 --,--,B5NC4F0 ,"ONTARIO CANADA (PROVINCE OF)",0.03,5231304,6/16/2015, 2.00, 2.70, 0.45,0.45,Local Authorities,104.63,5000000,--,0.00 --,--,B2418B9 ,"JOHNSON & JOHNSON",0.03,5223882,8/15/2037, 14.15, 5.95, 3.88,3.88,Industrial,132.25,3950000,--,100.00 --,--,--,"GNMA 30YR",0.03,5222707,11/15/2039, 3.36, 6.00, 2.29,2.29,MBS Passthrough,112.28,4651451,--,0.00 --,--,B63GCV1 ,"ASIAN DEVELOPMENT BANK",0.03,5220347,2/9/2015, 1.68, 2.62, 0.29,0.29,Supranational,103.99,5020000,--,0.00 --,--,--,"EAST BAY CALIF MUN UTIL DIST WTR S",0.03,5215760,6/1/2040, 14.86, 5.87, 4.02,4.02,Local Authorities,130.39,4000000,--,0.00 --,--,B1TZD36 ,"ELI LILLY & COMPANY",0.03,5215097,3/15/2037, 14.10, 5.55, 4.08,4.08,Industrial,122.19,4268000,--,100.00 --,--,B7D1T23 ,"JAPAN FINANCE CORP",0.03,5210808,2/7/2019, 5.35, 2.12, 1.36,1.36,Agencies,104.22,5000000,--,0.00 --,--,B7251Q4 ,"GENERAL ELECTRIC CAPITAL CORP",0.03,5205685,10/17/2021, 7.02, 4.65, 2.88,2.88,Financial,113.17,4600000,--,0.00 --,--,B5WKS75 ,"BOEING CAPITAL CORPORATION",0.03,5191454,8/15/2016, 3.11, 2.12, 0.92,0.92,Industrial,103.83,5000000,--,100.00 --,--,B4TBQ81 ,"NORDIC INVESTMENT BANK",0.03,5182404,10/6/2014, 1.35, 2.62, 0.27,0.27,Supranational,103.24,5020000,--,0.00 --,--,B4XDK47 ,"AFRICAN DEVELOPMENT BANK",0.03,5158848,5/27/2014, 0.99, 3.00, 0.28,0.28,Supranational,102.77,5020000,--,0.00 --,--,B1MBWP6 ,"MORGAN STANLEY",0.03,5158735,1/9/2017, 3.27, 5.45, 1.97,1.97,Financial Institutions,112.15,4600000,--,100.00 --,--,B750N71 ,"INTER-AMERICAN DEVELOPMENT BANK",0.03,5140763,10/18/2016, 3.33, 1.38, 0.54,0.54,Supranational,102.82,5000000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.03,5135484,12/1/2038, 2.92, 5.00, 2.38,2.38,MBS Passthrough,107.05,4797438,--,0.00 --,--,B41TSW1 ,"CITIGROUP INC",0.03,5131978,6/15/2016, 2.86, 3.95, 1.27,1.27,Financial Institutions,108.04,4750000,--,0.00 --,--,B71DC33 ,"COMMONWEALTH EDISON CO",0.03,5084317,9/1/2021, 7.19, 3.40, 2.46,2.46,Utility,107.04,4750000,--,100.00 --,--,--,"GNMA 30YR",0.03,5082459,4/15/2039, 2.92, 4.50, 1.62,1.62,MBS Passthrough,108.25,4695112,--,0.00 --,--,B6YC0V4 ,"WELLS FARGO & CO",0.03,5053930,2/13/2015, 1.70, 1.25, 0.63,0.63,Financial Institutions,101.08,5000000,--,0.00 --,--,7518926 ,"UNILEVER CAPITAL CORP",0.03,5053076,11/15/2032, 12.65, 5.90, 3.58,3.58,Industrial,132.28,3820000,--,100.00 --,--,B7N0F11 ,"INTERNATIONAL BANK FOR RECONSTRUCT",0.03,5052938,4/17/2017, 3.83, 0.88, 0.60,0.60,Supranational,101.06,5000000,--,0.00 --,--,B3Q8FK3 ,"DUKE ENERGY OHIO INC",0.03,5047084,4/1/2019, 5.09, 5.45, 1.93,1.93,Utility,119.43,4226000,--,100.00 --,--,B1LX189 ,"GOLDMAN SACHS GROUP INC",0.03,5046197,1/15/2017, 3.28, 5.62, 2.15,2.15,Financial Institutions,112.14,4500000,--,0.00 --,--,--,"EMERSON ELECTRIC CO",0.03,5028647,11/15/2020, 6.48, 4.25, 2.35,2.35,Industrial,113.00,4450000,--,100.00 --,--,B63S7X4 ,"HALLIBURTON COMPANY",0.03,5021365,9/15/2019, 5.36, 6.15, 1.85,1.85,Industrial,125.53,4000000,--,100.00 --,--,B67GCX9 ,"WORLD BANK - INTERNATIONAL BANK FO",0.03,5011990,7/15/2013, 0.15, 1.75, 0.21,0.21,Supranational,100.24,5000000,--,0.00 --,--,--,"FGOLD 30YR",0.03,5006367,6/1/2039, 2.92, 4.50, 2.14,2.14,MBS Passthrough,106.38,4706176,--,0.00 --,--,B24FY35 ,"HSBC HOLDINGS PLC",0.03,4980172,9/15/2037, 13.29, 6.50, 4.78,4.78,Financial Institutions,124.50,4000000,--,0.00 --,--,B60DS17 ,"MEXICO (UNITED MEXICAN STATES) (GO",0.03,4972500,1/15/2020, 5.65, 5.12, 2.35,2.35,Sovereign,117.00,4250000,--,100.00 --,--,B97RFK1 ,"EXPORT IMPORT BANK OF KOREA",0.03,4966757,2/27/2018, 4.53, 1.75, 1.90,1.90,Agencies,99.34,5000000,--,0.00 --,--,B4Z51H1 ,"METLIFE INC",0.03,4892251,2/6/2041, 14.75, 5.88, 4.46,4.46,Financial Institutions,122.31,4000000,--,100.00 --,--,--,"FH 5/1 12M Libor ARM",0.03,4874484,8/1/2041, 5.33, 3.25, 2.17,2.17,MBS Passthrough,105.45,4622771,--,0.00 --,--,B3KQKW0 ,"BRAZIL (FEDERATIVE REPUBLIC OF)",0.03,4865700,1/22/2021, 6.42, 4.88, 2.58,2.58,Sovereign,115.85,4200000,--,100.00 --,--,B66DQ51 ,"DIRECTV HOLDINGS LLC/DIRECTV FINAN",0.03,4805421,3/1/2021, 6.45, 5.00, 3.28,3.28,Industrial,111.75,4300000,--,0.00 --,--,B6343X4 ,"ANHEUSER-BUSCH INBEV WORLDWIDE INC",0.03,4803416,1/15/2020, 5.63, 5.38, 2.19,2.19,Industrial,119.64,4015000,--,100.00 --,--,--,"FGOLD 30YR GIANT",0.03,4795592,2/1/2038, 2.91, 5.00, 2.25,2.25,MBS Passthrough,107.42,4464281,--,0.00 --,--,B4P0DD6 ,"WALT DISNEY CO",0.03,4793166,8/16/2016, 3.16, 1.35, 0.73,0.73,Industrial,101.98,4700000,--,0.00 --,--,B8GJW66 ,"AMERICA MOVIL SAB DE CV",0.03,4792898,7/16/2022, 7.81, 3.12, 3.27,3.27,Industrial,98.82,4850000,--,0.00 --,--,B54S4X5 ,"TECK RESOURCES LTD",0.03,4790008,1/15/2022, 7.00, 4.75, 3.87,3.87,Industrial,106.44,4500000,--,100.00 --,--,B5W1VL3 ,"MORGAN STANLEY",0.03,4769699,4/29/2016, 2.78, 3.80, 1.70,1.70,Financial Institutions,105.99,4500000,--,0.00 --,--,B8C0PG4 ,"WELLPOINT INC",0.03,4759993,1/15/2023, 8.15, 3.30, 3.01,3.01,Financial Institutions,101.28,4700000,--,0.00 --,--,--,"FNMA 15YR",0.03,4748692,12/1/2023, 2.47, 5.00, 1.72,1.72,MBS Passthrough,107.84,4403501,--,0.00 --,--,B8408C9 ,"AMEREN ILLINOIS CO",0.03,4748233,9/1/2022, 8.11, 2.70, 2.70,2.70,Utility,99.96,4750000,--,100.00 --,--,B7K8HV2 ,"MORGAN STANLEY",0.03,4748154,3/22/2017, 3.51, 4.75, 1.92,1.92,Financial Institutions,110.42,4300000,--,0.00 --,--,B7FNML7 ,"ORACLE CORP",0.03,4732380,7/15/2040, 15.04, 5.38, 4.23,4.23,Industrial,118.31,4000000,--,0.00 --,--,B197LD8 ,"AMERISOURCEBERGEN CORPORATION",0.03,4727302,9/15/2015, 2.18, 5.88, 1.04,1.04,Industrial,111.05,4257000,--,100.00 --,--,B4V1656 ,"WESTPAC BANKING CORP",0.03,4721465,8/4/2015, 2.12, 3.00, 0.74,0.74,Financial Institutions,104.92,4500000,--,0.00 --,--,B662KC3 ,"AT&T INC",0.03,4719803,5/15/2021, 6.79, 4.45, 2.72,2.72,Industrial,112.38,4200000,--,0.00 --,--,--,"FNMA 30YR",0.03,4712458,3/1/2038, 3.36, 6.00, 2.55,2.55,MBS Passthrough,111.26,4235392,--,0.00 --,--,--,"KFW",0.03,4710854,9/5/2017, 4.19, 0.88, 0.82,0.82,Agencies,100.23,4700000,--,0.00 --,--,B7TCNM8 ,"COLOMBIA REPUBLIC OF (GOVERNMENT)",0.03,4708200,7/12/2021, 6.83, 4.38, 2.71,2.71,Sovereign,112.10,4200000,--,0.00 --,--,B8FL100 ,"EASTMAN CHEMICAL CO",0.03,4687859,8/15/2022, 7.78, 3.60, 3.08,3.08,Industrial,104.17,4500000,--,100.00 --,--,--,"FGOLD 30YR",0.03,4669371,12/1/2039, 3.24, 4.50, 2.37,2.37,MBS Passthrough,106.38,4389387,--,0.00 --,--,B5L3ZK7 ,"ENERGY TRANSFER PARTNERS LP",0.03,4663006,2/1/2042, 13.80, 6.50, 5.36,5.36,Utility,116.58,4000000,--,100.00 --,--,--,"FNMA 15YR",0.03,4655623,7/1/2023, 2.57, 5.00, 1.85,1.85,MBS Passthrough,107.84,4317198,--,0.00 --,--,B92RSV8 ,"PRUDENTIAL FINANCIAL INC",0.03,4654500,6/15/2043, 14.63, 5.62, 5.14,5.14,Financial Institutions,107.00,4350000,--,0.00 --,--,B5T6QM7 ,"JAPAN FINANCE CORP - (LT) G",0.03,4651239,5/18/2016, 2.90, 2.50, 0.58,0.58,Agencies,105.71,4400000,--,0.00 --,--,B4K0278 ,"NISOURCE FINANCE CORPORATION",0.03,4624206,12/1/2021, 7.01, 4.45, 3.18,3.18,Utility,109.45,4225000,--,100.00 --,--,B87F973 ,"CONSUMERS ENERGY COMPANY",0.03,4617709,5/15/2022, 7.90, 2.85, 2.52,2.52,Utility,102.62,4500000,--,100.00 --,--,B64ML88 ,"INTERNATIONAL BUSINESS MACHINES CO",0.03,4609346,2/6/2015, 1.70, 0.55, 0.43,0.43,Industrial,100.20,4600000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.03,4579897,11/1/2041, 6.34, 4.00, 2.97,2.97,MBS Passthrough,106.14,4314973,--,0.00 --,--,--,"FNMA 15YR",0.03,4569058,11/1/2027, 4.13, 3.00, 1.50,1.50,MBS Passthrough,106.07,4307392,--,0.00 --,--,--,"FGOLD 30YR",0.03,4567968,12/1/2039, 3.24, 4.50, 2.37,2.37,MBS Passthrough,106.38,4294064,--,0.00 --,--,B3VV2B7 ,"CITIGROUP INC",0.03,4560855,5/19/2015, 1.92, 4.75, 1.04,1.04,Financial Institutions,107.31,4250000,--,0.00 --,--,--,"GNMA 30YR PLATINUM",0.03,4559023,12/15/2036, 5.81, 5.00, 3.43,3.43,MBS Passthrough,109.11,4178397,--,0.00 --,--,--,"FGOLD 30YR",0.03,4555100,11/1/2039, 3.24, 4.50, 2.37,2.37,MBS Passthrough,106.38,4281968,--,0.00 --,--,B5LMBV7 ,"BHP BILLITON FINANCE (USA) LTD",0.03,4539250,2/24/2015, 1.74, 1.00, 0.50,0.50,Industrial,100.87,4500000,--,0.00 --,--,B6SFR18 ,"AMGEN INC",0.03,4529410,6/15/2042, 14.94, 5.65, 4.63,4.63,Industrial,116.14,3900000,--,100.00 --,--,B3YD6H4 ,"NJ ST TPK AUTH",0.03,4521192,1/1/2040, 13.86, 7.41, 4.33,4.33,Local Authorities,148.53,3044000,--,0.00 --,--,B0Z4772 ,"CISCO SYSTEMS INC",0.03,4519833,2/22/2016, 2.56, 5.50, 0.72,0.72,Industrial,113.00,4000000,--,100.00 --,--,B3QB126 ,"BNP PARIBAS",0.03,4503716,1/15/2021, 6.33, 5.00, 3.14,3.14,Financial Institutions,112.59,4000000,--,0.00 --,--,B6XCZB0 ,"ASIAN DEVELOPMENT BANK",0.03,4489580,3/23/2020, 6.49, 1.38, 1.41,1.41,Supranational,99.77,4500000,--,0.00 --,--,B75JF50 ,"TREASURY BOND",0.03,4468585,8/15/2042, 19.41, 2.75, 3.15,3.15,Treasuries,92.48,4832000,--,0.00 --,--,B4WPQV3 ,"AT&T INC",0.03,4414425,9/1/2040, 14.75, 5.35, 4.67,4.67,Industrial,110.36,4000000,--,0.00 --,--,B4LGX83 ,"FORD MOTOR CREDIT COMPANY LLC",0.03,4404273,8/2/2021, 6.53, 5.88, 3.62,3.62,Industrial,115.90,3800000,--,0.00 --,--,--,"FGOLD 15YR",0.03,4396052,5/1/2027, 3.87, 3.00, 1.35,1.35,MBS Passthrough,106.08,4144053,--,0.00 --,--,B6TN8H4 ,"AMERICAN INTERNATIONAL GROUP INC",0.03,4387257,9/15/2014, 1.28, 4.25, 0.84,0.84,Financial Institutions,104.46,4200000,--,0.00 --,--,B8XXMS3 ,"CYTEC INDUSTRIES INC",0.03,4387207,4/1/2023, 8.25, 3.50, 3.38,3.38,Industrial,100.86,4350000,--,100.00 --,--,B3SL1Q8 ,"NBCUNIVERSAL MEDIA LLC",0.03,4384557,4/1/2016, 2.75, 2.88, 0.87,0.87,Industrial,105.65,4150000,--,0.00 --,--,B61Q9B2 ,"APPALACHIAN POWER CO",0.03,4365932,1/15/2020, 5.31, 7.95, 2.65,2.65,Utility,132.14,3304000,--,100.00 --,--,B5S9JQ2 ,"CANADIAN NATIONAL RAILWAY COMPANY",0.03,4327060,3/1/2019, 5.00, 5.55, 1.85,1.85,Industrial,120.20,3600000,--,100.00 --,--,--,"DUKE ENERGY INDIANA INC",0.03,4323832,4/1/2039, 14.09, 6.45, 4.42,4.42,Utility,131.03,3300000,--,100.00 --,--,B4XWKT9 ,"HSBC USA INC",0.03,4321839,2/13/2015, 1.69, 2.38, 0.68,0.68,Financial Institutions,102.90,4200000,--,0.00 --,--,B1HND21 ,"MACYS RETAIL HLDGS INC",0.03,4272294,12/1/2016, 3.16, 5.90, 1.39,1.39,Industrial,115.47,3700000,--,100.00 --,--,B3F2K67 ,"PEPSICO INC",0.03,4244821,11/1/2018, 4.61, 7.90, 1.68,1.68,Industrial,132.24,3210000,--,100.00 --,--,2541262 ,"PEPSI BOTTLING GROUP INC. (THE)",0.03,4229041,3/1/2029, 10.36, 7.00, 3.98,3.98,Industrial,135.07,3131000,--,100.00 --,--,B3KTVX7 ,"MICROSOFT CORP",0.03,4216443,2/8/2021, 6.64, 4.00, 2.24,2.24,Industrial,112.44,3750000,--,0.00 --,--,B5MHZ97 ,"TRAVELERS CO INC",0.03,4214288,11/1/2040, 15.47, 5.35, 4.10,4.10,Financial Institutions,120.41,3500000,--,100.00 --,--,B01G7J4 ,"GENWORTH HOLDINGS INC",0.03,4182299,6/15/2014, 1.02, 5.75, 1.24,1.24,Financial Institutions,104.77,3992000,--,100.00 --,--,B4Q4FV9 ,"BURLINGTON NORTHERN SANTA FE CORPO",0.03,4176067,10/1/2019, 5.55, 4.70, 2.01,2.01,Industrial,116.00,3600000,--,100.00 --,--,--,"GNMA2 30YR",0.03,4162887,12/20/2041, 6.30, 4.50, 3.09,3.09,MBS Passthrough,108.91,3822432,--,0.00 --,--,B559P78 ,"ROYAL BANK OF SCOTLAND GROUP PLC",0.03,4157271,10/21/2019, 5.37, 6.40, 2.88,0.36,Financial Institutions,120.50,3450000,--,100.00 --,--,B68KVR7 ,"REPUBLIC SERVICES INC",0.03,4138140,5/15/2023, 8.05, 4.75, 3.35,3.35,Industrial,111.84,3700000,--,100.00 --,--,B1DYPH7 ,"CRH AMERICA INC",0.03,4134056,9/30/2016, 3.06, 6.00, 1.84,1.84,Industrial,113.48,3643000,--,100.00 --,--,B5LM203 ,"ENTERPRISE PRODUCTS OPERATING LLC",0.03,4129988,8/15/2042, 15.57, 4.85, 4.65,4.65,Utility,103.25,4000000,--,100.00 --,--,--,"FHLMC GOLD 30YR",0.03,4123824,10/1/2042, 5.34, 3.50, 2.45,2.45,MBS Passthrough,105.26,3917916,--,0.00 --,--,2172833 ,"PERU (THE REPUBLIC OF)",0.03,4100000,11/21/2033, 11.88, 8.75, 4.10,4.10,Sovereign,164.00,2500000,--,0.00 --,--,B4KPYQ6 ,"BANK OF NEW YORK MELLON CORP/T",0.03,4096748,5/15/2014, 0.97, 4.30, 0.35,0.35,Financial Institutions,103.87,3944000,--,0.00 --,--,B4Y1F90 ,"AFLAC INC",0.03,4072065,5/15/2019, 4.94, 8.50, 2.28,2.28,Financial Institutions,134.61,3025000,--,100.00 --,--,B8FNML4 ,"CARDINAL HEALTH INC",0.03,4061159,6/15/2022, 7.71, 3.20, 3.17,3.17,Industrial,100.28,4050000,--,0.00 --,--,B606WN6 ,"ABBEY NATL TREASURY SERV",0.03,4059092,4/27/2016, 2.77, 4.00, 1.61,1.61,Financial Institutions,106.82,3800000,--,0.00 --,--,--,"GNMA 30YR",0.03,4049847,12/15/2041, 6.47, 4.00, 2.47,2.47,MBS Passthrough,109.91,3684819,--,0.00 --,--,B5VDRL2 ,"DIRECTV HOLDINGS LLC/DIRECTV FINAN",0.03,4047133,3/1/2041, 13.78, 6.38, 5.29,5.29,Industrial,115.63,3500000,--,0.00 --,--,B6S0304 ,"GILEAD SCIENCES INC",0.03,4030680,12/1/2041, 15.03, 5.65, 4.39,4.39,Industrial,120.32,3350000,--,100.00 --,--,--,"FN 5/1 12M Libor ARM",0.03,4022559,2/1/2042, 6.56, 2.47, 1.76,1.76,MBS Passthrough,104.50,3849185,--,0.00 --,--,--,"FGOLD 30YR",0.03,4014869,6/1/2033, 3.70, 5.00, 2.78,2.78,MBS Passthrough,107.68,3728644,--,0.00 --,--,B23XQ67 ,"BRITISH TELECOMMUNICATIONS PLC",0.03,4010521,12/15/2030, 9.92, 9.88, 4.92,4.92,Industrial,157.89,2540000,--,0.00 --,--,B3TVZK9 ,"THERMO FISHER SCIENTIFIC INC",0.03,4002667,3/1/2016, 2.65, 3.20, 1.24,1.24,Industrial,105.33,3800000,--,0.00 --,--,B4YDXD6 ,"CISCO SYSTEMS INC",0.03,3976510,2/15/2039, 14.34, 5.90, 4.28,4.28,Industrial,125.05,3180000,--,100.00 --,--,B3CDXH5 ,"ROGERS COMMUNICATIONS INC",0.03,3950774,8/15/2018, 4.47, 6.80, 2.05,2.05,Industrial,123.46,3200000,--,100.00 --,--,--,"FGOLD 15YR",0.03,3950697,6/1/2026, 3.70, 3.50, 1.93,1.93,MBS Passthrough,105.45,3746350,--,0.00 --,--,B578MS3 ,"ANHEUSER-BUSCH INBEV WORLDWIDE INC",0.03,3950044,2/15/2021, 6.58, 4.38, 2.43,2.43,Industrial,113.67,3475000,--,0.00 --,--,B29SN65 ,"WACHOVIA BANK NA",0.03,3941136,1/15/2038, 13.47, 6.60, 4.48,4.48,Financial Institutions,131.37,3000000,--,0.00 --,--,B58VHL9 ,"THERMO FISHER SCIENTIFIC INC",0.03,3924498,8/15/2021, 7.04, 3.60, 3.15,3.15,Industrial,103.28,3800000,--,100.00 --,--,B4Y50F3 ,"CATERPILLAR FINANCIAL SERVICES COR",0.03,3923691,2/17/2014, 0.72, 6.12, 0.41,0.41,Industrial,104.21,3765000,--,0.00 --,--,B618YX5 ,"SOUTH AFRICA (REPUBLIC OF)",0.02,3918500,3/9/2020, 5.71, 5.50, 3.00,3.00,Sovereign,115.25,3400000,--,0.00 --,--,B64Q221 ,"MEDTRONIC INC",0.02,3916722,3/15/2021, 6.70, 4.12, 2.44,2.44,Industrial,111.91,3500000,--,100.00 --,--,B59MTT3 ,"BANK OF NEW YORK MELLON",0.02,3913329,1/15/2020, 5.73, 4.60, 2.13,2.13,Financial Institutions,115.27,3395000,--,0.00 --,--,--,"GNMA 30YR PLATINUM",0.02,3908189,12/15/2039, 3.37, 5.50, 2.83,2.83,MBS Passthrough,108.84,3590641,--,0.00 --,--,B84CSM5 ,"ORACLE CORPORATION",0.02,3906381,10/15/2022, 8.28, 2.50, 2.79,2.79,Industrial,97.66,4000000,--,0.00 --,--,--,"SCANA CORP",0.02,3903060,4/1/2020, 5.66, 6.25, 3.26,3.26,Utility,118.27,3300000,--,100.00 --,--,B5BG4V0 ,"HSBC BANK USA NA",0.02,3902024,8/24/2020, 6.11, 4.88, 3.10,3.10,Financial Institutions,111.49,3500000,--,0.00 --,--,B6T8K17 ,"CHILE (REPUBLIC OF)",0.02,3896375,9/14/2021, 7.26, 3.25, 2.35,2.35,Sovereign,106.75,3650000,--,0.00 --,--,B9D7KN3 ,"VODAFONE GROUP PLC",0.02,3890358,2/19/2043, 16.17, 4.38, 4.54,4.54,Industrial,97.26,4000000,--,0.00 --,--,B76VWP4 ,"JOHN DEERE CAPITAL CORP",0.02,3882632,10/15/2021, 7.36, 3.15, 2.50,2.50,Industrial,104.94,3700000,--,0.00 --,--,B64S3V3 ,"ALTRIA GROUP INC.",0.02,3880898,5/5/2021, 6.69, 4.75, 2.98,2.98,Industrial,112.49,3450000,--,0.00 --,--,B1TX051 ,"HARTFORD FINANCIAL SERVICES GROUP",0.02,3878572,3/15/2017, 3.47, 5.38, 1.73,1.73,Financial Institutions,113.41,3420000,--,100.00 --,--,B1XD1V0 ,"CHUBB CORPORATION",0.02,3872141,5/11/2037, 14.00, 6.00, 4.13,4.13,Financial Institutions,128.22,3020000,--,100.00 --,--,B3Z6229 ,"REPUBLIC OF KOREA",0.02,3871587,4/16/2019, 4.98, 7.12, 1.90,1.90,Sovereign,129.05,3000000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.02,3865963,7/1/2035, 3.38, 5.00, 2.64,2.64,MBS Passthrough,107.42,3598877,--,0.00 --,--,--,"BSCMS_05-PWR9",0.02,3852495,9/11/2042, 0.88, 4.80, 2.38,2.38,Financial Institutions,102.16,3771162,--,0.00 --,--,B4RWWD3 ,"CANADIAN IMPERIAL BANK OF COMMERCE",0.02,3850333,12/11/2015, 2.46, 2.35, 0.74,0.74,Financial Institutions,104.06,3700000,--,0.00 --,--,B3QVNG4 ,"VIACOM INC",0.02,3847612,3/1/2021, 6.55, 4.50, 3.06,3.06,Industrial,109.93,3500000,--,0.00 --,--,--,"FNMA 15YR TBA(REG B)",0.02,3827293,6/18/2013, 2.97, 4.50, 2.11,2.11,MBS Passthrough,106.94,3579000,--,0.00 --,--,--,"FGOLD 30YR",0.02,3800528,3/1/2042, 4.86, 4.00, 2.55,2.55,MBS Passthrough,106.64,3563899,--,0.00 --,--,B43M3V2 ,"HUSKY ENERGY INC.",0.02,3798221,12/15/2019, 5.31, 7.25, 2.48,2.48,Industrial,128.75,2950000,--,100.00 --,--,B600WM7 ,"ABBOTT LABORATORIES",0.02,3795672,4/1/2019, 5.13, 5.12, 1.83,1.83,Industrial,118.25,3210000,--,100.00 --,--,B281H96 ,"MARATHON OIL CORPORATION",0.02,3794492,10/1/2017, 3.89, 6.00, 1.56,1.56,Industrial,118.65,3198000,--,100.00 --,--,B5P8906 ,"TREASURY NOTE",0.02,3783603,6/30/2017, 3.89, 2.50, 0.62,0.62,Treasuries,107.61,3516000,--,0.00 --,--,B73KYD6 ,"APACHE CORP",0.02,3782602,4/15/2022, 7.69, 3.25, 2.79,2.79,Industrial,103.63,3650000,--,100.00 --,--,B7C6DP0 ,"NORFOLK SOUTHERN CORP",0.02,3769158,4/1/2022, 7.72, 3.00, 2.76,2.76,Industrial,101.87,3700000,--,100.00 --,--,B24GR84 ,"MERCK & CO INC",0.02,3762900,9/15/2037, 13.77, 6.55, 4.13,4.13,Industrial,136.83,2750000,--,100.00 --,--,B66MYD2 ,"GAP INC",0.02,3762671,4/12/2021, 6.40, 5.95, 3.39,3.39,Industrial,117.58,3200000,--,100.00 --,--,B4WMCK5 ,"FRANCE TELECOM SA",0.02,3760427,9/14/2016, 3.16, 2.75, 1.37,1.37,Industrial,104.46,3600000,--,0.00 --,--,3348473 ,"BEAR STEARNS COMPANIES LLC/THE",0.02,3751356,11/15/2014, 1.44, 5.70, 0.82,0.82,Financial Institutions,107.18,3500000,--,0.00 --,--,B7FSZT1 ,"SLM CORPORATION",0.02,3737250,1/25/2022, 6.43, 7.25, 5.32,5.32,Financial,113.25,3300000,--,0.00 --,--,B3T0KH8 ,"CATERPILLAR INC",0.02,3733189,5/27/2041, 15.25, 5.20, 4.28,4.28,Industrial,114.87,3250000,--,0.00 --,--,B1Z4CD0 ,"REYNOLDS AMERICAN INC",0.02,3730138,6/15/2017, 3.55, 6.75, 1.73,1.73,Industrial,119.63,3118000,--,100.00 --,--,B3M0ZC5 ,"SIMON PROPERTY GROUP LP",0.02,3719572,2/1/2020, 5.62, 5.65, 2.40,2.40,Financial Institutions,119.99,3100000,--,100.00 --,--,B3VWQ63 ,"PETROBRAS INTERNATIONAL FINANCE CO",0.02,3705298,1/27/2041, 13.12, 6.75, 5.73,5.73,Agencies,114.01,3250000,--,0.00 --,--,B62MR59 ,"AT&T INC",0.02,3702207,5/15/2016, 2.87, 2.95, 0.98,0.98,Industrial,105.78,3500000,--,0.00 --,--,B66ZJM5 ,"POLAND (REPUBLIC OF)",0.02,3699000,7/15/2019, 5.14, 6.38, 2.29,2.29,Sovereign,123.30,3000000,--,0.00 --,--,--,"FNMA 30YR",0.02,3696958,3/1/2038, 3.14, 5.50, 2.49,2.49,MBS Passthrough,109.13,3387641,--,0.00 --,--,B4KNWP5 ,"SHELL INTERNATIONAL FINANCE BV",0.02,3679575,9/22/2019, 5.59, 4.30, 1.79,1.79,Industrial,114.99,3200000,--,100.00 --,--,B5N2FS0 ,"ENTERGY ARKANSAS INC",0.02,3667926,2/15/2021, 6.68, 3.75, 2.62,2.62,Utility,107.88,3400000,--,100.00 --,--,B284F35 ,"DELHAIZE GROUP",0.02,3636733,6/15/2017, 3.54, 6.50, 2.43,2.43,Industrial,115.67,3144000,--,100.00 --,--,2797485 ,"WILLIAMS COMPANIES INC",0.02,3636376,9/1/2021, 6.29, 7.88, 3.94,3.94,Utility,127.59,2850000,--,100.00 --,--,B3CNTZ5 ,"INGERSOLL RAND GLOBAL HOLDING CO L",0.02,3627118,8/15/2018, 4.44, 6.88, 2.58,2.58,Industrial,120.90,3000000,--,100.00 --,--,--,"FGOLD 30YR GIANT",0.02,3621719,4/1/2038, 3.16, 5.50, 2.98,2.98,MBS Passthrough,107.34,3373969,--,0.00 --,--,B3N4LW8 ,"RABOBANK NEDERLAND NV",0.02,3614474,1/11/2021, 6.43, 4.50, 2.86,2.86,Financial Institutions,111.21,3250000,--,0.00 --,--,B1DW3T9 ,"COLOMBIA (REPUBLIC OF)",0.02,3612500,9/18/2037, 13.28, 7.38, 4.38,4.38,Sovereign,144.50,2500000,--,0.00 --,--,B29QXK3 ,"PRUDENTIAL FINANCIAL INC",0.02,3610069,12/1/2017, 3.95, 6.00, 1.78,1.78,Financial Institutions,118.29,3052000,--,0.00 --,--,B5LL9K9 ,"COCA-COLA COMPANY (THE)",0.02,3586152,11/15/2015, 2.44, 1.50, 0.50,0.50,Industrial,102.46,3500000,--,100.00 --,--,B29T078 ,"WELLS FARGO AND COMPANY",0.02,3586000,12/11/2017, 4.01, 5.62, 1.61,1.61,Financial Institutions,117.57,3050000,--,0.00 --,--,B3YX4F8 ,"BAY AREA TOLL AUTH CALIF TOLL BRDG",0.02,3581750,4/1/2050, 16.30, 7.04, 4.60,4.60,Local Authorities,143.27,2500000,--,0.00 --,--,B44TTL4 ,"NATIONAL RURAL UTILITIES COOP FINA",0.02,3579558,2/15/2022, 7.60, 3.05, 2.57,2.57,Utility,103.76,3450000,--,100.00 --,--,B7KZ1W2 ,"BAKER HUGHES INC",0.02,3572564,8/15/2021, 7.18, 3.20, 2.51,2.51,Industrial,105.08,3400000,--,100.00 --,--,B4VR4C7 ,"MORGAN STANLEY",0.02,3571880,7/24/2020, 5.93, 5.50, 3.12,3.12,Financial Institutions,115.22,3100000,--,100.00 --,--,B62F2C0 ,"NOMURA HOLDINGS INC",0.02,3566113,3/4/2020, 5.52, 6.70, 3.55,3.55,Financial Institutions,118.87,3000000,--,0.00 --,--,B29V1L5 ,"TRANSOCEAN INC",0.02,3563866,3/15/2038, 12.83, 6.80, 5.41,5.41,Industrial,118.80,3000000,--,100.00 --,--,B3RV8Y6 ,"PROGRESS ENERGY INC",0.02,3563785,1/15/2021, 6.47, 4.40, 2.74,2.74,Utility,111.37,3200000,--,100.00 --,--,B44YJW0 ,"RABOBANK NEDERLAND",0.02,3558237,5/24/2041, 15.16, 5.25, 4.33,4.33,Financial Institutions,114.78,3100000,--,0.00 --,--,B4XWQD5 ,"JPMORGAN CHASE & CO",0.02,3555917,7/5/2016, 2.95, 3.15, 1.14,1.14,Financial Institutions,106.15,3350000,--,0.00 --,--,B79MW21 ,"ZOETIS INC",0.02,3542965,2/1/2043, 15.89, 4.70, 4.53,4.53,Industrial,102.69,3450000,--,0.00 --,--,B7N9BD2 ,"BANK OF AMERICA CORP",0.02,3542827,1/24/2022, 6.90, 5.70, 3.29,3.29,Financial Institutions,118.09,3000000,--,0.00 --,--,B7N9B21 ,"GOLDMAN SACHS GROUP INC/THE",0.02,3531763,1/24/2022, 6.88, 5.75, 3.38,3.38,Financial Institutions,117.73,3000000,--,0.00 --,--,--,"FGOLD 15YR",0.02,3530081,7/1/2024, 2.54, 4.50, 1.82,1.82,MBS Passthrough,106.29,3321112,--,0.00 --,--,B5VKDJ3 ,"BANK OF AMERICA CORP",0.02,3522752,7/12/2016, 2.94, 3.75, 1.54,1.54,Financial Institutions,106.75,3300000,--,0.00 --,--,B7DBK75 ,"KOREA DEVELOPMENT BANK (THE)",0.02,3517820,8/22/2017, 3.93, 3.50, 1.88,1.88,Agencies,106.60,3300000,--,0.00 --,--,--,"FGOLD 15YR GIANT",0.02,3517244,10/1/2023, 2.53, 5.50, 1.98,1.98,MBS Passthrough,108.33,3246658,--,0.00 --,--,B6660F8 ,"STATE OF ISRAEL",0.02,3510000,3/26/2019, 5.11, 5.12, 2.03,2.03,Sovereign,117.00,3000000,--,0.00 --,--,B8L5C25 ,"SPECTRA ENERGY CAPITAL LLC",0.02,3483965,3/15/2023, 8.27, 3.30, 3.34,3.34,Utility,99.54,3500000,--,100.00 --,--,B92XM36 ,"FREEPORT-MCMORAN COPPER & GOLD INC",0.02,3477537,3/15/2043, 14.47, 5.45, 5.49,5.49,Industrial,99.36,3500000,--,100.00 --,--,--,"FNMA 20YR",0.02,3471343,1/1/2031, 3.93, 4.00, 2.14,2.14,MBS Passthrough,107.12,3240720,--,0.00 --,--,B4M0KK5 ,"FIFTH THIRD BANCORP",0.02,3466723,1/25/2016, 2.54, 3.62, 1.09,1.09,Financial Institutions,106.67,3250000,--,0.00 --,--,B7QNDS0 ,"BRISTOL-MYERS SQUIBB CO",0.02,3456968,8/1/2017, 4.09, 0.88, 1.18,1.18,Industrial,98.77,3500000,--,0.00 --,--,--,"GNMA 30YR TBA(REG C)",0.02,3454200,6/20/2013, 4.26, 3.50, 1.78,1.78,MBS Passthrough,107.16,3223517,--,0.00 --,--,B6Y3HN8 ,"VERIZON COMMUNICATIONS INC",0.02,3438683,11/3/2014, 1.44, 1.25, 0.47,0.47,Industrial,101.14,3400000,--,0.00 --,--,B500800 ,"PUBLIC SERVICE CO OF COLORADO",0.02,3437954,6/1/2019, 5.18, 5.12, 1.86,1.86,Utility,118.55,2900000,--,100.00 --,--,B85PTV9 ,"DELTA AIR LINES INC",0.02,3436124,5/7/2020, 7.01, 4.75, 3.43,3.43,Industrial,109.64,3133949,--,0.00 --,--,B7VZR56 ,"CHEVRON CORP",0.02,3432443,12/5/2022, 8.39, 2.36, 2.59,2.59,Industrial,98.07,3500000,--,100.00 --,--,--,"ALLERGAN INC",0.02,3431489,9/15/2020, 6.47, 3.38, 2.30,2.30,Industrial,107.23,3200000,--,100.00 --,--,--,"FNMA 15YR TBA(REG B)",0.02,3430629,6/18/2013, 3.31, 4.00, 1.96,1.96,MBS Passthrough,106.64,3217000,--,0.00 --,--,B8MJ1K7 ,"CONSOLIDATED EDISON CO OF NEW YORK",0.02,3419698,3/1/2043, 17.11, 3.95, 4.08,4.08,Utility,97.71,3500000,--,100.00 --,--,B4LFKK1 ,"MICROSOFT CORP",0.02,3410344,6/1/2019, 5.29, 4.20, 1.86,1.86,Industrial,113.30,3010000,--,0.00 --,--,B608VG8 ,"HOME DEPOT INC",0.02,3405294,4/1/2041, 15.12, 5.95, 4.20,4.20,Industrial,128.50,2650000,--,100.00 --,--,--,"FNMA 15YR",0.02,3402605,9/1/2026, 3.91, 4.00, 2.24,2.24,MBS Passthrough,106.72,3188202,--,0.00 --,--,--,"GNMA 30YR",0.02,3397161,8/15/2042, 3.71, 3.50, 1.43,1.43,MBS Passthrough,107.53,3159231,--,0.00 --,--,B3NY5Y8 ,"BANK OF NOVA SCOTIA",0.02,3395665,1/22/2015, 1.62, 3.40, 0.70,0.70,Financial Institutions,104.48,3250000,--,0.00 --,--,B4KSJP9 ,"POLAND (REPUBLIC OF)",0.02,3387200,7/16/2015, 2.05, 3.88, 1.12,1.12,Sovereign,105.85,3200000,--,0.00 --,--,B8DTG89 ,"UNITED TECHNOLOGIES CORP",0.02,3386712,6/1/2022, 7.76, 3.10, 2.58,2.58,Industrial,104.21,3250000,--,0.00 --,--,B4MFN56 ,"NEWMONT MINING CORP",0.02,3377962,10/1/2039, 13.09, 6.25, 5.83,5.83,Industrial,105.56,3200000,--,100.00 --,--,B7142T2 ,"LOWES COMPANIES INC",0.02,3377507,11/15/2041, 15.69, 5.12, 4.35,4.35,Industrial,112.58,3000000,--,100.00 --,--,B5NRJ83 ,"VERIZON COMMUNICATIONS INC",0.02,3377407,4/1/2021, 6.64, 4.60, 2.81,2.81,Industrial,112.58,3000000,--,0.00 --,--,--,"ONTARIO (PROVINCE OF)",0.02,3362217,7/16/2018, 4.75, 3.00, 1.30,1.30,Local Authorities,108.46,3100000,--,0.00 --,--,B8Y5GR5 ,"ABBVIE INC",0.02,3361490,11/6/2042, 16.47, 4.40, 4.33,4.33,Industrial,101.10,3325000,--,0.00 --,--,B7VZ4D3 ,"CORPORACION ANDINA DE FOMENTO",0.02,3360536,6/15/2022, 7.40, 4.38, 3.30,3.30,Supranational,108.40,3100000,--,0.00 --,--,--,"FH 5/1 12M Libor ARM",0.02,3356858,1/1/2042, 6.58, 2.62, 1.84,1.84,MBS Passthrough,104.88,3200775,--,0.00 --,--,B3RZKK8 ,"WILLIAMS PARTNERS LP",0.02,3355035,4/15/2040, 13.89, 6.30, 5.08,5.08,Utility,117.72,2850000,--,100.00 --,--,B3MWLM3 ,"KILROY REALTY LP",0.02,3353306,7/15/2018, 4.54, 4.80, 2.36,2.36,Financial Institutions,111.78,3000000,--,100.00 --,--,B3NRLF0 ,"NEW YORK N Y CITY MUN FIN AUTH WTR",0.02,3351903,6/15/2042, 15.45, 5.72, 4.14,4.14,Local Authorities,126.73,2645000,--,0.00 --,--,B590FZ5 ,"LOCKHEED MARTIN CORP",0.02,3340624,9/15/2021, 7.21, 3.35, 2.76,2.76,Industrial,104.39,3200000,--,0.00 --,--,B6ST6C4 ,"SOUTHERN POWER CO",0.02,3339322,9/15/2041, 15.41, 5.15, 4.44,4.44,Utility,111.31,3000000,--,0.00 --,--,B04NQD9 ,"PANAMA (REPUBLIC OF)",0.02,3337500,3/15/2015, 1.71, 7.25, 0.99,0.99,Sovereign,111.25,3000000,--,0.00 --,--,B39KM05 ,"TYCO ELECTRONICS GROUP SA",0.02,3332164,10/1/2017, 3.85, 6.55, 1.98,1.98,Industrial,119.01,2800000,--,100.00 --,--,B3KVF19 ,"BRAZIL (FEDERATIVE REPUBLIC OF)",0.02,3329940,1/15/2019, 4.84, 5.88, 1.99,1.99,Sovereign,120.65,2760000,--,100.00 --,--,B4TB4C1 ,"TREASURY NOTE",0.02,3328342,3/31/2017, 3.65, 3.25, 0.57,0.57,Treasuries,110.21,3020000,--,0.00 --,--,2262444 ,"BB&T CORPORATION",0.02,3325671,12/23/2015, 2.40, 5.20, 1.09,1.09,Financial Institutions,110.45,3011000,--,0.00 --,--,B9N1J94 ,"HOME DEPOT INC",0.02,3320140,4/1/2043, 16.87, 4.20, 4.17,4.17,Industrial,100.61,3300000,--,100.00 --,--,B6QVYW8 ,"WESTERN UNION CO",0.02,3312730,8/22/2018, 4.71, 3.65, 3.25,3.25,Industrial,101.93,3250000,--,0.00 --,--,B6SB3G3 ,"TOYOTA MOTOR CREDIT CORP.",0.02,3312691,9/15/2016, 3.20, 2.00, 0.92,0.92,Industrial,103.52,3200000,--,0.00 --,--,B44QJ82 ,"CIGNA CORPORATION",0.02,3300851,3/15/2021, 6.61, 4.50, 2.80,2.80,Financial Institutions,111.89,2950000,--,100.00 --,--,B4MKXM8 ,"WALT DISNEY COMPANY (THE)",0.02,3283782,6/1/2021, 6.86, 3.75, 2.45,2.45,Industrial,109.46,3000000,--,0.00 --,--,--,"FNMA 20YR",0.02,3283693,2/1/2031, 3.93, 4.00, 2.14,2.14,MBS Passthrough,107.12,3065536,--,0.00 --,--,B53CW90 ,"ONTARIO (PROVINCE OF)",0.02,3276402,12/15/2017, 4.23, 3.15, 1.08,1.08,Local Authorities,109.21,3000000,--,0.00 --,--,2345408 ,"SOUTHERN POWER COMPANY",0.02,3275991,7/15/2015, 2.03, 4.88, 0.81,0.81,Utility,108.66,3015000,--,100.00 --,--,B2RK4H1 ,"PHILIP MORRIS INTERNATIONAL INC",0.02,3270668,5/16/2018, 4.44, 5.65, 1.48,1.48,Industrial,119.98,2726000,--,0.00 --,--,B4SYWL6 ,"GENERAL MILLS INC",0.02,3266934,2/15/2019, 4.95, 5.65, 1.93,1.93,Industrial,120.11,2720000,--,100.00 --,--,B4V8431 ,"HSBC HOLDINGS PLC",0.02,3262217,3/30/2022, 7.46, 4.00, 2.87,2.87,Financial Institutions,108.74,3000000,--,0.00 --,--,B67TSQ3 ,"ROYAL BANK OF SCOTLAND PLC",0.02,3255280,3/16/2016, 2.65, 4.38, 1.29,1.29,Financial Institutions,108.51,3000000,--,0.00 --,--,--,"FH 10/1 12M Libor ARM",0.02,3237247,5/1/2042, 4.95, 2.94, 1.82,1.82,MBS Passthrough,105.20,3077187,--,0.00 --,--,B5LPJZ6 ,"TELEFONICA EMISIONES SAU",0.02,3237088,4/27/2020, 5.84, 5.13, 3.83,3.83,Industrial,107.90,3000000,--,100.00 --,--,B3TZ8L3 ,"GOODRICH CORP",0.02,3232405,2/1/2021, 6.68, 3.60, 2.49,2.49,Industrial,107.75,3000000,--,100.00 --,--,B86TRJ4 ,"AVON PRODUCTS INC",0.02,3217512,3/15/2023, 7.73, 5.00, 4.09,4.09,Industrial,107.25,3000000,--,0.00 --,--,B3KN1F1 ,"ENERGY TRANSFER PARTNERS LP",0.02,3203918,3/15/2019, 4.65, 9.70, 2.98,2.98,Utility,135.64,2362000,--,100.00 --,--,B469075 ,"PUGET SOUND ENERGY INC",0.02,3200371,11/15/2041, 16.50, 4.43, 4.04,4.04,Utility,106.68,3000000,--,100.00 --,--,B40KJJ9 ,"HJ HEINZ CO",0.02,3193408,9/12/2021, 7.22, 3.12, 3.15,3.15,Industrial,99.79,3200000,--,100.00 --,--,B4YB1G9 ,"FORD MOTOR CREDIT CO LLC",0.02,3191424,1/15/2020, 5.24, 8.12, 3.44,3.44,Industrial,127.66,2500000,--,0.00 --,--,B75J0X3 ,"INTER-AMERICAN DEVELOPMENT BANK",0.02,3184282,10/28/2041, 17.47, 3.88, 3.53,3.53,Supranational,106.14,3000000,--,0.00 --,--,B4KT253 ,"PRAXAIR INC",0.02,3169280,3/15/2021, 6.72, 4.05, 2.47,2.47,Industrial,111.20,2850000,--,0.00 --,--,B59M001 ,"DELL INC",0.02,3169214,6/15/2019, 4.97, 5.88, 4.86,4.86,Industrial,105.29,3010000,--,100.00 --,--,B5T6QX8 ,"UNITED PARCEL SERVICE INC",0.02,3165127,1/15/2021, 6.74, 3.12, 2.34,2.34,Industrial,105.50,3000000,--,100.00 --,--,B4ZTLF1 ,"TALISMAN ENERGY INC.",0.02,3161659,6/1/2019, 4.86, 7.75, 2.93,2.93,Industrial,126.47,2500000,--,100.00 --,--,B4WXHX6 ,"PETROBRAS INTERNATIONAL FINANCE CO",0.02,3148312,3/15/2019, 4.76, 7.88, 3.38,3.38,Agencies,123.56,2548000,--,100.00 --,--,B4WY7V7 ,"CATERPILLAR FINANCIAL SERVICES COR",0.02,3147519,2/15/2019, 4.81, 7.15, 1.93,1.93,Industrial,128.21,2455000,--,0.00 --,--,B702037 ,"BHP BILLITON FINANCE (USA) LTD",0.02,3146732,11/21/2021, 7.43, 3.25, 2.60,2.60,Industrial,104.89,3000000,--,0.00 --,--,--,"BRITISH COLUMBIA (PROVINCE OF)",0.02,3142201,5/18/2016, 2.91, 2.10, 0.50,0.50,Local Authorities,104.74,3000000,--,0.00 --,--,B5LGFK6 ,"TORONTO-DOMINION BANK/THE",0.02,3139060,10/19/2016, 3.28, 2.38, 0.99,0.99,Financial Institutions,104.64,3000000,--,0.00 --,--,--,"INTERNATIONAL FINANCE CORPORATION",0.02,3138620,4/20/2015, 1.87, 2.75, 0.33,0.33,Supranational,104.62,3000000,--,0.00 --,--,B43TGD6 ,"TELEFONICA EMISIONES SAU",0.02,3129668,2/16/2021, 6.28, 5.46, 3.98,3.98,Industrial,109.81,2850000,--,0.00 --,--,B3XYQW3 ,"INTERNATIONAL FINANCE CORPORATION",0.02,3123195,4/22/2014, 0.91, 3.00, 0.24,0.24,Supranational,102.53,3046000,--,0.00 --,--,B3PM175 ,"EXPRESS SCRIPTS INC",0.02,3122146,5/15/2016, 2.86, 3.12, 1.13,1.13,Industrial,105.84,2950000,--,0.00 --,--,--,"ANHEUSER-BUSCH INBEV WORLDWIDE INC",0.02,3117959,11/15/2039, 13.82, 8.00, 4.40,4.40,Industrial,155.90,2000000,--,0.00 --,--,B7N7040 ,"MORGAN STANLEY",0.02,3117453,7/24/2042, 14.53, 6.38, 4.79,4.79,Financial Institutions,124.70,2500000,--,0.00 --,--,B88CR57 ,"DUKE ENERGY CORP",0.02,3113722,8/15/2017, 4.06, 1.62, 1.52,1.52,Utility,100.44,3100000,--,0.00 --,--,B79XHV8 ,"PETROBRAS INTERNATIONAL FINANCE CO",0.02,3113408,2/6/2017, 3.44, 3.50, 2.43,2.43,Agencies,103.78,3000000,--,0.00 --,--,--,"SAN FRANCISCO CA CITY & CNTY WTR",0.02,3107950,11/1/2040, 14.78, 6.00, 4.46,4.46,Local Authorities,124.32,2500000,--,0.00 --,--,B75M3Y4 ,"EQT CORP",0.02,3105808,11/15/2021, 6.97, 4.88, 3.89,3.89,Industrial,107.10,2900000,--,0.00 --,--,B61GQ88 ,"HSBC HOLDINGS PLC",0.02,3103303,4/5/2021, 6.57, 5.10, 2.68,2.68,Financial Institutions,117.11,2650000,--,0.00 --,--,B7XL9Z6 ,"APACHE CORP",0.02,3099786,4/15/2043, 16.04, 4.75, 4.55,4.55,Industrial,103.33,3000000,--,100.00 --,--,B8G3XV0 ,"DIGITAL REALTY TRUST LP",0.02,3095311,10/1/2022, 7.84, 3.62, 3.64,3.64,Financial Institutions,99.85,3100000,--,100.00 --,--,B76M525 ,"AMGEN INC",0.02,3084039,11/15/2041, 15.50, 5.15, 4.51,4.51,Industrial,110.14,2800000,--,100.00 --,--,B8GGKP2 ,"XYLEM INC (INDIANA)",0.02,3083627,9/20/2016, 3.13, 3.55, 1.59,1.59,Industrial,106.33,2900000,--,0.00 --,--,B8T0K95 ,"STAPLES INC",0.02,3076777,1/12/2023, 7.72, 4.38, 4.06,4.06,Industrial,102.56,3000000,--,100.00 --,--,B64M6L6 ,"FORD MOTOR CREDIT CO LLC",0.02,3073288,5/15/2018, 4.45, 5.00, 2.48,2.48,Industrial,111.76,2750000,--,0.00 --,--,B2QF6T3 ,"MEDCO HEALTH SOLUTIONS INC",0.02,3072698,3/15/2018, 4.16, 7.12, 1.87,1.87,Industrial,124.10,2476000,--,100.00 --,--,B5Z57C5 ,"DOW CHEMICAL COMPANY (THE)",0.02,3065744,11/15/2020, 6.45, 4.25, 2.78,2.78,Industrial,109.88,2790000,--,100.00 --,--,B7B3PR8 ,"PETROBRAS INTERNATIONAL FINANCE CO",0.02,3064558,2/6/2015, 1.65, 2.88, 1.59,1.59,Agencies,102.15,3000000,--,0.00 --,--,B065ZJ2 ,"DAIMLER FINANCE NORTH AMERICA LLC",0.02,3063278,1/18/2031, 10.60, 8.50, 4.20,4.20,Industrial,153.16,2000000,--,0.00 --,--,B54FW32 ,"BOSTON SCIENTIFIC CORP",0.02,3060956,1/15/2015, 1.58, 4.50, 1.10,1.10,Industrial,105.55,2900000,--,100.00 --,--,B8BJX80 ,"TRANSALTA CORP",0.02,3058104,11/15/2022, 7.67, 4.50, 4.25,4.25,Utility,101.94,3000000,--,100.00 --,--,B760314 ,"BHP BILLITON FINANCE (USA) LTD",0.02,3057061,2/24/2017, 3.63, 1.62, 1.11,1.11,Industrial,101.90,3000000,--,0.00 --,--,B4K9GH3 ,"GENERAL ELECTRIC CAPITAL CORP",0.02,3054749,5/13/2014, 0.96, 5.90, 0.43,0.43,Financial,105.34,2900000,--,0.00 --,--,--,"EXPORT DEVELOPMENT CANADA",0.02,3037885,5/15/2014, 0.98, 1.50, 0.22,0.22,Agencies,101.26,3000000,--,0.00 --,--,B4LWFY1 ,"AMERICAN TOWER CORPORATION",0.02,3034753,1/15/2018, 4.17, 4.50, 2.15,2.15,Industrial,110.35,2750000,--,0.00 --,--,B8Y4J06 ,"ABBVIE INC",0.02,3033964,11/6/2017, 4.27, 1.75, 1.49,1.49,Industrial,101.13,3000000,--,0.00 --,--,--,"MANITOBA (PROVINCE OF)",0.02,3031020,4/28/2014, 0.93, 1.38, 0.27,0.27,Local Authorities,101.03,3000000,--,0.00 --,--,B7RRM84 ,"DCP MIDSTREAM OPERATING LP",0.02,3024998,4/1/2022, 7.17, 4.95, 3.87,3.87,Utility,108.04,2800000,--,100.00 --,--,--,"FGOLD 15YR TBA(REG B)",0.02,3021505,6/18/2013, 3.30, 4.00, 2.17,2.17,MBS Passthrough,105.91,2853000,--,0.00 --,--,B6T2YM8 ,"SOUTHERN NATURAL GAS CO",0.02,3014013,6/15/2021, 6.73, 4.40, 3.00,3.00,Utility,110.00,2740000,--,100.00 --,--,7004317 ,"AXA",0.02,3001500,12/15/2030, 9.81, 8.60, 5.81,5.81,Financial Institutions,130.50,2300000,--,0.00 --,--,B90G6L3 ,"COSTCO WHOLESALE CORPORATION",0.02,3000656,12/15/2019, 6.14, 1.70, 1.69,1.69,Industrial,100.02,3000000,--,0.00 --,--,B3X5295 ,"DANAHER CORP",0.02,2997147,6/23/2021, 6.90, 3.90, 2.40,2.40,Industrial,111.01,2700000,--,100.00 --,--,B8KNLH8 ,"COUNCIL OF EUROPE DEVELOPMENT BANK",0.02,2995441,3/7/2018, 4.66, 1.00, 1.03,1.03,Supranational,99.85,3000000,--,0.00 --,--,B912MC3 ,"EXPORT DEVELOPMENT CANADA",0.02,2992678,12/15/2017, 4.47, 0.75, 0.80,0.80,Agencies,99.76,3000000,--,0.00 --,--,B9FGQ52 ,"MEDTRONIC INC",0.02,2988466,4/1/2023, 8.55, 2.75, 2.79,2.79,Industrial,99.62,3000000,--,100.00 --,--,B8ZRWD8 ,"ABBVIE INC",0.02,2984091,11/6/2022, 8.20, 2.90, 2.97,2.97,Industrial,99.47,3000000,--,0.00 --,--,B4Y8TK0 ,"ARCHER-DANIELS-MIDLAND CO",0.02,2983360,3/1/2041, 14.80, 5.76, 4.53,4.53,Industrial,119.33,2500000,--,0.00 --,--,B2RJG94 ,"CENTERPOINT ENERGY RESOURCES CORPO",0.02,2981429,5/15/2018, 4.39, 6.00, 1.93,1.93,Utility,119.26,2500000,--,100.00 --,--,B8YT365 ,"KELLOGG CO",0.02,2970762,3/1/2023, 8.46, 2.75, 2.85,2.85,Industrial,99.03,3000000,--,0.00 --,--,B67TMY9 ,"SOUTHERN CALIFORNIA GAS COMPANY",0.02,2969322,11/15/2040, 15.75, 5.12, 3.99,3.99,Utility,118.77,2500000,--,100.00 --,--,--,"JEFFERIES GROUP INC",0.02,2963007,4/15/2021, 6.22, 6.88, 4.11,4.11,Financial Institutions,118.52,2500000,--,100.00 --,--,B3M1XV3 ,"CLOROX COMPANY",0.02,2957024,11/15/2021, 7.25, 3.80, 3.05,3.05,Industrial,105.61,2800000,--,0.00 --,--,B4TYCN7 ,"BARRICK NORTH AMERICA FINANCE LLC",0.02,2948923,5/30/2041, 13.19, 5.70, 6.06,6.06,Industrial,95.13,3100000,--,0.00 --,--,B3WK6M2 ,"BOEING CO",0.02,2942750,2/15/2020, 5.78, 4.88, 2.05,2.05,Industrial,117.71,2500000,--,100.00 --,--,B80G7N5 ,"PUBLIC SERVICE ELECTRIC AND GAS CO",0.02,2942658,9/1/2042, 17.41, 3.65, 3.94,3.94,Utility,94.92,3100000,--,100.00 --,--,2812399 ,"CANADIAN PACIFIC RAILWAY COMPANY",0.02,2938791,10/15/2031, 11.22, 7.12, 4.63,4.63,Industrial,130.61,2250000,--,100.00 --,--,B51DFJ6 ,"BOSTON SCIENTIFIC CORP",0.02,2933264,1/15/2020, 5.49, 6.00, 3.10,3.10,Industrial,117.33,2500000,--,100.00 --,--,B83D6X6 ,"ARROW ELECTRONICS INC",0.02,2931510,3/1/2023, 7.81, 4.50, 4.12,4.12,Industrial,102.86,2850000,--,100.00 --,--,--,"PENNSYLVANIA ST",0.02,2924200,2/15/2026, 9.76, 4.65, 3.03,3.03,Local Authorities,116.97,2500000,--,0.00 --,--,--,"TRANSCANADA PIPELINES LIMITED",0.02,2922053,1/15/2016, 2.61, 0.75, 0.79,0.79,Utility,99.90,2925000,--,0.00 --,--,B1QW8Y6 ,"ACE INA HOLDINGS",0.02,2921802,2/15/2017, 3.38, 5.70, 1.31,1.31,Financial Institutions,115.94,2520000,--,100.00 --,--,B79WKR2 ,"US BANCORP",0.02,2919696,11/15/2016, 3.36, 2.20, 0.95,0.95,Financial Institutions,104.27,2800000,--,100.00 --,--,B86VSX1 ,"UNITED TECHNOLOGIES CORPORATION",0.02,2919405,6/1/2042, 16.20, 4.50, 4.13,4.13,Industrial,106.16,2750000,--,0.00 --,--,--,"FGOLD 30YR",0.02,2918985,9/1/2039, 3.08, 4.50, 2.26,2.26,MBS Passthrough,106.38,2743957,--,0.00 --,--,B90VTB9 ,"JEFFERIES GROUP INC",0.02,2915517,1/20/2023, 7.55, 5.12, 4.11,4.11,Financial Institutions,107.98,2700000,--,0.00 --,--,B8L1XP3 ,"BARRICK GOLD CORP",0.02,2911065,4/1/2022, 7.37, 3.85, 4.26,4.26,Industrial,97.04,3000000,--,0.00 --,--,B4R7S18 ,"DUKE ENERGY CORP",0.02,2907190,9/15/2021, 7.17, 3.55, 2.78,2.78,Utility,105.72,2750000,--,100.00 --,--,--,"FNMA 30YR",0.02,2883701,9/1/2036, 3.92, 6.50, 3.19,3.19,MBS Passthrough,112.66,2559736,--,0.00 --,--,B5SQ112 ,"JOHN DEERE CAPITAL CORP",0.02,2867582,7/12/2021, 6.94, 3.90, 2.50,2.50,Industrial,110.29,2600000,--,0.00 --,--,B5BTW59 ,"BP CAPITAL MARKETS PLC",0.02,2867406,3/11/2021, 6.57, 4.74, 2.65,2.65,Industrial,114.70,2500000,--,0.00 --,--,B4P6BW9 ,"POTASH CORPORATION OF SASKATCHEWAN",0.02,2864309,3/30/2020, 5.88, 4.88, 2.55,2.55,Industrial,114.57,2500000,--,100.00 --,--,B29Y5Y5 ,"AMERICAN INTERNATIONAL GROUP INC",0.02,2860083,1/16/2018, 4.07, 5.85, 2.06,2.06,Financial Institutions,116.74,2450000,--,0.00 --,--,--,"LOS ANGELES CALIF CMNTY COLLEGE DI",0.02,2856220,8/1/2049, 16.47, 6.75, 4.38,4.38,Local Authorities,142.81,2000000,--,0.00 --,--,B5VNTL6 ,"BANK OF NEW YORK MELLON CORP/THE",0.02,2847167,9/23/2021, 7.21, 3.55, 2.55,2.55,Financial Institutions,107.44,2650000,--,100.00 --,--,--,"GNMA 30YR",0.02,2840371,2/15/2042, 4.94, 4.00, 1.98,1.98,MBS Passthrough,109.91,2584358,--,0.00 --,--,B3R15J0 ,"FORD MOTOR CREDIT CO LLC",0.02,2838573,9/15/2015, 2.17, 5.62, 1.58,1.58,Industrial,109.18,2600000,--,0.00 --,--,B4PJD77 ,"SEMPRA ENERGY",0.02,2837045,6/1/2016, 2.73, 6.50, 1.20,1.20,Utility,115.70,2452000,--,100.00 --,--,--,"KANSAS CITY POWER & LIGHT COMPANY",0.02,2835644,10/1/2041, 15.21, 5.30, 4.59,4.59,Utility,111.20,2550000,--,100.00 --,--,B7GX3F7 ,"BRISTOL-MYERS SQUIBB CO",0.02,2831289,8/1/2022, 8.25, 2.00, 2.70,2.70,Industrial,94.38,3000000,--,0.00 --,--,B8HTMS7 ,"APPLE INC",0.02,2830782,5/4/2043, 17.32, 3.85, 4.13,4.13,Industrial,95.15,2975000,--,0.00 --,--,B3WQ0Q2 ,"TEXAS INSTRUMENTS INC",0.02,2826056,5/16/2016, 2.89, 2.38, 0.79,0.79,Industrial,104.67,2700000,--,0.00 --,--,--,"FGOLD 15YR",0.02,2817695,9/1/2027, 3.18, 3.00, 1.02,1.02,MBS Passthrough,105.96,2659307,--,0.00 --,--,B3YNF66 ,"TOYOTA MOTOR CREDIT CORP.",0.02,2816308,1/11/2021, 6.51, 4.25, 2.43,2.43,Industrial,112.65,2500000,--,0.00 --,--,B4530X4 ,"3M CO",0.02,2812461,9/29/2016, 3.27, 1.38, 0.69,0.69,Industrial,102.27,2750000,--,0.00 --,--,B706L81 ,"BP CAPITAL MARKETS PLC",0.02,2810122,11/1/2016, 3.32, 2.25, 1.04,1.04,Industrial,104.08,2700000,--,0.00 --,--,B57G0F0 ,"ILLINOIS ST",0.02,2808508,3/1/2019, 4.91, 5.88, 3.09,3.09,Local Authorities,114.63,2450000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.02,2806049,12/1/2041, 6.34, 4.00, 2.97,2.97,MBS Passthrough,106.14,2643734,--,0.00 --,--,B4TGKL7 ,"PRUDENTIAL FINANCIAL INC",0.02,2804145,5/12/2016, 2.86, 3.00, 1.01,1.01,Financial Institutions,105.82,2650000,--,0.00 --,--,--,"FNMA 30YR",0.02,2803244,9/1/2036, 3.07, 5.50, 2.26,2.26,MBS Passthrough,109.64,2556769,--,0.00 --,--,B5LRCR5 ,"VIACOM INC",0.02,2796589,4/1/2017, 3.61, 3.50, 1.48,1.48,Industrial,107.56,2600000,--,0.00 --,--,B8GMYT2 ,"CATERPILLAR INC",0.02,2789924,6/26/2022, 7.97, 2.60, 2.64,2.64,Industrial,99.64,2800000,--,100.00 --,--,B65Y945 ,"SHELL INTERNATIONAL FINANCE BV",0.02,2781583,3/21/2014, 0.82, 4.00, 0.37,0.37,Industrial,103.02,2700000,--,100.00 --,--,B61B1X3 ,"TEXAS INSTRUMENTS INCORPORATED",0.02,2778644,5/15/2014, 0.98, 1.38, 0.31,0.31,Industrial,101.04,2750000,--,0.00 --,--,B4VNVB3 ,"PHILIP MORRIS INTERNATIONAL INC",0.02,2776265,5/17/2021, 6.86, 4.12, 2.59,2.59,Industrial,111.05,2500000,--,0.00 --,--,--,"GNMA2 30YR",0.02,2774535,1/20/2040, 4.02, 4.50, 2.11,2.11,MBS Passthrough,109.48,2534175,--,0.00 --,--,B5VZCB3 ,"ILLINOIS ST",0.02,2773150,3/1/2017, 3.41, 5.36, 2.33,2.33,Local Authorities,110.93,2500000,--,0.00 --,--,B8KP442 ,"VODAFONE GROUP PLC",0.02,2767767,9/26/2022, 8.21, 2.50, 3.06,3.06,Industrial,95.44,2900000,--,0.00 --,--,B8FDL73 ,"CONAGRA FOODS INC",0.02,2762104,9/15/2022, 7.94, 3.25, 3.19,3.19,Industrial,100.44,2750000,--,0.00 --,--,B881WL5 ,"ZOETIS INC",0.02,2759417,2/1/2023, 8.20, 3.25, 3.09,3.09,Industrial,101.26,2725000,--,0.00 --,--,B9CG945 ,"MANUFACTURERS AND TRADERS TRUST CO",0.02,2750440,3/7/2018, 4.60, 1.45, 1.45,1.45,Financial Institutions,100.02,2750000,--,100.00 --,--,B806QJ4 ,"TAMPA ELECTRIC COMPANY",0.02,2746767,9/15/2022, 8.19, 2.60, 2.61,2.61,Utility,99.88,2750000,--,100.00 --,--,B8KQHG8 ,"FRANKLIN RESOURCES INC.",0.02,2746664,9/15/2022, 8.11, 2.80, 2.82,2.82,Financial Institutions,99.88,2750000,--,0.00 --,--,B1WP1L7 ,"WILLIAMS PARTNERS LP",0.02,2746013,2/1/2017, 3.26, 7.25, 1.80,1.80,Utility,119.39,2300000,--,100.00 --,--,B72SNZ6 ,"PHILIP MORRIS INTERNATIONAL INC",0.02,2744322,8/22/2022, 8.14, 2.50, 2.74,2.74,Industrial,98.01,2800000,--,0.00 --,--,B3XL1X0 ,"KROGER CO (THE)",0.02,2732719,7/15/2040, 14.49, 5.40, 4.78,4.78,Industrial,109.31,2500000,--,100.00 --,--,B3VSK92 ,"KELLOGG COMPANY",0.02,2728465,11/17/2016, 3.38, 1.88, 1.01,1.01,Industrial,102.96,2650000,--,0.00 --,--,B1TMPZ3 ,"PERU (THE REPUBLIC OF)",0.02,2722000,3/14/2037, 13.59, 6.55, 4.15,4.15,Sovereign,136.10,2000000,--,0.00 --,--,B3N9MD1 ,"BORGWARNER INC",0.02,2712806,9/15/2020, 6.19, 4.62, 3.31,3.31,Industrial,108.51,2500000,--,100.00 --,--,B6T8JH6 ,"MARRIOTT INTERNATIONAL INC",0.02,2710902,3/1/2019, 5.27, 3.00, 2.21,2.21,Industrial,104.27,2600000,--,100.00 --,--,B9M5X73 ,"ENTERPRISE PRODUCTS OPERATING LLC",0.02,2701241,3/15/2023, 8.28, 3.35, 3.12,3.12,Utility,101.93,2650000,--,100.00 --,--,--,"PORT AUTH N Y & N J FOR ISSUES DTD",0.02,2690762,11/1/2040, 15.14, 5.65, 4.28,4.28,Local Authorities,122.03,2205000,--,0.00 --,--,B7QN937 ,"ABBVIE INC",0.02,2683435,11/6/2018, 5.15, 2.00, 1.76,1.76,Industrial,101.26,2650000,--,0.00 --,--,B2PHBR3 ,"UNITEDHEALTH GROUP INCORPORATED",0.02,2673667,2/15/2038, 13.37, 6.88, 4.58,4.58,Financial Institutions,133.68,2000000,--,100.00 --,--,B24CYQ9 ,"SUNTRUST BANKS INC",0.02,2663108,9/11/2017, 3.82, 6.00, 2.12,2.12,Financial Institutions,115.89,2298000,--,0.00 --,--,B6T0R90 ,"MCDONALDS CORPORATION",0.02,2661827,2/15/2042, 17.28, 3.70, 3.83,3.83,Industrial,97.68,2725000,--,0.00 --,--,B3ZK737 ,"METROPOLITAN TRANSN AUTH N Y DEDIC",0.02,2661086,11/15/2039, 14.17, 7.34, 4.26,4.26,Local Authorities,148.66,1790000,--,0.00 --,--,B620L62 ,"DIRECTV HOLDINGS LLC/DIRECTV FINAN",0.02,2660790,3/1/2016, 2.64, 3.50, 1.14,1.14,Industrial,106.43,2500000,--,0.00 --,--,B6SFQZ5 ,"AMGEN INC",0.02,2653038,6/15/2016, 2.94, 2.30, 0.96,0.96,Industrial,104.04,2550000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.02,2652429,12/1/2039, 3.24, 4.50, 2.37,2.37,MBS Passthrough,106.38,2493385,--,0.00 --,--,B7RL5S7 ,"CONTINENTAL AIRLINES INC",0.02,2644650,10/11/2025, 9.68, 4.15, 3.57,3.57,Industrial,105.79,2500000,--,0.00 --,--,B6XW9R4 ,"NEWELL RUBBERMAID INC.",0.02,2643789,6/15/2022, 7.49, 4.00, 3.26,3.26,Industrial,105.75,2500000,--,100.00 --,--,B2RDM21 ,"GLAXOSMITHKLINE CAPITAL INC",0.02,2634029,5/15/2038, 14.05, 6.38, 4.29,4.29,Industrial,131.70,2000000,--,100.00 --,--,B4MRWJ9 ,"ONEOK PARTNERS LP",0.02,2633736,2/1/2041, 14.11, 6.12, 4.98,4.98,Utility,117.05,2250000,--,100.00 --,--,B4M8708 ,"MEDTRONIC INC",0.02,2630403,3/15/2042, 16.27, 4.50, 4.19,4.19,Industrial,105.22,2500000,--,100.00 --,--,B3KXW47 ,"TRANS-CANADA PIPELINES",0.02,2629169,1/15/2019, 4.72, 7.12, 2.12,2.12,Utility,126.52,2078000,--,100.00 --,--,B2RJSL0 ,"UNITED TECHNOLOGIES CORPORATION",0.02,2628938,7/15/2038, 14.08, 6.12, 4.18,4.18,Industrial,130.02,2022000,--,100.00 --,--,B3KTNC0 ,"UNITED TECHNOLOGIES CORPORATION",0.02,2628450,2/1/2019, 4.87, 6.12, 1.71,1.71,Industrial,123.87,2122000,--,100.00 --,--,B5M0864 ,"TREASURY BOND",0.02,2626743,11/15/2040, 17.32, 4.25, 3.04,3.04,Treasuries,122.52,2144000,--,0.00 --,--,B5L4LX5 ,"AGRIUM INC.",0.02,2625608,10/1/2022, 8.01, 3.15, 3.27,3.27,Industrial,99.08,2650000,--,100.00 --,--,B8QB8V9 ,"WALGREEN CO",0.02,2619739,9/15/2022, 7.99, 3.10, 3.13,3.13,Industrial,99.80,2625000,--,0.00 --,--,B73TH78 ,"NORTHERN STATES POWER COMPANY (MIN",0.02,2617135,8/15/2022, 8.25, 2.15, 2.52,2.52,Utility,96.93,2700000,--,100.00 --,--,B66G241 ,"TIME WARNER CABLE INC",0.02,2613606,4/1/2019, 4.81, 8.25, 2.68,2.68,Industrial,130.03,2010000,--,100.00 --,--,--,"GNMA 30YR",0.02,2612590,9/15/2042, 3.71, 3.50, 1.41,1.41,MBS Passthrough,107.62,2427493,--,0.00 --,--,B16MV25 ,"AETNA INC",0.02,2610979,6/15/2036, 12.84, 6.62, 4.58,4.58,Financial Institutions,128.87,2026000,--,100.00 --,--,B4P74K1 ,"LOCKHEED MARTIN CORP",0.02,2609943,9/15/2016, 3.19, 2.12, 1.09,1.09,Industrial,103.36,2525000,--,0.00 --,--,B2R0M22 ,"GENERAL ELECTRIC CAPITAL CORPORATI",0.02,2606862,5/1/2018, 4.39, 5.62, 1.71,1.71,Financial,118.49,2200000,--,0.00 --,--,--,"FGOLD 15YR",0.02,2593438,5/1/2025, 3.15, 4.00, 1.95,1.95,MBS Passthrough,106.03,2445886,--,0.00 --,--,--,"FGOLD 30YR",0.02,2584497,1/1/2040, 3.24, 4.50, 2.37,2.37,MBS Passthrough,106.38,2429526,--,0.00 --,--,B97S4D0 ,"MOTOROLA SOLUTIONS INC",0.02,2579772,3/1/2023, 8.15, 3.50, 3.59,3.59,Industrial,99.22,2600000,--,0.00 --,--,B9DMF77 ,"LOCKHEED MARTIN CORPORATION",0.02,2578973,12/15/2042, 16.37, 4.07, 4.44,4.44,Industrial,93.88,2747000,--,0.00 --,--,B3W77X1 ,"CAMERON INTERNATIONAL CORP",0.02,2578456,6/1/2021, 6.68, 4.50, 2.81,2.81,Industrial,112.11,2300000,--,100.00 --,--,B9DB080 ,"EXPRESS SCRIPTS HOLDING CO",0.02,2572400,11/21/2014, 1.47, 2.75, 0.81,0.81,Industrial,102.90,2500000,--,0.00 --,--,B8C3GC6 ,"AMERICA MOVIL SAB DE CV",0.02,2572309,3/30/2040, 14.17, 6.12, 4.81,4.81,Industrial,119.64,2150000,--,100.00 --,--,B3R2M58 ,"TREASURY NOTE",0.02,2564444,6/30/2015, 2.06, 1.88, 0.26,0.26,Treasuries,103.40,2480000,--,0.00 --,--,B5TSS61 ,"TALISMAN ENERGY INC.",0.02,2564292,2/1/2021, 6.61, 3.75, 3.07,3.07,Industrial,104.66,2450000,--,100.00 --,--,--,"FNMA 30YR",0.02,2560859,9/1/2038, 3.23, 6.00, 3.04,3.04,MBS Passthrough,109.20,2345215,--,0.00 --,--,B3KVF64 ,"COLOMBIA (REPUBLIC OF)",0.02,2556000,3/18/2019, 4.87, 7.38, 2.25,2.25,Sovereign,127.80,2000000,--,0.00 --,--,B3ZD2N1 ,"HOSPITALITY PROPERTIES TRUST",0.02,2554383,8/15/2022, 7.33, 5.00, 4.15,4.15,Financial Institutions,106.43,2400000,--,100.00 --,--,B87QG31 ,"AMERICAN EXPRESS CREDIT CORPORATIO",0.02,2553978,6/12/2015, 2.01, 1.75, 0.70,0.70,Financial Institutions,102.16,2500000,--,0.00 --,--,B512BZ1 ,"COLOMBIA (REPUBLIC OF)",0.02,2550000,1/18/2041, 14.64, 6.12, 4.40,4.40,Sovereign,127.50,2000000,--,100.00 --,--,B9DL5D0 ,"GOLDMAN SACHS GROUP INC/THE",0.02,2543063,1/22/2018, 4.37, 2.38, 1.99,1.99,Financial Institutions,101.72,2500000,--,0.00 --,--,--,"FNMA 30YR",0.02,2542730,4/1/2040, 3.96, 5.00, 2.53,2.53,MBS Passthrough,109.52,2321636,--,0.00 --,--,B607HR8 ,"TREASURY NOTE",0.02,2536064,2/28/2017, 3.58, 3.00, 0.57,0.57,Treasuries,109.08,2325000,--,0.00 --,--,B4N8JS9 ,"DISCOVERY COMMUNICATIONS INC",0.02,2534580,6/15/2021, 6.73, 4.38, 2.95,2.95,Industrial,110.20,2300000,--,0.00 --,--,--,"FGOLD 30YR",0.02,2517873,1/1/2040, 3.24, 4.50, 2.37,2.37,MBS Passthrough,106.38,2366897,--,0.00 --,--,B6Y6JM0 ,"SCRIPPS NETWORKS INTERACTIVE INC",0.02,2515908,12/15/2016, 3.37, 2.70, 1.31,1.31,Industrial,104.83,2400000,--,0.00 --,--,B8C1NT6 ,"ROYAL BANK OF CANADA",0.02,2514985,1/16/2018, 4.46, 1.50, 1.37,1.37,Financial Institutions,100.60,2500000,--,0.00 --,--,B7J50G0 ,"E I DU PONT DE NEMOURS AND CO",0.02,2513824,2/15/2023, 8.41, 2.80, 2.73,2.73,Industrial,100.55,2500000,--,0.00 --,--,B3ZQ4T0 ,"SOUTH AFRICA (REPUBLIC OF)",0.02,2511400,3/8/2041, 14.51, 6.25, 4.61,4.61,Sovereign,125.57,2000000,--,0.00 --,--,B5MHJ84 ,"TRAVELERS CO INC",0.02,2508829,11/1/2020, 6.51, 3.90, 2.22,2.22,Financial Institutions,111.50,2250000,--,100.00 --,--,B87GWC2 ,"ONTARIO PROVINCE OF",0.02,2508124,2/14/2018, 4.57, 1.20, 1.13,1.13,Local Authorities,100.32,2500000,--,0.00 --,--,B5SKD29 ,"TRANSCANADA PIPELINES LTD",0.02,2507137,6/1/2040, 14.31, 6.10, 4.47,4.47,Utility,125.36,2000000,--,100.00 --,--,B3CDB04 ,"CHICAGO TRANSIT SER A 6.899% Dec 1 204",0.02,2501960,12/1/2040, 13.44, 6.90, 5.18,5.18,Local Authorities,125.10,2000000,--,0.00 --,--,B1G0GN5 ,"PRINCIPAL FINANCIAL GROUP INC",0.02,2500956,10/15/2036, 13.57, 6.05, 4.35,4.35,Financial Institutions,124.74,2005000,--,100.00 --,--,B92RSR4 ,"TURLOCK CORPORATION",0.02,2500379,11/2/2017, 4.28, 1.50, 1.50,1.50,Industrial,100.02,2500000,--,0.00 --,--,B51YP22 ,"GRUPO TELEVISA SA",0.02,2498402,1/15/2040, 13.64, 6.62, 4.93,4.93,Industrial,124.92,2000000,--,100.00 --,--,B8Q73Y5 ,"UNION PACIFIC CORP",0.02,2498241,4/15/2043, 16.86, 4.25, 4.17,4.17,Industrial,100.94,2475000,--,100.00 --,--,B7XDGZ1 ,"ALABAMA POWER CO",0.02,2494638,10/15/2015, 2.38, 0.55, 0.64,0.64,Utility,99.79,2500000,--,0.00 --,--,B6TS006 ,"PSEG POWER LLC",0.02,2491982,9/15/2016, 3.16, 2.75, 1.56,1.56,Utility,103.83,2400000,--,0.00 --,--,B995ML3 ,"SUMITOMO MITSUI BANKING CORPORATIO",0.02,2485871,1/18/2018, 4.46, 1.50, 1.63,1.63,Financial Institutions,99.43,2500000,--,0.00 --,--,B4W9KT1 ,"UNION PACIFIC CORP",0.02,2481957,2/1/2021, 6.60, 4.00, 2.52,2.52,Industrial,110.31,2250000,--,100.00 --,--,B62CDC8 ,"HEALTH CARE REIT INC",0.02,2472799,1/15/2021, 6.34, 4.95, 3.12,3.12,Financial Institutions,112.40,2200000,--,100.00 --,--,B3X3Y60 ,"CLIFFS NATURAL RESOURCES INC",0.02,2470196,10/1/2020, 6.09, 4.80, 5.00,5.00,Industrial,98.81,2500000,--,100.00 --,--,B677XX9 ,"STANLEY BLACK & DECKER INC",0.02,2468914,9/1/2040, 15.08, 5.20, 4.42,4.42,Industrial,112.22,2200000,--,100.00 --,--,B88G748 ,"PIONEER NATURAL RESOURCES COMPANY",0.02,2464232,7/15/2022, 7.58, 3.95, 3.33,3.33,Industrial,104.86,2350000,--,100.00 --,--,B3X0T44 ,"NEXEN INC",0.02,2457014,7/30/2019, 5.21, 6.20, 2.23,2.23,Agencies,122.85,2000000,--,100.00 --,--,B6T0187 ,"BANK OF AMERICA CORPORATION",0.02,2446727,2/7/2042, 15.00, 5.88, 4.48,4.48,Financial Institutions,122.34,2000000,--,0.00 --,--,B8NXVL9 ,"DIAGEO CAPITAL PLC",0.02,2444250,4/29/2023, 8.66, 2.62, 2.89,2.89,Industrial,97.77,2500000,--,100.00 --,--,--,"FNMA 15YR",0.02,2442394,11/1/2025, 3.41, 4.00, 1.98,1.98,MBS Passthrough,106.69,2289165,--,0.00 --,--,B2NP6Q3 ,"UPS OF AMERICA INC",0.02,2440111,1/15/2038, 14.01, 6.20, 4.03,4.03,Industrial,133.63,1826000,--,100.00 --,--,B76VWR6 ,"DARDEN RESTAURANTS INC",0.02,2432613,10/15/2021, 6.97, 4.50, 3.70,3.70,Industrial,105.77,2300000,--,0.00 --,--,B2R0LV4 ,"XTO ENERGY INC",0.02,2423871,6/15/2018, 4.44, 5.50, 1.18,1.18,Industrial,121.19,2000000,--,100.00 --,--,B63B904 ,"BP CAPITAL MARKETS PLC",0.02,2420131,3/10/2019, 5.10, 4.75, 1.96,1.96,Industrial,115.24,2100000,--,100.00 --,--,B8QB5D0 ,"DOMINION RESOURCES INC",0.02,2411006,9/15/2042, 16.70, 4.05, 4.26,4.26,Utility,96.44,2500000,--,100.00 --,--,B5VT2F9 ,"LOWES CO INC",0.02,2405397,4/15/2040, 14.66, 5.80, 4.49,4.49,Industrial,120.27,2000000,--,100.00 --,--,B44L192 ,"LG&E AND KU ENERGY LLC",0.02,2404694,11/15/2015, 2.42, 2.12, 1.17,1.17,Utility,102.33,2350000,--,0.00 --,--,B7RB2F3 ,"PHILLIPS 66",0.02,2404335,5/1/2042, 15.10, 5.88, 4.60,4.60,Industrial,120.22,2000000,--,0.00 --,--,B29R1C4 ,"ENCANA CORPORATION",0.02,2402112,2/1/2038, 13.10, 6.50, 5.06,5.06,Industrial,120.11,2000000,--,100.00 --,--,--,"FGOLD 20YR GIANT",0.02,2399538,5/1/2033, 6.37, 3.00, 2.28,2.28,--,104.33,2300036,--,0.00 --,--,B3LYFD9 ,"GE CAPITAL TRUST I",0.02,2399400,11/15/2067, 15.05, 6.38, 5.94,5.94,Financial,106.64,2250000,--,0.00 --,--,--,"FNMA 30YR",0.02,2393046,5/1/2038, 3.36, 6.00, 2.55,2.55,MBS Passthrough,111.26,2150786,--,0.00 --,--,--,"FGOLD 15YR GIANT",0.02,2391367,9/1/2024, 2.55, 4.50, 1.84,1.84,MBS Passthrough,106.29,2249806,--,0.00 --,--,B4NF6K1 ,"CIGNA CORP",0.02,2387925,12/15/2020, 6.39, 4.38, 2.75,2.75,Financial Institutions,111.07,2150000,--,100.00 --,--,B4KFW84 ,"OHIO POWER COMPANY",0.02,2387172,10/1/2021, 6.86, 5.38, 2.77,2.77,Utility,119.36,2000000,--,100.00 --,--,B4WX4B3 ,"NOVARTIS SECURITIES INVESTMENT LTD",0.02,2380292,2/10/2019, 4.99, 5.12, 1.73,1.73,Industrial,118.42,2010000,--,100.00 --,--,--,"FNMA 30YR",0.02,2377941,10/1/2039, 3.33, 6.00, 2.51,2.51,MBS Passthrough,111.26,2137210,--,0.00 --,--,B6QKFT9 ,"JPMORGAN CHASE & CO",0.02,2372914,7/15/2041, 15.00, 5.60, 4.43,4.43,Financial Institutions,118.65,2000000,--,0.00 --,--,B74BDQ4 ,"VIACOM INC",0.02,2370980,2/27/2042, 15.51, 4.50, 4.83,4.83,Industrial,94.84,2500000,--,0.00 --,--,B89Y0K8 ,"PRAXAIR INC",0.02,2369087,8/15/2022, 8.23, 2.20, 2.61,2.61,Industrial,96.70,2450000,--,100.00 --,--,B3RNPB8 ,"ALABAMA POWER COMPANY",0.02,2366905,6/1/2041, 15.46, 5.20, 4.09,4.09,Utility,118.35,2000000,--,0.00 --,--,B6Y5ZY1 ,"VENTAS REALTY LP",0.02,2360168,3/1/2022, 7.29, 4.25, 3.29,3.29,Financial Institutions,107.28,2200000,--,100.00 --,--,B170DG6 ,"TELEFONICA EMISIONES SAU",0.02,2355473,6/20/2036, 11.88, 7.05, 5.75,5.75,Industrial,116.38,2024000,--,100.00 --,--,B6QBT89 ,"ROYAL BANK OF CANADA",0.01,2345183,7/20/2016, 3.04, 2.30, 0.94,0.94,Financial Institutions,104.23,2250000,--,0.00 --,--,B8BC5S3 ,"DISCOVERY COMMUNICATIONS LLC",0.01,2344512,5/15/2042, 15.58, 4.95, 4.68,4.68,Industrial,104.20,2250000,--,0.00 --,--,B7FJCK4 ,"LOWES COMPANIES INC",0.01,2344423,4/15/2017, 3.77, 1.62, 1.12,1.12,Industrial,101.93,2300000,--,100.00 --,--,B43XY12 ,"JPMORGAN CHASE & CO",0.01,2336281,10/15/2040, 15.02, 5.50, 4.43,4.43,Financial Institutions,116.81,2000000,--,0.00 --,--,B7634F4 ,"PACCAR FINANCIAL CORP.",0.01,2335950,9/29/2014, 1.34, 1.55, 0.39,0.39,Industrial,101.56,2300000,--,0.00 --,--,B764974 ,"ROYAL BANK OF CANADA",0.01,2328288,10/30/2014, 1.43, 1.45, 0.60,0.60,Financial Institutions,101.23,2300000,--,0.00 --,--,--,"FGOLD 15YR GIANT",0.01,2323125,6/1/2026, 3.24, 5.00, 2.47,2.47,MBS Passthrough,107.67,2157691,--,0.00 --,--,B7FRYY6 ,"TREASURY BOND",0.01,2314813,2/15/2042, 18.73, 3.12, 3.12,3.12,Treasuries,100.17,2311000,--,0.00 --,--,B62J6G4 ,"GOLDMAN SACHS GROUP INC",0.01,2306843,3/15/2020, 5.74, 5.38, 2.97,2.97,Financial Institutions,114.77,2010000,--,0.00 --,--,--,"SONOMA CNTY CALIF PENSION OBLIG",0.01,2305460,12/1/2029, 10.63, 6.00, 4.66,4.66,Local Authorities,115.27,2000000,--,0.00 --,--,B02WBX3 ,"PRUDENTIAL FINANCIAL INC",0.01,2303208,9/20/2014, 1.29, 5.10, 0.76,0.76,Financial Institutions,105.75,2178000,--,0.00 --,--,--,"FNMA 15YR",0.01,2300703,4/1/2025, 3.09, 4.50, 2.16,2.16,MBS Passthrough,106.99,2150380,--,0.00 --,--,B45XZD9 ,"BB&T CORP",0.01,2296476,4/30/2019, 5.03, 6.85, 2.18,2.18,Financial Institutions,125.90,1824000,--,0.00 --,--,B8YQWV4 ,"CARDINAL HEALTH INC",0.01,2295060,3/15/2018, 4.59, 1.70, 1.72,1.72,Industrial,99.79,2300000,--,0.00 --,--,B41JLN3 ,"BP CAPITAL MARKETS PLC",0.01,2294568,5/8/2014, 0.95, 3.62, 0.42,0.42,Industrial,103.08,2226000,--,0.00 --,--,--,"TEXAS ST",0.01,2294180,4/1/2040, 15.94, 4.68, 3.80,3.80,Local Authorities,114.71,2000000,--,0.00 --,--,B3N9VY5 ,"LABORATORY CORP OF AMERICA",0.01,2291156,11/15/2020, 6.36, 4.62, 3.25,3.25,Industrial,109.10,2100000,--,100.00 --,--,B40CGR2 ,"PETROBRAS INTERNATIONAL FINANCE CO",0.01,2289985,1/27/2021, 6.24, 5.38, 4.00,4.00,Agencies,109.05,2100000,--,0.00 --,--,--,"FGOLD 15YR GIANT",0.01,2289631,10/1/2024, 2.66, 4.50, 1.94,1.94,MBS Passthrough,106.29,2154092,--,0.00 --,--,--,"FNMA 30YR",0.01,2288010,1/1/2042, 6.38, 3.50, 2.63,2.63,MBS Passthrough,105.44,2170057,--,0.00 --,--,B5TFT25 ,"MCKESSON CORP",0.01,2285607,3/1/2021, 6.54, 4.75, 2.70,2.70,Industrial,114.28,2000000,--,100.00 --,--,B662N13 ,"ENSCO PLC",0.01,2282118,3/15/2016, 2.69, 3.25, 1.03,1.03,Industrial,106.15,2150000,--,0.00 --,--,B7V7HB8 ,"AMERICAN INTERNATIONAL GROUP INC",0.01,2276815,6/1/2022, 7.27, 4.88, 3.11,3.11,Financial Institutions,113.84,2000000,--,0.00 --,--,B92N2M5 ,"URUGUAY ORIENTAL REPUBLIC OF (GOV",0.01,2268000,11/20/2045, 17.37, 4.12, 4.45,4.45,Sovereign,94.50,2400000,--,0.00 --,--,B4PWXV0 ,"PROLOGIS LP",0.01,2264798,8/15/2014, 0.00, 7.62, 0.00,0.00,Financial Institutions,107.85,2100000,--,0.00 --,--,B833XK2 ,"EBAY INC.",0.01,2264047,7/15/2022, 8.01, 2.60, 2.80,2.80,Industrial,98.44,2300000,--,100.00 --,--,--,"CHARLES SCHWAB CORP",0.01,2259009,12/4/2015, 2.50, 0.85, 0.69,0.69,Financial Institutions,100.40,2250000,--,0.00 --,--,B57GT08 ,"SOUTHERN PERU COPPER CORP",0.01,2256005,4/16/2040, 13.07, 6.75, 5.80,5.80,Industrial,112.80,2000000,--,100.00 --,--,--,"FNMA 20YR",0.01,2252928,5/1/2033, 6.28, 3.00, 2.29,2.29,--,104.33,2159506,--,0.00 --,--,B42HW33 ,"LOS ANGELES CALIF WTR PWR REV",0.01,2251808,7/1/2045, 15.75, 6.57, 4.24,4.24,Local Authorities,140.74,1600000,--,100.00 --,--,B1TWZV9 ,"MACYS INC",0.01,2251178,3/15/2037, 13.01, 6.38, 5.03,5.03,Industrial,118.48,1900000,--,100.00 --,--,--,"FNMA 30YR",0.01,2250034,5/1/2041, 5.15, 5.00, 3.11,3.11,MBS Passthrough,109.52,2054391,--,0.00 --,--,--,"FGOLD 30YR",0.01,2249544,9/1/2039, 3.08, 4.50, 2.26,2.26,MBS Passthrough,106.38,2114657,--,0.00 --,--,B8WR0Y8 ,"TEVA PHARMACEUTICAL FINANCE IV LLC",0.01,2249342,3/18/2020, 6.27, 2.25, 2.25,2.25,Industrial,99.97,2250000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.01,2247957,3/1/2039, 2.92, 4.50, 2.13,2.13,MBS Passthrough,106.38,2113165,--,0.00 --,--,B7FBF67 ,"PPL ENERGY SUPPLY LLC",0.01,2235071,12/15/2021, 6.97, 4.60, 3.72,3.72,Utility,106.43,2100000,--,100.00 --,--,--,"PORT AUTH N Y & N J",0.01,2231020,10/1/2051, 18.11, 4.93, 4.31,4.31,Local Authorities,111.55,2000000,--,0.00 --,--,B4THY29 ,"NOBLE HOLDING INTERNATIONAL LTD",0.01,2224310,8/1/2020, 6.04, 4.90, 3.15,3.15,Industrial,111.22,2000000,--,100.00 --,--,B68QYC1 ,"NEVADA POWER CO",0.01,2223658,5/15/2041, 15.49, 5.45, 4.21,4.21,Utility,120.20,1850000,--,100.00 --,--,B3XBBX0 ,"CORPORACION ANDINA DE FOMENTO SA (",0.01,2219990,1/15/2016, 2.50, 3.75, 1.54,1.54,Supranational,105.71,2100000,--,0.00 --,--,B6XB078 ,"KONINKLIJKE PHILIPS ELECTRONICS NV",0.01,2214500,3/15/2042, 15.75, 5.00, 4.34,4.34,Industrial,110.72,2000000,--,0.00 --,--,--,"GNMA 30YR",0.01,2211398,9/15/2042, 3.71, 3.50, 1.41,1.41,MBS Passthrough,107.62,2054725,--,0.00 --,--,B3V7GH9 ,"POTASH CORP OF SASKATCHEWAN INC",0.01,2208578,12/1/2017, 4.17, 3.25, 1.48,1.48,Industrial,107.74,2050000,--,0.00 --,--,B457NG0 ,"TELEFONICA EMISIONES SAU",0.01,2207330,2/16/2016, 2.57, 3.99, 2.06,2.06,Industrial,105.11,2100000,--,0.00 --,--,B4VX5V1 ,"MAGELLAN MIDSTREAM PARTNERS LP",0.01,2203049,2/1/2021, 6.54, 4.25, 2.78,2.78,Utility,110.15,2000000,--,100.00 --,--,B8XDMC7 ,"BOARDWALK PIPELINES LP",0.01,2197041,2/1/2023, 8.11, 3.38, 3.57,3.57,Utility,97.65,2250000,--,100.00 --,--,B84G504 ,"STARWOOD HOTELS & RESORTS WORLDWID",0.01,2196262,2/15/2023, 8.24, 3.12, 3.35,3.35,Industrial,97.61,2250000,--,100.00 --,--,B3KV7R9 ,"TRANSCANADA PIPELINES",0.01,2194946,1/15/2039, 13.25, 7.62, 4.66,4.66,Utility,144.03,1524000,--,100.00 --,--,2888259 ,"TENNESSEE GAS PIPELINE CO",0.01,2193782,4/1/2017, 3.34, 7.50, 1.63,1.63,Utility,121.88,1800000,--,0.00 --,--,B66FLK7 ,"CAMPBELL SOUP CO",0.01,2190098,4/15/2021, 6.73, 4.25, 2.90,2.90,Industrial,109.50,2000000,--,0.00 --,--,B83D960 ,"TECK RESOURCES LTD",0.01,2186874,2/1/2018, 4.38, 2.50, 2.17,2.17,Industrial,101.48,2155000,--,0.00 --,--,B3YGDB6 ,"MCDONALDS CORPORATION",0.01,2185688,5/20/2021, 6.98, 3.62, 2.35,2.35,Industrial,109.28,2000000,--,0.00 --,--,B55DG00 ,"PSEG POWER LLC",0.01,2183748,9/15/2021, 7.00, 4.15, 3.25,3.25,Utility,106.52,2050000,--,100.00 --,--,B3B3L49 ,"COVIDIEN INTERNATIONAL FINANCE SA",0.01,2170388,10/15/2017, 3.93, 6.00, 1.55,1.55,Industrial,118.86,1826000,--,100.00 --,--,B7V0D42 ,"LINCOLN NATIONAL CORP",0.01,2169328,3/15/2022, 7.36, 4.20, 3.10,3.10,Financial Institutions,108.47,2000000,--,0.00 --,--,B5V6LS6 ,"HEWLETT-PACKARD COMPANY",0.01,2169254,9/15/2041, 13.46, 6.00, 5.93,5.93,Industrial,100.90,2150000,--,0.00 --,--,B8Y96M2 ,"KRAFT FOODS GROUP INC",0.01,2166750,6/4/2042, 15.46, 5.00, 4.48,4.48,Industrial,108.34,2000000,--,0.00 --,--,B98Z032 ,"EXPRESS SCRIPTS HOLDING CO",0.01,2163402,11/15/2021, 7.08, 4.75, 2.90,2.90,Industrial,113.86,1900000,--,0.00 --,--,B8DKZK7 ,"FEDEX CORP",0.01,2161114,8/1/2022, 8.04, 2.62, 2.84,2.84,Industrial,98.23,2200000,--,0.00 --,--,--,"ACE INA HOLDINGS INC",0.01,2156468,3/13/2043, 16.99, 4.15, 4.06,4.06,Financial Institutions,101.48,2125000,--,0.00 --,--,B675D44 ,"EUROPEAN INVESTMENT BANK",0.01,2156330,9/15/2020, 6.59, 2.88, 1.73,1.73,Supranational,107.82,2000000,--,0.00 --,--,B702G51 ,"THOMSON REUTERS CORPORATION",0.01,2151528,9/30/2021, 7.11, 3.95, 2.92,2.92,Industrial,107.58,2000000,--,100.00 --,--,--,"FGOLD 15YR",0.01,2148120,11/1/2027, 4.19, 3.00, 1.51,1.51,MBS Passthrough,105.96,2027370,--,0.00 --,--,B7FNM06 ,"BAXTER INTERNATIONAL INC",0.01,2146559,1/15/2017, 3.50, 1.85, 1.23,1.23,Industrial,102.22,2100000,--,0.00 --,--,B3TZXC9 ,"LOWES COMPANIES INC",0.01,2145003,4/15/2021, 6.83, 3.75, 2.72,2.72,Industrial,107.25,2000000,--,100.00 --,--,B6W1ZC9 ,"MARATHON PETROLEUM CORP",0.01,2138760,3/1/2041, 14.19, 6.50, 4.81,4.81,Industrial,125.81,1700000,--,100.00 --,--,B8487Y8 ,"AMGEN INC.",0.01,2135910,5/15/2022, 7.69, 3.62, 2.77,2.77,Industrial,106.80,2000000,--,100.00 --,--,B284HS4 ,"THOMSON REUTERS CORP",0.01,2133514,10/1/2014, 1.32, 5.70, 0.76,0.76,Industrial,106.68,2000000,--,100.00 --,--,B5T1Z14 ,"NORTHROP GRUMMAN COR",0.01,2131651,3/15/2021, 6.81, 3.50, 2.57,2.57,Industrial,106.58,2000000,--,100.00 --,--,B7PDB65 ,"KONINKLIJKE PHILIPS ELECTRONICS NV",0.01,2130582,3/15/2022, 7.48, 3.75, 2.91,2.91,Industrial,106.53,2000000,--,0.00 --,--,B6SSDS6 ,"PRUDENTIAL FINANCIAL INC",0.01,2130197,11/16/2041, 15.02, 5.80, 4.63,4.63,Financial Institutions,118.34,1800000,--,0.00 --,--,B7KC0S2 ,"WYNDHAM WORLDWIDE CORP",0.01,2128026,3/1/2022, 7.25, 4.25, 3.74,3.74,Industrial,103.81,2050000,--,100.00 --,--,B3SCBZ0 ,"CVS CAREMARK CORP",0.01,2127598,5/18/2020, 6.03, 4.75, 2.41,2.41,Industrial,115.01,1850000,--,100.00 --,--,B4ZNW72 ,"NATIONAL RURAL UTILITIES COOP FINA",0.01,2115903,2/2/2015, 1.68, 1.00, 0.56,0.56,Utility,100.76,2100000,--,0.00 --,--,B3PPNY5 ,"ANHEUSER-BUSCH INBEV WORLDWIDE INC",0.01,2115286,2/15/2016, 2.62, 2.88, 0.74,0.74,Industrial,105.76,2000000,--,0.00 --,--,B66QK14 ,"FRANCE TELECOM",0.01,2105263,7/8/2014, 1.09, 4.38, 0.89,0.89,Industrial,103.91,2026000,--,100.00 --,--,B3YXZX3 ,"ALCOA INC",0.01,2104208,4/15/2021, 6.40, 5.40, 4.61,4.61,Industrial,105.21,2000000,--,100.00 --,--,B6Q5RZ4 ,"VALE OVERSEAS LIMITED",0.01,2103381,1/11/2022, 7.06, 4.38, 4.02,4.02,Industrial,102.60,2050000,--,0.00 --,--,B4TPPR5 ,"CREDIT SUISSE (NEW YORK BRANCH)",0.01,2100835,3/23/2015, 1.78, 3.50, 0.74,0.74,Financial Institutions,105.04,2000000,--,0.00 --,--,B4NN7V3 ,"HARRIS CORPORATION",0.01,2100004,12/15/2020, 6.35, 4.40, 3.25,3.25,Industrial,107.69,1950000,--,0.00 --,--,B3TV521 ,"BANK OF NEW YORK MELLON CORP/THE",0.01,2096112,1/17/2017, 3.48, 2.40, 1.06,1.06,Financial Institutions,104.81,2000000,--,0.00 --,--,B3ZJ8P3 ,"AMGEN INC.",0.01,2094761,11/15/2016, 3.34, 2.50, 1.11,1.11,Industrial,104.74,2000000,--,100.00 --,--,B6TVH82 ,"NORFOLK SOUTHERN CORP",0.01,2091006,12/1/2021, 7.34, 3.25, 2.65,2.65,Industrial,104.55,2000000,--,100.00 --,--,B6X9VM4 ,"JOHNSON CONTROLS INC.",0.01,2090107,12/1/2016, 3.34, 2.60, 1.29,1.29,Industrial,104.51,2000000,--,0.00 --,--,B51RYC4 ,"BRITISH COLUMBIA PROVINCE OF",0.01,2084300,9/22/2021, 7.45, 2.65, 2.10,2.10,Local Authorities,104.22,2000000,--,0.00 --,--,B23Y8Q4 ,"TREASURY BOND",0.01,2083308,5/15/2037, 15.45, 5.00, 2.92,2.92,Treasuries,135.63,1536000,--,0.00 --,--,--,"FNMA 15YR TBA(REG B)",0.01,2077713,6/18/2013, 3.33, 3.50, 1.71,1.71,MBS Passthrough,105.84,1963000,--,0.00 --,--,B53B316 ,"PEPSICO INC",0.01,2074969,8/25/2021, 7.26, 3.00, 2.50,2.50,Industrial,103.75,2000000,--,0.00 --,--,B8HN8P8 ,"WESTERN GAS PARTNERS LP",0.01,2074896,7/1/2022, 7.51, 4.00, 3.52,3.52,Utility,103.74,2000000,--,100.00 --,--,B58V861 ,"CATERPILLAR FINANCIAL SERVICES COR",0.01,2071650,8/1/2016, 3.08, 2.05, 0.91,0.91,Industrial,103.58,2000000,--,0.00 --,--,B3MTQX0 ,"JOHNSON CONTROLS INC.",0.01,2071164,3/1/2021, 6.60, 4.25, 2.95,2.95,Industrial,109.01,1900000,--,0.00 --,--,B7C3N06 ,"KROGER CO",0.01,2069091,4/15/2022, 7.64, 3.40, 2.96,2.96,Industrial,103.45,2000000,--,100.00 --,--,--,"FNMA 15YR",0.01,2060690,2/1/2025, 2.65, 4.50, 1.76,1.76,MBS Passthrough,106.99,1926049,--,0.00 --,--,B64Y678 ,"SARA LEE CORPORATION",0.01,2054766,9/15/2015, 2.23, 2.75, 1.55,1.55,Industrial,102.74,2000000,--,100.00 --,--,B75MXB1 ,"NIKE INC",0.01,2053179,5/1/2023, 8.83, 2.25, 2.50,2.50,Industrial,97.77,2100000,--,100.00 --,--,7310155 ,"FRANCE TELECOM",0.01,2052208,3/1/2031, 10.54, 8.50, 4.63,4.63,Industrial,146.59,1400000,--,0.00 --,--,--,"FGOLD 15YR",0.01,2037588,9/1/2027, 3.17, 3.00, 1.02,1.02,MBS Passthrough,105.96,1923052,--,0.00 --,--,B5NNJ47 ,"BHP BILLITON FINANCE (USA) LTD",0.01,2034280,2/24/2042, 16.70, 4.12, 4.02,4.02,Industrial,101.71,2000000,--,0.00 --,--,B86SW07 ,"CELGENE CORPORATION",0.01,2032777,8/15/2022, 7.88, 3.25, 3.05,3.05,Industrial,101.64,2000000,--,0.00 --,--,B75LD96 ,"FLORIDA POWER & LIGHT CO",0.01,2030534,2/1/2042, 16.62, 4.12, 4.03,4.03,Utility,101.53,2000000,--,100.00 --,--,B44X4Q6 ,"ENBRIDGE ENERGY PARTNERS LP",0.01,2025098,9/15/2021, 6.99, 4.20, 3.29,3.29,Utility,106.58,1900000,--,100.00 --,--,B9CHSW9 ,"NATIONAL FUEL GAS CO",0.01,2023210,3/1/2023, 8.08, 3.75, 3.59,3.59,Utility,101.16,2000000,--,100.00 --,--,B9M2233 ,"ASSURANT INC",0.01,2021886,3/15/2023, 8.01, 4.00, 3.88,3.88,Financial Institutions,101.09,2000000,--,0.00 --,--,B76GQ13 ,"TOYOTA MOTOR CREDIT CORP",0.01,2021875,11/17/2014, 1.48, 1.25, 0.51,0.51,Industrial,101.09,2000000,--,0.00 --,--,B84LGT5 ,"DUKE ENERGY CORP",0.01,2021247,8/15/2022, 7.94, 3.05, 2.92,2.92,Utility,101.06,2000000,--,100.00 --,--,--,"FGOLD 15YR",0.01,2020444,4/1/2027, 3.87, 3.00, 1.35,1.35,MBS Passthrough,106.08,1904625,--,0.00 --,--,B4R13W6 ,"SAN DIEGO GAS AND ELECTRIC CO",0.01,2019307,11/15/2041, 17.06, 3.95, 3.89,3.89,Utility,100.97,2000000,--,0.00 --,--,B6ZJZX1 ,"BARRICK GOLD CORPORATION",0.01,2016231,5/30/2014, 1.01, 1.75, 0.95,0.95,Industrial,100.81,2000000,--,0.00 --,--,B9BPSW4 ,"MORGAN STANLEY",0.01,2013527,2/25/2016, 2.68, 1.75, 1.50,1.50,Financial Institutions,100.68,2000000,--,0.00 --,--,B761KW7 ,"DISCOVER BANK",0.01,2012970,2/21/2018, 4.49, 2.00, 1.86,1.86,Financial Institutions,100.65,2000000,--,0.00 --,--,B2Q14J7 ,"MCDONALDS CORP",0.01,2009159,3/1/2018, 4.25, 5.35, 1.43,1.43,Industrial,118.05,1702000,--,100.00 --,--,B9D69T9 ,"AMERICAN EXPRESS COMPANY",0.01,2007070,5/22/2018, 4.80, 1.55, 1.48,1.48,--,100.35,2000000,--,0.00 --,--,B93LWW8 ,"INTEL CORPORATION",0.01,2006501,12/15/2017, 4.39, 1.35, 1.27,1.27,Industrial,100.33,2000000,--,0.00 --,--,B903VP3 ,"MANITOBA PROVINCE OF",0.01,1999057,6/1/2018, 4.85, 1.12, 1.21,1.21,Local Authorities,99.95,2000000,--,0.00 --,--,B8BPMB4 ,"BERKSHIRE HATHAWAY FINANCE CORP",0.01,1998820,5/15/2042, 16.27, 4.40, 4.40,4.40,Financial Institutions,99.94,2000000,--,0.00 --,--,B8C3HR8 ,"BANK OF AMERICA CORP",0.01,1998004,1/11/2016, 2.58, 1.25, 1.29,1.29,Financial Institutions,99.90,2000000,--,0.00 --,--,B94N115 ,"STRYKER CORP",0.01,1994703,4/1/2018, 4.69, 1.30, 1.35,1.35,Industrial,99.74,2000000,--,0.00 --,--,B9L9TJ0 ,"SANOFI SA",0.01,1991850,4/10/2018, 4.72, 1.25, 1.34,1.34,Industrial,99.59,2000000,--,0.00 --,--,B6VMZ67 ,"PHILIP MORRIS INTERNATIONAL INC",0.01,1990760,11/15/2041, 16.15, 4.38, 4.40,4.40,Industrial,99.54,2000000,--,0.00 --,--,B76VWQ5 ,"NORDSTROM INC",0.01,1986879,10/15/2021, 7.17, 4.00, 2.62,2.62,Industrial,110.38,1800000,--,100.00 --,--,B8S08X6 ,"DOW CHEMICAL COMPANY (THE)",0.01,1984546,11/15/2022, 8.19, 3.00, 3.10,3.10,Industrial,99.23,2000000,--,100.00 --,--,B8FXQJ0 ,"PEPSICO INC",0.01,1980527,3/1/2023, 8.46, 2.75, 2.86,2.86,Industrial,99.03,2000000,--,0.00 --,--,B8GMCL0 ,"TOYOTA MOTOR CREDIT CORP",0.01,1979834,1/10/2023, 8.37, 2.62, 2.74,2.74,Industrial,98.99,2000000,--,0.00 --,--,B86K6S9 ,"NJ ST EDA PENSION",0.01,1977480,2/15/2029, 10.00, 7.43, 4.57,4.57,Local Authorities,131.83,1500000,--,0.00 --,--,B8J2Y88 ,"CONNECTICUT LIGHT AND POWER COMPAN",0.01,1977162,1/15/2023, 8.44, 2.50, 2.64,2.64,Utility,98.86,2000000,--,100.00 --,--,B64WP53 ,"ANGLOGOLD ASHANTI HOLDINGS PLC",0.01,1975323,4/15/2020, 5.72, 5.38, 4.70,4.70,Industrial,103.96,1900000,--,100.00 --,--,B8G30S6 ,"FIDELITY NATIONAL FINANCIAL INC",0.01,1974103,9/1/2022, 7.30, 5.50, 3.85,3.85,Financial Institutions,112.81,1750000,--,0.00 --,--,B8BF4P2 ,"VODAFONE GROUP PLC",0.01,1972462,2/19/2023, 8.34, 2.95, 3.11,3.11,Industrial,98.62,2000000,--,0.00 --,--,--,"AMB PROPERTY LP",0.01,1971933,8/15/2017, 3.84, 4.50, 2.13,2.13,Financial Institutions,109.55,1800000,--,100.00 --,--,B8KP3B2 ,"MARATHON OIL CORP",0.01,1968173,11/1/2022, 8.22, 2.80, 3.00,3.00,Industrial,98.41,2000000,--,100.00 --,--,B4TVFD9 ,"ARCHER-DANIELS-MIDLAND CO",0.01,1967661,3/1/2021, 6.58, 4.48, 2.70,2.70,Industrial,112.44,1750000,--,0.00 --,--,B8FPT86 ,"NOVARTIS CAPITAL CORP",0.01,1966261,9/21/2022, 8.27, 2.40, 2.60,2.60,Industrial,98.31,2000000,--,0.00 --,--,B57L765 ,"NEW JERSEY ST TRANSN TR FD AUTH",0.01,1965755,12/15/2028, 10.50, 5.75, 4.14,4.14,Local Authorities,118.42,1660000,--,0.00 --,--,B8VGK80 ,"HUMANA INC.",0.01,1965630,12/1/2042, 15.54, 4.62, 4.74,4.74,Financial Institutions,98.28,2000000,--,100.00 --,--,B86N2X5 ,"REPUBLIC SERVICES INC",0.01,1964012,6/1/2022, 7.59, 3.55, 3.11,3.11,Industrial,103.48,1898000,--,100.00 --,--,--,"FNMA 20YR",0.01,1958026,6/1/2028, 2.94, 5.00, 2.16,2.16,MBS Passthrough,108.09,1811549,--,0.00 --,--,B9NCYR0 ,"CNOOC FINANCE (2013) LTD",0.01,1949580,5/9/2023, 8.52, 3.00, 3.30,3.30,Industrial,97.48,2000000,--,0.00 --,--,B2RJJ84 ,"HARSCO CORPORATION",0.01,1948863,5/15/2018, 4.34, 5.75, 3.91,3.91,Industrial,108.27,1800000,--,100.00 --,--,2627742 ,"PITNEY BOWES INC",0.01,1945498,5/15/2018, 4.42, 4.75, 3.77,3.77,Industrial,104.43,1863000,--,100.00 --,--,B96LJ13 ,"ISRAEL (STATE OF)",0.01,1940000,1/30/2043, 15.85, 4.50, 4.69,4.69,Sovereign,97.00,2000000,--,0.00 --,--,B1HLYY4 ,"BRISTOL-MYERS SQUIBB CO",0.01,1927099,11/15/2036, 13.86, 5.88, 4.18,4.18,Industrial,125.14,1540000,--,100.00 --,--,B469F36 ,"BARRICK NORTH AMERICA FINANCE LLC",0.01,1926332,5/30/2021, 6.58, 4.40, 4.20,4.20,Industrial,101.39,1900000,--,0.00 --,--,B5VWBP1 ,"ABBOTT LABORATORIES",0.01,1924059,5/27/2020, 6.05, 4.12, 2.10,2.10,Industrial,113.18,1700000,--,100.00 --,--,B968SP1 ,"AMERICAN EXPRESS CO",0.01,1922116,12/3/2042, 16.54, 4.05, 4.28,4.28,Financial Institutions,96.11,2000000,--,0.00 --,--,--,"MARYLAND ST TRANSN AUTH TRANSN",0.01,1921410,7/1/2043, 15.57, 5.89, 4.23,4.23,Local Authorities,128.09,1500000,--,0.00 --,--,--,"FNMA 30YR",0.01,1908039,7/1/2035, 3.40, 5.00, 2.37,2.37,MBS Passthrough,108.66,1755920,--,0.00 --,--,B546ZL4 ,"RIO TINTO FINANCE (USA) LIMITED",0.01,1904954,9/20/2021, 7.12, 3.75, 2.95,2.95,Industrial,105.83,1800000,--,0.00 --,--,B96TSX2 ,"SOUTHWESTERN ENERGY COMPANY",0.01,1904639,3/15/2022, 7.36, 4.10, 3.33,3.33,Industrial,105.81,1800000,--,100.00 --,--,B68RJH4 ,"FRANCE TELECOM",0.01,1902467,7/8/2019, 5.23, 5.38, 2.38,2.38,Industrial,117.00,1626000,--,100.00 --,--,B8SC2V8 ,"WHIRLPOOL CORPORATION",0.01,1896586,3/1/2023, 8.11, 3.70, 3.39,3.39,Industrial,102.52,1850000,--,0.00 --,--,B6SRRZ8 ,"INTEL CORPORATION",0.01,1893791,10/1/2041, 15.65, 4.80, 4.47,4.47,Industrial,105.21,1800000,--,0.00 --,--,B7136Y2 ,"PRAXAIR INC",0.01,1885969,2/15/2022, 7.76, 2.45, 2.54,2.54,Industrial,99.26,1900000,--,100.00 --,--,B3TQTJ1 ,"ORIX CORPORATION",0.01,1884324,1/12/2016, 2.45, 5.00, 2.00,2.00,Financial Institutions,107.68,1750000,--,0.00 --,--,--,"NEW YORK ST DORM AUTH ST PERS INCO",0.01,1883730,3/15/2040, 15.12, 5.60, 4.03,4.03,Local Authorities,125.58,1500000,--,0.00 --,--,--,"FNMA 30YR",0.01,1882331,8/1/2034, 3.86, 6.00, 2.81,2.81,MBS Passthrough,112.04,1679991,--,0.00 --,--,B2R0JK9 ,"CONNECTICUT ST",0.01,1881645,3/15/2032, 12.13, 5.85, 3.92,3.92,Local Authorities,125.44,1500000,--,0.00 --,--,B4PV492 ,"XEROX CORPORATION",0.01,1877904,5/15/2021, 6.72, 4.50, 3.45,3.45,Industrial,107.31,1750000,--,0.00 --,--,B7XK7B5 ,"MONSANTO CO",0.01,1874911,7/15/2042, 17.32, 3.60, 3.96,3.96,Industrial,93.75,2000000,--,100.00 --,--,--,"OKLAHOMA GAS AND ELECTRIC CO",0.01,1874207,5/15/2041, 15.62, 5.25, 4.20,4.20,Utility,117.14,1600000,--,100.00 --,--,B40HLL6 ,"CATERPILLAR INC",0.01,1872564,5/27/2021, 6.82, 3.90, 2.50,2.50,Industrial,110.15,1700000,--,0.00 --,--,B86L4B1 ,"ANHEUSER-BUSCH INBEV WORLDWIDE INC",0.01,1864228,7/15/2042, 16.94, 3.75, 4.15,4.15,Industrial,93.21,2000000,--,0.00 --,--,B639WZ4 ,"BP CAPITAL MARKETS PLC",0.01,1855448,3/10/2015, 1.74, 3.88, 0.68,0.68,Industrial,105.72,1755000,--,0.00 --,--,B7VN5M3 ,"SVENSKA HANDELSBANKEN AB",0.01,1850444,4/4/2017, 3.66, 2.88, 1.35,1.35,Financial Institutions,105.74,1750000,--,0.00 --,--,B658FL6 ,"WHIRLPOOL CORP",0.01,1849018,6/15/2021, 6.63, 4.85, 3.15,3.15,Industrial,112.06,1650000,--,0.00 --,--,B948ZW9 ,"HYATT HOTELS CORP",0.01,1842303,7/15/2023, 8.57, 3.38, 3.39,3.39,Industrial,99.32,1855000,--,100.00 --,--,B3YNJT7 ,"EOG RESOURCES INC",0.01,1837965,2/1/2021, 6.59, 4.10, 2.47,2.47,Industrial,111.39,1650000,--,100.00 --,--,B5WJMV4 ,"PPG INDUSTRIES INC.",0.01,1829912,11/15/2020, 6.58, 3.60, 2.48,2.48,Industrial,107.64,1700000,--,100.00 --,--,B6VR034 ,"JP MORGAN & COMPANY INC",0.01,1829752,3/20/2015, 1.79, 1.88, 0.96,0.96,Financial Institutions,101.65,1800000,--,0.00 --,--,B99BHZ0 ,"AVNET INC",0.01,1828695,12/1/2022, 7.45, 4.88, 4.29,4.29,Industrial,104.50,1750000,--,0.00 --,--,B7154K0 ,"ECOLAB INC.",0.01,1824582,12/8/2041, 15.12, 5.50, 4.40,4.40,Industrial,117.71,1550000,--,0.00 --,--,B90JPJ3 ,"KINDER MORGAN ENERGY PARTNERS LP",0.01,1822104,9/1/2023, 8.52, 3.50, 3.35,3.35,Utility,101.23,1800000,--,100.00 --,--,B5MYY57 ,"CAPITAL ONE FINANCIAL CORP",0.01,1820251,7/15/2021, 6.75, 4.75, 2.85,2.85,Financial Institutions,113.77,1600000,--,0.00 --,--,B531NH2 ,"GOOGLE INC",0.01,1817094,5/19/2014, 0.99, 1.25, 0.30,0.30,Industrial,100.95,1800000,--,0.00 --,--,B3FJMK6 ,"PHILIP MORRIS INTERNATIONAL INC",0.01,1816561,3/17/2014, 0.80, 6.88, 0.41,0.41,Industrial,105.31,1725000,--,0.00 --,--,--,"MASSACHUSETTS ST TRANSN FD REV",0.01,1810354,6/1/2040, 14.99, 5.73, 3.96,3.96,Local Authorities,129.31,1400000,--,0.00 --,--,B19GRL5 ,"COLOMBIA (REPUBLIC OF)",0.01,1807500,1/27/2017, 3.24, 7.38, 1.62,1.62,Sovereign,120.50,1500000,--,0.00 --,--,B1Z4C96 ,"PROGRESSIVE CORPORATION (THE)",0.01,1805625,6/15/2067, 12.25, 6.70, 5.74,5.74,Financial Institutions,112.50,1605000,--,0.00 --,--,B953KP1 ,"PHILLIPS 66",0.01,1799597,5/1/2017, 3.73, 2.95, 1.42,1.42,Industrial,105.86,1700000,--,0.00 --,--,B6ZNP44 ,"RYDER SYSTEM INC",0.01,1793226,3/1/2018, 4.47, 2.50, 1.96,1.96,Industrial,102.47,1750000,--,100.00 --,--,B92PSY5 ,"COMCAST CORP",0.01,1789011,1/15/2033, 13.13, 4.25, 4.08,4.08,Industrial,102.23,1750000,--,0.00 --,--,B6ZWB98 ,"INTERNATIONAL PAPER CO",0.01,1787453,11/15/2041, 14.79, 6.00, 4.76,4.76,Industrial,119.16,1500000,--,100.00 --,--,B7KZQ05 ,"HEALTH CARE REIT INC",0.01,1786160,4/1/2019, 5.23, 4.12, 2.01,2.01,Financial Institutions,111.64,1600000,--,100.00 --,--,B67QK57 ,"PEPSICO INC",0.01,1785148,5/10/2016, 2.87, 2.50, 0.79,0.79,Industrial,105.01,1700000,--,0.00 --,--,B5TFVQ3 ,"HALLIBURTON COMPANY",0.01,1784182,11/15/2041, 16.47, 4.50, 4.02,4.02,Industrial,108.13,1650000,--,100.00 --,--,B73RXY1 ,"DUKE REALTY LP",0.01,1781128,10/15/2022, 7.81, 3.88, 3.65,3.65,Financial Institutions,101.78,1750000,--,100.00 --,--,B71D2M2 ,"BHP BILLITON FINANCE (USA) LTD",0.01,1778541,2/24/2022, 7.66, 2.88, 2.66,2.66,Industrial,101.63,1750000,--,0.00 --,--,B5NP244 ,"SANOFI-AVENTIS SA",0.01,1775586,3/29/2021, 6.76, 4.00, 2.46,2.46,Industrial,110.97,1600000,--,0.00 --,--,B2PWJH4 ,"RPM INTERNATIONAL INC",0.01,1760463,2/15/2018, 4.09, 6.50, 2.58,2.58,Industrial,117.36,1500000,--,100.00 --,--,B89N2C1 ,"BAXTER INTERNATIONAL INC",0.01,1754546,8/15/2022, 8.16, 2.40, 2.75,2.75,Industrial,97.20,1805000,--,0.00 --,--,B39T1S3 ,"SUNCOR ENERGY INC",0.01,1749752,6/1/2018, 4.33, 6.10, 1.80,1.80,Industrial,120.59,1451000,--,100.00 --,--,B0KDZW5 ,"NISOURCE FINANCE CORP",0.01,1745592,9/15/2020, 6.09, 5.45, 2.95,2.95,Utility,116.37,1500000,--,100.00 --,--,B3S4H03 ,"AON CORP",0.01,1740800,5/27/2016, 2.85, 3.12, 1.26,1.26,Financial Institutions,105.50,1650000,--,0.00 --,--,--,"UNIVERSITY TEX UNIV REVS",0.01,1736550,8/15/2046, 17.53, 4.79, 3.94,3.94,Local Authorities,115.77,1500000,--,0.00 --,--,B7LTLZ6 ,"NEWMONT MINING CORP",0.01,1734327,3/15/2022, 7.44, 3.50, 3.99,3.99,Industrial,96.35,1800000,--,100.00 --,--,B950FT1 ,"EQUIFAX INC.",0.01,1729500,12/15/2022, 8.02, 3.30, 3.45,3.45,Industrial,98.83,1750000,--,100.00 --,--,--,"YUM! BRANDS INC",0.01,1726222,9/15/2019, 5.40, 5.30, 2.69,2.69,Industrial,115.08,1500000,--,100.00 --,--,--,"PUBLIC SERVICE ELECTRIC AND GAS CO",0.01,1723971,5/15/2023, 8.82, 2.38, 2.54,2.54,Utility,98.51,1750000,--,100.00 --,--,B522X65 ,"STATOIL ASA",0.01,1722095,8/17/2040, 15.34, 5.10, 4.18,4.18,Agencies,114.81,1500000,--,100.00 --,--,B92RT37 ,"TURLOCK CORPORATION",0.01,1722080,11/2/2022, 8.24, 2.75, 2.95,2.95,Industrial,98.40,1750000,--,0.00 --,--,B4K9930 ,"MICROSOFT CORPORATION",0.01,1714600,10/1/2040, 15.98, 4.50, 4.06,4.06,Industrial,107.16,1600000,--,0.00 --,--,B67T658 ,"BUCKEYE PARTNERS LP",0.01,1714295,2/1/2021, 6.35, 4.88, 3.80,3.80,Utility,107.14,1600000,--,100.00 --,--,B96GFR6 ,"JPMORGAN CHASE & CO",0.01,1711689,1/25/2018, 4.45, 1.80, 1.65,1.65,Financial Institutions,100.69,1700000,--,0.00 --,--,B8889L5 ,"PUBLIC SERVICE COMPANY OF COLORADO",0.01,1710306,9/15/2022, 8.30, 2.25, 2.52,2.52,Utility,97.73,1750000,--,100.00 --,--,B7MGJ30 ,"CENTERPOINT ENERGY HOUSTON ELECTRI",0.01,1707951,8/1/2022, 8.18, 2.25, 2.55,2.55,Utility,97.60,1750000,--,100.00 --,--,B98ZZP9 ,"ATMOS ENERGY CORP",0.01,1707501,1/15/2043, 16.76, 4.15, 4.12,4.12,Utility,100.44,1700000,--,100.00 --,--,B4M9GM6 ,"PROLOGIS LP",0.01,1705815,3/15/2020, 5.55, 6.88, 3.27,3.27,Financial Institutions,121.84,1400000,--,100.00 --,--,B63L7C2 ,"LOS ANGELES CALIF UNI SCH DIST",0.01,1701225,7/1/2034, 12.42, 6.76, 4.17,4.17,Local Authorities,136.10,1250000,--,0.00 --,--,B3ZZ293 ,"UDR INC",0.01,1699102,6/1/2018, 4.47, 4.25, 2.22,2.22,Financial Institutions,109.62,1550000,--,0.00 --,--,B95GJ31 ,"BROWN-FORMAN CORPORATION",0.01,1698781,1/15/2023, 8.53, 2.25, 2.57,2.57,Industrial,97.07,1750000,--,100.00 --,--,B39NZY9 ,"NUCOR CORP",0.01,1690199,6/1/2018, 4.35, 5.85, 1.71,1.71,Industrial,119.87,1410000,--,100.00 --,--,B56T7X7 ,"COLGATE-PALMOLIVE CO",0.01,1688185,11/1/2020, 6.68, 2.95, 2.15,2.15,Industrial,105.51,1600000,--,100.00 --,--,B8ZQX87 ,"BP CAPITAL MARKETS PLC",0.01,1683368,11/6/2022, 8.33, 2.50, 2.96,2.96,Industrial,96.19,1750000,--,0.00 --,--,--,"TREASURY NOTE",0.01,1682111,6/15/2015, 2.06, 0.38, 0.26,0.26,Treasuries,100.24,1678000,--,0.00 --,--,B90QJ25 ,"CVS CAREMARK CORP",0.01,1679653,12/1/2022, 8.21, 2.75, 2.89,2.89,Industrial,98.80,1700000,--,100.00 --,--,B3VT620 ,"DIGITAL REALTY TRUST LP",0.01,1678966,3/15/2021, 6.43, 5.25, 3.49,3.49,Financial Institutions,111.93,1500000,--,100.00 --,--,B8NWQY4 ,"BURLINGTON NORTHERN SANTA FE LLC",0.01,1678115,9/1/2022, 8.00, 3.05, 2.84,2.84,Industrial,101.70,1650000,--,100.00 --,--,B7VSBQ4 ,"ALLEGHANY CORPORATION",0.01,1675021,6/27/2022, 7.29, 4.95, 3.45,3.45,Financial Institutions,111.67,1500000,--,0.00 --,--,B62V961 ,"TORONTO DOMINION BANK",0.01,1674685,7/14/2016, 3.01, 2.50, 0.99,0.99,Financial Institutions,104.67,1600000,--,0.00 --,--,B42GZY2 ,"LORILLARD TOBACCO CO",0.01,1673650,8/21/2017, 4.01, 2.30, 1.95,1.95,Industrial,101.43,1650000,--,0.00 --,--,--,"GNMA 30YR",0.01,1673549,10/15/2042, 5.39, 3.50, 2.07,2.07,MBS Passthrough,107.62,1554982,--,0.00 --,--,B8BXFH5 ,"MARKEL CORPORATION",0.01,1669379,7/1/2022, 7.31, 4.90, 3.45,3.45,Financial Institutions,111.29,1500000,--,0.00 --,--,B6Z1DL1 ,"VIACOM INC",0.01,1668442,12/15/2016, 3.38, 2.50, 1.27,1.27,Industrial,104.28,1600000,--,0.00 --,--,B76M020 ,"KOREA FINANCE CORP",0.01,1667754,11/16/2021, 7.08, 4.62, 3.12,3.12,Agencies,111.18,1500000,--,0.00 --,--,B79F6D9 ,"VIACOM INC",0.01,1662966,2/27/2015, 1.74, 1.25, 0.80,0.80,Industrial,100.79,1650000,--,0.00 --,--,B515T78 ,"BIO-RAD LABORATORIES INC",0.01,1662531,12/15/2020, 6.18, 4.88, 4.27,4.27,Industrial,103.91,1600000,--,0.00 --,--,B7C36N0 ,"UDR INC",0.01,1656709,1/10/2022, 7.08, 4.62, 3.23,3.23,Financial Institutions,110.45,1500000,--,100.00 --,--,--,"PRINCIPAL FINANCIAL GROUP INC",0.01,1652809,5/15/2019, 4.89, 8.88, 2.53,2.53,Financial Institutions,135.03,1224000,--,100.00 --,--,B94MSW2 ,"PHILLIPS 66",0.01,1652544,4/1/2022, 7.39, 4.30, 2.99,2.99,Industrial,110.17,1500000,--,0.00 --,--,B719WP3 ,"NOBLE ENERGY INC",0.01,1649919,12/15/2021, 7.15, 4.15, 2.83,2.83,Industrial,109.99,1500000,--,100.00 --,--,B95NDK7 ,"PENTAIR FINANCE SA",0.01,1643351,12/1/2019, 5.89, 2.65, 2.56,2.56,Industrial,100.51,1635000,--,0.00 --,--,--,"LG&E AND KU ENERGY LLC",0.01,1642427,10/1/2021, 7.01, 4.38, 3.08,3.08,Utility,109.50,1500000,--,100.00 --,--,--,"ARIZONA PUBLIC SERVICE CO",0.01,1639620,9/1/2041, 15.64, 5.05, 4.25,4.25,Utility,113.08,1450000,--,100.00 --,--,B91P0Y0 ,"ROPER INDUSTRIES INC",0.01,1630717,11/15/2022, 8.14, 3.12, 3.20,3.20,Industrial,99.43,1640000,--,100.00 --,--,B1L64J0 ,"FORD MOTOR CREDIT COMPANY LLC",0.01,1630450,12/15/2016, 3.09, 8.00, 1.94,1.94,Industrial,120.77,1350000,--,0.00 --,--,B3NQ0S3 ,"BECTON DICKINSON & CO",0.01,1630374,11/8/2016, 3.36, 1.75, 1.19,1.19,Industrial,101.90,1600000,--,0.00 --,--,B1FGZM6 ,"ANADARKO PETROLEUM CORP",0.01,1630023,9/15/2036, 13.10, 6.45, 4.65,4.65,Industrial,125.39,1300000,--,100.00 --,--,B45B5T9 ,"DOW CHEMICAL COMPANY (THE)",0.01,1629826,2/15/2015, 1.65, 5.90, 0.86,0.86,Industrial,108.66,1500000,--,100.00 --,--,B8P3TR9 ,"QVC INC",0.01,1628369,7/2/2022, 7.20, 5.12, 4.00,4.00,Industrial,108.56,1500000,--,0.00 --,--,B8DTJ02 ,"UNITED TECHNOLOGIES CORP",0.01,1623828,6/1/2015, 1.99, 1.20, 0.47,0.47,Industrial,101.49,1600000,--,0.00 --,--,B80R6T7 ,"AETNA INC",0.01,1620783,5/15/2017, 3.84, 1.75, 1.42,1.42,Financial Institutions,101.30,1600000,--,100.00 --,--,B7RRL54 ,"SIMON PROPERTY GROUP LP",0.01,1608908,3/15/2042, 15.96, 4.75, 4.31,4.31,Financial Institutions,107.26,1500000,--,100.00 --,--,--,"AGL CAPITAL CORPORATION",0.01,1607371,3/15/2041, 14.92, 5.88, 4.39,4.39,Utility,123.64,1300000,--,100.00 --,--,B39RFF2 ,"SUNCOR ENERGY INC.",0.01,1600830,6/1/2039, 13.44, 6.85, 4.78,4.78,Industrial,130.57,1226000,--,100.00 --,--,B84RZ52 ,"NETAPP INC",0.01,1598852,12/15/2017, 4.31, 2.00, 2.01,2.01,Industrial,99.93,1600000,--,0.00 --,--,B42ZRR6 ,"NISOURCE FINANCE CORPORATION",0.01,1597536,2/1/2042, 14.60, 5.80, 4.88,4.88,Utility,114.11,1400000,--,100.00 --,--,B59MXG8 ,"BP CAPITAL MARKETS PLC",0.01,1596188,3/11/2016, 2.68, 3.20, 0.88,0.88,Industrial,106.41,1500000,--,0.00 --,--,--,"NEW YORK N Y",0.01,1595812,3/1/2036, 13.50, 5.97, 4.09,4.09,Local Authorities,127.66,1250000,--,0.00 --,--,B3WSZZ2 ,"NOBLE ENERGY INC",0.01,1580499,3/1/2041, 14.61, 6.00, 4.61,4.61,Industrial,121.58,1300000,--,100.00 --,--,B43ZCM5 ,"PHILIP MORRIS INTERNATIONAL INC",0.01,1576004,5/16/2016, 2.89, 2.50, 0.78,0.78,Industrial,105.07,1500000,--,0.00 --,--,B3KXV17 ,"PROGRESS ENERGY CAROLINAS INC",0.01,1571645,1/15/2019, 4.90, 5.30, 1.82,1.82,Utility,118.61,1325000,--,100.00 --,--,B3N1N12 ,"AIRGAS INC",0.01,1569194,2/15/2020, 6.15, 2.38, 2.43,2.43,Industrial,99.63,1575000,--,100.00 --,--,B6RMDH8 ,"XL GROUP LTD",0.01,1568419,10/1/2021, 6.78, 5.75, 2.95,2.95,Financial Institutions,120.65,1300000,--,0.00 --,--,B4PKDG9 ,"GOOGLE INC",0.01,1568249,5/19/2016, 2.91, 2.12, 0.59,0.59,Industrial,104.55,1500000,--,0.00 --,--,B3SNF40 ,"EOG RESOURCES INC",0.01,1566187,2/1/2016, 2.60, 2.50, 0.84,0.84,Industrial,104.41,1500000,--,100.00 --,--,B92RS85 ,"PLUM CREEK TIMBERLANDS LP",0.01,1565921,3/15/2023, 8.25, 3.25, 3.70,3.70,Industrial,96.36,1625000,--,100.00 --,--,B4MRJP4 ,"FIFTH THIRD BANCORP",0.01,1564213,3/15/2022, 7.53, 3.50, 2.94,2.94,Financial Institutions,104.28,1500000,--,100.00 --,--,B566Z34 ,"WILLIAMS PARTNERS LP",0.01,1563714,11/15/2020, 6.46, 4.12, 2.95,2.95,Utility,107.84,1450000,--,100.00 --,--,B3P4W89 ,"MEDCO HEALTH SOLUTIONS INC.",0.01,1561277,9/15/2015, 2.24, 2.75, 0.96,0.96,Industrial,104.09,1500000,--,100.00 --,--,B7XKPG6 ,"FORD MOTOR CREDIT COMPANY LLC",0.01,1554200,6/12/2017, 3.77, 3.00, 2.07,2.07,Industrial,103.61,1500000,--,0.00 --,--,B8CQS30 ,"COVIDIEN INTERNATIONAL FINANCE SA",0.01,1553169,6/15/2022, 7.75, 3.20, 2.76,2.76,Industrial,103.54,1500000,--,100.00 --,--,B3XWPH5 ,"AIR PRODUCTS AND CHEMICALS INC",0.01,1552871,8/2/2016, 3.08, 2.00, 0.88,0.88,Industrial,103.52,1500000,--,0.00 --,--,B3LDHL8 ,"REINSURANCE GROUP OF AMERICA INC",0.01,1551530,6/1/2021, 6.53, 5.00, 3.45,3.45,Financial Institutions,110.82,1400000,--,0.00 --,--,B7M74Q1 ,"SYMANTEC CORPORATION",0.01,1550037,6/15/2017, 3.80, 2.75, 1.90,1.90,Industrial,103.34,1500000,--,100.00 --,--,B8K0630 ,"CR BARD INC",0.01,1546413,1/15/2018, 4.47, 1.38, 1.36,1.36,Industrial,99.77,1550000,--,0.00 --,--,B7GB7Y8 ,"TARGET CORPORATION",0.01,1544647,1/15/2022, 7.56, 2.90, 2.52,2.52,Industrial,102.98,1500000,--,0.00 --,--,B4YMDN3 ,"GENERAL DYNAMICS CORP",0.01,1539856,7/15/2021, 6.95, 3.88, 2.51,2.51,Industrial,109.99,1400000,--,100.00 --,--,B3Q67V2 ,"FHLMC REFERENCE NOTES",0.01,1538333,9/10/2015, 2.26, 1.75, 0.34,0.34,Agencies,103.24,1490000,--,0.00 --,--,--,"FGOLD 15YR",0.01,1537837,9/1/2027, 3.17, 3.00, 1.02,1.02,MBS Passthrough,105.96,1451393,--,0.00 --,--,B5LNBH6 ,"PPG INDUSTRIES INC.",0.01,1536028,1/15/2016, 2.57, 1.90, 0.98,0.98,Industrial,102.40,1500000,--,100.00 --,--,B7JPWZ3 ,"CORNING INC",0.01,1532345,3/15/2042, 15.63, 4.75, 4.61,4.61,Industrial,102.16,1500000,--,0.00 --,--,B99J185 ,"MATTEL INC",0.01,1531927,3/15/2023, 8.35, 3.15, 3.09,3.09,Industrial,100.45,1525000,--,100.00 --,--,B3WPRR9 ,"NABORS INDUSTRIES INC",0.01,1531139,1/15/2019, 4.47, 9.25, 3.78,3.78,Industrial,127.59,1200000,--,100.00 --,--,B6S63S0 ,"WR BERKLEY CORP",0.01,1526863,3/15/2022, 7.23, 4.62, 3.43,3.43,Financial Institutions,109.06,1400000,--,0.00 --,--,B8S99J6 ,"WESTPAC BANKING CORP",0.01,1519075,1/12/2018, 4.44, 1.60, 1.32,1.32,Financial Institutions,101.27,1500000,--,0.00 --,--,B4WPWT3 ,"CATERPILLAR FINANCIAL SERVICES COR",0.01,1514011,3/26/2015, 1.83, 1.05, 0.54,0.54,Industrial,100.93,1500000,--,0.00 --,--,--,"INDIANA MICHIGAN POWER COMPANY",0.01,1510518,3/15/2023, 8.33, 3.20, 3.12,3.12,Utility,100.70,1500000,--,100.00 --,--,B4VBBG2 ,"DEVON ENERGY CORP",0.01,1508551,7/15/2021, 6.89, 4.00, 2.92,2.92,Industrial,107.75,1400000,--,100.00 --,--,B41RMD4 ,"AMERICAN MUN PWR OHIO INC",0.01,1506167,2/15/2047, 15.54, 5.94, 4.97,4.97,Local Authorities,115.86,1300000,--,0.00 --,--,B7492B6 ,"VALSPAR CORPORATION (THE)",0.01,1505086,1/15/2022, 7.18, 4.20, 3.20,3.20,Industrial,107.51,1400000,--,100.00 --,--,B7JD031 ,"HSBC BANK USA INC",0.01,1502571,1/16/2018, 4.44, 1.62, 1.56,1.56,Financial Institutions,100.17,1500000,--,0.00 --,--,B88P0T1 ,"FISERV INC",0.01,1500621,10/1/2022, 7.89, 3.50, 3.49,3.49,Industrial,100.04,1500000,--,100.00 --,--,--,"DALLAS TX AREA RAPID TRAN",0.01,1499801,12/1/2041, 15.96, 4.92, 3.94,3.94,Local Authorities,116.72,1285000,--,0.00 --,--,B93PQP1 ,"SHERWIN-WILLIAMS COMPANY (THE)",0.01,1499573,12/15/2017, 4.39, 1.35, 1.35,1.35,Industrial,99.97,1500000,--,0.00 --,--,--,"PACCAR FINANCIAL CORP",0.01,1498516,11/16/2015, 2.46, 0.70, 0.74,0.74,Industrial,99.90,1500000,--,0.00 --,--,--,"FNMA 30YR",0.01,1495671,6/1/2041, 5.18, 5.00, 3.02,3.02,MBS Passthrough,110.08,1358758,--,0.00 --,--,B54RN13 ,"VERIZON COMMUNICATIONS INC",0.01,1489127,4/1/2041, 14.55, 6.00, 4.75,4.75,Industrial,119.13,1250000,--,0.00 --,--,B4KMTY0 ,"COLGATE-PALMOLIVE CO",0.01,1488621,5/3/2022, 8.03, 2.30, 2.39,2.39,Industrial,99.24,1500000,--,0.00 --,--,B8XZHY0 ,"AVERY DENNISON CORP",0.01,1488134,4/15/2023, 8.33, 3.35, 3.44,3.44,Industrial,99.21,1500000,--,100.00 --,--,--,"HIGHWOODS REALTY LIMITED PARTNERSH",0.01,1487909,1/15/2023, 7.97, 3.62, 3.69,3.69,Financial Institutions,99.19,1500000,--,100.00 --,--,B83FSP8 ,"CARLISLE CO INC",0.01,1484738,11/15/2022, 7.91, 3.75, 3.80,3.80,Industrial,99.65,1490000,--,100.00 --,--,--,"PORTLAND GENERAL ELECTRIC CO",0.01,1483182,4/15/2019, 5.07, 6.10, 1.86,1.86,Utility,123.60,1200000,--,100.00 --,--,B41WHL2 ,"CALIFORNIA ST",0.01,1482450,4/1/2039, 13.70, 7.55, 4.41,4.41,Local Authorities,148.24,1000000,--,0.00 --,--,4442211 ,"INTL BANK FOR RECONSTRUCTION AND D",0.01,1482081,1/19/2023, 7.33, 7.62, 2.09,2.09,Supranational,148.21,1000000,--,0.00 --,--,B90HQ16 ,"AIRGAS INC",0.01,1479811,11/15/2022, 8.22, 2.90, 3.07,3.07,Industrial,98.65,1500000,--,100.00 --,--,B7NJ2Q2 ,"3M CO",0.01,1476039,6/26/2022, 8.20, 2.00, 2.19,2.19,Industrial,98.40,1500000,--,0.00 --,--,B5B4G74 ,"EBAY INC.",0.01,1474476,10/15/2020, 6.56, 3.25, 2.46,2.46,Industrial,105.32,1400000,--,100.00 --,--,B93LKM4 ,"CONOCOPHILLIPS CO",0.01,1471652,12/15/2022, 8.39, 2.40, 2.62,2.62,Industrial,98.11,1500000,--,100.00 --,--,--,"FLUOR CORPORATION",0.01,1471556,9/15/2021, 7.21, 3.38, 2.68,2.68,Industrial,105.11,1400000,--,0.00 --,--,B87L119 ,"DEERE & CO",0.01,1465875,6/9/2042, 16.84, 3.90, 4.03,4.03,Industrial,97.73,1500000,--,100.00 --,--,B9M8P32 ,"PENTAIR FINANCE SA",0.01,1464997,9/15/2022, 7.95, 3.15, 3.45,3.45,Industrial,97.67,1500000,--,100.00 --,--,B98WGM4 ,"LOEWS CORP",0.01,1461324,5/15/2023, 8.70, 2.62, 2.92,2.92,Financial Institutions,97.42,1500000,--,100.00 --,--,B65HZL3 ,"PFIZER INC.",0.01,1452774,3/15/2039, 13.88, 7.20, 4.28,4.28,Industrial,145.28,1000000,--,100.00 --,--,B44SZ35 ,"DETROIT EDISON CO",0.01,1442000,6/1/2021, 6.84, 3.90, 2.40,2.40,Utility,110.92,1300000,--,100.00 --,--,B8ZQTM3 ,"GENERAL DYNAMICS CORPORATION",0.01,1439649,11/15/2022, 8.45, 2.25, 2.74,2.74,Industrial,95.98,1500000,--,100.00 --,--,B90NR11 ,"WALT DISNEY COMPANY (THE)",0.01,1436588,12/1/2042, 17.28, 3.70, 3.94,3.94,Industrial,95.77,1500000,--,0.00 --,--,B44J1K7 ,"COCA-COLA ENTERPRISES INC",0.01,1430662,9/1/2021, 6.92, 4.50, 2.94,2.94,Industrial,111.42,1284000,--,100.00 --,--,B5338M8 ,"JOHNSON & JOHNSON",0.01,1428344,5/15/2021, 6.99, 3.55, 2.20,2.20,Industrial,109.87,1300000,--,0.00 --,--,B156W36 ,"EMBARQ CORP",0.01,1425684,6/1/2036, 10.62, 7.99, 7.13,7.13,Industrial,109.67,1300000,--,100.00 --,--,B3VT9W1 ,"NEXEN INC",0.01,1424304,7/30/2039, 13.46, 7.50, 4.67,4.67,Agencies,142.43,1000000,--,100.00 --,--,--,"AETNA INC",0.01,1420142,6/1/2021, 6.76, 4.12, 2.83,2.83,Financial Institutions,109.24,1300000,--,100.00 --,--,B9HLNW1 ,"LOEWS CORP",0.01,1416469,5/15/2043, 16.71, 4.12, 4.46,4.46,Financial Institutions,94.43,1500000,--,100.00 --,--,B27ZBZ3 ,"JPMORGAN CHASE BANK NA",0.01,1412729,10/1/2017, 3.88, 6.00, 1.76,1.76,Financial Institutions,117.73,1200000,--,0.00 --,--,B8198L8 ,"JOHN DEERE CAPITAL CORP",0.01,1408858,4/17/2015, 1.89, 0.88, 0.54,0.54,Industrial,100.63,1400000,--,0.00 --,--,2744146 ,"WILLIAMS COS INC",0.01,1406488,3/15/2032, 10.49, 8.75, 5.48,5.48,Utility,138.03,1019000,--,100.00 --,--,--,"AMERICAN MUN PWR OHIO INC REV",0.01,1403880,2/15/2050, 15.54, 6.27, 5.22,5.22,Local Authorities,116.99,1200000,--,0.00 --,--,--,"MCCORMICK & CO INC",0.01,1402158,7/15/2021, 6.92, 3.90, 2.81,2.81,Industrial,107.86,1300000,--,100.00 --,--,B2Q1497 ,"FIFTH THIRD BANCORP",0.01,1401774,3/1/2038, 12.40, 8.25, 5.31,5.31,Financial Institutions,140.18,1000000,--,0.00 --,--,B4MW885 ,"MOLSON COORS BREWING CO",0.01,1401007,5/1/2022, 7.65, 3.50, 3.02,3.02,Industrial,103.78,1350000,--,0.00 --,--,B3Z6PS6 ,"KELLOGG CO",0.01,1399613,5/21/2018, 4.63, 3.25, 1.65,1.65,Industrial,107.66,1300000,--,0.00 --,--,B7FRRL4 ,"JPMORGAN CHASE & CO",0.01,1397752,1/6/2042, 15.28, 5.40, 4.38,4.38,Financial Institutions,116.48,1200000,--,0.00 --,--,B6YBDG7 ,"HJ HEINZ CO",0.01,1391712,3/1/2022, 7.66, 2.85, 2.93,2.93,Industrial,99.41,1400000,--,100.00 --,--,B03GRP8 ,"BB&T CORPORATION",0.01,1386979,11/1/2019, 5.54, 5.25, 2.61,2.61,Financial Institutions,115.58,1200000,--,0.00 --,--,B842BR1 ,"ILLINOIS TOOL WORKS INC",0.01,1383130,9/15/2021, 7.23, 3.38, 2.52,2.52,Industrial,106.39,1300000,--,100.00 --,--,B2QQX95 ,"CONSOLIDATED EDISON COMPANY OF NEW",0.01,1382606,4/1/2038, 13.81, 6.75, 4.24,4.24,Utility,138.26,1000000,--,100.00 --,--,B5VZ138 ,"CIGNA CORPORATION",0.01,1380833,2/15/2042, 15.34, 5.38, 4.44,4.44,Financial Institutions,115.07,1200000,--,100.00 --,--,B91NHP4 ,"NATIONAL OILWELL VARCO INC.",0.01,1379654,12/1/2022, 8.27, 2.60, 2.77,2.77,Industrial,98.55,1400000,--,100.00 --,--,B5W62H1 ,"ARROW ELECTRONICS INC",0.01,1379560,3/1/2021, 6.35, 5.12, 4.19,4.19,Industrial,106.12,1300000,--,100.00 --,--,B5BL4Q0 ,"STATE STREET CORP",0.01,1376596,3/7/2016, 2.68, 2.88, 0.74,0.74,Financial Institutions,105.89,1300000,--,0.00 --,--,B97H103 ,"PRECISION CASTPARTS CORP.",0.01,1374887,1/15/2043, 17.14, 3.90, 3.99,3.99,Industrial,98.21,1400000,--,100.00 --,--,B3X7GB1 ,"NEWS AMERICA INC",0.01,1371694,3/1/2019, 4.86, 6.90, 2.31,2.31,Industrial,124.70,1100000,--,100.00 --,--,--,"TEXAS ST",0.01,1366404,4/1/2033, 13.34, 4.63, 3.64,3.64,Local Authorities,113.87,1200000,--,0.00 --,--,B3PM3X5 ,"SONOCO PRODUCTS COMPANY",0.01,1364642,11/1/2040, 14.54, 5.75, 4.84,4.84,Industrial,113.72,1200000,--,100.00 --,--,B8DRVV1 ,"ADT CORP",0.01,1361934,7/15/2017, 3.92, 2.25, 2.03,2.03,Industrial,100.88,1350000,--,0.00 --,--,B3W1Y54 ,"MARKEL CORPORATION",0.01,1361812,6/1/2021, 6.47, 5.35, 3.42,3.42,Financial Institutions,113.48,1200000,--,0.00 --,--,B4NM3L2 ,"YUM! BRANDS INC.",0.01,1359334,11/1/2021, 7.22, 3.75, 3.13,3.13,Industrial,104.56,1300000,--,100.00 --,--,--,"FNMA 30YR",0.01,1358822,10/1/2037, 3.55, 6.50, 2.83,2.83,MBS Passthrough,112.65,1206192,--,0.00 --,--,B8L7NZ1 ,"TOTAL CAPITAL INTERNATIONAL SA",0.01,1352911,1/25/2016, 2.64, 0.75, 0.67,0.67,Industrial,100.22,1350000,--,0.00 --,--,B5TYM89 ,"GILEAD SCIENCES INC",0.01,1352534,4/1/2021, 6.66, 4.50, 2.69,2.69,Industrial,112.71,1200000,--,100.00 --,--,--,"TUCSON ELECTRIC POWER CO",0.01,1351115,11/15/2021, 6.96, 5.15, 3.43,3.43,Utility,112.59,1200000,--,100.00 --,--,B2NPBR9 ,"COMMONWEALTH EDISON CO",0.01,1348310,1/15/2038, 13.78, 6.45, 4.17,4.17,Utility,134.83,1000000,--,100.00 --,--,B68RKP9 ,"LINCOLN NATIONAL CORPORATION",0.01,1346822,7/1/2019, 4.87, 8.75, 2.58,2.58,Financial Institutions,134.68,1000000,--,100.00 --,--,B6686G7 ,"LINCOLN NATIONAL CORP",0.01,1343775,6/15/2040, 13.73, 7.00, 4.73,4.73,Financial Institutions,134.38,1000000,--,100.00 --,--,B76MDD2 ,"UNITEDHEALTH GROUP INCORPORATED",0.01,1339662,11/15/2041, 15.93, 4.62, 4.44,4.44,Financial Institutions,103.05,1300000,--,100.00 --,--,B44TP27 ,"PUBLIC SERVICE CO OF OKLAHOMA",0.01,1339502,2/1/2021, 6.51, 4.40, 2.72,2.72,Utility,111.63,1200000,--,0.00 --,--,B8Q6HL7 ,"REYNOLDS AMERICAN INC",0.01,1338633,11/1/2022, 8.05, 3.25, 3.36,3.36,Industrial,99.16,1350000,--,0.00 --,--,B4Q37Q5 ,"DUKE ENERGY CAROLINAS LLC",0.01,1334382,6/15/2021, 6.88, 3.90, 2.37,2.37,Utility,111.20,1200000,--,100.00 --,--,--,"UNIVERSITY CALIF REGTS MED CTR",0.01,1322660,5/15/2049, 16.23, 6.58, 4.71,4.71,Local Authorities,132.27,1000000,--,0.00 --,--,B7KK3Q5 ,"RYDER SYSTEM INC",0.01,1321784,3/1/2017, 3.57, 2.50, 2.04,2.04,Industrial,101.68,1300000,--,0.00 --,--,B6WW0L6 ,"HERSHEY COMPANY THE",0.01,1320231,11/1/2016, 3.35, 1.50, 1.04,1.04,Industrial,101.56,1300000,--,0.00 --,--,--,"FNMA 30YR",0.01,1319002,5/1/2034, 3.85, 6.00, 2.79,2.79,MBS Passthrough,112.07,1176944,--,0.00 --,--,B6S9RJ8 ,"COLGATE-PALMOLIVE CO",0.01,1317375,1/15/2017, 3.55, 1.30, 0.93,0.93,Industrial,101.34,1300000,--,0.00 --,--,B7XL6T9 ,"DELHAIZE GROUP SA",0.01,1314647,4/10/2019, 5.20, 4.12, 3.16,3.16,Industrial,105.17,1250000,--,0.00 --,--,B7L77R4 ,"FNMA 30YR",0.01,1312542,12/1/2039, 3.27, 5.00, 1.64,1.64,MBS Passthrough,110.70,1185728,--,0.00 --,--,B39XY20 ,"FLORIDA POWER CORPORATION",0.01,1312144,6/15/2038, 13.74, 6.40, 4.34,4.34,Utility,131.21,1000000,--,100.00 --,--,--,"SAN ANTONIO TEX ELEC & GAS REV",0.01,1310770,2/1/2039, 14.48, 5.99, 4.03,4.03,Local Authorities,131.08,1000000,--,0.00 --,--,--,"METROPOLITAN TRANSN AUTH N Y REV F",0.01,1310740,11/15/2040, 14.32, 6.69, 4.67,4.67,Local Authorities,131.07,1000000,--,0.00 --,--,--,"FGOLD 15YR",0.01,1310304,12/1/2027, 4.21, 3.00, 1.51,1.51,MBS Passthrough,105.96,1236650,--,0.00 --,--,B6VHSX0 ,"FLORIDA POWER CORPORATION",0.01,1309761,8/15/2021, 7.21, 3.10, 2.45,2.45,Utility,104.78,1250000,--,100.00 --,--,--,"ILLINOIS ST",0.01,1308412,1/1/2015, 1.54, 4.42, 1.48,1.48,Local Authorities,104.67,1250000,--,0.00 --,--,B0B7J13 ,"CLOROX CO",0.01,1308195,1/15/2015, 1.57, 5.00, 0.90,0.90,Industrial,106.70,1226000,--,100.00 --,--,B7W2X47 ,"WPP GROUP FINANCE 2010",0.01,1308085,11/21/2021, 7.04, 4.75, 3.52,3.52,Industrial,109.01,1200000,--,0.00 --,--,B3RD9M7 ,"HEWLETT-PACKARD CO",0.01,1307478,6/1/2021, 6.60, 4.30, 4.22,4.22,Industrial,100.58,1300000,--,0.00 --,--,B5W45L0 ,"GENERAL MILLS INC",0.01,1305507,6/15/2040, 14.94, 5.40, 4.23,4.23,Industrial,118.68,1100000,--,100.00 --,--,B7N8YL8 ,"HARTFORD FINANCIAL SERVICES GROUP",0.01,1305375,4/15/2042, 14.63, 6.62, 4.69,4.69,Financial Institutions,130.54,1000000,--,0.00 --,--,--,"INDIANAPOLIS IND LOC PUB IMPT BD B",0.01,1304880,1/15/2040, 14.53, 6.12, 4.20,4.20,Local Authorities,130.49,1000000,--,0.00 --,--,B6WCYQ9 ,"BANK OF NEW YORK MELLON/THE",0.01,1304850,7/28/2016, 3.06, 2.30, 0.90,0.90,Financial Institutions,104.39,1250000,--,0.00 --,--,B3PNJK7 ,"WILLIS GROUP HOLDINGS PLC",0.01,1300757,3/15/2021, 6.33, 5.75, 3.80,3.80,Financial Institutions,113.11,1150000,--,0.00 --,--,B4P0G93 ,"CELGENE CORP",0.01,1300397,10/15/2020, 6.42, 3.95, 2.70,2.70,Industrial,108.37,1200000,--,100.00 --,--,B806649 ,"EXPORT-IMPORT BK KOREA",0.01,1297310,1/21/2014, 0.64, 8.12, 1.14,1.14,Agencies,104.62,1240000,--,0.00 --,--,B7RPD96 ,"MURPHY OIL CORP",0.01,1290234,12/1/2022, 7.82, 3.70, 3.79,3.79,Industrial,99.25,1300000,--,100.00 --,--,--,"FGOLD 15YR",0.01,1288313,6/1/2027, 3.88, 3.00, 1.39,1.39,MBS Passthrough,105.96,1215894,--,0.00 --,--,B953BY7 ,"MOHAWK INDUSTRIES INC",0.01,1285452,2/1/2023, 7.98, 3.85, 3.50,3.50,Industrial,102.84,1250000,--,100.00 --,--,B5SLG78 ,"MARATHON PETROLEUM CORP",0.01,1283837,3/1/2021, 6.47, 5.12, 2.73,2.73,Industrial,116.71,1100000,--,0.00 --,--,B627DW3 ,"ANHEUSER-BUSCH INBEV WORLDWIDE INC",0.01,1283613,1/15/2015, 1.59, 4.12, 0.63,0.63,Industrial,105.73,1214000,--,100.00 --,--,B7XKPM2 ,"KELLOGG CO",0.01,1282614,5/17/2022, 7.81, 3.12, 2.80,2.80,Industrial,102.61,1250000,--,0.00 --,--,B7WCTT4 ,"UNITED PARCEL SERVICE INC",0.01,1279126,10/1/2022, 8.27, 2.45, 2.65,2.65,Industrial,98.39,1300000,--,0.00 --,--,B4THHS6 ,"INTERPUBLIC GROUP COS",0.01,1278396,7/15/2017, 3.28, 10.00, 8.11,8.11,Industrial,106.53,1200000,--,105.00 --,--,B5L63R9 ,"GEORGIA POWER CO",0.01,1277957,6/1/2040, 14.77, 5.40, 4.37,4.37,Utility,116.18,1100000,--,100.00 --,--,B8DQ0C2 ,"KOREA DEVELOPMENT BANK",0.01,1275363,1/22/2018, 4.46, 1.50, 1.93,1.93,Agencies,98.10,1300000,--,0.00 --,--,B4L7KF2 ,"MISSOURI ST HWYS & TRANS COMMN ST",0.01,1274836,5/1/2033, 12.87, 5.45, 3.89,3.89,Local Authorities,121.41,1050000,--,0.00 --,--,--,"DENTSPLY INTERNATIONAL INC",0.01,1273746,8/15/2021, 6.92, 4.12, 3.27,3.27,Industrial,106.15,1200000,--,100.00 --,--,B6SF7V8 ,"TOYOTA MOTOR CREDIT CORP.",0.01,1273674,9/15/2021, 7.21, 3.40, 2.58,2.58,Industrial,106.14,1200000,--,0.00 --,--,B8CQWX8 ,"CATERPILLAR FINANCIAL SERVICES COR",0.01,1271980,6/1/2017, 3.86, 1.62, 1.18,1.18,Industrial,101.76,1250000,--,0.00 --,--,B41H706 ,"TEVA PHARMACEUTICAL FINANCE COMPAN",0.01,1270401,11/10/2021, 7.29, 3.65, 2.87,2.87,Industrial,105.87,1200000,--,0.00 --,--,B567X66 ,"DISCOVERY COMMUNICATIONS INC",0.01,1269372,6/1/2020, 5.89, 5.05, 2.64,2.64,Industrial,115.40,1100000,--,100.00 --,--,B45VB91 ,"AMERICAN EXPRESS CREDIT CORP",0.01,1269361,8/25/2014, 1.22, 5.12, 0.52,0.52,Financial Institutions,105.78,1200000,--,0.00 --,--,B6Z2T83 ,"TUPPERWARE BRANDS CORP",0.01,1268327,6/1/2021, 6.54, 4.75, 3.92,3.92,Industrial,105.69,1200000,--,100.00 --,--,B627PY9 ,"BANK OF MONTREAL",0.01,1266114,4/29/2014, 0.93, 1.75, 0.38,0.38,Financial Institutions,101.29,1250000,--,0.00 --,--,B8YRK46 ,"RAYTHEON CO",0.01,1263768,12/15/2022, 8.34, 2.50, 2.83,2.83,Industrial,97.21,1300000,--,100.00 --,--,B7W9683 ,"ABB FINANCE USA INC",0.01,1259886,5/8/2022, 7.85, 2.88, 2.77,2.77,Industrial,100.79,1250000,--,0.00 --,--,B54N1H3 ,"PNC FUNDING CORP",0.01,1259060,6/10/2019, 5.03, 6.70, 2.08,2.08,Financial Institutions,126.16,998000,--,0.00 --,--,B6RN122 ,"TEVA PHARMACEUTICAL FINANCE COMPAN",0.01,1255489,11/10/2016, 3.33, 2.40, 1.04,1.04,Industrial,104.62,1200000,--,0.00 --,--,B65FTX7 ,"NORDSTROM INC",0.01,1254960,5/1/2020, 5.98, 4.75, 2.53,2.53,Industrial,114.09,1100000,--,100.00 --,--,B92Q1Z0 ,"MCKESSON CORP",0.01,1254384,12/15/2022, 8.27, 2.70, 2.88,2.88,Industrial,98.38,1275000,--,100.00 --,--,B78RBY2 ,"CENOVUS ENERGY INC",0.01,1253457,8/15/2022, 7.95, 3.00, 2.97,2.97,Industrial,100.28,1250000,--,100.00 --,--,B8KMSL8 ,"EXPRESS SCRIPTS HOLDING CO",0.01,1253104,11/15/2041, 14.96, 6.12, 4.53,4.53,Industrial,125.31,1000000,--,0.00 --,--,--,"HEALTHCARE REALTY TRUST INCORPORAT",0.01,1243113,1/15/2021, 6.16, 5.75, 3.78,3.78,Financial Institutions,113.01,1100000,--,0.00 --,--,B4XCYP3 ,"NEW YORK N Y CITY TRANSITIONAL FIN",0.01,1240630,8/1/2037, 14.28, 5.51, 3.95,3.95,Local Authorities,124.06,1000000,--,0.00 --,--,B6913K6 ,"PRUDENTIAL FINANCIAL INC",0.01,1238429,11/15/2040, 14.54, 6.20, 4.65,4.65,Financial Institutions,123.84,1000000,--,100.00 --,--,B714DQ6 ,"L-3 COMMUNICATIONS CORP",0.01,1236338,11/15/2016, 3.27, 3.95, 1.72,1.72,Industrial,107.51,1150000,--,0.00 --,--,B8K85B5 ,"US BANCORP",0.01,1235665,7/15/2022, 7.87, 2.95, 3.09,3.09,Financial Institutions,98.85,1250000,--,100.00 --,--,--,"LOS ANGELES CALIF WTR PWR REV",0.01,1233310,7/1/2039, 14.51, 5.72, 4.23,4.23,Local Authorities,123.33,1000000,--,0.00 --,--,B68BQ31 ,"BUNGE LIMITED FINANCE CORP",0.01,1232443,3/15/2016, 2.66, 4.10, 1.49,1.49,Industrial,107.17,1150000,--,0.00 --,--,B3YRRJ5 ,"UNIVERSITY CA REVS",0.01,1231170,5/15/2043, 15.70, 5.77, 4.38,4.38,Local Authorities,123.12,1000000,--,0.00 --,--,B2QF778 ,"SUNTRUST BANK ATLANTA",0.01,1231159,3/15/2018, 4.14, 7.25, 2.17,2.17,Financial Institutions,123.12,1000000,--,0.00 --,--,B4M6ZX1 ,"VALE SA",0.01,1228986,9/11/2042, 14.00, 5.62, 5.74,5.74,Industrial,98.32,1250000,--,0.00 --,--,--,"LOS ANGELES CALIF UNI SCH DIST",0.01,1228670,7/1/2034, 12.87, 5.75, 4.12,4.12,Local Authorities,122.87,1000000,--,0.00 --,--,B4LHST2 ,"COVENTRY HEALTH CARE INC",0.01,1224478,6/15/2021, 6.52, 5.45, 3.11,3.11,Financial Institutions,116.62,1050000,--,100.00 --,--,B8BD5X1 ,"PACCAR FINANCIAL CORP",0.01,1224392,2/8/2016, 2.67, 0.80, 0.82,0.82,Industrial,99.95,1225000,--,0.00 --,--,--,"MASSACHUSETTS ST",0.01,1222860,12/1/2039, 14.93, 5.46, 4.07,4.07,Local Authorities,122.29,1000000,--,0.00 --,--,B8KF2H1 ,"NATIONAL AUSTRALIA BANK LTD ( NEW",0.01,1222552,8/7/2015, 2.16, 1.60, 0.75,0.75,Financial Institutions,101.88,1200000,--,0.00 --,--,2010676 ,"GOLDMAN SACHS GROUP INC",0.01,1221251,10/15/2013, 0.40, 5.25, 0.81,0.81,Financial Institutions,101.77,1200000,--,0.00 --,--,B6YCNP9 ,"WALT DISNEY COMPANY (THE)",0.01,1217104,12/1/2022, 8.37, 2.35, 2.66,2.66,Industrial,97.37,1250000,--,0.00 --,--,B4LHG54 ,"MCDONALDS CORPORATION",0.01,1216760,1/15/2022, 7.64, 2.62, 2.45,2.45,Industrial,101.40,1200000,--,0.00 --,--,B55XRW9 ,"HEALTH CARE REIT INC",0.01,1216302,3/15/2041, 14.00, 6.50, 5.04,5.04,Financial Institutions,121.63,1000000,--,100.00 --,--,B89GNR2 ,"WESTLAKE CHEMICAL CORP",0.01,1214180,7/15/2022, 7.66, 3.60, 3.45,3.45,Industrial,101.18,1200000,--,100.00 --,--,B5NV5Y3 ,"WASHINGTON ST",0.01,1212410,8/1/2040, 15.58, 5.14, 3.87,3.87,Local Authorities,121.24,1000000,--,0.00 --,--,B3Z3HH0 ,"HARSCO CORPORATION",0.01,1211390,10/15/2015, 2.31, 2.70, 2.29,2.29,Industrial,100.95,1200000,--,100.00 --,--,B629M66 ,"FIRST NIAGARA FINANCIAL GROUP INC.",0.01,1210668,12/15/2021, 6.43, 7.25, 4.29,4.29,Financial Institutions,121.07,1000000,--,0.00 --,--,B63ZC30 ,"KIMBERLY-CLARK CORP",0.01,1210350,3/1/2041, 15.56, 5.30, 4.03,4.03,Industrial,121.03,1000000,--,0.00 --,--,B8KK9X1 ,"COMPUTER SCIENCES CORP",0.01,1208615,9/15/2022, 7.57, 4.45, 3.80,3.80,Industrial,105.10,1150000,--,0.00 --,--,B1P8FN3 ,"APACHE CORPORATION",0.01,1208045,1/15/2037, 13.37, 6.00, 4.55,4.55,Industrial,120.80,1000000,--,100.00 --,--,B7R58X5 ,"O REILLY AUTOMOTIVE INC",0.01,1207302,9/15/2021, 6.90, 4.62, 3.28,3.28,Industrial,109.75,1100000,--,100.00 --,--,B78K6L3 ,"GEORGIA POWER COMPANY",0.01,1207150,3/15/2042, 16.34, 4.30, 4.26,4.26,Utility,100.60,1200000,--,0.00 --,--,B6Q8LP1 ,"WISCONSIN ELECTRIC POWER CO",0.01,1206926,9/15/2021, 7.34, 2.95, 2.29,2.29,Utility,104.95,1150000,--,100.00 --,--,B4P9SN8 ,"L 3 COMMUNICATIONS CORP",0.01,1204834,7/15/2020, 6.01, 4.75, 3.25,3.25,Industrial,109.53,1100000,--,100.00 --,--,B9L6PJ3 ,"GENERAL ELECTRIC CAPITAL CORP",0.01,1203272,4/2/2018, 4.65, 1.62, 1.57,1.57,Financial,100.27,1200000,--,0.00 --,--,--,"NEW YORK N Y",0.01,1200100,10/1/2037, 14.25, 5.52, 4.20,4.20,Local Authorities,120.01,1000000,--,0.00 --,--,B07ZF35 ,"UNITED TECHNOLOGIES CORPORATION",0.01,1193089,5/1/2015, 1.87, 4.88, 0.50,0.50,Industrial,108.46,1100000,--,100.00 --,--,B3YNGY1 ,"TRANSOCEAN INC",0.01,1190527,11/15/2020, 6.07, 6.50, 3.58,3.58,Industrial,119.05,1000000,--,100.00 --,--,B59M023 ,"INTL GAME TECHNOLOGY",0.01,1188761,6/15/2019, 4.86, 7.50, 3.97,3.97,Industrial,118.88,1000000,--,100.00 --,--,B68DNW5 ,"EDISON INTERNATIONAL INC",0.01,1187372,9/15/2017, 3.98, 3.75, 1.83,1.83,Utility,107.94,1100000,--,100.00 --,--,B7M0SM4 ,"PENNSYLVANIA ST TPK COMMN TPK REV",0.01,1187150,12/1/2045, 16.08, 5.51, 4.42,4.42,Local Authorities,118.72,1000000,--,0.00 --,--,--,"MISSISSIPPI ST",0.01,1186050,11/1/2034, 13.55, 5.24, 3.95,3.95,Local Authorities,118.60,1000000,--,0.00 --,--,B46LC31 ,"ANHEUSER-BUSCH INBEV WORLDWIDE INC",0.01,1184950,1/15/2039, 13.29, 8.20, 4.40,4.40,Industrial,157.99,750000,--,0.00 --,--,B84LCZ3 ,"EOG RESOURCES INC.",0.01,1180581,3/15/2023, 8.54, 2.62, 2.81,2.81,Industrial,98.38,1200000,--,100.00 --,--,--,"AGL CAPITAL CORP",0.01,1180063,8/15/2019, 5.36, 5.25, 2.15,2.15,Utility,118.01,1000000,--,100.00 --,--,B0WCP86 ,"WELLPOINT INC",0.01,1177227,1/15/2036, 13.09, 5.85, 4.58,4.58,Financial Institutions,117.72,1000000,--,100.00 --,--,B4MF5P0 ,"FORD MOTOR CREDIT CO",0.01,1176609,8/15/2017, 3.71, 6.62, 2.23,2.23,Industrial,117.66,1000000,--,0.00 --,--,--,"LOS ANGELES CNTY CALIF PUB WKS FIN",0.01,1172169,8/1/2040, 12.98, 7.62, 5.47,5.47,Local Authorities,130.24,900000,--,0.00 --,--,B58GHJ2 ,"NEW JERSEY ST TRANSN TR FD AUTH",0.01,1170600,12/15/2028, 10.23, 6.10, 4.56,4.56,Local Authorities,117.06,1000000,--,100.00 --,--,B65K4T3 ,"MUNICIPAL ELEC AUTH GA",0.01,1170100,4/1/2057, 15.42, 6.64, 5.57,5.57,Local Authorities,117.01,1000000,--,0.00 --,--,--,"LG&E AND KU ENERGY LLC",0.01,1168396,11/15/2020, 6.53, 3.75, 2.82,2.82,Utility,106.22,1100000,--,100.00 --,--,B3WXF80 ,"CONTL AIRLINES 2010-A",0.01,1167805,7/12/2022, 7.37, 4.75, 3.47,3.47,Industrial,110.00,1061670,--,0.00 --,--,B8JY1F0 ,"ONEOK PARTNERS LP",0.01,1167009,10/1/2017, 4.15, 2.00, 1.65,1.65,Utility,101.48,1150000,--,100.00 --,--,B4M0HR1 ,"KEYCORP",0.01,1165074,3/24/2021, 6.54, 5.10, 2.75,2.75,Financial Institutions,116.51,1000000,--,0.00 --,--,B4MCGL4 ,"TEVA PHARMACEUTICAL FINANCE BV",0.01,1164534,11/10/2021, 7.29, 3.65, 2.87,2.87,Industrial,105.87,1100000,--,0.00 --,--,B75LLM5 ,"HARTFORD FINANCIAL SERVICES GROUP",0.01,1163589,4/15/2022, 7.26, 5.12, 3.02,3.02,Financial Institutions,116.36,1000000,--,0.00 --,--,B6177P5 ,"TELEFONICA EMISIONES SAU",0.01,1162339,1/15/2015, 1.57, 4.95, 1.75,1.75,Industrial,105.19,1105000,--,100.00 --,--,B29R072 ,"BANK OF AMERICA CORP",0.01,1159279,12/1/2017, 3.96, 5.75, 2.05,2.05,Financial Institutions,115.93,1000000,--,0.00 --,--,B4L9RN5 ,"ATMOS ENERGY CORPORATION",0.01,1156829,6/15/2041, 15.07, 5.50, 4.34,4.34,Utility,118.65,975000,--,100.00 --,--,B6Y16K2 ,"PLAINS ALL AMERICAN PIPELINE LP",0.01,1156594,6/1/2042, 15.32, 5.15, 4.52,4.52,Utility,110.15,1050000,--,100.00 --,--,B523F62 ,"BAY AREA TOLL AUTH CALIF TOLL BRDG",0.01,1156068,4/1/2049, 16.87, 6.26, 4.29,4.29,Local Authorities,136.01,850000,--,0.00 --,--,B4WTGH1 ,"PRUDENTIAL FINANCIAL INC",0.01,1154538,5/12/2041, 14.97, 5.62, 4.63,4.63,Financial Institutions,115.45,1000000,--,0.00 --,--,B83DJF9 ,"CANADIAN IMPERIAL BANK OF COMMERCE",0.01,1154285,10/1/2015, 2.33, 0.90, 0.74,0.74,Financial Institutions,100.37,1150000,--,0.00 --,--,--,"NEW YORK ST URBAN DEV CORP",0.01,1152985,3/15/2039, 14.47, 5.77, 4.31,4.31,Local Authorities,122.66,940000,--,0.00 --,--,B5TLBZ0 ,"THE HANOVER INSURANCE GROUP INC.",0.01,1151532,6/15/2021, 6.28, 6.38, 4.15,4.15,Financial Institutions,115.15,1000000,--,0.00 --,--,B3NMFG4 ,"MEDTRONIC INC",0.01,1149176,3/15/2015, 1.77, 3.00, 0.52,0.52,Industrial,104.47,1100000,--,100.00 --,--,B1HM5G6 ,"PITNEY BOWES INC",0.01,1147454,1/15/2037, 13.45, 5.25, 4.94,4.94,Industrial,104.31,1100000,--,100.00 --,--,--,"FNMA 30YR",0.01,1142777,8/1/2034, 3.86, 6.00, 2.81,2.81,MBS Passthrough,112.04,1019971,--,0.00 --,--,B1TZCZ1 ,"INTUIT INC",0.01,1142610,3/15/2017, 3.44, 5.75, 1.86,1.86,Industrial,114.26,1000000,--,100.00 --,--,B3NRQQ6 ,"BANK OF NOVA SCOTIA",0.01,1136024,1/13/2021, 6.49, 4.38, 2.42,2.42,Financial Institutions,113.60,1000000,--,0.00 --,--,B7T69S8 ,"GREAT PLAINS ENERGY INCORPORATED",0.01,1135355,6/15/2022, 7.17, 5.29, 3.53,3.53,Utility,113.54,1000000,--,0.00 --,--,B6RYCK0 ,"EL PASO PIPELINE PARTNERS OPERATIN",0.01,1133413,10/1/2021, 6.89, 5.00, 3.17,3.17,Utility,113.34,1000000,--,100.00 --,--,B703KS5 ,"DR PEPPER SNAPPLE GROUP INC",0.01,1132605,11/15/2021, 7.41, 3.20, 2.81,2.81,Industrial,102.96,1100000,--,100.00 --,--,B3RD9S3 ,"DOVER CORP",0.01,1130620,3/1/2021, 6.63, 4.30, 2.45,2.45,Industrial,113.06,1000000,--,100.00 --,--,B3MVCJ4 ,"WR BERKLEY CORP",0.01,1127260,9/15/2020, 6.07, 5.38, 3.40,3.40,Financial Institutions,112.73,1000000,--,100.00 --,--,B02TR92 ,"COLOMBIA (REPUBLIC OF)",0.01,1123000,12/22/2014, 1.48, 8.25, 0.46,0.46,Sovereign,112.30,1000000,--,0.00 --,--,B5310N7 ,"OCCIDENTAL PETROLEUM CORPORATION",0.01,1122131,2/1/2021, 6.59, 4.10, 2.36,2.36,Industrial,112.21,1000000,--,100.00 --,--,B73VZ92 ,"SUNTRUST BANKS INC",0.01,1121564,1/20/2017, 3.41, 3.50, 1.58,1.58,Financial Institutions,106.82,1050000,--,100.00 --,--,B4XDD48 ,"NOBLE HOLDING INTERNATIONAL LTD",0.01,1120421,8/1/2040, 13.60, 6.20, 5.35,5.35,Industrial,112.04,1000000,--,100.00 --,--,B3CH991 ,"LEXMARK INTERNATIONAL INC",0.01,1119715,6/1/2018, 4.20, 6.65, 4.00,4.00,Industrial,111.97,1000000,--,100.00 --,--,--,"FHLMC GOLD 20YR",0.01,1114604,5/1/2033, 6.36, 3.00, 2.28,2.28,--,104.33,1068385,--,0.00 --,--,--,"SANTA CLARA VY CALIF TRANSN AUTH S",0.01,1114570,4/1/2032, 11.99, 5.88, 4.28,4.28,Local Authorities,120.49,925000,--,0.00 --,--,B4Y7V12 ,"AMERICAN INTERNATIONAL GROUP INC",0.01,1110802,9/15/2016, 3.07, 4.88, 1.44,1.44,Financial Institutions,111.08,1000000,--,0.00 --,--,B40G9D1 ,"US BANCORP",0.01,1109692,5/24/2021, 6.76, 4.12, 2.60,2.60,Financial Institutions,110.97,1000000,--,100.00 --,--,B6TRBZ5 ,"CITIGROUP INC",0.01,1105847,1/14/2022, 7.13, 4.50, 3.10,3.10,Financial Institutions,110.58,1000000,--,0.00 --,--,B3P2W83 ,"CORN PRODUCTS INTERNATIONAL INC",0.01,1104510,11/1/2020, 6.33, 4.62, 3.05,3.05,Industrial,110.45,1000000,--,100.00 --,--,B7CLSJ4 ,"DOMTAR CORP",0.01,1104329,4/1/2022, 7.24, 4.40, 4.35,4.35,Industrial,100.39,1100000,--,100.00 --,--,B4KB0B1 ,"AGILENT TECHNOLOGIES INC",0.01,1100353,9/14/2015, 2.18, 5.50, 1.10,1.10,Industrial,110.04,1000000,--,100.00 --,--,--,"RUTGERS ST UNIV N J",0.01,1099638,5/1/2040, 14.98, 5.66, 4.27,4.27,Local Authorities,122.18,900000,--,0.00 --,--,B5Q92Z4 ,"JUNIPER NETWORKS INC",0.01,1099412,3/15/2016, 2.69, 3.10, 1.39,1.39,Industrial,104.71,1050000,--,0.00 --,--,B848C87 ,"WATSON PHARMACEUTICALS INC",0.01,1099010,10/1/2017, 4.16, 1.88, 1.90,1.90,Industrial,99.91,1100000,--,0.00 --,--,B5MM901 ,"FISERV INC",0.01,1096372,6/15/2021, 6.63, 4.75, 3.38,3.38,Industrial,109.64,1000000,--,0.00 --,--,B91PBL4 ,"NATIONAL OILWELL VARCO INC.",0.01,1095319,12/1/2042, 16.70, 3.95, 4.23,4.23,Industrial,95.25,1150000,--,100.00 --,--,B42N5D2 ,"LIBERTY PROPERTY LP",0.01,1094375,10/1/2020, 6.21, 4.75, 3.30,3.30,Financial Institutions,109.44,1000000,--,100.00 --,--,B3S1CG5 ,"TRANSCANADA PIPELINES LIMITED",0.01,1093570,10/1/2020, 6.43, 3.80, 2.41,2.41,Utility,109.36,1000000,--,100.00 --,--,--,"UNIVERSITY CALIF REVS",0.01,1091709,5/15/2045, 15.76, 5.95, 4.66,4.66,Local Authorities,121.30,900000,--,0.00 --,--,B54WF45 ,"UNION PACIFIC CORP",0.01,1089905,9/15/2041, 15.93, 4.75, 4.20,4.20,Industrial,108.99,1000000,--,100.00 --,--,B78S811 ,"SAFEWAY INC",0.01,1086476,12/1/2021, 6.91, 4.75, 3.57,3.57,Industrial,108.65,1000000,--,0.00 --,--,B757V23 ,"AMERICAN TOWER CORP",0.01,1084395,3/15/2022, 7.20, 4.70, 3.58,3.58,Industrial,108.44,1000000,--,0.00 --,--,B3WTSR8 ,"DOVER CORP",0.01,1082605,3/1/2041, 15.41, 5.38, 4.14,4.14,Industrial,120.29,900000,--,100.00 --,--,B7MTFW0 ,"FORD MOTOR CREDIT CO LLC",0.01,1077686,2/3/2017, 3.40, 4.25, 2.06,2.06,Industrial,107.77,1000000,--,0.00 --,--,--,"FNMA 30YR",0.01,1077070,12/1/2037, 3.54, 6.50, 3.00,3.00,MBS Passthrough,112.05,961238,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.01,1068768,1/1/2037, 2.90, 5.00, 2.24,2.24,MBS Passthrough,107.42,994931,--,0.00 --,--,B5VZRB8 ,"AMERICAN TOWER CORPORATION",0.01,1062010,4/1/2015, 1.79, 4.62, 1.24,1.24,Industrial,106.20,1000000,--,100.00 --,--,--,"ALTERRA FINANCE LLC",0.01,1056392,9/30/2020, 5.98, 6.25, 3.55,3.55,Financial Institutions,117.38,900000,--,100.00 --,--,B6SVBG9 ,"JOHNSON CONTROLS INC.",0.01,1055024,12/1/2021, 7.18, 3.75, 3.01,3.01,Industrial,105.50,1000000,--,100.00 --,--,B8FF362 ,"JPMORGAN CHASE & CO",0.01,1054633,9/23/2022, 7.96, 3.25, 3.19,3.19,Financial Institutions,100.44,1050000,--,0.00 --,--,B74Z1F1 ,"MOSAIC CO",0.01,1054018,11/15/2021, 7.27, 3.75, 3.02,3.02,Industrial,105.40,1000000,--,100.00 --,--,B71J7V4 ,"ENERGIZER HOLDINGS INC.",0.01,1052913,5/24/2022, 7.19, 4.70, 3.99,3.99,Industrial,105.29,1000000,--,0.00 --,--,B4LF874 ,"EASTMAN CHEMICAL COMPANY",0.01,1050490,12/15/2015, 2.45, 3.00, 1.01,1.01,Industrial,105.05,1000000,--,0.00 --,--,B4ZT0G5 ,"TOYOTA MOTOR CREDIT CORP",0.01,1050299,1/12/2022, 7.44, 3.30, 2.65,2.65,Industrial,105.03,1000000,--,0.00 --,--,B05LYC7 ,"CITIGROUP INC",0.01,1049099,9/15/2014, 1.27, 5.00, 1.24,1.24,Financial Institutions,104.91,1000000,--,0.00 --,--,--,"AIRGAS INC",0.01,1048858,10/1/2015, 2.27, 3.25, 1.15,1.15,Industrial,104.89,1000000,--,100.00 --,--,B59GSL0 ,"PNC FUNDING CORP",0.01,1048818,6/10/2014, 1.01, 5.40, 0.54,0.54,Financial Institutions,105.09,998000,--,0.00 --,--,B63Y2Q0 ,"DR PEPPER SNAPPLE GROUP INC",0.01,1048476,1/15/2016, 2.53, 2.90, 1.04,1.04,Industrial,104.85,1000000,--,0.00 --,--,B547GM5 ,"OCCIDENTAL PETROLEUM CORPORATION",0.01,1046855,2/1/2016, 2.60, 2.50, 0.74,0.74,Industrial,104.69,1000000,--,0.00 --,--,B57YZR1 ,"JOHNSON & JOHNSON",0.01,1046069,5/15/2016, 2.90, 2.15, 0.59,0.59,Industrial,104.61,1000000,--,0.00 --,--,--,"RYDER SYSTEM INC",0.01,1045763,3/1/2016, 2.63, 3.60, 1.90,1.90,Industrial,104.58,1000000,--,100.00 --,--,B4NC1K7 ,"GOOGLE INC",0.01,1045448,5/19/2021, 6.99, 3.62, 2.25,2.25,Industrial,110.05,950000,--,0.00 --,--,--,"NORTHEAST OHIO REGL SWR DIST WASTE",0.01,1044972,11/15/2040, 14.33, 6.04, 4.96,3.57,Local Authorities,116.11,900000,--,100.00 --,--,--,"GATX CORPORATION",0.01,1044939,7/15/2016, 2.95, 3.50, 2.02,2.02,Financial,104.49,1000000,--,100.00 --,--,B58SJ81 ,"PPL ELECTRIC UTILITIES CORPORATION",0.01,1044603,9/15/2021, 7.32, 3.00, 2.40,2.40,Utility,104.46,1000000,--,100.00 --,--,B68DS75 ,"TOTAL CAPITAL SA",0.01,1043117,3/15/2016, 2.72, 2.30, 0.75,0.75,Industrial,104.31,1000000,--,100.00 --,--,B62PBT0 ,"NASDAQ OMX GROUP",0.01,1040673,1/15/2015, 1.58, 4.00, 1.50,1.50,Financial Institutions,104.07,1000000,--,100.00 --,--,B6SMGF6 ,"STRYKER CORP",0.01,1037674,9/30/2016, 3.24, 2.00, 0.86,0.86,Industrial,103.77,1000000,--,0.00 --,--,B74VZ02 ,"AIR PRODUCTS AND CHEMICALS INC",0.01,1037497,11/3/2021, 7.44, 3.00, 2.51,2.51,Industrial,103.75,1000000,--,0.00 --,--,B66KNS4 ,"FPL GROUP CAPITAL INC",0.01,1035657,9/1/2015, 2.20, 2.60, 1.01,1.01,Utility,103.57,1000000,--,100.00 --,--,B3YHZZ7 ,"BARRICK GOLD CORPORATION",0.01,1034051,5/30/2016, 2.86, 2.90, 1.74,1.74,Industrial,103.41,1000000,--,0.00 --,--,B5SKVB4 ,"STATOIL ASA",0.01,1033473,11/23/2016, 3.37, 1.80, 0.83,0.83,Agencies,103.35,1000000,--,0.00 --,--,B3SQLF2 ,"CORNELL UNIVERSITY",0.01,1033133,2/1/2014, 0.00, 4.35, 0.00,0.00,Industrial,103.31,1000000,--,100.00 --,--,--,"ST JUDE MEDICAL INC",0.01,1032746,1/15/2016, 2.55, 2.50, 1.24,1.24,Industrial,103.27,1000000,--,0.00 --,--,B7KS6K4 ,"US BANCORP",0.01,1031477,3/15/2022, 7.69, 3.00, 2.60,2.60,Financial Institutions,103.15,1000000,--,100.00 --,--,--,"FNMA 30YR",0.01,1028891,11/1/2034, 3.87, 6.00, 2.81,2.81,MBS Passthrough,112.05,918283,--,0.00 --,--,B40PPY1 ,"CANADA (GOVERNMENT OF)",0.01,1028099,9/10/2014, 1.28, 2.38, 0.22,0.22,Sovereign,102.81,1000000,--,0.00 --,--,B87XBL5 ,"BP CAPITAL MARKETS PLC",0.01,1025867,5/6/2022, 7.74, 3.24, 2.92,2.92,Industrial,102.59,1000000,--,0.00 --,--,B6VBP42 ,"PROCTER & GAMBLE CO",0.01,1024286,8/15/2016, 3.15, 1.45, 0.69,0.69,Industrial,102.43,1000000,--,0.00 --,--,B71LP05 ,"RAYMOND JAMES FINANCIAL INC",0.01,1023947,4/1/2024, 8.24, 5.62, 4.05,4.05,Financial Institutions,113.77,900000,--,0.00 --,--,B87XCP6 ,"WELLPOINT INC",0.01,1022808,5/15/2042, 16.02, 4.62, 4.48,4.48,Financial Institutions,102.28,1000000,--,0.00 --,--,B84QSV6 ,"MOTOROLA SOLUTIONS INC",0.01,1019534,5/15/2022, 7.59, 3.75, 3.50,3.50,Industrial,101.95,1000000,--,0.00 --,--,B795V01 ,"WALT DISNEY COMPANY (THE)",0.01,1018817,12/1/2041, 16.48, 4.12, 4.01,4.01,Industrial,101.88,1000000,--,0.00 --,--,B7C4YZ1 ,"ENTERGY LOUISIANA LLC",0.01,1017609,12/15/2014, 1.53, 1.88, 0.74,0.74,Utility,101.76,1000000,--,0.00 --,--,B73BD98 ,"DUKE ENERGY CAROLINAS LLC",0.01,1017426,12/15/2016, 3.43, 1.75, 1.25,1.25,Utility,101.74,1000000,--,0.00 --,--,B9D69N3 ,"MERCK & CO INC",0.01,1016649,5/18/2043, 17.17, 4.15, 4.06,4.06,--,101.66,1000000,--,0.00 --,--,B8QB7C3 ,"WALGREEN CO",0.01,1015570,9/15/2017, 4.13, 1.80, 1.43,1.43,Industrial,101.56,1000000,--,0.00 --,--,2307271 ,"TREASURY BOND",0.01,1015241,11/15/2028, 11.36, 5.25, 2.54,2.54,Treasuries,134.47,755000,--,0.00 --,--,B7WJCF2 ,"FMC TECHNOLOGIES INC.",0.01,1014503,10/1/2022, 7.92, 3.45, 3.27,3.27,Industrial,101.45,1000000,--,100.00 --,--,B43WJ69 ,"GENERAL DYNAMICS CORP",0.01,1014495,1/15/2015, 1.63, 1.38, 0.50,0.50,Industrial,101.45,1000000,--,0.00 --,--,B8J6KF9 ,"TRANSOCEAN INC",0.01,1014333,10/15/2022, 7.83, 3.80, 3.62,3.62,Industrial,101.43,1000000,--,100.00 --,--,B795LF6 ,"CALIFORNIA INST OF TECHNOLOGY",0.01,1014151,11/1/2111, 18.06, 4.70, 4.62,4.62,Industrial,101.42,1000000,--,0.00 --,--,B8HX3C0 ,"DUN & BRADSTREET CORPORATION (THE)",0.01,1013771,12/1/2022, 7.59, 4.38, 4.20,4.20,Industrial,101.38,1000000,--,1000.00 --,--,B592VP3 ,"NORTHERN TRUST CORP",0.01,1012740,8/23/2021, 7.17, 3.38, 2.49,2.49,Financial Institutions,106.60,950000,--,0.00 --,--,B680HQ8 ,"JUNIPER NETWORKS INC",0.01,1011189,3/15/2021, 6.53, 4.60, 3.65,3.65,Industrial,106.44,950000,--,0.00 --,--,B84XVZ2 ,"DIAGEO INVESTMENT CORPORATION",0.01,1011081,5/11/2042, 16.63, 4.25, 4.18,4.18,Industrial,101.11,1000000,--,0.00 --,--,B7LJTW9 ,"ROYAL BANK OF CANADA",0.01,1010956,3/13/2015, 1.79, 1.15, 0.54,0.54,Financial Institutions,101.10,1000000,--,0.00 --,--,B7NC4Y3 ,"PHILIP MORRIS INTERNATIONAL INC",0.01,1010696,3/20/2042, 16.01, 4.50, 4.43,4.43,Industrial,101.07,1000000,--,0.00 --,--,B8KMR88 ,"CONAGRA FOODS INC",0.01,1010570,1/25/2043, 15.85, 4.65, 4.58,4.58,Industrial,101.06,1000000,--,100.00 --,--,B7XHMQ6 ,"DEVON ENERGY CORP",0.01,1010379,5/15/2042, 15.71, 4.75, 4.68,4.68,Industrial,101.04,1000000,--,100.00 --,--,B84K0D4 ,"SUMITOMO MITSUI BANKING CORPORATIO",0.01,1008719,7/18/2015, 2.12, 1.35, 0.94,0.94,Financial Institutions,100.87,1000000,--,0.00 --,--,B9DM986 ,"MERCK & CO INC",0.01,1006554,5/18/2023, 8.67, 2.80, 2.73,2.73,--,100.66,1000000,--,0.00 --,--,B87XCR8 ,"WELLPOINT INC",0.01,1006270,5/15/2022, 7.78, 3.12, 3.05,3.05,Financial Institutions,100.63,1000000,--,0.00 --,--,B8N5ZK2 ,"WPP FINANCE 2010",0.01,1004702,9/7/2022, 7.78, 3.62, 3.56,3.56,Industrial,100.47,1000000,--,0.00 --,--,B6Y3LM5 ,"SHELL INTERNATIONAL FINANCE BV",0.01,1003253,8/21/2017, 4.13, 1.12, 1.05,1.05,Industrial,100.33,1000000,--,0.00 --,--,B98D0G9 ,"COVIDIEN INTERNATIONAL FINANCE SA",0.01,1002149,6/15/2023, 8.68, 2.95, 2.90,2.90,Industrial,100.21,1000000,--,100.00 --,--,B99JS95 ,"ANHEUSER-BUSCH INBEV FINANCE INC",0.01,1002133,1/15/2016, 2.61, 0.80, 0.72,0.72,Industrial,100.21,1000000,--,0.00 --,--,B98D2T6 ,"NORTHERN STATES POWER COMPANY (MIN",0.01,1002125,5/15/2023, 8.74, 2.60, 2.58,2.58,Utility,100.21,1000000,--,100.00 --,--,B905G54 ,"CONAGRA FOODS INC",0.01,1002048,1/25/2023, 8.19, 3.20, 3.18,3.18,Industrial,100.20,1000000,--,100.00 --,--,B5V5365 ,"LOS ANGELES CNTY CA MET TRA",0.01,1001814,6/1/2039, 14.39, 5.74, 4.27,4.27,Local Authorities,122.92,815000,--,0.00 --,--,B9DM9F3 ,"MERCK & CO INC",0.01,1001620,5/18/2018, 4.82, 1.30, 1.27,1.27,--,100.16,1000000,--,0.00 --,--,B3Q7W10 ,"DEVON ENERGY CORP",0.01,1001590,7/15/2041, 14.56, 5.60, 4.86,4.86,Industrial,111.29,900000,--,100.00 --,--,B76WZH0 ,"ONEOK INC",0.01,1000655,2/1/2022, 7.18, 4.25, 3.53,3.53,Utility,105.33,950000,--,100.00 --,--,--,"FGOLD 15YR",0.01,1000452,9/1/2027, 3.18, 3.00, 0.98,0.98,MBS Passthrough,106.08,943102,--,0.00 --,--,B9D7282 ,"GLAXOSMITHKLINE CAPITAL INC",0.01,999483,3/18/2016, 2.79, 0.70, 0.72,0.72,Industrial,99.95,1000000,--,0.00 --,--,B84Z7C7 ,"TEXAS INSTRUMENTS INC",0.01,999120,8/3/2015, 2.18, 0.45, 0.49,0.49,Industrial,99.91,1000000,--,0.00 --,--,B8J3607 ,"ANGLOGOLD ASHANTI HOLDINGS PLC",0.01,998501,8/1/2022, 7.15, 5.12, 5.14,5.14,Industrial,99.85,1000000,--,0.00 --,--,B83NH77 ,"CHURCH & DWIGHT CO INC",0.01,994320,10/1/2022, 8.12, 2.88, 2.94,2.94,Industrial,99.43,1000000,--,0.00 --,--,B86QQ87 ,"TOTAL CAPITAL INTERNATIONAL SA",0.01,991168,1/25/2023, 8.38, 2.70, 2.81,2.81,Industrial,99.12,1000000,--,0.00 --,--,B62YJG0 ,"ONTARIO CANADA (PROVINCE OF)",0.01,991102,2/5/2015, 1.66, 2.95, 0.41,0.41,Local Authorities,104.33,950000,--,0.00 --,--,B8N3KS9 ,"MARRIOTT INTERNATIONAL INC",0.01,990869,9/15/2022, 7.93, 3.25, 3.37,3.37,Industrial,99.09,1000000,--,100.00 --,--,B8YQJP7 ,"AMERICAN ELECTRIC POWER COMPANY IN",0.01,988092,12/15/2022, 8.16, 2.95, 3.08,3.08,Utility,98.81,1000000,--,100.00 --,--,B8NBH04 ,"PETROLEOS MEXICANOS",0.01,987500,1/30/2023, 8.06, 3.50, 3.65,3.65,Agencies,98.75,1000000,--,0.00 --,--,B5ND958 ,"INTEL CORPORATION",0.01,983610,10/1/2016, 3.25, 1.95, 0.88,0.88,Industrial,103.54,950000,--,0.00 --,--,B8C2PK4 ,"AUTOZONE INC",0.01,982836,7/15/2023, 8.67, 3.12, 3.25,3.25,Industrial,98.28,1000000,--,100.00 --,--,B43WFV6 ,"UNITRIN INC",0.01,982525,11/30/2015, 2.30, 6.00, 2.24,2.24,Financial Institutions,109.17,900000,--,0.00 --,--,B959QY0 ,"WAL-MART STORES INC",0.01,981531,4/11/2023, 8.65, 2.55, 2.76,2.76,Industrial,98.15,1000000,--,100.00 --,--,B93KPN7 ,"INTEL CORPORATION",0.01,979728,12/15/2022, 8.26, 2.70, 2.94,2.94,Industrial,97.97,1000000,--,0.00 --,--,B8GR1Y1 ,"NSTAR ELECTRIC CO",0.01,978501,10/15/2022, 8.34, 2.38, 2.63,2.63,Utility,97.85,1000000,--,100.00 --,--,B6X9JJ7 ,"CANADIAN NATIONAL RAILWAY COMPANY",0.01,977378,12/15/2021, 7.49, 2.85, 2.47,2.47,Industrial,102.88,950000,--,100.00 --,--,--,"THOMSON REUTERS CORP",0.01,975301,5/23/2043, 16.20, 4.50, 4.65,4.65,--,97.53,1000000,--,100.00 --,--,B557QD5 ,"PEPSICO INC/NC",0.01,969395,3/5/2042, 16.66, 4.00, 4.18,4.18,Industrial,96.94,1000000,--,0.00 --,--,B7ZR5V0 ,"BROADCOM CORPORATION",0.01,968213,8/15/2022, 8.11, 2.50, 2.89,2.89,Industrial,96.82,1000000,--,0.00 --,--,B8VBQ21 ,"AMAZONCOM INC",0.01,964936,11/29/2022, 8.29, 2.50, 2.92,2.92,Industrial,96.49,1000000,--,100.00 --,--,B7WNRX7 ,"MURPHY OIL CORPORATION",0.01,963392,12/1/2042, 14.50, 5.12, 5.37,5.37,Industrial,96.34,1000000,--,100.00 --,--,B77NX90 ,"PROGRESS ENERGY INC",0.01,963293,4/1/2022, 7.66, 3.15, 2.97,2.97,Utility,101.40,950000,--,100.00 --,--,B51K9P1 ,"EBAY INC.",0.01,958580,7/15/2017, 4.01, 1.35, 1.13,1.13,Industrial,100.90,950000,--,0.00 --,--,B832097 ,"TJX CO INC",0.01,956798,5/15/2023, 8.76, 2.50, 2.70,2.70,Industrial,98.13,975000,--,100.00 --,--,B765S36 ,"BROADCOM CORPORATION",0.01,955918,11/1/2018, 5.07, 2.70, 1.51,1.51,Industrial,106.21,900000,--,0.00 --,--,B61H476 ,"YUM! BRANDS INC.",0.01,951261,11/1/2020, 6.46, 3.88, 3.02,3.02,Industrial,105.70,900000,--,100.00 --,--,2337461 ,"WEYERHAEUSER COMPANY",0.01,950267,12/15/2033, 11.85, 6.88, 4.70,4.70,Industrial,128.41,740000,--,100.00 --,--,B8NWTL2 ,"RIO TINTO FINANCE (USA) PLC",0.01,949647,8/21/2042, 16.38, 4.12, 4.43,4.43,Industrial,94.96,1000000,--,100.00 --,--,B2418P3 ,"JOHNSON & JOHNSON",0.01,949434,8/15/2017, 3.80, 5.55, 1.03,1.03,Industrial,118.68,800000,--,100.00 --,--,B70BX35 ,"TECK RESOURCES LTD",0.01,941216,3/1/2042, 14.24, 5.20, 5.61,5.61,Industrial,94.12,1000000,--,100.00 --,--,B5MCZ69 ,"INTEGRYS ENERGY GROUP INC",0.01,938868,11/1/2020, 6.44, 4.17, 2.62,2.62,Utility,110.46,850000,--,100.00 --,--,B8XF449 ,"SOUTHERN COPPER CORP",0.01,929499,11/8/2022, 7.96, 3.50, 3.77,3.77,Industrial,97.84,950000,--,0.00 --,--,B3PFBQ3 ,"TEXTRON INC",0.01,929296,9/21/2021, 6.65, 5.95, 3.68,3.68,Industrial,116.16,800000,--,100.00 --,--,--,"FGOLD 15YR GIANT",0.01,917506,8/1/2024, 2.55, 4.50, 1.79,1.79,MBS Passthrough,106.42,862179,--,0.00 --,--,2240008 ,"GTE CORP",0.01,917483,4/15/2018, 4.25, 6.84, 2.03,2.03,Industrial,122.33,750000,--,0.00 --,--,B4XG1B0 ,"COCA-COLA CO",0.01,910740,9/1/2021, 7.22, 3.30, 2.35,2.35,Industrial,107.15,850000,--,0.00 --,--,B3R5XG5 ,"STATE STREET CORPORATION",0.01,906170,3/15/2018, 4.30, 4.96, 2.05,2.05,Financial Institutions,113.27,800000,--,0.00 --,--,B7BW3B5 ,"COOPERATIEVE CENTRALE RAIFFESEN BO",0.01,905632,2/8/2022, 7.34, 3.88, 3.02,3.02,Financial Institutions,106.54,850000,--,0.00 --,--,B7GB2N2 ,"PEPSICO INC/NC",0.01,904792,3/5/2015, 1.77, 0.75, 0.45,0.45,Industrial,100.53,900000,--,0.00 --,--,B3SPTH7 ,"PEPSICO INC",0.01,904397,8/25/2014, 1.25, 0.80, 0.42,0.42,Industrial,100.49,900000,--,0.00 --,--,B5M1JL9 ,"OGLETHORPE POWER CORPORATION",0.01,903701,11/1/2040, 15.03, 5.38, 4.54,4.54,Utility,112.96,800000,--,100.00 --,--,B57R7M9 ,"HERSHEY COMPANY THE",0.01,903618,12/1/2020, 6.43, 4.12, 2.25,2.25,Industrial,112.95,800000,--,0.00 --,--,B3X0DQ4 ,"DELTA AIR LINES INC",0.01,902134,11/23/2020, 6.17, 4.95, 3.54,3.54,Industrial,109.24,825865,--,0.00 --,--,B4W11L6 ,"BBVA US SENIOR SA UNIPERSONAL",0.01,900513,5/16/2014, 0.96, 3.25, 3.20,3.20,Financial Institutions,100.06,900000,--,0.00 --,--,--,"ORANGE CNTY CALIF LOC TRANSN AUTH",0.01,896564,2/15/2041, 14.28, 6.91, 4.50,4.50,Local Authorities,137.93,650000,--,0.00 --,--,--,"DALLAS TEX CONVENTION CTR HOTEL DE",0.01,892521,1/1/2042, 13.63, 7.09, 5.22,5.22,Local Authorities,127.50,700000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.01,891838,2/1/2037, 3.28, 5.00, 2.57,2.57,MBS Passthrough,107.42,830224,--,0.00 --,--,B5TZB18 ,"RIO TINTO FINANCE (USA) LTD",0.01,889952,11/2/2040, 15.19, 5.20, 4.48,4.48,Industrial,111.24,800000,--,100.00 --,--,B6TJFV5 ,"CAROLINA POWER & LIGHT CO",0.01,884992,9/15/2021, 7.32, 3.00, 2.45,2.45,Utility,104.12,850000,--,100.00 --,--,B41DRY8 ,"APPLIED MATERIALS INC",0.01,884573,6/15/2021, 6.76, 4.30, 2.83,2.83,Industrial,110.57,800000,--,0.00 --,--,B83RFB9 ,"ILLINOIS TOOL WORKS INC",0.01,883362,9/15/2041, 15.80, 4.88, 4.24,4.24,Industrial,110.42,800000,--,100.00 --,--,B3M0SB5 ,"RIO TINTO FINANCE (USA) LIMITED",0.01,881609,9/20/2016, 3.20, 2.25, 1.11,1.11,Industrial,103.72,850000,--,0.00 --,--,B77GZ60 ,"LLOYDS TSB BANK PLC",0.01,879666,3/28/2017, 3.57, 4.20, 1.53,1.53,Financial Institutions,109.96,800000,--,0.00 --,--,B72TXB5 ,"DUKE ENERGY CORP",0.01,877196,11/15/2016, 3.36, 2.15, 1.21,1.21,Utility,103.20,850000,--,0.00 --,--,B57Y827 ,"BAKER HUGHES INCORPORATED",0.01,876452,9/15/2040, 15.49, 5.12, 4.09,4.09,Industrial,116.86,750000,--,100.00 --,--,B72TKR0 ,"BOSTON PROPERTIES LP",0.01,875716,11/15/2018, 4.99, 3.70, 1.88,1.88,Financial Institutions,109.46,800000,--,100.00 --,--,--,"ALBEMARLE CORPORATION",0.01,873035,12/15/2020, 6.34, 4.50, 3.14,3.14,Industrial,109.13,800000,--,100.00 --,--,B89KLL4 ,"AUTODESK INC",0.01,870959,12/15/2017, 4.31, 1.95, 2.06,2.06,Industrial,99.54,875000,--,0.00 --,--,B450GW6 ,"APPLIED MATERIALS INC",0.01,870235,6/15/2041, 14.41, 5.85, 4.80,4.80,Industrial,116.03,750000,--,0.00 --,--,B911C97 ,"HEALTH CARE REIT INC",0.01,868178,3/15/2043, 15.31, 5.12, 4.90,4.90,Financial Institutions,102.14,850000,--,100.00 --,--,B669JY9 ,"MUNICIPAL ELEC AUTH GA",0.01,866925,4/1/2057, 15.27, 6.66, 5.67,5.67,Local Authorities,115.59,750000,--,0.00 --,--,--,"FGOLD 15YR",0.01,864800,8/1/2027, 3.16, 3.00, 1.01,1.01,MBS Passthrough,105.96,816188,--,0.00 --,--,B4KDSK2 ,"TEXTRON INC",0.01,863866,9/21/2016, 3.08, 4.62, 2.13,2.13,Industrial,107.98,800000,--,0.00 --,--,B3N3KV7 ,"UNITED TECHNOLOGIES CORP",0.01,862685,4/15/2020, 5.99, 4.50, 2.15,2.15,Industrial,115.02,750000,--,100.00 --,--,B7GK013 ,"AFLAC INC",0.01,858180,2/15/2022, 7.33, 4.00, 3.05,3.05,Financial Institutions,107.27,800000,--,0.00 --,--,B06SZR9 ,"SCOTTISH POWER LTD",0.01,853905,3/15/2015, 1.73, 5.38, 1.60,1.60,Utility,106.74,800000,--,100.00 --,--,--,"FGOLD 15YR",0.01,853087,6/1/2027, 3.88, 3.00, 1.35,1.35,MBS Passthrough,106.08,804185,--,0.00 --,--,B42YVX7 ,"UNILEVER CAPITAL CORP",0.01,852016,2/10/2021, 6.59, 4.25, 2.32,2.32,Industrial,113.60,750000,--,0.00 --,--,B4NJ3T1 ,"UIL HOLDINGS CORPORATION",0.01,850721,10/1/2020, 6.21, 4.62, 3.63,3.63,Utility,106.34,800000,--,100.00 --,--,B52GJX6 ,"BP CAPITAL MARKETS PLC",0.01,848905,11/1/2021, 7.29, 3.56, 2.75,2.75,Industrial,106.11,800000,--,0.00 --,--,B456204 ,"BP CAPITAL MARKETS PLC",0.01,843936,10/1/2015, 2.28, 3.12, 0.77,0.77,Industrial,105.49,800000,--,0.00 --,--,B4V3Q52 ,"FLORIDA POWER & LIGHT CO",0.01,833294,2/1/2041, 15.45, 5.25, 4.09,4.09,Utility,119.04,700000,--,100.00 --,--,B5TSGP6 ,"BANK OF MONTREAL",0.01,833215,1/11/2017, 3.45, 2.50, 1.33,1.33,Financial Institutions,104.15,800000,--,0.00 --,--,B7RF040 ,"XEROX CORP",0.01,831457,3/15/2017, 3.59, 2.95, 1.88,1.88,Industrial,103.93,800000,--,0.00 --,--,B4XV085 ,"KELLOGG COMPANY",0.01,827378,12/15/2020, 6.48, 4.00, 2.50,2.50,Industrial,110.32,750000,--,0.00 --,--,B76NPV7 ,"ZIMMER HOLDINGS INC",0.01,822167,11/30/2021, 7.28, 3.38, 3.00,3.00,Industrial,102.77,800000,--,100.00 --,--,B162J10 ,"HUMANA INC",0.01,816094,6/1/2016, 2.73, 6.45, 1.39,1.39,Financial Institutions,114.94,710000,--,100.00 --,--,B1WTNP7 ,"FHLB",0.01,816037,5/17/2017, 3.69, 4.88, 0.66,0.66,Agencies,116.58,700000,--,0.00 --,--,B7T6ZB3 ,"RELIANCE STEEL & ALUMINUM CO",0.01,809707,4/15/2023, 7.90, 4.50, 4.34,4.34,Industrial,101.21,800000,--,100.00 --,--,--,"NATIONAL RETAIL PROPERTIES INC",0.01,809209,7/15/2021, 6.58, 5.50, 3.30,3.30,Financial Institutions,115.60,700000,--,100.00 --,--,B455R95 ,"TRANSCANADA PIPELINES LIMITED",0.01,803940,3/2/2015, 1.76, 0.88, 0.60,0.60,Utility,100.49,800000,--,0.00 --,--,B8HN4Z0 ,"CITIGROUP INC",0.01,797121,5/1/2018, 4.71, 1.75, 1.83,1.83,Financial Institutions,99.64,800000,--,0.00 --,--,B92RT26 ,"TURLOCK CORPORATION",0.01,791072,11/2/2032, 13.36, 4.00, 4.08,4.08,Industrial,98.88,800000,--,0.00 --,--,B5KZYP2 ,"VENTAS CAPITAL / VENTAS REALTY LP",0.01,787863,11/30/2015, 2.41, 3.12, 1.09,1.09,Financial Institutions,105.05,750000,--,100.00 --,--,B87LWD8 ,"PACKAGING CORPORATION OF AMERICA",0.00,781579,6/15/2022, 7.51, 3.90, 3.36,3.36,Industrial,104.21,750000,--,100.00 --,--,B8BRC09 ,"CANADIAN NATIONAL RAILWAY COMPANY",0.00,777617,11/15/2022, 8.46, 2.25, 2.58,2.58,Industrial,97.20,800000,--,100.00 --,--,B580BB4 ,"YALE UNIVERSITY",0.00,776201,10/15/2014, 1.38, 2.90, 0.40,0.40,Industrial,103.49,750000,--,0.00 --,--,B78L6K5 ,"NATIONAL FUEL GAS CO",0.00,772833,12/1/2021, 6.89, 4.90, 3.48,3.48,Utility,110.40,700000,--,100.00 --,--,--,"NJ ST EDA PENSION",0.00,770880,2/15/2021, 7.34, 0.00, 3.84,3.84,Local Authorities,77.09,1000000,--,0.00 --,--,B7KQFQ7 ,"TOTAL CAPITAL INTERNATIONAL SA",0.00,764558,2/17/2022, 7.64, 2.88, 2.62,2.62,Industrial,101.94,750000,--,0.00 --,--,B3PD4X5 ,"ROYAL BANK OF SCOTLAND GROUP PLC",0.00,761025,1/11/2014, 0.63, 3.25, 0.94,0.94,Financial Institutions,101.47,750000,--,0.00 --,--,B8KRPX4 ,"PRECISION CASTPARTS CORP.",0.00,760947,1/15/2023, 8.43, 2.50, 2.69,2.69,Industrial,98.19,775000,--,100.00 --,--,B4Q6NP5 ,"SPECTRA ENERGY PARTNERS LP",0.00,747586,6/15/2021, 6.63, 4.60, 3.62,3.62,Utility,106.80,700000,--,100.00 --,--,B82MC25 ,"MOLSON COORS BREWING CO",0.00,742950,5/1/2042, 15.58, 5.00, 4.61,4.61,Industrial,106.14,700000,--,0.00 --,--,B56D2T0 ,"NBCUNIVERSAL LLC",0.00,740247,4/1/2041, 14.85, 5.95, 4.47,4.47,Industrial,123.37,600000,--,0.00 --,--,B5KZ1W8 ,"UBS AG (STAMFORD BRANCH)",0.00,738941,1/28/2014, 0.68, 2.25, 0.47,0.47,Financial Institutions,101.22,730000,--,0.00 --,--,B57GNH3 ,"BECTON DICKINSON AND COMPANY",0.00,738286,11/12/2020, 6.64, 3.25, 2.45,2.45,Industrial,105.47,700000,--,100.00 --,--,B451GP2 ,"RYDER SYSTEM INC",0.00,736901,6/1/2017, 3.70, 3.50, 2.13,2.13,Industrial,105.27,700000,--,0.00 --,--,B58N470 ,"LORILLARD TOBACCO CO",0.00,732731,5/1/2020, 5.67, 6.88, 3.29,3.29,Industrial,122.12,600000,--,0.00 --,--,B707XD3 ,"STANLEY BLACK & DECKER INC",0.00,730322,12/1/2021, 7.28, 3.40, 2.82,2.82,Industrial,104.33,700000,--,100.00 --,--,--,"FNMA 30YR",0.00,727881,7/1/2037, 3.47, 6.50, 3.07,3.07,MBS Passthrough,111.55,652525,--,0.00 --,--,B71M014 ,"AMERICA MOVIL SAB DE CV",0.00,726750,9/8/2016, 3.16, 2.38, 1.19,1.19,Industrial,103.82,700000,--,0.00 --,--,B4XBGR6 ,"LIFE TECHNOLOGIES CORP",0.00,725101,1/15/2021, 6.32, 5.00, 3.28,3.28,Industrial,111.55,650000,--,100.00 --,--,B8RC8D3 ,"PRECISION CASTPARTS CORP.",0.00,722833,1/15/2018, 4.48, 1.25, 1.30,1.30,Industrial,99.70,725000,--,0.00 --,--,B3LRY42 ,"MANULIFE FINANCIAL CORP",0.00,722186,9/17/2015, 2.23, 3.40, 1.09,1.09,Financial Institutions,105.27,686000,--,100.00 --,--,B2QY902 ,"AMEREN ILLINOIS COMPANY",0.00,721072,11/15/2017, 4.01, 6.12, 1.46,1.46,Utility,120.18,600000,--,100.00 --,--,B4XQV32 ,"INTERNATIONAL BUSINESS MACHINES CO",0.00,718248,11/1/2021, 7.46, 2.90, 2.56,2.56,Industrial,102.61,700000,--,0.00 --,--,B7YHSR8 ,"VERISK ANALYTICS INC",0.00,715200,9/12/2022, 7.64, 4.12, 3.84,3.84,Industrial,102.17,700000,--,0.00 --,--,B4NGTN8 ,"AMGEN INC",0.00,711778,11/15/2014, 1.46, 1.88, 0.73,0.73,Industrial,101.68,700000,--,100.00 --,--,B2R87G5 ,"BRISTOL-MYERS SQUIBB CO",0.00,710070,5/1/2018, 4.41, 5.45, 1.58,1.58,Industrial,118.34,600000,--,100.00 --,--,B3XCYG7 ,"WATSON PHARMACEUTICALS INC",0.00,709676,8/15/2019, 5.22, 6.12, 2.90,2.90,Industrial,118.28,600000,--,100.00 --,--,B6XMGJ5 ,"COLGATE-PALMOLIVE CO",0.00,702165,11/15/2014, 1.48, 0.60, 0.40,0.40,Industrial,100.31,700000,--,0.00 --,--,B4K33R4 ,"LOWES COMPANIES INC",0.00,700246,11/15/2021, 7.28, 3.80, 2.77,2.77,Industrial,107.73,650000,--,100.00 --,--,B3NVDD4 ,"JOHNSON CONTROLS INC.",0.00,694171,3/1/2041, 14.69, 5.70, 4.68,4.68,Industrial,115.70,600000,--,0.00 --,--,B6Y2MB8 ,"ECOLAB INC.",0.00,693318,12/8/2016, 3.34, 3.00, 1.08,1.08,Industrial,106.66,650000,--,0.00 --,--,B41NV24 ,"PROLOGIS LP",0.00,690392,3/15/2017, 3.41, 6.25, 2.12,2.12,Financial Institutions,115.07,600000,--,0.00 --,--,--,"FGOLD 15YR",0.00,690024,5/1/2027, 3.88, 3.00, 1.35,1.35,MBS Passthrough,106.08,650469,--,0.00 --,--,B8L7F66 ,"AETNA INC",0.00,681996,11/15/2022, 8.26, 2.75, 3.07,3.07,Financial Institutions,97.43,700000,--,100.00 --,--,B4QWJ66 ,"STATE STREET CORP",0.00,679879,3/7/2021, 6.63, 4.38, 2.49,2.49,Financial Institutions,113.31,600000,--,0.00 --,--,B5WCHK7 ,"CINTAS CORP NO 2",0.00,671783,6/1/2016, 2.86, 2.85, 1.71,1.71,Industrial,103.35,650000,--,0.00 --,--,B669YV1 ,"METROPOLITAN TRANSN AUTH N Y REV F",0.00,663765,11/15/2040, 14.26, 6.81, 4.68,4.68,Local Authorities,132.75,500000,--,0.00 --,--,B1B2PW8 ,"MORGAN STANLEY",0.00,659976,8/9/2026, 9.24, 6.25, 4.28,4.28,Financial Institutions,119.78,551000,--,100.00 --,--,B4MDSJ9 ,"ASSOCIATED BANC-CORP",0.00,656525,3/28/2016, 2.66, 5.12, 1.73,1.73,Financial Institutions,109.42,600000,--,100.00 --,--,B42PL18 ,"THERMO FISHER SCIENTIFIC INC",0.00,655681,3/1/2021, 6.54, 4.50, 3.15,3.15,Industrial,109.28,600000,--,0.00 --,--,--,"REGIONAL TRANSN DIST COLO SALES TA",0.00,655065,11/1/2050, 17.63, 5.84, 4.19,4.19,Local Authorities,131.01,500000,--,0.00 --,--,B0L5274 ,"HARRIS CORPORATION",0.00,652261,10/1/2015, 0.00, 5.00, 0.00,0.00,Industrial,108.71,600000,--,100.00 --,--,B3XJTH4 ,"LORILLARD TOBACCO CO",0.00,651098,8/4/2041, 13.20, 7.00, 5.68,5.68,Industrial,118.38,550000,--,0.00 --,--,--,"CHICAGO ILL O HARE INTL ARPT REV",0.00,648330,1/1/2040, 14.12, 6.39, 4.48,4.48,Local Authorities,129.67,500000,--,0.00 --,--,B3YGHJ2 ,"GATX CORP",0.00,645170,6/1/2021, 6.53, 4.85, 3.76,3.76,Financial,107.53,600000,--,0.00 --,--,B46D9H0 ,"FNMA BENCHMARK NOTES",0.00,627987,4/11/2016, 2.80, 2.38, 0.44,0.44,Agencies,105.54,595000,--,0.00 --,--,B7XGL22 ,"HOST HOTELS & RESORTS LP",0.00,626315,10/15/2023, 8.52, 3.75, 3.70,3.70,Industrial,100.21,625000,--,100.00 --,--,--,"FGOLD 15YR",0.00,622934,7/1/2027, 3.91, 3.00, 1.40,1.40,MBS Passthrough,105.96,587918,--,0.00 --,--,--,"FGOLD 15YR",0.00,621882,9/1/2027, 3.17, 3.00, 0.97,0.97,MBS Passthrough,106.08,586233,--,0.00 --,--,B3SP8K3 ,"CALIFORNIA ST",0.00,620010,11/1/2030, 10.35, 7.70, 5.54,5.54,Local Authorities,124.00,500000,--,100.00 --,--,--,"OHIO ST UNIV GEN RCPTS",0.00,615400,6/1/2040, 15.44, 4.91, 4.00,4.00,Local Authorities,115.03,535000,--,0.00 --,--,B3NXFH8 ,"CAMERON INTERNATIONAL CORP",0.00,614484,6/1/2041, 14.63, 5.95, 4.50,4.50,Industrial,122.90,500000,--,100.00 --,--,B1YPZ91 ,"FNMA BENCHMARK NOTES",0.00,604656,6/12/2017, 3.65, 5.38, 0.73,0.73,Agencies,118.56,510000,--,0.00 --,--,B11K5C2 ,"TRANSCANADA PIPELINES LIMITED",0.00,600962,3/15/2036, 13.36, 5.85, 4.43,4.43,--,120.19,500000,--,100.00 --,--,B5994F5 ,"CELLCO PART/VERI WIRELESS",0.00,600386,11/15/2018, 4.60, 8.50, 2.03,2.03,Industrial,133.42,450000,--,100.00 --,--,--,"DENVER COLO PUB SCHS CTFS PART",0.00,597894,12/15/2037, 15.22, 4.24, 4.23,4.23,Local Authorities,99.65,600000,--,0.00 --,--,--,"FGOLD 15YR",0.00,597234,1/1/2028, 4.21, 3.00, 1.52,1.52,MBS Passthrough,105.96,563663,--,0.00 --,--,B282PB7 ,"KOHLS CORPORATION",0.00,597072,12/15/2037, 12.54, 6.88, 5.43,5.43,--,119.41,500000,--,100.00 --,--,B6QFCS2 ,"KENTUCKY UTILITIES CO",0.00,592827,11/1/2040, 15.70, 5.12, 4.00,4.00,Utility,118.57,500000,--,100.00 --,--,--,"DALLAS TX AREA RAPID TRAN",0.00,590120,12/1/2048, 17.60, 5.02, 4.06,4.06,Local Authorities,118.02,500000,--,0.00 --,--,--,"FGOLD 15YR GIANT",0.00,589953,7/1/2024, 2.54, 4.50, 1.78,1.78,MBS Passthrough,106.42,554378,--,0.00 --,--,B4TZTY0 ,"REPUBLIC SERVICES INC",0.00,589444,9/15/2019, 5.39, 5.50, 2.43,2.43,Industrial,117.89,500000,--,100.00 --,--,B64YPZ9 ,"TC PIPELINES LP",0.00,587316,6/15/2021, 6.62, 4.65, 3.67,3.67,Utility,106.78,550000,--,100.00 --,--,B537C51 ,"PRESIDENTS & FELLOWS OF HARVARD CO",0.00,585936,10/15/2040, 15.97, 4.88, 3.85,3.85,Industrial,117.19,500000,--,100.00 --,--,B3KG5W5 ,"FPL GROUP CAPITAL INC",0.00,584564,12/15/2015, 2.31, 7.88, 1.17,1.17,Utility,116.91,500000,--,100.00 --,--,B4883N7 ,"SANTANDER HOLDINGS USA INC",0.00,584352,4/19/2016, 2.72, 4.62, 2.39,2.39,Financial Institutions,106.25,550000,--,0.00 --,--,--,"CHICAGO ILL BRD ED",0.00,581405,11/1/2029, 10.64, 6.32, 4.87,4.87,Local Authorities,116.28,500000,--,0.00 --,--,B53HKR9 ,"ASPEN INSURANCE HOLDINGS LIMITED",0.00,579021,12/15/2020, 6.06, 6.00, 3.60,3.60,Financial Institutions,115.80,500000,--,0.00 --,--,B60HB98 ,"SIGMA-ALDRICH CORPORATION",0.00,576526,11/1/2020, 6.57, 3.38, 2.66,2.66,Industrial,104.82,550000,--,100.00 --,--,B43Y8S0 ,"WILLIAMS PARTNERS LP",0.00,570011,3/15/2020, 5.76, 5.25, 2.97,2.97,Utility,114.00,500000,--,100.00 --,--,--,"ALLEGHANY CORPORATION",0.00,569928,9/15/2020, 6.03, 5.62, 3.45,3.45,Financial Institutions,113.99,500000,--,100.00 --,--,B5PGKF2 ,"CREDIT SUISSE NEW YORK NY",0.00,567124,1/14/2020, 5.56, 5.40, 3.15,3.15,Financial Institutions,113.42,500000,--,0.00 --,--,B4TJT42 ,"VENTAS REALTY LP",0.00,557287,6/1/2021, 6.61, 4.75, 3.13,3.13,Financial Institutions,111.46,500000,--,0.00 --,--,B708228 ,"TRANSOCEAN INC",0.00,556973,12/15/2016, 3.23, 5.05, 1.74,1.74,Industrial,111.39,500000,--,0.00 --,--,B711HK9 ,"VORNADO REALTY LP",0.00,556919,1/15/2022, 6.99, 5.00, 3.47,3.47,Financial Institutions,111.38,500000,--,100.00 --,--,B56H203 ,"BECTON DICKINSON AND COMPANY",0.00,553206,11/12/2040, 15.49, 5.00, 4.33,4.33,Industrial,110.64,500000,--,100.00 --,--,B66MHW2 ,"PENTAIR LTD",0.00,552393,5/15/2021, 6.63, 5.00, 3.49,3.49,Industrial,110.48,500000,--,100.00 --,--,--,"FGOLD 15YR",0.00,545512,5/1/2027, 3.87, 3.00, 1.38,1.38,MBS Passthrough,105.96,514848,--,0.00 --,--,B3LQT22 ,"AETNA INC",0.00,542922,9/1/2020, 6.31, 3.95, 2.65,2.65,Financial Institutions,108.58,500000,--,100.00 --,--,B75MCR0 ,"PERKINELMER INC.",0.00,542282,11/15/2021, 6.95, 5.00, 3.82,3.82,Industrial,108.46,500000,--,100.00 --,--,--,"UTAH ST",0.00,541440,7/1/2025, 9.80, 3.54, 2.73,2.73,Local Authorities,108.29,500000,--,0.00 --,--,B8DXY43 ,"AGILENT TECHNOLOGIES INC",0.00,540164,10/1/2022, 7.98, 3.20, 3.42,3.42,Industrial,98.21,550000,--,100.00 --,--,--,"FGOLD 15YR",0.00,538180,4/1/2027, 3.88, 3.00, 1.35,1.35,MBS Passthrough,106.08,507329,--,0.00 --,--,B7972Q0 ,"ESTEE LAUDER CO INC",0.00,534591,8/15/2022, 8.18, 2.35, 2.70,2.70,Industrial,97.20,550000,--,0.00 --,--,--,"FNMA 30YR",0.00,532056,8/1/2040, 4.31, 5.00, 2.57,2.57,MBS Passthrough,110.23,482667,--,0.00 --,--,B546Q33 ,"ARIZONA PUBLIC SERVICE CO",0.00,528682,4/1/2042, 16.35, 4.50, 4.16,4.16,Utility,105.74,500000,--,100.00 --,--,B637RY2 ,"VERIZON COMMUNICATIONS INC",0.00,528419,4/1/2016, 2.74, 3.00, 0.98,0.98,Industrial,105.68,500000,--,0.00 --,--,B5ZY7R7 ,"CIGNA CORPORATION",0.00,527420,11/15/2016, 3.33, 2.75, 1.14,1.14,Financial Institutions,105.48,500000,--,0.00 --,--,--,"FGOLD 30YR GIANT",0.00,526915,9/1/2038, 3.27, 6.00, 3.12,3.12,MBS Passthrough,108.75,484520,--,0.00 --,--,B460Q25 ,"SANOFI-AVENTIS SA",0.00,526577,3/29/2016, 2.76, 2.38, 0.50,0.50,Industrial,105.32,500000,--,0.00 --,--,B4TCSH7 ,"NOBLE HOLDING INTERNATIONAL LTD",0.00,521596,8/1/2015, 2.10, 3.45, 1.45,1.45,Industrial,104.32,500000,--,100.00 --,--,B5TX5R6 ,"CHICAGO ILL",0.00,518412,1/1/2035, 11.48, 7.78, 5.44,5.44,Local Authorities,129.60,400000,--,0.00 --,--,B3VP9P2 ,"BECTON DICKINSON AND COMPANY",0.00,518099,11/8/2021, 7.42, 3.12, 2.65,2.65,Industrial,103.62,500000,--,0.00 --,--,B828NK8 ,"AUTOZONE INC",0.00,515907,4/15/2022, 7.54, 3.70, 3.28,3.28,Industrial,103.18,500000,--,100.00 --,--,B23G0D1 ,"PLAINS ALL AMERICAN PIPELINE LP",0.00,515800,1/15/2037, 13.04, 6.65, 4.62,4.62,--,128.95,400000,--,100.00 --,--,B4KYPX7 ,"BANK OF NOVA SCOTIA",0.00,514789,10/7/2015, 2.32, 2.05, 0.79,0.79,Financial Institutions,102.96,500000,--,0.00 --,--,B3QVVQ0 ,"CENTERPOINT ENERGY RESOURCES CORP",0.00,513223,1/15/2021, 6.47, 4.50, 2.47,2.47,Utility,114.05,450000,--,100.00 --,--,--,"FGOLD 15YR",0.00,506120,8/1/2027, 3.16, 3.00, 0.97,0.97,MBS Passthrough,106.08,477107,--,0.00 --,--,B5T7T87 ,"SANOFI-AVENTIS SA",0.00,505600,3/28/2014, 0.85, 1.62, 0.31,0.31,Industrial,101.12,500000,--,0.00 --,--,B76FXX1 ,"ZIMMER HOLDINGS INC",0.00,504680,11/30/2014, 1.50, 1.40, 0.78,0.78,Industrial,100.94,500000,--,0.00 --,--,B98D0N6 ,"CONSUMERS ENERGY COMPANY",0.00,504080,5/15/2043, 17.52, 3.95, 3.91,3.91,Utility,100.82,500000,--,100.00 --,--,B3NFKQ8 ,"DELL INC",0.00,501290,9/10/2015, 2.22, 2.30, 2.19,2.19,Industrial,100.26,500000,--,100.00 --,--,B4LVDV1 ,"KINDER MORGAN ENERGY PARTNERS LP",0.00,500549,2/15/2020, 5.50, 6.85, 2.74,2.74,Utility,125.14,400000,--,100.00 --,--,B90JT57 ,"AMAZONCOM INC",0.00,496801,11/29/2017, 4.36, 1.20, 1.35,1.35,Industrial,99.36,500000,--,0.00 --,--,B76L298 ,"DOW CHEMICAL CO",0.00,496256,11/15/2041, 15.35, 5.25, 4.60,4.60,Industrial,110.28,450000,--,100.00 --,--,B7L11G3 ,"FREEPORT-MCMORAN COPPER & GOLD INC",0.00,495342,3/1/2022, 7.42, 3.55, 3.68,3.68,Industrial,99.07,500000,--,100.00 --,--,B7T8T62 ,"AMERICAN TOWER CORP",0.00,494921,1/31/2023, 8.07, 3.50, 3.60,3.60,Industrial,98.98,500000,--,0.00 --,--,--,"FNMA 30YR",0.00,492956,12/1/2036, 3.77, 6.50, 3.22,3.22,MBS Passthrough,112.05,439946,--,0.00 --,--,B997SV1 ,"BAIDU INC",0.00,490281,11/28/2022, 7.88, 3.50, 3.75,3.75,Industrial,98.06,500000,--,0.00 --,--,--,"FGOLD 15YR",0.00,490123,11/1/2027, 4.19, 3.00, 1.51,1.51,MBS Passthrough,105.96,462572,--,0.00 --,--,B715FY1 ,"EXELON GENERATION CO LLC",0.00,489824,6/15/2042, 14.55, 5.60, 5.02,5.02,Utility,108.85,450000,--,100.00 --,--,B3BXXZ4 ,"E I DU PONT DE NEMOURS AND CO",0.00,489359,7/15/2018, 4.47, 6.00, 1.48,1.48,--,122.34,400000,--,100.00 --,--,B4TMX94 ,"SNAP-ON INC",0.00,488323,1/15/2018, 4.18, 4.25, 2.31,2.31,Industrial,108.52,450000,--,0.00 --,--,B5W1447 ,"AVALONBAY COMMUNITIES INC",0.00,481421,1/15/2021, 6.54, 3.95, 2.92,2.92,Financial Institutions,106.98,450000,--,100.00 --,--,B6VJYV6 ,"AMERICAN AIRLINES INC",0.00,480177,4/15/2023, 6.63, 8.62, 7.81,7.81,Industrial,105.54,454993,--,0.00 --,--,B3Z67G8 ,"LORILLARD TOBACCO CO",0.00,478905,8/4/2016, 3.01, 3.50, 1.44,1.44,Industrial,106.42,450000,--,0.00 --,--,B6XWXQ1 ,"FMC CORPORATION",0.00,476685,2/1/2022, 7.29, 3.95, 3.17,3.17,Industrial,105.93,450000,--,100.00 --,--,B64NDJ6 ,"PRUDENTIAL FINANCIAL INC",0.00,472924,6/21/2020, 5.90, 5.38, 2.55,2.55,Financial Institutions,118.23,400000,--,100.00 --,--,B3YT8R6 ,"LOS ANGELES CALIF WTR PWR REV",0.00,471406,7/1/2050, 16.94, 6.60, 4.20,4.20,Local Authorities,145.05,325000,--,0.00 --,--,--,"FGOLD 15YR",0.00,469013,12/1/2027, 4.20, 3.00, 1.51,1.51,MBS Passthrough,105.96,442649,--,0.00 --,--,B1XSN53 ,"EUROPEAN INVESTMENT BANK",0.00,467976,5/30/2017, 3.63, 5.12, 0.82,0.82,--,116.99,400000,--,0.00 --,--,--,"ONTARIO PROVINCE OF",0.00,465848,4/14/2020, 6.02, 4.40, 1.85,1.85,--,116.46,400000,--,0.00 --,--,--,"FNMA 30YR",0.00,461512,12/1/2039, 3.22, 4.00, 1.93,1.93,MBS Passthrough,106.43,433634,--,0.00 --,--,B744PD4 ,"WESTAR ENERGY INC",0.00,458489,3/1/2042, 16.73, 4.12, 4.01,4.01,Utility,101.89,450000,--,100.00 --,--,--,"MASSACHUSETTS ST",0.00,456820,12/1/2021, 7.14, 4.20, 2.35,2.35,Local Authorities,114.20,400000,--,0.00 --,--,--,"FGOLD 15YR",0.00,456125,1/1/2028, 4.21, 3.00, 1.48,1.48,MBS Passthrough,106.08,429978,--,0.00 --,--,B78Q8B5 ,"FHLMC REFER",0.00,455530,1/13/2022, 7.74, 2.38, 1.93,1.93,Agencies,103.53,440000,--,0.00 --,--,--,"COCA-COLA ENTERPRISES INC",0.00,451544,11/12/2013, 0.47, 1.12, 0.41,0.41,Industrial,100.34,450000,--,100.00 --,--,--,"FGOLD 15YR",0.00,445220,8/1/2027, 3.16, 3.00, 1.01,1.01,MBS Passthrough,105.96,420194,--,0.00 --,--,B414JX4 ,"AMERICAN AIRLINES INC",0.00,442616,7/31/2022, 7.25, 5.25, 4.05,4.05,Industrial,109.08,405772,--,0.00 --,--,B7T7776 ,"NORTHERN TRUST CORP",0.00,441230,8/2/2022, 8.14, 2.38, 2.61,2.61,Financial Institutions,98.05,450000,--,0.00 --,--,--,"FNMA 30YR",0.00,439295,8/1/2036, 3.89, 6.50, 3.34,3.34,MBS Passthrough,111.99,392265,--,0.00 --,--,B415346 ,"MATTEL INC",0.00,438321,10/1/2020, 6.30, 4.35, 2.90,2.90,Industrial,109.58,400000,--,100.00 --,--,B7JR5N8 ,"ENTERGY CORP",0.00,436012,1/15/2017, 3.32, 4.70, 2.12,2.12,Utility,109.00,400000,--,100.00 --,--,--,"FNMA 30YR",0.00,433803,10/1/2036, 3.73, 6.50, 3.35,3.35,MBS Passthrough,111.41,389362,--,0.00 --,--,--,"NJ ST EDA PENSION",0.00,431250,2/15/2019, 5.60, 0.00, 2.78,2.78,Local Authorities,86.25,500000,--,0.00 --,--,B68FMP7 ,"TEVA PHARMACEUTICAL FINANCEIII LLC",0.00,429199,6/15/2015, 1.99, 3.00, 0.71,0.71,Industrial,104.68,410000,--,100.00 --,--,B3D20S1 ,"ENBRIDGE ENERGY PARTNERS LP",0.00,425684,4/15/2038, 12.70, 7.50, 5.37,5.37,--,129.00,330000,--,100.00 --,--,B62P598 ,"VF CORPORATION",0.00,423250,9/1/2021, 7.14, 3.50, 2.71,2.71,Industrial,105.81,400000,--,100.00 --,--,B1VRBS1 ,"WILLIS NORTH AMERICA INC",0.00,422149,3/28/2017, 3.44, 6.20, 2.43,2.43,Financial Institutions,113.79,371000,--,100.00 --,--,B3N9Y35 ,"COMERICA INC",0.00,420248,9/16/2015, 2.24, 3.00, 0.79,0.79,Financial Institutions,105.06,400000,--,0.00 --,--,B54MR94 ,"CR BARD INC",0.00,419666,1/15/2016, 2.54, 2.88, 0.99,0.99,Industrial,104.92,400000,--,0.00 --,--,B76RD04 ,"ROCKWELL COLLINS INC.",0.00,418227,11/15/2021, 7.45, 3.10, 2.50,2.50,Industrial,104.56,400000,--,100.00 --,--,B7D37N6 ,"BANK OF NOVA SCOTIA",0.00,418055,1/12/2017, 3.45, 2.55, 1.28,1.28,Financial Institutions,104.51,400000,--,0.00 --,--,B43W442 ,"COCA-COLA COMPANY (THE)",0.00,413713,9/1/2016, 3.18, 1.80, 0.74,0.74,Industrial,103.43,400000,--,0.00 --,--,B7NZ7J8 ,"ASIAN DEVELOPMENT BANK",0.00,413667,3/21/2019, 5.53, 1.75, 1.14,1.14,Supranational,103.42,400000,--,0.00 --,--,B5BT787 ,"EBAY INC.",0.00,409740,10/15/2015, 2.35, 1.62, 0.60,0.60,Industrial,102.44,400000,--,100.00 --,--,--,"CHICAGO ILL WTR REV",0.00,405981,11/1/2040, 14.43, 6.74, 4.49,4.49,Local Authorities,135.33,300000,--,0.00 --,--,B41S9V4 ,"HCP INC",0.00,405359,2/1/2014, 0.69, 2.70, 0.78,0.78,Financial Institutions,101.34,400000,--,0.00 --,--,B6VYQ26 ,"SANOFI SA",0.00,404647,9/30/2014, 1.35, 1.20, 0.34,0.34,Industrial,101.16,400000,--,0.00 --,--,B523H44 ,"TORONTO-DOMINION BANK/THE",0.00,404263,7/14/2014, 1.13, 1.38, 0.45,0.45,Financial Institutions,101.07,400000,--,0.00 --,--,--,"FNMA 30YR",0.00,403562,6/1/2038, 3.45, 6.50, 3.14,3.14,MBS Passthrough,111.24,362771,--,0.00 --,--,B86KFJ3 ,"NIPPON TELEGRAPH AND TELEPHONE COR",0.00,401508,7/18/2017, 4.01, 1.40, 1.31,1.31,Industrial,100.38,400000,--,0.00 --,--,B604531 ,"MATTEL INC",0.00,385735,11/1/2041, 15.00, 5.45, 4.79,4.79,Industrial,110.21,350000,--,100.00 --,--,B5SWJ72 ,"PROGRESSIVE CORP",0.00,381216,8/23/2021, 7.08, 3.75, 2.55,2.55,Financial Institutions,108.92,350000,--,0.00 --,--,B87JGL8 ,"MAGELLAN MIDSTREAM PARTNERS LP",0.00,380271,12/1/2042, 16.17, 4.20, 4.49,4.49,--,95.07,400000,--,100.00 --,--,--,"FGOLD 15YR GIANT",0.00,369148,9/1/2024, 2.75, 5.50, 2.25,2.25,MBS Passthrough,108.33,340749,--,0.00 --,--,B5T3LT0 ,"WILLIAMS PARTNERS LP",0.00,368665,11/15/2021, 7.19, 4.00, 3.28,3.28,--,105.33,350000,--,100.00 --,--,--,"CHURCH & DWIGHT CO INC",0.00,366041,12/15/2015, 2.43, 3.35, 1.52,1.52,Industrial,104.58,350000,--,0.00 --,--,B5BG6Y7 ,"NASDAQ OMX GROUP INC",0.00,362618,1/16/2018, 4.08, 5.25, 3.18,3.18,Financial Institutions,108.89,333000,--,0.00 --,--,B5SS8G2 ,"NORTHROP GRUMMAN COR",0.00,357788,11/15/2015, 2.43, 1.85, 0.94,0.94,Industrial,102.23,350000,--,100.00 --,--,B606VM8 ,"PPL ELECTRIC UTILITIES CORP",0.00,357410,7/15/2041, 15.63, 5.20, 4.05,4.05,Utility,119.14,300000,--,100.00 --,--,B8L2KR7 ,"SYSCO CORPORATION",0.00,350427,6/12/2015, 2.04, 0.55, 0.49,0.49,Industrial,100.12,350000,--,0.00 --,--,B757RM5 ,"ALABAMA POWER COMPANY",0.00,349190,1/15/2042, 16.51, 4.10, 4.11,4.11,Utility,99.77,350000,--,0.00 --,--,B3Y6BZ6 ,"PLAINS ALL AMERICAN PIPELINE LP",0.00,339127,5/1/2019, 4.88, 8.75, 2.30,2.30,Utility,135.65,250000,--,100.00 --,--,B63V971 ,"MUNICIPAL ELEC AUTH GA",0.00,336645,4/1/2057, 14.32, 7.05, 6.22,6.22,Local Authorities,112.22,300000,--,0.00 --,--,B6490N7 ,"L 3 COMMUNICATIONS CORP",0.00,332476,2/15/2021, 6.41, 4.95, 3.35,3.35,Industrial,110.83,300000,--,100.00 --,--,B55W6J6 ,"PLUM CREEK TIMBERLANDS LP",0.00,324059,3/15/2021, 6.52, 4.70, 3.52,3.52,Industrial,108.02,300000,--,100.00 --,--,B7XX8R7 ,"EXELIS INC",0.00,318619,10/1/2021, 6.65, 5.55, 4.65,4.65,Industrial,106.21,300000,--,0.00 --,--,B1W41R0 ,"UNION PACIFIC CORP",0.00,315928,5/1/2037, 13.73, 6.15, 4.36,4.36,Industrial,126.37,250000,--,100.00 --,--,B1WV0T6 ,"NEXEN INC",0.00,315226,5/15/2037, 13.49, 6.40, 4.59,4.59,Agencies,126.09,250000,--,100.00 --,--,B73Z527 ,"KOHLS CORP",0.00,314430,11/1/2021, 7.15, 4.00, 3.34,3.34,Industrial,104.81,300000,--,100.00 --,--,B44QM16 ,"GENERAL DYNAMICS CORP",0.00,312648,7/15/2016, 3.02, 2.25, 0.89,0.89,Industrial,104.22,300000,--,0.00 --,--,B3CH1F1 ,"TRANSCANADA PIPELINES LTD",0.00,309574,8/15/2018, 4.50, 6.50, 1.72,1.72,Utility,123.83,250000,--,100.00 --,--,B2QH9T0 ,"APPALACHIAN POWER CO",0.00,308577,4/1/2038, 13.38, 7.00, 4.66,4.66,--,134.16,230000,--,100.00 --,--,B24H7Y3 ,"SCHERING-PLOUGH CORPORATION",0.00,300340,9/15/2017, 3.86, 6.00, 1.20,1.20,Industrial,120.14,250000,--,100.00 --,--,--,"FNMA 30YR",0.00,294522,5/1/2040, 4.00, 6.50, 3.40,3.40,MBS Passthrough,112.09,262758,--,0.00 --,--,B715T38 ,"EXPORT-IMPORT BANK OF KOREA",0.00,287171,4/11/2022, 7.26, 5.00, 3.08,3.08,Agencies,114.87,250000,--,0.00 --,--,--,"GNMA 30YR",0.00,286886,1/15/2043, 5.34, 3.00, 2.14,2.14,MBS Passthrough,104.50,274532,--,0.00 --,--,B551BB0 ,"ONCOR ELECTRIC DELIVERY CO",0.00,283685,9/1/2038, 13.27, 7.50, 4.66,4.66,--,141.84,200000,--,100.00 --,--,B67JRB1 ,"KIMBERLY-CLARK CORP",0.00,277042,3/1/2021, 6.72, 3.88, 2.35,2.35,Industrial,110.82,250000,--,0.00 --,--,B6YQVQ8 ,"JOY GLOBAL INC.",0.00,276557,10/15/2021, 6.86, 5.12, 3.65,3.65,Industrial,110.62,250000,--,0.00 --,--,B54M8Y6 ,"FIRST HORIZON NATIONAL CORP",0.00,271963,12/15/2015, 2.37, 5.38, 1.86,1.86,Financial Institutions,108.79,250000,--,0.00 --,--,--,"FNMA 30YR",0.00,271308,7/1/2040, 4.29, 5.00, 2.72,2.72,MBS Passthrough,109.53,247695,--,0.00 --,--,B4L6LR8 ,"TRANSOCEAN WORLDWIDE INC",0.00,271305,11/15/2015, 2.35, 4.95, 1.44,1.44,Industrial,108.52,250000,--,100.00 --,--,B5ZQ795 ,"KENTUCKY UTILITIES CO",0.00,267639,11/1/2020, 6.62, 3.25, 2.22,2.22,Utility,107.06,250000,--,100.00 --,--,--,"AMGEN INC",0.00,265960,10/1/2020, 6.48, 3.45, 2.50,2.50,Industrial,106.38,250000,--,100.00 --,--,--,"FNMA 30YR",0.00,264698,11/1/2037, 3.50, 6.50, 3.20,3.20,MBS Passthrough,111.21,238010,--,0.00 --,--,B3N4NM2 ,"ENBRIDGE ENERGY PARTNERS LP",0.00,264371,9/15/2040, 14.29, 5.50, 5.11,5.11,Utility,105.75,250000,--,100.00 --,--,B2R0LZ8 ,"MARTIN MARIETTA MATERIALS INC",0.00,262597,4/15/2018, 4.21, 6.60, 3.74,3.74,Industrial,112.70,233000,--,100.00 --,--,B16NJB3 ,"XCEL ENERGY INC",0.00,262496,7/1/2036, 13.10, 6.50, 4.34,4.34,--,131.25,200000,--,100.00 --,--,B46MC34 ,"APPLIED MATERIALS INC",0.00,262118,6/15/2016, 2.92, 2.65, 1.04,1.04,Industrial,104.85,250000,--,0.00 --,--,B6YVL18 ,"PRAXAIR INC",0.00,259198,9/1/2021, 7.27, 3.00, 2.51,2.51,Industrial,103.68,250000,--,0.00 --,--,B5QGFL2 ,"EUROPEAN INVESTMENT BANK",0.00,256912,9/1/2015, 2.23, 1.62, 0.41,0.41,Supranational,102.76,250000,--,0.00 --,--,B8BC6W4 ,"BEAM INC",0.00,255457,5/15/2022, 7.76, 3.25, 2.97,2.97,Industrial,102.18,250000,--,100.00 --,--,B4NXKR0 ,"LOUISVILLE GAS & ELECTRIC CO",0.00,255240,11/15/2015, 2.43, 1.62, 0.77,0.77,Utility,102.10,250000,--,100.00 --,--,B4T4L41 ,"ADVANCE AUTO PARTS INC.",0.00,253586,1/15/2022, 7.01, 4.50, 4.30,4.30,Industrial,101.43,250000,--,100.00 --,--,B06N1P4 ,"NEWMONT MINING CORPORATION",0.00,252794,4/1/2035, 12.18, 5.88, 5.78,5.78,Industrial,101.12,250000,--,100.00 --,--,B2QV3K1 ,"NEWS AMERICA INC",0.00,251139,11/15/2037, 13.34, 6.65, 4.85,4.85,--,125.57,200000,--,100.00 --,--,B99J5P0 ,"PETROBRAS GLOBAL FINANCE BV",0.00,251070,1/15/2019, 5.19, 3.00, 2.83,2.83,Agencies,100.43,250000,--,0.00 --,--,B5WCY73 ,"NORTHROP GRUMMAN CORP",0.00,249315,11/15/2040, 15.29, 5.05, 4.51,4.51,--,108.40,230000,--,100.00 --,--,B92RSN0 ,"STATOIL ASA",0.00,243991,1/17/2023, 8.46, 2.45, 2.69,2.69,Agencies,97.60,250000,--,0.00 --,--,B2PKS04 ,"VERIZON COMMUNICATIONS INC",0.00,243581,2/15/2038, 13.33, 6.40, 4.87,4.87,--,121.79,200000,--,100.00 --,--,B83D476 ,"TRANSCANADA PIPELINES LIMITED",0.00,243267,8/1/2022, 8.08, 2.50, 2.84,2.84,Utility,97.31,250000,--,0.00 --,--,B2QQP22 ,"VERIZON COMMUNICATIONS INC.",0.00,241530,4/15/2018, 4.31, 6.10, 1.67,1.67,--,120.77,200000,--,100.00 --,--,B248L00 ,"NISOURCE FINANCE CORPORATION",0.00,239920,3/15/2018, 4.20, 6.40, 2.03,2.03,--,119.96,200000,--,100.00 --,--,B28PQV3 ,"MCDONALDS CORP",0.00,238848,10/15/2017, 3.95, 5.80, 1.25,1.25,Industrial,119.42,200000,--,100.00 --,--,B3LZNB6 ,"UNITED PARCEL SERVICE INC",0.00,238575,4/1/2019, 5.14, 5.12, 1.66,1.66,Industrial,119.29,200000,--,100.00 --,--,B3KKTL4 ,"ORACLE CORP",0.00,236635,7/8/2019, 5.30, 5.00, 1.83,1.83,--,118.32,200000,--,100.00 --,--,B29PLL7 ,"ANHEUSER-BUSCH COS INC",0.00,236504,1/15/2018, 4.12, 5.50, 1.43,1.43,Industrial,118.25,200000,--,100.00 --,--,B53LS44 ,"METLIFE INC",0.00,230397,2/8/2021, 6.48, 4.75, 2.57,2.57,--,115.20,200000,--,100.00 --,--,--,"FNMA 30YR",0.00,226956,5/1/2040, 3.96, 5.00, 2.53,2.53,MBS Passthrough,109.52,207222,--,0.00 --,--,B4XC323 ,"LINCOLN NATIONAL CORPORATION",0.00,225405,6/24/2021, 6.66, 4.85, 3.07,3.07,Financial Institutions,112.70,200000,--,0.00 --,--,B4PBNR3 ,"PUBLIC SERVICE COMPANY OF COLORAD",0.00,224494,8/15/2041, 16.04, 4.75, 4.02,4.02,Utility,112.25,200000,--,100.00 --,--,B58D3S4 ,"GREAT PLAINS ENERGY INC",0.00,223370,6/1/2021, 6.58, 4.85, 3.19,3.19,Utility,111.68,200000,--,100.00 --,--,B5KZVJ5 ,"PACIFICORP",0.00,221227,6/15/2021, 6.89, 3.85, 2.40,2.40,--,110.61,200000,--,100.00 --,--,B3T0L19 ,"SCANA CORP",0.00,220159,5/15/2021, 6.69, 4.75, 3.30,3.30,--,110.08,200000,--,100.00 --,--,B8L71C4 ,"BRISTOL-MYERS SQUIBB CO",0.00,216562,8/1/2042, 17.67, 3.25, 4.03,4.03,Industrial,86.62,250000,--,0.00 --,--,B5SDGK7 ,"NORTHERN TRUST CORPORATION",0.00,215740,11/4/2020, 6.59, 3.45, 2.30,2.30,Financial Institutions,107.87,200000,--,0.00 --,--,B6SXDT2 ,"BEMIS COMPANY INC",0.00,215032,10/15/2021, 6.99, 4.50, 3.46,3.46,Industrial,107.52,200000,--,100.00 --,--,B06F3T8 ,"GENERAL ELECTRIC CAPITAL CORP",0.00,214881,3/4/2015, 1.71, 4.88, 0.68,0.68,Financial,107.44,200000,--,0.00 --,--,B3XQNN9 ,"HCP INC",0.00,213859,2/1/2016, 2.55, 3.75, 1.13,1.13,Financial Institutions,106.93,200000,--,0.00 --,--,B40FSL9 ,"GILEAD SCIENCES INC",0.00,213530,12/1/2016, 3.31, 3.05, 1.09,1.09,Industrial,106.77,200000,--,0.00 --,--,B4658M4 ,"VIRGIN MEDIA SECURED FINANCE PLC",0.00,213128,1/15/2021, 6.21, 5.25, 4.24,4.24,Industrial,106.56,200000,--,0.00 --,--,B5VZW57 ,"RAYMOND JAMES FINANCIAL INC.",0.00,211510,4/15/2016, 2.72, 4.25, 2.19,2.19,Financial Institutions,105.75,200000,--,0.00 --,--,B5TY535 ,"HEALTH CARE REIT INC",0.00,211446,3/15/2016, 2.67, 3.62, 1.54,1.54,Financial Institutions,105.72,200000,--,0.00 --,--,B6XC6T5 ,"GENERAL MILLS INC",0.00,209023,12/15/2021, 7.41, 3.15, 2.56,2.56,Industrial,104.51,200000,--,100.00 --,--,B7N9B32 ,"AMPHENOL CORPORATION",0.00,207778,2/1/2022, 7.25, 4.00, 3.48,3.48,Industrial,103.89,200000,--,100.00 --,--,--,"FNMA 30YR",0.00,207009,10/1/2040, 4.39, 5.00, 2.89,2.89,MBS Passthrough,109.03,189864,--,0.00 --,--,B6X1N13 ,"SEMPRA ENERGY",0.00,206687,4/1/2017, 3.68, 2.30, 1.41,1.41,--,103.34,200000,--,0.00 --,--,B6SXB65 ,"SOUTH CAROLINA ELECTRIC & GAS COMP",0.00,206480,2/1/2042, 16.30, 4.35, 4.16,4.16,Utility,103.24,200000,--,100.00 --,--,B4PTFT3 ,"OCCIDENTAL PETROLEUM CORP",0.00,204690,2/15/2017, 3.60, 1.75, 1.11,1.11,--,102.35,200000,--,0.00 --,--,B3KKTN6 ,"KENTUCKY UTILITIES CO",0.00,204616,11/1/2015, 2.40, 1.62, 0.67,0.67,Utility,102.31,200000,--,0.00 --,--,B7LG737 ,"BMC SOFTWARE INC",0.00,202022,2/15/2022, 7.17, 4.25, 4.11,4.11,Industrial,101.01,200000,--,0.00 --,--,B8G0S94 ,"FORD MOTOR CREDIT COMPANY LLC",0.00,201391,1/16/2018, 4.35, 2.38, 2.21,2.21,--,100.70,200000,--,0.00 --,--,--,"SALT RIVER PROJ AZ",0.00,201262,1/1/2041, 15.78, 4.84, 3.94,3.94,Local Authorities,115.01,175000,--,0.00 --,--,B9J8TG6 ,"JPMORGAN CHASE & CO",0.00,200035,2/26/2016, 2.71, 1.12, 1.12,1.12,--,100.02,200000,--,0.00 --,--,B8718Z2 ,"FREEPORT-MCMORAN COPPER & GOLD INC",0.00,199349,3/15/2023, 8.04, 3.88, 3.90,3.90,--,99.67,200000,--,100.00 --,--,B9772N3 ,"NEWS AMERICA INC",0.00,198474,9/15/2022, 8.02, 3.00, 3.10,3.10,--,99.24,200000,--,0.00 --,--,B8QBQC6 ,"FIDELITY NATIONAL INFORMATION SERV",0.00,197938,4/15/2023, 8.26, 3.50, 3.63,3.63,--,98.97,200000,--,100.00 --,--,B7HL2S6 ,"BAXTER INTERNATIONAL INC",0.00,183669,8/15/2042, 17.15, 3.65, 4.13,4.13,Industrial,91.83,200000,--,0.00 --,--,B3QW4Y2 ,"CNA FINANCIAL CORP",0.00,177899,8/15/2021, 6.63, 5.75, 3.17,3.17,Financial Institutions,118.60,150000,--,0.00 --,--,B62YCZ0 ,"ALLIED WORLD ASSURANCE CO HOLDINGS",0.00,171774,11/15/2020, 6.22, 5.50, 3.30,3.30,Financial Institutions,114.52,150000,--,100.00 --,--,B3QJ9R1 ,"JUNIPER NETWORKS INC",0.00,163313,3/15/2041, 13.96, 5.95, 5.33,5.33,Industrial,108.88,150000,--,0.00 --,--,B44YM10 ,"MARATHON PETROLEUM CORP",0.00,160072,3/1/2016, 2.64, 3.50, 1.04,1.04,Industrial,106.71,150000,--,0.00 --,--,B58XDN9 ,"ANALOG DEVICES INC",0.00,158906,4/15/2016, 2.78, 3.00, 0.92,0.92,Industrial,105.94,150000,--,0.00 --,--,B6XRFT3 ,"PACIFIC GAS AND ELECTRIC CO",0.00,157029,12/15/2041, 16.00, 4.50, 4.22,4.22,Utility,104.69,150000,--,100.00 --,--,B5STK81 ,"DANAHER CORP",0.00,156618,6/23/2016, 2.96, 2.30, 0.85,0.85,Industrial,104.41,150000,--,0.00 --,--,B3YMNT2 ,"MATTEL INC",0.00,156614,11/1/2016, 3.30, 2.50, 1.19,1.19,Industrial,104.41,150000,--,0.00 --,--,B6YRRZ2 ,"BROADCOM CORP",0.00,155922,11/1/2015, 2.38, 2.38, 0.75,0.75,Industrial,103.95,150000,--,0.00 --,--,--,"QUESTAR CORPORATION",0.00,155416,2/1/2016, 2.58, 2.75, 1.38,1.38,Utility,103.61,150000,--,0.00 --,--,B46LF65 ,"ECOLAB INC.",0.00,154016,12/8/2014, 1.51, 2.38, 0.64,0.64,Industrial,102.68,150000,--,0.00 --,--,B4L9229 ,"DANAHER CORP",0.00,151396,6/23/2014, 1.08, 1.30, 0.44,0.44,Industrial,100.93,150000,--,0.00 --,--,B3PTMD9 ,"HOSPIRA INC",0.00,149289,9/15/2040, 13.74, 5.60, 5.63,5.63,Industrial,99.53,150000,--,100.00 --,--,--,"FNMA 30YR",0.00,147044,6/1/2040, 4.32, 5.00, 2.57,2.57,MBS Passthrough,110.23,133394,--,0.00 --,--,B4LNBP7 ,"FISERV INC",0.00,131681,6/15/2016, 2.90, 3.12, 1.34,1.34,Industrial,105.34,125000,--,0.00 --,--,--,"SONOCO PRODUCTS COMPANY",0.00,129333,11/1/2021, 7.07, 4.38, 3.31,3.31,Industrial,107.78,120000,--,100.00 --,--,B2QYXY4 ,"MONSANTO CO",0.00,129130,4/15/2038, 14.42, 5.88, 4.01,4.01,Industrial,129.13,100000,--,100.00 --,--,B66G1V1 ,"CONSOLIDATED EDISON CO OF NEW YORK",0.00,127127,4/1/2019, 4.99, 6.65, 1.76,1.76,--,127.13,100000,--,100.00 --,--,B65R7F1 ,"BHP BILLITON FINANCE (USA) LTD",0.00,126041,4/1/2019, 5.00, 6.50, 1.80,1.80,--,126.04,100000,--,0.00 --,--,B39YPW0 ,"UNION ELECTRIC CO",0.00,125982,2/1/2019, 4.82, 6.70, 1.87,1.87,--,125.98,100000,--,100.00 --,--,--,"TJX COMPANIES INC. (THE)",0.00,124092,4/15/2019, 4.96, 6.95, 2.53,2.53,Industrial,124.09,100000,--,100.00 --,--,--,"GNMA 30YR",0.00,121055,10/15/2042, 5.33, 3.00, 2.14,2.14,MBS Passthrough,104.50,115842,--,0.00 --,--,B76VTH5 ,"FHLMC REFER",0.00,120914,11/25/2014, 1.50, 0.75, 0.25,0.25,Agencies,100.76,120000,--,0.00 --,--,B4NL2C3 ,"COOPER US INC",0.00,108481,12/15/2020, 6.49, 3.88, 2.63,2.63,Industrial,108.48,100000,--,100.00 --,--,B3TB6Z1 ,"ACE INA HOLDINGS INC",0.00,104603,11/23/2015, 2.40, 2.60, 0.74,0.74,Financial Institutions,104.60,100000,--,100.00 --,--,B00LW62 ,"GLAXOSMITHKLINE CAPITAL INC",0.00,103591,4/15/2014, 0.89, 4.38, 0.38,0.38,Industrial,103.59,100000,--,100.00 --,--,B74ZRB9 ,"GILEAD SCIENCES INC",0.00,102574,12/1/2014, 1.49, 2.40, 0.71,0.71,Industrial,102.57,100000,--,0.00 --,--,B8C07L3 ,"FLORIDA POWER AND LIGHT CO",0.00,100445,6/1/2042, 16.69, 4.05, 4.02,4.02,--,100.45,100000,--,100.00 --,--,--,"FNMA 15YR",0.00,80759,2/1/2028, 4.14, 2.50, 1.56,1.56,MBS Passthrough,103.75,77838,--,0.00 --,--,--,"FNMA 30YR",0.00,73229,9/1/2040, 4.29, 5.00, 2.72,2.72,MBS Passthrough,109.53,66857,--,0.00 --,--,--,"GNMA 30YR",0.00,49629,9/15/2042, 3.65, 3.00, 1.74,1.74,MBS Passthrough,104.50,47492,--,0.00 --,--,B4Y29K2 ,"KELLOGG COMPANY",0.00,43824,5/30/2016, 2.80, 4.45, 1.22,1.22,Industrial,109.56,40000,--,100.00 --,--,--,"FNMA 30YR",0.00,39931,6/1/2040, 4.28, 5.00, 2.71,2.71,MBS Passthrough,109.53,36456,--,0.00 --,--,--,"FNMA 30YR",0.00,30731,1/1/2040, 3.20, 5.00, 2.31,2.31,MBS Passthrough,108.32,28370,--,0.00 --,--,--,"FNMA 30YR",0.00,23089,7/1/2040, 4.26, 5.00, 2.86,2.86,MBS Passthrough,108.86,21210,--,0.00 --,--,--,"FNMA 30YR",0.00,22602,6/1/2040, 4.30, 5.00, 2.61,2.61,MBS Passthrough,110.01,20546,--,0.00 --,--,--,"FNMA 30YR",0.00,21035,6/1/2040, 4.28, 5.00, 2.72,2.72,MBS Passthrough,109.52,19206,--,0.00 --,--,--,"FNMA 30YR",0.00,16261,7/1/2040, 4.29, 5.00, 2.72,2.72,MBS Passthrough,109.52,14847,--,0.00 --,--,--,"FNMA 30YR",0.00,16177,6/1/2040, 4.31, 5.00, 2.57,2.57,MBS Passthrough,110.23,14675,--,0.00 Please note: Total allocation percentages may not equal 100% due to rounding or omission of holdings of less than 1%. Information on certain fund holdings of less than 1% may not be widely available and may not be included in this list.