| % Net Assets |
Name |
Coupon |
Maturity |
CUSIP |
Credit Rating (Moody's/S&P) |
Market Price |
Market Value |
Par Value |
Effective Duration |
Yield to Maturity |
Yield to Call |
Next Call Date |
Next Call Price |
Sector |
| 1.28 |
AMERICAN EXPRESS CREDIT CORPORATIO |
7.30 |
8/20/2013 |
0258M0CY3 |
A2 / BBB+ |
104.23 |
153,677,246 |
147,447,000 |
3.46 |
6.17 |
6.17 |
N/A |
N/A |
Financial Services |
| 1.26 |
INTERNATIONAL BUSINESS MACHINES CO |
8.00 |
10/15/2038 |
459200GL9 |
A1 / A+ |
130.34 |
151,564,162 |
116,284,000 |
13.03 |
5.83 |
5.83 |
N/A |
100.00 |
Software & Computer Services |
| 1.23 |
GOLDMAN SACHS GROUP INC/THE |
6.00 |
5/1/2014 |
38141EA33 |
A1 / A |
104.45 |
147,957,070 |
141,656,000 |
4.14 |
4.97 |
4.97 |
N/A |
N/A |
Banks |
| 1.23 |
WELLS FARGO & CO |
5.62 |
12/11/2017 |
949746NX5 |
A1 / AA- |
98.24 |
147,841,195 |
150,488,000 |
6.60 |
5.90 |
5.90 |
N/A |
N/A |
Banks |
| 1.18 |
PEPSICO INC |
7.90 |
11/1/2018 |
713448BJ6 |
Aa2 / A+ |
121.83 |
142,358,751 |
116,852,000 |
6.80 |
4.95 |
4.95 |
N/A |
100.00 |
Beverages |
| 1.15 |
PFIZER INC. |
7.20 |
3/15/2039 |
717081CY7 |
Aa2 / AAA |
118.03 |
137,704,076 |
116,671,000 |
13.17 |
5.94 |
5.94 |
N/A |
100.00 |
Pharmaceuticals & Biotechnology |
| 1.14 |
VERIZON COMMUNICATIONS INC. |
8.75 |
11/1/2018 |
92343VAQ7 |
A3 / A |
118.03 |
137,254,347 |
116,286,000 |
6.54 |
6.10 |
6.10 |
N/A |
100.00 |
Fixed Line Telecommunications |
| 1.14 |
ALTRIA GROUP INC. |
10.20 |
2/6/2039 |
02209SAH6 |
Baa1 / BBB |
117.75 |
137,037,050 |
116,375,000 |
10.06 |
8.63 |
8.63 |
N/A |
N/A |
Tobacco |
| 1.11 |
BERKSHIRE HATHAWAY |
5.12 |
9/15/2012 |
084664AY7 |
Aa2 / AAA |
107.28 |
133,015,598 |
123,985,000 |
2.93 |
2.73 |
2.73 |
N/A |
100.00 |
Nonlife Insurance |
| 1.11 |
ALTRIA GROUP INC |
9.70 |
11/10/2018 |
02209SAD5 |
Baa1 / BBB |
114.22 |
132,863,002 |
116,320,000 |
6.26 |
7.55 |
7.55 |
N/A |
N/A |
Tobacco |
| 1.10 |
ALTRIA GROUP INC |
8.50 |
11/10/2013 |
02209SAC7 |
Baa1 / BBB |
114.12 |
132,445,487 |
116,063,000 |
3.65 |
4.86 |
4.86 |
N/A |
N/A |
Tobacco |
| 1.09 |
TIME WARNER CABLE INC |
8.25 |
4/1/2019 |
88732JAS7 |
Baa2 / BBB |
113.09 |
131,500,572 |
116,280,000 |
6.74 |
6.38 |
6.38 |
N/A |
100.00 |
Media |
| 1.07 |
WAL-MART STORES INC |
6.50 |
8/15/2037 |
931142CK7 |
Aa2 / AA |
110.23 |
128,201,809 |
116,309,000 |
13.22 |
5.78 |
5.78 |
N/A |
N/A |
General Retailers |
| 1.07 |
ASTRAZENECA PLC |
6.45 |
9/15/2037 |
046353AD0 |
A1 / AA- |
110.14 |
128,199,824 |
116,401,000 |
13.35 |
5.75 |
5.75 |
N/A |
100.00 |
Pharmaceuticals & Biotechnology |
| 1.06 |
SHELL INTERNATIONAL FINANCE BV |
6.38 |
12/15/2038 |
822582AD4 |
Aa1 / AA+ |
108.65 |
127,881,801 |
117,700,000 |
13.75 |
5.81 |
5.81 |
N/A |
100.00 |
Oil & Gas Producers |
| 1.06 |
GLAXOSMITHKLINE CAPITAL PLC |
6.38 |
5/15/2038 |
377372AE7 |
A1 / A+ |
109.60 |
127,506,001 |
116,334,000 |
13.54 |
5.85 |
5.85 |
N/A |
100.00 |
Pharmaceuticals & Biotechnology |
| 1.06 |
PFIZER INC |
6.20 |
3/15/2019 |
717081DB6 |
Aa2 / AAA |
109.10 |
127,339,401 |
116,719,000 |
3.64 |
5.02 |
N/A |
N/A |
100.00 |
Pharmaceuticals & Biotechnology |
| 1.05 |
ABBOTT LABORATORIES |
6.15 |
11/30/2037 |
002819AC4 |
A1 / AA |
108.61 |
126,433,823 |
116,410,000 |
5.67 |
5.54 |
N/A |
N/A |
100.00 |
Health Care Equipment & Services |
| 1.05 |
PFIZER INC. |
5.35 |
3/15/2015 |
717081DA8 |
Aa2 / AAA |
107.80 |
125,806,480 |
116,702,000 |
4.85 |
4.01 |
4.01 |
N/A |
100.00 |
Pharmaceuticals & Biotechnology |
| 1.04 |
CONOCOPHILLIPS |
6.50 |
2/1/2039 |
20825CAQ7 |
A1 / A |
106.88 |
125,537,502 |
117,459,000 |
13.23 |
6.00 |
6.00 |
N/A |
100.00 |
Oil & Gas Producers |
| 1.04 |
PHILIP MORRIS INTERNATIONAL INC |
6.38 |
5/16/2038 |
718172AC3 |
A2 / A |
107.10 |
125,329,676 |
117,020,000 |
13.39 |
6.00 |
6.00 |
N/A |
N/A |
Tobacco |
| 1.04 |
XTO ENERGY INC. |
6.50 |
12/15/2018 |
98385XAT3 |
Baa2 / BBB |
107.76 |
125,314,577 |
116,290,000 |
7.08 |
5.55 |
5.55 |
N/A |
100.00 |
Oil & Gas Producers |
| 1.04 |
BP CAPITAL MARKETS PLC |
5.25 |
11/7/2013 |
05565QBF4 |
Aa1 / AA |
107.14 |
125,173,343 |
116,835,000 |
3.87 |
3.42 |
3.42 |
N/A |
N/A |
Oil & Gas Producers |
| 1.04 |
IBM INTL GROUP CAPITAL |
5.05 |
10/22/2012 |
44924EAB6 |
A1 / A+ |
107.42 |
124,927,292 |
116,294,000 |
3.03 |
2.69 |
2.69 |
N/A |
100.00 |
Software & Computer Services |
| 1.03 |
MIDAMERICAN ENERGY HOLDINGS CO |
5.75 |
4/1/2018 |
59562VAT4 |
Baa1 / BBB+ |
105.27 |
123,593,637 |
117,406,000 |
6.75 |
5.35 |
5.35 |
N/A |
100.00 |
Electricity |
| 1.03 |
DEUTSCHE BANK AG |
5.38 |
10/12/2012 |
2515A0HQ9 |
Aa1 / A+ |
106.61 |
123,584,646 |
115,919,000 |
2.80 |
3.04 |
N/A |
10/12/2009 |
100.00 |
Banks |
| 1.03 |
THE BANK OF NEW YORK MELLON COR |
4.95 |
11/1/2012 |
06406HBE8 |
Aa2 / AA- |
106.14 |
123,457,574 |
116,315,000 |
3.05 |
3.16 |
3.16 |
N/A |
N/A |
Banks |
| 1.03 |
INTERNATIONAL BUSINESS MACHINES CO |
5.70 |
9/14/2017 |
459200GJ4 |
A1 / A+ |
105.99 |
123,303,158 |
116,334,000 |
6.45 |
4.85 |
4.85 |
N/A |
100.00 |
Software & Computer Services |
| 1.02 |
GLAXOSMITHKLINE CAPITAL PLC |
5.65 |
5/15/2018 |
377372AD9 |
A1 / A+ |
105.79 |
123,005,048 |
116,269,000 |
6.94 |
4.90 |
4.90 |
N/A |
100.00 |
Pharmaceuticals & Biotechnology |
| 1.02 |
AT&T INC |
4.95 |
1/15/2013 |
00206RAF9 |
A2 / A |
103.84 |
122,998,080 |
118,447,000 |
3.17 |
3.69 |
3.69 |
N/A |
100.00 |
Fixed Line Telecommunications |
| 1.02 |
COMCAST CORPORATION |
6.95 |
8/15/2037 |
20030NAV3 |
Baa1 / BBB+ |
105.25 |
122,987,445 |
116,855,000 |
12.24 |
6.65 |
6.65 |
N/A |
100.00 |
Media |
| 1.02 |
CME GROUP INC |
5.40 |
8/1/2013 |
12572QAA3 |
Aa3 / AA |
105.66 |
122,724,416 |
116,146,000 |
1.43 |
3.89 |
N/A |
N/A |
100.00 |
Financial Services |
| 1.02 |
CONOCOPHILLIPS |
5.75 |
2/1/2019 |
20825CAR5 |
A1 / A |
104.68 |
122,526,437 |
117,054,000 |
7.21 |
5.10 |
5.10 |
N/A |
100.00 |
Oil & Gas Producers |
| 1.02 |
WALGREEN CO |
4.88 |
8/1/2013 |
931422AD1 |
A2 / A+ |
105.18 |
122,320,205 |
116,297,000 |
3.63 |
3.50 |
3.50 |
N/A |
100.00 |
Food & Drug Retailers |
| 1.02 |
GLAXOSMITHKLINE CAPITAL PLC |
4.85 |
5/15/2013 |
377372AC1 |
A1 / A+ |
105.19 |
122,303,617 |
116,269,000 |
3.51 |
3.41 |
3.41 |
N/A |
100.00 |
Pharmaceuticals & Biotechnology |
| 1.02 |
AMERICAN EXPRESS BANK |
8.15 |
3/19/2038 |
025816AZ2 |
A3 / BBB+ |
104.37 |
121,965,014 |
116,861,000 |
11.25 |
7.60 |
7.60 |
N/A |
N/A |
Financial Services |
| 1.01 |
ORACLE CORPORATION |
4.95 |
4/15/2013 |
68389XAD7 |
A2 / A |
104.69 |
121,735,893 |
116,282,000 |
3.41 |
3.61 |
3.61 |
N/A |
100.00 |
Software & Computer Services |
| 1.01 |
BARCLAYS BANK PLC |
5.45 |
9/12/2012 |
06738GUZ1 |
Aa3 / AA- |
104.49 |
121,504,734 |
116,282,000 |
2.88 |
3.94 |
3.94 |
N/A |
N/A |
Banks |
| 1.01 |
TIME WARNER CABLE INC |
5.40 |
7/2/2012 |
88732JAG3 |
Baa2 / BBB |
104.36 |
121,481,035 |
116,410,000 |
2.69 |
4.11 |
4.11 |
N/A |
100.00 |
Media |
| 1.01 |
AMERICAN EXPRESS COMPANY |
8.12 |
5/20/2019 |
025816BB4 |
A3 / BBB+ |
104.46 |
121,470,966 |
116,285,000 |
6.73 |
7.54 |
7.54 |
N/A |
N/A |
Financial Services |
| 1.01 |
PHILIP MORRIS INTERNATIONAL INC |
4.88 |
5/16/2013 |
718172AB5 |
A2 / A |
104.40 |
121,452,622 |
116,332,000 |
3.50 |
3.65 |
3.65 |
N/A |
N/A |
Tobacco |
| 1.01 |
WYETH |
5.95 |
4/1/2037 |
983024AN0 |
A3 / A+ |
103.52 |
120,991,045 |
116,873,000 |
13.45 |
5.80 |
5.80 |
N/A |
100.00 |
Pharmaceuticals & Biotechnology |
| 1.01 |
UNITED PARCEL SERVICE INC |
4.50 |
1/15/2013 |
911312AG1 |
Aa3 / AA- |
103.96 |
120,885,964 |
116,282,000 |
3.20 |
3.25 |
3.25 |
N/A |
100.00 |
Industrial Transportation |
| 1.00 |
CONOCOPHILLIPS |
4.75 |
2/1/2014 |
20825CAS3 |
A1 / A |
103.56 |
120,723,294 |
116,573,000 |
4.02 |
3.90 |
3.90 |
N/A |
100.00 |
Oil & Gas Producers |
| 1.00 |
ALLSTATE CORPORATION (THE) |
5.38 |
4/30/2013 |
02003MBQ6 |
A1 / AA- |
103.56 |
120,451,685 |
116,315,000 |
3.42 |
4.35 |
4.35 |
N/A |
N/A |
Life Insurance |
| 1.00 |
NYSE EURONEXT |
4.80 |
6/28/2013 |
629491AA9 |
A2 / AA |
103.71 |
120,337,014 |
116,034,000 |
3.62 |
3.79 |
3.79 |
N/A |
N/A |
Financial Services |
| 1.00 |
MORGAN STANLEY |
7.30 |
5/13/2019 |
61747YCG8 |
A2 / A |
103.14 |
120,230,805 |
116,565,000 |
6.95 |
6.80 |
6.80 |
N/A |
100.00 |
Banks |
| 1.00 |
PHILIP MORRIS INTERNATIONAL INC |
5.65 |
5/16/2018 |
718172AA7 |
A2 / A |
103.33 |
120,209,700 |
116,339,000 |
6.91 |
5.15 |
5.15 |
N/A |
N/A |
Tobacco |
| 1.00 |
WACHOVIA CORPORATION |
5.50 |
5/1/2013 |
92976WBJ4 |
A1 / AA- |
103.47 |
120,019,040 |
115,998,000 |
3.41 |
4.52 |
4.52 |
N/A |
N/A |
Banks |
| 1.00 |
GENERAL ELEC CAP CORP |
5.25 |
10/19/2012 |
36962G3K8 |
Aa2 / AA+ |
103.21 |
120,009,313 |
116,282,000 |
2.98 |
4.36 |
4.36 |
N/A |
N/A |
Financial Services |
| 1.00 |
HEWLETT-PACKARD COMPANY |
4.50 |
3/1/2013 |
428236AQ6 |
A2 / A |
103.14 |
119,961,335 |
116,309,000 |
3.32 |
3.58 |
3.58 |
N/A |
100.00 |
Technology Hardware & Equipment |
| 1.00 |
ABBOTT LABORATORIES |
5.12 |
4/1/2019 |
002824AU4 |
A1 / AA |
102.80 |
119,847,333 |
116,584,000 |
3.31 |
4.73 |
2.00 |
N/A |
100.00 |
Health Care Equipment & Services |
| 1.00 |
WAL-MART STORES INC |
4.25 |
4/15/2013 |
931142CL5 |
Aa2 / AA |
102.90 |
119,675,200 |
116,301,000 |
3.46 |
3.43 |
3.43 |
N/A |
N/A |
General Retailers |
| 0.99 |
AT&T INC |
5.50 |
2/1/2018 |
00206RAJ1 |
A2 / A |
100.08 |
119,532,881 |
119,441,000 |
6.61 |
5.60 |
5.60 |
N/A |
100.00 |
Fixed Line Telecommunications |
| 0.99 |
DEUTSCHE BANK AG |
6.00 |
9/1/2017 |
25152CMN3 |
Aa1 / A+ |
101.99 |
119,197,526 |
116,873,000 |
2.89 |
5.74 |
N/A |
9/1/2009 |
100.00 |
Banks |
| 0.99 |
TELECOM ITALIA CAPITAL |
7.72 |
6/4/2038 |
87927VAV0 |
Baa2 / BBB |
101.78 |
119,035,581 |
116,953,000 |
11.50 |
7.65 |
7.65 |
N/A |
100.00 |
Fixed Line Telecommunications |
| 0.98 |
CVS CAREMARK CORP |
5.75 |
6/1/2017 |
126650BH2 |
Baa2 / BBB+ |
101.34 |
118,123,003 |
116,560,000 |
6.26 |
5.70 |
5.70 |
N/A |
100.00 |
Food & Drug Retailers |
| 0.98 |
CREDIT SUISSE NEW YORK NY |
5.00 |
5/15/2013 |
2254C0TC1 |
Aa1 / A+ |
101.18 |
117,692,141 |
116,315,000 |
3.48 |
4.28 |
4.28 |
N/A |
N/A |
Banks |
| 0.98 |
JPMORGAN CHASE & CO |
6.30 |
4/23/2019 |
46625HHL7 |
Aa3 / A+ |
100.67 |
117,496,690 |
116,720,000 |
7.17 |
6.17 |
6.17 |
N/A |
N/A |
Banks |
| 0.98 |
SHELL INTERNATIONAL FINANCE BV |
4.00 |
3/21/2014 |
822582AF9 |
Aa1 / AA+ |
102.02 |
117,254,122 |
114,930,000 |
4.24 |
3.40 |
3.40 |
N/A |
100.00 |
Oil & Gas Producers |
| 0.98 |
METLIFE INC |
6.82 |
8/15/2018 |
59156RAR9 |
A2 / A- |
100.79 |
117,245,057 |
116,322,000 |
6.56 |
6.70 |
6.70 |
N/A |
100.00 |
Life Insurance |
| 0.97 |
RIO TINTO FIN USA LTD |
5.88 |
7/15/2013 |
767201AE6 |
Baa1 / BBB |
100.57 |
116,945,434 |
116,282,000 |
3.46 |
5.62 |
5.62 |
N/A |
100.00 |
Mining |
| 0.97 |
KEYCORP |
6.50 |
5/14/2013 |
49326EEB5 |
Baa1 / BBB+ |
100.19 |
116,716,454 |
116,491,000 |
3.33 |
7.32 |
7.32 |
N/A |
N/A |
Banks |
| 0.97 |
INTERNATIONAL PAPER CO |
7.40 |
6/15/2014 |
460146CB7 |
Baa3 / BBB |
100.22 |
116,541,706 |
116,291,000 |
4.07 |
7.54 |
7.54 |
N/A |
100.00 |
Forestry & Paper |
| 0.97 |
DOW CHEMICAL COMPANY (THE) |
8.55 |
5/15/2019 |
260543BX0 |
Baa3 / BBB- |
100.19 |
116,502,001 |
116,285,000 |
6.49 |
8.67 |
8.67 |
N/A |
100.00 |
Chemicals |
| 0.97 |
JP MORGAN CHASE & CO |
6.40 |
5/15/2038 |
46625HHF0 |
Aa3 / A+ |
100.05 |
116,359,051 |
116,298,000 |
12.99 |
6.40 |
6.40 |
N/A |
N/A |
Banks |
| 0.97 |
CITIGROUP INC |
8.50 |
5/22/2019 |
172967EV9 |
A3 / A |
100.54 |
116,321,763 |
115,700,000 |
6.57 |
8.30 |
8.30 |
N/A |
N/A |
N/A |
| 0.97 |
MORGAN STANLEY |
6.00 |
4/28/2015 |
61747YCE3 |
A2 / A |
99.97 |
116,228,737 |
116,269,000 |
4.81 |
6.01 |
6.01 |
N/A |
N/A |
Banks |
| 0.97 |
JPMORGAN CHASE & CO |
4.65 |
6/1/2014 |
46625HHN3 |
Aa3 / A+ |
99.88 |
116,150,925 |
116,285,000 |
4.33 |
4.64 |
4.64 |
N/A |
N/A |
Banks |
| 0.96 |
AT&T INC |
6.55 |
2/15/2039 |
00206RAS1 |
A2 / A |
99.99 |
115,853,489 |
115,861,000 |
12.66 |
6.58 |
6.58 |
N/A |
100.00 |
Fixed Line Telecommunications |
| 0.96 |
FIFTH THIRD BANCORP |
6.25 |
5/1/2013 |
316773CJ7 |
Baa1 / BBB |
98.18 |
115,800,695 |
117,947,000 |
3.33 |
6.12 |
6.12 |
N/A |
N/A |
Banks |
| 0.96 |
RIO TINTO FIN USA LTD |
6.50 |
7/15/2018 |
767201AC0 |
Baa1 / BBB |
99.23 |
115,324,346 |
116,223,000 |
6.55 |
6.60 |
6.60 |
N/A |
100.00 |
Mining |
| 0.96 |
WACHOVIA BANK NA |
6.60 |
1/15/2038 |
92976GAJ0 |
Aa3 / AA- |
98.23 |
115,055,258 |
117,129,000 |
11.98 |
7.05 |
7.05 |
N/A |
N/A |
Banks |
| 0.96 |
VERIZON COMMUNICATIONS INC. |
6.40 |
2/15/2038 |
92343VAK0 |
A3 / A |
98.29 |
114,909,712 |
116,913,000 |
12.65 |
6.50 |
6.50 |
N/A |
100.00 |
Fixed Line Telecommunications |
| 0.95 |
GOLDMAN SACHS GROUP INC |
6.15 |
4/1/2018 |
38141GFM1 |
A1 / A |
97.95 |
114,273,586 |
116,671,000 |
6.55 |
6.50 |
6.50 |
N/A |
N/A |
Banks |
| 0.95 |
BANK OF AMERICA CORP |
4.90 |
5/1/2013 |
06051GDW6 |
A2 / A |
98.16 |
114,152,562 |
116,290,000 |
3.42 |
5.44 |
5.44 |
N/A |
N/A |
Banks |
| 0.95 |
SIMON PROPERTY GROUP LP |
5.30 |
5/30/2013 |
828807BY2 |
A3 / A- |
97.10 |
113,800,093 |
117,197,000 |
3.46 |
6.14 |
6.14 |
N/A |
100.00 |
Real Estate |
| 0.95 |
CREDIT SUISSE |
6.00 |
2/15/2018 |
22541HCC4 |
Aa2 / A |
97.77 |
113,643,904 |
116,233,000 |
6.47 |
6.34 |
6.34 |
N/A |
N/A |
Banks |
| 0.94 |
TIME WARNER CABLE INC |
6.75 |
6/15/2039 |
88732JAU2 |
Baa2 / BBB |
97.71 |
113,048,863 |
115,700,000 |
12.55 |
6.95 |
6.95 |
N/A |
N/A |
N/A |
| 0.93 |
INTERNATIONAL PAPER COMPANY |
7.95 |
6/15/2018 |
460146CA9 |
Baa3 / BBB |
96.15 |
111,857,640 |
116,332,000 |
2.90 |
8.65 |
8.65 |
N/A |
100.00 |
Forestry & Paper |
| 0.93 |
HSBC HOLDINGS PLC |
6.50 |
9/15/2037 |
404280AH2 |
A1 / A+ |
95.71 |
111,857,240 |
116,873,000 |
12.34 |
6.80 |
6.80 |
N/A |
N/A |
Banks |
| 0.92 |
GENERAL ELEC CAP CORP |
5.62 |
5/1/2018 |
36962G3U6 |
Aa2 / AA+ |
94.84 |
110,462,135 |
116,476,000 |
6.74 |
6.40 |
6.40 |
N/A |
N/A |
Financial Services |
| 0.89 |
MERRILL LYNCH & CO INC |
6.88 |
4/25/2018 |
59018YN64 |
A2 / A |
92.20 |
107,223,646 |
116,293,000 |
6.31 |
8.20 |
8.20 |
N/A |
N/A |
Banks |
| 0.89 |
UNITEDHEALTH GROUP INCORPORATED |
6.88 |
2/15/2038 |
91324PBK7 |
Baa1 / A- |
92.05 |
106,783,805 |
116,004,000 |
11.52 |
7.56 |
7.56 |
N/A |
100.00 |
Health Care Equipment & Services |
| 0.88 |
MERRILL LYNCH & CO INC |
7.75 |
5/14/2038 |
59023VAA8 |
A3 / A- |
90.96 |
105,799,219 |
116,314,000 |
2.91 |
8.60 |
8.60 |
N/A |
100.00 |
Banks |
| 0.88 |
UBS AG STAMFORD CT |
5.75 |
4/25/2018 |
90261XFA5 |
Aa2 / A+ |
91.22 |
105,740,242 |
115,921,000 |
6.63 |
7.11 |
7.11 |
N/A |
N/A |
Banks |
| 0.86 |
REGIONS BANK |
7.50 |
5/15/2018 |
75913MAB5 |
Baa2 / BBB+ |
89.23 |
103,728,033 |
116,253,000 |
6.11 |
9.49 |
9.49 |
N/A |
N/A |
Banks |
| 0.86 |
GOLDMAN SACHS GROUP INC |
6.75 |
10/1/2037 |
38141GFD1 |
A2 / A- |
88.76 |
103,559,122 |
116,672,000 |
4.03 |
7.80 |
7.80 |
N/A |
100.00 |
Banks |
| 0.83 |
CITIGROUP INC |
6.88 |
3/5/2038 |
172967EP2 |
A3 / A |
85.89 |
100,083,580 |
116,523,000 |
11.05 |
8.15 |
8.15 |
N/A |
N/A |
Banks |
| 0.83 |
SLM CORPORATION |
8.45 |
6/15/2018 |
78442FEH7 |
Ba1 / BBB- |
85.41 |
99,211,063 |
116,164,000 |
5.89 |
10.94 |
10.94 |
N/A |
100.00 |
Financial Services |
| 0.77 |
CITIGROUP INC |
5.30 |
10/17/2012 |
172967EL1 |
A3 / A |
95.89 |
92,967,805 |
96,952,000 |
2.93 |
6.71 |
6.71 |
N/A |
N/A |
Banks |
| 0.76 |
GENERAL ELEC CAP CORP |
5.88 |
1/14/2038 |
36962G3P7 |
Aa2 / AA+ |
78.92 |
91,741,789 |
116,251,000 |
11.59 |
7.75 |
7.75 |
N/A |
N/A |
Financial Services |
| 0.74 |
INTERNATIONAL LEASE FINANCE CORP |
6.38 |
3/25/2013 |
45974VB72 |
Baa2 / BBB+ |
76.82 |
88,851,134 |
115,660,000 |
3.04 |
14.11 |
14.11 |
N/A |
N/A |
Financial Services |
| 0.68 |
BERKSHIRE HATHAWAY FINANCE CORP |
5.40 |
5/15/2018 |
084664BH3 |
Aa2 / AAA |
101.97 |
81,575,861 |
80,000,000 |
3.77 |
5.12 |
3.37 |
N/A |
100.00 |
Nonlife Insurance |
| 0.58 |
METLIFE INC |
6.75 |
6/1/2016 |
59156RAU2 |
A2 / A- |
101.87 |
69,441,003 |
68,169,000 |
3.17 |
6.40 |
4.77 |
N/A |
100.00 |
Life Insurance |
| 0.52 |
BGIF Treasury Money Market SL Agency Shares |
N/A |
|
066922477 |
N/A / N/A |
1.00 |
62,962,804 |
62,962,804 |
N/A |
N/A |
N/A |
N/A |
N/A |
S-T Securities |
| 0.51 |
AMERICAN INTL GROUP |
5.85 |
1/16/2018 |
02687QDG0 |
A3 / A- |
53.05 |
61,344,765 |
115,645,000 |
5.34 |
16.20 |
16.20 |
N/A |
N/A |
Nonlife Insurance |
| 0.43 |
DOW CHEMICAL COMPANY (THE) |
7.60 |
5/15/2014 |
260543BW2 |
Baa3 / BBB- |
103.44 |
51,721,210 |
50,000,000 |
4.00 |
6.96 |
6.96 |
N/A |
100.00 |
N/A |
| 0.36 |
DOW CHEMICAL COMPANY (THE) |
9.40 |
5/15/2039 |
260543BY8 |
Baa3 / BBB- |
102.04 |
43,502,164 |
42,632,000 |
9.86 |
9.37 |
9.37 |
N/A |
100.00 |
N/A |
| 0.34 |
SIMON PROPERTY GROUP LP |
6.12 |
5/30/2018 |
828807BZ9 |
A3 / A- |
91.01 |
41,199,743 |
45,271,000 |
6.60 |
7.53 |
7.53 |
N/A |
100.00 |
Real Estate |
| 0.25 |
BERKSHIRE HATHAWAY FIN |
5.40 |
5/15/2018 |
084664BE0 |
Aa2 / AAA |
101.97 |
30,193,266 |
29,610,000 |
3.95 |
5.04 |
2.78 |
N/A |
100.00 |
Nonlife Insurance |
| 0.24 |
BARCLAYS PLC |
6.75 |
5/22/2019 |
06739FFS5 |
Aa3 / AA- |
99.08 |
28,416,661 |
28,680,000 |
7.06 |
6.88 |
6.88 |
N/A |
N/A |
Banks |
| 0.13 |
CITIGROUP INC |
5.50 |
4/11/2013 |
172967EQ0 |
A3 / A |
94.35 |
16,144,962 |
17,111,000 |
3.29 |
7.37 |
7.37 |
N/A |
N/A |
Banks |
| 0.04 |
WESTERN UNION CO |
6.50 |
2/26/2014 |
959802AJ8 |
A3 / A- |
107.26 |
4,265,908 |
3,977,000 |
3.94 |
4.74 |
N/A |
N/A |
100.00 |
Financial Services |