| Bonds | 98.76% |
| Cash | 0.10% |
| Other* | 1.14% |
Holdings Detail as of 6/17/2013 (Holdings subject to change)
| CUSIP | Name |
% Net Assets |
Market Value ($) |
Maturity |
Credit Rating Moody's /S&P |
Effective Duration |
Coupon |
Yield to Maturity |
Yield to Worst |
Sector |
|---|---|---|---|---|---|---|---|---|---|---|
| -- | GOLDMAN SACHS GROUP INC | 0.40 | $84,897,314 | 10/1/2037 | Baa1 / BBB+ |
12.05 | 6.75 | 6.26 | 6.26 | Financials |
| -- | GOLDMAN SACHS GROUP INC | 0.39 | $83,004,931 | 4/1/2018 | A3 / A- |
4.17 | 6.15 | 2.65 | 2.65 | Financials |
| -- | MERRILL LYNCH & CO INC | 0.37 | $77,960,336 | 4/25/2018 | Baa2 / A- |
4.18 | 6.88 | 2.79 | 2.79 | Financials |
| -- | HSBC HOLDINGS PLC | 0.35 | $74,593,537 | 9/15/2037 | A3 / A- |
12.91 | 6.50 | 5.19 | 5.19 | Financials |
| -- | WACHOVIA BANK NA | 0.34 | $71,438,680 | 1/15/2038 | A1 / A+ |
13.12 | 6.60 | 4.84 | 4.84 | Financials |
| -- | AT&T INC | 0.32 | $67,609,214 | 9/1/2040 | A3 / A- |
14.31 | 5.35 | 5.06 | 5.06 | Telecoms |
| -- | MORGAN STANLEY | 0.31 | $65,675,819 | 5/13/2019 | Baa1 / A- |
4.89 | 7.30 | 3.45 | 3.45 | Financials |
| -- | CITIGROUP INC | 0.30 | $62,568,162 | 5/22/2019 | Baa2 / A- |
4.85 | 8.50 | 2.97 | 2.97 | Financials |
| -- | PACIFIC GAS AND ELECTRIC COMPANY | 0.30 | $62,392,219 | 3/1/2034 | A3 / BBB |
12.42 | 6.05 | 4.50 | 4.50 | Utilities |
| -- | FRANCE TELECOM | 0.30 | $62,248,875 | 3/1/2031 | A3 / BBB+ |
10.33 | 8.50 | 4.97 | 4.97 | Telecoms |
| -- | JPMORGAN CHASE & CO | 0.29 | $61,729,692 | 7/5/2016 | A2 / A |
2.88 | 3.15 | 1.47 | 1.47 | Financials |
| -- | BANK OF AMERICA CORP | 0.29 | $60,912,494 | 1/24/2022 | Baa2 / A- |
6.79 | 5.70 | 3.71 | 3.71 | Financials |
| -- | JPMORGAN CHASE & CO | 0.29 | $60,841,711 | 4/23/2019 | A2 / A |
4.96 | 6.30 | 2.78 | 2.78 | Financials |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.29 | $60,745,142 | 1/14/2038 | A1 / AA+ |
13.28 | 5.88 | 5.03 | 5.03 | Financials |
| -- | UBS AG STAMFORD CT | 0.29 | $60,599,817 | 12/20/2017 | A2 / A |
3.93 | 5.88 | 1.88 | 1.88 | Financials |
| -- | JPMORGAN CHASE & CO | 0.28 | $59,548,746 | 1/15/2018 | A2 / A |
3.98 | 6.00 | 2.34 | 2.34 | Financials |
| -- | GOLDMAN SACHS GROUP INC | 0.28 | $59,005,858 | 9/1/2017 | A3 / A- |
3.70 | 6.25 | 2.37 | 2.37 | Financials |
| -- | JPMORGAN CHASE & CO | 0.28 | $58,872,080 | 1/24/2022 | A2 / A |
7.05 | 4.50 | 3.47 | 3.47 | Financials |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.28 | $58,833,838 | 1/10/2039 | A1 / AA+ |
13.05 | 6.88 | 5.12 | 5.12 | Financials |
| -- | MORGAN STANLEY | 0.28 | $58,339,298 | 7/28/2021 | Baa1 / A- |
6.49 | 5.50 | 3.87 | 3.87 | Financials |
| -- | PFIZER INC. | 0.27 | $57,590,883 | 3/15/2019 | A1 / AA |
4.91 | 6.20 | 1.92 | 1.92 | Health Care |
| -- | DEUTSCHE TELEKOM INTERNATIONAL FIN | 0.27 | $57,554,197 | 6/15/2030 | Baa1 / BBB+ |
10.14 | 8.75 | 5.07 | 5.07 | Telecoms |
| -- | WACHOVIA CORPORATION | 0.27 | $57,250,854 | 2/1/2018 | A2 / A+ |
4.06 | 5.75 | 1.81 | 1.81 | Financials |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.27 | $56,942,525 | 3/15/2032 | A1 / AA+ |
11.25 | 6.75 | 4.92 | 4.92 | Financials |
| -- | WELLS FARGO & CO | 0.27 | $56,791,635 | 4/1/2021 | A2 / A+ |
6.56 | 4.60 | 2.92 | 2.92 | Financials |
| -- | WAL-MART STORES INC | 0.27 | $56,710,809 | 8/15/2037 | Aa2 / AA |
13.39 | 6.50 | 4.46 | 4.46 | Consumer Services |
| -- | HOME DEPOT INC | 0.27 | $56,236,916 | 12/16/2036 | A3 / A- |
13.69 | 5.88 | 4.44 | 4.44 | Consumer Services |
| -- | CONOCOPHILLIPS | 0.27 | $55,923,987 | 2/1/2039 | A1 / A |
13.73 | 6.50 | 4.55 | 4.55 | Oil & Gas |
| -- | WELLS FARGO & CO | 0.26 | $55,174,896 | 6/15/2016 | A2 / A+ |
2.83 | 3.68 | 1.16 | 1.16 | Financials |
| -- | COMCAST CORPORATION | 0.26 | $54,599,516 | 8/15/2037 | A3 / A- |
12.93 | 6.95 | 4.83 | 4.83 | Consumer Services |
| -- | DEUTSCHE BANK AG (LONDON BRANCH) | 0.26 | $54,578,951 | 9/1/2017 | A2 / A+ |
3.73 | 6.00 | 1.81 | 1.81 | Financials |
| -- | MORGAN STANLEY | 0.26 | $54,577,393 | 1/25/2021 | Baa1 / A- |
6.12 | 5.75 | 3.76 | 3.76 | Financials |
| -- | AT&T INC | 0.26 | $54,454,508 | 8/15/2041 | A3 / A- |
14.39 | 5.55 | 5.07 | 5.07 | Telecoms |
| -- | CITIGROUP INC | 0.26 | $54,338,705 | 1/14/2022 | Baa2 / A- |
7.04 | 4.50 | 3.28 | 3.28 | Financials |
| -- | GENERAL ELECTRIC CAPITAL CORPORATI | 0.26 | $54,249,980 | 5/1/2018 | A1 / AA+ |
4.31 | 5.62 | 1.98 | 1.98 | Financials |
| -- | WAL-MART STORES INC | 0.26 | $53,885,586 | 4/15/2041 | Aa2 / AA |
14.98 | 5.62 | 4.47 | 4.47 | Consumer Services |
| -- | HSBC HOLDINGS PLC | 0.26 | $53,867,419 | 4/5/2021 | Aa3 / A+ |
6.46 | 5.10 | 3.22 | 3.22 | Financials |
| -- | JPMORGAN CHASE BANK NA | 0.26 | $53,793,238 | 10/1/2017 | A1 / A |
3.80 | 6.00 | 2.14 | 2.14 | Financials |
| -- | IBM CORP | 0.25 | $52,996,360 | 9/14/2017 | Aa3 / AA- |
3.79 | 5.70 | 1.45 | 1.45 | Technology |
| -- | CITIGROUP INC | 0.25 | $52,562,238 | 1/10/2017 | Baa2 / A- |
3.26 | 4.45 | 1.90 | 1.90 | Financials |
| -- | ORACLE CORP | 0.25 | $52,177,871 | 7/15/2040 | A1 / A+ |
14.75 | 5.38 | 4.45 | 4.45 | Technology |
| -- | MORGAN STANLEY | 0.24 | $51,418,936 | 9/23/2019 | Baa1 / A- |
5.27 | 5.62 | 3.52 | 3.52 | Financials |
| -- | PFIZER INC. | 0.24 | $51,335,096 | 3/15/2039 | A1 / AA |
13.54 | 7.20 | 4.60 | 4.60 | Health Care |
| -- | MORGAN STANLEY | 0.24 | $50,197,579 | 4/1/2018 | Baa1 / A- |
4.13 | 6.62 | 2.90 | 2.90 | Financials |
| -- | AT&T INC | 0.24 | $49,988,011 | 1/15/2038 | A3 / A- |
13.01 | 6.30 | 5.14 | 5.14 | Telecoms |
| -- | KRAFT FOODS GROUP INC | 0.24 | $49,772,025 | 6/6/2022 | Baa2 / BBB |
7.65 | 3.50 | 3.27 | 3.27 | Consumer Goods |
| -- | BANK OF AMERICA CORP | 0.24 | $49,529,763 | 7/1/2020 | Baa2 / A- |
5.76 | 5.62 | 3.46 | 3.46 | Financials |
| -- | DOW CHEMICAL COMPANY (THE) | 0.23 | $49,186,104 | 5/15/2019 | Baa2 / BBB |
4.84 | 8.55 | 2.74 | 2.74 | Basic Materials |
| -- | GOLDMAN SACHS GROUP INC/THE | 0.23 | $49,019,031 | 2/1/2041 | A3 / A- |
13.73 | 6.25 | 5.24 | 5.24 | Financials |
| -- | BNP PARIBAS | 0.23 | $48,625,744 | 1/15/2021 | A2 / A+ |
6.23 | 5.00 | 3.58 | 3.58 | Financials |
| -- | CITIGROUP INC | 0.23 | $48,472,318 | 6/15/2016 | Baa2 / A- |
2.84 | 3.95 | 1.51 | 1.51 | Financials |
| -- | ABBVIE INC | 0.23 | $48,032,084 | 11/6/2022 | Baa1 / A |
8.09 | 2.90 | 3.40 | 3.40 | Health Care |
| -- | MORGAN STANLEY | 0.23 | $47,781,411 | 1/26/2020 | Baa1 / A- |
5.49 | 5.50 | 3.57 | 3.57 | Financials |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.22 | $47,185,218 | 1/7/2021 | A1 / AA+ |
6.30 | 4.62 | 3.17 | 3.17 | Financials |
| -- | CITIGROUP INC | 0.22 | $46,908,297 | 3/5/2038 | Baa2 / A- |
12.95 | 6.88 | 5.09 | 5.09 | Financials |
| -- | AMERICAN EXPRESS CREDIT CORPORATIO | 0.22 | $46,488,607 | 9/19/2016 | A2 / A- |
3.10 | 2.80 | 1.19 | 1.19 | Financials |
| -- | HSBC FINANCE CORP | 0.22 | $46,152,029 | 1/15/2021 | Baa2 / A- |
5.92 | 6.68 | 4.26 | 4.26 | Financials |
| -- | SHELL INTERNATIONAL FINANCE BV | 0.22 | $45,685,124 | 12/15/2038 | Aa1 / AA |
14.13 | 6.38 | 4.40 | 4.40 | Oil & Gas |
| -- | BP CAPITAL MARKETS PLC | 0.22 | $45,671,196 | 5/6/2022 | A2 / A |
7.64 | 3.24 | 3.26 | 3.26 | Oil & Gas |
| -- | ANHEUSER-BUSCH INBEV WORLDWIDE INC | 0.22 | $45,432,994 | 7/15/2022 | A3 / A |
7.94 | 2.50 | 3.07 | 3.07 | Consumer Goods |
| -- | UNITED TECHNOLOGIES CORPORATION | 0.22 | $45,371,349 | 6/1/2042 | A2 / A |
16.16 | 4.50 | 4.42 | 4.42 | Industrials |
| -- | UNILEVER CAPITAL CORP | 0.21 | $45,217,439 | 2/10/2021 | A1 / A+ |
6.51 | 4.25 | 2.46 | 2.46 | Consumer Goods |
| -- | ORACLE CORPORATION | 0.21 | $44,952,073 | 10/15/2017 | A1 / A+ |
4.19 | 1.20 | 1.46 | 1.46 | Technology |
| -- | AMERICAN INTERNATIONAL GROUP INC | 0.21 | $44,667,646 | 1/16/2018 | Baa1 / A- |
3.98 | 5.85 | 2.58 | 2.58 | Financials |
| -- | INTERNATIONAL PAPER COMPANY | 0.21 | $44,124,987 | 6/15/2018 | Baa3 / BBB |
4.26 | 7.95 | 2.38 | 2.38 | Basic Materials |
| -- | TIME WARNER CABLE INC | 0.21 | $43,829,510 | 5/1/2017 | Baa2 / BBB |
3.49 | 5.85 | 1.87 | 1.87 | Consumer Services |
| -- | COMCAST CORP | 0.21 | $43,772,579 | 3/1/2040 | A3 / A- |
13.88 | 6.40 | 4.84 | 4.84 | Consumer Services |
| -- | AT&T INC | 0.21 | $43,374,546 | 2/1/2018 | A3 / A- |
4.08 | 5.50 | 1.77 | 1.77 | Telecoms |
| -- | RIO TINTO FINANCE (USA) PLC | 0.21 | $43,347,298 | 3/22/2022 | A3 / A- |
7.42 | 3.50 | 3.62 | 3.62 | Basic Materials |
| -- | GOLDMAN SACHS GROUP INC/THE | 0.21 | $43,275,310 | 1/24/2022 | A3 / A- |
6.76 | 5.75 | 3.88 | 3.88 | Financials |
| -- | GENERAL ELECTRIC CO | 0.20 | $43,015,995 | 12/6/2017 | Aa3 / AA+ |
4.03 | 5.25 | 1.79 | 1.79 | Industrials |
| -- | CONOCOPHILLIPS | 0.20 | $42,583,347 | 2/1/2019 | A1 / A |
4.82 | 5.75 | 2.01 | 2.01 | Oil & Gas |
| -- | BANK OF AMERICA CORP | 0.20 | $42,191,228 | 12/1/2017 | Baa2 / A- |
3.97 | 5.75 | 2.45 | 2.45 | Financials |
| -- | ASTRAZENECA PLC | 0.20 | $41,896,165 | 9/15/2037 | A2 / AA- |
13.28 | 6.45 | 4.74 | 4.74 | Health Care |
| -- | GOLDMAN SACHS GROUP INC/THE | 0.20 | $41,888,097 | 7/27/2021 | A3 / A- |
6.54 | 5.25 | 3.79 | 3.79 | Financials |
| -- | TIME WARNER CABLE INC | 0.20 | $41,771,573 | 4/1/2019 | Baa2 / BBB |
4.72 | 8.25 | 3.08 | 3.08 | Consumer Services |
| -- | GLAXOSMITHKLINE CAPITAL PLC | 0.20 | $41,619,425 | 5/8/2022 | A1 / A+ |
7.77 | 2.85 | 2.96 | 2.96 | Health Care |
| -- | CITIGROUP INC | 0.20 | $41,176,863 | 7/15/2039 | Baa2 / A- |
12.58 | 8.12 | 5.36 | 5.36 | Financials |
| -- | TIME WARNER CABLE INC | 0.20 | $41,150,140 | 6/15/2039 | Baa2 / BBB |
12.96 | 6.75 | 5.78 | 5.78 | Consumer Services |
| -- | WESTPAC BANKING CORP | 0.19 | $40,755,170 | 11/19/2019 | Aa2 / AA- |
5.57 | 4.88 | 2.47 | 2.47 | Financials |
| -- | GLAXOSMITHKLINE CAPITAL INC | 0.19 | $40,706,460 | 5/15/2018 | A1 / A+ |
4.35 | 5.65 | 1.76 | 1.76 | Health Care |
| -- | BARCLAYS BANK PLC | 0.19 | $40,700,407 | 5/22/2019 | A2 / A+ |
5.00 | 6.75 | 2.68 | 2.68 | Financials |
| -- | GLAXOSMITHKLINE CAPITAL INC | 0.19 | $40,667,500 | 5/15/2038 | A1 / A+ |
13.68 | 6.38 | 4.67 | 4.67 | Health Care |
| -- | CELLCO PART/VERI WIRELESS | 0.19 | $40,650,820 | 11/15/2018 | A2 / A- |
4.52 | 8.50 | 2.13 | 2.13 | Telecoms |
| -- | AT&T INC | 0.19 | $40,594,648 | 2/15/2019 | A3 / A- |
4.85 | 5.80 | 2.19 | 2.19 | Telecoms |
| -- | VERIZON COMMUNICATIONS INC | 0.19 | $40,560,192 | 2/15/2038 | A3 / A- |
13.13 | 6.40 | 5.03 | 5.03 | Telecoms |
| -- | BANK OF AMERICA CORP | 0.19 | $40,519,978 | 8/1/2016 | Baa2 / A- |
2.81 | 6.50 | 2.02 | 2.02 | Financials |
| -- | WELLS FARGO AND COMPANY | 0.19 | $40,221,200 | 12/11/2017 | A2 / A+ |
4.03 | 5.62 | 1.69 | 1.69 | Financials |
| -- | GOLDMAN SACHS GROUP INC | 0.19 | $39,937,006 | 3/15/2020 | A3 / A- |
5.65 | 5.38 | 3.33 | 3.33 | Financials |
| -- | VERIZON COMMUNICATIONS | 0.19 | $39,861,314 | 4/1/2019 | A3 / A- |
4.92 | 6.35 | 2.33 | 2.33 | Telecoms |
| -- | MERRILL LYNCH & CO INC | 0.19 | $39,640,589 | 5/16/2016 | Baa3 / BBB+ |
2.68 | 6.05 | 2.30 | 2.30 | Financials |
| -- | CVS CAREMARK CORP | 0.19 | $39,587,006 | 6/1/2017 | Baa2 / BBB+ |
3.59 | 5.75 | 1.53 | 1.53 | Consumer Services |
| -- | AT&T INC | 0.19 | $39,391,040 | 2/15/2022 | A3 / A- |
7.49 | 3.00 | 3.15 | 3.15 | Telecoms |
| -- | TIME WARNER CABLE INC | 0.19 | $39,363,135 | 7/1/2018 | Baa2 / BBB |
4.26 | 6.75 | 2.44 | 2.44 | Consumer Services |
| -- | WAL-MART STORES INC | 0.19 | $39,287,159 | 10/25/2020 | Aa2 / AA |
6.52 | 3.25 | 2.38 | 2.38 | Consumer Services |
| -- | J P MORGAN CHASE SECURITIES INC. | 0.19 | $39,222,668 | 8/15/2021 | A2 / A |
6.80 | 4.35 | 3.37 | 3.37 | Financials |
| -- | JPMORGAN CHASE & CO | 0.19 | $39,014,145 | 10/15/2020 | A2 / A |
6.27 | 4.25 | 3.14 | 3.14 | Financials |
| -- | NBCUNIVERSAL LLC | 0.19 | $39,007,493 | 4/1/2041 | A3 / A- |
14.43 | 5.95 | 4.82 | 4.82 | Consumer Services |
| -- | ORACLE CORP | 0.18 | $38,959,754 | 7/8/2019 | A1 / A+ |
5.21 | 5.00 | 2.07 | 2.07 | Technology |
| -- | RABOBANK NEDERLAND UTREC | 0.18 | $38,957,500 | 1/19/2017 | Aa2 / AA- |
3.35 | 3.38 | 1.60 | 1.60 | Financials |
| -- | CISCO SYSTEMS INC | 0.18 | $38,901,596 | 1/15/2020 | A1 / A+ |
5.67 | 4.45 | 2.33 | 2.33 | Technology |
| -- | ALTRIA GROUP INC. | 0.18 | $38,728,192 | 11/10/2018 | Baa1 / BBB |
4.42 | 9.70 | 2.47 | 2.47 | Consumer Goods |
| -- | TORONTO-DOMINION BANK/THE | 0.18 | $38,621,884 | 10/19/2016 | Aa1 / AA- |
3.20 | 2.38 | 1.14 | 1.14 | Financials |
| -- | MONDELEZ INTERNATIONAL INC | 0.18 | $38,561,722 | 2/9/2040 | Baa2 / BBB- |
13.63 | 6.50 | 5.00 | 5.00 | Consumer Goods |
| -- | CITIGROUP INC | 0.18 | $38,154,076 | 11/21/2017 | Baa2 / A- |
3.93 | 6.12 | 2.27 | 2.27 | Financials |
| -- | ANADARKO PETROLEUM CORP | 0.18 | $38,004,299 | 9/15/2036 | Baa3 / BBB- |
12.64 | 6.45 | 5.21 | 5.21 | Oil & Gas |
| -- | AMERICAN INTERNATIONAL GROUP INC | 0.18 | $37,778,715 | 9/15/2016 | Baa1 / A- |
2.99 | 4.88 | 1.69 | 1.69 | Financials |
| -- | BANK OF AMERICA CORP | 0.18 | $37,741,314 | 5/1/2018 | Baa2 / A- |
4.28 | 5.65 | 2.63 | 2.63 | Financials |
| -- | CITIGROUP INC | 0.18 | $37,702,513 | 8/9/2020 | Baa2 / A- |
5.92 | 5.38 | 3.14 | 3.14 | Financials |
| -- | VERIZON COMMUNICATIONS INC | 0.18 | $37,579,523 | 11/1/2021 | A3 / A- |
7.21 | 3.50 | 3.09 | 3.09 | Telecoms |
| -- | WAL-MART STORES INC | 0.18 | $37,492,853 | 4/15/2038 | Aa2 / AA |
13.86 | 6.20 | 4.43 | 4.43 | Consumer Services |
| -- | KRAFT FOODS GROUP INC | 0.18 | $37,377,752 | 6/4/2042 | Baa2 / BBB |
15.38 | 5.00 | 4.82 | 4.82 | Consumer Goods |
| -- | BANK OF AMERICA CORP | 0.18 | $37,352,621 | 7/12/2016 | Baa2 / A- |
2.86 | 3.75 | 1.80 | 1.80 | Financials |
| -- | MEDTRONIC INC | 0.18 | $37,073,001 | 3/15/2020 | A2 / A+ |
5.82 | 4.45 | 2.51 | 2.51 | Health Care |
| -- | ABBVIE INC | 0.18 | $37,023,380 | 11/6/2042 | Baa1 / A |
15.99 | 4.40 | 4.69 | 4.69 | Health Care |
| -- | SANOFI-AVENTIS SA | 0.17 | $36,809,336 | 3/29/2021 | A1 / AA |
6.68 | 4.00 | 2.62 | 2.62 | Health Care |
| -- | TIME WARNER INC | 0.17 | $36,688,410 | 4/15/2031 | Baa2 / BBB |
10.67 | 7.62 | 4.97 | 4.97 | Consumer Services |
| -- | INTEL CORPORATION | 0.17 | $36,662,780 | 12/15/2017 | A1 / A+ |
4.34 | 1.35 | 1.53 | 1.53 | Technology |
| -- | CVS CAREMARK CORP | 0.17 | $36,520,842 | 9/15/2039 | Baa2 / BBB+ |
13.97 | 6.12 | 4.76 | 4.76 | Consumer Services |
| -- | INTERNATIONAL BUSINESS MACHINES CO | 0.17 | $36,479,775 | 10/15/2018 | Aa3 / AA- |
4.51 | 7.62 | 1.82 | 1.82 | Technology |
| -- | NOVARTIS SECURITIES INVESTMENT LTD | 0.17 | $36,203,016 | 2/10/2019 | Aa3 / AA- |
4.91 | 5.12 | 2.02 | 2.02 | Health Care |
| -- | AMERICAN EXPRESS COMPANY | 0.17 | $36,118,570 | 3/19/2018 | A3 / BBB+ |
4.10 | 7.00 | 2.03 | 2.03 | Financials |
| -- | LYONDELLBASELL INDUSTRIES NV | 0.17 | $36,055,500 | 4/15/2019 | Baa2 / BBB- |
5.06 | 5.00 | 2.94 | 2.94 | Basic Materials |
| -- | INTEL CORPORATION | 0.17 | $36,026,250 | 10/1/2021 | A1 / A+ |
7.18 | 3.30 | 2.90 | 2.90 | Technology |
| -- | UNITED TECHNOLOGIES CORP | 0.17 | $35,920,311 | 6/1/2022 | A2 / A |
7.78 | 3.10 | 2.90 | 2.90 | Industrials |
| -- | BHP BILLITON FINANCE (USA) LTD | 0.17 | $35,845,208 | 4/1/2019 | A1 / A+ |
4.91 | 6.50 | 2.18 | 2.18 | Basic Materials |
| -- | COCA-COLA COMPANY (THE) | 0.17 | $35,759,729 | 9/1/2016 | Aa3 / AA- |
3.10 | 1.80 | 0.91 | 0.91 | Consumer Goods |
| -- | ANHEUSER-BUSCH INBEV WORLDWIDE INC | 0.17 | $35,452,862 | 1/15/2020 | A3 / A |
5.54 | 5.38 | 2.48 | 2.48 | Consumer Goods |
| -- | GOLDMAN SACHS GROUP INC/THE | 0.17 | $35,405,951 | 1/22/2018 | A3 / A- |
4.29 | 2.38 | 2.37 | 2.37 | Financials |
| -- | DOW CHEMICAL CO | 0.17 | $35,268,778 | 11/15/2021 | Baa2 / BBB |
7.10 | 4.12 | 3.24 | 3.24 | Basic Materials |
| -- | ANADARKO PETROLEUM CORP | 0.17 | $35,063,814 | 9/15/2016 | Baa3 / BBB- |
2.95 | 5.95 | 1.60 | 1.60 | Oil & Gas |
| -- | WAL-MART STORES INC | 0.17 | $35,052,798 | 4/15/2021 | Aa2 / AA |
6.68 | 4.25 | 2.55 | 2.55 | Consumer Services |
| -- | JPMORGAN CHASE & CO | 0.17 | $35,005,548 | 7/15/2041 | A2 / A |
14.52 | 5.60 | 4.83 | 4.83 | Financials |
| -- | AT&T INC | 0.16 | $34,627,592 | 9/1/2037 | A3 / A- |
12.95 | 6.50 | 5.10 | 5.10 | Telecoms |
| -- | COMCAST CORP | 0.16 | $34,559,994 | 3/1/2020 | A3 / A- |
5.70 | 5.15 | 2.43 | 2.43 | Consumer Services |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.16 | $34,548,959 | 9/7/2022 | A1 / AA+ |
7.85 | 3.15 | 3.49 | 3.49 | Financials |
| -- | ORACLE CORPORATION | 0.16 | $34,460,130 | 10/15/2022 | A1 / A+ |
8.19 | 2.50 | 3.05 | 3.05 | Technology |
| -- | CISCO SYSTEMS INC | 0.16 | $34,300,863 | 2/15/2039 | A1 / A+ |
14.07 | 5.90 | 4.51 | 4.51 | Technology |
| -- | NEWMONT MINING CORP | 0.16 | $34,202,056 | 3/15/2022 | Baa1 / BBB+ |
7.33 | 3.50 | 4.36 | 4.36 | Basic Materials |
| -- | APACHE CORP | 0.16 | $34,052,463 | 4/15/2043 | A3 / A- |
15.59 | 4.75 | 4.88 | 4.88 | Oil & Gas |
| -- | MERCK & CO INC | 0.16 | $33,984,075 | 1/15/2021 | A2 / AA |
6.51 | 3.88 | 2.56 | 2.56 | Health Care |
| -- | TELEFONICA EMISIONES SAU | 0.16 | $33,805,079 | 6/20/2036 | Baa2 / BBB |
11.57 | 7.05 | 6.09 | 6.09 | Telecoms |
| -- | AMERICAN INTERNATIONAL GROUP INC | 0.16 | $33,749,915 | 8/15/2018 | Baa1 / A- |
4.26 | 8.25 | 2.75 | 2.75 | Financials |
| -- | MORGAN STANLEY | 0.16 | $33,601,173 | 12/28/2017 | Baa1 / A- |
3.92 | 5.95 | 2.74 | 2.74 | Financials |
| -- | VERIZON COMMUNICATIONS INC | 0.16 | $33,596,975 | 11/1/2022 | A3 / A- |
8.23 | 2.45 | 3.28 | 3.28 | Telecoms |
| -- | UNITEDHEALTH GROUP INCORPORATED | 0.16 | $33,038,490 | 2/15/2038 | A3 / A |
13.10 | 6.88 | 4.84 | 4.84 | Health Care |
| -- | TELECOM ITALIA CAPITAL | 0.16 | $32,699,211 | 6/4/2038 | Baa3 / BBB- |
11.27 | 7.72 | 7.29 | 7.29 | Telecoms |
| -- | MERRILL LYNCH & CO | 0.16 | $32,695,142 | 5/14/2038 | Baa3 / BBB+ |
12.07 | 7.75 | 6.12 | 6.12 | Financials |
| -- | DIRECTV HOLDINGS LLC/DIRECTV FINAN | 0.15 | $32,651,338 | 3/15/2022 | Baa2 / BBB |
7.31 | 3.80 | 3.77 | 3.77 | Consumer Services |
| -- | NBCUNIVERSAL MEDIA LLC | 0.15 | $32,637,993 | 4/30/2020 | A3 / A- |
5.86 | 5.15 | 2.46 | 2.46 | Consumer Services |
| -- | FREEPORT-MCMORAN COPPER & GOLD INC | 0.15 | $32,542,497 | 3/1/2022 | Baa3 / BBB |
7.29 | 3.55 | 4.24 | 4.24 | Basic Materials |
| -- | BANK OF AMERICA CORP | 0.15 | $32,531,439 | 5/13/2021 | Baa2 / A- |
6.55 | 5.00 | 3.63 | 3.63 | Financials |
| -- | TELEFONICA EMISIONES SAU | 0.15 | $32,529,084 | 2/16/2021 | Baa2 / BBB |
6.16 | 5.46 | 4.53 | 4.53 | Telecoms |
| -- | FORD MOTOR COMPANY | 0.15 | $32,416,187 | 7/16/2031 | Baa3 / BB+ |
10.46 | 7.45 | 5.41 | 5.41 | Consumer Goods |
| -- | COCA-COLA CO | 0.15 | $32,284,937 | 9/1/2021 | Aa3 / AA- |
7.12 | 3.30 | 2.67 | 2.67 | Consumer Goods |
| -- | DIRECTV HOLDINGS LLC | 0.15 | $32,254,514 | 2/15/2021 | Baa2 / BBB |
6.38 | 4.60 | 3.56 | 3.56 | Consumer Services |
| -- | VERIZON COMMUNICATIONS INC. | 0.15 | $31,973,470 | 12/1/2030 | A3 / A- |
10.62 | 7.75 | 4.86 | 4.86 | Telecoms |
| -- | HEWLETT-PACKARD CO | 0.15 | $31,803,232 | 6/1/2016 | Baa1 / BBB+ |
2.84 | 2.65 | 1.70 | 1.70 | Technology |
| -- | FORD MOTOR CO | 0.15 | $31,746,363 | 1/15/2043 | Baa3 / BB+ |
14.84 | 4.75 | 5.33 | 5.33 | Consumer Goods |
| -- | MORGAN STANLEY | 0.15 | $31,514,972 | 7/24/2042 | Baa1 / A- |
13.85 | 6.38 | 5.38 | 5.38 | Financials |
| -- | TOTAL CAPITAL SA | 0.15 | $31,471,167 | 6/24/2020 | Aa1 / AA- |
5.98 | 4.45 | 2.48 | 2.48 | Oil & Gas |
| -- | CITIGROUP INC | 0.15 | $31,439,351 | 8/25/2036 | Baa3 / BBB+ |
12.26 | 6.12 | 5.86 | 5.86 | Financials |
| -- | CISCO SYSTEMS INC | 0.15 | $31,379,154 | 2/15/2019 | A1 / A+ |
4.94 | 4.95 | 1.96 | 1.96 | Technology |
| -- | JEFFERIES GROUP INC | 0.15 | $31,286,617 | 4/13/2018 | Baa3 / BBB |
4.25 | 5.12 | 3.30 | 3.30 | Financials |
| -- | CREDIT SUISSE NEW YORK NY | 0.15 | $31,234,491 | 8/13/2019 | A1 / A+ |
5.25 | 5.30 | 2.57 | 2.57 | Financials |
| -- | ANHEUSER-BUSCH INBEV WORLDWIDE INC | 0.15 | $31,154,803 | 7/15/2017 | A3 / A |
3.93 | 1.38 | 1.45 | 1.45 | Consumer Goods |
| -- | CHEVRON CORP | 0.15 | $31,060,514 | 3/3/2019 | Aa1 / AA |
4.99 | 4.95 | 1.94 | 1.94 | Oil & Gas |
| -- | HSBC BANK USA NA | 0.15 | $31,012,595 | 8/24/2020 | A2 / A |
6.02 | 4.88 | 3.34 | 3.34 | Financials |
| -- | DOW CHEMICAL COMPANY (THE) | 0.15 | $30,882,257 | 5/15/2039 | Baa2 / BBB |
12.42 | 9.40 | 5.42 | 5.42 | Basic Materials |
| -- | AT&T INC | 0.15 | $30,839,440 | 8/15/2021 | A3 / A- |
6.92 | 3.88 | 3.01 | 3.01 | Telecoms |
| -- | ALTRIA GROUP INC | 0.15 | $30,744,815 | 8/9/2022 | Baa1 / BBB |
7.85 | 2.85 | 3.54 | 3.54 | Consumer Goods |
| -- | COCA-COLA COMPANY (THE) | 0.15 | $30,638,569 | 11/15/2020 | Aa3 / AA- |
6.59 | 3.15 | 2.38 | 2.38 | Consumer Goods |
| -- | HALLIBURTON COMPANY | 0.15 | $30,635,463 | 9/15/2039 | A2 / A |
13.49 | 7.45 | 4.72 | 4.72 | Oil & Gas |
| -- | BANK OF MONTREAL | 0.15 | $30,609,165 | 1/11/2017 | Aa3 / A+ |
3.38 | 2.50 | 1.47 | 1.47 | Financials |
| -- | PHILIP MORRIS INTERNATIONAL INC | 0.14 | $30,370,189 | 5/16/2038 | A2 / A |
13.59 | 6.38 | 4.78 | 4.78 | Consumer Goods |
| -- | MONDELEZ INTERNATIONAL INC | 0.14 | $30,120,577 | 2/10/2020 | Baa2 / BBB- |
5.58 | 5.38 | 2.88 | 2.88 | Consumer Goods |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.14 | $30,083,403 | 10/17/2021 | A1 / AA+ |
6.91 | 4.65 | 3.36 | 3.36 | Financials |
| -- | NOMURA HOLDINGS INC | 0.14 | $30,068,010 | 3/4/2020 | Baa3 / BBB+ |
5.42 | 6.70 | 4.02 | 4.02 | Financials |
| -- | BRITISH TELECOMMUNICATIONS PLC | 0.14 | $30,007,632 | 1/15/2018 | Baa2 / BBB |
4.00 | 5.95 | 1.96 | 1.96 | Telecoms |
| -- | GENERAL ELECTRIC CO | 0.14 | $29,920,992 | 10/9/2022 | Aa3 / AA+ |
8.11 | 2.70 | 3.03 | 3.03 | Industrials |
| -- | TIME WARNER INC | 0.14 | $29,693,432 | 5/1/2032 | Baa2 / BBB |
11.04 | 7.70 | 5.00 | 5.00 | Consumer Services |
| -- | PNC FUNDING CORP | 0.14 | $29,692,165 | 3/8/2022 | A3 / A- |
7.46 | 3.30 | 3.32 | 3.32 | Financials |
| -- | FORD MOTOR CREDIT COMPANY LLC | 0.14 | $29,679,103 | 12/15/2016 | Baa3 / BB+ |
3.12 | 8.00 | 2.29 | 2.29 | Financials |
| -- | MORGAN STANLEY | 0.14 | $29,563,848 | 2/25/2023 | Baa1 / A- |
7.95 | 3.75 | 3.93 | 3.93 | Financials |
| -- | HEWLETT-PACKARD CO | 0.14 | $29,460,530 | 6/1/2021 | Baa1 / BBB+ |
6.67 | 4.30 | 4.22 | 4.22 | Technology |
| -- | ORACLE CORPORATION | 0.14 | $29,407,705 | 4/15/2018 | A1 / A+ |
4.27 | 5.75 | 1.68 | 1.68 | Technology |
| -- | MONDELEZ INTERNATIONAL INC | 0.14 | $29,372,492 | 2/1/2018 | Baa2 / BBB- |
4.02 | 6.12 | 2.09 | 2.09 | Consumer Goods |
| -- | ALTRIA GROUP INC. | 0.14 | $29,328,252 | 11/10/2038 | Baa1 / BBB |
11.79 | 9.95 | 5.94 | 5.94 | Consumer Goods |
| -- | APPLE INC | 0.14 | $29,268,711 | 5/3/2018 | Aa1 / AA+ |
4.73 | 1.00 | 1.52 | 1.52 | Technology |
| -- | JPMORGAN CHASE & CO | 0.14 | $29,234,703 | 10/2/2017 | A2 / A |
3.78 | 6.40 | 2.17 | 2.17 | Financials |
| -- | VERIZON COMMUNICATIONS INC | 0.14 | $29,206,742 | 4/1/2021 | A3 / A- |
6.54 | 4.60 | 3.07 | 3.07 | Telecoms |
| -- | SHELL INTERNATIONAL FINANCE BV | 0.14 | $28,950,474 | 9/22/2019 | Aa1 / AA |
5.50 | 4.30 | 2.08 | 2.08 | Oil & Gas |
| -- | RABOBANK NEDERLAND | 0.14 | $28,829,547 | 5/24/2041 | Aa2 / AA- |
14.96 | 5.25 | 4.81 | 4.81 | Financials |
| -- | AMERICAN INTERNATIONAL GROUP INC | 0.14 | $28,736,266 | 12/15/2020 | Baa1 / A- |
6.10 | 6.40 | 3.44 | 3.44 | Financials |
| -- | PROCTER & GAMBLE CO | 0.14 | $28,733,601 | 3/5/2037 | Aa3 / AA- |
13.96 | 5.55 | 4.14 | 4.14 | Consumer Goods |
| -- | NEWS AMERICA INC | 0.14 | $28,713,428 | 12/15/2034 | Baa1 / BBB+ |
12.39 | 6.20 | 5.20 | 5.20 | Consumer Services |
| -- | ANHEUSER-BUSCH INBEV WORLDWIDE INC | 0.14 | $28,623,083 | 1/15/2019 | A3 / A |
4.59 | 7.75 | 2.22 | 2.22 | Consumer Goods |
| -- | KONINKLIJKE PHILIPS ELECTRONICS NV | 0.14 | $28,622,389 | 3/15/2022 | A3 / A- |
7.37 | 3.75 | 3.26 | 3.26 | Consumer Goods |
| -- | COOPERATIEVE CENTRALE RAIFFESEN BO | 0.14 | $28,553,289 | 2/8/2022 | Aa2 / AA- |
7.22 | 3.88 | 3.51 | 3.51 | Financials |
| -- | MORGAN STANLEY | 0.14 | $28,516,947 | 5/22/2023 | Baa2 / BBB+ |
7.99 | 4.10 | 4.73 | 4.73 | Financials |
| -- | GOLDMAN SACHS GROUP INC/THE | 0.14 | $28,512,662 | 1/22/2023 | A3 / A- |
7.91 | 3.62 | 3.82 | 3.82 | Financials |
| -- | ROYAL BANK OF SCOTLAND GROUP PLC | 0.13 | $28,429,503 | 10/21/2019 | Baa1 / A- |
5.26 | 6.40 | 3.64 | 0.87 | Financials |
| -- | TIME WARNER CABLE INC | 0.13 | $28,426,138 | 2/1/2020 | Baa2 / BBB |
5.59 | 5.00 | 3.17 | 3.17 | Consumer Services |
| -- | PHILLIPS 66 | 0.13 | $28,417,723 | 5/1/2042 | Baa1 / BBB |
14.65 | 5.88 | 4.97 | 4.97 | Oil & Gas |
| -- | APPLE INC | 0.13 | $28,367,745 | 5/3/2023 | Aa1 / AA+ |
8.66 | 2.40 | 3.04 | 3.04 | Technology |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.13 | $28,366,203 | 1/9/2017 | A1 / AA+ |
3.35 | 2.90 | 1.60 | 1.60 | Financials |
| -- | MORGAN STANLEY | 0.13 | $28,306,674 | 8/28/2017 | Baa1 / A- |
3.68 | 6.25 | 2.60 | 2.60 | Financials |
| -- | WACHOVIA CORP | 0.13 | $28,304,244 | 6/15/2017 | A2 / A+ |
3.62 | 5.75 | 1.79 | 1.79 | Financials |
| -- | VERIZON COMMUNICATIONS INC | 0.13 | $28,292,175 | 2/15/2018 | A3 / A- |
4.11 | 5.50 | 1.88 | 1.88 | Telecoms |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.13 | $28,156,784 | 8/7/2019 | A1 / AA+ |
5.15 | 6.00 | 2.63 | 2.63 | Financials |
| -- | AMGEN INC | 0.13 | $28,143,648 | 2/1/2019 | Baa1 / A+ |
4.81 | 5.70 | 2.30 | 2.30 | Health Care |
| -- | APACHE CORPORATION | 0.13 | $28,115,930 | 9/1/2040 | A3 / A- |
14.63 | 5.10 | 4.88 | 4.88 | Oil & Gas |
| -- | VODAFONE GROUP PLC | 0.13 | $28,029,577 | 2/19/2043 | A3 / A- |
15.62 | 4.38 | 4.96 | 4.96 | Telecoms |
| -- | BOTTLING GROUP LLC | 0.13 | $27,947,908 | 1/15/2019 | Aa3 / A |
4.84 | 5.12 | 2.07 | 2.07 | Consumer Goods |
| -- | ABBVIE INC | 0.13 | $27,934,668 | 11/6/2017 | Baa1 / A |
4.19 | 1.75 | 1.81 | 1.81 | Health Care |
| -- | TARGET CORPORATION | 0.13 | $27,910,317 | 10/15/2037 | A2 / A+ |
13.45 | 6.50 | 4.60 | 4.60 | Consumer Services |
| -- | NOVARTIS CAPITAL CORP | 0.13 | $27,775,455 | 9/21/2022 | Aa3 / AA- |
8.17 | 2.40 | 2.89 | 2.89 | Health Care |
| -- | GOLDMAN SACHS GROUP INC | 0.13 | $27,685,608 | 6/15/2020 | A3 / A- |
5.81 | 6.00 | 3.51 | 3.51 | Financials |
| -- | WYETH | 0.13 | $27,683,117 | 4/1/2037 | A1 / AA |
13.54 | 5.95 | 4.54 | 4.54 | Health Care |
| -- | AMGEN INC. | 0.13 | $27,604,435 | 11/15/2021 | Baa1 / A+ |
7.17 | 3.88 | 3.07 | 3.07 | Health Care |
| -- | RIO TINTO FIN USA LTD | 0.13 | $27,408,117 | 5/1/2019 | A3 / A- |
4.76 | 9.00 | 2.84 | 2.84 | Basic Materials |
| -- | AMGEN INC. | 0.13 | $27,351,848 | 5/15/2017 | Baa1 / A+ |
3.74 | 2.12 | 1.60 | 1.60 | Health Care |
| -- | NEWS AMERICA INC | 0.13 | $27,326,309 | 2/15/2021 | Baa1 / BBB+ |
6.44 | 4.50 | 3.02 | 3.02 | Consumer Services |
| -- | AMGEN INC | 0.13 | $27,245,684 | 11/15/2041 | Baa1 / A+ |
14.96 | 5.15 | 4.97 | 4.97 | Health Care |
| -- | PHILIP MORRIS INTERNATIONAL INC | 0.13 | $27,187,415 | 5/16/2018 | A2 / A |
4.35 | 5.65 | 1.85 | 1.85 | Consumer Goods |
| -- | RIO TINTO FIN USA LTD | 0.13 | $27,180,347 | 7/15/2018 | A3 / A- |
4.33 | 6.50 | 2.20 | 2.20 | Basic Materials |
| -- | NEWS AMERICA INC | 0.13 | $27,161,620 | 11/15/2037 | Baa1 / BBB+ |
12.92 | 6.65 | 5.32 | 5.32 | Consumer Services |
| -- | WELLS FARGO & COMPANY | 0.13 | $27,139,681 | 1/16/2018 | A2 / A+ |
4.38 | 1.50 | 1.78 | 1.78 | Financials |
| -- | COVIDIEN INTERNATIONAL FINANCE SA | 0.13 | $27,134,467 | 10/15/2017 | Baa1 / A |
3.85 | 6.00 | 1.77 | 1.77 | Health Care |
| -- | MEDCO HEALTH SOLUTIONS INC | 0.13 | $27,094,373 | 3/15/2018 | Baa3 / BBB+ |
4.08 | 7.12 | 2.05 | 2.05 | Health Care |
| -- | UNITED PARCEL SERVICE INC | 0.13 | $27,067,207 | 1/15/2021 | Aa3 / A+ |
6.66 | 3.12 | 2.52 | 2.52 | Industrials |
| -- | FORD MOTOR CREDIT COMPANY LLC | 0.13 | $26,999,488 | 8/2/2021 | Baa3 / BB+ |
6.43 | 5.88 | 3.96 | 3.96 | Financials |
| -- | GOLDMAN SACHS GROUP INC | 0.13 | $26,898,502 | 1/18/2018 | A3 / A- |
3.99 | 5.95 | 2.47 | 2.47 | Financials |
| -- | CITIGROUP INC | 0.13 | $26,866,721 | 5/29/2037 | Baa2 / A- |
13.37 | 5.88 | 5.01 | 5.01 | Financials |
| -- | WATSON PHARMACEUTICALS INC | 0.13 | $26,683,072 | 10/1/2022 | Baa3 / BBB |
7.88 | 3.25 | 3.55 | 3.55 | Health Care |
| -- | KINDER MORGAN ENERGY PARTNERS LP | 0.13 | $26,625,944 | 2/15/2018 | Baa2 / BBB |
4.08 | 5.95 | 2.04 | 2.04 | Oil & Gas |
| -- | METLIFE INC | 0.13 | $26,529,766 | 2/15/2019 | A3 / A- |
4.68 | 7.72 | 2.30 | 2.30 | Financials |
| -- | TOYOTA MOTOR CREDIT CORP | 0.13 | $26,522,702 | 1/12/2017 | Aa3 / AA- |
3.41 | 2.05 | 1.42 | 1.42 | Consumer Goods |
| -- | MORGAN STANLEY | 0.13 | $26,518,695 | 3/22/2017 | Baa1 / A- |
3.43 | 4.75 | 2.45 | 2.45 | Financials |
| -- | WELLS FARGO & CO | 0.13 | $26,421,350 | 2/13/2023 | A3 / A |
8.03 | 3.45 | 3.72 | 3.72 | Financials |
| -- | MARATHON PETROLEUM CORP | 0.12 | $26,270,703 | 3/1/2041 | Baa2 / BBB |
13.70 | 6.50 | 5.25 | 5.25 | Oil & Gas |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.12 | $26,255,128 | 2/11/2021 | A2 / AA |
6.26 | 5.30 | 3.49 | 3.49 | Financials |
| -- | ASTRAZENECA PLC | 0.12 | $26,210,788 | 9/15/2017 | A2 / AA- |
3.78 | 5.90 | 1.51 | 1.51 | Health Care |
| -- | UNITED TECHNOLOGIES CORP | 0.12 | $26,157,850 | 4/15/2020 | A2 / A |
5.91 | 4.50 | 2.37 | 2.37 | Industrials |
| -- | ABBVIE INC | 0.12 | $26,147,063 | 11/6/2018 | Baa1 / A |
5.07 | 2.00 | 2.15 | 2.15 | Health Care |
| -- | BARRICK NORTH AMERICA FINANCE LLC | 0.12 | $26,096,491 | 5/30/2021 | Baa2 / BBB |
6.63 | 4.40 | 4.52 | 4.52 | Basic Materials |
| -- | ALTRIA GROUP INC | 0.12 | $26,063,924 | 2/6/2039 | Baa1 / BBB |
11.59 | 10.20 | 5.94 | 5.94 | Consumer Goods |
| -- | AT&T INC | 0.12 | $26,025,888 | 6/15/2016 | A3 / A- |
2.80 | 5.62 | 1.07 | 1.07 | Telecoms |
| -- | BP CAPITAL MARKETS PLC | 0.12 | $25,805,831 | 11/1/2021 | A2 / A |
7.19 | 3.56 | 3.15 | 3.15 | Oil & Gas |
| -- | ECOLAB INC. | 0.12 | $25,745,578 | 12/8/2021 | Baa1 / BBB+ |
7.12 | 4.35 | 3.17 | 3.17 | Industrials |
| -- | JPMORGAN CHASE & CO | 0.12 | $25,721,722 | 1/25/2018 | A2 / A |
4.36 | 1.80 | 2.05 | 2.05 | Financials |
| -- | CITIGROUP INC | 0.12 | $25,706,003 | 1/30/2042 | Baa2 / A- |
14.35 | 5.88 | 5.02 | 5.02 | Financials |
| -- | RABOBANK NEDERLAND NV | 0.12 | $25,594,573 | 1/11/2021 | Aa2 / AA- |
6.33 | 4.50 | 3.27 | 3.27 | Financials |
| -- | LOCKHEED MARTIN CORP | 0.12 | $25,414,453 | 9/15/2021 | Baa1 / A- |
7.12 | 3.35 | 3.04 | 3.04 | Industrials |
| -- | NOBLE ENERGY INC | 0.12 | $25,343,723 | 12/15/2021 | Baa2 / BBB |
7.17 | 4.15 | 3.30 | 3.30 | Oil & Gas |
| -- | COMCAST CORP | 0.12 | $25,268,221 | 7/1/2039 | A3 / A- |
13.50 | 6.55 | 4.86 | 4.86 | Consumer Services |
| -- | TELEFONICA EMISIONES SAU | 0.12 | $25,254,201 | 4/27/2020 | Baa2 / BBB |
5.73 | 5.13 | 4.45 | 4.45 | Telecoms |
| -- | HOME DEPOT INC | 0.12 | $25,218,431 | 4/1/2041 | A3 / A- |
14.75 | 5.95 | 4.50 | 4.50 | Consumer Services |
| -- | VERIZON COMMUNICATIONS INC | 0.12 | $25,213,843 | 11/1/2016 | A3 / A- |
3.25 | 2.00 | 1.23 | 1.23 | Telecoms |
| -- | MICROSOFT CORPORATION | 0.12 | $25,155,681 | 10/1/2020 | Aaa / AAA |
6.51 | 3.00 | 2.26 | 2.26 | Technology |
| -- | CENOVUS ENERGY INC | 0.12 | $25,129,505 | 10/15/2019 | Baa2 / BBB+ |
5.37 | 5.70 | 2.68 | 2.68 | Oil & Gas |
| -- | FREEPORT-MCMORAN COPPER & GOLD INC | 0.12 | $25,109,439 | 3/15/2018 | Baa3 / BBB |
4.43 | 2.38 | 2.71 | 2.71 | Basic Materials |
| -- | AT&T INC | 0.12 | $25,001,357 | 5/15/2021 | A3 / A- |
6.70 | 4.45 | 2.91 | 2.91 | Telecoms |
| -- | BANK OF AMERICA NA | 0.12 | $24,872,568 | 3/22/2017 | Baa2 / A- |
3.48 | 3.88 | 2.05 | 2.05 | Financials |
| -- | QWEST CORP | 0.12 | $24,778,720 | 12/1/2021 | Baa3 / BBB- |
6.56 | 6.75 | 4.61 | 4.61 | Telecoms |
| -- | MORGAN STANLEY | 0.12 | $24,774,107 | 7/24/2020 | Baa1 / A- |
5.82 | 5.50 | 3.67 | 3.67 | Financials |
| -- | CATERPILLAR FINANCIAL SERVICES COR | 0.12 | $24,765,571 | 8/1/2016 | A2 / A |
3.00 | 2.05 | 1.01 | 1.01 | Industrials |
| -- | UNITED TECHNOLOGIES CORP | 0.12 | $24,751,855 | 4/15/2040 | A2 / A |
14.66 | 5.70 | 4.47 | 4.47 | Industrials |
| -- | BARCLAYS BANK PLC | 0.12 | $24,607,311 | 1/8/2020 | A2 / A+ |
5.52 | 5.12 | 2.95 | 2.95 | Financials |
| -- | NATIONAL OILWELL VARCO INC. | 0.12 | $24,582,000 | 12/1/2022 | A2 / A- |
8.29 | 2.60 | 3.02 | 3.02 | Oil & Gas |
| -- | ENSCO PLC | 0.12 | $24,540,691 | 3/15/2021 | Baa1 / BBB+ |
6.46 | 4.70 | 3.39 | 3.39 | Oil & Gas |
| -- | CITIGROUP INC | 0.12 | $24,493,822 | 5/1/2018 | Baa2 / A- |
4.63 | 1.75 | 2.19 | 2.19 | Financials |
| -- | VERIZON COMMUNICATIONS INC | 0.12 | $24,445,754 | 4/1/2041 | A3 / A- |
14.21 | 6.00 | 5.03 | 5.03 | Telecoms |
| -- | MARATHON OIL CORP | 0.12 | $24,402,760 | 11/1/2022 | Baa2 / BBB |
8.11 | 2.80 | 3.34 | 3.34 | Oil & Gas |
| -- | AT&T INC | 0.12 | $24,396,357 | 2/15/2039 | A3 / A- |
13.25 | 6.55 | 5.14 | 5.14 | Telecoms |
| -- | MERCK & CO INC | 0.12 | $24,381,310 | 12/1/2033 | A1 / AA |
12.47 | 6.50 | 4.19 | 4.19 | Health Care |
| -- | WAL-MART STORES INC | 0.12 | $24,357,559 | 10/25/2040 | Aa2 / AA |
15.30 | 5.00 | 4.40 | 4.40 | Consumer Services |
| -- | BANK OF NOVA SCOTIA | 0.11 | $24,200,815 | 1/12/2017 | Aa2 / A+ |
3.38 | 2.55 | 1.46 | 1.46 | Financials |
| -- | JPMORGAN CHASE & CO | 0.11 | $24,195,616 | 5/10/2021 | A2 / A |
6.62 | 4.62 | 3.36 | 3.36 | Financials |
| -- | NBCUNIVERSAL MEDIA LLC | 0.11 | $24,149,251 | 4/1/2021 | A3 / A- |
6.60 | 4.38 | 2.82 | 2.82 | Consumer Services |
| -- | TOYOTA MOTOR CREDIT CORP | 0.11 | $23,967,812 | 1/12/2022 | Aa3 / AA- |
7.33 | 3.30 | 3.07 | 3.07 | Consumer Goods |
| -- | CBS CORP | 0.11 | $23,943,707 | 7/30/2030 | Baa2 / BBB |
10.13 | 7.88 | 5.19 | 5.19 | Consumer Services |
| -- | FORD MOTOR CREDIT CO LLC | 0.11 | $23,934,856 | 1/15/2020 | Baa3 / BB+ |
5.14 | 8.12 | 3.85 | 3.85 | Financials |
| -- | GENERAL ELECTRIC CAPITAL CORP | 0.11 | $23,809,505 | 1/8/2020 | A1 / AA+ |
5.48 | 5.50 | 2.89 | 2.89 | Financials |
| -- | FIRSTENERGY CORPORATION | 0.11 | $23,726,402 | 11/15/2031 | Baa3 / BB+ |
10.36 | 7.38 | 6.41 | 6.41 | Utilities |
| -- | VODAFONE GROUP PLC | 0.11 | $23,719,882 | 2/19/2023 | A3 / A- |
8.21 | 2.95 | 3.58 | 3.58 | Telecoms |
| -- | INTEL CORPORATION | 0.11 | $23,673,078 | 10/1/2041 | A1 / A+ |
15.33 | 4.80 | 4.71 | 4.71 | Technology |
| -- | OCCIDENTAL PETROLEUM CORP | 0.11 | $23,588,882 | 2/15/2017 | A1 / A |
3.52 | 1.75 | 1.52 | 1.52 | Oil & Gas |
| -- | CITIGROUP INC | 0.11 | $23,548,934 | 2/15/2017 | Baa3 / BBB+ |
3.29 | 5.50 | 2.42 | 2.42 | Financials |
| -- | CISCO SYSTEMS INC | 0.11 | $23,531,725 | 1/15/2040 | A1 / A+ |
14.53 | 5.50 | 4.46 | 4.46 | Technology |
| -- | CAPITAL ONE FINANCIAL CORP | 0.11 | $23,491,780 | 7/15/2016 | Baa1 / BBB |
2.90 | 3.15 | 1.38 | 1.38 | Financials |
| -- | GILEAD SCIENCES INC | 0.11 | $23,456,092 | 12/1/2021 | Baa1 / A- |
7.10 | 4.40 | 3.05 | 3.05 | Health Care |
| -- | HESS CORPORATION | 0.11 | $23,446,307 | 2/15/2041 | Baa2 / BBB |
13.99 | 5.60 | 5.33 | 5.33 | Oil & Gas |
| -- | OCCIDENTAL PETROLEUM CORP | 0.11 | $23,433,898 | 2/15/2023 | A1 / A |
8.32 | 2.70 | 3.28 | 3.28 | Oil & Gas |
| -- | COMCAST CORPORATION | 0.11 | $23,425,312 | 11/15/2017 | A3 / A- |
3.92 | 6.30 | 1.61 | 1.61 | Consumer Services |
| -- | GOLDMAN SACHS CAPITAL I | 0.11 | $23,408,375 | 2/15/2034 | Baa3 / BB+ |
11.20 | 6.34 | 6.32 | 6.32 | Financials |
| -- | GENERAL MILLS INC | 0.11 | $23,378,824 | 12/15/2021 | A3 / BBB+ |
7.43 | 3.15 | 2.84 | 2.84 | Consumer Goods |
| -- | TOYOTA MOTOR CREDIT CORP. | 0.11 | $23,187,931 | 9/15/2021 | Aa3 / AA- |
7.11 | 3.40 | 2.94 | 2.94 | Consumer Goods |
| -- | INTEL CORPORATION | 0.11 | $23,127,000 | 12/15/2022 | A1 / A+ |
8.28 | 2.70 | 3.15 | 3.15 | Technology |
| -- | NBCUNIVERSAL MEDIA LLC | 0.11 | $23,071,063 | 1/15/2043 | A3 / A- |
15.77 | 4.45 | 4.69 | 4.69 | Consumer Services |



