| Bonds | 98.93% |
| Cash | 0.14% |
| Other* | 0.93% |
*May include dividends booked but not yet received.
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Holdings Detail as of 2/7/2012 (Holdings subject to change)
| CUSIP | Name |
% Net Assets |
Market Value ($) |
Maturity |
Credit Rating Moody's /S&P |
EffectiveDuration |
Coupon |
Yield to Maturity |
Yield to Worst |
Sector |
|---|---|---|---|---|---|---|---|---|---|---|
| -- | TREASURY NOTE | 8.10 | $57,751,627 | 5/15/2014 | Aaa / AA+ |
2.16 | 4.75 | 0.30 | 0.30 | Treasuries |
| -- | TREASURY NOTE | 6.97 | $49,714,076 | 8/15/2016 | Aaa / AA+ |
4.06 | 4.88 | 0.68 | 0.68 | Treasuries |
| -- | TREASURY NOTE | 3.97 | $28,277,582 | 11/15/2019 | Aaa / AA+ |
6.87 | 3.38 | 1.52 | 1.52 | Treasuries |
| -- | TREASURY NOTE | 2.80 | $19,941,950 | 4/30/2013 | Aaa / AA+ |
1.22 | 0.62 | 0.20 | 0.20 | Treasuries |
| -- | TREASURY NOTE | 1.88 | $13,403,447 | 8/15/2019 | Aaa / AA+ |
6.58 | 3.62 | 1.46 | 1.46 | Treasuries |
| -- | TREASURY NOTE | 1.72 | $12,264,131 | 4/15/2014 | Aaa / AA+ |
2.15 | 1.25 | 0.27 | 0.27 | Treasuries |
| -- | TREASURY NOTE | 1.66 | $11,871,480 | 6/30/2015 | Aaa / AA+ |
3.30 | 1.88 | 0.43 | 0.43 | Treasuries |
| -- | TREASURY NOTE | 1.63 | $11,616,547 | 4/15/2013 | Aaa / AA+ |
1.17 | 1.75 | 0.20 | 0.20 | Treasuries |
| -- | TREASURY NOTE | 1.53 | $10,913,529 | 2/15/2020 | Aaa / AA+ |
6.96 | 3.62 | 1.57 | 1.57 | Treasuries |
| -- | FHLMC REFERENCE NOTES | 1.51 | $10,802,198 | 1/15/2014 | Aaa / AA+ |
1.87 | 4.50 | 0.35 | 0.35 | Agencies |
| -- | TREASURY NOTE | 1.46 | $10,431,495 | 1/31/2015 | Aaa / AA+ |
2.90 | 2.25 | 0.36 | 0.36 | Treasuries |
| -- | TREASURY BOND | 1.46 | $10,390,775 | 5/15/2016 | Aaa / AA+ |
3.76 | 7.25 | 0.57 | 0.57 | Treasuries |
| -- | TREASURY NOTE | 1.45 | $10,336,441 | 11/15/2020 | Aaa / AA+ |
7.81 | 2.62 | 1.75 | 1.75 | Treasuries |
| -- | FHLB | 1.40 | $9,998,521 | 11/17/2017 | Aaa / AA+ |
5.09 | 5.00 | 1.18 | 1.18 | Agencies |
| -- | FHLMC REFERENCE NOTES | 1.38 | $9,824,926 | 11/15/2013 | Aaa / AA+ |
1.70 | 4.88 | 0.30 | 0.30 | Agencies |
| -- | TREASURY NOTE | 1.31 | $9,358,120 | 2/15/2021 | Aaa / AA+ |
7.69 | 3.62 | 1.78 | 1.78 | Treasuries |
| -- | FHLMC REFERENCE NOTES | 1.27 | $9,075,178 | 3/28/2013 | Aaa / AA+ |
1.13 | 0.75 | 0.21 | 0.21 | Agencies |
| -- | TREASURY NOTE | 1.27 | $9,027,123 | 5/31/2016 | Aaa / AA+ |
4.15 | 1.75 | 0.64 | 0.64 | Treasuries |
| -- | TREASURY NOTE | 1.26 | $8,955,784 | 1/15/2014 | Aaa / AA+ |
1.92 | 1.00 | 0.26 | 0.26 | Treasuries |
| -- | TREASURY NOTE | 1.22 | $8,697,145 | 3/31/2015 | Aaa / AA+ |
3.02 | 2.50 | 0.37 | 0.37 | Treasuries |
| -- | TREASURY NOTE | 1.14 | $8,157,184 | 12/15/2012 | P-1 / A-1+ |
0.85 | 1.12 | 0.17 | 0.17 | Treasuries |
| -- | TREASURY NOTE | 1.12 | $7,967,595 | 5/31/2015 | Aaa / AA+ |
3.20 | 2.12 | 0.41 | 0.41 | Treasuries |
| -- | TREASURY NOTE | 1.11 | $7,915,957 | 4/30/2015 | Aaa / AA+ |
3.10 | 2.50 | 0.39 | 0.39 | Treasuries |
| -- | FNMA BENCHMARK NOTES | 1.11 | $7,905,928 | 3/13/2014 | Aaa / AA+ |
2.03 | 2.75 | 0.38 | 0.38 | Agencies |
| -- | TREASURY NOTE | 1.04 | $7,388,219 | 9/30/2018 | Aaa / AA+ |
6.30 | 1.38 | 1.29 | 1.29 | Treasuries |
| -- | FNMA BENCHMARK NOTES | 1.00 | $7,118,471 | 4/15/2015 | Aaa / AA+ |
2.96 | 5.00 | 0.50 | 0.50 | Agencies |
| -- | TREASURY NOTE | 0.93 | $6,636,644 | 7/31/2017 | Aaa / AA+ |
5.16 | 2.38 | 0.95 | 0.95 | Treasuries |
| -- | FHLB | 0.93 | $6,607,360 | 10/18/2013 | Aaa / AA+ |
1.64 | 3.62 | 0.30 | 0.30 | Agencies |
| -- | TREASURY NOTE | 0.91 | $6,457,542 | 4/30/2016 | Aaa / AA+ |
4.05 | 2.00 | 0.62 | 0.62 | Treasuries |
| -- | TREASURY NOTE | 0.90 | $6,438,003 | 9/30/2013 | Aaa / AA+ |
1.64 | 0.12 | 0.24 | 0.24 | Treasuries |
| -- | TREASURY NOTE | 0.83 | $5,899,290 | 8/31/2017 | Aaa / AA+ |
5.25 | 1.88 | 0.98 | 0.98 | Treasuries |
| -- | TREASURY NOTE | 0.76 | $5,452,781 | 4/30/2017 | Aaa / AA+ |
4.83 | 3.12 | 0.87 | 0.87 | Treasuries |
| -- | TREASURY BOND | 0.76 | $5,440,659 | 2/15/2020 | Aaa / AA+ |
6.20 | 8.50 | 1.45 | 1.45 | Treasuries |
| -- | TREASURY NOTE | 0.76 | $5,426,727 | 2/28/2018 | Aaa / AA+ |
5.56 | 2.75 | 1.10 | 1.10 | Treasuries |
| -- | TREASURY NOTE | 0.70 | $4,977,349 | 5/15/2013 | Aaa / AA+ |
1.26 | 1.38 | 0.21 | 0.21 | Treasuries |
| -- | TREASURY NOTE | 0.64 | $4,541,265 | 12/15/2013 | Aaa / AA+ |
1.84 | 0.75 | 0.26 | 0.26 | Treasuries |
| -- | TREASURY NOTE | 0.59 | $4,221,787 | 9/30/2017 | Aaa / AA+ |
5.33 | 1.88 | 1.01 | 1.01 | Treasuries |
| -- | EUROPEAN INVESTMENT BANK | 0.55 | $3,934,700 | 5/15/2014 | Aaa / AAA |
2.16 | 4.62 | 1.03 | 1.03 | Supranational |
| -- | TREASURY NOTE | 0.54 | $3,884,220 | 3/15/2014 | Aaa / AA+ |
2.07 | 1.25 | 0.26 | 0.26 | Treasuries |
| -- | TREASURY NOTE | 0.52 | $3,684,499 | 3/15/2013 | Aaa / AA+ |
1.09 | 1.38 | 0.19 | 0.19 | Treasuries |
| -- | TREASURY NOTE | 0.45 | $3,177,385 | 7/15/2013 | Aaa / AA+ |
1.43 | 1.00 | 0.24 | 0.24 | Treasuries |
| -- | TREASURY NOTE | 0.43 | $3,068,843 | 11/15/2021 | Aaa / AA+ |
8.80 | 2.00 | 1.97 | 1.97 | Treasuries |
| -- | TREASURY NOTE | 0.41 | $2,912,052 | 8/15/2021 | Aaa / AA+ |
8.51 | 2.12 | 1.91 | 1.91 | Treasuries |
| -- | TREASURY NOTE | 0.35 | $2,481,507 | 11/15/2016 | Aaa / AA+ |
4.32 | 4.62 | 0.74 | 0.74 | Treasuries |
| -- | FHLMC REFER | 0.32 | $2,263,726 | 8/25/2016 | Aaa / AA+ |
4.32 | 2.00 | 0.92 | 0.92 | Agencies |
| -- | TREASURY NOTE | 0.25 | $1,772,067 | 9/30/2016 | Aaa / AA+ |
4.52 | 1.00 | 0.72 | 0.72 | Treasuries |
| -- | CONSOLIDATED EDISON COMPANY OF NEW | 0.25 | $1,760,539 | 4/1/2018 | A3 / A- |
5.19 | 5.85 | 2.39 | 2.39 | Utility |
| -- | GOLDMAN SACHS GROUP INC | 0.24 | $1,745,990 | 4/1/2018 | A1 / A- |
5.04 | 6.15 | 4.56 | 4.56 | Financial Institutions |
| -- | MEXICO (UNITED MEXICAN STATES) | 0.24 | $1,734,879 | 1/16/2013 | Baa1 / BBB |
0.92 | 6.38 | 1.33 | 1.33 | Sovereign |
| -- | CITIGROUP INC | 0.23 | $1,620,738 | 2/21/2012 | A3 / A- |
0.04 | 6.00 | 1.83 | 1.83 | Financial Institutions |
| -- | TREASURY NOTE | 0.22 | $1,602,660 | 3/31/2018 | Aaa / AA+ |
5.62 | 2.88 | 1.12 | 1.12 | Treasuries |
| -- | JPMORGAN CHASE & CO | 0.22 | $1,566,931 | 1/2/2013 | A1 / A- |
0.88 | 5.75 | 0.93 | 0.93 | Financial Institutions |
| -- | KFW INTERNATIONAL FINANCE INC | 0.22 | $1,557,678 | 3/15/2018 | Aaa / AAA |
5.36 | 4.38 | 1.67 | 1.67 | Agencies |
| -- | GENERAL ELECTRIC CAPITAL CORPORATI | 0.22 | $1,536,211 | 2/15/2012 | Aa2 / AA+ |
0.02 | 5.88 | 2.65 | 2.65 | Financial |
| -- | ITALY (REPUBLIC OF) | 0.21 | $1,510,858 | 1/21/2015 | NR / A+ |
2.74 | 4.50 | 4.24 | 4.24 | Sovereign |
| -- | INTER-AMERICAN DEVELOPMENT BANK | 0.21 | $1,479,420 | 9/13/2016 | Aaa / AAA |
4.11 | 5.12 | 0.97 | 0.97 | Supranational |
| -- | FHLMC REFERENCE NOTE | 0.20 | $1,454,621 | 5/27/2016 | Aaa / AA+ |
4.08 | 2.50 | 0.85 | 0.85 | Agencies |
| -- | PROVINCE OF QUEBEC | 0.20 | $1,438,012 | 3/1/2016 | Aa2 / A+ |
3.67 | 5.00 | 1.14 | 1.14 | LOCAL AUTHORITIES |
| -- | CISCO SYSTEMS INC | 0.20 | $1,404,104 | 2/22/2016 | A1 / A+ |
3.61 | 5.50 | 1.11 | 1.11 | Industrial |
| -- | FNMA BENCHMARK NOTES | 0.19 | $1,378,354 | 9/28/2016 | Aaa / AA+ |
4.48 | 1.25 | 0.95 | 0.95 | Agencies |
| -- | MERRILL LYNCH & CO. INC. | 0.17 | $1,221,418 | 7/15/2014 | Baa1 / A- |
2.27 | 5.45 | 4.11 | 4.11 | Financial Institutions |
| -- | COCA-COLA COMPANY | 0.17 | $1,214,611 | 11/15/2017 | Aa3 / A+ |
5.04 | 5.35 | 1.46 | 1.46 | Industrial |
| -- | EUROPEAN INVESTMENT BANK | 0.17 | $1,209,115 | 2/14/2014 | Aaa / AAA |
1.98 | 1.25 | 0.87 | 0.87 | Supranational |
| -- | WORLD BANK - INTERNATIONAL BANK FO | 0.17 | $1,208,719 | 9/15/2016 | Aaa / AAA |
4.48 | 1.00 | 0.83 | 0.83 | Supranational |
| -- | FHLMC REFERENCE NOTES | 0.17 | $1,200,904 | 3/27/2019 | Aaa / AA+ |
6.27 | 3.75 | 1.61 | 1.61 | Agencies |
| -- | BEAR STEARNS COMPANIES LLC/THE | 0.16 | $1,167,338 | 11/15/2014 | Aa3 / A |
2.57 | 5.70 | 1.46 | 1.46 | Financial Institutions |
| -- | WACHOVIA CORP | 0.16 | $1,162,120 | 6/15/2017 | A2 / A+ |
4.64 | 5.75 | 2.71 | 2.71 | Financial Institutions |
| -- | VERIZON COMMUNICATIONS INC | 0.16 | $1,156,991 | 2/15/2016 | A3 / A- |
3.58 | 5.55 | 1.43 | 1.43 | Industrial |
| -- | CREDIT SUISSE (USA) INC | 0.16 | $1,136,427 | 3/2/2016 | Aa1 / A+ |
3.59 | 5.38 | 3.15 | 3.15 | Financial Institutions |
| -- | UBS AG STAMFORD CT | 0.16 | $1,135,741 | 12/20/2017 | Aa3 / A |
4.98 | 5.88 | 3.51 | 3.51 | Financial Institutions |
| -- | BANK OF AMERICA CORP | 0.16 | $1,134,979 | 5/15/2014 | Baa1 / A- |
2.07 | 7.38 | 3.77 | 3.77 | Financial Institutions |
| -- | CITIGROUP INC | 0.16 | $1,123,899 | 5/15/2018 | A3 / A- |
5.19 | 6.12 | 4.07 | 4.07 | Financial Institutions |
| -- | JPMORGAN CHASE BANK NA | 0.16 | $1,112,551 | 10/1/2017 | Aa2 / A |
4.74 | 6.00 | 3.77 | 3.77 | Financial Institutions |
| -- | CATERPILLAR INC | 0.16 | $1,110,572 | 8/15/2016 | A2 / A |
3.97 | 5.70 | 1.61 | 1.61 | Industrial |
| -- | GENERAL ELECTRIC CO | 0.15 | $1,091,865 | 2/1/2013 | Aa2 / AA+ |
0.97 | 5.00 | 0.63 | 0.63 | Industrial |
| -- | WORLD BANK - INTL BK RECON & DEVEL | 0.15 | $1,055,952 | 4/2/2012 | Aaa / AAA |
0.15 | 2.00 | 0.17 | 0.17 | Supranational |
| -- | BANK OF AMERICA CORP | 0.15 | $1,047,553 | 5/1/2018 | Baa1 / A- |
5.16 | 5.65 | 4.95 | 4.95 | Financial Institutions |
| -- | ORACLE CORPORATION | 0.14 | $1,030,975 | 1/15/2016 | A1 / A |
3.60 | 5.25 | 1.22 | 1.22 | Industrial |
| -- | KFW | 0.14 | $1,030,564 | 3/15/2013 | Aaa / AAA |
1.08 | 3.25 | 0.48 | 0.48 | Agencies |
| -- | WAL-MART STORES INC | 0.14 | $1,019,977 | 5/1/2013 | Aa2 / AA |
1.20 | 4.55 | 0.36 | 0.36 | Industrial |
| -- | JAPAN FINANCE CORP - (LT) GTD | 0.14 | $1,010,926 | 11/5/2012 | Aa3 / AA- |
0.74 | 2.12 | 0.65 | 0.65 | Agencies |
| -- | BERKSHIRE HATHAWAY FINANCE CORP. | 0.14 | $1,008,916 | 1/15/2015 | Aa2 / AA+ |
2.77 | 4.85 | 0.85 | 0.85 | Financial Institutions |
| -- | EUROPEAN INVESTMENT BANK | 0.14 | $1,004,995 | 9/14/2012 | Aaa / AAA |
0.60 | 1.75 | 0.93 | 0.93 | Supranational |
| -- | BANK OF NEW YORK MELLON CORP/THE | 0.14 | $991,326 | 11/1/2012 | Aa2 / A+ |
0.72 | 4.95 | 0.49 | 0.49 | Financial Institutions |
| -- | KFW BANKENGRUPPE | 0.14 | $985,315 | 1/17/2017 | Aaa / AAA |
4.46 | 4.88 | 1.31 | 1.31 | Agencies |
| -- | LANDWIRTSCHAFTLICHE RENTENBANK | 0.14 | $981,086 | 11/8/2016 | Aaa / AAA |
4.26 | 5.00 | 1.40 | 1.40 | Agencies |
| -- | BLACKROCK FDS III | 0.14 | $975,051 | -- | Aaa / AA+ |
0.00 | 0.00 | 0.00 | 0.00 | S-T Securities |
| -- | CONOCOPHILLIPS | 0.14 | $970,640 | 2/1/2014 | A1 / A |
1.91 | 4.75 | 0.76 | 0.76 | Industrial |
| -- | DEUTSCHE BANK AG (LONDON BRANCH) | 0.14 | $970,552 | 9/1/2017 | Aa3 / A+ |
4.69 | 6.00 | 3.15 | 3.15 | Financial Institutions |
| -- | AMERICAN EXPRESS COMPANY | 0.14 | $969,829 | 3/19/2018 | A3 / BBB+ |
5.01 | 7.00 | 2.96 | 2.96 | Financial Institutions |
| -- | PACIFIC GAS AND ELECTRIC COMPANY | 0.14 | $967,410 | 3/1/2014 | A3 / BBB |
1.95 | 4.80 | 0.96 | 0.96 | Utility |
| -- | AT&T INC | 0.13 | $950,750 | 2/1/2018 | A2 / A- |
5.20 | 5.50 | 2.13 | 2.13 | Industrial |
| -- | AT&T INC | 0.13 | $940,727 | 1/15/2013 | A2 / A- |
0.92 | 4.95 | 0.61 | 0.61 | Industrial |
| -- | EUROPEAN INVESTMENT BANK | 0.13 | $929,224 | 7/15/2016 | Aaa / AAA |
4.23 | 2.12 | 1.37 | 1.37 | Supranational |
| -- | WELLS FARGO AND COMPANY | 0.13 | $929,092 | 10/23/2012 | A2 / A+ |
0.70 | 5.25 | 0.69 | 0.69 | Financial Institutions |
| -- | JPMORGAN CHASE & CO | 0.13 | $915,206 | 1/15/2018 | Aa3 / A |
5.05 | 6.00 | 3.31 | 3.31 | Financial Institutions |
| -- | COMCAST CORPORATION | 0.12 | $890,106 | 1/15/2017 | Baa1 / BBB+ |
4.30 | 6.50 | 2.46 | 2.46 | Industrial |
| -- | GENERAL ELECTRIC CAPITAL CORPORATI | 0.12 | $872,180 | 5/1/2018 | Aa2 / AA+ |
5.26 | 5.62 | 3.06 | 3.06 | Financial |
| -- | BRAZIL (FEDERATIVE REPUBLIC OF) | 0.12 | $852,889 | 1/15/2018 | Baa2 / BBB |
4.83 | 8.00 | 4.18 | 4.18 | Sovereign |
| -- | TIME WARNER INC | 0.12 | $835,213 | 3/15/2020 | Baa2 / BBB |
6.65 | 4.88 | 3.27 | 3.27 | Industrial |
| -- | ABBOTT LABORATORIES | 0.12 | $834,052 | 11/30/2012 | A1 / AA |
0.80 | 5.15 | 0.55 | 0.55 | Industrial |
| -- | PHILIP MORRIS INTERNATIONAL INC | 0.12 | $825,502 | 5/16/2018 | A2 / A |
5.35 | 5.65 | 2.14 | 2.14 | Industrial |
| -- | ASIAN DEVELOPMENT BANK | 0.11 | $802,997 | 3/15/2016 | Aaa / AAA |
3.88 | 2.50 | 0.75 | 0.75 | Supranational |
| -- | WAL-MART STORES INC | 0.11 | $794,554 | 10/25/2020 | Aa2 / AA |
7.54 | 3.25 | 2.49 | 2.49 | Industrial |
| -- | WORLD BANK - INTERNATIONAL BANK FO | 0.11 | $792,993 | 5/26/2015 | Aaa / AAA |
3.18 | 2.38 | 0.62 | 0.62 | Supranational |
| -- | KREDITANSTALT FUER WIEDERAUFBAU - | 0.11 | $789,934 | 3/3/2015 | Aaa / AAA |
2.93 | 2.62 | 0.87 | 0.87 | Agencies |
| -- | MORGAN STANLEY | 0.11 | $786,931 | 4/28/2015 | A2 / A- |
2.89 | 6.00 | 3.70 | 3.70 | Financial Institutions |
| -- | ENTERPRISE PRODUCTS OPERATING LP | 0.11 | $780,062 | 10/15/2014 | Baa2 / BBB |
2.48 | 5.60 | 1.66 | 1.66 | Utility |
| -- | KFW - (LT) GTD | 0.11 | $779,635 | 6/1/2016 | Aaa / AAA |
4.12 | 2.00 | 1.06 | 1.06 | Agencies |
| -- | WYETH | 0.11 | $763,414 | 2/1/2014 | A1 / AA |
1.90 | 5.50 | 0.66 | 0.66 | Industrial |
| -- | BANK OF NOVA SCOTIA | 0.11 | $763,305 | 10/7/2015 | Aa1 / AA- |
3.50 | 2.05 | 1.55 | 1.55 | Financial Institutions |
| -- | GENERAL DYNAMICS CORPORATION | 0.11 | $763,262 | 2/1/2014 | A2 / A |
1.91 | 5.25 | 0.66 | 0.66 | Industrial |
| -- | BANK OF AMERICA CORP | 0.11 | $762,888 | 7/1/2020 | Baa1 / A- |
6.61 | 5.62 | 5.37 | 5.37 | Financial Institutions |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.11 | $753,600 | 2/11/2021 | Aa3 / AA |
7.03 | 5.30 | 4.27 | 4.27 | Financial |
| -- | US BANK NA/CINCINNATI OH | 0.10 | $748,098 | 4/15/2015 | Aa3 / A |
2.94 | 4.80 | 1.86 | 1.86 | Financial Institutions |
| -- | EUROPEAN INVESTMENT BANK | 0.10 | $747,310 | 10/14/2016 | NR / AAA |
4.52 | 1.25 | 1.31 | 1.31 | Supranational |
| -- | UNITED TECHNOLOGIES CORP | 0.10 | $745,890 | 12/15/2017 | A2 / A |
5.10 | 5.38 | 1.81 | 1.81 | Industrial |
| -- | VODAFONE GROUP PUBLIC LIMITED COMP | 0.10 | $744,841 | 3/15/2016 | A3 / A- |
3.65 | 5.75 | 1.61 | 1.61 | Industrial |
| -- | BARCLAYS BANK PLC | 0.10 | $742,370 | 1/8/2020 | Aa3 / A+ |
6.49 | 5.12 | 4.22 | 4.22 | Financial Institutions |
| -- | BOSTON SCIENTIFIC CORP | 0.10 | $738,575 | 1/15/2015 | Ba1 / BBB- |
2.75 | 4.50 | 2.54 | 2.54 | Industrial |
| -- | SCHERING-PLOUGH CORPORATION | 0.10 | $737,038 | 9/15/2017 | Aa3 / AA |
4.80 | 6.00 | 1.71 | 1.71 | Industrial |
| -- | CELLCO PART/VERI WIRELESS | 0.10 | $733,832 | 11/15/2018 | A2 / A- |
5.41 | 8.50 | 2.19 | 2.19 | Industrial |
| -- | PRUDENTIAL FINANCIAL INC | 0.10 | $729,504 | 9/20/2014 | Baa2 / A |
2.43 | 5.10 | 1.81 | 1.81 | Financial Institutions |
| -- | ALTRIA GROUP INC. | 0.10 | $722,259 | 11/10/2018 | Baa1 / BBB |
5.20 | 9.70 | 3.46 | 3.46 | Industrial |
| -- | DOMINION RESOURCES INC | 0.10 | $719,780 | 7/15/2015 | Baa2 / A- |
3.18 | 5.15 | 1.42 | 1.42 | Utility |
| -- | AMERICAN INTERNATIONAL GROUP INC. | 0.10 | $713,967 | 10/18/2016 | Baa1 / A- |
4.06 | 5.60 | 4.16 | 4.16 | Financial Institutions |
| -- | METLIFE INC | 0.10 | $709,864 | 6/15/2015 | A3 / A- |
3.10 | 5.00 | 1.64 | 1.64 | Financial Institutions |
| -- | MORGAN STANLEY | 0.10 | $708,917 | 1/25/2021 | A2 / A- |
6.94 | 5.75 | 5.57 | 5.57 | Financial Institutions |
| -- | DIAGEO FINANCE BV | 0.10 | $708,141 | 10/28/2015 | A3 / A- |
3.38 | 5.30 | 1.51 | 1.51 | Industrial |
| -- | GOLDMAN SACHS GROUP INC | 0.10 | $705,578 | 1/15/2016 | A1 / A- |
3.54 | 5.35 | 3.46 | 3.46 | Financial Institutions |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.10 | $704,920 | 1/8/2016 | Aa2 / AA+ |
3.57 | 5.00 | 2.28 | 2.28 | Financial |
| -- | NBCUNIVERSAL MEDIA LLC | 0.10 | $687,888 | 4/30/2020 | Baa2 / BBB+ |
6.74 | 5.15 | 3.12 | 3.12 | Industrial |
| -- | HOME DEPOT INC | 0.10 | $685,252 | 3/1/2016 | A3 / A- |
3.64 | 5.40 | 1.31 | 1.31 | Industrial |
| -- | GLAXOSMITHKLINE CAPITAL INC | 0.10 | $682,673 | 5/15/2018 | A1 / A+ |
5.36 | 5.65 | 1.86 | 1.86 | Industrial |
| -- | PEPSICO INC | 0.10 | $680,823 | 11/1/2018 | Aa3 / A- |
5.43 | 7.90 | 2.11 | 2.11 | Industrial |
| -- | ASTRAZENECA PLC | 0.10 | $680,015 | 9/15/2012 | A1 / AA- |
0.59 | 5.40 | 0.38 | 0.38 | Industrial |
| -- | BHP BILLITON FINANCE | 0.10 | $679,143 | 4/15/2013 | A1 / A+ |
1.15 | 4.80 | 0.61 | 0.61 | Industrial |
| -- | COX COMMUNICATIONS INC | 0.09 | $660,442 | 12/15/2014 | Baa2 / BBB |
2.65 | 5.45 | 1.81 | 1.81 | Industrial |
| -- | SLM CORP | 0.09 | $652,689 | 5/15/2014 | Ba1 / BBB- |
2.10 | 5.38 | 4.22 | 4.22 | Financial |
| -- | ONTARIO CANADA (PROVINCE OF) | 0.09 | $649,368 | 6/16/2014 | Aa1 / AA- |
2.26 | 4.10 | 0.59 | 0.59 | LOCAL AUTHORITIES |
| -- | MORGAN STANLEY | 0.09 | $646,435 | 4/1/2018 | A2 / A- |
4.95 | 6.62 | 5.24 | 5.24 | Financial Institutions |
| -- | CREDIT SUISSE GROUP AG | 0.09 | $643,526 | 5/1/2014 | Aa1 / A+ |
2.09 | 5.50 | 2.16 | 2.16 | Financial Institutions |
| -- | SHELL INTERNATIONAL FINANCE BV | 0.09 | $642,896 | 3/21/2014 | Aa1 / AA |
2.02 | 4.00 | 0.61 | 0.61 | Industrial |
| -- | WELLS FARGO & COMPANY | 0.09 | $642,179 | 10/1/2014 | A2 / A+ |
2.51 | 3.75 | 1.06 | 1.06 | Financial Institutions |
| -- | DISCOVERY COMMUNICATIONS INC | 0.09 | $641,306 | 6/1/2015 | Baa2 / BBB |
3.11 | 3.70 | 1.56 | 1.56 | Industrial |
| -- | DAIMLER FINANCE NORTH AMERICA LLC | 0.09 | $640,220 | 11/15/2013 | A3 / BBB+ |
1.67 | 6.50 | 1.61 | 1.61 | Industrial |
| -- | FRANCE TELECOM | 0.09 | $640,046 | 7/8/2014 | A3 / A- |
2.30 | 4.38 | 1.55 | 1.55 | Industrial |
| -- | CITIGROUP INC | 0.09 | $638,543 | 5/19/2015 | A3 / A- |
3.02 | 4.75 | 2.69 | 2.69 | Financial Institutions |
| -- | EXELON GENERATION CO LLC | 0.09 | $631,422 | 1/15/2014 | A3 / BBB |
1.85 | 5.35 | 1.66 | 1.66 | Utility |
| -- | CITIGROUP INC | 0.09 | $630,233 | 5/22/2019 | A3 / A- |
5.56 | 8.50 | 4.72 | 4.72 | Financial Institutions |
| -- | EUROPEAN INVESTMENT BANK | 0.09 | $629,940 | 3/23/2015 | Aaa / AAA |
2.98 | 2.75 | 1.12 | 1.12 | Supranational |
| -- | DIRECTV HOLDINGS LLC/DIRECTV FINAN | 0.09 | $628,069 | 3/1/2016 | Baa2 / BBB |
3.74 | 3.50 | 2.29 | 2.29 | Industrial |
| -- | WALT DISNEY COMPANY (THE) | 0.09 | $625,067 | 3/1/2012 | A2 / A |
0.07 | 6.38 | 1.38 | 1.38 | Industrial |
| -- | PROCTER & GAMBLE COMPANY | 0.09 | $623,601 | 11/15/2015 | Aa3 / AA- |
3.64 | 1.80 | 0.74 | 0.74 | Industrial |
| -- | SPECTRA ENERGY CAPITAL | 0.09 | $619,974 | 2/15/2013 | Baa2 / BBB |
0.97 | 6.25 | 1.23 | 1.23 | Utility |
| -- | NEWS AMERICA INC | 0.09 | $618,076 | 12/15/2014 | Baa1 / BBB+ |
2.66 | 5.30 | 1.31 | 1.31 | Industrial |
| -- | DEUTSCHE BANK AG LONDON | 0.09 | $615,562 | 5/20/2013 | Aa3 / A+ |
1.23 | 4.88 | 2.81 | 2.81 | Financial Institutions |
| -- | JPMORGAN CHASE & CO | 0.09 | $614,215 | 7/5/2016 | Aa3 / A |
4.09 | 3.15 | 2.58 | 2.58 | Financial Institutions |
| -- | MERRILL LYNCH & CO INC | 0.09 | $611,274 | 5/16/2016 | Baa2 / BBB+ |
3.68 | 6.05 | 5.55 | 5.55 | Financial Institutions |
| -- | SHELL INTERNATIONAL FINANCE BV | 0.09 | $608,420 | 9/22/2019 | Aa1 / AA |
6.51 | 4.30 | 2.07 | 2.07 | Industrial |
| -- | ARCELORMITTAL SA | 0.08 | $605,113 | 2/15/2015 | Baa3 / BBB- |
2.59 | 9.00 | 3.69 | 3.69 | Industrial |
| -- | GOLDMAN SACHS GROUP INC/THE | 0.08 | $604,835 | 2/7/2016 | A1 / A- |
3.70 | 3.62 | 3.41 | 3.41 | Financial Institutions |
| -- | CAPITAL ONE FINANCIAL CORP | 0.08 | $603,687 | 9/15/2017 | Baa1 / BBB |
4.63 | 6.75 | 3.80 | 3.80 | Financial Institutions |
| -- | EXPORT-IMPORT BK KOREA | 0.08 | $603,613 | 1/21/2014 | A1 / A |
1.82 | 8.12 | 2.96 | 2.96 | Agencies |
| -- | KRAFT FOODS INC | 0.08 | $603,119 | 2/1/2018 | Baa2 / BBB- |
5.12 | 6.12 | 2.56 | 2.56 | Industrial |
| -- | HEWLETT-PACKARD COMPANY | 0.08 | $601,610 | 3/1/2018 | A3 / BBB+ |
5.12 | 5.50 | 2.90 | 2.90 | Industrial |
| -- | CONSTELLATION ENERGY GRP | 0.08 | $598,184 | 6/15/2015 | Baa3 / BBB- |
3.11 | 4.55 | 2.19 | 2.19 | Utility |
| -- | RIO TINTO FIN USA LTD | 0.08 | $596,720 | 5/1/2014 | A3 / A- |
2.04 | 8.95 | 1.21 | 1.21 | Industrial |
| -- | CANADIAN NATURAL RESOURCES LIMITED | 0.08 | $596,718 | 2/1/2018 | Baa1 / BBB+ |
5.15 | 5.90 | 2.41 | 2.41 | Industrial |
| -- | NATIONAL CITY CORPORATION | 0.08 | $594,425 | 5/15/2019 | Baa1 / BBB+ |
5.73 | 6.88 | 4.74 | 4.74 | Financial Institutions |
| -- | SIMON PROPERTY GROUP LP | 0.08 | $592,754 | 5/30/2018 | A3 / A- |
5.30 | 6.12 | 2.89 | 2.89 | Financial Institutions |
| -- | HSBC FINANCE CORP | 0.08 | $592,595 | 1/15/2021 | Baa1 / A- |
6.69 | 6.68 | 6.07 | 6.07 | Financial |
| -- | PANAMA (REPUBLIC OF) | 0.08 | $580,000 | 3/15/2015 | Baa3 / BBB- |
2.76 | 7.25 | 1.92 | 1.92 | Sovereign |
| -- | MEDCO HEALTH SOLUTIONS INC | 0.08 | $577,186 | 3/15/2018 | Baa3 / BBB+ |
4.93 | 7.12 | 3.91 | 3.91 | Industrial |
| -- | TARGET CORPORATION | 0.08 | $573,745 | 1/15/2018 | A2 / A+ |
5.11 | 6.00 | 2.16 | 2.16 | Industrial |
| -- | FIFTH THIRD BANCORP | 0.08 | $565,017 | 1/15/2017 | Baa2 / BBB- |
4.32 | 5.45 | 3.79 | 3.79 | Financial Institutions |
| -- | NORFOLK SOUTHERN CORPORATION | 0.08 | $564,661 | 5/15/2017 | Baa1 / BBB+ |
4.43 | 7.70 | 2.26 | 2.26 | Industrial |
| -- | MORGAN STANLEY | 0.08 | $562,476 | 4/1/2014 | A3 / BBB+ |
2.00 | 4.75 | 3.65 | 3.65 | Financial Institutions |
| -- | MCDONALDS CORP | 0.08 | $561,642 | 3/1/2018 | A2 / A |
5.18 | 5.35 | 2.05 | 2.05 | Industrial |
| -- | PEPSICO INC | 0.08 | $561,056 | 3/1/2014 | Aa3 / A- |
1.98 | 3.75 | 0.51 | 0.51 | Industrial |
| -- | PEMEX PROJECT FUNDING MASTER TRUST | 0.08 | $557,500 | 3/1/2018 | Baa1 / BBB |
5.06 | 5.75 | 3.62 | 3.62 | Agencies |
| -- | TRANSCANADA PIPELINES LTD | 0.08 | $557,431 | 8/15/2018 | A3 / A- |
5.35 | 6.50 | 2.51 | 2.51 | Utility |
| -- | KEYCORP | 0.08 | $557,176 | 5/14/2013 | Baa1 / BBB+ |
1.21 | 6.50 | 1.76 | 1.76 | Financial Institutions |
| -- | CANADA (GOVERNMENT OF) | 0.08 | $554,641 | 9/10/2014 | Aaa / AAA |
2.50 | 2.38 | 0.27 | 0.27 | Sovereign |
| -- | PETROBRAS INTERNATIONAL FINANCE CO | 0.08 | $554,061 | 3/1/2018 | A3 / BBB |
5.03 | 5.88 | 3.86 | 3.86 | Agencies |
| -- | EUROPEAN INVESTMENT BANK | 0.08 | $553,772 | 2/16/2021 | Aaa / AAA |
7.52 | 4.00 | 2.65 | 2.65 | Supranational |
| -- | ASIAN DEVELOPMENT BANK/PASIG | 0.08 | $553,520 | 5/21/2014 | Aaa / AAA |
2.22 | 2.75 | 0.45 | 0.45 | Supranational |
| -- | CITIGROUP INC | 0.08 | $547,634 | 4/11/2013 | A3 / A- |
1.13 | 5.50 | 1.95 | 1.95 | Financial Institutions |
| -- | CREDIT SUISSE NEW YORK | 0.08 | $546,814 | 5/15/2013 | Aa1 / A+ |
1.23 | 5.00 | 1.84 | 1.84 | Financial Institutions |
| -- | KRAFT FOODS INC. | 0.08 | $546,572 | 2/9/2016 | Baa2 / BBB- |
3.65 | 4.12 | 1.71 | 1.71 | Industrial |
| -- | TIME WARNER CABLE INC | 0.08 | $546,446 | 7/1/2018 | Baa2 / BBB |
5.31 | 6.75 | 3.04 | 3.04 | Industrial |
| -- | GENWORTH FINANCIAL INC. | 0.08 | $543,095 | 6/15/2014 | Baa3 / BBB |
2.18 | 5.75 | 4.28 | 4.28 | Financial Institutions |
| -- | COVIDIEN INTERNATIONAL FINANCE SA | 0.08 | $540,441 | 10/15/2017 | Baa1 / A |
4.86 | 6.00 | 2.22 | 2.22 | Industrial |
| -- | DOW CHEMICAL COMPANY (THE) | 0.08 | $539,730 | 5/15/2014 | Baa3 / BBB |
2.09 | 7.60 | 1.58 | 1.58 | Industrial |
| -- | PFIZER INC. | 0.08 | $536,862 | 3/15/2019 | A1 / AA |
5.83 | 6.20 | 2.34 | 2.34 | Industrial |
| -- | TIME WARNER CABLE INC | 0.08 | $536,329 | 4/1/2014 | Baa2 / BBB |
1.97 | 7.50 | 1.49 | 1.49 | Industrial |
| -- | VERIZON COMMUNICATIONS INC | 0.08 | $535,874 | 2/15/2018 | A3 / A- |
5.12 | 5.50 | 2.11 | 2.11 | Industrial |
| -- | BRAZIL (FEDERATIVE REPUBLIC OF) | 0.08 | $534,825 | 1/17/2017 | Baa2 / BBB |
4.35 | 6.00 | 1.98 | 1.98 | Sovereign |
| -- | TYCO INTERNATIONAL FINANCE SA | 0.07 | $534,419 | 10/15/2014 | A3 / A- |
2.53 | 4.12 | 1.50 | 1.50 | Industrial |
| -- | INTERNATIONAL FINANCE CORPORATION | 0.07 | $533,882 | 4/20/2015 | Aaa / NR |
3.06 | 2.75 | 0.61 | 0.61 | Supranational |
| -- | BOEING CO | 0.07 | $533,793 | 2/15/2020 | A2 / A |
6.65 | 4.88 | 2.32 | 2.32 | Industrial |
| -- | STATOIL ASA | 0.07 | $530,363 | 4/15/2019 | Aa2 / AA- |
6.02 | 5.25 | 2.52 | 2.52 | Agencies |
| -- | 3M CO | 0.07 | $530,313 | 8/15/2013 | Aa2 / AA- |
1.46 | 4.38 | 0.38 | 0.38 | Industrial |
| -- | INTERNATIONAL FINANCE CORP | 0.07 | $530,011 | 4/11/2016 | Aaa / AAA |
3.97 | 2.25 | 0.79 | 0.79 | Supranational |
| -- | EMBARQ CORP | 0.07 | $528,798 | 6/1/2016 | Baa3 / BB |
3.71 | 7.08 | 3.96 | 3.96 | Industrial |
| -- | AMERICAN EXPRESS COMPANY | 0.07 | $528,262 | 7/15/2013 | A3 / BBB+ |
1.39 | 4.88 | 1.91 | 1.91 | Financial Institutions |
| -- | DOW CHEMICAL COMPANY (THE) | 0.07 | $526,603 | 5/15/2019 | Baa3 / BBB |
5.63 | 8.55 | 3.57 | 3.57 | Industrial |
| -- | ILLINOIS ST | 0.07 | $524,910 | 1/1/2015 | A2 / A+ |
2.71 | 4.42 | 2.63 | 2.63 | LOCAL AUTHORITIES |
| -- | ANHEUSER-BUSCH INBEV WORLDWIDE INC | 0.07 | $523,519 | 1/15/2019 | Baa1 / A- |
5.60 | 7.75 | 2.82 | 2.82 | Industrial |
| -- | PERU (THE REPUBLIC OF) | 0.07 | $522,900 | 3/30/2019 | Baa3 / BBB |
5.70 | 7.12 | 3.05 | 3.05 | Sovereign |
| -- | ARCELOMITTAL | 0.07 | $521,637 | 6/1/2018 | Baa3 / BBB- |
5.16 | 6.12 | 5.31 | 5.31 | Industrial |
| -- | REYNOLDS AMERICAN INC | 0.07 | $520,703 | 6/15/2017 | Baa3 / BBB- |
4.54 | 6.75 | 3.36 | 3.36 | Industrial |
| -- | RABOBANK NEDERLAND NV | 0.07 | $519,845 | 1/11/2021 | Aaa / AA |
7.32 | 4.50 | 3.97 | 3.97 | Financial Institutions |
| -- | TELECOM ITALIA CAPITAL SA | 0.07 | $519,425 | 9/30/2014 | Baa2 / BBB |
2.41 | 4.95 | 5.45 | 5.45 | Industrial |
| -- | MORGAN STANLEY | 0.07 | $519,222 | 1/9/2017 | A2 / A- |
4.28 | 5.45 | 4.57 | 4.57 | Financial Institutions |
| -- | SLM CORPORATION | 0.07 | $514,365 | 1/25/2016 | Ba1 / BBB- |
3.48 | 6.25 | 5.44 | 5.44 | Financial |
| -- | VALERO ENERGY CORP | 0.07 | $510,924 | 2/1/2020 | Baa2 / BBB |
6.41 | 6.12 | 4.12 | 4.12 | Industrial |
| -- | BERKSHIRE HATHAWAY INC | 0.07 | $506,965 | 1/31/2017 | Aa2 / AA+ |
4.74 | 1.90 | 1.61 | 1.61 | Financial Institutions |
| -- | JPMORGAN CHASE & CO | 0.07 | $506,607 | 10/15/2020 | Aa3 / A |
7.13 | 4.25 | 4.07 | 4.07 | Financial Institutions |
| -- | BNP PARIBAS | 0.07 | $502,948 | 1/15/2021 | Aa3 / AA- |
7.13 | 5.00 | 4.92 | 4.92 | Financial Institutions |
| -- | BANK OF AMERICA CORP | 0.07 | $502,685 | 3/15/2017 | A3 / A- |
4.34 | 5.30 | 5.18 | 5.18 | Financial Institutions |
| -- | EXPORT DEVELOPMENT CANADA | 0.07 | $500,915 | 3/19/2012 | Aaa / AAA |
0.12 | 2.38 | 0.82 | 0.82 | Agencies |
| -- | INTERNATIONAL BUSINESS MACHINES CO | 0.07 | $498,966 | 2/6/2015 | NR / A+ |
2.97 | 0.55 | 0.62 | 0.62 | Industrial |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.07 | $497,622 | 5/13/2014 | Aa2 / AA+ |
2.12 | 5.90 | 1.16 | 1.16 | Financial |
| -- | PRINCIPAL LIFE INCOME FUNDING TRUS | 0.07 | $494,480 | 12/14/2012 | Aa3 / A |
0.84 | 5.30 | 0.73 | 0.73 | Financial Institutions |
| -- | MORGAN STANLEY | 0.07 | $491,294 | 10/18/2016 | A2 / A- |
4.03 | 5.75 | 4.82 | 4.82 | Financial Institutions |
| -- | GOLDMAN SACHS GROUP INC | 0.07 | $482,928 | 5/1/2014 | A1 / A- |
2.07 | 6.00 | 2.61 | 2.61 | Financial Institutions |
| -- | EMERSON ELECTRIC CO | 0.07 | $478,428 | 10/15/2018 | A2 / A |
5.67 | 5.25 | 2.31 | 2.31 | Industrial |
| -- | EXELON CORPORATION | 0.07 | $477,592 | 6/15/2015 | Baa1 / BBB- |
3.09 | 4.90 | 2.24 | 2.24 | Utility |
| -- | MARATHON PETROLEUM CORP | 0.07 | $473,565 | 3/1/2021 | Baa2 / BBB |
7.11 | 5.12 | 4.42 | 4.42 | Industrial |
| -- | DIRECTV HOLDINGS LLC | 0.07 | $472,683 | 3/15/2015 | Baa2 / BBB |
2.91 | 3.55 | 1.87 | 1.87 | Industrial |
| -- | GENERAL ELEC CAP CORP | 0.07 | $470,944 | 5/9/2016 | Aa2 / AA+ |
3.97 | 2.95 | 1.81 | 1.81 | Financial |
| -- | ANHEUSER-BUSCH INBEV WORLDWIDE INC | 0.07 | $470,742 | 1/15/2020 | Baa1 / A- |
6.58 | 5.38 | 2.87 | 2.87 | Industrial |
| -- | AT&T INC | 0.07 | $468,081 | 8/15/2016 | A2 / A- |
4.24 | 2.40 | 1.48 | 1.48 | Industrial |
| -- | JPMORGAN CHASE & CO | 0.07 | $467,166 | 3/1/2016 | Aa3 / A |
3.73 | 3.45 | 2.46 | 2.46 | Financial Institutions |
| -- | ALCOA INC | 0.06 | $459,706 | 2/1/2017 | Baa3 / BBB- |
4.38 | 5.55 | 3.36 | 3.36 | Industrial |
| -- | WESTPAC BANKING CORP | 0.06 | $458,381 | 8/4/2015 | Aa2 / AA- |
3.30 | 3.00 | 2.44 | 2.44 | Financial Institutions |
| -- | CAPITAL ONE FINANCIAL CORPORATION | 0.06 | $449,413 | 7/15/2014 | Baa1 / BBB |
2.36 | 2.12 | 2.18 | 2.18 | Financial Institutions |
| -- | TELEFONICA EMISIONES SAU | 0.06 | $446,671 | 2/16/2021 | Baa1 / BBB+ |
6.86 | 5.46 | 5.57 | 5.57 | Industrial |
| -- | TELEFONICA EMISIONES SAU | 0.06 | $445,796 | 4/27/2015 | Baa1 / BBB+ |
2.97 | 3.73 | 4.04 | 4.04 | Industrial |
| -- | REPUBLIC SERVICES INC | 0.06 | $444,287 | 3/1/2020 | Baa3 / BBB |
6.58 | 5.00 | 3.42 | 3.42 | Industrial |
| -- | WASTE MANAGEMENT INC | 0.06 | $438,236 | 3/1/2021 | Baa3 / BBB |
7.34 | 4.60 | 3.37 | 3.37 | Industrial |
| -- | WELLS FARGO & CO | 0.06 | $436,226 | 4/1/2021 | A2 / A+ |
7.41 | 4.60 | 3.44 | 3.44 | Financial Institutions |
| -- | NATIONAL RURAL UTILITIES COOP FINA | 0.06 | $427,638 | 3/1/2012 | A2 / A |
0.07 | 7.25 | 1.50 | 1.50 | Utility |
| -- | ROYAL BANK OF SCOTLAND GROUP PLC | 0.06 | $425,628 | 1/11/2021 | A2 / A |
6.87 | 6.12 | 5.22 | 5.22 | Financial Institutions |
| -- | ASIAN DEVELOPMENT BANK | 0.06 | $424,280 | 2/9/2015 | Aaa / AAA |
2.87 | 2.62 | 0.59 | 0.59 | Supranational |
| -- | BARCLAYS BANK PLC | 0.06 | $423,769 | 7/10/2014 | Aa3 / A+ |
2.28 | 5.20 | 2.65 | 2.65 | Financial Institutions |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.06 | $422,437 | 10/17/2021 | Aa2 / AA+ |
7.71 | 4.65 | 3.95 | 3.95 | Financial |
| -- | ALCOA INC | 0.06 | $421,667 | 4/15/2021 | Baa3 / BBB- |
7.14 | 5.40 | 4.67 | 4.67 | Industrial |
| -- | AMERICA MOVIL SAB DE CV | 0.06 | $421,123 | 3/30/2020 | A2 / A- |
6.67 | 5.00 | 3.27 | 3.27 | Industrial |
| -- | POLAND (REPUBLIC OF) | 0.06 | $419,500 | 4/21/2021 | A2 / A- |
7.24 | 5.12 | 4.47 | 4.47 | Sovereign |
| -- | AT&T INC | 0.06 | $416,603 | 8/15/2015 | A2 / A- |
3.34 | 2.50 | 1.29 | 1.29 | Industrial |
| -- | CREDIT SUISSE NEY YORK | 0.06 | $414,106 | 2/15/2018 | Aa2 / BBB+ |
4.89 | 6.00 | 5.31 | 5.31 | Financial Institutions |
| -- | AMGEN INC. | 0.06 | $413,402 | 11/15/2021 | Baa1 / A+ |
8.05 | 3.88 | 3.46 | 3.46 | Industrial |
| -- | TOYOTA MOTOR CREDIT CORP. | 0.06 | $403,870 | 8/12/2013 | Aa3 / AA- |
1.49 | 1.38 | 0.74 | 0.74 | Industrial |
| -- | E I DU PONT DE NEMOURS AND CO | 0.06 | $400,807 | 4/1/2021 | A2 / A |
7.60 | 4.25 | 2.47 | 2.47 | Industrial |
| -- | OEST KONTROLLBANK AG - GTD | 0.06 | $400,447 | 3/21/2012 | Aaa / AA+ |
0.12 | 1.88 | 0.97 | 0.97 | Agencies |
| -- | WESTPAC BANKING CORP | 0.06 | $400,164 | 11/19/2019 | Aa2 / AA- |
6.43 | 4.88 | 3.87 | 3.87 | Financial Institutions |
| -- | ONTARIO CANADA (PROVINCE OF) | 0.06 | $398,893 | 2/5/2015 | Aa1 / AA- |
2.88 | 2.95 | 0.79 | 0.79 | LOCAL AUTHORITIES |
| -- | MORGAN STANLEY | 0.06 | $397,243 | 4/29/2016 | A2 / A- |
3.83 | 3.80 | 3.98 | 3.98 | Financial Institutions |
| -- | ENCANA CORP | 0.06 | $395,637 | 12/1/2017 | Baa2 / BBB |
4.93 | 5.90 | 3.41 | 3.41 | Industrial |
| -- | MCKESSON CORP | 0.06 | $395,094 | 3/1/2017 | Baa2 / A- |
4.39 | 5.70 | 2.03 | 2.03 | Industrial |
| -- | GOLDMAN SACHS GROUP INC | 0.06 | $392,862 | 10/15/2013 | A1 / A- |
1.60 | 5.25 | 2.36 | 2.36 | Financial Institutions |
| -- | TIME WARNER CABLE INC | 0.05 | $391,971 | 5/1/2017 | Baa2 / BBB |
4.53 | 5.85 | 2.44 | 2.44 | Industrial |
| -- | MARSH & MCLENNAN COMPANIES INC | 0.05 | $391,643 | 9/15/2015 | Baa2 / BBB- |
3.22 | 5.75 | 2.29 | 2.29 | Financial Institutions |
| -- | PLAINS ALL AMERICAN PIPELINE LP | 0.05 | $387,866 | 5/1/2019 | Baa3 / BBB- |
5.53 | 8.75 | 4.04 | 4.04 | Utility |
| -- | CRH AMERICA INC | 0.05 | $385,426 | 10/15/2013 | Baa1 / BBB+ |
1.59 | 5.30 | 2.76 | 2.76 | Industrial |
| -- | CHEVRON CORP | 0.05 | $383,011 | 3/3/2014 | Aa1 / AA |
1.98 | 3.95 | 0.56 | 0.56 | Industrial |
| -- | LINCOLN NATIONAL CORPORATION | 0.05 | $380,158 | 7/1/2019 | Baa2 / A- |
5.66 | 8.75 | 4.47 | 4.47 | Financial Institutions |
| -- | VALE OVERSEAS LIMITED | 0.05 | $379,361 | 1/11/2016 | Baa2 / A- |
3.51 | 6.25 | 2.76 | 2.76 | Industrial |
| -- | HUSKY ENERGY INC. | 0.05 | $375,070 | 12/15/2019 | Baa2 / BBB+ |
6.17 | 7.25 | 3.57 | 3.57 | Industrial |
| -- | POTASH CORP OF SASKATCHEWAN INC | 0.05 | $374,388 | 5/15/2019 | Baa1 / A- |
5.93 | 6.50 | 2.72 | 2.72 | Industrial |
| -- | UNION PACIFIC CORP | 0.05 | $374,185 | 11/15/2017 | Baa2 / BBB+ |
4.96 | 5.75 | 2.26 | 2.26 | Industrial |
| -- | HSBC FINANCE CORP | 0.05 | $373,096 | 1/19/2016 | A3 / A |
3.54 | 5.50 | 3.69 | 3.69 | Financial |
| -- | ROGERS COMMUNICATIONS INC. | 0.05 | $371,192 | 3/1/2014 | Baa1 / BBB |
1.92 | 6.38 | 1.23 | 1.23 | Industrial |
| -- | JOHNSON & JOHNSON | 0.05 | $370,781 | 8/15/2017 | Aaa / AAA |
4.77 | 5.55 | 1.47 | 1.47 | Industrial |
| -- | MICROSOFT CORPORATION | 0.05 | $370,451 | 6/1/2014 | Aaa / AAA |
2.24 | 2.95 | 0.41 | 0.41 | Industrial |
| -- | THOMSON REUTERS CORP | 0.05 | $368,769 | 7/15/2018 | Baa1 / A- |
5.40 | 6.50 | 2.61 | 2.61 | Industrial |
| -- | TREASURY NOTE | 0.05 | $367,429 | 5/15/2020 | Aaa / AA+ |
7.22 | 3.50 | 1.62 | 1.62 | Treasuries |
| -- | PETROBRAS INTERNATIONAL FINANCE CO | 0.05 | $367,196 | 1/27/2021 | A3 / BBB |
7.11 | 5.38 | 4.70 | 4.70 | Agencies |
| -- | TECK RESOURCES LTD | 0.05 | $366,000 | 5/15/2019 | Baa2 / BBB |
5.16 | 10.75 | 6.85 | 6.85 | Industrial |
| -- | ROYAL BANK OF CANADA | 0.05 | $365,607 | 4/19/2016 | Aa1 / AA- |
3.93 | 2.88 | 1.77 | 1.77 | Financial Institutions |
| -- | ALLSTATE CORPORATION (THE) | 0.05 | $365,404 | 8/15/2014 | A3 / A- |
2.34 | 5.00 | 1.45 | 1.45 | Financial Institutions |
| -- | ERP OPERATING LP | 0.05 | $364,609 | 3/15/2016 | Baa1 / BBB+ |
3.65 | 5.12 | 2.91 | 2.91 | Financial Institutions |
| -- | NORDIC INVESTMENT BANK | 0.05 | $364,205 | 2/1/2017 | Aaa / AAA |
4.49 | 5.00 | 1.14 | 1.14 | Supranational |
| -- | CONOCOPHILLIPS | 0.05 | $363,439 | 2/1/2019 | A1 / A |
5.89 | 5.75 | 2.44 | 2.44 | Industrial |
| -- | INTEL CORPORATION | 0.05 | $362,993 | 10/1/2016 | A1 / A+ |
4.42 | 1.95 | 1.11 | 1.11 | Industrial |
| -- | IBM CORP | 0.05 | $362,808 | 9/14/2017 | Aa3 / A+ |
4.82 | 5.70 | 1.76 | 1.76 | Industrial |
| -- | YUM! BRANDS INC | 0.05 | $360,434 | 3/15/2018 | Baa3 / BBB- |
5.08 | 6.25 | 2.91 | 2.91 | Industrial |
| -- | INTERNATIONAL BUSINESS MACHINES CO | 0.05 | $359,965 | 11/1/2021 | Aa3 / A+ |
8.40 | 2.90 | 2.57 | 2.57 | Industrial |
| -- | MEXICO (UNITED MEXICAN STATES) | 0.05 | $356,250 | 3/19/2019 | Baa1 / BBB |
5.82 | 5.95 | 3.00 | 3.00 | Sovereign |
| -- | ABBOTT LABORATORIES | 0.05 | $354,747 | 4/1/2019 | A1 / AA |
6.02 | 5.12 | 2.34 | 2.34 | Industrial |
| -- | APACHE CORPORATION | 0.05 | $354,353 | 4/15/2013 | A3 / A- |
1.15 | 5.25 | 0.63 | 0.63 | Industrial |
| -- | DEUTSCHE TELEKOM INT FIN BV | 0.05 | $353,464 | 3/23/2016 | Baa1 / BBB+ |
3.64 | 5.75 | 2.61 | 2.61 | Industrial |
| -- | ANADARKO PETROLEUM CORP | 0.05 | $351,513 | 9/15/2016 | Ba1 / BBB- |
4.00 | 5.95 | 2.51 | 2.51 | Industrial |
| -- | QWEST CORPORATION | 0.05 | $350,618 | 5/1/2016 | Baa3 / BBB- |
3.56 | 8.38 | 4.00 | 4.00 | Industrial |
| -- | MIDAMERICAN ENERGY HOLDINGS CO | 0.05 | $347,855 | 4/1/2018 | Baa1 / BBB+ |
5.18 | 5.75 | 2.90 | 2.90 | Utility |
| -- | MERCK AND CO. INC. | 0.05 | $347,685 | 6/30/2015 | Aa3 / AA |
3.20 | 4.00 | 0.89 | 0.89 | Industrial |
| -- | EMERSON ELECTRIC CO | 0.05 | $347,098 | 10/15/2019 | A2 / A |
6.43 | 4.88 | 2.61 | 2.61 | Industrial |
| -- | BOTTLING GROUP LLC | 0.05 | $346,633 | 3/15/2014 | Aa3 / A |
1.95 | 6.95 | 0.76 | 0.76 | Industrial |
