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Name | Symbol | Market | Type |
---|---|---|---|
Vanguard Intermediate Term Bond | AMEX:BIV | AMEX | Exchange Traded Fund |
Price Change | % Change | Price | High Price | Low Price | Open Price | Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|
-0.27 | -0.36% | 74.89 | 75.355 | 74.87 | 75.34 | 679,272 | 21:15:00 |
UNITED STATES
SECURITIES AND EXCHANGE
COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY
Investment Company Act file number: | 811-4681 |
Name of Registrant: | Vanguard Bond Index Funds |
Address of Registrant: |
P.O. Box 2600
Valley Forge, PA 19482 |
Name and address of agent for service: |
Heidi Stam, Esquire
P.O. Box 876 Valley Forge, PA 19482 |
Registrants telephone number, including area code: (610) 669-1000
Date of fiscal year end: | September 30 |
Date of reporting period: | October 1, 2006 - September 30, 3007 |
Item 1: | Schedule of Investments |
Coupon |
Maturity
Date |
Face
Amount ($000) |
Market
Value ($000) |
|
---|---|---|---|---|
|
||||
U.S. Government and Agency Obligations (68.6%) | ||||
|
||||
U.S. Government Securities (45.3%) | ||||
U.S. Treasury Bond | 3.625% | 5/15/13 | 325 | 315 |
U.S. Treasury Bond | 13.250% | 5/15/14 | 35,000 | 39,927 |
U.S. Treasury Note | 3.750% | 5/15/08 | 1,875 | 1,870 |
U.S. Treasury Note | 5.125% | 6/30/08 | 83,245 | 83,818 |
U.S. Treasury Note | 4.125% | 8/15/08 | 62,300 | 62,290 |
U.S. Treasury Note | 4.875% | 8/31/08 | 52,005 | 52,330 |
U.S. Treasury Note | 3.125% | 9/15/08 | 3,475 | 3,444 |
U.S. Treasury Note | 4.625% | 9/30/08 | 32,355 | 32,522 |
U.S. Treasury Note | 3.125% | 10/15/08 | 35,275 | 34,950 |
U.S. Treasury Note | 4.875% | 10/31/08 | 128,450 | 129,534 |
U.S. Treasury Note | 3.375% | 11/15/08 | 22,750 | 22,594 |
U.S. Treasury Note | 4.375% | 11/15/08 | 1,425 | 1,430 |
U.S. Treasury Note | 4.750% | 12/31/08 | 125,175 | 126,250 |
U.S. Treasury Note | 3.250% | 1/15/09 | 8,500 | 8,424 |
U.S. Treasury Note | 4.875% | 1/31/09 | 68,600 | 69,361 |
U.S. Treasury Note | 4.500% | 2/15/09 | 121,125 | 121,920 |
U.S. Treasury Note | 4.750% | 2/28/09 | 3,425 | 3,460 |
U.S. Treasury Note | 4.500% | 3/31/09 | 30,200 | 30,422 |
U.S. Treasury Note | 3.125% | 4/15/09 | 46,515 | 45,934 |
U.S. Treasury Note | 3.875% | 5/15/09 | 63,128 | 63,030 |
U.S. Treasury Note | 4.875% | 5/15/09 | 25,060 | 25,416 |
U.S. Treasury Note | 4.875% | 5/31/09 | 50,000 | 50,719 |
U.S. Treasury Note | 4.000% | 6/15/09 | 7,070 | 7,072 |
U.S. Treasury Note | 4.875% | 6/30/09 | 24,425 | 24,787 |
U.S. Treasury Note | 3.625% | 7/15/09 | 81,535 | 81,051 |
U.S. Treasury Note | 3.500% | 8/15/09 | 6,230 | 6,176 |
U.S. Treasury Note | 4.875% | 8/15/09 | 2,825 | 2,870 |
U.S. Treasury Note | 6.000% | 8/15/09 | 9,140 | 9,470 |
U.S. Treasury Note | 3.375% | 10/15/09 | 56,640 | 55,976 |
U.S. Treasury Note | 3.500% | 11/15/09 | 1,325 | 1,312 |
U.S. Treasury Note | 3.500% | 12/15/09 | 58,875 | 58,268 |
U.S. Treasury Note | 3.500% | 2/15/10 | 17,300 | 17,097 |
U.S. Treasury Note | 6.500% | 2/15/10 | 62,250 | 65,732 |
U.S. Treasury Note | 4.000% | 3/15/10 | 169,425 | 169,452 |
U.S. Treasury Note | 4.000% | 4/15/10 | 94,840 | 94,825 |
U.S. Treasury Note | 3.875% | 5/15/10 | 285 | 284 |
U.S. Treasury Note | 4.500% | 5/15/10 | 1,075 | 1,088 |
U.S. Treasury Note | 3.625% | 6/15/10 | 755 | 748 |
U.S. Treasury Note | 4.125% | 8/15/10 | 71,385 | 71,597 |
U.S. Treasury Note | 3.875% | 9/15/10 | 7,550 | 7,518 |
U.S. Treasury Note | 4.250% | 10/15/10 | 76,425 | 76,879 |
U.S. Treasury Note | 4.500% | 11/15/10 | 300 | 304 |
U.S. Treasury Note | 4.500% | 2/28/11 | 48,675 | 49,336 |
U.S. Treasury Note | 4.750% | 3/31/11 | 2,400 | 2,452 |
U.S. Treasury Note | 4.875% | 4/30/11 | 186,380 | 191,185 |
U.S. Treasury Note | 4.875% | 5/31/11 | 7,050 | 7,234 |
U.S. Treasury Note | 5.125% | 6/30/11 | 46,015 | 47,611 |
U.S. Treasury Note | 4.875% | 7/31/11 | 700 | 718 |
U.S. Treasury Note | 4.500% | 9/30/11 | 78,370 | 79,386 |
U.S. Treasury Note | 4.625% | 10/31/11 | 91,075 | 92,654 |
U.S. Treasury Note | 4.500% | 11/30/11 | 26,625 | 26,958 |
U.S. Treasury Note | 4.625% | 12/31/11 | 500 | 508 |
U.S. Treasury Note | 4.750% | 1/31/12 | 119,330 | 122,034 |
U.S. Treasury Note | 4.625% | 2/29/12 | 38,560 | 39,235 |
U.S. Treasury Note | 4.500% | 3/31/12 | 74,625 | 75,511 |
U.S. Treasury Note | 4.500% | 4/30/12 | 95,495 | 96,644 |
U.S. Treasury Note | 4.750% | 5/31/12 | 50,050 | 51,168 |
U.S. Treasury Note | 4.875% | 6/30/12 | 11,675 | 11,996 |
U.S. Treasury Note | 4.625% | 7/31/12 | 97,750 | 99,400 |
U.S. Treasury Note | 4.125% | 8/31/12 | 15,090 | 15,022 |
U.S. Treasury Note | 3.875% | 2/15/13 | 225 | 221 |
U.S. Treasury Note | 4.250% | 8/15/13 | 10,900 | 10,885 |
U.S. Treasury Note | 4.250% | 11/15/13 | 150 | 150 |
|
||||
2,782,774 | ||||
|
||||
Agency Bonds and Notes (23.3%) | ||||
1 Federal Farm Credit Bank | 4.125% | 4/15/09 | 16,625 | 16,542 |
1 Federal Farm Credit Bank | 5.250% | 8/3/09 | 14,775 | 14,966 |
1 Federal Farm Credit Bank | 5.000% | 10/23/09 | 3,000 | 3,042 |
1 Federal Farm Credit Bank | 5.250% | 9/13/10 | 2,325 | 2,382 |
1 Federal Farm Credit Bank | 5.375% | 7/18/11 | 2,100 | 2,172 |
1 Federal Farm Credit Bank | 4.500% | 10/17/12 | 1,200 | 1,194 |
1 Federal Home Loan Bank | 3.625% | 11/14/08 | 40,000 | 39,622 |
1 Federal Home Loan Bank | 4.625% | 11/21/08 | 30,000 | 30,041 |
1 Federal Home Loan Bank | 5.000% | 2/20/09 | 59,300 | 59,695 |
1 Federal Home Loan Bank | 3.000% | 4/15/09 | 36,100 | 35,366 |
1 Federal Home Loan Bank | 4.750% | 4/24/09 | 45,000 | 45,244 |
1 Federal Home Loan Bank | 5.375% | 7/17/09 | 53,600 | 54,511 |
1 Federal Home Loan Bank | 5.250% | 8/5/09 | 12,775 | 12,961 |
1 Federal Home Loan Bank | 5.000% | 9/18/09 | 35,000 | 35,407 |
1 Federal Home Loan Bank | 5.000% | 12/11/09 | 4,625 | 4,673 |
1 Federal Home Loan Bank | 3.875% | 1/15/10 | 48,375 | 47,830 |
1 Federal Home Loan Bank | 4.375% | 3/17/10 | 22,025 | 22,025 |
1 Federal Home Loan Bank | 4.875% | 5/14/10 | 4,600 | 4,655 |
1 Federal Home Loan Bank | 5.250% | 6/11/10 | 5,450 | 5,554 |
1 Federal Home Loan Bank | 4.500% | 6/22/10 | 10,000 | 10,003 |
1 Federal Home Loan Bank | 5.375% | 8/19/11 | 8,250 | 8,514 |
1 Federal Home Loan Bank | 4.875% | 11/18/11 | 37,100 | 37,382 |
1 Federal Home Loan Mortgage Corp. | 5.125% | 10/15/08 | 37,450 | 37,686 |
1 Federal Home Loan Mortgage Corp. | 4.625% | 12/19/08 | 12,400 | 12,418 |
1 Federal Home Loan Mortgage Corp. | 4.875% | 2/17/09 | 50,800 | 51,106 |
1 Federal Home Loan Mortgage Corp. | 5.750% | 3/15/09 | 10,000 | 10,186 |
1 Federal Home Loan Mortgage Corp. | 5.250% | 5/21/09 | 50,900 | 51,570 |
1 Federal Home Loan Mortgage Corp. | 5.000% | 6/11/09 | 60,000 | 60,513 |
1 Federal Home Loan Mortgage Corp. | 6.625% | 9/15/09 | 41,250 | 42,954 |
1 Federal Home Loan Mortgage Corp. | 4.125% | 7/12/10 | 44,100 | 43,808 |
1 Federal Home Loan Mortgage Corp. | 5.125% | 8/23/10 | 20,000 | 20,356 |
1 Federal Home Loan Mortgage Corp. | 4.750% | 1/18/11 | 12,000 | 12,117 |
1 Federal Home Loan Mortgage Corp. | 5.625% | 3/15/11 | 5,000 | 5,190 |
1 Federal Home Loan Mortgage Corp. | 5.125% | 4/18/11 | 26,000 | 26,588 |
1 Federal Home Loan Mortgage Corp. | 6.000% | 6/15/11 | 12,500 | 13,155 |
1 Federal Home Loan Mortgage Corp. | 5.250% | 7/18/11 | 22,500 | 23,123 |
1 Federal Home Loan Mortgage Corp. | 4.750% | 3/5/12 | 15,000 | 15,077 |
1 Federal Home Loan Mortgage Corp. | 5.500% | 8/20/12 | 20,000 | 20,758 |
1 Federal National Mortgage Assn. | 4.500% | 10/15/08 | 33,725 | 33,726 |
1 Federal National Mortgage Assn. | 3.375% | 12/15/08 | 26,325 | 25,981 |
1 Federal National Mortgage Assn. | 5.250% | 1/15/09 | 25,375 | 25,642 |
1 Federal National Mortgage Assn. | 3.250% | 2/15/09 | 7,500 | 7,387 |
1 Federal National Mortgage Assn. | 4.875% | 4/15/09 | 3,000 | 3,022 |
1 Federal National Mortgage Assn. | 4.250% | 5/15/09 | 25,000 | 24,951 |
1 Federal National Mortgage Assn. | 6.375% | 6/15/09 | 28,500 | 29,429 |
1 Federal National Mortgage Assn. | 5.125% | 7/13/09 | 12,000 | 12,127 |
1 Federal National Mortgage Assn. | 6.625% | 9/15/09 | 56,000 | 58,325 |
1 Federal National Mortgage Assn. | 7.250% | 1/15/10 | 60,250 | 63,937 |
1 Federal National Mortgage Assn. | 3.875% | 2/15/10 | 55,250 | 54,619 |
1 Federal National Mortgage Assn. | 4.375% | 9/13/10 | 25,000 | 24,934 |
1 Federal National Mortgage Assn. | 6.625% | 11/15/10 | 33,850 | 36,005 |
1 Federal National Mortgage Assn. | 4.500% | 2/15/11 | 13,550 | 13,571 |
1 Federal National Mortgage Assn. | 5.125% | 4/15/11 | 16,000 | 16,351 |
1 Federal National Mortgage Assn. | 6.000% | 5/15/11 | 42,500 | 44,653 |
1 Federal National Mortgage Assn. | 6.125% | 3/15/12 | 100 | 106 |
1 Federal National Mortgage Assn. | 4.875% | 5/18/12 | 4,300 | 4,345 |
1 Tennessee Valley Auth. | 5.375% | 11/13/08 | 11,003 | 11,107 |
|
||||
1,430,604 | ||||
|
||||
|
||||
Total U.S. Government and Agency Obligations | ||||
(Cost $4,171,693) | 4,213,378 | |||
|
||||
Corporate Bonds (25.2%) | ||||
|
||||
Asset-Backed/Commercial Mortgage-Backed Securities (0.6%) | ||||
2 BA Covered Bond Issuer | 5.500% | 6/14/12 | 5,400 | 5,530 |
3 Countrywide Home Loans | 4.050% | 5/25/33 | 566 | 556 |
3 DaimlerChrysler Auto Trust | 5.330% | 8/8/10 | 5,242 | 5,236 |
3 Honda Auto Receivables Owner Trust | 5.300% | 7/21/10 | 7,850 | 7,839 |
3 Salomon Brothers Mortgage Securities VII | 4.116% | 9/25/33 | 3,906 | 3,856 |
3 USAA Auto Owner Trust | 5.360% | 2/15/11 | 7,850 | 7,853 |
3 Wachovia Auto Owner Trust | 4.790% | 4/20/10 | 3,854 | 3,842 |
|
||||
34,712 | ||||
|
||||
Finance (12.1%) | ||||
Banking (5.1%) | ||||
Associates Corp. of North America | 6.250% | 11/1/08 | 5,500 | 5,587 |
Bank of America Corp. | 3.375% | 2/17/09 | 750 | 734 |
Bank of America Corp. | 4.500% | 8/1/10 | 9,650 | 9,587 |
Bank of America Corp. | 4.250% | 10/1/10 | 3,350 | 3,291 |
Bank of America Corp. | 4.375% | 12/1/10 | 5,975 | 5,889 |
Bank of America Corp. | 5.375% | 8/15/11 | 7,350 | 7,405 |
Bank of America Corp. | 6.250% | 4/15/12 | 1,500 | 1,565 |
Bank of New York Co., Inc. | 4.950% | 1/14/11 | 2,825 | 2,794 |
Bank of New York Co., Inc. | 6.375% | 4/1/12 | 1,000 | 1,036 |
Bank of Tokyo-Mitsubishi | 8.400% | 4/15/10 | 5,250 | 5,602 |
Bank One Corp. | 6.000% | 2/17/09 | 5,000 | 5,067 |
Bank One Corp. | 5.900% | 11/15/11 | 1,500 | 1,528 |
Barclays Bank PLC | 5.450% | 9/12/12 | 3,925 | 3,949 |
BB&T Corp. | 6.500% | 8/1/11 | 2,750 | 2,861 |
Charter One Bank N.A. | 5.500% | 4/26/11 | 1,850 | 1,866 |
Citicorp | 6.375% | 11/15/08 | 4,475 | 4,545 |
Citigroup, Inc. | 3.625% | 2/9/09 | 1,825 | 1,796 |
Citigroup, Inc. | 4.250% | 7/29/09 | 6,245 | 6,169 |
Citigroup, Inc. | 4.625% | 8/3/10 | 6,275 | 6,235 |
Citigroup, Inc. | 6.500% | 1/18/11 | 9,000 | 9,399 |
Citigroup, Inc. | 5.100% | 9/29/11 | 5,405 | 5,392 |
Citigroup, Inc. | 5.250% | 2/27/12 | 1,600 | 1,601 |
Citigroup, Inc. | 5.500% | 8/27/12 | 3,500 | 3,553 |
Citigroup, Inc. | 5.625% | 8/27/12 | 3,500 | 3,544 |
Credit Suisse First Boston USA, Inc. | 3.875% | 1/15/09 | 3,500 | 3,456 |
Credit Suisse First Boston USA, Inc. | 4.700% | 6/1/09 | 3,000 | 2,991 |
Credit Suisse First Boston USA, Inc. | 4.875% | 8/15/10 | 925 | 925 |
Credit Suisse First Boston USA, Inc. | 5.250% | 3/2/11 | 4,150 | 4,153 |
Credit Suisse First Boston USA, Inc. | 6.125% | 11/15/11 | 4,500 | 4,644 |
Credit Suisse First Boston USA, Inc. | 6.500% | 1/15/12 | 9,500 | 9,965 |
Depfa Bank | 3.625% | 10/29/08 | 2,000 | 1,977 |
Deutsche Bank Financial, Inc. | 7.500% | 4/25/09 | 1,500 | 1,561 |
Fifth Third Bank | 4.200% | 2/23/10 | 1,000 | 983 |
FirstStar Bank | 7.125% | 12/1/09 | 2,000 | 2,080 |
HSBC Bank USA | 3.875% | 9/15/09 | 6,000 | 5,890 |
J.P. Morgan, Inc. | 6.000% | 1/15/09 | 1,625 | 1,643 |
JPMorgan Chase & Co. | 3.500% | 3/15/09 | 5,600 | 5,492 |
JPMorgan Chase&Co. | 6.750% | 2/1/11 | 8,850 | 9,228 |
JPMorgan Chase&Co. | 5.600% | 6/1/11 | 8,800 | 8,925 |
JPMorgan Chase&Co. | 6.625% | 3/15/12 | 2,500 | 2,617 |
Key Bank NA | 7.000% | 2/1/11 | 975 | 1,017 |
Key Bank NA | 5.500% | 9/17/12 | 225 | 224 |
KeyCorp | 4.700% | 5/21/09 | 2,000 | 1,993 |
Marshall&Ilsley Corp. | 4.375% | 8/1/09 | 4,350 | 4,303 |
MBNA America Bank NA | 4.625% | 8/3/09 | 2,250 | 2,238 |
MBNA America Bank NA | 6.625% | 6/15/12 | 1,000 | 1,053 |
MBNA Corp. | 7.500% | 3/15/12 | 2,400 | 2,607 |
Mellon Financial Co. | 6.375% | 2/15/10 | 1,000 | 1,031 |
Mellon Funding Corp. | 3.250% | 4/1/09 | 3,000 | 2,928 |
National Australia Bank | 8.600% | 5/19/10 | 2,000 | 2,173 |
National City Bank | 4.150% | 8/1/09 | 2,550 | 2,504 |
National City Bank | 4.500% | 3/15/10 | 600 | 592 |
National City Bank | 6.250% | 3/15/11 | 1,500 | 1,537 |
National Westminster Bank PLC | 7.375% | 10/1/09 | 4,000 | 4,178 |
2 Nationwide Building Society | 5.500% | 7/18/12 | 2,700 | 2,774 |
PNC Funding Corp. | 7.500% | 11/1/09 | 1,875 | 1,957 |
PNC Funding Corp. | 5.125% | 12/14/10 | 1,025 | 1,021 |
Regions Financial Corp. | 4.375% | 12/1/10 | 500 | 486 |
Regions Financial Corp. | 7.000% | 3/1/11 | 1,500 | 1,582 |
Regions Financial Corp. | 6.375% | 5/15/12 | 1,550 | 1,596 |
Republic New York Corp. | 7.750% | 5/15/09 | 2,400 | 2,497 |
Royal Bank of Canada | 3.875% | 5/4/09 | 250 | 246 |
Royal Bank of Canada | 4.125% | 1/26/10 | 5,400 | 5,284 |
Royal Bank of Scotland Group PLC | 6.375% | 2/1/11 | 1,500 | 1,543 |
Santander Central Hispano Issuances | 7.625% | 11/3/09 | 5,000 | 5,284 |
Santander Central Hispano Issuances | 7.625% | 9/14/10 | 1,650 | 1,760 |
Sanwa Bank Ltd. | 8.350% | 7/15/09 | 3,000 | 3,186 |
Sanwa Bank Ltd. | 7.400% | 6/15/11 | 3,825 | 4,137 |
Sovereign Bancorp, Inc. | 4.800% | 9/1/10 | 2,600 | 2,603 |
Sumitomo Bank International Finance NV | 8.500% | 6/15/09 | 6,025 | 6,394 |
SunTrust Banks, Inc. | 6.375% | 4/1/11 | 4,500 | 4,660 |
2,3 Unicredit Luxembourg Finance | 5.584% | 1/13/17 | 500 | 526 |
US Bank NA | 6.375% | 8/1/11 | 7,200 | 7,495 |
Wachovia Corp. | 3.625% | 2/17/09 | 11,025 | 10,842 |
Wachovia Corp. | 4.375% | 6/1/10 | 1,775 | 1,754 |
Wachovia Corp. | 7.800% | 8/18/10 | 2,000 | 2,137 |
Wachovia Corp. | 5.300% | 10/15/11 | 4,475 | 4,501 |
Washington Mutual Bank | 6.875% | 6/15/11 | 1,975 | 2,043 |
Washington Mutual, Inc. | 4.000% | 1/15/09 | 6,000 | 5,875 |
Washington Mutual, Inc. | 4.200% | 1/15/10 | 400 | 385 |
Washington Mutual, Inc. | 8.250% | 4/1/10 | 1,500 | 1,561 |
Wells Fargo&Co. | 3.125% | 4/1/09 | 8,720 | 8,481 |
Wells Fargo&Co. | 4.200% | 1/15/10 | 13,180 | 12,983 |
Wells Fargo&Co. | 4.875% | 1/12/11 | 4,325 | 4,296 |
Wells Fargo&Co. | 6.375% | 8/1/11 | 1,500 | 1,559 |
Wells Fargo&Co. | 5.300% | 8/26/11 | 2,625 | 2,639 |
World Savings Bank, FSB | 4.125% | 12/15/09 | 1,150 | 1,132 |
Brokerage (2.3%) | ||||
Ameriprise Financial Inc. | 5.350% | 11/15/10 | 2,150 | 2,160 |
Bear Stearns Co., Inc. | 7.625% | 12/7/09 | 1,000 | 1,040 |
Bear Stearns Co., Inc. | 4.550% | 6/23/10 | 3,975 | 3,882 |
Bear Stearns Co., Inc. | 4.500% | 10/28/10 | 6,900 | 6,727 |
Bear Stearns Co., Inc. | 5.500% | 8/15/11 | 3,500 | 3,468 |
Bear Stearns Co., Inc. | 5.350% | 2/1/12 | 4,050 | 3,968 |
Goldman Sachs Group, Inc. | 3.875% | 1/15/09 | 3,325 | 3,280 |
Goldman Sachs Group, Inc. | 6.650% | 5/15/09 | 5,300 | 5,439 |
Goldman Sachs Group, Inc. | 7.350% | 10/1/09 | 1,500 | 1,571 |
Goldman Sachs Group, Inc. | 4.500% | 6/15/10 | 8,165 | 8,077 |
Goldman Sachs Group, Inc. | 5.000% | 1/15/11 | 800 | 795 |
Goldman Sachs Group, Inc. | 6.875% | 1/15/11 | 875 | 916 |
Goldman Sachs Group, Inc. | 6.600% | 1/15/12 | 8,300 | 8,718 |
Goldman Sachs Group, Inc. | 5.250% | 10/15/13 | 2,425 | 2,369 |
Janus Capital Group | 5.875% | 9/15/11 | 850 | 854 |
Lehman Brothers Holdings, Inc. | 3.600% | 3/13/09 | 2,200 | 2,149 |
Lehman Brothers Holdings, Inc. | 3.950% | 11/10/09 | 5,700 | 5,547 |
Lehman Brothers Holdings, Inc. | 4.250% | 1/27/10 | 725 | 708 |
Lehman Brothers Holdings, Inc. | 4.500% | 7/26/10 | 2,850 | 2,786 |
Lehman Brothers Holdings, Inc. | 7.875% | 8/15/10 | 2,000 | 2,132 |
Lehman Brothers Holdings, Inc. | 5.000% | 1/14/11 | 3,150 | 3,100 |
Lehman Brothers Holdings, Inc. | 6.625% | 1/18/12 | 3,650 | 3,788 |
Lehman Brothers Holdings, Inc. | 5.250% | 2/6/12 | 1,025 | 1,008 |
Lehman Brothers Holdings, Inc. | 6.000% | 7/19/12 | 2,225 | 2,261 |
Merrill Lynch&Co., Inc. | 4.831% | 10/27/08 | 1,000 | 992 |
Merrill Lynch&Co., Inc. | 4.125% | 1/15/09 | 2,875 | 2,842 |
Merrill Lynch&Co., Inc. | 6.000% | 2/17/09 | 3,650 | 3,689 |
Merrill Lynch&Co., Inc. | 4.250% | 2/8/10 | 3,950 | 3,877 |
Merrill Lynch&Co., Inc. | 4.790% | 8/4/10 | 2,105 | 2,089 |
Merrill Lynch&Co., Inc. | 4.500% | 11/4/10 | 5,500 | 5,415 |
Merrill Lynch&Co., Inc. | 5.770% | 7/25/11 | 3,375 | 3,436 |
Merrill Lynch&Co., Inc. | 6.050% | 8/15/12 | 6,000 | 6,157 |
Morgan Stanley Dean Witter | 3.875% | 1/15/09 | 5,025 | 4,957 |
Morgan Stanley Dean Witter | 4.000% | 1/15/10 | 2,250 | 2,200 |
Morgan Stanley Dean Witter | 4.250% | 5/15/10 | 6,975 | 6,840 |
Morgan Stanley Dean Witter | 6.750% | 4/15/11 | 5,450 | 5,713 |
Morgan Stanley Dean Witter | 5.625% | 1/9/12 | 4,950 | 5,007 |
Morgan Stanley Dean Witter | 6.600% | 4/1/12 | 6,115 | 6,412 |
Morgan Stanley Dean Witter | 5.750% | 8/31/12 | 5,800 | 5,879 |
Finance Companies (3.3%) | ||||
Allied Capital Corp. | 6.000% | 4/1/12 | 1,150 | 1,152 |
American Express Centurion Bank | 4.375% | 7/30/09 | 1,625 | 1,603 |
American Express Co. | 4.750% | 6/17/09 | 1,525 | 1,521 |
American General Finance Corp. | 3.875% | 10/1/09 | 6,450 | 6,284 |
American General Finance Corp. | 4.625% | 9/1/10 | 1,000 | 981 |
American General Finance Corp. | 5.625% | 8/17/11 | 2,100 | 2,074 |
American General Finance Corp. | 4.875% | 7/15/12 | 1,125 | 1,083 |
American General Finance Corp. | 5.850% | 6/1/13 | 2,325 | 2,311 |
Capital One Bank | 4.250% | 12/1/08 | 2,500 | 2,474 |
Capital One Bank | 5.000% | 6/15/09 | 925 | 922 |
Capital One Bank | 5.750% | 9/15/10 | 1,975 | 1,999 |
Capital One Financial | 5.700% | 9/15/11 | 3,750 | 3,748 |
Capital One Financial | 4.800% | 2/21/12 | 50 | 48 |
2 Capmark Financial Group | 5.875% | 5/10/12 | 1,800 | 1,660 |
CIT Group Co. of Canada | 4.650% | 7/1/10 | 2,350 | 2,230 |
CIT Group Co. of Canada | 5.600% | 11/2/11 | 375 | 363 |
CIT Group, Inc. | 5.000% | 11/24/08 | 1,775 | 1,752 |
CIT Group, Inc. | 4.250% | 2/1/10 | 4,325 | 4,095 |
CIT Group, Inc. | 5.200% | 11/3/10 | 4,025 | 3,903 |
CIT Group, Inc. | 4.750% | 12/15/10 | 4,475 | 4,240 |
CIT Group, Inc. | 5.600% | 4/27/11 | 1,150 | 1,118 |
CIT Group, Inc. | 5.800% | 7/28/11 | 750 | 717 |
Countrywide Financial Corp. | 5.800% | 6/7/12 | 3,850 | 3,619 |
Countrywide Home Loan | 6.250% | 4/15/09 | 3,500 | 3,290 |
Countrywide Home Loan | 4.125% | 9/15/09 | 1,925 | 1,776 |
Countrywide Home Loan | 4.000% | 3/22/11 | 1,600 | 1,432 |
General Electric Capital Corp. | 3.600% | 10/15/08 | 2,050 | 2,024 |
General Electric Capital Corp. | 3.125% | 4/1/09 | 4,400 | 4,299 |
General Electric Capital Corp. | 3.250% | 6/15/09 | 1,075 | 1,049 |
General Electric Capital Corp. | 5.250% | 10/27/09 | 2,625 | 2,645 |
General Electric Capital Corp. | 7.375% | 1/19/10 | 10,700 | 11,268 |
General Electric Capital Corp. | 4.250% | 9/13/10 | 6,850 | 6,739 |
General Electric Capital Corp. | 4.875% | 10/21/10 | 650 | 651 |
General Electric Capital Corp. | 6.125% | 2/22/11 | 8,700 | 8,967 |
General Electric Capital Corp. | 5.500% | 4/28/11 | 1,550 | 1,567 |
General Electric Capital Corp. | 4.375% | 11/21/11 | 2,325 | 2,263 |
General Electric Capital Corp. | 5.875% | 2/15/12 | 16,550 | 17,004 |
General Electric Capital Corp. | 4.250% | 6/15/12 | 4,950 | 4,767 |
General Electric Capital Corp. | 6.000% | 6/15/12 | 6,500 | 6,724 |
Heller Financial, Inc. | 7.375% | 11/1/09 | 3,200 | 3,359 |
HSBC Finance Corp. | 4.125% | 12/15/08 | 1,800 | 1,778 |
HSBC Finance Corp. | 4.750% | 5/15/09 | 7,075 | 7,029 |
HSBC Finance Corp. | 4.125% | 11/16/09 | 4,950 | 4,852 |
HSBC Finance Corp. | 4.625% | 9/15/10 | 4,675 | 4,597 |
HSBC Finance Corp. | 5.250% | 1/14/11 | 7,250 | 7,218 |
HSBC Finance Corp. | 5.700% | 6/1/11 | 6,575 | 6,635 |
HSBC Finance Corp. | 6.375% | 10/15/11 | 3,000 | 3,092 |
HSBC Finance Corp. | 7.000% | 5/15/12 | 4,400 | 4,660 |
HSBC Finance Corp. | 5.900% | 6/19/12 | 1,400 | 1,422 |
International Lease Finance Corp. | 6.375% | 3/15/09 | 500 | 508 |
International Lease Finance Corp. | 3.500% | 4/1/09 | 2,025 | 1,981 |
International Lease Finance Corp. | 4.875% | 9/1/10 | 1,200 | 1,189 |
International Lease Finance Corp. | 5.125% | 11/1/10 | 2,100 | 2,094 |
International Lease Finance Corp. | 5.450% | 3/24/11 | 975 | 983 |
International Lease Finance Corp. | 5.750% | 6/15/11 | 7,475 | 7,542 |
International Lease Finance Corp. | 5.300% | 5/1/12 | 4,375 | 4,352 |
iStar Financial Inc. | 4.875% | 1/15/09 | 1,000 | 978 |
iStar Financial Inc. | 6.000% | 12/15/10 | 1,500 | 1,463 |
iStar Financial Inc. | 5.800% | 3/15/11 | 2,100 | 2,010 |
iStar Financial Inc. | 5.650% | 9/15/11 | 2,175 | 2,066 |
SLM Corp. | 4.000% | 1/15/09 | 2,500 | 2,411 |
SLM Corp. | 4.500% | 7/26/10 | 1,050 | 981 |
SLM Corp. | 5.400% | 10/25/11 | 3,700 | 3,438 |
Insurance (1.1%) | ||||
Aetna, Inc. | 7.875% | 3/1/11 | 1,675 | 1,806 |
Aetna, Inc. | 5.750% | 6/15/11 | 1,575 | 1,597 |
Allstate Corp. | 7.200% | 12/1/09 | 2,500 | 2,616 |
Allstate Life Global Funding | 4.500% | 5/29/09 | 100 | 99 |
American International Group, Inc. | 4.700% | 10/1/10 | 2,100 | 2,075 |
American International Group, Inc. | 5.375% | 10/18/11 | 800 | 804 |
American International Group, Inc. | 4.950% | 3/20/12 | 2,825 | 2,772 |
AXA Financial, Inc. | 7.750% | 8/1/10 | 2,276 | 2,422 |
Berkshire Hathaway Finance Corp. | 3.375% | 10/15/08 | 3,000 | 2,955 |
Berkshire Hathaway Finance Corp. | 4.125% | 1/15/10 | 6,100 | 6,009 |
Berkshire Hathaway Finance Corp. | 4.200% | 12/15/10 | 1,000 | 981 |
Berkshire Hathaway Finance Corp. | 4.750% | 5/15/12 | 1,100 | 1,082 |
CNA Financial Corp. | 6.000% | 8/15/11 | 2,150 | 2,177 |
Genworth Financial, Inc. | 4.750% | 6/15/09 | 1,625 | 1,615 |
Genworth Financial, Inc. | 5.125% | 3/15/11 | 1,600 | 1,594 |
Hartford Financial Services Group, Inc. | 5.250% | 10/15/11 | 4,025 | 4,028 |
ING USA Global | 4.500% | 10/1/10 | 3,600 | 3,537 |
John Hancock Financial Services | 5.625% | 12/1/08 | 850 | 857 |
Lincoln National Corp. | 6.200% | 12/15/11 | 1,000 | 1,028 |
Lincoln National Corp. | 5.650% | 8/27/12 | 225 | 227 |
Marsh&McLennan Cos., Inc. | 5.150% | 9/15/10 | 50 | 50 |
Marsh&McLennan Cos., Inc. | 6.250% | 3/15/12 | 1,900 | 1,949 |
Principal Life Income Funding | 3.200% | 4/1/09 | 1,500 | 1,461 |
Principal Life Income Funding | 5.125% | 3/1/11 | 775 | 776 |
Progressive Corp. | 6.375% | 1/15/12 | 500 | 518 |
Protective Life Secured Trust | 3.700% | 11/24/08 | 1,275 | 1,256 |
Protective Life Secured Trust | 4.850% | 8/16/10 | 1,700 | 1,680 |
Prudential Financial, Inc. | 5.100% | 12/14/11 | 1,200 | 1,196 |
Prudential Financial, Inc. | 5.800% | 6/15/12 | 1,275 | 1,301 |
Safeco Corp. | 4.875% | 2/1/10 | 2,500 | 2,482 |
Travelers Cos. Inc. | 5.375% | 6/15/12 | 700 | 714 |
UnitedHealth Group, Inc. | 4.125% | 8/15/09 | 1,425 | 1,401 |
UnitedHealth Group, Inc. | 5.250% | 3/15/11 | 2,250 | 2,259 |
WellPoint Inc. | 4.250% | 12/15/09 | 900 | 883 |
WellPoint Inc. | 5.000% | 1/15/11 | 1,950 | 1,931 |
WellPoint Inc. | 6.375% | 1/15/12 | 1,650 | 1,713 |
WellPoint Inc. | 6.800% | 8/1/12 | 1,150 | 1,224 |
Willis North America Inc. | 5.125% | 7/15/10 | 900 | 884 |
XL Capital Ltd. | 6.500% | 1/15/12 | 2,575 | 2,654 |
Real Estate Investment Trusts (0.3%) | ||||
AvalonBay Communities, Inc. | 5.500% | 1/15/12 | 2,000 | 1,992 |
Brandywine Operating Partnership | 4.500% | 11/1/09 | 1,500 | 1,468 |
Developers Diversified Realty Corp. | 5.250% | 4/15/11 | 1,500 | 1,483 |
Duke Realty LP | 5.625% | 8/15/11 | 575 | 573 |
ERP Operating LP | 6.625% | 3/15/12 | 1,350 | 1,402 |
Health Care Property Investors, Inc. | 5.950% | 9/15/11 | 625 | 623 |
ProLogis | 5.250% | 11/15/10 | 2,475 | 2,467 |
Regency Centers LP | 6.750% | 1/15/12 | 1,650 | 1,716 |
Simon Property Group Inc. | 3.750% | 1/30/09 | 2,300 | 2,244 |
Simon Property Group Inc. | 4.600% | 6/15/10 | 175 | 170 |
Simon Property Group Inc. | 4.875% | 8/15/10 | 2,975 | 2,926 |
Simon Property Group Inc. | 5.600% | 9/1/11 | 1,250 | 1,249 |
Simon Property Group Inc. | 5.000% | 3/1/12 | 400 | 390 |
Vornado Realty | 5.600% | 2/15/11 | 1,100 | 1,082 |
|
||||
742,768 | ||||
|
||||
Industrial (10.7%) | ||||
Basic Industry (0.5%) | ||||
Alcan, Inc. | 6.450% | 3/15/11 | 2,000 | 2,076 |
Alcoa, Inc. | 6.000% | 1/15/12 | 1,700 | 1,733 |
BHP Billiton Finance | 5.000% | 12/15/10 | 1,000 | 1,003 |
BHP Finance USA Ltd. | 5.125% | 3/29/12 | 475 | 471 |
Celulosa Arauco Constitution SA | 8.625% | 8/15/10 | 3,500 | 3,784 |
Dow Chemical Co. | 6.125% | 2/1/11 | 2,725 | 2,796 |
E.I. du Pont de Nemours&Co. | 6.875% | 10/15/09 | 3,500 | 3,633 |
Falconbridge Ltd. | 7.350% | 6/5/12 | 1,000 | 1,059 |
ICI Wilmington | 4.375% | 12/1/08 | 2,200 | 2,177 |
International Paper Co. | 4.000% | 4/1/10 | 2,000 | 1,928 |
Monsanto Co. | 7.375% | 8/15/12 | 1,200 | 1,297 |
Noranda, Inc. | 7.250% | 7/15/12 | 1,500 | 1,585 |
Potash Corp. of Saskatchewan | 7.750% | 5/31/11 | 2,400 | 2,584 |
Weyerhaeuser Co. | 6.750% | 3/15/12 | 3,500 | 3,639 |
Capital Goods (1.3%) | ||||
3M Co. | 5.125% | 11/6/09 | 575 | 581 |
Bemis Co. Inc. | 4.875% | 4/1/12 | 1,600 | 1,574 |
Boeing Capital Corp. | 6.100% | 3/1/11 | 4,850 | 5,002 |
Boeing Capital Corp. | 6.500% | 2/15/12 | 2,200 | 2,320 |
Caterpillar Financial Services Corp. | 4.150% | 1/15/10 | 2,900 | 2,852 |
Caterpillar Financial Services Corp. | 4.300% | 6/1/10 | 6,875 | 6,750 |
CRH America Inc. | 5.625% | 9/30/11 | 2,500 | 2,487 |
CRH America Inc. | 6.950% | 3/15/12 | 2,000 | 2,083 |
Emerson Electric Co. | 7.125% | 8/15/10 | 500 | 529 |
General Dynamics Corp. | 4.500% | 8/15/10 | 875 | 862 |
Hanson PLC | 7.875% | 9/27/10 | 2,000 | 2,115 |
Honeywell International, Inc. | 7.500% | 3/1/10 | 3,000 | 3,177 |
Honeywell International, Inc. | 6.125% | 11/1/11 | 2,000 | 2,064 |
Honeywell International, Inc. | 5.625% | 8/1/12 | 775 | 794 |
John Deere Capital Corp | 4.400% | 7/15/09 | 2,500 | 2,474 |
John Deere Capital Corp. | 4.875% | 3/16/09 | 5,525 | 5,520 |
John Deere Capital Corp. | 5.400% | 10/17/11 | 1,325 | 1,336 |
John Deere Capital Corp. | 7.000% | 3/15/12 | 3,825 | 4,096 |
Lafarge SA | 6.150% | 7/15/11 | 3,175 | 3,236 |
Mohawk Industries Inc. | 5.750% | 1/15/11 | 3,000 | 3,040 |
Northrop Grumman Corp. | 7.125% | 2/15/11 | 3,550 | 3,756 |
Raytheon Co. | 4.850% | 1/15/11 | 2,000 | 1,997 |
Republic Services, Inc. | 6.750% | 8/15/11 | 1,000 | 1,042 |
Textron Financial Corp. | 6.000% | 11/20/09 | 800 | 810 |
Textron Financial Corp. | 4.600% | 5/3/10 | 2,300 | 2,270 |
Textron, Inc. | 6.500% | 6/1/12 | 2,100 | 2,189 |
Tyco International Group SA | 6.125% | 11/1/08 | 1,100 | 1,119 |
Tyco International Group SA | 6.125% | 1/15/09 | 2,500 | 2,531 |
Tyco International Group SA | 6.750% | 2/15/11 | 1,950 | 2,009 |
Tyco International Group SA | 6.375% | 10/15/11 | 2,000 | 2,044 |
United Technologies Corp. | 4.375% | 5/1/10 | 2,125 | 2,104 |
United Technologies Corp. | 7.125% | 11/15/10 | 2,000 | 2,127 |
United Technologies Corp. | 6.350% | 3/1/11 | 500 | 521 |
United Technologies Corp. | 6.100% | 5/15/12 | 1,000 | 1,034 |
Waste Management, Inc. | 6.875% | 5/15/09 | 2,000 | 2,064 |
Communication (3.0%) | ||||
America Movil SA de C.V. | 4.125% | 3/1/09 | 1,550 | 1,531 |
AT&T Corp. | 6.000% | 3/15/09 | 1,800 | 1,820 |
AT&T Corp. | 7.300% | 11/15/11 | 5,650 | 6,057 |
AT&T Inc. | 4.125% | 9/15/09 | 2,750 | 2,707 |
AT&T Inc. | 5.300% | 11/15/10 | 2,400 | 2,425 |
AT&T Inc. | 6.250% | 3/15/11 | 2,275 | 2,344 |
AT&T Inc. | 5.875% | 2/1/12 | 5,100 | 5,206 |
AT&T Inc. | 5.875% | 8/15/12 | 1,450 | 1,483 |
BellSouth Corp. | 4.200% | 9/15/09 | 6,300 | 6,205 |
British Sky Broadcasting Corp. | 6.875% | 2/23/09 | 775 | 793 |
British Sky Broadcasting Corp. | 8.200% | 7/15/09 | 2,750 | 2,891 |
British Telecommunications PLC | 8.625% | 12/15/10 | 5,825 | 6,409 |
CBS Corp. | 7.700% | 7/30/10 | 2,475 | 2,625 |
CBS Corp. | 6.625% | 5/15/11 | 2,000 | 2,064 |
CBS Corp. | 5.625% | 8/15/12 | 650 | 647 |
Cingular Wireless LLC | 6.500% | 12/15/11 | 1,000 | 1,044 |
Comcast Cable Communications, Inc. | 6.200% | 11/15/08 | 5,000 | 5,053 |
Comcast Cable Communications, Inc. | 6.875% | 6/15/09 | 3,300 | 3,391 |
Comcast Cable Communications, Inc. | 6.750% | 1/30/11 | 3,400 | 3,541 |
Comcast Corp. | 5.850% | 1/15/10 | 75 | 76 |
Comcast Corp. | 5.500% | 3/15/11 | 2,275 | 2,289 |
Cox Communications, Inc. | 7.875% | 8/15/09 | 1,500 | 1,571 |
Cox Communications, Inc. | 4.625% | 1/15/10 | 4,225 | 4,163 |
Cox Communications, Inc. | 6.750% | 3/15/11 | 2,175 | 2,254 |
Deutsche Telekom International Finance | 8.000% | 6/15/10 | 7,500 | 8,032 |
France Telecom | 7.750% | 3/1/11 | 8,100 | 8,749 |
Gannett Co., Inc. | 6.375% | 4/1/12 | 1,175 | 1,205 |
Koninklijke KPN NV | 8.000% | 10/1/10 | 2,000 | 2,152 |
New Cingular Wireless Services | 7.875% | 3/1/11 | 10,150 | 10,966 |
New Cingular Wireless Services | 8.125% | 5/1/12 | 3,900 | 4,333 |
Qwest Communications International Inc. | 7.875% | 9/1/11 | 2,375 | 2,500 |
Qwest Communications International Inc. | 8.875% | 3/15/12 | 2,375 | 2,595 |
R.R. Donnelley&Sons Co. | 3.750% | 4/1/09 | 850 | 833 |
R.R. Donnelley&Sons Co. | 4.950% | 5/15/10 | 900 | 893 |
R.R. Donnelley&Sons Co. | 5.625% | 1/15/12 | 600 | 602 |
Sprint Capital Corp. | 6.125% | 11/15/08 | 5,350 | 5,401 |
Sprint Capital Corp. | 6.375% | 5/1/09 | 2,975 | 3,026 |
Sprint Capital Corp. | 7.625% | 1/30/11 | 475 | 504 |
Sprint Capital Corp. | 8.375% | 3/15/12 | 4,050 | 4,449 |
Telecom Italia Capital | 4.000% | 11/15/08 | 2,045 | 2,015 |
Telecom Italia Capital | 4.000% | 1/15/10 | 3,605 | 3,517 |
Telecom Italia Capital | 4.875% | 10/1/10 | 1,000 | 990 |
Telecom Italia Capital | 6.200% | 7/18/11 | 700 | 717 |
Telefonica Emisiones SAU | 5.984% | 6/20/11 | 5,300 | 5,414 |
Telefonica Europe BV | 7.750% | 9/15/10 | 5,000 | 5,348 |
Telefonos de Mexico SA | 4.500% | 11/19/08 | 1,600 | 1,584 |
Telefonos de Mexico SA | 4.750% | 1/27/10 | 3,150 | 3,111 |
Telus Corp. | 8.000% | 6/1/11 | 5,000 | 5,403 |
Thomson Corp. | 6.200% | 1/5/12 | 1,500 | 1,557 |
2 Time Warner, Inc. | 5.400% | 7/2/12 | 3,800 | 3,764 |
Verizon Communications Corp. | 5.350% | 2/15/11 | 3,800 | 3,833 |
Verizon Global Funding Corp. | 7.250% | 12/1/10 | 6,400 | 6,801 |
Verizon New England, Inc. | 6.500% | 9/15/11 | 2,500 | 2,593 |
Verizon New Jersey, Inc. | 5.875% | 1/17/12 | 2,000 | 2,034 |
Verizon New York, Inc. | 6.875% | 4/1/12 | 2,000 | 2,101 |
Verizon Pennsylvania, Inc. | 5.650% | 11/15/11 | 2,000 | 2,016 |
Vodafone AirTouch PLC | 7.750% | 2/15/10 | 6,235 | 6,582 |
Vodafone Group PLC | 5.500% | 6/15/11 | 850 | 852 |
Vodafone Group PLC | 5.350% | 2/27/12 | 750 | 748 |
Consumer Cyclical (2.1%) | ||||
Centex Corp. | 7.500% | 1/15/12 | 1,500 | 1,464 |
Centex Corp. | 5.450% | 8/15/12 | 1,500 | 1,341 |
Costco Wholesale Corp. | 5.300% | 3/15/12 | 2,200 | 2,219 |
CVS Caremark Corp. | 4.000% | 9/15/09 | 1,750 | 1,712 |
CVS Caremark Corp. | 5.750% | 8/15/11 | 1,225 | 1,242 |
3 CVS Caremark Corp. | 6.302% | 6/1/37 | 1,000 | 970 |
D.R. Horton, Inc. | 4.875% | 1/15/10 | 1,175 | 1,094 |
D.R. Horton, Inc. | 6.000% | 4/15/11 | 2,750 | 2,538 |
DaimlerChrysler North America Holding Corp. | 7.200% | 9/1/09 | 6,100 | 6,315 |
DaimlerChrysler North America Holding Corp. | 4.875% | 6/15/10 | 2,200 | 2,175 |
DaimlerChrysler North America Holding Corp. | 8.000% | 6/15/10 | 1,175 | 1,250 |
DaimlerChrysler North America Holding Corp. | 5.875% | 3/15/11 | 6,350 | 6,435 |
DaimlerChrysler North America Holding Corp. | 5.750% | 9/8/11 | 5,950 | 6,005 |
DaimlerChrysler North America Holding Corp. | 7.300% | 1/15/12 | 2,500 | 2,666 |
Federated Department Stores, Inc. | 6.625% | 9/1/08 | 1,000 | 1,010 |
Federated Department Stores, Inc. | 6.300% | 4/1/09 | 2,500 | 2,530 |
Federated Retail Holding | 5.350% | 3/15/12 | 2,650 | 2,598 |
Home Depot Inc. | 3.750% | 9/15/09 | 1,125 | 1,091 |
Home Depot Inc. | 4.625% | 8/15/10 | 2,075 | 2,025 |
Home Depot Inc. | 5.200% | 3/1/11 | 1,325 | 1,304 |
J.C. Penney Co., Inc. | 8.000% | 3/1/10 | 3,000 | 3,185 |
Johnson Controls, Inc. | 5.250% | 1/15/11 | 875 | 876 |
Lennar Corp. | 5.125% | 10/1/10 | 1,700 | 1,568 |
Lennar Corp. | 5.950% | 10/17/11 | 1,575 | 1,445 |
Lowe's Cos., Inc. | 8.250% | 6/1/10 | 2,000 | 2,152 |
Lowe's Cos., Inc. | 5.600% | 9/15/12 | 1,200 | 1,211 |
Marriott International | 4.625% | 6/15/12 | 1,175 | 1,132 |
May Department Stores Co. | 4.800% | 7/15/09 | 1,500 | 1,483 |
McDonald's Corp. | 5.750% | 3/1/12 | 1,800 | 1,832 |
Pulte Homes, Inc. | 4.875% | 7/15/09 | 450 | 419 |
Pulte Homes, Inc. | 7.875% | 8/1/11 | 1,000 | 960 |
Starwood Hotel Resorts | 7.875% | 5/1/12 | 2,500 | 2,669 |
Target Corp. | 5.400% | 10/1/08 | 1,500 | 1,506 |
Target Corp. | 7.500% | 8/15/10 | 3,000 | 3,192 |
Target Corp. | 6.350% | 1/15/11 | 4,900 | 5,072 |
The Walt Disney Co. | 5.700% | 7/15/11 | 2,900 | 2,954 |
The Walt Disney Co. | 6.375% | 3/1/12 | 1,500 | 1,574 |
Time Warner, Inc. | 6.750% | 4/15/11 | 50 | 52 |
Time Warner, Inc. | 5.500% | 11/15/11 | 7,150 | 7,129 |
Time Warner, Inc. | 6.875% | 5/1/12 | 4,525 | 4,750 |
Toyota Motor Credit Corp. | 5.500% | 12/15/08 | 2,500 | 2,524 |
Toyota Motor Credit Corp. | 4.250% | 3/15/10 | 1,750 | 1,736 |
Toyota Motor Credit Corp. | 4.350% | 12/15/10 | 2,300 | 2,308 |
Toyota Motor Credit Corp. | 5.450% | 5/18/11 | 500 | 511 |
Viacom Inc. | 5.750% | 4/30/11 | 2,925 | 2,939 |
Wal-Mart Stores, Inc. | 3.375% | 10/1/08 | 675 | 665 |
Wal-Mart Stores, Inc. | 6.875% | 8/10/09 | 10,100 | 10,479 |
Wal-Mart Stores, Inc. | 4.000% | 1/15/10 | 2,500 | 2,458 |
Wal-Mart Stores, Inc. | 4.125% | 7/1/10 | 5,200 | 5,115 |
Wal-Mart Stores, Inc. | 4.125% | 2/15/11 | 3,975 | 3,865 |
Western Union Co. | 5.400% | 11/17/11 | 1,925 | 1,920 |
Yum! Brands, Inc. | 8.875% | 4/15/11 | 1,750 | 1,930 |
Yum! Brands, Inc. | 7.700% | 7/1/12 | 1,100 | 1,191 |
Consumer Noncyclical (1.9%) | ||||
Abbott Laboratories | 3.500% | 2/17/09 | 2,350 | 2,307 |
Abbott Laboratories | 3.750% | 3/15/11 | 1,250 | 1,200 |
Abbott Laboratories | 5.600% | 5/15/11 | 3,325 | 3,380 |
Altria Group, Inc. | 5.625% | 11/4/08 | 1,000 | 1,003 |
Amgen Inc. | 4.000% | 11/18/09 | 3,150 | 3,090 |
Anheuser Busch Cos., Inc. | 4.700% | 4/15/12 | 1,500 | 1,467 |
Anheuser-Busch Cos., Inc. | 6.000% | 4/15/11 | 800 | 821 |
AstraZeneca PLC | 5.400% | 9/15/12 | 5,400 | 5,454 |
Baxter Finco, BV | 4.750% | 10/15/10 | 500 | 498 |
Bunge Ltd. Finance Corp. | 4.375% | 12/15/08 | 450 | 445 |
Campbell Soup Co. | 6.750% | 2/15/11 | 1,000 | 1,045 |
Cardinal Health, Inc. | 6.750% | 2/15/11 | 425 | 442 |
2 Cardinal Health, Inc. | 5.650% | 6/15/12 | 375 | 376 |
Cia. Brasil de Bebidas AmBev | 10.500% | 12/15/11 | 1,300 | 1,532 |
Clorox Co. | 4.200% | 1/15/10 | 2,650 | 2,588 |
Coca-Cola Enterprises Inc. | 5.750% | 11/1/08 | 1,350 | 1,360 |
Coca-Cola Enterprises Inc. | 4.375% | 9/15/09 | 1,550 | 1,536 |
Colgate-Palmolive Co. | 5.980% | 4/25/12 | 1,250 | 1,295 |
ConAgra Foods, Inc. | 7.875% | 9/15/10 | 1,000 | 1,071 |
ConAgra Foods, Inc. | 6.750% | 9/15/11 | 387 | 404 |
Coors Brewing Co. | 6.375% | 5/15/12 | 82 | 86 |
Diageo Capital PLC | 4.375% | 5/3/10 | 500 | 491 |
Diageo Finance BV | 3.875% | 4/1/11 | 3,500 | 3,320 |
Eli Lilly&Co. | 6.000% | 3/15/12 | 1,000 | 1,040 |
Fortune Brands Inc. | 5.125% | 1/15/11 | 1,650 | 1,630 |
Genentech Inc. | 4.400% | 7/15/10 | 850 | 841 |
General Mills, Inc. | 6.000% | 2/15/12 | 3,700 | 3,781 |
General Mills, Inc. | 5.650% | 9/10/12 | 325 | 328 |
Gillette Co. | 3.800% | 9/15/09 | 2,000 | 1,962 |
H.J. Heinz Co. | 6.625% | 7/15/11 | 2,500 | 2,604 |
H.J. Heinz Co. | 6.000% | 3/15/12 | 1,500 | 1,529 |
Hershey Foods Corp. | 5.300% | 9/1/11 | 550 | 550 |
Hospira, Inc. | 4.950% | 6/15/09 | 575 | 572 |
Imperial Tobacco | 7.125% | 4/1/09 | 1,775 | 1,831 |
Johnson&Johnson | 5.150% | 8/15/12 | 2,075 | 2,113 |
Kellogg Co. | 6.600% | 4/1/11 | 5,700 | 5,919 |
Kimberly-Clark Corp. | 5.625% | 2/15/12 | 2,075 | 2,117 |
Kraft Foods, Inc. | 4.000% | 10/1/08 | 1,000 | 988 |
Kraft Foods, Inc. | 4.125% | 11/12/09 | 3,200 | 3,144 |
Kraft Foods, Inc. | 5.625% | 11/1/11 | 4,750 | 4,787 |
Kraft Foods, Inc. | 6.250% | 6/1/12 | 2,625 | 2,714 |
Kroger Co. | 7.250% | 6/1/09 | 1,500 | 1,549 |
Kroger Co. | 8.050% | 2/1/10 | 1,700 | 1,800 |
Kroger Co. | 6.800% | 4/1/11 | 1,000 | 1,046 |
Kroger Co. | 6.750% | 4/15/12 | 2,000 | 2,105 |
McKesson Corp. | 7.750% | 2/1/12 | 1,475 | 1,594 |
Medtronic Inc. | 4.375% | 9/15/10 | 1,625 | 1,593 |
Molson Coors Capital Finance | 4.850% | 9/22/10 | 300 | 298 |
Newell Rubbermaid, Inc. | 4.000% | 5/1/10 | 1,000 | 963 |
PepsiAmericas Inc. | 5.750% | 7/31/12 | 800 | 816 |
Pepsico, Inc. | 5.150% | 5/15/12 | 3,250 | 3,293 |
Procter&Gamble Co. | 6.875% | 9/15/09 | 4,825 | 5,025 |
Quest Diagnostic, Inc. | 5.125% | 11/1/10 | 2,000 | 1,996 |
Reynolds American Inc. | 6.500% | 7/15/10 | 1,350 | 1,394 |
Reynolds American Inc. | 7.250% | 6/1/12 | 1,350 | 1,431 |
Safeway, Inc. | 6.500% | 11/15/08 | 3,800 | 3,848 |
Safeway, Inc. | 4.950% | 8/16/10 | 875 | 872 |
Safeway, Inc. | 5.800% | 8/15/12 | 1,200 | 1,217 |
Unilever Capital Corp. | 7.125% | 11/1/10 | 4,000 | 4,244 |
UST, Inc. | 6.625% | 7/15/12 | 1,000 | 1,055 |
Wm. Wrigley Jr. Co. | 4.300% | 7/15/10 | 2,425 | 2,378 |
Wyeth | 6.950% | 3/15/11 | 5,000 | 5,275 |
Energy (0.9%) | ||||
Amerada Hess Corp. | 6.650% | 8/15/11 | 1,500 | 1,566 |
Anadarko Finance Co. | 6.750% | 5/1/11 | 2,000 | 2,078 |
Apache Corp. | 6.250% | 4/15/12 | 1,000 | 1,036 |
BP Capital Markets PLC | 4.875% | 3/15/10 | 2,000 | 2,013 |
Burlington Resources, Inc. | 6.680% | 2/15/11 | 2,000 | 2,103 |
Burlington Resources, Inc. | 6.500% | 12/1/11 | 500 | 522 |
Canadian Natural Resources | 6.700% | 7/15/11 | 2,500 | 2,623 |
Conoco Funding Co. | 6.350% | 10/15/11 | 7,275 | 7,595 |
Devon Financing Corp. | 6.875% | 9/30/11 | 3,500 | 3,692 |
Encana Corp. | 4.600% | 8/15/09 | 1,250 | 1,244 |
Halliburton Co. | 5.500% | 10/15/10 | 1,500 | 1,518 |
Husky Energy Inc. | 6.250% | 6/15/12 | 1,000 | 1,025 |
Kerr McGee Corp. | 6.875% | 9/15/11 | 3,475 | 3,637 |
Marathon Oil Corp. | 6.125% | 3/15/12 | 2,000 | 2,060 |
Marathon Oil Corp. | 6.000% | 7/1/12 | 1,600 | 1,606 |
Norsk Hydro | 6.360% | 1/15/09 | 1,500 | 1,529 |
Occidental Petroleum | 4.250% | 3/15/10 | 2,560 | 2,543 |
Phillips Petroleum Co. | 8.750% | 5/25/10 | 3,800 | 4,158 |
Shell International Finance | 5.625% | 6/27/11 | 1,950 | 2,008 |
Shell International Finance | 4.950% | 3/22/12 | 700 | 700 |
Valero Energy Corp. | 6.875% | 4/15/12 | 3,000 | 3,175 |
2 Weatherford International Inc. | 5.950% | 6/15/12 | 2,250 | 2,298 |
XTO Energy, Inc. | 5.900% | 8/1/12 | 2,125 | 2,166 |
Technology (0.5%) | ||||
Cisco Systems Inc. | 5.250% | 2/22/11 | 9,250 | 9,333 |
Electronic Data Systems | 7.125% | 10/15/09 | 825 | 841 |
Hewlett-Packard Co. | 5.250% | 3/1/12 | 1,750 | 1,761 |
Hewlett-Packard Co. | 6.500% | 7/1/12 | 1,025 | 1,084 |
International Business Machines Corp. | 5.375% | 2/1/09 | 2,000 | 2,013 |
International Business Machines Corp. | 4.375% | 6/1/09 | 300 | 298 |
International Business Machines Corp. | 4.950% | 3/22/11 | 700 | 701 |
Intuit Inc. | 5.400% | 3/15/12 | 950 | 942 |
Motorola, Inc. | 7.625% | 11/15/10 | 390 | 414 |
Motorola, Inc. | 8.000% | 11/1/11 | 925 | 1,007 |
National Semiconductor | 6.150% | 6/15/12 | 1,250 | 1,264 |
Oracle Corp. | 5.000% | 1/15/11 | 4,650 | 4,649 |
Pitney Bowes, Inc. | 4.625% | 10/1/12 | 2,000 | 1,962 |
Xerox Corp. | 9.750% | 1/15/09 | 1,125 | 1,182 |
Xerox Corp. | 7.125% | 6/15/10 | 1,825 | 1,902 |
Xerox Corp. | 6.875% | 8/15/11 | 1,025 | 1,063 |
Xerox Corp. | 5.500% | 5/15/12 | 1,800 | 1,787 |
Transportation (0.5%) | ||||
American Airlines, Inc. | 7.024% | 10/15/09 | 3,775 | 3,827 |
Burlington Northern Santa Fe Corp. | 6.750% | 7/15/11 | 2,500 | 2,615 |
Burlington Northern Santa Fe Corp. | 5.900% | 7/1/12 | 1,050 | 1,071 |
Canadian National Railway Co. | 4.250% | 8/1/09 | 2,700 | 2,670 |
Canadian Pacific Rail | 6.250% | 10/15/11 | 1,550 | 1,596 |
CSX Corp. | 6.250% | 10/15/08 | 650 | 656 |
CSX Corp. | 6.300% | 3/15/12 | 2,000 | 2,044 |
FedEx Corp. | 3.500% | 4/1/09 | 2,075 | 2,028 |
Norfolk Southern Corp. | 6.200% | 4/15/09 | 2,250 | 2,285 |
Norfolk Southern Corp. | 6.750% | 2/15/11 | 1,425 | 1,494 |
Ryder System Inc. | 5.950% | 5/2/11 | 850 | 861 |
Southwest Airlines Co. | 6.500% | 3/1/12 | 2,000 | 2,063 |
Union Pacific Corp. | 7.250% | 11/1/08 | 1,000 | 1,026 |
Union Pacific Corp. | 3.875% | 2/15/09 | 1,000 | 982 |
Union Pacific Corp. | 6.500% | 4/15/12 | 3,250 | 3,363 |
Other (0.0%) | ||||
Black&Decker Corp. | 7.125% | 6/1/11 | 1,000 | 1,055 |
|
||||
659,056 | ||||
|
||||
Utilities (1.8%) | ||||
Electric (1.4%) | ||||
American Electric Power Co., Inc. | 5.375% | 3/15/10 | 2,700 | 2,711 |
Carolina Power&Light Co. | 6.500% | 7/15/12 | 1,000 | 1,049 |
Commonwealth Edison Co. | 6.150% | 3/15/12 | 3,275 | 3,332 |
Constellation Energy Group, Inc. | 6.125% | 9/1/09 | 875 | 889 |
Constellation Energy Group, Inc. | 7.000% | 4/1/12 | 2,300 | 2,429 |
Consumers Energy Co. | 4.800% | 2/17/09 | 1,000 | 999 |
Consumers Energy Co. | 5.000% | 2/15/12 | 1,250 | 1,233 |
Detroit Edison Co. | 6.125% | 10/1/10 | 1,000 | 1,035 |
Dominion Resources, Inc. | 4.750% | 12/15/10 | 2,125 | 2,088 |
3 Dominion Resources, Inc. | 6.300% | 9/30/66 | 3,400 | 3,379 |
Duke Energy Corp. | 6.250% | 1/15/12 | 2,000 | 2,070 |
Energy East Corp. | 6.750% | 6/15/12 | 1,750 | 1,837 |
Exelon Generation Co. LLC | 6.950% | 6/15/11 | 1,500 | 1,572 |
FirstEnergy Corp. | 6.450% | 11/15/11 | 6,250 | 6,483 |
Florida Power Corp. | 4.500% | 6/1/10 | 1,150 | 1,140 |
FPL Group Capital, Inc. | 7.375% | 6/1/09 | 2,075 | 2,150 |
FPL Group Capital, Inc. | 5.625% | 9/1/11 | 3,350 | 3,386 |
Illinois Power | 7.500% | 6/15/09 | 1,000 | 1,027 |
MidAmerican Energy Co. | 5.650% | 7/15/12 | 1,150 | 1,174 |
National Rural Utilities Cooperative Finance Corp. | 4.375% | 10/1/10 | 3,350 | 3,290 |
National Rural Utilities Cooperative Finance Corp. | 7.250% | 3/1/12 | 3,500 | 3,724 |
Niagara Mohawk Power Corp. | 7.750% | 10/1/08 | 1,000 | 1,023 |
NiSource Finance Corp. | 7.875% | 11/15/10 | 2,800 | 3,005 |
Oncor Electric Delivery Co. | 6.375% | 5/1/12 | 1,950 | 1,980 |
Pacific Gas&Electric Co. | 3.600% | 3/1/09 | 2,450 | 2,398 |
Pacific Gas&Electric Co. | 4.200% | 3/1/11 | 1,100 | 1,065 |
PacifiCorp | 6.900% | 11/15/11 | 3,650 | 3,853 |
PPL Electric Utilities Corp. | 6.250% | 8/15/09 | 2,000 | 2,051 |
PPL Energy Supply LLC | 6.400% | 11/1/11 | 1,000 | 1,033 |
Progress Energy, Inc. | 7.100% | 3/1/11 | 3,418 | 3,588 |
Progress Energy, Inc. | 6.850% | 4/15/12 | 775 | 812 |
PSE&G Power LLC | 7.750% | 4/15/11 | 1,950 | 2,095 |
PSE&G Power LLC | 6.950% | 6/1/12 | 2,075 | 2,182 |
Public Service Co. of Colorado | 4.375% | 10/1/08 | 1,600 | 1,584 |
Public Service Electric&Gas | 4.000% | 11/1/08 | 1,000 | 990 |
SCANA Corp. | 6.875% | 5/15/11 | 1,500 | 1,571 |
Southern Co. | 5.300% | 1/15/12 | 2,550 | 2,557 |
Southern Power Co. | 6.250% | 7/15/12 | 1,000 | 1,030 |
Tampa Electric Co. | 6.875% | 6/15/12 | 1,000 | 1,056 |
Wisconsin Energy Corp. | 6.500% | 4/1/11 | 4,595 | 4,760 |
Natural Gas (0.4%) | ||||
AGL Capital Corp. | 7.125% | 1/14/11 | 500 | 532 |
Atmos Energy Corp. | 4.000% | 10/15/09 | 1,300 | 1,273 |
Consolidated Natural Gas | 6.250% | 11/1/11 | 1,000 | 1,026 |
Duke Energy Field Services | 7.875% | 8/16/10 | 1,750 | 1,865 |
Energy Transfer Partners LP | 5.650% | 8/1/12 | 1,250 | 1,236 |
* Enron Corp. | 9.125% | 4/1/03 | 2,000 | 490 |
* Enron Corp. | 7.625% | 9/10/04 | 1,000 | 245 |
Enterprise Products Operating LP | 4.625% | 10/15/09 | 400 | 395 |
Enterprise Products Operating LP | 4.950% | 6/1/10 | 2,450 | 2,441 |
* HNG Internorth | 9.625% | 3/15/06 | 1,500 | 368 |
KeySpan Corp. | 7.625% | 11/15/10 | 1,500 | 1,590 |
Kinder Morgan Energy Partners LP | 6.750% | 3/15/11 | 1,900 | 1,975 |
Kinder Morgan Energy Partners LP | 5.850% | 9/15/12 | 1,350 | 1,363 |
ONEOK Partners, LP | 5.900% | 4/1/12 | 3,400 | 3,443 |
Reliant Energy Resources | 7.750% | 2/15/11 | 2,500 | 2,660 |
Sempra Energy | 7.950% | 3/1/10 | 1,500 | 1,590 |
|
||||
108,122 | ||||
|
||||
|
||||
Total Corporate Bonds | ||||
(Cost $1,551,972) | 1,544,658 | |||
|
||||
Sovereign Bonds (U.S. Dollar-Denominated) (4.5%) | ||||
|
||||
Bayerische Landesbank | 2.875% | 10/15/08 | 1,800 | 1,771 |
Canadian Government | 5.250% | 11/5/08 | 4,200 | 4,247 |
Canadian Mortgage&Housing | 4.800% | 10/1/10 | 1,500 | 1,508 |
Corp. Andina de Fomento | 6.875% | 3/15/12 | 2,300 | 2,447 |
Eksportfinans | 4.750% | 12/15/08 | 6,025 | 6,002 |
Eksportfinans | 5.125% | 10/26/11 | 2,000 | 2,033 |
European Investment Bank | 4.500% | 2/17/09 | 3,825 | 3,825 |
European Investment Bank | 5.000% | 2/8/10 | 3,350 | 3,370 |
European Investment Bank | 4.000% | 3/3/10 | 2,925 | 2,877 |
European Investment Bank | 4.125% | 9/15/10 | 9,750 | 9,603 |
European Investment Bank | 4.625% | 9/15/10 | 4,000 | 4,010 |
European Investment Bank | 5.250% | 6/15/11 | 18,900 | 19,263 |
European Investment Bank | 4.625% | 3/21/12 | 2,450 | 2,440 |
Export-Import Bank of Korea | 4.500% | 8/12/09 | 3,500 | 3,480 |
Export-Import Bank of Korea | 4.625% | 3/16/10 | 500 | 495 |
Federation of Malaysia | 8.750% | 6/1/09 | 4,350 | 4,611 |
Federation of Malaysia | 7.500% | 7/15/11 | 2,875 | 3,052 |
Inter-American Development Bank | 5.375% | 11/18/08 | 1,250 | 1,267 |
Inter-American Development Bank | 5.625% | 4/16/09 | 4,275 | 4,358 |
Inter-American Development Bank | 7.375% | 1/15/10 | 2,800 | 2,957 |
Inter-American Development Bank | 5.000% | 4/5/11 | 5,000 | 5,031 |
International Bank for Reconstruction&Development | 4.125% | 6/24/09 | 1,000 | 993 |
International Bank for Reconstruction&Development | 4.125% | 8/12/09 | 975 | 968 |
International Finance Corp. | 4.000% | 6/15/10 | 1,250 | 1,222 |
International Finance Corp. | 5.125% | 5/2/11 | 7,100 | 7,220 |
Japan Bank International | 4.750% | 5/25/11 | 2,150 | 2,168 |
Japan Finance Corp. | 5.875% | 3/14/11 | 2,000 | 2,072 |
KFW International Finance Inc. | 4.500% | 9/21/09 | 3,325 | 3,323 |
KFW International Finance Inc. | 4.875% | 10/19/09 | 3,650 | 3,679 |
Korea Development Bank | 3.875% | 3/2/09 | 2,375 | 2,347 |
Korea Development Bank | 4.750% | 7/20/09 | 4,575 | 4,571 |
Kreditanstalt fur Wiederaufbau | 4.625% | 11/17/08 | 2,475 | 2,479 |
Kreditanstalt fur Wiederaufbau | 5.250% | 5/19/09 | 15,475 | 15,662 |
Kreditanstalt fur Wiederaufbau | 4.250% | 6/15/10 | 14,875 | 14,711 |
Kreditanstalt fur Wiederaufbau | 4.750% | 5/15/12 | 12,000 | 12,030 |
^ Landeskreditbank Baden-Wuerttemberg - Foerderbank | 4.250% | 9/15/10 | 3,500 | 3,472 |
Landwirtschaftliche Rentenbank | 3.625% | 10/20/09 | 7,225 | 7,103 |
Landwirtschaftliche Rentenbank | 3.875% | 3/15/10 | 3,500 | 3,454 |
Mass Transit Railway Corp. | 7.500% | 2/4/09 | 1,500 | 1,547 |
Mass Transit Railway Corp. | 7.500% | 11/8/10 | 1,500 | 1,605 |
Nordic Investment Bank | 3.875% | 6/15/10 | 3,750 | 3,686 |
Oesterreichische Kontrollbank | 4.250% | 10/6/10 | 3,375 | 3,354 |
Oesterreichische Kontrollbank | 4.750% | 11/8/11 | 250 | 252 |
Pemex Project Funding Master Trust | 7.875% | 2/1/09 | 4,725 | 4,862 |
Pemex Project Funding Master Trust | 8.000% | 11/15/11 | 3,400 | 3,723 |
People's Republic of China | 7.300% | 12/15/08 | 2,000 | 2,057 |
Province of British Columbia | 5.375% | 10/29/08 | 2,375 | 2,392 |
Province of Ontario | 5.500% | 10/1/08 | 6,500 | 6,567 |
Province of Ontario | 3.625% | 10/21/09 | 2,025 | 1,983 |
Province of Ontario | 5.000% | 10/18/11 | 3,450 | 3,484 |
Province of Quebec | 5.750% | 2/15/09 | 6,200 | 6,282 |
Province of Quebec | 5.000% | 7/17/09 | 1,500 | 1,506 |
Quebec Hydro Electric | 6.300% | 5/11/11 | 2,500 | 2,621 |
Republic of Chile | 7.125% | 1/11/12 | 3,000 | 3,234 |
Republic of Italy | 6.000% | 2/22/11 | 5,775 | 5,993 |
Republic of Italy | 5.625% | 6/15/12 | 10,725 | 11,089 |
Republic of Poland | 6.250% | 7/3/12 | 2,600 | 2,745 |
Republic of South Africa | 7.375% | 4/25/12 | 2,500 | 2,692 |
Swedish Export Credit Corp. | 4.125% | 10/15/08 | 4,925 | 4,899 |
Swedish Export Credit Corp. | 4.875% | 1/19/10 | 2,500 | 2,522 |
Swedish Export Credit Corp. | 4.000% | 6/15/10 | 2,175 | 2,143 |
Swedish Export Credit Corp. | 4.500% | 9/27/10 | 4,350 | 4,345 |
United Mexican States | 9.875% | 2/1/10 | 475 | 529 |
United Mexican States | 8.375% | 1/14/11 | 11,600 | 12,795 |
United Mexican States | 7.500% | 1/14/12 | 2,100 | 2,293 |
|
||||
Total Sovereign Bonds | ||||
(Cost $276,450) | 277,321 | |||
|
||||
Shares | ||||
|
||||
Temporary Cash Investments (1.9%) | ||||
|
||||
4 Vanguard Market Liquidity Fund | ||||
(Cost $118,764) | 5.153% | 118,763,660 | 118,764 | |
|
||||
Total Investments (100.2%) | ||||
(Cost $6,118,879) | 6,154,121 | |||
|
||||
Other Assets and LiabilitiesNet (-0.2%) | (12,153) | |||
|
||||
Net Assets (100%) | 6,141,968 | |||
|
* Non-income-producing security--security
in default.
^ Part of security position is on loan to broker-dealers.
1 The
issuer operates under a congressional charter; its securities are neither issued nor
guaranteed by the U.S. government. If needed, access to additional funding from the
U.S. Treasury (beyond the issuer's line of credit) would require congressional
action.
2 Security exempt from registration under Rule 144A of the Securities Act of
1933. Such securities may be sold in transactions exempt from registration,
normally to qualified institutional buyers. At September 30, 2007, the aggregate
value of these securities was $16,928,000, representing 0.3% of net assets.
3
The average or expected maturity is shorter than the final maturity shown because of
the possibility of interim principal payments and prepayments or the possibility of
the issue being called.
4 Affiliated money market fund available only to
Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is
the 7-day yield.
Investment Securities: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the board of trustees to represent fair value.
At September 30, 2007, the cost of investment securities for tax purposes was $6,118,879,000. Net unrealized appreciation of investment securities for tax purposes was $35,242,000, consisting of unrealized gains of $56,066,000 on securities that had risen in value since their purchase and $20,824,000 in unrealized losses on securities that had fallen in value since their purchase.
Coupon |
Maturity
Date |
Face
Amount ($000) |
Market
Value ($000) |
|
---|---|---|---|---|
|
|
|
|
|
U.S. Government and Agency Obligations (52.3%) | ||||
|
|
|
|
|
U.S. Government Securities (37.0%) | ||||
U.S. Treasury Bond | 10.375% | 11/15/2012 | 12,075 | 12,160 |
U.S. Treasury Bond | 3.625% | 5/15/2013 | 49,240 | 47,693 |
U.S. Treasury Bond | 4.000% | 2/15/2015 | 31,900 | 31,038 |
U.S. Treasury Bond | 11.250% | 2/15/2015 | 111,740 | 159,124 |
U.S. Treasury Bond | 10.625% | 8/15/2015 | 150,910 | 211,958 |
U.S. Treasury Bond | 9.875% | 11/15/2015 | 121,645 | 165,836 |
U.S. Treasury Bond | 9.250% | 2/15/2016 | 146,650 | 194,770 |
U.S. Treasury Bond | 7.250% | 5/15/2016 | 171,680 | 204,486 |
U.S. Treasury Bond | 7.500% | 11/15/2016 | 178,425 | 216,786 |
U.S. Treasury Bond | 8.750% | 5/15/2017 | 152,330 | 200,766 |
U.S. Treasury Bond | 8.875% | 8/15/2017 | 139,535 | 185,996 |
U.S. Treasury Bond | 8.875% | 2/15/2019 | 50,875 | 69,190 |
U.S. Treasury Note | 4.250% | 10/31/2007 | 1,625 | 1,626 |
U.S. Treasury Note | 4.375% | 12/31/2007 | 35,500 | 35,533 |
U.S. Treasury Note | 4.375% | 1/31/2008 | 8,525 | 8,534 |
U.S. Treasury Note | 5.125% | 6/30/2008 | 32,425 | 32,648 |
U.S. Treasury Note | 4.625% | 9/30/2008 | 22,425 | 22,541 |
U.S. Treasury Note | 4.875% | 10/31/2008 | 25,250 | 25,463 |
U.S. Treasury Note | 4.750% | 11/15/2008 | 9,525 | 9,602 |
U.S. Treasury Note | 3.875% | 5/15/2009 | 5,000 | 4,992 |
U.S. Treasury Note | 4.500% | 3/31/2012 | 7,625 | 7,716 |
U.S. Treasury Note | 4.750% | 5/31/2012 | 3,275 | 3,348 |
U.S. Treasury Note | 4.875% | 6/30/2012 | 4,740 | 4,870 |
U.S. Treasury Note | 3.875% | 2/15/2013 | 97,615 | 95,968 |
U.S. Treasury Note | 4.250% | 8/15/2013 | 11,070 | 11,054 |
U.S. Treasury Note | 4.250% | 11/15/2013 | 63,275 | 63,097 |
U.S. Treasury Note | 4.000% | 2/15/2014 | 46,685 | 45,817 |
U.S. Treasury Note | 4.750% | 5/15/2014 | 110,625 | 113,132 |
U.S. Treasury Note | 4.250% | 8/15/2014 | 53,220 | 52,821 |
U.S. Treasury Note | 4.250% | 11/15/2014 | 110,995 | 109,937 |
U.S. Treasury Note | 4.125% | 5/15/2015 | 28,750 | 28,144 |
U.S. Treasury Note | 4.250% | 8/15/2015 | 31,065 | 30,614 |
U.S. Treasury Note | 4.500% | 11/15/2015 | 22,200 | 22,228 |
U.S. Treasury Note | 5.125% | 5/15/2016 | 62,050 | 64,639 |
U.S. Treasury Note | 4.875% | 8/15/2016 | 180 | 184 |
U.S. Treasury Note | 4.625% | 11/15/2016 | 550 | 553 |
U.S. Treasury Note | 4.500% | 5/15/2017 | 100 | 99 |
U.S. Treasury Note | 4.750% | 8/15/2017 | 100 | 101 |
|
||||
2,495,064 | ||||
|
||||
Agency Bonds and Notes (15.3%) | ||||
Agency for International Development - Egypt (U.S. Government Guaranteed) | 4.450% | 9/15/2015 | 6,825 | 6,634 |
1 Federal Farm Credit Bank | 4.500% | 10/17/2012 | 3,000 | 2,984 |
1 Federal Farm Credit Bank | 4.875% | 12/16/2015 | 2,450 | 2,435 |
1 Federal Farm Credit Bank | 5.125% | 8/25/2016 | 11,300 | 11,345 |
1 Federal Farm Credit Bank | 4.875% | 1/17/2017 | 5,750 | 5,672 |
1 Federal Home Loan Bank | 3.875% | 6/14/2013 | 31,075 | 29,866 |
1 Federal Home Loan Bank | 5.375% | 6/14/2013 | 5,000 | 5,152 |
1 Federal Home Loan Bank | 5.125% | 8/14/2013 | 44,900 | 45,731 |
1 Federal Home Loan Bank | 4.500% | 9/16/2013 | 45,900 | 45,453 |
1 Federal Home Loan Bank | 5.250% | 6/18/2014 | 150 | 154 |
1 Federal Home Loan Bank | 5.500% | 8/13/2014 | 44,375 | 46,147 |
1 Federal Home Loan Bank | 5.375% | 5/18/2016 | 23,950 | 24,676 |
1 Federal Home Loan Bank | 5.625% | 6/13/2016 | 4,325 | 4,489 |
1 Federal Home Loan Bank | 4.750% | 12/16/2016 | 19,650 | 19,348 |
1 Federal Home Loan Bank | 4.875% | 5/17/2017 | 4,225 | 4,192 |
1 Federal Home Loan Mortgage Corp. | 4.500% | 1/15/2013 | 50,850 | 50,448 |
1 Federal Home Loan Mortgage Corp. | 4.500% | 7/15/2013 | 45,675 | 45,171 |
1 Federal Home Loan Mortgage Corp. | 4.875% | 11/15/2013 | 80,250 | 80,947 |
1 Federal Home Loan Mortgage Corp. | 4.500% | 1/15/2014 | 35,000 | 34,491 |
1 Federal Home Loan Mortgage Corp. | 5.000% | 7/15/2014 | 51,700 | 52,442 |
1 Federal Home Loan Mortgage Corp. | 4.500% | 1/15/2015 | 21,350 | 20,921 |
1 Federal Home Loan Mortgage Corp. | 4.750% | 1/19/2016 | 25,000 | 24,731 |
1 Federal Home Loan Mortgage Corp. | 5.250% | 4/18/2016 | 31,500 | 32,198 |
1 Federal Home Loan Mortgage Corp. | 5.500% | 7/18/2016 | 40,000 | 41,554 |
1 Federal Home Loan Mortgage Corp. | 5.125% | 10/18/2016 | 7,700 | 7,787 |
1 Federal National Mortgage Assn. | 4.375% | 3/15/2013 | 54,625 | 53,936 |
1 Federal National Mortgage Assn. | 4.625% | 5/1/2013 | 6,600 | 6,541 |
1 Federal National Mortgage Assn. | 4.625% | 10/15/2013 | 56,800 | 56,404 |
1 Federal National Mortgage Assn. | 5.125% | 1/2/2014 | 9,550 | 9,685 |
1 Federal National Mortgage Assn. | 4.125% | 4/15/2014 | 50,000 | 48,209 |
1 Federal National Mortgage Assn. | 4.625% | 10/15/2014 | 32,225 | 31,855 |
1 Federal National Mortgage Assn. | 4.375% | 10/15/2015 | 20,000 | 19,323 |
1 Federal National Mortgage Assn. | 5.250% | 9/15/2016 | 32,925 | 33,659 |
1 Federal National Mortgage Assn. | 4.875% | 12/15/2016 | 29,900 | 29,715 |
1 Federal National Mortgage Assn. | 5.000% | 2/13/2017 | 22,375 | 22,459 |
1 Federal National Mortgage Assn. | 5.000% | 5/11/2017 | 25,000 | 25,058 |
1 Federal National Mortgage Assn. | 5.375% | 6/12/2017 | 15,000 | 15,428 |
Private Export Funding Corp. | 7.200% | 1/15/2010 | 6,500 | 6,881 |
1 Tennessee Valley Auth. | 6.000% | 3/15/2013 | 6,000 | 6,404 |
1 Tennessee Valley Auth. | 4.750% | 8/1/2013 | 4,000 | 4,030 |
1 Tennessee Valley Auth. | 4.375% | 6/15/2015 | 7,000 | 6,745 |
1 Tennessee Valley Auth. | 5.500% | 7/18/2017 | 6,200 | 6,414 |
|
||||
1,027,714 | ||||
|
||||
|
|
|
|
|
Total U.S. Government and Agency Obligations | ||||
(Cost $3,464,966) | 3,522,778 | |||
|
|
|
|
|
Corporate Bonds (39.7%) | ||||
|
|
|
|
|
Asset-Backed/Commercial Mortgage-Backed Securities (0.1%) | ||||
2 Bear Stearns Commercial Mortgage Securities, Inc. | 5.610% | 11/15/2033 | 2,500 | 2,540 |
2,3 Citicorp Lease Pass-Through Trust | 8.040% | 12/15/2019 | 2,100 | 2,439 |
2,3 Commercial Mortgage Lease-Backed Certificate | 6.746% | 6/20/2031 | 362 | 384 |
|
||||
5,363 | ||||
|
||||
Finance (18.8%) | ||||
Banking (7.1%) | ||||
AmSouth Bank NA | 4.850% | 4/1/2013 | 1,500 | 1,426 |
AmSouth Bank NA | 5.200% | 4/1/2015 | 2,000 | 1,904 |
3 Banco Bilbao Vizcaya ARG | 5.750% | 7/20/2017 | 3,125 | 3,242 |
Banco Bradesco SA | 8.750% | 10/24/2013 | 1,500 | 1,691 |
Bank of America Corp. | 4.875% | 9/15/2012 | 3,000 | 2,965 |
Bank of America Corp. | 4.875% | 1/15/2013 | 2,600 | 2,550 |
Bank of America Corp. | 5.375% | 6/15/2014 | 2,725 | 2,706 |
Bank of America Corp. | 5.125% | 11/15/2014 | 3,650 | 3,577 |
Bank of America Corp. | 5.250% | 12/1/2015 | 5,000 | 4,877 |
Bank of America Corp. | 5.750% | 8/15/2016 | 3,900 | 3,900 |
Bank of America Corp. | 5.625% | 10/14/2016 | 12,875 | 12,899 |
Bank of America Corp. | 5.300% | 3/15/2017 | 7,100 | 6,885 |
Bank of America Corp. | 5.420% | 3/15/2017 | 16,000 | 15,480 |
Bank of America Corp. | 6.100% | 6/15/2017 | 2,100 | 2,162 |
Bank of America Corp. | 6.000% | 9/1/2017 | 3,925 | 4,004 |
Bank of New York Co., Inc. | 4.950% | 3/15/2015 | 2,300 | 2,155 |
Bank One Corp. | 5.250% | 1/30/2013 | 925 | 912 |
Bank One Corp. | 4.900% | 4/30/2015 | 6,150 | 5,757 |
BB&T Corp. | 4.750% | 10/1/2012 | 5,500 | 5,381 |
BB&T Corp. | 5.200% | 12/23/2015 | 5,625 | 5,417 |
BB&T Corp. | 5.625% | 9/15/2016 | 50 | 49 |
Citigroup, Inc. | 5.125% | 5/5/2014 | 3,125 | 3,049 |
Citigroup, Inc. | 5.000% | 9/15/2014 | 25,794 | 24,958 |
Citigroup, Inc. | 4.875% | 5/7/2015 | 3,600 | 3,436 |
Citigroup, Inc. | 4.700% | 5/29/2015 | 2,600 | 2,428 |
Citigroup, Inc. | 5.300% | 1/7/2016 | 4,425 | 4,347 |
Citigroup, Inc. | 5.850% | 8/2/2016 | 6,400 | 6,497 |
Citigroup, Inc. | 5.500% | 2/15/2017 | 4,400 | 4,334 |
Citigroup, Inc. | 6.000% | 8/15/2017 | 6,500 | 6,646 |
Colonial Bank NA | 6.375% | 12/1/2015 | 1,250 | 1,271 |
Comerica Bank | 5.750% | 11/21/2016 | 4,275 | 4,239 |
Comerica Inc. | 4.800% | 5/1/2015 | 1,500 | 1,379 |
Compass Bank | 6.400% | 10/1/2017 | 1,600 | 1,614 |
Credit Suisse First Boston USA, Inc. | 5.500% | 8/15/2013 | 14,975 | 15,012 |
Credit Suisse First Boston USA, Inc. | 4.875% | 1/15/2015 | 5,550 | 5,302 |
Credit Suisse First Boston USA, Inc. | 5.125% | 8/15/2015 | 8,425 | 8,132 |
Credit Suisse First Boston USA, Inc. | 5.375% | 3/2/2016 | 1,750 | 1,712 |
^ Credit Suisse First Boston USA, Inc. | 5.850% | 8/16/2016 | 3,250 | 3,277 |
2 Credit Suisse First Boston USA, Inc. | 5.860% | 5/15/2049 | 2,900 | 2,743 |
Deutsche Bank Financial LLC | 5.375% | 3/2/2015 | 4,050 | 3,957 |
Deutsche Bank Financial, Inc. | 6.000% | 9/1/2017 | 3,175 | 3,218 |
Fifth Third Bank | 4.750% | 2/1/2015 | 2,800 | 2,636 |
Fifth Third Bank | 5.450% | 1/15/2017 | 3,000 | 2,910 |
2 Fifth Third Cap Trust IV | 6.500% | 4/15/2067 | 1,250 | 1,200 |
First Tennessee Bank | 5.050% | 1/15/2015 | 2,800 | 2,621 |
Golden West Financial Corp. | 4.750% | 10/1/2012 | 2,500 | 2,429 |
3 HBOS Treasury Services PLC | 5.250% | 2/21/2017 | 3,225 | 3,263 |
HSBC Bank USA | 4.625% | 4/1/2014 | 13,500 | 12,597 |
JPMorgan Chase&Co. | 5.375% | 10/1/2012 | 2,325 | 2,328 |
JPMorgan Chase&Co. | 5.750% | 1/2/2013 | 8,375 | 8,427 |
JPMorgan Chase&Co. | 5.375% | 1/15/2014 | 3,050 | 3,032 |
JPMorgan Chase & Co. | 4.875% | 3/15/2014 | 7,100 | 6,810 |
JPMorgan Chase&Co. | 5.125% | 9/15/2014 | 7,790 | 7,558 |
JPMorgan Chase&Co. | 4.750% | 3/1/2015 | 2,500 | 2,342 |
JPMorgan Chase&Co. | 5.250% | 5/1/2015 | 150 | 145 |
JPMorgan Chase&Co. | 5.150% | 10/1/2015 | 9,100 | 8,760 |
JPMorgan Chase&Co. | 5.875% | 6/13/2016 | 1,475 | 1,489 |
JPMorgan Chase&Co. | 6.125% | 6/27/2017 | 4,325 | 4,416 |
Key Bank NA | 5.800% | 7/1/2014 | 3,800 | 3,794 |
Key Bank NA | 4.950% | 9/15/2015 | 1,000 | 943 |
Key Bank NA | 5.450% | 3/3/2016 | 3,025 | 2,932 |
Marshall&Ilsley Bank | 5.250% | 9/4/2012 | 3,000 | 2,985 |
Marshall&Ilsley Bank | 4.850% | 6/16/2015 | 700 | 658 |
MBNA Corp. | 6.125% | 3/1/2013 | 3,375 | 3,501 |
Mellon Bank NA | 4.750% | 12/15/2014 | 3,800 | 3,576 |
National City Bank | 4.625% | 5/1/2013 | 4,500 | 4,233 |
NationsBank Corp. | 7.750% | 8/15/2015 | 1,000 | 1,100 |
3 Northern Rock PLC | 5.625% | 6/22/2017 | 6,325 | 6,299 |
PaineWebber | 7.625% | 12/1/2009 | 3,000 | 3,176 |
Paribas NY | 6.950% | 7/22/2013 | 2,000 | 2,209 |
PNC Funding Corp. | 5.250% | 11/15/2015 | 3,575 | 3,436 |
PNC Funding Corp. | 5.625% | 2/1/2017 | 6,325 | 6,255 |
Royal Bank of Scotland Group PLC | 5.000% | 11/12/2013 | 7,625 | 7,419 |
Royal Bank of Scotland Group PLC | 5.000% | 10/1/2014 | 3,500 | 3,357 |
Royal Bank of Scotland Group PLC | 5.050% | 1/8/2015 | 8,050 | 7,637 |
2 Royal Bank of Scotland Group PLC | 5.512% | 9/29/2049 | 50 | 47 |
Southtrust Corp. | 5.800% | 6/15/2014 | 1,350 | 1,357 |
Sovereign Bank | 5.125% | 3/15/2013 | 3,600 | 3,508 |
State Street Capital Trust | 5.300% | 1/15/2016 | 1,000 | 967 |
State Street Corp. | 5.375% | 4/30/2017 | 825 | 805 |
SunTrust Banks, Inc. | 5.000% | 9/1/2015 | 3,550 | 3,391 |
SunTrust Banks, Inc. | 5.200% | 1/17/2017 | 150 | 140 |
SunTrust Banks, Inc. | 6.000% | 9/11/2017 | 1,700 | 1,722 |
Synovus Financial Corp. | 4.875% | 2/15/2013 | 2,000 | 1,909 |
Synovus Financial Corp. | 5.125% | 6/15/2017 | 750 | 716 |
UBS AG | 5.875% | 7/15/2016 | 4,800 | 5,016 |
UFJ Finance Aruba AEC | 6.750% | 7/15/2013 | 15,350 | 15,808 |
Union Bank of California NA | 5.950% | 5/11/2016 | 4,100 | 4,065 |
UnionBanCal Corp. | 5.250% | 12/16/2013 | 1,200 | 1,183 |
US Bank NA | 6.300% | 2/4/2014 | 2,600 | 2,699 |
US Bank NA | 4.950% | 10/30/2014 | 8,625 | 8,253 |
US Bank NA | 4.800% | 4/15/2015 | 1,000 | 954 |
Wachovia Bank NA | 4.800% | 11/1/2014 | 2,750 | 2,592 |
Wachovia Bank NA | 4.875% | 2/1/2015 | 4,475 | 4,231 |
Wachovia Corp. | 4.875% | 2/15/2014 | 18,800 | 18,049 |
Wachovia Corp. | 5.625% | 10/15/2016 | 10,525 | 10,434 |
Wachovia Corp. | 5.750% | 6/15/2017 | 2,700 | 2,716 |
Washington Mutual Bank | 5.500% | 1/15/2013 | 4,200 | 4,031 |
Washington Mutual Bank | 5.650% | 8/15/2014 | 3,375 | 3,254 |
Washington Mutual Bank | 5.125% | 1/15/2015 | 7,350 | 6,847 |
Washington Mutual, Inc. | 4.625% | 4/1/2014 | 2,000 | 1,827 |
Wells Fargo&Co. | 4.950% | 10/16/2013 | 3,975 | 3,888 |
Wells Fargo&Co. | 4.625% | 4/15/2014 | 6,650 | 6,349 |
Wells Fargo&Co. | 5.000% | 11/15/2014 | 8,475 | 8,199 |
Wells Fargo Bank NA | 4.750% | 2/9/2015 | 4,975 | 4,663 |
Wells Fargo Bank NA | 5.750% | 5/16/2016 | 4,600 | 4,616 |
Zions Bancorp. | 5.650% | 5/15/2014 | 1,200 | 1,182 |
Zions Bancorp. | 5.500% | 11/16/2015 | 6,850 | 6,650 |
Brokerage (4.1%) | ||||
Ameriprise Financial Inc. | 5.650% | 11/15/2015 | 3,450 | 3,378 |
Amvescap PLC | 5.375% | 2/27/2013 | 975 | 945 |
Bear Stearns Co., Inc. | 5.700% | 11/15/2014 | 11,150 | 10,783 |
Bear Stearns Co., Inc. | 5.300% | 10/30/2015 | 1,100 | 1,027 |
Bear Stearns Co., Inc. | 5.550% | 1/22/2017 | 2,525 | 2,390 |
Bear Stearns Co., Inc. | 6.400% | 10/2/2017 | 3,100 | 3,071 |
Goldman Sachs Group, Inc. | 5.250% | 4/1/2013 | 14,875 | 14,421 |
Goldman Sachs Group, Inc. | 4.750% | 7/15/2013 | 13,975 | 13,315 |
Goldman Sachs Group, Inc. | 5.150% | 1/15/2014 | 10,725 | 10,433 |
Goldman Sachs Group, Inc. | 5.000% | 10/1/2014 | 14,075 | 13,351 |
Goldman Sachs Group, Inc. | 5.125% | 1/15/2015 | 9,650 | 9,340 |
Goldman Sachs Group, Inc. | 5.350% | 1/15/2016 | 10,600 | 10,310 |
Goldman Sachs Group, Inc. | 5.625% | 1/15/2017 | 7,225 | 7,029 |
Goldman Sachs Group, Inc. | 6.250% | 9/1/2017 | 10,650 | 10,879 |
Janus Capital Group | 6.700% | 6/15/2017 | 1,700 | 1,708 |
Jefferies Group Inc. | 5.500% | 3/15/2016 | 2,000 | 1,877 |
Lazard Group | 6.850% | 6/15/2017 | 4,525 | 4,437 |
Lehman Brothers Holdings, Inc. | 5.750% | 5/17/2013 | 4,350 | 4,321 |
Lehman Brothers Holdings, Inc. | 6.200% | 9/26/2014 | 9,225 | 9,304 |
Lehman Brothers Holdings, Inc. | 8.800% | 3/1/2015 | 1,000 | 1,139 |
Lehman Brothers Holdings, Inc. | 5.500% | 4/4/2016 | 3,425 | 3,313 |
Lehman Brothers Holdings, Inc. | 5.750% | 1/3/2017 | 11,375 | 10,934 |
Lehman Brothers Holdings, Inc. | 6.500% | 7/19/2017 | 7,625 | 7,691 |
Merrill Lynch&Co., Inc. | 5.000% | 2/3/2014 | 8,650 | 8,408 |
Merrill Lynch&Co., Inc. | 5.450% | 7/15/2014 | 1,950 | 1,933 |
Merrill Lynch&Co., Inc. | 5.000% | 1/15/2015 | 14,325 | 13,808 |
Merrill Lynch&Co., Inc. | 5.300% | 9/30/2015 | 2,775 | 2,691 |
Merrill Lynch&Co., Inc. | 6.050% | 5/16/2016 | 6,450 | 6,459 |
Merrill Lynch&Co., Inc. | 5.700% | 5/2/2017 | 4,650 | 4,573 |
Merrill Lynch&Co., Inc. | 6.400% | 8/28/2017 | 10,250 | 10,569 |
Morgan Stanley Dean Witter | 5.300% | 3/1/2013 | 25,500 | 25,217 |
Morgan Stanley Dean Witter | 4.750% | 4/1/2014 | 13,700 | 12,932 |
Morgan Stanley Dean Witter | 5.375% | 10/15/2015 | 7,050 | 6,913 |
Morgan Stanley Dean Witter | 5.750% | 10/18/2016 | 6,400 | 6,334 |
Morgan Stanley Dean Witter | 5.450% | 1/9/2017 | 9,500 | 9,185 |
Morgan Stanley Dean Witter | 5.550% | 4/27/2017 | 7,550 | 7,338 |
Morgan Stanley Dean Witter | 6.250% | 8/28/2017 | 3,300 | 3,322 |
Finance Companies (3.4%) | ||||
American Express Bank, FSB | 6.000% | 9/13/2017 | 3,325 | 3,257 |
American Express Centurion Bank | 6.000% | 9/13/2017 | 4,125 | 4,116 |
American Express Co. | 4.875% | 7/15/2013 | 5,800 | 5,628 |
American Express Co. | 5.500% | 9/12/2016 | 1,400 | 1,352 |
American Express Co. | 6.150% | 8/28/2017 | 9,325 | 9,429 |
2 American Express Co. | 6.800% | 9/1/2066 | 2,025 | 2,082 |
American Express Credit Corp. | 5.300% | 12/2/2015 | 2,000 | 1,943 |
American General Finance Corp. | 5.850% | 6/1/2013 | 7,450 | 7,404 |
American General Finance Corp. | 5.750% | 9/15/2016 | 5,725 | 5,482 |
BlackRock, Inc. | 6.250% | 9/15/2017 | 2,950 | 2,952 |
Capital One Bank | 6.500% | 6/13/2013 | 3,775 | 3,850 |
Capital One Bank | 5.125% | 2/15/2014 | 1,375 | 1,305 |
Capital One Financial | 5.500% | 6/1/2015 | 3,750 | 3,596 |
Capital One Financial | 6.150% | 9/1/2016 | 4,325 | 4,151 |
Capital One Financial | 6.750% | 9/15/2017 | 900 | 921 |
3 Capmark Financial Group | 6.300% | 5/10/2017 | 1,625 | 1,420 |
CIT Group Co. of Canada | 5.200% | 6/1/2015 | 5,775 | 5,266 |
CIT Group, Inc. | 5.400% | 3/7/2013 | 2,150 | 2,022 |
CIT Group, Inc. | 5.000% | 2/13/2014 | 875 | 796 |
CIT Group, Inc. | 5.125% | 9/30/2014 | 4,525 | 4,125 |
CIT Group, Inc. | 5.000% | 2/1/2015 | 3,400 | 3,055 |
CIT Group, Inc. | 5.400% | 1/30/2016 | 2,250 | 2,048 |
CIT Group, Inc. | 5.850% | 9/15/2016 | 2,750 | 2,598 |
CIT Group, Inc. | 5.650% | 2/13/2017 | 3,150 | 2,927 |
2 CIT Group, Inc. | 6.100% | 3/15/2067 | 3,200 | 2,657 |
Countrywide Financial Corp. | 6.250% | 5/15/2016 | 4,875 | 4,351 |
General Electric Capital Corp. | 5.450% | 1/15/2013 | 4,000 | 4,043 |
General Electric Capital Corp. | 5.650% | 6/9/2014 | 10,875 | 10,983 |
General Electric Capital Corp. | 4.875% | 3/4/2015 | 5,000 | 4,821 |
General Electric Capital Corp. | 5.000% | 1/8/2016 | 5,000 | 4,826 |
General Electric Capital Corp. | 5.375% | 10/20/2016 | 925 | 914 |
General Electric Capital Corp. | 5.400% | 2/15/2017 | 18,750 | 18,520 |
General Electric Capital Corp. | 5.625% | 9/15/2017 | 12,900 | 12,906 |
2 HSBC Finance Capital Trust IX | 5.911% | 11/30/2035 | 2,425 | 2,324 |
HSBC Finance Corp. | 6.375% | 11/27/2012 | 7,150 | 7,402 |
HSBC Finance Corp. | 4.750% | 7/15/2013 | 8,575 | 8,167 |
HSBC Finance Corp. | 5.250% | 1/15/2014 | 2,550 | 2,481 |
HSBC Finance Corp. | 5.250% | 4/15/2015 | 4,425 | 4,252 |
HSBC Finance Corp. | 5.000% | 6/30/2015 | 14,725 | 13,893 |
HSBC Finance Corp. | 5.500% | 1/19/2016 | 3,500 | 3,405 |
International Lease Finance Corp. | 5.000% | 9/15/2012 | 8,725 | 8,509 |
International Lease Finance Corp. | 5.625% | 9/20/2013 | 1,400 | 1,386 |
International Lease Finance Corp. | 5.650% | 6/1/2014 | 5,100 | 5,022 |
iStar Financial Inc. | 5.950% | 10/15/2013 | 3,175 | 2,979 |
iStar Financial Inc. | 5.875% | 3/15/2016 | 5,475 | 4,869 |
iStar Financial Inc. | 5.850% | 3/15/2017 | 1,100 | 977 |
PHH Corp. | 7.125% | 3/1/2013 | 2,050 | 2,110 |
SLM Corp. | 5.375% | 1/15/2013 | 7,725 | 7,003 |
SLM Corp. | 5.000% | 10/1/2013 | 4,500 | 3,965 |
SLM Corp. | 5.375% | 5/15/2014 | 4,750 | 4,179 |
SLM Corp. | 5.050% | 11/14/2014 | 1,400 | 1,204 |
Insurance (2.8%) | ||||
ACE INA Holdings, Inc. | 5.875% | 6/15/2014 | 2,000 | 2,005 |
ACE INA Holdings, Inc. | 5.700% | 2/15/2017 | 1,950 | 1,925 |
AEGON NV | 4.750% | 6/1/2013 | 3,475 | 3,320 |
Aetna, Inc. | 6.000% | 6/15/2016 | 3,850 | 3,876 |
Allied World Assurance | 7.500% | 8/1/2016 | 3,275 | 3,419 |
Allstate Corp. | 5.000% | 8/15/2014 | 1,675 | 1,600 |
2 Allstate Corp. | 6.125% | 5/15/2037 | 2,125 | 2,084 |
American International Group, Inc. | 4.250% | 5/15/2013 | 5,000 | 4,720 |
American International Group, Inc. | 5.050% | 10/1/2015 | 8,275 | 7,944 |
American International Group, Inc. | 5.600% | 10/18/2016 | 875 | 858 |
American International Group, Inc. | 5.450% | 5/18/2017 | 4,200 | 4,108 |
Aspen Insurance Holdings Ltd. | 6.000% | 8/15/2014 | 1,100 | 1,095 |
Assurant, Inc. | 5.625% | 2/15/2014 | 2,825 | 2,736 |
Axis Capital Holdings | 5.750% | 12/1/2014 | 1,800 | 1,822 |
Berkshire Hathaway Finance Corp. | 4.625% | 10/15/2013 | 4,450 | 4,314 |
Berkshire Hathaway Finance Corp. | 5.100% | 7/15/2014 | 1,850 | 1,812 |
Berkshire Hathaway Finance Corp. | 4.850% | 1/15/2015 | 6,800 | 6,557 |
2 Chubb Corp. | 6.375% | 3/29/2037 | 3,725 | 3,703 |
CNA Financial Corp. | 5.850% | 12/15/2014 | 2,100 | 2,072 |
CNA Financial Corp. | 6.500% | 8/15/2016 | 3,400 | 3,450 |
Commerce Group, Inc. | 5.950% | 12/9/2013 | 900 | 889 |
Coventry Health Care Inc. | 6.300% | 8/15/2014 | 1,000 | 1,000 |
Coventry Health Care Inc. | 5.950% | 3/15/2017 | 3,000 | 2,906 |
2 Everest Reinsurance Holdings, Inc. | 6.600% | 5/15/2067 | 1,450 | 1,363 |
Fund American Cos., Inc. | 5.875% | 5/15/2013 | 2,100 | 2,079 |
Genworth Financial, Inc. | 5.750% | 6/15/2014 | 4,250 | 4,255 |
Genworth Financial, Inc. | 4.950% | 10/1/2015 | 1,450 | 1,365 |
2 Genworth Financial, Inc. | 6.150% | 11/15/2066 | 1,700 | 1,595 |
Hartford Financial Services Group, Inc. | 4.625% | 7/15/2013 | 1,200 | 1,153 |
Hartford Financial Services Group, Inc. | 5.500% | 10/15/2016 | 1,975 | 1,937 |
Hartford Financial Services Group, Inc. | 5.375% | 3/15/2017 | 2,200 | 2,120 |
Humana Inc. | 6.450% | 6/1/2016 | 2,625 | 2,663 |
2 ING Capital Funding Trust III | 5.775% | 12/8/2049 | 3,800 | 3,597 |
Jefferson Pilot Corp. | 4.750% | 1/30/2014 | 4,000 | 3,744 |
2 Lincoln National Corp. | 6.050% | 4/20/2067 | 2,925 | 2,816 |
Loews Corp. | 5.250% | 3/15/2016 | 500 | 477 |
Marsh&McLennan Cos., Inc. | 4.850% | 2/15/2013 | 2,000 | 1,923 |
Marsh&McLennan Cos., Inc. | 5.375% | 7/15/2014 | 1,500 | 1,454 |
Marsh&McLennan Cos., Inc. | 5.750% | 9/15/2015 | 5,550 | 5,457 |
MetLife, Inc. | 5.375% | 12/15/2012 | 3,000 | 3,016 |
MetLife, Inc. | 5.000% | 11/24/2013 | 2,325 | 2,250 |
MetLife, Inc. | 5.500% | 6/15/2014 | 1,075 | 1,069 |
MetLife, Inc. | 5.000% | 6/15/2015 | 3,125 | 2,981 |
Principal Life Income Funding | 5.100% | 4/15/2014 | 4,250 | 4,128 |
2 Progressive Corp. | 6.700% | 6/15/2037 | 4,225 | 4,142 |
Prudential Financial, Inc. | 4.500% | 7/15/2013 | 4,500 | 4,282 |
Prudential Financial, Inc. | 4.750% | 4/1/2014 | 1,750 | 1,667 |
Prudential Financial, Inc. | 5.100% | 9/20/2014 | 5,675 | 5,488 |
Prudential Financial, Inc. | 5.500% | 3/15/2016 | 575 | 559 |
Prudential Financial, Inc. | 6.100% | 6/15/2017 | 1,750 | 1,779 |
St. Paul Travelers Cos., Inc. | 5.500% | 12/1/2015 | 1,350 | 1,321 |
St. Paul Travelers Cos., Inc. | 6.250% | 6/20/2016 | 2,025 | 2,069 |
Torchmark Corp. | 6.375% | 6/15/2016 | 1,750 | 1,784 |
Transatlantic Holdings | 5.750% | 12/14/2015 | 4,000 | 3,926 |
2 Travelers Cos. Inc. | 6.250% | 3/15/2037 | 3,950 | 3,806 |
Travelers Property Casualty Corp. | 5.000% | 3/15/2013 | 2,500 | 2,450 |
UnitedHealth Group, Inc. | 5.000% | 8/15/2014 | 5,400 | 5,164 |
UnitedHealth Group, Inc. | 4.875% | 3/15/2015 | 3,825 | 3,622 |
3 UnitedHealth Group, Inc. | 6.000% | 6/15/2017 | 2,100 | 2,122 |
WellPoint Inc. | 5.000% | 12/15/2014 | 4,550 | 4,341 |
WellPoint Inc. | 5.250% | 1/15/2016 | 3,900 | 3,728 |
WellPoint Inc. | 5.875% | 6/15/2017 | 2,500 | 2,472 |
Willis North America Inc. | 5.625% | 7/15/2015 | 2,750 | 2,640 |
Willis North America Inc. | 6.200% | 3/28/2017 | 1,625 | 1,610 |
XL Capital Ltd. | 5.250% | 9/15/2014 | 4,025 | 3,887 |
2 XL Capital Ltd. | 6.500% | 12/15/2049 | 2,950 | 2,639 |
Real Estate Investment Trusts (1.4%) | ||||
Archstone-Smith Operating Trust | 5.625% | 8/15/2014 | 1,500 | 1,483 |
Archstone-Smith Operating Trust | 5.250% | 5/1/2015 | 4,925 | 4,752 |
Arden Realty LP | 5.250% | 3/1/2015 | 1,250 | 1,210 |
AvalonBay Communities, Inc. | 6.125% | 11/1/2012 | 1,000 | 1,023 |
AvalonBay Communities, Inc. | 5.750% | 9/15/2016 | 1,750 | 1,702 |
Boston Properties, Inc. | 6.250% | 1/15/2013 | 5,225 | 5,371 |
Boston Properties, Inc. | 5.625% | 4/15/2015 | 1,700 | 1,659 |
Brandywine Operating Partnership | 5.400% | 11/1/2014 | 2,250 | 2,141 |
Camden Property Trust | 5.700% | 5/15/2017 | 2,300 | 2,237 |
Colonial Realty LP | 5.500% | 10/1/2015 | 1,800 | 1,715 |
Developers Diversified Realty Corp. | 5.375% | 10/15/2012 | 1,875 | 1,830 |
Duke Realty LP | 5.950% | 2/15/2017 | 750 | 722 |
ERP Operating LP | 5.500% | 10/1/2012 | 750 | 737 |
ERP Operating LP | 5.200% | 4/1/2013 | 1,000 | 966 |
ERP Operating LP | 5.250% | 9/15/2014 | 4,025 | 3,784 |
ERP Operating LP | 5.125% | 3/15/2016 | 5,000 | 4,626 |
ERP Operating LP | 5.375% | 8/1/2016 | 475 | 443 |
ERP Operating LP | 5.750% | 6/15/2017 | 1,675 | 1,602 |
Health Care Property Investors, Inc. | 5.650% | 12/15/2013 | 2,250 | 2,156 |
Health Care Property Investors, Inc. | 6.300% | 9/15/2016 | 275 | 269 |
Health Care Property Investors, Inc. | 6.000% | 1/30/2017 | 3,750 | 3,588 |
Health Care REIT, Inc. | 6.000% | 11/15/2013 | 4,725 | 4,706 |
Health Care REIT, Inc. | 6.200% | 6/1/2016 | 925 | 890 |
HealthCare Realty Trust | 5.125% | 4/1/2014 | 2,925 | 2,692 |
Hospitality Properties | 5.125% | 2/15/2015 | 2,200 | 2,009 |
Hospitality Properties | 5.625% | 3/15/2017 | 2,500 | 2,309 |
HRPT Properties Trust | 6.250% | 8/15/2016 | 5,150 | 5,037 |
Kimco Realty Corp. | 5.783% | 3/15/2016 | 1,350 | 1,307 |
Liberty Property LP | 5.125% | 3/2/2015 | 4,450 | 4,112 |
National Retail Properties | 6.875% | 10/15/2017 | 1,875 | 1,863 |
ProLogis | 5.500% | 3/1/2013 | 2,000 | 1,965 |
ProLogis | 5.625% | 11/15/2015 | 2,800 | 2,705 |
ProLogis | 5.750% | 4/1/2016 | 3,000 | 2,926 |
ProLogis | 5.625% | 11/15/2016 | 1,925 | 1,858 |
Regency Centers LP | 5.250% | 8/1/2015 | 1,000 | 931 |
Simon Property Group Inc. | 5.625% | 8/15/2014 | 2,350 | 2,287 |
Simon Property Group Inc. | 5.100% | 6/15/2015 | 1,800 | 1,688 |
Simon Property Group Inc. | 5.750% | 12/1/2015 | 4,600 | 4,475 |
Simon Property Group Inc. | 6.100% | 5/1/2016 | 1,800 | 1,796 |
Simon Property Group Inc. | 5.250% | 12/1/2016 | 5,950 | 5,571 |
Tanger Factory Outlet Centers, Inc. | 6.150% | 11/15/2015 | 1,725 | 1,690 |
Other (0.0%) | ||||
XTRA Finance Corp. | 5.150% | 4/1/2017 | 1,600 | 1,576 |
|
||||
1,264,546 | ||||
|
||||
Industrial (17.2%) | ||||
Basic Industry (1.3%) | ||||
Alcan, Inc. | 4.875% | 9/15/2012 | 1,000 | 980 |
Alcan, Inc. | 4.500% | 5/15/2013 | 2,825 | 2,685 |
Alcan, Inc. | 5.200% | 1/15/2014 | 1,500 | 1,462 |
Alcan, Inc. | 5.000% | 6/1/2015 | 1,575 | 1,495 |
Alcoa, Inc. | 5.375% | 1/15/2013 | 2,000 | 1,969 |
Alcoa, Inc. | 5.550% | 2/1/2017 | 1,900 | 1,834 |
Barrick Gold Finance Inc. | 4.875% | 11/15/2014 | 2,050 | 1,951 |
BHP Billiton Finance | 4.800% | 4/15/2013 | 6,775 | 6,543 |
BHP Billiton Finance | 5.250% | 12/15/2015 | 2,725 | 2,644 |
BHP Finance USA Ltd. | 5.400% | 3/29/2017 | 2,300 | 2,245 |
Celulosa Arauco Constitution SA | 5.125% | 7/9/2013 | 1,500 | 1,455 |
Celulosa Arauco Constitution SA | 5.625% | 4/20/2015 | 5,150 | 5,008 |
Commercial Metals Co. | 6.500% | 7/15/2017 | 1,650 | 1,705 |
Dow Chemical Co. | 6.000% | 10/1/2012 | 3,575 | 3,676 |
E.I. du Pont de Nemours&Co. | 4.750% | 11/15/2012 | 2,500 | 2,443 |
E.I. du Pont de Nemours&Co. | 4.125% | 3/6/2013 | 1,500 | 1,415 |
E.I. du Pont de Nemours&Co. | 5.250% | 12/15/2016 | 2,175 | 2,104 |
ICI Wilmington | 5.625% | 12/1/2013 | 1,600 | 1,614 |
Inco Ltd. | 5.700% | 10/15/2015 | 1,675 | 1,635 |
International Paper Co. | 5.850% | 10/30/2012 | 888 | 896 |
International Paper Co. | 5.300% | 4/1/2015 | 175 | 169 |
International Paper Co. | 5.250% | 4/1/2016 | 2,950 | 2,771 |
International Steel Group, Inc. | 6.500% | 4/15/2014 | 5,000 | 4,988 |
Lubrizol Corp. | 5.500% | 10/1/2014 | 2,575 | 2,484 |
Noranda, Inc. | 6.000% | 10/15/2015 | 2,025 | 2,020 |
Plum Creek Timber Co. | 5.875% | 11/15/2015 | 1,650 | 1,609 |
Potash Corp. of Saskatchewan | 4.875% | 3/1/2013 | 2,975 | 2,878 |
Praxair, Inc. | 3.950% | 6/1/2013 | 2,500 | 2,321 |
Praxair, Inc. | 5.375% | 11/1/2016 | 700 | 685 |
Praxair, Inc. | 5.200% | 3/15/2017 | 1,500 | 1,445 |
Reliance Steel&Aluminum | 6.200% | 11/15/2016 | 650 | 642 |
Rohm&Haas Co. | 5.600% | 3/15/2013 | 800 | 801 |
Rohm&Haas Co. | 6.000% | 9/15/2017 | 2,050 | 2,053 |
Temple Inland Inc. | 6.625% | 1/15/2016 | 1,500 | 1,470 |
US Steel Corp. | 5.650% | 6/1/2013 | 900 | 879 |
US Steel Corp. | 6.050% | 6/1/2017 | 1,500 | 1,418 |
Vale Overseas Ltd. | 6.250% | 1/11/2016 | 5,825 | 5,883 |
Vale Overseas Ltd. | 6.250% | 1/23/2017 | 2,575 | 2,610 |
WMC Finance USA | 5.125% | 5/15/2013 | 1,600 | 1,577 |
Capital Goods (1.8%) | ||||
2,3 BAE Systems Asset Trust | 7.156% | 12/15/2011 | 468 | 490 |
Boeing Capital Corp. | 5.800% | 1/15/2013 | 2,250 | 2,302 |
Boeing Co. | 5.125% | 2/15/2013 | 4,575 | 4,542 |
Brascan Corp. | 7.125% | 6/15/2012 | 1,000 | 1,067 |
Caterpillar Financial Services Corp. | 4.750% | 2/17/2015 | 7,625 | 7,247 |
Caterpillar Financial Services Corp. | 4.625% | 6/1/2015 | 1,200 | 1,130 |
CRH America Inc. | 5.300% | 10/15/2013 | 2,075 | 1,994 |
CRH America Inc. | 6.000% | 9/30/2016 | 6,125 | 5,948 |
Deere&Co. | 6.950% | 4/25/2014 | 6,230 | 6,776 |
Embraer Overseas Ltd. | 6.375% | 1/24/2017 | 700 | 681 |
Emerson Electric Co. | 4.625% | 10/15/2012 | 7,000 | 6,830 |
General Dynamics Corp. | 4.250% | 5/15/2013 | 6,850 | 6,451 |
General Electric Co. | 5.000% | 2/1/2013 | 23,650 | 23,477 |
Hanson PLC | 5.250% | 3/15/2013 | 3,775 | 3,640 |
Hanson PLC | 6.125% | 8/15/2016 | 1,000 | 973 |
Honeywell International, Inc. | 5.400% | 3/15/2016 | 1,825 | 1,812 |
Honeywell International, Inc. | 5.300% | 3/15/2017 | 1,000 | 975 |
John Deere Capital Corp. | 5.500% | 4/13/2017 | 2,300 | 2,283 |
Joy Global, Inc. | 6.000% | 11/15/2016 | 1,275 | 1,269 |
Lafarge SA | 6.500% | 7/15/2016 | 5,800 | 5,885 |
Lockheed Martin Corp. | 7.650% | 5/1/2016 | 3,000 | 3,362 |
Masco Corp. | 4.800% | 6/15/2015 | 4,875 | 4,409 |
Masco Corp. | 6.125% | 10/3/2016 | 3,675 | 3,609 |
Mohawk Industries Inc. | 6.125% | 1/15/2016 | 6,275 | 6,273 |
Northrop Grumman Corp. | 7.750% | 3/1/2016 | 2,900 | 3,295 |
Owens Corning, Inc. | 6.500% | 12/1/2016 | 2,600 | 2,515 |
Raytheon Co. | 5.500% | 11/15/2012 | 1,250 | 1,258 |
Raytheon Co. | 5.375% | 4/1/2013 | 725 | 716 |
Tyco International Group SA | 6.000% | 11/15/2013 | 4,800 | 4,876 |
United Technologies Corp. | 4.875% | 5/1/2015 | 6,425 | 6,171 |
Waste Management, Inc. | 6.375% | 11/15/2012 | 1,000 | 1,035 |
Waste Management, Inc. | 5.000% | 3/15/2014 | 625 | 596 |
Communication (4.4%) | ||||
America Movil SA de C.V. | 5.500% | 3/1/2014 | 5,650 | 5,565 |
America Movil SA de C.V. | 5.750% | 1/15/2015 | 1,525 | 1,521 |
AT&T Inc. | 5.100% | 9/15/2014 | 20,475 | 19,859 |
AT&T Inc. | 5.625% | 6/15/2016 | 5,650 | 5,617 |
BellSouth Corp. | 4.750% | 11/15/2012 | 5,450 | 5,313 |
BellSouth Corp. | 5.200% | 9/15/2014 | 200 | 193 |
BellSouth Corp. | 5.200% | 12/15/2016 | 350 | 338 |
CenturyTel, Inc. | 5.000% | 2/15/2015 | 1,000 | 934 |
CenturyTel, Inc. | 6.000% | 4/1/2017 | 2,475 | 2,444 |
Comcast Cable Communications Holdings Inc. | 8.375% | 3/15/2013 | 8,485 | 9,524 |
Comcast Cable Communications, Inc. | 8.875% | 5/1/2017 | 1,700 | 2,017 |
Comcast Corp. | 5.300% | 1/15/2014 | 11,765 | 11,435 |
Comcast Corp. | 6.500% | 1/15/2015 | 3,825 | 3,943 |
Comcast Corp. | 5.850% | 11/15/2015 | 2,300 | 2,290 |
Comcast Corp. | 5.900% | 3/15/2016 | 5,900 | 5,866 |
Comcast Corp. | 4.950% | 6/15/2016 | 2,175 | 2,018 |
Comcast Corp. | 6.500% | 1/15/2017 | 1,575 | 1,628 |
Cox Communications, Inc. | 7.125% | 10/1/2012 | 2,000 | 2,118 |
Cox Communications, Inc. | 4.625% | 6/1/2013 | 4,000 | 3,769 |
Cox Communications, Inc. | 5.450% | 12/15/2014 | 10,225 | 9,912 |
Cox Communications, Inc. | 5.500% | 10/1/2015 | 1,250 | 1,209 |
Deutsche Telekom International Finance | 5.250% | 7/22/2013 | 7,600 | 7,485 |
Deutsche Telekom International Finance | 5.750% | 3/23/2016 | 2,725 | 2,698 |
Embarq Corp. | 7.082% | 6/1/2016 | 12,675 | 13,132 |
IAC/InteractiveCorp | 7.000% | 1/15/2013 | 2,175 | 2,248 |
News America Holdings, Inc. | 9.250% | 2/1/2013 | 1,325 | 1,534 |
News America Inc. | 5.300% | 12/15/2014 | 8,350 | 8,165 |
Nextel Communications | 6.875% | 10/31/2013 | 6,000 | 6,045 |
Nextel Communications | 5.950% | 3/15/2014 | 6,300 | 6,018 |
Nextel Communications | 7.375% | 8/1/2015 | 9,400 | 9,558 |
Omnicom Group Inc. | 5.900% | 4/15/2016 | 6,400 | 6,346 |
Qwest Communications International Inc. | 7.500% | 10/1/2014 | 3,125 | 3,254 |
3 Qwest Communications International Inc. | 6.500% | 6/1/2017 | 3,125 | 3,063 |
R.R. Donnelley&Sons Co. | 4.950% | 4/1/2014 | 2,550 | 2,399 |
R.R. Donnelley&Sons Co. | 5.500% | 5/15/2015 | 2,365 | 2,282 |
R.R. Donnelley&Sons Co. | 6.125% | 1/15/2017 | 1,750 | 1,742 |
Rogers Cable Inc. | 5.500% | 3/15/2014 | 5,000 | 4,794 |
Rogers Wireless Inc. | 6.375% | 3/1/2014 | 8,000 | 8,060 |
Sprint Nextel Corp. | 6.000% | 12/1/2016 | 6,500 | 6,248 |
TCI Communications, Inc. | 8.750% | 8/1/2015 | 3,895 | 4,483 |
Telecom Italia Capital | 5.250% | 11/15/2013 | 2,875 | 2,805 |
Telecom Italia Capital | 4.950% | 9/30/2014 | 13,225 | 12,486 |
Telecom Italia Capital | 5.250% | 10/1/2015 | 2,850 | 2,706 |
Tele-Communications, Inc. | 7.875% | 8/1/2013 | 5,401 | 5,926 |
Telefonica Emisiones SAU | 5.855% | 2/4/2013 | 2,100 | 2,132 |
Telefonica Emisiones SAU | 6.421% | 6/20/2016 | 7,300 | 7,511 |
Telefonica Emisiones SAU | 6.221% | 7/3/2017 | 2,950 | 3,004 |
Telefonos de Mexico SA | 5.500% | 1/27/2015 | 4,500 | 4,382 |
Time Warner Entertainment | 8.875% | 10/1/2012 | 2,500 | 2,849 |
3 Time Warner, Inc. | 5.850% | 5/1/2017 | 9,400 | 9,152 |
Verizon Communications Corp. | 5.550% | 2/15/2016 | 12,150 | 12,014 |
Verizon Florida, Inc. | 6.125% | 1/15/2013 | 1,500 | 1,517 |
Verizon Global Funding Corp. | 7.375% | 9/1/2012 | 2,800 | 3,047 |
Verizon Global Funding Corp. | 4.900% | 9/15/2015 | 2,000 | 1,898 |
Verizon Virginia, Inc. | 4.625% | 3/15/2013 | 4,300 | 4,094 |
Vodafone Group PLC | 5.000% | 12/16/2013 | 900 | 868 |
Vodafone Group PLC | 5.375% | 1/30/2015 | 8,475 | 8,248 |
Vodafone Group PLC | 5.000% | 9/15/2015 | 2,900 | 2,749 |
Vodafone Group PLC | 5.750% | 3/15/2016 | 3,700 | 3,644 |
Vodafone Group PLC | 5.625% | 2/27/2017 | 3,000 | 2,918 |
WPP Finance USA Corp. | 5.875% | 6/15/2014 | 2,150 | 2,187 |
Consumer Cyclical (2.6%) | ||||
Brinker International | 5.750% | 6/1/2014 | 1,700 | 1,628 |
Centex Corp. | 5.450% | 8/15/2012 | 1,125 | 1,006 |
Centex Corp. | 5.125% | 10/1/2013 | 3,300 | 2,858 |
Centex Corp. | 5.700% | 5/15/2014 | 1,000 | 871 |
Centex Corp. | 6.500% | 5/1/2016 | 2,900 | 2,620 |
Costco Wholesale Corp. | 5.500% | 3/15/2017 | 5,950 | 5,818 |
CVS Corp. | 4.875% | 9/15/2014 | 1,675 | 1,581 |
CVS Corp. | 6.125% | 8/15/2016 | 2,600 | 2,599 |
CVS Corp. | 5.750% | 6/1/2017 | 6,075 | 5,943 |
D.R. Horton, Inc. | 5.625% | 9/15/2014 | 1,000 | 841 |
D.R. Horton, Inc. | 5.250% | 2/15/2015 | 4,000 | 3,246 |
D.R. Horton, Inc. | 5.625% | 1/15/2016 | 750 | 617 |
D.R. Horton, Inc. | 6.500% | 4/15/2016 | 2,925 | 2,546 |
DaimlerChrysler North America Holding Corp. | 6.500% | 11/15/2013 | 10,575 | 10,987 |
Federated Retail Holding | 5.900% | 12/1/2016 | 4,275 | 4,091 |
Home Depot Inc. | 5.250% | 12/16/2013 | 4,450 | 4,255 |
Home Depot Inc. | 5.400% | 3/1/2016 | 12,300 | 11,525 |
ITT Corp. | 7.375% | 11/15/2015 | 3,150 | 3,260 |
J.C. Penney Co., Inc. | 7.950% | 4/1/2017 | 1,650 | 1,796 |
Johnson Controls, Inc. | 4.875% | 9/15/2013 | 1,000 | 980 |
Johnson Controls, Inc. | 5.500% | 1/15/2016 | 3,000 | 2,932 |
Lennar Corp. | 5.950% | 3/1/2013 | 3,100 | 2,766 |
Lennar Corp. | 5.600% | 5/31/2015 | 3,375 | 2,861 |
Limited Brands Inc. | 5.250% | 11/1/2014 | 3,100 | 2,857 |
Limited Brands Inc. | 6.900% | 7/15/2017 | 2,000 | 2,003 |
Lowe's Cos., Inc. | 5.000% | 10/15/2015 | 4,275 | 4,024 |
Lowe's Cos., Inc. | 5.400% | 10/15/2016 | 2,000 | 1,932 |
Lowe's Cos., Inc. | 6.100% | 9/15/2017 | 600 | 605 |
Marriott International | 6.200% | 6/15/2016 | 2,600 | 2,598 |
Marriott International | 6.375% | 6/15/2017 | 2,450 | 2,461 |
May Department Stores Co. | 5.750% | 7/15/2014 | 3,600 | 3,477 |
McDonald's Corp. | 5.300% | 3/15/2017 | 750 | 728 |
MDC Holdings Inc. | 5.500% | 5/15/2013 | 3,625 | 3,439 |
Pulte Homes, Inc. | 6.250% | 2/15/2013 | 1,000 | 886 |
Pulte Homes, Inc. | 5.250% | 1/15/2014 | 2,750 | 2,277 |
Pulte Homes, Inc. | 5.200% | 2/15/2015 | 550 | 451 |
Starwood Hotel Resorts | 6.250% | 2/15/2013 | 1,900 | 1,895 |
Target Corp. | 4.000% | 6/15/2013 | 6,020 | 5,575 |
Target Corp. | 5.875% | 7/15/2016 | 5,175 | 5,194 |
The Walt Disney Co. | 5.625% | 9/15/2016 | 5,375 | 5,366 |
The Walt Disney Co. | 6.000% | 7/17/2017 | 2,025 | 2,078 |
Time Warner, Inc. | 9.125% | 1/15/2013 | 3,700 | 4,244 |
Time Warner, Inc. | 5.875% | 11/15/2016 | 7,850 | 7,664 |
Toll Brothers, Inc. | 6.875% | 11/15/2012 | 1,500 | 1,452 |
Toll Brothers, Inc. | 5.950% | 9/15/2013 | 1,000 | 919 |
Toll Brothers, Inc. | 5.150% | 5/15/2015 | 2,150 | 1,863 |
Viacom Inc. | 6.250% | 4/30/2016 | 6,800 | 6,814 |
Wal-Mart Stores, Inc. | 4.550% | 5/1/2013 | 3,750 | 3,642 |
Wal-Mart Stores, Inc. | 7.250% | 6/1/2013 | 2,300 | 2,473 |
Wal-Mart Stores, Inc. | 4.500% | 7/1/2015 | 7,025 | 6,532 |
Wal-Mart Stores, Inc. | 5.375% | 4/5/2017 | 4,900 | 4,809 |
Western Union Co. | 5.930% | 10/1/2016 | 3,800 | 3,736 |
Wyndham Worldwide | 6.000% | 12/1/2016 | 1,900 | 1,838 |
Yum! Brands, Inc. | 6.250% | 4/15/2016 | 2,525 | 2,524 |
Consumer Noncyclical (3.9%) | ||||
Abbott Laboratories | 4.350% | 3/15/2014 | 4,350 | 4,053 |
Abbott Laboratories | 5.875% | 5/15/2016 | 7,300 | 7,426 |
Allergan Inc. | 5.750% | 4/1/2016 | 3,300 | 3,292 |
Altria Group, Inc. | 7.000% | 11/4/2013 | 5,250 | 5,715 |
AmerisourceBergen Corp. | 5.625% | 9/15/2012 | 1,475 | 1,464 |
AmerisourceBergen Corp. | 5.875% | 9/15/2015 | 4,425 | 4,344 |
Amgen Inc. | 4.850% | 11/18/2014 | 4,125 | 3,885 |
3 Amgen Inc. | 5.850% | 6/1/2017 | 3,775 | 3,726 |
Anheuser-Busch Cos., Inc. | 4.375% | 1/15/2013 | 3,275 | 3,113 |
Anheuser-Busch Cos., Inc. | 5.600% | 3/1/2017 | 1,725 | 1,703 |
AstraZeneca PLC | 5.400% | 6/1/2014 | 3,050 | 3,030 |
AstraZeneca PLC | 5.900% | 9/15/2017 | 9,625 | 9,814 |
Baxter International, Inc. | 4.625% | 3/15/2015 | 3,150 | 2,940 |
Baxter International, Inc. | 5.900% | 9/1/2016 | 2,600 | 2,620 |
Bottling Group LLC | 4.625% | 11/15/2012 | 6,000 | 5,884 |
Bottling Group LLC | 5.000% | 11/15/2013 | 1,500 | 1,462 |
Bottling Group LLC | 5.500% | 4/1/2016 | 4,525 | 4,501 |
Bunge Ltd. Finance Corp. | 5.350% | 4/15/2014 | 2,900 | 2,780 |
Bunge Ltd. Finance Corp. | 5.100% | 7/15/2015 | 1,925 | 1,792 |
Cardinal Health, Inc. | 4.000% | 6/15/2015 | 2,200 | 1,949 |
3 Cardinal Health, Inc. | 6.300% | 10/15/2016 | 1,250 | 1,239 |
3 Cardinal Health, Inc. | 6.000% | 6/15/2017 | 900 | 901 |
Cia. Brasil de Bebidas AmBev | 8.750% | 9/15/2013 | 2,800 | 3,210 |
Clorox Co. | 5.000% | 1/15/2015 | 3,700 | 3,526 |
Coca-Cola HBC Finance | 5.125% | 9/17/2013 | 2,400 | 2,337 |
Diageo Capital PLC | 5.500% | 9/30/2016 | 6,300 | 6,093 |
Diageo Finance BV | 5.300% | 10/28/2015 | 2,675 | 2,593 |
Eli Lilly&Co. | 5.200% | 3/15/2017 | 4,925 | 4,789 |
Fisher Scientific International Inc. | 6.125% | 7/1/2015 | 4,000 | 3,870 |
Fortune Brands Inc. | 5.375% | 1/15/2016 | 5,550 | 5,264 |
Genentech Inc. | 4.750% | 7/15/2015 | 2,900 | 2,741 |
General Mills, Inc. | 5.650% | 9/10/2012 | 2,200 | 2,219 |
General Mills, Inc. | 5.700% | 2/15/2017 | 5,975 | 5,898 |
GlaxoSmithKline Capital Inc. | 4.375% | 4/15/2014 | 8,075 | 7,574 |
Hasbro Inc. | 6.300% | 9/15/2017 | 2,175 | 2,170 |
Hershey Foods Corp. | 5.450% | 9/1/2016 | 2,100 | 2,038 |
Hospira, Inc. | 5.900% | 6/15/2014 | 675 | 669 |
Hospira, Inc. | 6.050% | 3/30/2017 | 2,000 | 1,965 |
Johnson&Johnson | 3.800% | 5/15/2013 | 3,000 | 2,816 |
Johnson&Johnson | 5.550% | 8/15/2017 | 3,625 | 3,689 |
Kimberly-Clark Corp. | 4.875% | 8/15/2015 | 1,025 | 980 |
Kimberly-Clark Corp. | 6.125% | 8/1/2017 | 7,000 | 7,232 |
Kraft Foods, Inc. | 5.250% | 10/1/2013 | 7,250 | 7,163 |
Kraft Foods, Inc. | 6.500% | 8/11/2017 | 8,250 | 8,541 |
Kroger Co. | 5.500% | 2/1/2013 | 275 | 275 |
Kroger Co. | 4.950% | 1/15/2015 | 6,825 | 6,407 |
Kroger Co. | 6.400% | 8/15/2017 | 375 | 382 |
Laboratory Corp. of America | 5.500% | 2/1/2013 | 2,500 | 2,389 |
Laboratory Corp. of America | 5.625% | 12/15/2015 | 1,250 | 1,202 |
Mckesson Corp. | 5.250% | 3/1/2013 | 3,825 | 3,781 |
Mckesson Corp. | 5.700% | 3/1/2017 | 1,000 | 977 |
Medco Health Solutions | 7.250% | 8/15/2013 | 3,500 | 3,698 |
Medtronic Inc. | 4.750% | 9/15/2015 | 3,200 | 3,012 |
Merck&Co. | 4.375% | 2/15/2013 | 2,975 | 2,840 |
Merck&Co. | 4.750% | 3/1/2015 | 3,475 | 3,322 |
PepsiAmericas Inc. | 4.875% | 1/15/2015 | 2,875 | 2,717 |
PepsiAmericas Inc. | 5.000% | 5/15/2017 | 750 | 707 |
Pfizer, Inc. | 4.500% | 2/15/2014 | 3,375 | 3,234 |
Procter&Gamble Co. | 4.950% | 8/15/2014 | 9,125 | 8,974 |
Quest Diagnostic, Inc. | 5.450% | 11/1/2015 | 3,200 | 3,067 |
Quest Diagnostic, Inc. | 6.400% | 7/1/2017 | 1,325 | 1,342 |
Reynolds American Inc. | 7.250% | 6/1/2013 | 5,000 | 5,281 |
Reynolds American Inc. | 6.750% | 6/15/2017 | 5,000 | 5,125 |
Safeway, Inc. | 6.350% | 8/15/2017 | 1,875 | 1,912 |
Schering-Plough Corp. | 5.550% | 12/1/2013 | 5,750 | 5,712 |
Schering-Plough Corp. | 6.000% | 9/15/2017 | 3,350 | 3,363 |
Teva Pharmaceutical Finance LLC | 5.550% | 2/1/2016 | 2,225 | 2,160 |
Tyson Foods, Inc. | 6.850% | 4/1/2016 | 2,950 | 3,021 |
Wm. Wrigley Jr. Co. | 4.650% | 7/15/2015 | 3,350 | 3,186 |
Wyeth | 5.500% | 3/15/2013 | 13,950 | 14,194 |
Wyeth | 5.500% | 2/1/2014 | 7,175 | 7,137 |
Wyeth | 5.450% | 4/1/2017 | 1,250 | 1,216 |
Energy (1.5%) | ||||
Anadarko Petroleum Corp. | 5.950% | 9/15/2016 | 10,825 | 10,730 |
Apache Corp. | 5.250% | 4/15/2013 | 1,825 | 1,825 |
Apache Corp. | 5.625% | 1/15/2017 | 3,250 | 3,210 |
Canadian Natural Resources | 4.900% | 12/1/2014 | 2,950 | 2,801 |
Canadian Natural Resources | 6.000% | 8/15/2016 | 3,350 | 3,332 |
Canadian Natural Resources | 5.700% | 5/15/2017 | 4,450 | 4,334 |
ConocoPhillips Canada | 5.625% | 10/15/2016 | 14,325 | 14,321 |
Diamond Offshore Drilling | 4.875% | 7/1/2015 | 2,050 | 1,912 |
Encana Corp. | 4.750% | 10/15/2013 | 1,125 | 1,071 |
Encana Holdings Finance Corp. | 5.800% | 5/1/2014 | 5,575 | 5,593 |
EOG Resources Inc. | 5.875% | 9/15/2017 | 3,300 | 3,309 |
Global Santa Fe | 5.000% | 2/15/2013 | 1,000 | 965 |
Marathon Oil Corp. | 6.000% | 10/1/2017 | 3,900 | 3,921 |
Nexen, Inc. | 5.050% | 11/20/2013 | 3,000 | 2,918 |
Nexen, Inc. | 5.650% | 5/15/2017 | 1,850 | 1,791 |
Petro-Canada | 4.000% | 7/15/2013 | 1,800 | 1,659 |
Petro-Canada Financial Partnership | 5.000% | 11/15/2014 | 3,375 | 3,223 |
Questar Market Resources | 6.050% | 9/1/2016 | 600 | 602 |
Shell International Finance | 5.200% | 3/22/2017 | 2,775 | 2,710 |
Sunoco, Inc. | 4.875% | 10/15/2014 | 950 | 895 |
Sunoco, Inc. | 5.750% | 1/15/2017 | 2,075 | 2,033 |
Talisman Energy, Inc. | 5.125% | 5/15/2015 | 2,150 | 2,059 |
Valero Energy Corp. | 4.750% | 6/15/2013 | 4,500 | 4,288 |
Valero Energy Corp. | 6.125% | 6/15/2017 | 4,000 | 4,019 |
Weatherford International Inc. | 5.500% | 2/15/2016 | 3,000 | 2,885 |
3 Weatherford International Inc. | 6.350% | 6/15/2017 | 2,300 | 2,337 |
XTO Energy, Inc. | 6.250% | 4/15/2013 | 3,775 | 3,922 |
XTO Energy, Inc. | 4.900% | 2/1/2014 | 2,750 | 2,615 |
XTO Energy, Inc. | 5.000% | 1/31/2015 | 400 | 379 |
XTO Energy, Inc. | 5.300% | 6/30/2015 | 1,625 | 1,562 |
XTO Energy, Inc. | 6.250% | 8/1/2017 | 2,825 | 2,862 |
Technology (1.1%) | ||||
Arrow Electronics, Inc. | 6.875% | 7/1/2013 | 1,000 | 1,045 |
Avnet Inc. | 6.625% | 9/15/2016 | 3,000 | 3,072 |
Cisco Systems Inc. | 5.500% | 2/22/2016 | 15,875 | 15,770 |
Computer Sciences Corp. | 5.000% | 2/15/2013 | 600 | 575 |
Electronic Data Systems | 6.500% | 8/1/2013 | 4,075 | 4,097 |
Equifax Inc. | 6.300% | 7/1/2017 | 650 | 656 |
Harris Corp. | 5.000% | 10/1/2015 | 1,425 | 1,327 |
Hewlett-Packard Co. | 5.400% | 3/1/2017 | 2,750 | 2,714 |
International Business Machines Corp. | 4.750% | 11/29/2012 | 975 | 961 |
International Business Machines Corp. | 7.500% | 6/15/2013 | 6,600 | 7,317 |
International Business Machines Corp. | 5.700% | 9/14/2017 | 5,000 | 5,034 |
Intuit Inc. | 5.750% | 3/15/2017 | 2,025 | 1,936 |
National Semiconductor | 6.600% | 6/15/2017 | 2,325 | 2,370 |
Oracle Corp. | 5.250% | 1/15/2016 | 8,625 | 8,422 |
Pitney Bowes, Inc. | 4.625% | 10/1/2012 | 250 | 245 |
Pitney Bowes, Inc. | 3.875% | 6/15/2013 | 1,500 | 1,400 |
Pitney Bowes, Inc. | 4.875% | 8/15/2014 | 2,025 | 1,939 |
Pitney Bowes, Inc. | 5.000% | 3/15/2015 | 3,825 | 3,636 |
Pitney Bowes, Inc. | 4.750% | 1/15/2016 | 2,550 | 2,368 |
Pitney Bowes, Inc. | 5.750% | 9/15/2017 | 1,000 | 1,002 |
Xerox Corp. | 7.625% | 6/15/2013 | 2,275 | 2,366 |
Xerox Corp. | 6.400% | 3/15/2016 | 5,700 | 5,774 |
Xerox Corp. | 6.750% | 2/1/2017 | 1,850 | 1,939 |
Transportation (0.5%) | ||||
Burlington Northern Santa Fe Corp. | 5.650% | 5/1/2017 | 6,350 | 6,217 |
Canadian National Railway Co. | 4.400% | 3/15/2013 | 2,000 | 1,890 |
Canadian National Railway Co. | 5.800% | 6/1/2016 | 1,950 | 1,953 |
Canadian National Railway Co. | 5.850% | 11/15/2017 | 500 | 501 |
Continental Airlines, Inc. | 6.563% | 2/15/2012 | 500 | 518 |
CSX Corp. | 5.750% | 3/15/2013 | 525 | 524 |
CSX Corp. | 5.600% | 5/1/2017 | 2,500 | 2,396 |
Norfolk Southern Corp. | 5.257% | 9/17/2014 | 3,095 | 2,986 |
Norfolk Southern Corp. | 7.700% | 5/15/2017 | 2,400 | 2,691 |
Ryder System Inc. | 5.850% | 3/1/2014 | 1,350 | 1,368 |
Ryder System Inc. | 5.850% | 11/1/2016 | 1,000 | 981 |
Southwest Airlines Co. | 5.250% | 10/1/2014 | 2,000 | 1,920 |
Southwest Airlines Co. | 5.750% | 12/15/2016 | 1,300 | 1,259 |
Southwest Airlines Co. | 5.125% | 3/1/2017 | 650 | 598 |
Union Pacific Corp. | 5.450% | 1/31/2013 | 50 | 50 |
Union Pacific Corp. | 4.875% | 1/15/2015 | 2,000 | 1,897 |
Union Pacific Corp. | 7.000% | 2/1/2016 | 550 | 584 |
Union Pacific Corp. | 5.650% | 5/1/2017 | 3,300 | 3,208 |
2 United Air Lines Inc. | 6.636% | 7/2/2022 | 2,050 | 2,009 |
Other (0.1%) | ||||
Black&Decker Corp. | 5.750% | 11/15/2016 | 1,925 | 1,855 |
Cooper Industries, Inc. | 5.250% | 11/15/2012 | 1,400 | 1,394 |
Dover Corp. | 4.875% | 10/15/2015 | 2,400 | 2,272 |
|
||||
1,156,298 | ||||
|
||||
Utilities (3.6%) | ||||
Electric (2.5%) | ||||
American Electric Power Co., Inc. | 5.250% | 6/1/2015 | 1,850 | 1,781 |
Arizona Public Service Co. | 5.800% | 6/30/2014 | 500 | 495 |
Arizona Public Service Co. | 4.650% | 5/15/2015 | 3,825 | 3,513 |
Baltimore Gas&Electric Co. | 5.900% | 10/1/2016 | 2,250 | 2,246 |
Carolina Power&Light Co. | 5.125% | 9/15/2013 | 6,920 | 6,763 |
Carolina Power&Light Co. | 5.250% | 12/15/2015 | 3,000 | 2,936 |
CenterPoint Energy Houston | 5.700% | 3/15/2013 | 4,000 | 4,070 |
CenterPoint Energy Houston | 5.750% | 1/15/2014 | 500 | 501 |
Cincinnati Gas&Electric Co. | 5.700% | 9/15/2012 | 3,900 | 3,954 |
Cleveland Electric Illumination Co. | 5.650% | 12/15/2013 | 500 | 492 |
Commonwealth Edison Co. | 4.700% | 4/15/2015 | 700 | 646 |
Commonwealth Edison Co. | 5.950% | 8/15/2016 | 2,000 | 1,993 |
Commonwealth Edison Co. | 6.150% | 9/15/2017 | 1,000 | 1,013 |
Consolidated Edison Co. of New York | 4.875% | 2/1/2013 | 5,000 | 4,860 |
Consolidated Edison Co. of New York | 5.500% | 9/15/2016 | 1,850 | 1,827 |
Constellation Energy Group, Inc. | 4.550% | 6/15/2015 | 3,750 | 3,401 |
Consumers Energy Co. | 5.375% | 4/15/2013 | 2,500 | 2,490 |
Consumers Energy Co. | 5.500% | 8/15/2016 | 3,425 | 3,355 |
Dayton Power&Light | 5.125% | 10/1/2013 | 1,875 | 1,844 |
Dominion Resources, Inc. | 5.000% | 3/15/2013 | 1,500 | 1,456 |
Dominion Resources, Inc. | 5.150% | 7/15/2015 | 7,925 | 7,544 |
Duke Energy Corp. | 5.625% | 11/30/2012 | 2,000 | 2,026 |
Empresa Nacional Electric | 8.350% | 8/1/2013 | 2,125 | 2,380 |
Exelon Corp. | 4.900% | 6/15/2015 | 3,425 | 3,169 |
Exelon Generation Co. LLC | 5.350% | 1/15/2014 | 1,000 | 973 |
Florida Power&Light Co. | 4.850% | 2/1/2013 | 3,000 | 2,949 |
Florida Power Corp. | 4.800% | 3/1/2013 | 3,000 | 2,899 |
2 FPL Group Capital, Inc. | 6.350% | 10/1/2066 | 1,825 | 1,739 |
2 FPL Group Capital, Inc. | 6.650% | 6/15/2067 | 1,700 | 1,632 |
2 FPL Group Capital, Inc. | 7.300% | 9/1/2067 | 1,000 | 1,034 |
Georgia Power Co. | 5.700% | 6/1/2017 | 5,000 | 5,000 |
Jersey Central Power&Light | 5.625% | 5/1/2016 | 5,675 | 5,516 |
3 Jersey Central Power&Light | 5.650% | 6/1/2017 | 2,550 | 2,476 |
Metropolitan Edison | 4.875% | 4/1/2014 | 1,000 | 944 |
MidAmerican Energy Co. | 5.125% | 1/15/2013 | 4,000 | 3,999 |
MidAmerican Energy Co. | 5.950% | 7/15/2017 | 925 | 946 |
MidAmerican Energy Holdings Co. | 5.875% | 10/1/2012 | 3,000 | 3,044 |
MidAmerican Energy Holdings Co. | 5.000% | 2/15/2014 | 600 | 578 |
National Rural Utilities Cooperative Finance Corp. | 4.750% | 3/1/2014 | 2,000 | 1,907 |
National Rural Utilities Cooperative Finance Corp. | 5.450% | 4/10/2017 | 2,450 | 2,374 |
NiSource Finance Corp. | 6.150% | 3/1/2013 | 2,500 | 2,533 |
NiSource Finance Corp. | 5.400% | 7/15/2014 | 1,025 | 977 |
NStar Electric Co. | 4.875% | 10/15/2012 | 1,925 | 1,903 |
NStar Electric Co. | 4.875% | 4/15/2014 | 2,350 | 2,254 |
Ohio Edison | 6.400% | 7/15/2016 | 1,200 | 1,221 |
Ohio Power Co. | 5.500% | 2/15/2013 | 2,000 | 1,997 |
Ohio Power Co. | 6.000% | 6/1/2016 | 2,425 | 2,404 |
Oncor Electric Delivery Co. | 6.375% | 1/15/2015 | 2,175 | 2,181 |
Pacific Gas&Electric Co. | 4.800% | 3/1/2014 | 7,100 | 6,695 |
3 Pennsylvania Electric Co. | 6.050% | 9/1/2017 | 450 | 449 |
Pepco Holdings, Inc. | 6.450% | 8/15/2012 | 3,425 | 3,537 |
PPL Energy Supply LLC | 6.200% | 5/15/2016 | 5,500 | 5,489 |
PSE&G Power LLC | 5.500% | 12/1/2015 | 5,250 | 5,106 |
PSI Energy Inc. | 5.000% | 9/15/2013 | 1,125 | 1,080 |
PSI Energy Inc. | 6.050% | 6/15/2016 | 1,500 | 1,524 |
Public Service Co. of Colorado | 7.875% | 10/1/2012 | 4,775 | 5,280 |
Public Service Co. of Colorado | 5.500% | 4/1/2014 | 1,000 | 1,001 |
Public Service Electric&Gas | 5.375% | 9/1/2013 | 2,000 | 1,982 |
Southern California Edison Co. | 5.000% | 1/15/2014 | 2,000 | 1,955 |
Southern California Edison Co. | 4.650% | 4/1/2015 | 2,625 | 2,485 |
Southern California Edison Co. | 5.000% | 1/15/2016 | 925 | 879 |
Southern Power Co. | 4.875% | 7/15/2015 | 1,125 | 1,055 |
Southwestern Electric Power | 5.550% | 1/15/2017 | 1,500 | 1,470 |
Transalta Corp. | 6.750% | 7/15/2012 | 125 | 130 |
TXU Energy Co. | 7.000% | 3/15/2013 | 4,250 | 4,666 |
Union Electric Co. | 5.400% | 2/1/2016 | 300 | 292 |
Virginia Electric&Power Co. | 5.400% | 1/15/2016 | 4,450 | 4,337 |
2 Wisconsin Energy Corp. | 6.250% | 5/15/2067 | 1,700 | 1,586 |
Natural Gas (1.1%) | ||||
Atmos Energy Corp. | 5.125% | 1/15/2013 | 2,000 | 1,950 |
Atmos Energy Corp. | 4.950% | 10/15/2014 | 3,400 | 3,196 |
Boardwalk Pipelines LLC | 5.500% | 2/1/2017 | 3,725 | 3,583 |
CenterPoint Energy Resources | 7.875% | 4/1/2013 | 4,250 | 4,667 |
CenterPoint Energy Resources | 6.150% | 5/1/2016 | 1,350 | 1,343 |
Consolidated Natural Gas | 5.000% | 12/1/2014 | 3,125 | 2,950 |
Duke Capital Corp. | 6.250% | 2/15/2013 | 2,150 | 2,227 |
Duke Capital Corp. | 5.500% | 3/1/2014 | 1,000 | 977 |
Duke Capital Corp. | 5.668% | 8/15/2014 | 1,000 | 982 |
3 El Paso Natural Gas Co. | 5.950% | 4/15/2017 | 1,700 | 1,660 |
Enbridge Inc. | 5.600% | 4/1/2017 | 4,050 | 3,912 |
Energy Transfer Partners LP | 5.950% | 2/1/2015 | 3,275 | 3,182 |
Energy Transfer Partners LP | 6.125% | 2/15/2017 | 850 | 820 |
Enterprise Products Operating LP | 5.600% | 10/15/2014 | 4,750 | 4,640 |
Enterprise Products Operating LP | 6.300% | 9/15/2017 | 1,025 | 1,029 |
Kinder Morgan Energy Partners LP | 5.000% | 12/15/2013 | 2,200 | 2,102 |
Kinder Morgan Energy Partners LP | 5.125% | 11/15/2014 | 3,450 | 3,273 |
Kinder Morgan Energy Partners LP | 6.000% | 2/1/2017 | 1,000 | 984 |
Magellan Midstream Partners, LP | 5.650% | 10/15/2016 | 650 | 632 |
National Grid PLC | 6.300% | 8/1/2016 | 4,275 | 4,353 |
ONEOK Inc. | 5.200% | 6/15/2015 | 3,100 | 2,956 |
ONEOK Partners, LP | 6.150% | 10/1/2016 | 5,125 | 5,098 |
Plains All American Pipeline LP | 6.125% | 1/15/2017 | 2,500 | 2,499 |
San Diego Gas&Electric | 5.300% | 11/15/2015 | 300 | 294 |
Sempra Energy | 6.000% | 2/1/2013 | 1,925 | 1,951 |
3 Southern Natural Gas | 5.900% | 4/1/2017 | 6,525 | 6,314 |
Texas Gas Transmission | 4.600% | 6/1/2015 | 500 | 465 |
Trans-Canada Pipelines | 4.000% | 6/15/2013 | 3,000 | 2,824 |
2 Trans-Canada Pipelines | 6.350% | 5/15/2067 | 4,150 | 3,969 |
Valero Logistics | 6.050% | 3/15/2013 | 2,000 | 2,009 |
|
||||
246,074 | ||||
|
||||
|
|
|
|
|
Total Corporate Bonds | ||||
(Cost $2,723,435) | 2,672,281 | |||
|
|
|
|
|
Sovereign Bonds (U.S. Dollar-Denominated) (6.7%) | ||||
|
|
|
|
|
Asian Development Bank | 4.500% | 9/4/2012 | 6,500 | 6,447 |
Asian Development Bank | 6.640% | 5/27/2014 | 521 | 565 |
Asian Development Bank | 5.500% | 6/27/2016 | 2,900 | 3,003 |
Asian Development Bank | 5.250% | 6/12/2017 | 2,300 | 2,340 |
China Development Bank | 4.750% | 10/8/2014 | 2,700 | 2,600 |
China Development Bank | 5.000% | 10/15/2015 | 3,450 | 3,344 |
Corp. Andina de Fomento | 5.200% | 5/21/2013 | 3,500 | 3,462 |
Corp. Andina de Fomento | 5.750% | 1/12/2017 | 950 | 938 |
Development Bank of Japan | 4.250% | 6/9/2015 | 2,325 | 2,211 |
Development Bank of Japan | 5.125% | 2/1/2017 | 1,700 | 1,706 |
Eksportfinans | 5.500% | 5/25/2016 | 3,125 | 3,181 |
Eksportfinans | 5.500% | 6/26/2017 | 4,600 | 4,747 |
European Bank for Reconstruction&Development | 5.000% | 5/19/2014 | 3,400 | 3,418 |
European Investment Bank | 4.625% | 5/15/2014 | 12,350 | 12,110 |
European Investment Bank | 4.875% | 2/16/2016 | 9,250 | 9,170 |
European Investment Bank | 5.125% | 9/13/2016 | 12,050 | 12,138 |
European Investment Bank | 4.875% | 1/17/2017 | 16,975 | 16,790 |
European Investment Bank | 5.125% | 5/30/2017 | 7,900 | 7,931 |
Export-Import Bank of Korea | 5.125% | 3/16/2015 | 4,800 | 4,723 |
Financement Quebec | 5.000% | 10/25/2012 | 2,000 | 2,015 |
Inter-American Development Bank | 4.375% | 9/20/2012 | 6,500 | 6,414 |
Inter-American Development Bank | 4.500% | 9/15/2014 | 3,000 | 2,942 |
Inter-American Development Bank | 4.250% | 9/14/2015 | 9,420 | 9,007 |
Inter-American Development Bank | 5.125% | 9/13/2016 | 6,700 | 6,792 |
International Bank for Reconstruction&Development | 3.625% | 5/21/2013 | 2,500 | 2,392 |
International Bank for Reconstruction&Development | 5.000% | 4/1/2016 | 7,375 | 7,359 |
Japan Finance Corp. | 4.625% | 4/21/2015 | 5,600 | 5,442 |
Japan Finance Corp. | 5.000% | 5/16/2017 | 3,800 | 3,749 |
Korea Development Bank | 5.750% | 9/10/2013 | 6,675 | 6,899 |
Korea Electric Power | 7.750% | 4/1/2013 | 2,300 | 2,574 |
Kreditanstalt fur Wiederaufbau | 4.125% | 10/15/2014 | 6,475 | 6,125 |
Kreditanstalt fur Wiederaufbau | 5.125% | 3/14/2016 | 24,975 | 25,104 |
Landwirtschaftliche Rentenbank | 4.875% | 11/16/2015 | 6,525 | 6,506 |
Landwirtschaftliche Rentenbank | 5.125% | 2/1/2017 | 7,500 | 7,603 |
^ Nordic Investment Bank | 5.000% | 2/1/2017 | 3,000 | 3,022 |
Oesterreichische Kontrollbank | 4.500% | 3/9/2015 | 2,600 | 2,536 |
Oesterreichische Kontrollbank | 4.875% | 2/16/2016 | 5,000 | 4,971 |
Oesterreichische Kontrollbank | 5.000% | 4/25/2017 | 2,750 | 2,738 |
Ontario Hydro Electric | 7.450% | 3/31/2013 | 3,000 | 3,350 |
Pemex Project Funding Master Trust | 7.375% | 12/15/2014 | 4,825 | 5,305 |
Pemex Project Funding Master Trust | 5.750% | 12/15/2015 | 11,515 | 11,515 |
People's Republic of China | 4.750% | 10/29/2013 | 5,000 | 4,915 |
Petrobras International Finance | 6.125% | 10/6/2016 | 6,975 | 7,040 |
Province of Manitoba | 7.500% | 2/22/2010 | 1,000 | 1,061 |
Province of Manitoba | 4.900% | 12/6/2016 | 500 | 493 |
Province of Ontario | 4.750% | 1/19/2016 | 16,725 | 16,356 |
Province of Ontario | 5.450% | 4/27/2016 | 7,100 | 7,281 |
Province of Quebec | 4.875% | 5/5/2014 | 5,500 | 5,490 |
Province of Quebec | 4.600% | 5/26/2015 | 4,800 | 4,606 |
Province of Quebec | 5.000% | 3/1/2016 | 2,000 | 1,966 |
Province of Quebec | 5.125% | 11/14/2016 | 9,675 | 9,589 |
Province of Saskatchewan | 7.375% | 7/15/2013 | 1,000 | 1,112 |
Quebec Hydro Electric | 8.000% | 2/1/2013 | 4,500 | 5,102 |
Quebec Hydro Electric | 7.500% | 4/1/2016 | 2,500 | 2,860 |
Republic of Chile | 5.500% | 1/15/2013 | 4,450 | 4,527 |
Republic of Hungary | 4.750% | 2/3/2015 | 7,350 | 7,046 |
Republic of Italy | 4.750% | 1/25/2016 | 17,575 | 17,211 |
Republic of Italy | 5.250% | 9/20/2016 | 26,500 | 26,842 |
Republic of Italy | 5.375% | 6/12/2017 | 7,000 | 7,168 |
Republic of Korea | 4.250% | 6/1/2013 | 10,725 | 10,277 |
Republic of Korea | 4.875% | 9/22/2014 | 250 | 246 |
Republic of Poland | 5.250% | 1/15/2014 | 4,700 | 4,590 |
Republic of Poland | 5.000% | 10/19/2015 | 4,500 | 4,433 |
Republic of South Africa | 6.500% | 6/2/2014 | 5,725 | 6,038 |
State of Israel | 4.625% | 6/15/2013 | 3,550 | 3,525 |
State of Israel | 5.125% | 3/1/2014 | 2,000 | 1,980 |
State of Israel | 5.500% | 11/9/2016 | 4,025 | 4,061 |
Swedish Export Credit Corp. | 5.125% | 3/1/2017 | 3,000 | 3,028 |
United Mexican States | 6.375% | 1/16/2013 | 6,574 | 6,909 |
United Mexican States | 5.875% | 1/15/2014 | 9,325 | 9,600 |
United Mexican States | 6.625% | 3/3/2015 | 14,200 | 15,208 |
United Mexican States | 11.375% | 9/15/2016 | 1,725 | 2,441 |
United Mexican States | 5.625% | 1/15/2017 | 12,525 | 12,544 |
|
|
|
|
|
Total Sovereign Bonds | ||||
(Cost $449,847) | 450,729 | |||
|
|
|
|
|
Taxable Municipal Bond (0.0%) | ||||
|
|
|
|
|
Wisconsin Public Service Rev. | ||||
(Cost $1,347) | 4.800% | 5/1/2013 | 1,350 | 1,320 |
|
|
|
|
|
Shares | ||||
---|---|---|---|---|
|
|
|
|
|
Temporary Cash Investment (1.0%) | ||||
|
|
|
|
|
4 Vanguard Market Liquidity Fund | ||||
(Cost $70,625) | 5.153% | 70,624,780 | 70,625 | |
|
|
|
|
|
Total Investments (99.7%) | ||||
(Cost $6,710,220) | 6,717,733 | |||
|
|
|
|
|
Other Assets and LiabilitiesNet (0.3%) | 18,725 | |||
|
|
|
|
|
Net Assets (100%) | 6,736,458 | |||
|
|
|
|
|
^ Part of
security position is on loan to broker-dealers.
1 The issuer operates under a
congressional charter; its securities are neither issued nor guaranteed by the U.S.
government. If needed, access to additional funding from the U.S. Treasury (beyond
the issuer's line of credit) would require congressional action.
2 The average or
expected maturity is shorter than the final maturity shown because of the possibility
of interim principal payments and prepayments or the possibility of the issue being
called.
3 Security exempt from registration under Rule 144A of the Securities Act of
1933. Such securities may be sold in transactions exempt from registration,
normally to qualified institutional buyers. At September 30, 2007, the aggregate
value of these securities was $50,976,000, representing 0.8% of net assets.
4
Affiliated money market fund available only to Vanguard funds and certain trusts and
accounts managed by Vanguard. Rate shown is the 7-day yield.
Investment Securities: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the board of trustees to represent fair value.
At September 30, 2007, the cost of investment securities for tax purposes was $6,710,220,000. Net unrealized appreciation of investment securities for tax purposes was $7,513,000, consisting of unrealized gains of $73,293,000 on securities that had risen in value since their purchase and $65,780,000 in unrealized losses on securities that had fallen in value since their purchase.
Coupon |
Maturity
Date |
Face
Amount ($000) |
Market
Value ($000) |
|
---|---|---|---|---|
|
||||
U.S. Government and Agency Obligations (49.1%) | ||||
|
||||
U.S. Government Securities (42.4%) | ||||
U.S. Treasury Bond | 8.750% | 5/15/17 | 3,865 | 5,094 |
U.S. Treasury Bond | 8.875% | 8/15/17 | 21,280 | 28,366 |
U.S. Treasury Bond | 8.875% | 2/15/19 | 6,215 | 8,452 |
U.S. Treasury Bond | 8.125% | 8/15/19 | 7,735 | 10,069 |
U.S. Treasury Bond | 8.500% | 2/15/20 | 26,025 | 34,963 |
U.S. Treasury Bond | 8.750% | 5/15/20 | 51,575 | 70,722 |
U.S. Treasury Bond | 8.750% | 8/15/20 | 68,900 | 94,716 |
U.S. Treasury Bond | 7.875% | 2/15/21 | 39,280 | 50,941 |
U.S. Treasury Bond | 8.125% | 5/15/21 | 2,165 | 2,868 |
U.S. Treasury Bond | 8.125% | 8/15/21 | 57,900 | 76,889 |
U.S. Treasury Bond | 8.000% | 11/15/21 | 53,995 | 71,197 |
U.S. Treasury Bond | 7.250% | 8/15/22 | 2,795 | 3,493 |
U.S. Treasury Bond | 7.625% | 11/15/22 | 33,775 | 43,670 |
U.S. Treasury Bond | 7.125% | 2/15/23 | 68,500 | 85,004 |
U.S. Treasury Bond | 6.250% | 8/15/23 | 50 | 57 |
U.S. Treasury Bond | 7.500% | 11/15/24 | 300 | 390 |
U.S. Treasury Bond | 7.625% | 2/15/25 | 46,950 | 61,828 |
U.S. Treasury Bond | 6.875% | 8/15/25 | 23,475 | 28,948 |
U.S. Treasury Bond | 6.000% | 2/15/26 | 375 | 425 |
U.S. Treasury Bond | 6.750% | 8/15/26 | 50,040 | 61,346 |
U.S. Treasury Bond | 6.500% | 11/15/26 | 800 | 958 |
U.S. Treasury Bond | 6.625% | 2/15/27 | 33,730 | 40,971 |
U.S. Treasury Bond | 6.375% | 8/15/27 | 47,265 | 56,083 |
U.S. Treasury Bond | 6.125% | 11/15/27 | 250 | 289 |
U.S. Treasury Bond | 5.500% | 8/15/28 | 6,100 | 6,584 |
U.S. Treasury Bond | 5.250% | 11/15/28 | 670 | 702 |
U.S. Treasury Bond | 5.250% | 2/15/29 | 800 | 839 |
U.S. Treasury Bond | 6.125% | 8/15/29 | 3,930 | 4,585 |
U.S. Treasury Bond | 6.250% | 5/15/30 | 14,030 | 16,678 |
U.S. Treasury Bond | 5.375% | 2/15/31 | 116,430 | 124,635 |
U.S. Treasury Bond | 4.500% | 2/15/36 | 57,655 | 54,619 |
U.S. Treasury Bond | 4.750% | 2/15/37 | 9,040 | 8,911 |
U.S. Treasury Note | 4.500% | 2/15/09 | 400 | 403 |
U.S. Treasury Note | 4.750% | 2/28/09 | 8,850 | 8,940 |
|
||||
1,064,635 | ||||
|
||||
Agency Bonds and Notes (6.7%) | ||||
1 Federal Home Loan Bank | 5.375% | 5/15/19 | 7,250 | 7,398 |
1 Federal Home Loan Bank | 5.125% | 8/15/19 | 500 | 499 |
1 Federal Home Loan Bank | 5.250% | 12/11/20 | 6,000 | 6,034 |
1 Federal Home Loan Bank | 5.625% | 6/11/21 | 2,500 | 2,593 |
1 Federal Home Loan Bank | 5.625% | 3/14/36 | 1,000 | 1,036 |
1 Federal Home Loan Bank | 5.500% | 7/15/36 | 3,700 | 3,816 |
1 Federal Home Loan Mortgage Corp. | 5.000% | 12/14/18 | 7,150 | 7,018 |
1 Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 7,700 | 9,165 |
1 Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 12,900 | 15,441 |
1 Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 12,175 | 13,822 |
1 Federal National Mortgage Assn. | 0.000% | 10/9/19 | 8,300 | 4,478 |
1 Federal National Mortgage Assn. | 6.250% | 5/15/29 | 8,250 | 9,278 |
1 Federal National Mortgage Assn. | 7.125% | 1/15/30 | 13,475 | 16,717 |
1 Federal National Mortgage Assn. | 7.250% | 5/15/30 | 15,435 | 19,431 |
1 Federal National Mortgage Assn. | 6.625% | 11/15/30 | 15,100 | 17,824 |
1 Federal National Mortgage Assn. | 5.625% | 7/15/37 | 2,325 | 2,414 |
1 Federal National Mortgage Assn. | 6.210% | 8/6/38 | 1,000 | 1,120 |
State of Israel (U.S. Government Guaranteed) | 5.500% | 9/18/23 | 1,375 | 1,418 |
State of Israel (U.S. Government Guaranteed) | 5.500% | 12/4/23 | 5,325 | 5,459 |
State of Israel (U.S. Government Guaranteed) | 5.500% | 4/26/24 | 2,900 | 2,968 |
1 Tennessee Valley Auth. | 6.250% | 12/15/17 | 2,600 | 2,847 |
1 Tennessee Valley Auth. | 6.750% | 11/1/25 | 4,500 | 5,242 |
1 Tennessee Valley Auth. | 7.125% | 5/1/30 | 3,250 | 4,052 |
1 Tennessee Valley Auth. | 4.650% | 6/15/35 | 2,825 | 2,573 |
1 Tennessee Valley Auth. | 5.880% | 4/1/36 | 1,000 | 1,089 |
1 Tennessee Valley Auth. | 6.150% | 1/15/38 | 2,450 | 2,724 |
1 Tennessee Valley Auth. | 5.375% | 4/1/56 | 1,850 | 1,843 |
|
||||
168,299 | ||||
|
||||
|
||||
Total U.S. Government and Agency Obligations | ||||
(Cost $1,196,548) | 1,232,934 | |||
|
||||
Corporate Bonds (44.4%) | ||||
|
||||
Asset-Backed Securities (0.1%) | ||||
2,3 Citicorp Lease Pass-Through Trust | 8.040% | 12/15/19 | 450 | 523 |
2 PSE&G Transition Funding LLC | 6.890% | 12/15/17 | 2,500 | 2,787 |
|
||||
3,310 | ||||
|
||||
Finance (12.3%) | ||||
Banking (5.5%) | ||||
ABN AMRO Bank NV | 4.650% | 6/4/18 | 2,250 | 2,016 |
Abbey National PLC | 7.950% | 10/26/29 | 3,925 | 4,777 |
Associates Corp. of North America | 6.950% | 11/1/18 | 1,150 | 1,247 |
BAC Capital Trust XI | 6.625% | 5/23/36 | 2,075 | 2,097 |
BB&T Corp. | 5.250% | 11/1/19 | 1,000 | 935 |
BB&T Corp. | 6.750% | 6/7/36 | 4,225 | 4,256 |
Banc One Corp. | 7.750% | 7/15/25 | 2,000 | 2,291 |
Banc One Corp. | 7.625% | 10/15/26 | 4,350 | 4,947 |
Bank of America Corp. | 4.375% | 12/1/10 | 900 | 887 |
Bank of America Corp. | 5.375% | 8/15/11 | 2,225 | 2,242 |
Bank of America Corp. | 5.375% | 6/15/14 | 600 | 596 |
Bank of America Corp. | 5.125% | 11/15/14 | 575 | 563 |
Bank of America Corp. | 6.000% | 9/1/17 | 1,900 | 1,938 |
Bank of America Corp. | 5.625% | 3/8/35 | 4,975 | 4,397 |
Bank of America Corp. | 6.000% | 10/15/36 | 4,675 | 4,586 |
Bank of America Corp. | 6.500% | 9/15/37 | 1,600 | 1,593 |
2 Barclays Bank PLC | 6.278% | 12/29/49 | 750 | 653 |
Citigroup, Inc. | 3.500% | 2/1/08 | 1,000 | 997 |
Citigroup, Inc. | 6.625% | 6/15/32 | 2,750 | 2,882 |
Citigroup, Inc. | 5.875% | 2/22/33 | 3,750 | 3,608 |
Citigroup, Inc. | 6.000% | 10/31/33 | 2,200 | 2,146 |
Citigroup, Inc. | 5.850% | 12/11/34 | 2,300 | 2,206 |
Citigroup, Inc. | 6.125% | 8/25/36 | 5,425 | 5,413 |
Citigroup, Inc. | 5.875% | 5/29/37 | 1,375 | 1,332 |
Compass Bank | 5.900% | 4/1/26 | 1,075 | 972 |
Credit Suisse First Boston USA, Inc. | 7.125% | 7/15/32 | 2,100 | 2,327 |
Deutsche Bank Financial, Inc. | 6.000% | 9/1/17 | 7,300 | 7,399 |
Fifth Third Bank | 4.500% | 6/1/18 | 1,550 | 1,367 |
First Union Institutional Capital I | 8.040% | 12/1/26 | 500 | 520 |
Fleet Capital Trust II | 7.920% | 12/11/26 | 1,150 | 1,196 |
Fleet Financial Group, Inc. | 6.875% | 1/15/28 | 400 | 423 |
HSBC Bank USA | 5.875% | 11/1/34 | 4,100 | 3,895 |
HSBC Bank USA | 5.625% | 8/15/35 | 5,300 | 4,819 |
HSBC Holdings PLC | 7.625% | 5/17/32 | 1,050 | 1,158 |
HSBC Holdings PLC | 7.350% | 11/27/32 | 200 | 214 |
HSBC Holdings PLC | 6.500% | 5/2/36 | 1,575 | 1,593 |
HSBC Holdings PLC | 6.500% | 9/15/37 | 1,250 | 1,250 |
JP Morgan Chase Capital XXII | 6.450% | 2/2/37 | 2,650 | 2,456 |
JPM Capital Trust | 6.550% | 9/29/36 | 3,375 | 3,171 |
JPMorgan Capital Trust | 5.875% | 3/15/35 | 2,350 | 2,097 |
JPMorgan Chase & Co. | 3.625% | 5/1/08 | 500 | 497 |
JPMorgan Chase&Co. | 5.850% | 8/1/35 | 425 | 378 |
JPMorgan Chase&Co. | 6.800% | 10/1/37 | 3,150 | 3,142 |
Key Bank NA | 6.950% | 2/1/28 | 2,768 | 2,810 |
NB Capital Trust IV | 8.250% | 4/15/27 | 400 | 416 |
National City Corp. | 6.875% | 5/15/19 | 1,700 | 1,796 |
NationsBank Corp. | 6.800% | 3/15/28 | 375 | 396 |
PNC Bank NA | 4.875% | 9/21/17 | 1,500 | 1,388 |
Regions Bank | 6.450% | 6/26/37 | 2,000 | 2,062 |
2 Regions Financial Corp. | 6.625% | 5/15/47 | 1,550 | 1,472 |
2 Royal Bank of Scotland Group PLC | 7.648% | 8/29/49 | 5,375 | 5,549 |
State Street Capital Trust | 5.250% | 10/15/18 | 1,000 | 957 |
SunTrust Banks, Inc. | 5.450% | 12/1/17 | 2,350 | 2,284 |
2 Suntrust Capital | 6.100% | 12/1/66 | 1,650 | 1,471 |
Swiss Bank Corp. | 7.000% | 10/15/15 | 1,000 | 1,091 |
Swiss Bank Corp. | 7.375% | 6/15/17 | 550 | 622 |
Wachovia Bank NA | 5.850% | 2/1/37 | 3,600 | 3,411 |
Wachovia Corp. | 6.605% | 10/1/25 | 725 | 731 |
3 Wachovia Corp. | 8.000% | 12/15/26 | 2,300 | 2,392 |
Wachovia Corp. | 7.500% | 4/15/35 | 150 | 167 |
Wachovia Corp. | 5.500% | 8/1/35 | 4,000 | 3,655 |
Wachovia Corp. | 6.550% | 10/15/35 | 125 | 130 |
Washington Mutual Bank | 6.750% | 5/20/36 | 100 | 91 |
Washington Mutual, Inc. | 5.250% | 9/15/17 | 3,025 | 2,780 |
Wells Fargo&Co. | 5.375% | 2/7/35 | 2,450 | 2,233 |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 1,850 | 1,802 |
Wells Fargo Capital X | 5.950% | 12/15/36 | 1,650 | 1,530 |
Brokerage (2.5%) | ||||
Bear Stearns Co., Inc. | 6.400% | 10/2/17 | 4,300 | 4,260 |
Bear Stearns Co., Inc. | 4.650% | 7/2/18 | 1,575 | 1,343 |
Goldman Sachs Group, Inc. | 6.250% | 9/1/17 | 5,400 | 5,516 |
Goldman Sachs Group, Inc. | 5.950% | 1/15/27 | 4,600 | 4,381 |
Goldman Sachs Group, Inc. | 6.125% | 2/15/33 | 5,450 | 5,363 |
Goldman Sachs Group, Inc. | 6.345% | 2/15/34 | 7,225 | 6,707 |
Goldman Sachs Group, Inc. | 6.750% | 10/1/37 | 5,600 | 5,628 |
Jefferies Group Inc. | 6.450% | 6/8/27 | 1,500 | 1,403 |
Jefferies Group Inc. | 6.250% | 1/15/36 | 1,400 | 1,251 |
Lehman Brothers Holdings, Inc. | 5.875% | 11/15/17 | 1,425 | 1,346 |
Lehman Brothers Holdings, Inc. | 7.000% | 9/27/27 | 2,050 | 2,096 |
2 Lehman Brothers Holdings, Inc. | 6.000% | 5/3/32 | 1,550 | 1,423 |
Lehman Brothers Holdings, Inc. | 6.875% | 7/17/37 | 3,600 | 3,592 |
Merrill Lynch&Co., Inc. | 6.500% | 7/15/18 | 625 | 649 |
Merrill Lynch&Co., Inc. | 6.875% | 11/15/18 | 4,075 | 4,341 |
Merrill Lynch&Co., Inc. | 6.220% | 9/15/26 | 4,775 | 4,706 |
Merrill Lynch&Co., Inc. | 6.110% | 1/29/37 | 3,500 | 3,274 |
Morgan Stanley Dean Witter | 6.250% | 8/9/26 | 2,525 | 2,494 |
Morgan Stanley Dean Witter | 7.250% | 4/1/32 | 2,025 | 2,285 |
Finance Companies (1.2%) | ||||
CIT Group, Inc. | 6.000% | 4/1/36 | 2,800 | 2,369 |
Capital One Capital III | 7.686% | 8/15/36 | 1,700 | 1,651 |
Capital One Capital IV | 6.745% | 2/17/37 | 1,100 | 992 |
Capital One Financial | 6.750% | 9/15/17 | 2,375 | 2,430 |
General Electric Capital Corp. | 6.750% | 3/15/32 | 15,450 | 17,115 |
General Electric Capital Corp. | 6.150% | 8/7/37 | 4,925 | 5,040 |
SLM Corp. | 5.625% | 8/1/33 | 1,950 | 1,470 |
Insurance (3.0%) | ||||
ACE Capital Trust II | 9.700% | 4/1/30 | 850 | 1,058 |
AEGON Funding Corp. | 5.750% | 12/15/20 | 1,000 | 972 |
AXA SA | 8.600% | 12/15/30 | 3,700 | 4,426 |
Aetna, Inc. | 6.625% | 6/15/36 | 2,350 | 2,390 |
Allstate Corp. | 6.125% | 12/15/32 | 1,250 | 1,209 |
Allstate Corp. | 5.350% | 6/1/33 | 1,950 | 1,709 |
Allstate Corp. | 5.550% | 5/9/35 | 1,700 | 1,536 |
Allstate Corp. | 5.950% | 4/1/36 | 925 | 878 |
2 Allstate Corp. | 6.500% | 5/15/57 | 1,050 | 1,011 |
Ambac, Inc. | 5.950% | 12/5/35 | 1,050 | 928 |
Ambac, Inc. | 6.150% | 2/15/37 | 800 | 690 |
American General Capital II | 8.500% | 7/1/30 | 850 | 1,034 |
American International Group, Inc. | 6.250% | 5/1/36 | 3,075 | 3,120 |
American International Group, Inc. | 6.250% | 3/15/37 | 2,425 | 2,288 |
Aon Capital Trust | 8.205% | 1/1/27 | 1,075 | 1,170 |
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 625 | 644 |
Assurant, Inc. | 6.750% | 2/15/34 | 1,200 | 1,209 |
CIGNA Corp. | 7.875% | 5/15/27 | 500 | 558 |
CIGNA Corp. | 6.150% | 11/15/36 | 2,000 | 1,899 |
Chubb Corp. | 6.000% | 5/11/37 | 1,625 | 1,562 |
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 1,000 | 1,073 |
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 850 | 831 |
Endurance Specialty Holdings | 7.000% | 7/15/34 | 700 | 692 |
GE Global Insurance Holdings Corp. | 6.450% | 3/1/19 | 400 | 416 |
GE Global Insurance Holdings Corp. | 7.000% | 2/15/26 | 1,850 | 1,985 |
GE Global Insurance Holdings Corp. | 7.750% | 6/15/30 | 400 | 465 |
Genworth Financial, Inc. | 6.500% | 6/15/34 | 825 | 810 |
Hartford Financial Services Group, Inc. | 5.950% | 10/15/36 | 650 | 612 |
Hartford Financial Services Group, Inc. | 6.100% | 10/1/41 | 1,200 | 1,176 |
Humana Inc. | 6.300% | 8/1/18 | 750 | 745 |
Lincoln National Corp. | 6.150% | 4/7/36 | 1,475 | 1,414 |
Loews Corp. | 6.000% | 2/1/35 | 800 | 736 |
MBIA, Inc. | 5.700% | 12/1/34 | 1,000 | 823 |
Marsh&McLennan Cos., Inc. | 5.875% | 8/1/33 | 1,500 | 1,325 |
MetLife, Inc. | 6.500% | 12/15/32 | 3,000 | 3,059 |
MetLife, Inc. | 6.375% | 6/15/34 | 2,625 | 2,636 |
MetLife, Inc. | 6.400% | 12/15/36 | 1,950 | 1,849 |
Nationwide Financial Services | 6.750% | 5/15/37 | 1,000 | 958 |
Principal Financial Group, Inc. | 6.050% | 10/15/36 | 1,700 | 1,635 |
Progressive Corp. | 6.625% | 3/1/29 | 1,625 | 1,679 |
Prudential Financial, Inc. | 5.750% | 7/15/33 | 1,000 | 923 |
Prudential Financial, Inc. | 5.400% | 6/13/35 | 1,000 | 884 |
Prudential Financial, Inc. | 5.900% | 3/17/36 | 1,500 | 1,395 |
Prudential Financial, Inc. | 5.700% | 12/14/36 | 950 | 854 |
St. Paul Travelers Cos., Inc. | 6.750% | 6/20/36 | 1,000 | 1,033 |
Travelers Cos. Inc. | 6.250% | 6/15/37 | 2,400 | 2,324 |
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 1,500 | 1,488 |
UnitedHealth Group, Inc. | 5.800% | 3/15/36 | 1,300 | 1,219 |
3 UnitedHealth Group, Inc. | 6.500% | 6/15/37 | 1,200 | 1,224 |
WellPoint Inc. | 5.950% | 12/15/34 | 1,300 | 1,203 |
WellPoint Inc. | 5.850% | 1/15/36 | 1,975 | 1,812 |
WellPoint Inc. | 6.375% | 6/15/37 | 1,700 | 1,663 |
XL Capital Ltd. | 6.375% | 11/15/24 | 1,150 | 1,125 |
XL Capital Ltd. | 6.250% | 5/15/27 | 1,450 | 1,372 |
Real Estate Investment Trusts (0.1%) | ||||
National Retail Properties | 6.875% | 10/15/17 | 1,125 | 1,118 |
Realy Income Corp. | 6.750% | 8/15/19 | 1,350 | 1,358 |
Other (0.0%) | ||||
J. Paul Getty Trust | 5.875% | 10/1/33 | 750 | 748 |
|
||||
308,793 | ||||
|
||||
Industrial (26.1%) | ||||
Basic Industry (1.7%) | ||||
Alcan, Inc. | 7.250% | 3/15/31 | 1,250 | 1,352 |
Alcan, Inc. | 6.125% | 12/15/33 | 2,575 | 2,488 |
Alcoa, Inc. | 5.870% | 2/23/22 | 1,250 | 1,186 |
Alcoa, Inc. | 5.900% | 2/1/27 | 4,625 | 4,331 |
Aluminum Co. of America | 6.750% | 1/15/28 | 850 | 874 |
BHP Finance USA Ltd. | 6.420% | 3/1/26 | 500 | 495 |
Dow Chemical Co. | 7.375% | 11/1/29 | 2,525 | 2,785 |
E.I. du Pont de Nemours&Co. | 6.500% | 1/15/28 | 1,175 | 1,203 |
Eastman Chemical Co. | 7.250% | 1/15/24 | 1,300 | 1,345 |
Eastman Chemical Co. | 7.600% | 2/1/27 | 300 | 321 |
Inco Ltd. | 7.200% | 9/15/32 | 1,050 | 1,095 |
Lubrizol Corp. | 6.500% | 10/1/34 | 900 | 869 |
Monsanto Co. | 5.500% | 8/15/25 | 1,350 | 1,224 |
Newmont Mining | 5.875% | 4/1/35 | 1,100 | 963 |
Placer Dome, Inc. | 6.450% | 10/15/35 | 700 | 696 |
Potash Corp. of Saskatchewan | 5.875% | 12/1/36 | 1,750 | 1,597 |
Reliance Steel&Aluminum | 6.850% | 11/15/36 | 350 | 342 |
2 Rohm&Haas Co. | 9.800% | 4/15/20 | 358 | 438 |
Rohm&Haas Co. | 7.850% | 7/15/29 | 1,950 | 2,190 |
Southern Copper Corp. | 7.500% | 7/27/35 | 2,500 | 2,716 |
Teck Cominco Ltd. | 6.125% | 10/1/35 | 1,800 | 1,683 |
US Steel Corp. | 6.650% | 6/1/37 | 725 | 670 |
Vale Overseas Ltd. | 8.250% | 1/17/34 | 1,225 | 1,458 |
Vale Overseas Ltd. | 6.875% | 11/21/36 | 5,975 | 6,184 |
Westvaco Corp. | 8.200% | 1/15/30 | 575 | 607 |
Westvaco Corp. | 7.950% | 2/15/31 | 400 | 409 |
Weyerhaeuser Co. | 6.950% | 8/1/17 | 280 | 288 |
Weyerhaeuser Co. | 8.500% | 1/15/25 | 600 | 667 |
Weyerhaeuser Co. | 7.375% | 3/15/32 | 3,875 | 3,890 |
Capital Goods (2.1%) | ||||
Boeing Co. | 8.750% | 8/15/21 | 300 | 374 |
Boeing Co. | 8.750% | 9/15/31 | 850 | 1,140 |
Boeing Co. | 6.125% | 2/15/33 | 925 | 935 |
Boeing Co. | 6.625% | 2/15/38 | 1,050 | 1,135 |
CRH America Inc. | 6.400% | 10/15/33 | 1,500 | 1,386 |
Caterpillar, Inc. | 6.625% | 7/15/28 | 1,575 | 1,683 |
Caterpillar, Inc. | 7.300% | 5/1/31 | 1,200 | 1,372 |
Caterpillar, Inc. | 6.050% | 8/15/36 | 1,000 | 997 |
Caterpillar, Inc. | 6.950% | 5/1/42 | 1,425 | 1,567 |
Deere&Co. | 8.100% | 5/15/30 | 1,000 | 1,239 |
Deere&Co. | 7.125% | 3/3/31 | 700 | 796 |
Emerson Electric Co. | 4.500% | 5/1/13 | 600 | 577 |
Emerson Electric Co. | 6.000% | 8/15/32 | 400 | 399 |
Goodrich Corp. | 6.800% | 7/1/36 | 1,000 | 1,078 |
Honeywell International, Inc. | 5.700% | 3/15/36 | 2,100 | 1,937 |
Honeywell International, Inc. | 5.700% | 3/15/37 | 1,000 | 955 |
Lafarge SA | 7.125% | 7/15/36 | 2,225 | 2,315 |
Lockheed Martin Corp. | 7.750% | 5/1/26 | 150 | 177 |
Lockheed Martin Corp. | 6.150% | 9/1/36 | 5,200 | 5,263 |
Masco Corp. | 7.750% | 8/1/29 | 150 | 160 |
Masco Corp. | 6.500% | 8/15/32 | 1,275 | 1,202 |
Minnesota Mining&Manufacturing Corp. | 6.375% | 2/15/28 | 500 | 530 |
Minnesota Mining&Manufacturing Corp. | 5.700% | 3/15/37 | 1,975 | 1,925 |
Northrop Grumman Corp. | 7.750% | 2/15/31 | 4,300 | 5,062 |
Owens Corning, Inc. | 7.000% | 12/1/36 | 900 | 864 |
PACTIV Corp. | 7.950% | 12/15/25 | 1,000 | 1,098 |
Raytheon Co. | 6.400% | 12/15/18 | 500 | 521 |
Raytheon Co. | 7.200% | 8/15/27 | 400 | 446 |
Raytheon Co. | 7.000% | 11/1/28 | 1,000 | 1,094 |
Republic Services, Inc. | 6.086% | 3/15/35 | 225 | 201 |
TRW, Inc. | 7.750% | 6/1/29 | 250 | 293 |
Tyco International Group SA | 7.000% | 6/15/28 | 2,675 | 2,876 |
USA Waste Services, Inc. | 7.000% | 7/15/28 | 2,000 | 2,078 |
United Technologies Corp. | 8.875% | 11/15/19 | 545 | 685 |
United Technologies Corp. | 6.700% | 8/1/28 | 250 | 271 |
United Technologies Corp. | 7.500% | 9/15/29 | 1,875 | 2,215 |
United Technologies Corp. | 5.400% | 5/1/35 | 2,100 | 1,955 |
United Technologies Corp. | 6.050% | 6/1/36 | 2,175 | 2,195 |
WMX Technologies Inc. | 7.100% | 8/1/26 | 800 | 832 |
Waste Management, Inc. | 7.750% | 5/15/32 | 875 | 984 |
Communication (7.9%) | ||||
AT&T Corp. | 8.000% | 11/15/31 | 6,000 | 7,246 |
AT&T Inc. | 6.450% | 6/15/34 | 3,975 | 4,045 |
AT&T Inc. | 6.150% | 9/15/34 | 3,300 | 3,274 |
AT&T Inc. | 6.800% | 5/15/36 | 600 | 642 |
AT&T Inc. | 6.500% | 9/1/37 | 4,900 | 5,057 |
America Movil SA de C.V. | 6.375% | 3/1/35 | 2,975 | 2,901 |
Ameritech Capital Funding | 6.550% | 1/15/28 | 1,000 | 1,001 |
BellSouth Capital Funding | 7.875% | 2/15/30 | 4,250 | 4,927 |
BellSouth Corp. | 6.875% | 10/15/31 | 1,275 | 1,329 |
BellSouth Corp. | 6.550% | 6/15/34 | 2,475 | 2,525 |
BellSouth Corp. | 6.000% | 11/15/34 | 1,480 | 1,417 |
BellSouth Telecommunications | 6.375% | 6/1/28 | 4,140 | 4,156 |
British Telecommunications PLC | 9.125% | 12/15/30 | 5,975 | 7,963 |
CBS Corp. | 4.625% | 5/15/18 | 150 | 130 |
CBS Corp. | 7.875% | 7/30/30 | 2,815 | 3,029 |
CBS Corp. | 5.500% | 5/15/33 | 1,025 | 836 |
CenturyTel Enterprises | 6.875% | 1/15/28 | 550 | 538 |
Cingular Wireless LLC | 7.125% | 12/15/31 | 2,425 | 2,636 |
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 3,198 | 4,066 |
Comcast Corp. | 6.300% | 11/15/17 | 2,875 | 2,920 |
Comcast Corp. | 5.875% | 2/15/18 | 4,625 | 4,553 |
Comcast Corp. | 7.050% | 3/15/33 | 1,375 | 1,442 |
Comcast Corp. | 5.650% | 6/15/35 | 1,000 | 891 |
Comcast Corp. | 6.500% | 11/15/35 | 3,525 | 3,471 |
Comcast Corp. | 6.450% | 3/15/37 | 1,800 | 1,772 |
Comcast Corp. | 6.950% | 8/15/37 | 4,200 | 4,413 |
Deutsche Telekom International Finance | 8.250% | 6/15/30 | 9,825 | 12,092 |
Embarq Corp. | 7.995% | 6/1/36 | 3,000 | 3,207 |
France Telecom | 8.500% | 3/1/31 | 6,400 | 8,252 |
GTE Corp. | 6.840% | 4/15/18 | 1,000 | 1,064 |
GTE Corp. | 8.750% | 11/1/21 | 900 | 1,096 |
GTE Corp. | 6.940% | 4/15/28 | 2,275 | 2,377 |
Grupo Televisa SA | 6.625% | 3/18/25 | 1,600 | 1,614 |
Grupo Televisa SA | 8.500% | 3/11/32 | 250 | 302 |
Koninklijke KPN NV | 8.375% | 10/1/30 | 1,825 | 2,112 |
Michigan Bell Telephone Co. | 7.850% | 1/15/22 | 1,522 | 1,740 |
New Cingular Wireless Services | 8.750% | 3/1/31 | 5,850 | 7,412 |
New England Telephone&Telegraph Co. | 7.875% | 11/15/29 | 400 | 444 |
News America Holdings, Inc. | 8.150% | 10/17/36 | 1,225 | 1,435 |
News America Holdings, Inc. | 7.750% | 12/1/45 | 1,225 | 1,368 |
News America Inc. | 7.250% | 5/18/18 | 350 | 378 |
News America Inc. | 6.550% | 3/15/33 | 225 | 222 |
News America Inc. | 6.200% | 12/15/34 | 7,400 | 6,956 |
News America Inc. | 6.400% | 12/15/35 | 2,500 | 2,417 |
Pacific Bell | 7.125% | 3/15/26 | 550 | 579 |
Sprint Capital Corp. | 6.900% | 5/1/19 | 2,925 | 2,946 |
Sprint Capital Corp. | 6.875% | 11/15/28 | 7,550 | 7,348 |
Sprint Capital Corp. | 8.750% | 3/15/32 | 3,225 | 3,701 |
TCI Communications, Inc. | 7.875% | 2/15/26 | 2,200 | 2,416 |
Telecom Italia Capital | 6.375% | 11/15/33 | 4,200 | 3,963 |
Telecom Italia Capital | 6.000% | 9/30/34 | 500 | 463 |
Telecom Italia Capital | 7.200% | 7/18/36 | 1,625 | 1,719 |
Telefonica Emisiones SAU | 7.045% | 6/20/36 | 5,150 | 5,519 |
Telefonica Europe BV | 8.250% | 9/15/30 | 2,500 | 2,954 |
Thomson Corp. | 5.500% | 8/15/35 | 650 | 584 |
3 Time Warner Cable Inc. | 6.550% | 5/1/37 | 4,000 | 3,917 |
Time Warner Entertainment | 8.375% | 3/15/23 | 2,733 | 3,189 |
Time Warner Entertainment | 8.375% | 7/15/33 | 1,950 | 2,281 |
US Cellular | 6.700% | 12/15/33 | 950 | 868 |
US West Communications Group | 7.500% | 6/15/23 | 2,300 | 2,274 |
US West Communications Group | 6.875% | 9/15/33 | 2,350 | 2,186 |
Verizon Communications Corp. | 6.250% | 4/1/37 | 2,100 | 2,117 |
Verizon Global Funding Corp. | 7.750% | 12/1/30 | 6,550 | 7,574 |
Verizon Global Funding Corp. | 5.850% | 9/15/35 | 2,775 | 2,643 |
Verizon Maryland, Inc. | 5.125% | 6/15/33 | 500 | 407 |
Verizon New York, Inc. | 7.375% | 4/1/32 | 650 | 679 |
Vodafone AirTouch PLC | 7.875% | 2/15/30 | 1,000 | 1,153 |
Vodafone Group PLC | 4.625% | 7/15/18 | 2,375 | 2,101 |
Vodafone Group PLC | 6.250% | 11/30/32 | 200 | 195 |
Vodafone Group PLC | 6.150% | 2/27/37 | 2,800 | 2,689 |
Consumer Cyclical (3.3%) | ||||
CVS Corp. | 6.250% | 6/1/27 | 1,800 | 1,750 |
DaimlerChrysler North America Holding Corp. | 8.500% | 1/18/31 | 3,975 | 4,910 |
Federated Department Stores, Inc. | 6.900% | 4/1/29 | 150 | 139 |
Federated Retail Holding | 6.375% | 3/15/37 | 1,650 | 1,524 |
Home Depot Inc. | 5.875% | 12/16/36 | 6,325 | 5,381 |
J.C. Penney Co., Inc. | 5.750% | 2/15/18 | 1,025 | 989 |
J.C. Penney Co., Inc. | 7.125% | 11/15/23 | 1,000 | 1,047 |
J.C. Penney Co., Inc. | 6.375% | 10/15/36 | 2,650 | 2,442 |
J.C. Penney Co., Inc. | 7.400% | 4/1/37 | 750 | 798 |
Johnson Controls, Inc. | 6.000% | 1/15/36 | 425 | 409 |
Kohl's Corp. | 6.250% | 12/15/17 | 1,500 | 1,499 |
Kohl's Corp. | 6.000% | 1/15/33 | 400 | 362 |
Kohl's Corp. | 6.875% | 12/15/37 | 1,000 | 1,003 |
Limited Brands Inc. | 6.950% | 3/1/33 | 250 | 233 |
Limited Brands Inc. | 7.600% | 7/15/37 | 750 | 753 |
Lowe's Cos., Inc. | 6.875% | 2/15/28 | 550 | 573 |
Lowe's Cos., Inc. | 6.500% | 3/15/29 | 1,800 | 1,798 |
Lowe's Cos., Inc. | 5.500% | 10/15/35 | 800 | 705 |
Lowe's Cos., Inc. | 5.800% | 10/15/36 | 1,300 | 1,186 |
Lowe's Cos., Inc. | 6.650% | 9/15/37 | 950 | 970 |
Macy's Retail Holdings Inc. | 6.790% | 7/15/27 | 800 | 723 |
Macy's Retail Holdings Inc. | 7.000% | 2/15/28 | 1,100 | 1,029 |
May Department Stores Co. | 6.650% | 7/15/24 | 1,450 | 1,353 |
Nordstrom, Inc. | 6.950% | 3/15/28 | 300 | 314 |
Pulte Homes, Inc. | 7.875% | 6/15/32 | 1,000 | 899 |
Pulte Homes, Inc. | 6.375% | 5/15/33 | 500 | 372 |
Pulte Homes, Inc. | 6.000% | 2/15/35 | 150 | 105 |
Target Corp. | 7.000% | 7/15/31 | 550 | 593 |
Target Corp. | 6.350% | 11/1/32 | 3,000 | 2,988 |
The Walt Disney Co. | 7.000% | 3/1/32 | 2,500 | 2,814 |
Time Warner, Inc. | 9.150% | 2/1/23 | 1,980 | 2,412 |
Time Warner, Inc. | 7.570% | 2/1/24 | 500 | 542 |
Time Warner, Inc. | 6.625% | 5/15/29 | 6,975 | 6,891 |
Time Warner, Inc. | 7.625% | 4/15/31 | 6,435 | 7,013 |
Time Warner, Inc. | 7.700% | 5/1/32 | 2,040 | 2,257 |
Time Warner, Inc. | 6.500% | 11/15/36 | 2,100 | 2,036 |
Viacom Inc. | 6.875% | 4/30/36 | 3,075 | 3,073 |
Wal-Mart Stores, Inc. | 5.875% | 4/5/27 | 5,000 | 4,872 |
Wal-Mart Stores, Inc. | 7.550% | 2/15/30 | 3,525 | 4,077 |
Wal-Mart Stores, Inc. | 5.250% | 9/1/35 | 2,850 | 2,496 |
Wal-Mart Stores, Inc. | 6.500% | 8/15/37 | 5,500 | 5,699 |
Western Union Co. | 6.200% | 11/17/36 | 1,350 | 1,299 |
Consumer Noncyclical (4.9%) | ||||
3 Amgen Inc. | 6.375% | 6/1/37 | 2,125 | 2,065 |
Anheuser-Busch Cos., Inc. | 6.800% | 8/20/32 | 3,125 | 3,377 |
Anheuser-Busch Cos., Inc. | 5.950% | 1/15/33 | 650 | 636 |
Anheuser-Busch Cos., Inc. | 5.750% | 4/1/36 | 975 | 933 |
Anheuser-Busch Cos., Inc. | 6.450% | 9/1/37 | 1,275 | 1,325 |
Archer-Daniels-Midland Co. | 7.500% | 3/15/27 | 350 | 406 |
Archer-Daniels-Midland Co. | 6.625% | 5/1/29 | 250 | 266 |
Archer-Daniels-Midland Co. | 7.000% | 2/1/31 | 2,625 | 2,930 |
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 255 | 250 |
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 2,750 | 2,532 |
AstraZeneca PLC | 6.450% | 9/15/37 | 7,700 | 8,013 |
Bristol-Myers Squibb Co. | 7.150% | 6/15/23 | 1,950 | 2,146 |
Bristol-Myers Squibb Co. | 6.800% | 11/15/26 | 239 | 258 |
Bristol-Myers Squibb Co. | 5.875% | 11/15/36 | 2,700 | 2,585 |
Bristol-Myers Squibb Co. | 6.875% | 8/1/97 | 200 | 205 |
C.R. Bard, Inc. | 6.700% | 12/1/26 | 500 | 503 |
Cardinal Health, Inc. | 5.850% | 12/15/17 | 725 | 719 |
Coca-Cola Enterprises Inc. | 8.500% | 2/1/22 | 2,000 | 2,474 |
Coca-Cola Enterprises Inc. | 8.000% | 9/15/22 | 500 | 597 |
Coca-Cola Enterprises Inc. | 7.000% | 10/1/26 | 1,550 | 1,698 |
Coca-Cola Enterprises Inc. | 6.950% | 11/15/26 | 4,275 | 4,661 |
ConAgra Foods, Inc. | 9.750% | 3/1/21 | 129 | 166 |
ConAgra Foods, Inc. | 7.125% | 10/1/26 | 1,150 | 1,213 |
ConAgra Foods, Inc. | 7.000% | 10/1/28 | 175 | 183 |
ConAgra Foods, Inc. | 8.250% | 9/15/30 | 950 | 1,122 |
Diageo Capital PLC | 5.875% | 9/30/36 | 500 | 476 |
Eli Lilly&Co. | 7.125% | 6/1/25 | 1,000 | 1,099 |
Eli Lilly&Co. | 5.500% | 3/15/27 | 3,700 | 3,497 |
Eli Lilly&Co. | 5.550% | 3/15/37 | 850 | 794 |
Estee Lauder Ace Trust I | 6.000% | 5/15/37 | 1,025 | 989 |
Fortune Brands Inc. | 5.875% | 1/15/36 | 925 | 835 |
Genentech Inc. | 5.250% | 7/15/35 | 1,025 | 923 |
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 1,850 | 1,679 |
Grand Metropolitan Investment Corp. | 7.450% | 4/15/35 | 1,750 | 1,904 |
H.J. Heinz Co. | 6.750% | 3/15/32 | 1,100 | 1,110 |
H.J. Heinz Co. | 6.375% | 7/15/28 | 525 | 512 |
Johnson&Johnson | 6.950% | 9/1/29 | 1,125 | 1,278 |
Johnson&Johnson | 4.950% | 5/15/33 | 1,325 | 1,169 |
Johnson&Johnson | 5.950% | 8/15/37 | 1,975 | 2,014 |
Kellogg Co. | 7.450% | 4/1/31 | 2,600 | 2,971 |
Kimberly-Clark Corp. | 6.250% | 7/15/18 | 675 | 692 |
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 2,150 | 2,291 |
Kraft Foods, Inc. | 6.500% | 11/1/31 | 2,150 | 2,106 |
Kraft Foods, Inc. | 7.000% | 8/11/37 | 1,725 | 1,807 |
Kroger Co. | 7.700% | 6/1/29 | 375 | 403 |
Kroger Co. | 8.000% | 9/15/29 | 1,925 | 2,116 |
Kroger Co. | 7.500% | 4/1/31 | 1,250 | 1,369 |
Merck&Co. | 6.300% | 1/1/26 | 500 | 503 |
Merck&Co. | 6.400% | 3/1/28 | 2,200 | 2,237 |
Merck&Co. | 5.950% | 12/1/28 | 1,050 | 1,019 |
Merck&Co. | 5.750% | 11/15/36 | 250 | 234 |
Pepsi Bottling Group, Inc. | 7.000% | 3/1/29 | 2,925 | 3,222 |
Pharmacia Corp. | 6.500% | 12/1/18 | 750 | 807 |
Pharmacia Corp. | 6.600% | 12/1/28 | 2,000 | 2,175 |
Philip Morris Cos., Inc. | 7.750% | 1/15/27 | 1,800 | 2,213 |
Procter&Gamble Co. | 6.450% | 1/15/26 | 1,600 | 1,701 |
Procter&Gamble Co. | 5.800% | 8/15/34 | 600 | 594 |
Procter&Gamble Co. | 5.550% | 3/5/37 | 4,650 | 4,442 |
2 Procter&Gamble Co. ESOP | 9.360% | 1/1/21 | 2,265 | 2,814 |
Quest Diagnostic, Inc. | 6.950% | 7/1/37 | 1,350 | 1,396 |
Reynolds American Inc. | 7.250% | 6/15/37 | 2,100 | 2,195 |
Safeway, Inc. | 7.250% | 2/1/31 | 1,756 | 1,873 |
Schering-Plough Corp. | 6.750% | 12/1/33 | 2,825 | 2,979 |
Schering-Plough Corp. | 6.550% | 9/15/37 | 1,900 | 1,945 |
Sysco Corp. | 5.375% | 9/21/35 | 1,000 | 889 |
Teva Pharmaceutical Finance LLC | 6.150% | 2/1/36 | 2,400 | 2,274 |
Unilever Capital Corp. | 5.900% | 11/15/32 | 3,925 | 3,844 |
Wyeth | 6.450% | 2/1/24 | 2,225 | 2,258 |
Wyeth | 6.500% | 2/1/34 | 1,125 | 1,152 |
Wyeth | 6.000% | 2/15/36 | 3,075 | 2,957 |
Wyeth | 5.950% | 4/1/37 | 3,650 | 3,517 |
Energy (3.9%) | ||||
Alberta Energy Co. Ltd. | 7.375% | 11/1/31 | 1,000 | 1,087 |
Amerada Hess Corp. | 7.875% | 10/1/29 | 3,850 | 4,420 |
Amerada Hess Corp. | 7.125% | 3/15/33 | 925 | 998 |
Anadarko Finance Co. | 7.500% | 5/1/31 | 1,500 | 1,606 |
Anadarko Petroleum Corp. | 6.450% | 9/15/36 | 6,125 | 6,084 |
Apache Corp. | 6.000% | 1/15/37 | 1,950 | 1,910 |
Apache Finance Canada | 7.750% | 12/15/29 | 650 | 765 |
Baker Hughes, Inc. | 6.875% | 1/15/29 | 1,000 | 1,080 |
Burlington Resources, Inc. | 7.200% | 8/15/31 | 1,050 | 1,191 |
Burlington Resources, Inc. | 7.400% | 12/1/31 | 1,675 | 1,931 |
Canadian Natural Resources | 7.200% | 1/15/32 | 1,400 | 1,483 |
Canadian Natural Resources | 6.450% | 6/30/33 | 850 | 845 |
Canadian Natural Resources | 6.500% | 2/15/37 | 1,975 | 1,954 |
Canadian Natural Resources | 6.250% | 3/15/38 | 2,750 | 2,659 |
Conoco Funding Co. | 7.250% | 10/15/31 | 400 | 450 |
ConocoPhillips | 5.900% | 10/15/32 | 1,050 | 1,019 |
ConocoPhillips Canada | 5.950% | 10/15/36 | 1,750 | 1,703 |
Devon Energy Corp. | 7.950% | 4/15/32 | 250 | 300 |
Devon Financing Corp. | 7.875% | 9/30/31 | 4,400 | 5,184 |
Encana Corp. | 6.500% | 8/15/34 | 3,800 | 3,862 |
Encana Corp. | 6.625% | 8/15/37 | 900 | 916 |
Global Marine, Inc. | 7.000% | 6/1/28 | 800 | 827 |
Husky Energy Inc. | 6.150% | 6/15/19 | 510 | 505 |
Kerr McGee Corp. | 6.950% | 7/1/24 | 2,000 | 2,025 |
Kerr McGee Corp. | 7.875% | 9/15/31 | 500 | 568 |
Lasmo Inc. | 7.300% | 11/15/27 | 600 | 704 |
Marathon Oil Corp. | 6.000% | 10/1/17 | 1,425 | 1,433 |
Marathon Oil Corp. | 6.800% | 3/15/32 | 1,850 | 1,950 |
Marathon Oil Corp. | 6.600% | 10/1/37 | 1,650 | 1,694 |
Nexen, Inc. | 7.875% | 3/15/32 | 550 | 643 |
Nexen, Inc. | 5.875% | 3/10/35 | 1,850 | 1,696 |
Nexen, Inc. | 6.400% | 5/15/37 | 3,300 | 3,206 |
Noble Energy Inc. | 8.000% | 4/1/27 | 775 | 885 |
Norsk Hydro | 7.250% | 9/23/27 | 3,150 | 3,600 |
Norsk Hydro | 7.150% | 1/15/29 | 1,000 | 1,132 |
Petro-Canada | 7.875% | 6/15/26 | 150 | 172 |
Petro-Canada | 7.000% | 11/15/28 | 250 | 266 |
Petro-Canada | 5.350% | 7/15/33 | 1,650 | 1,425 |
Petro-Canada | 5.950% | 5/15/35 | 2,500 | 2,358 |
Suncor Energy, Inc. | 7.150% | 2/1/32 | 800 | 896 |
Suncor Energy, Inc. | 5.950% | 12/1/34 | 875 | 852 |
Suncor Energy, Inc. | 6.500% | 6/15/38 | 2,250 | 2,298 |
Talisman Energy, Inc. | 7.250% | 10/15/27 | 450 | 475 |
Talisman Energy, Inc. | 5.850% | 2/1/37 | 2,700 | 2,442 |
Tosco Corp. | 8.125% | 2/15/30 | 7,500 | 9,077 |
Transocean Sedco Forex, Inc. | 7.500% | 4/15/31 | 1,525 | 1,692 |
Valero Energy Corp. | 7.500% | 4/15/32 | 2,450 | 2,703 |
Valero Energy Corp. | 6.625% | 6/15/37 | 3,225 | 3,268 |
Weatherford International Inc. | 6.500% | 8/1/36 | 1,500 | 1,479 |
3 Weatherford International Inc. | 6.800% | 6/15/37 | 700 | 734 |
XTO Energy, Inc. | 6.100% | 4/1/36 | 1,125 | 1,077 |
XTO Energy, Inc. | 6.750% | 8/1/37 | 3,525 | 3,658 |
Technology (0.7%) | ||||
Corning Inc. | 7.250% | 8/15/36 | 600 | 635 |
Dell Inc. | 7.100% | 4/15/28 | 500 | 528 |
Electronic Data Systems | 7.450% | 10/15/29 | 375 | 379 |
Equifax Inc. | 6.300% | 7/1/17 | 650 | 656 |
Equifax Inc. | 7.000% | 7/1/37 | 600 | 601 |
International Business Machines Corp. | 7.000% | 10/30/25 | 1,050 | 1,161 |
International Business Machines Corp. | 6.220% | 8/1/27 | 4,600 | 4,641 |
International Business Machines Corp. | 6.500% | 1/15/28 | 2,800 | 2,915 |
International Business Machines Corp. | 5.875% | 11/29/32 | 500 | 494 |
International Business Machines Corp. | 7.125% | 12/1/96 | 400 | 438 |
Motorola, Inc. | 7.500% | 5/15/25 | 225 | 234 |
Motorola, Inc. | 6.500% | 9/1/25 | 1,300 | 1,249 |
Motorola, Inc. | 6.500% | 11/15/28 | 975 | 929 |
Pitney Bowes, Inc. | 4.750% | 5/15/18 | 2,000 | 1,810 |
Pitney Bowes, Inc. | 5.250% | 1/15/37 | 450 | 423 |
Science Applications International Corp. | 5.500% | 7/1/33 | 500 | 416 |
Transportation (1.6%) | ||||
Burlington Northern Santa Fe Corp. | 7.000% | 12/15/25 | 700 | 738 |
Burlington Northern Santa Fe Corp. | 7.950% | 8/15/30 | 1,300 | 1,524 |
Burlington Northern Santa Fe Corp. | 6.200% | 8/15/36 | 1,425 | 1,385 |
Burlington Northern Santa Fe Corp. | 6.150% | 5/1/37 | 1,950 | 1,895 |
CNF, Inc. | 6.700% | 5/1/34 | 700 | 645 |
CSX Corp. | 6.250% | 3/15/18 | 600 | 601 |
CSX Corp. | 7.950% | 5/1/27 | 675 | 771 |
CSX Corp. | 6.000% | 10/1/36 | 1,175 | 1,090 |
CSX Corp. | 6.150% | 5/1/37 | 1,000 | 958 |
Canadian National Railway Co. | 6.800% | 7/15/18 | 1,025 | 1,108 |
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,850 | 1,823 |
Canadian National Railway Co. | 6.200% | 6/1/36 | 1,325 | 1,334 |
Canadian National Railway Co. | 6.375% | 11/15/37 | 600 | 608 |
Canadian Pacific Rail | 7.125% | 10/15/31 | 2,075 | 2,151 |
Canadian Pacific Rail | 5.950% | 5/15/37 | 1,000 | 922 |
2 Continental Airlines, Inc. | 6.648% | 9/15/17 | 2,387 | 2,387 |
2 Continental Airlines, Inc. | 6.900% | 1/2/18 | 1,286 | 1,312 |
2 Continental Airlines, Inc. | 6.545% | 2/2/19 | 990 | 995 |
2 Continental Airlines, Inc. | 5.983% | 4/19/22 | 1,500 | 1,455 |
Federal Express Corp. | 7.600% | 7/1/97 | 1,000 | 1,087 |
Norfolk Southern Corp. | 9.750% | 6/15/20 | 411 | 535 |
Norfolk Southern Corp. | 5.590% | 5/17/25 | 716 | 653 |
Norfolk Southern Corp. | 7.800% | 5/15/27 | 2,802 | 3,219 |
Norfolk Southern Corp. | 5.640% | 5/17/29 | 698 | 635 |
Norfolk Southern Corp. | 7.250% | 2/15/31 | 1,009 | 1,113 |
Norfolk Southern Corp. | 7.050% | 5/1/37 | 1,575 | 1,690 |
Norfolk Southern Corp. | 7.900% | 5/15/97 | 450 | 533 |
2 Southwest Airlines Co. | 6.150% | 8/1/22 | 850 | 850 |
Union Pacific Corp. | 7.125% | 2/1/28 | 600 | 650 |
Union Pacific Corp. | 6.625% | 2/1/29 | 1,125 | 1,140 |
Union Pacific Corp. | 6.150% | 5/1/37 | 1,000 | 962 |
Union Pacific Railroad Co. | 6.176% | 1/2/31 | 950 | 961 |
2 United Air Lines Inc. | 6.636% | 7/2/22 | 1,600 | 1,568 |
United Parcel Service of America | 8.375% | 4/1/30 | 500 | 643 |
United Parcel Service of America | 8.375% | 4/1/20 | 500 | 627 |
Other (0.0%) | ||||
Dover Corp. | 5.375% | 10/15/35 | 350 | 317 |
Rockwell International Corp. | 6.700% | 1/15/28 | 300 | 327 |
|
||||
656,084 | ||||
|
||||
Utilities (5.9%) | ||||
Electric (4.5%) | ||||
AEP Texas Central Co. | 6.650% | 2/15/33 | 1,950 | 1,940 |
Alabama Power Co. | 5.500% | 10/15/17 | 2,425 | 2,392 |
AmerenEnergy Generating | 7.950% | 6/1/32 | 1,750 | 2,002 |
Appalachian Power Co. | 5.800% | 10/1/35 | 350 | 321 |
Baltimore Gas&Electric Co. | 6.350% | 10/1/36 | 1,075 | 1,066 |
Bruce Mansfield Unit | 6.850% | 6/1/34 | 2,450 | 2,490 |
CenterPoint Energy Houston | 6.950% | 3/15/33 | 925 | 989 |
Cleveland Electric Illumination Co. | 7.880% | 11/1/17 | 250 | 283 |
Cleveland Electric Illumination Co. | 5.950% | 12/15/36 | 1,000 | 929 |
Columbus Southern Power | 5.850% | 10/1/35 | 800 | 757 |
Commonwealth Edison Co. | 5.875% | 2/1/33 | 250 | 233 |
Commonwealth Edison Co. | 5.900% | 3/15/36 | 1,500 | 1,396 |
Connecticut Light&Power Co. | 6.350% | 6/1/36 | 750 | 733 |
Consolidated Edison Co. of New York | 5.300% | 3/1/35 | 1,125 | 976 |
Consolidated Edison Co. of New York | 5.850% | 3/15/36 | 1,875 | 1,759 |
Consolidated Edison Co. of New York | 6.200% | 6/15/36 | 550 | 551 |
Consolidated Edison Co. of New York | 6.300% | 8/15/37 | 850 | 857 |
Constellation Energy Group, Inc. | 7.600% | 4/1/32 | 1,800 | 1,984 |
Consumers Energy Co. | 5.650% | 4/15/20 | 1,250 | 1,219 |
DTE Energy Co. | 6.375% | 4/15/33 | 800 | 783 |
Detroit Edison Co. | 5.700% | 10/1/37 | 500 | 473 |
Dominion Resources, Inc. | 6.300% | 3/15/33 | 2,150 | 2,112 |
Dominion Resources, Inc. | 5.950% | 6/15/35 | 1,150 | 1,073 |
Duke Energy Carolinas | 6.100% | 6/1/37 | 825 | 807 |
Duke Energy Corp. | 6.000% | 12/1/28 | 1,000 | 973 |
Duke Energy Corp. | 6.450% | 10/15/32 | 1,050 | 1,075 |
El Paso Electric Co. | 6.000% | 5/15/35 | 1,400 | 1,312 |
Energy East Corp. | 6.750% | 7/15/36 | 1,425 | 1,473 |
Exelon Corp. | 5.625% | 6/15/35 | 475 | 428 |
FirstEnergy Corp. | 7.375% | 11/15/31 | 5,850 | 6,422 |
Florida Power&Light Co. | 5.950% | 10/1/33 | 950 | 929 |
Florida Power&Light Co. | 5.625% | 4/1/34 | 1,174 | 1,098 |
Florida Power&Light Co. | 4.950% | 6/1/35 | 775 | 655 |
Florida Power&Light Co. | 5.400% | 9/1/35 | 1,875 | 1,695 |
Florida Power&Light Co. | 6.200% | 6/1/36 | 150 | 153 |
Florida Power&Light Co. | 5.650% | 2/1/37 | 500 | 468 |
Florida Power&Light Co. | 5.850% | 5/1/37 | 625 | 602 |
Florida Power Corp. | 6.350% | 9/15/37 | 475 | 487 |
Georgia Power Co. | 5.650% | 3/1/37 | 575 | 529 |
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 1,925 | 1,831 |
Kansas City Power&Light | 6.050% | 11/15/35 | 500 | 475 |
MidAmerican Energy Co. | 6.750% | 12/30/31 | 1,800 | 1,904 |
MidAmerican Energy Co. | 5.750% | 11/1/35 | 850 | 795 |
MidAmerican Energy Co. | 5.800% | 10/15/36 | 875 | 833 |
MidAmerican Energy Holdings Co. | 8.480% | 9/15/28 | 300 | 366 |
MidAmerican Energy Holdings Co. | 6.125% | 4/1/36 | 6,050 | 5,887 |
MidAmerican Energy Holdings Co. | 5.950% | 5/15/37 | 1,600 | 1,513 |
3 MidAmerican Energy Holdings Co. | 6.500% | 9/15/37 | 2,500 | 2,486 |
National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 2,400 | 2,857 |
NiSource Finance Corp. | 5.250% | 9/15/17 | 1,025 | 949 |
NiSource Finance Corp. | 6.400% | 3/15/18 | 1,450 | 1,464 |
NiSource Finance Corp. | 5.450% | 9/15/20 | 725 | 657 |
Northern States Power Co. | 5.250% | 7/15/35 | 1,175 | 1,065 |
Northern States Power Co. | 6.250% | 6/1/36 | 725 | 756 |
Northern States Power Co. | 6.200% | 7/1/37 | 1,050 | 1,083 |
Ohio Power Co. | 6.600% | 2/15/33 | 400 | 408 |
Oncor Electric Delivery Co. | 7.000% | 9/1/22 | 1,675 | 1,717 |
Oncor Electric Delivery Co. | 7.000% | 5/1/32 | 2,025 | 2,051 |
Oncor Electric Delivery Co. | 7.250% | 1/15/33 | 325 | 337 |
PPL Energy Supply LLC | 6.000% | 12/15/36 | 1,350 | 1,192 |
PSE&G Power LLC | 8.625% | 4/15/31 | 400 | 492 |
PSI Energy Inc. | 6.120% | 10/15/35 | 600 | 576 |
PacifiCorp | 7.700% | 11/15/31 | 400 | 472 |
PacifiCorp | 5.250% | 6/15/35 | 1,150 | 1,001 |
PacifiCorp | 5.750% | 4/1/37 | 1,000 | 934 |
Pacific Gas&Electric Co. | 6.050% | 3/1/34 | 7,350 | 7,197 |
Pacific Gas&Electric Co. | 5.800% | 3/1/37 | 1,825 | 1,726 |
3 Pennsylvania Electric Co. | 6.050% | 9/1/17 | 350 | 349 |
Pepco Holdings, Inc. | 7.450% | 8/15/32 | 300 | 337 |
Progress Energy, Inc. | 7.750% | 3/1/31 | 1,725 | 1,991 |
Progress Energy, Inc. | 7.000% | 10/30/31 | 925 | 982 |
Public Service Co. of Colorado | 6.250% | 9/1/37 | 825 | 837 |
Public Service Electric&Gas | 5.250% | 7/1/35 | 675 | 595 |
Public Service Electric&Gas | 5.800% | 5/1/37 | 2,325 | 2,173 |
Puget Sound Energy Inc. | 5.483% | 6/1/35 | 825 | 730 |
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 1,425 | 1,407 |
South Carolina Electric&Gas Co. | 6.625% | 2/1/32 | 500 | 532 |
South Carolina Electric&Gas Co. | 5.300% | 5/15/33 | 1,850 | 1,655 |
Southern California Edison Co. | 6.650% | 4/1/29 | 700 | 738 |
Southern California Edison Co. | 6.000% | 1/15/34 | 1,125 | 1,107 |
Southern California Edison Co. | 5.750% | 4/1/35 | 400 | 380 |
Southern California Edison Co. | 5.350% | 7/15/35 | 2,250 | 2,019 |
Southern California Edison Co. | 5.625% | 2/1/36 | 1,100 | 1,035 |
Southern California Edison Co. | 5.550% | 1/15/37 | 600 | 554 |
Tampa Electric Co. | 6.550% | 5/15/36 | 450 | 465 |
Toledo Edison Co. | 6.150% | 5/15/37 | 600 | 561 |
United Utilities PLC | 5.375% | 2/1/19 | 1,000 | 958 |
United Utilities PLC | 6.875% | 8/15/28 | 375 | 398 |
Virginia Electric&Power Co. | 6.000% | 1/15/36 | 900 | 871 |
Virginia Electric&Power Co. | 6.000% | 5/15/37 | 1,650 | 1,597 |
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 450 | 417 |
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 1,675 | 1,564 |
Xcel Energy, Inc. | 6.500% | 7/1/36 | 650 | 634 |
Natural Gas (1.4%) | ||||
AGL Capital Corp. | 6.000% | 10/1/34 | 850 | 796 |
Duke Capital Corp. | 8.000% | 10/1/19 | 425 | 476 |
Duke Capital Corp. | 6.750% | 2/15/32 | 1,705 | 1,681 |
Duke Energy Field Services | 8.125% | 8/16/30 | 500 | 567 |
El Paso Natural Gas Co. | 8.375% | 6/15/32 | 1,350 | 1,582 |
Energy Transfer Partners LP | 6.625% | 10/15/36 | 1,125 | 1,070 |
Enterprise Products Operating LP | 6.300% | 9/15/17 | 1,600 | 1,606 |
Enterprise Products Operating LP | 6.875% | 3/1/33 | 875 | 890 |
Enterprise Products Operating LP | 6.650% | 10/15/34 | 900 | 899 |
KeySpan Corp. | 8.000% | 11/15/30 | 1,175 | 1,410 |
Kinder Morgan Energy Partners LP | 7.750% | 3/15/32 | 500 | 544 |
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 1,000 | 1,037 |
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 1,675 | 1,483 |
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 1,350 | 1,295 |
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 1,000 | 1,014 |
ONEOK Inc. | 6.000% | 6/15/35 | 975 | 895 |
ONEOK Partners, LP | 6.650% | 10/1/36 | 2,550 | 2,553 |
ONEOK Partners, LP | 6.850% | 10/15/37 | 1,200 | 1,209 |
Plains All American Pipeline LP | 6.650% | 1/15/37 | 1,175 | 1,166 |
San Diego Gas&Electric | 5.350% | 5/15/35 | 1,775 | 1,589 |
Southern California Gas Co. | 5.750% | 11/15/35 | 75 | 72 |
Southern Natural Gas | 7.350% | 2/15/31 | 1,350 | 1,421 |
Southern Union Co. | 7.600% | 2/1/24 | 500 | 532 |
Southern Union Co. | 8.250% | 11/15/29 | 1,000 | 1,122 |
Tennessee Gas Pipeline | 7.000% | 10/15/28 | 2,650 | 2,697 |
Texas Eastern Transmission | 7.000% | 7/15/32 | 700 | 754 |
Trans-Canada Pipelines | 5.600% | 3/31/34 | 1,725 | 1,647 |
Trans-Canada Pipelines | 5.850% | 3/15/36 | 2,575 | 2,481 |
|
||||
148,822 | ||||
|
||||
|
||||
Total Corporate Bonds | ||||
(Cost $1,143,174) | 1,117,009 | |||
|
||||
Sovereign Bonds (U.S. Dollar-Denominated) (3.9%) | ||||
|
||||
Asian Development Bank | 5.593% | 7/16/18 | 3,400 | 3,517 |
European Investment Bank | 4.875% | 2/15/36 | 1,400 | 1,305 |
Inter-American Development Bank | 7.000% | 6/15/25 | 750 | 886 |
International Bank for Reconstruction&Development | 7.625% | 1/19/23 | 1,807 | 2,245 |
International Bank for Reconstruction&Development | 8.875% | 3/1/26 | 1,000 | 1,400 |
International Bank for Reconstruction&Development | 4.750% | 2/15/35 | 2,225 | 2,051 |
Korea Electric Power | 7.000% | 2/1/27 | 750 | 831 |
Kreditanstalt fur Wiederaufbau | 0.000% | 4/18/36 | 6,200 | 1,303 |
Kreditanstalt fur Wiederaufbau | 0.000% | 6/29/37 | 6,275 | 1,294 |
Pemex Project Funding Master Trust | 8.625% | 2/1/22 | 3,075 | 3,790 |
Pemex Project Funding Master Trust | 6.625% | 6/15/35 | 4,900 | 5,059 |
Petrobras International Finance | 8.375% | 12/10/18 | 1,500 | 1,755 |
Province of British Columbia | 6.500% | 1/15/26 | 1,500 | 1,692 |
Province of Manitoba | 9.250% | 4/1/20 | 1,500 | 2,020 |
Province of Nova Scotia | 9.125% | 5/1/21 | 1,280 | 1,744 |
Province of Quebec | 4.875% | 5/5/14 | 500 | 499 |
Province of Quebec | 7.500% | 7/15/23 | 600 | 725 |
Province of Quebec | 7.125% | 2/9/24 | 3,800 | 4,392 |
Province of Quebec | 7.500% | 9/15/29 | 2,950 | 3,614 |
Province of Saskatchewan | 7.375% | 7/15/13 | 600 | 667 |
Quebec Hydro Electric | 9.400% | 2/1/21 | 1,480 | 2,025 |
Quebec Hydro Electric | 8.400% | 1/15/22 | 775 | 1,002 |
Quebec Hydro Electric | 8.050% | 7/7/24 | 5,000 | 6,326 |
Quebec Hydro Electric | 8.500% | 12/1/29 | 500 | 673 |
Region of Lombardy, Italy | 5.804% | 10/25/32 | 2,375 | 2,443 |
Republic of Finland | 6.950% | 2/15/26 | 195 | 231 |
Republic of Italy | 6.875% | 9/27/23 | 6,600 | 7,526 |
Republic of Italy | 5.375% | 6/15/33 | 5,750 | 5,620 |
Republic of Korea | 5.625% | 11/3/25 | 900 | 889 |
Republic of South Africa | 5.875% | 5/30/22 | 3,000 | 2,941 |
United Mexican States | 8.125% | 12/30/19 | 6,750 | 8,191 |
United Mexican States | 8.300% | 8/15/31 | 1,425 | 1,831 |
United Mexican States | 6.750% | 9/27/34 | 16,325 | 17,811 |
|
||||
Total Sovereign Bonds | ||||
(Cost $97,800) | 98,298 | |||
|
||||
Taxable Municipal Bonds (1.3%) | ||||
|
||||
Illinois (Taxable Pension) GO | 4.950% | 6/1/23 | 1,700 | 1,598 |
Illinois (Taxable Pension) GO | 5.100% | 6/1/33 | 20,850 | 19,530 |
Kansas Dev. Finance Auth. Rev. (Public Employee Retirement System) | 5.501% | 5/1/34 | 500 | 492 |
New Jersey Econ. Dev. Auth. State Pension Rev. | 7.425% | 2/15/29 | 1,250 | 1,509 |
New Jersey Turnpike Auth. Rev. | 4.252% | 1/1/16 | 30 | 28 |
New Jersey Turnpike Auth. Rev. | 4.252% | 1/1/16 | 570 | 536 |
Oregon (Taxable Pension) GO | 5.762% | 6/1/23 | 600 | 602 |
Oregon (Taxable Pension) GO | 5.892% | 6/1/27 | 1,850 | 1,911 |
Oregon School Board Assn. | 4.759% | 6/30/28 | 1,850 | 1,661 |
Oregon School Board Assn. | 5.528% | 6/30/28 | 1,500 | 1,488 |
Tobbacco Settlement Finance Auth. Rev. | 7.467% | 6/1/47 | 3,900 | 3,799 |
Wisconsin Public Service Rev. | 5.700% | 5/1/26 | 900 | 899 |
|
||||
Total Taxable Municipal Bonds | ||||
(Cost $34,292) | 34,053 | |||
|
||||
Shares | ||||
|
||||
Temporary Cash Investment (0.7%) | ||||
|
||||
4 Vanguard Market Liquidity Fund | ||||
(Cost $17,129) | 5.153% | 17,128,845 | 17,129 | |
|
||||
Total Investments (99.4%) | ||||
(Cost $2,488,943) | 2,499,423 | |||
|
||||
Other Assets and Liabilities - Net (0.6%) | 14,100 | |||
|
||||
Net Assets (100%) | 2,513,523 | |||
|
1 The
issuer operates under a congressional charter; its securities are neither issued nor
guaranteed by the U.S. government. If needed, access to additional funding from the
U.S. Treasury (beyond the issuer's line of credit) would require congressional
action.
2 The average or expected maturity is shorter than the final maturity shown
because of the possibility of interim principal payments and prepayments or the
possibility of the issue being called.
3 Security exempt from registration
under Rule 144A of the Securities Act of 1933. Such securities may be sold in
transactions exempt from registration, normally to qualified institutional buyers.
At September 30, 2007, the aggregate value of these securities was $13,690,000,
representing 0.5% of net assets.
4 Affiliated money market fund available only to
Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is
the 7-day yield.
GO - General Obligation Bond.
Investment Securities: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the board of trustees to represent fair value.
At September 30, 2007, the cost of investment securities for tax purposes was $2,488,943,000. Net unrealized appreciation of investment securities for tax purposes was $10,480,000, consisting of unrealized gains of $51,808,000 on securities that had risen in value since their purchase and $41,328,000 in unrealized losses on securities that had fallen in value since their purchase.
Coupon |
Maturity
Date |
Face
Amount ($000) |
Market
Value ($000) |
|
---|---|---|---|---|
|
||||
U.S. Government and Agency Obligations (71.1%) | ||||
|
||||
U.S. Government Securities (25.1%) | ||||
U.S. Treasury Bond | 10.375% | 11/15/2012 | 4,375 | 4,406 |
U.S. Treasury Bond | 3.625% | 5/15/2013 | 82,725 | 80,127 |
U.S. Treasury Bond | 12.000% | 8/15/2013 | 131,800 | 140,388 |
U.S. Treasury Bond | 13.250% | 5/15/2014 | 7,000 | 7,985 |
U.S. Treasury Bond | 4.000% | 2/15/2015 | 381,975 | 371,650 |
U.S. Treasury Bond | 11.250% | 2/15/2015 | 122,275 | 174,127 |
U.S. Treasury Bond | 10.625% | 8/15/2015 | 43,925 | 61,694 |
U.S. Treasury Bond | 9.875% | 11/15/2015 | 47,375 | 64,585 |
U.S. Treasury Bond | 9.250% | 2/15/2016 | 8,525 | 11,322 |
U.S. Treasury Bond | 7.250% | 5/15/2016 | 116,875 | 139,209 |
U.S. Treasury Bond | 7.500% | 11/15/2016 | 257,469 | 312,825 |
U.S. Treasury Bond | 8.750% | 5/15/2017 | 305,390 | 402,495 |
U.S. Treasury Bond | 8.875% | 8/15/2017 | 236,010 | 314,594 |
U.S. Treasury Bond | 9.125% | 5/15/2018 | 1,000 | 1,369 |
U.S. Treasury Bond | 8.875% | 2/15/2019 | 700 | 952 |
U.S. Treasury Bond | 8.125% | 8/15/2019 | 108,895 | 141,751 |
U.S. Treasury Bond | 8.500% | 2/15/2020 | 46,715 | 62,759 |
U.S. Treasury Bond | 8.750% | 5/15/2020 | 40,575 | 55,638 |
U.S. Treasury Bond | 8.750% | 8/15/2020 | 294,125 | 404,331 |
U.S. Treasury Bond | 7.875% | 2/15/2021 | 45,357 | 58,823 |
U.S. Treasury Bond | 8.125% | 5/15/2021 | 4,525 | 5,994 |
U.S. Treasury Bond | 8.125% | 8/15/2021 | 164,625 | 218,617 |
U.S. Treasury Bond | 8.000% | 11/15/2021 | 86,120 | 113,557 |
U.S. Treasury Bond | 7.625% | 11/15/2022 | 92,130 | 119,121 |
U.S. Treasury Bond | 7.125% | 2/15/2023 | 60,150 | 74,643 |
U.S. Treasury Bond | 7.625% | 2/15/2025 | 82,125 | 108,149 |
U.S. Treasury Bond | 6.875% | 8/15/2025 | 127,200 | 156,854 |
U.S. Treasury Bond | 6.000% | 2/15/2026 | 82,750 | 93,701 |
U.S. Treasury Bond | 6.750% | 8/15/2026 | 349,355 | 428,288 |
U.S. Treasury Bond | 6.500% | 11/15/2026 | 775 | 928 |
U.S. Treasury Bond | 6.625% | 2/15/2027 | 22,710 | 27,586 |
U.S. Treasury Bond | 6.375% | 8/15/2027 | 8,525 | 10,115 |
U.S. Treasury Bond | 6.125% | 11/15/2027 | 2,000 | 2,313 |
U.S. Treasury Bond | 5.250% | 11/15/2028 | 3,710 | 3,889 |
U.S. Treasury Bond | 5.250% | 2/15/2029 | 30,825 | 32,309 |
U.S. Treasury Bond | 6.125% | 8/15/2029 | 54,590 | 63,683 |
U.S. Treasury Bond | 6.250% | 5/15/2030 | 41,525 | 49,363 |
U.S. Treasury Bond | 5.375% | 2/15/2031 | 191,220 | 204,695 |
U.S. Treasury Bond | 4.500% | 2/15/2036 | 5,905 | 5,594 |
U.S. Treasury Bond | 4.750% | 2/15/2037 | 23,985 | 23,644 |
U.S. Treasury Note | 4.375% | 1/31/2008 | 21,826 | 21,850 |
U.S. Treasury Note | 4.875% | 4/30/2008 | 34,145 | 34,278 |
U.S. Treasury Note | 2.625% | 5/15/2008 | 74,435 | 73,738 |
U.S. Treasury Note | 3.750% | 5/15/2008 | 46,325 | 46,202 |
U.S. Treasury Note | 5.625% | 5/15/2008 | 78,420 | 79,106 |
U.S. Treasury Note | 5.125% | 6/30/2008 | 11,000 | 11,076 |
U.S. Treasury Note | 5.000% | 7/31/2008 | 71,420 | 71,900 |
U.S. Treasury Note | 4.625% | 9/30/2008 | 140,875 | 141,602 |
U.S. Treasury Note | 3.125% | 10/15/2008 | 259,075 | 256,686 |
U.S. Treasury Note | 4.875% | 10/31/2008 | 336,550 | 339,390 |
U.S. Treasury Note | 3.375% | 11/15/2008 | 32,725 | 32,500 |
U.S. Treasury Note | 4.375% | 11/15/2008 | 57,650 | 57,866 |
U.S. Treasury Note | 4.750% | 11/15/2008 | 5,300 | 5,343 |
U.S. Treasury Note | 4.750% | 12/31/2008 | 106,125 | 107,037 |
U.S. Treasury Note | 3.250% | 1/15/2009 | 51,150 | 50,694 |
U.S. Treasury Note | 4.875% | 1/31/2009 | 83,540 | 84,466 |
U.S. Treasury Note | 4.500% | 2/15/2009 | 149,460 | 150,440 |
U.S. Treasury Note | 2.625% | 3/15/2009 | 9,150 | 8,976 |
U.S. Treasury Note | 4.500% | 3/31/2009 | 157,800 | 158,958 |
U.S. Treasury Note | 3.125% | 4/15/2009 | 174,295 | 172,116 |
U.S. Treasury Note | 4.500% | 4/30/2009 | 403,575 | 406,856 |
U.S. Treasury Note | 3.875% | 5/15/2009 | 87,865 | 87,728 |
U.S. Treasury Note | 4.875% | 5/15/2009 | 106,350 | 107,862 |
U.S. Treasury Note | 4.875% | 5/31/2009 | 257,475 | 261,177 |
U.S. Treasury Note | 4.000% | 6/15/2009 | 92,545 | 92,574 |
U.S. Treasury Note | 4.875% | 6/30/2009 | 147,500 | 149,689 |
U.S. Treasury Note | 3.625% | 7/15/2009 | 172,805 | 171,779 |
U.S. Treasury Note | 3.500% | 8/15/2009 | 101,350 | 100,479 |
U.S. Treasury Note | 4.875% | 8/15/2009 | 112,900 | 114,682 |
U.S. Treasury Note | 6.000% | 8/15/2009 | 33,325 | 34,528 |
U.S. Treasury Note | 3.375% | 10/15/2009 | 126,870 | 125,383 |
U.S. Treasury Note | 4.625% | 11/15/2009 | 67,975 | 68,846 |
U.S. Treasury Note | 3.500% | 12/15/2009 | 93,575 | 92,610 |
U.S. Treasury Note | 3.500% | 2/15/2010 | 158,175 | 156,321 |
U.S. Treasury Note | 6.500% | 2/15/2010 | 697,025 | 736,017 |
U.S. Treasury Note | 4.000% | 3/15/2010 | 83,450 | 83,463 |
U.S. Treasury Note | 4.000% | 4/15/2010 | 27,975 | 27,970 |
U.S. Treasury Note | 3.875% | 5/15/2010 | 2,200 | 2,193 |
U.S. Treasury Note | 3.625% | 6/15/2010 | 10,750 | 10,653 |
U.S. Treasury Note | 4.125% | 8/15/2010 | 4,346 | 4,359 |
U.S. Treasury Note | 3.875% | 9/15/2010 | 18,975 | 18,895 |
U.S. Treasury Note | 4.250% | 10/15/2010 | 2,675 | 2,691 |
U.S. Treasury Note | 4.500% | 11/15/2010 | 4,400 | 4,459 |
U.S. Treasury Note | 4.500% | 2/28/2011 | 77,590 | 78,644 |
U.S. Treasury Note | 4.750% | 3/31/2011 | 4,400 | 4,496 |
U.S. Treasury Note | 4.875% | 4/30/2011 | 173,200 | 177,665 |
U.S. Treasury Note | 4.875% | 5/31/2011 | 142,250 | 145,961 |
U.S. Treasury Note | 5.125% | 6/30/2011 | 14,075 | 14,563 |
U.S. Treasury Note | 4.875% | 7/31/2011 | 307,675 | 315,751 |
U.S. Treasury Note | 4.500% | 9/30/2011 | 572,395 | 579,819 |
U.S. Treasury Note | 4.625% | 10/31/2011 | 428,145 | 435,569 |
U.S. Treasury Note | 4.500% | 11/30/2011 | 263,175 | 266,465 |
U.S. Treasury Note | 4.625% | 12/31/2011 | 200 | 203 |
U.S. Treasury Note | 4.750% | 1/31/2012 | 35 | 36 |
U.S. Treasury Note | 4.625% | 2/29/2012 | 145,570 | 148,117 |
U.S. Treasury Note | 4.500% | 3/31/2012 | 60,325 | 61,042 |
U.S. Treasury Note | 4.500% | 4/30/2012 | 55,510 | 56,178 |
U.S. Treasury Note | 4.750% | 5/31/2012 | 298,005 | 304,662 |
U.S. Treasury Note | 4.125% | 8/31/2012 | 54,605 | 54,358 |
U.S. Treasury Note | 3.875% | 2/15/2013 | 480 | 472 |
U.S. Treasury Note | 4.250% | 8/15/2013 | 57,600 | 57,519 |
U.S. Treasury Note | 4.250% | 11/15/2013 | 116,725 | 116,397 |
U.S. Treasury Note | 4.000% | 2/15/2014 | 78,400 | 76,943 |
U.S. Treasury Note | 4.750% | 5/15/2014 | 171,000 | 174,875 |
U.S. Treasury Note | 4.250% | 8/15/2014 | 341,450 | 338,889 |
U.S. Treasury Note | 4.250% | 11/15/2014 | 168,175 | 166,572 |
U.S. Treasury Note | 4.250% | 8/15/2015 | 1,375 | 1,355 |
U.S. Treasury Note | 4.500% | 11/15/2015 | 825 | 826 |
U.S. Treasury Note | 5.125% | 5/15/2016 | 1,425 | 1,484 |
U.S. Treasury Note | 4.875% | 8/15/2016 | 725 | 742 |
U.S. Treasury Note | 4.750% | 8/15/2017 | 3,305 | 3,349 |
|
||||
12,902,463 | ||||
|
||||
Agency Bonds and Notes (8.9%) | ||||
Agency for International Development - Egypt (U.S. Government Guaranteed) | 4.450% | 9/15/2015 | 15,150 | 14,725 |
1 Federal Farm Credit Bank | 3.750% | 1/15/2009 | 9,775 | 9,690 |
1 Federal Farm Credit Bank | 4.125% | 4/15/2009 | 9,150 | 9,104 |
1 Federal Farm Credit Bank | 5.250% | 8/3/2009 | 15,225 | 15,422 |
1 Federal Farm Credit Bank | 5.000% | 10/23/2009 | 5,000 | 5,071 |
1 Federal Farm Credit Bank | 5.250% | 9/13/2010 | 5,200 | 5,328 |
1 Federal Farm Credit Bank | 5.375% | 7/18/2011 | 28,750 | 29,741 |
1 Federal Farm Credit Bank | 4.500% | 10/17/2012 | 4,100 | 4,078 |
1 Federal Farm Credit Bank | 4.875% | 12/16/2015 | 1,575 | 1,565 |
1 Federal Farm Credit Bank | 5.125% | 8/25/2016 | 10,325 | 10,366 |
1 Federal Farm Credit Bank | 4.875% | 1/17/2017 | 9,500 | 9,371 |
1 Federal Home Loan Bank | 5.000% | 2/20/2009 | 75,000 | 75,500 |
1 Federal Home Loan Bank | 4.750% | 4/24/2009 | 75,000 | 75,407 |
1 Federal Home Loan Bank | 5.790% | 4/27/2009 | 900 | 917 |
1 Federal Home Loan Bank | 5.375% | 7/17/2009 | 19,700 | 20,035 |
1 Federal Home Loan Bank | 5.250% | 8/5/2009 | 5,025 | 5,098 |
1 Federal Home Loan Bank | 5.000% | 9/18/2009 | 5,000 | 5,058 |
1 Federal Home Loan Bank | 4.500% | 10/9/2009 | 100,000 | 100,205 |
1 Federal Home Loan Bank | 5.000% | 12/11/2009 | 4,200 | 4,244 |
1 Federal Home Loan Bank | 3.875% | 1/15/2010 | 112,200 | 110,937 |
1 Federal Home Loan Bank | 4.375% | 3/17/2010 | 20,000 | 20,000 |
1 Federal Home Loan Bank | 4.875% | 5/14/2010 | 4,600 | 4,655 |
1 Federal Home Loan Bank | 7.625% | 5/14/2010 | 71,925 | 77,438 |
1 Federal Home Loan Bank | 5.375% | 8/19/2011 | 41,425 | 42,749 |
1 Federal Home Loan Bank | 4.875% | 11/18/2011 | 5,750 | 5,794 |
1 Federal Home Loan Bank | 5.750% | 5/15/2012 | 25,400 | 26,636 |
1 Federal Home Loan Bank | 3.875% | 6/14/2013 | 30,625 | 29,433 |
1 Federal Home Loan Bank | 5.375% | 6/14/2013 | 15,000 | 15,456 |
1 Federal Home Loan Bank | 5.125% | 8/14/2013 | 82,200 | 83,721 |
1 Federal Home Loan Bank | 5.250% | 9/13/2013 | 2,500 | 2,563 |
1 Federal Home Loan Bank | 4.500% | 9/16/2013 | 83,300 | 82,489 |
1 Federal Home Loan Bank | 5.500% | 8/13/2014 | 89,425 | 92,997 |
1 Federal Home Loan Bank | 5.375% | 5/18/2016 | 23,850 | 24,573 |
1 Federal Home Loan Bank | 5.625% | 6/13/2016 | 2,950 | 3,062 |
1 Federal Home Loan Bank | 4.750% | 12/16/2016 | 99,175 | 97,653 |
1 Federal Home Loan Bank | 4.875% | 5/17/2017 | 29,600 | 29,366 |
1 Federal Home Loan Bank | 5.250% | 12/11/2020 | 9,225 | 9,278 |
1 Federal Home Loan Bank | 5.500% | 7/15/2036 | 11,000 | 11,345 |
1 Federal Home Loan Mortgage Corp. | 2.750% | 3/15/2008 | 25 | 25 |
1 Federal Home Loan Mortgage Corp. | 5.125% | 10/15/2008 | 7,050 | 7,094 |
1 Federal Home Loan Mortgage Corp. | 4.875% | 2/17/2009 | 75,000 | 75,452 |
1 Federal Home Loan Mortgage Corp. | 5.750% | 3/15/2009 | 50,000 | 50,930 |
1 Federal Home Loan Mortgage Corp. | 3.375% | 4/15/2009 | 100,000 | 98,482 |
1 Federal Home Loan Mortgage Corp. | 3.750% | 5/12/2009 | 3,130 | 3,094 |
1 Federal Home Loan Mortgage Corp. | 5.250% | 5/21/2009 | 58,400 | 59,169 |
1 Federal Home Loan Mortgage Corp. | 5.000% | 6/11/2009 | 215,675 | 217,519 |
1 Federal Home Loan Mortgage Corp. | 6.625% | 9/15/2009 | 36,065 | 37,555 |
1 Federal Home Loan Mortgage Corp. | 7.000% | 3/15/2010 | 81,425 | 86,289 |
1 Federal Home Loan Mortgage Corp. | 4.125% | 7/12/2010 | 127,947 | 127,101 |
1 Federal Home Loan Mortgage Corp. | 6.875% | 9/15/2010 | 38,683 | 41,322 |
1 Federal Home Loan Mortgage Corp. | 4.750% | 1/18/2011 | 12,050 | 12,167 |
1 Federal Home Loan Mortgage Corp. | 6.000% | 6/15/2011 | 33,800 | 35,571 |
1 Federal Home Loan Mortgage Corp. | 5.250% | 7/18/2011 | 15,000 | 15,415 |
1 Federal Home Loan Mortgage Corp. | 5.750% | 1/15/2012 | 85,000 | 88,762 |
1 Federal Home Loan Mortgage Corp. | 5.125% | 7/15/2012 | 40,145 | 41,006 |
1 Federal Home Loan Mortgage Corp. | 5.500% | 8/20/2012 | 50,000 | 51,896 |
1 Federal Home Loan Mortgage Corp. | 4.500% | 1/15/2013 | 81,325 | 80,683 |
1 Federal Home Loan Mortgage Corp. | 4.500% | 7/15/2013 | 11,800 | 11,670 |
1 Federal Home Loan Mortgage Corp. | 4.875% | 11/15/2013 | 114,925 | 115,924 |
1 Federal Home Loan Mortgage Corp. | 5.000% | 7/15/2014 | 90,650 | 91,951 |
1 Federal Home Loan Mortgage Corp. | 0.000% | 11/24/2014 | 9,500 | 6,675 |
1 Federal Home Loan Mortgage Corp. | 4.750% | 1/19/2016 | 52,200 | 51,637 |
1 Federal Home Loan Mortgage Corp. | 5.250% | 4/18/2016 | 75,000 | 76,663 |
1 Federal Home Loan Mortgage Corp. | 5.000% | 4/18/2017 | 10,000 | 10,008 |
1 Federal Home Loan Mortgage Corp. | 5.000% | 12/14/2018 | 29,521 | 28,976 |
1 Federal Home Loan Mortgage Corp. | 6.750% | 9/15/2029 | 14,000 | 16,664 |
1 Federal Home Loan Mortgage Corp. | 6.750% | 3/15/2031 | 68,750 | 82,293 |
1 Federal National Mortgage Assn. | 3.250% | 11/15/2007 | 20 | 20 |
1 Federal National Mortgage Assn. | 4.500% | 10/15/2008 | 15,525 | 15,525 |
1 Federal National Mortgage Assn. | 3.375% | 12/15/2008 | 36,550 | 36,073 |
1 Federal National Mortgage Assn. | 5.250% | 1/15/2009 | 45,050 | 45,524 |
1 Federal National Mortgage Assn. | 3.250% | 2/15/2009 | 10 | 10 |
1 Federal National Mortgage Assn. | 4.875% | 4/15/2009 | 7,000 | 7,050 |
1 Federal National Mortgage Assn. | 4.250% | 5/15/2009 | 31,450 | 31,388 |
1 Federal National Mortgage Assn. | 6.375% | 6/15/2009 | 49,412 | 51,023 |
1 Federal National Mortgage Assn. | 5.125% | 7/13/2009 | 100,000 | 101,061 |
1 Federal National Mortgage Assn. | 6.625% | 9/15/2009 | 174,315 | 181,551 |
1 Federal National Mortgage Assn. | 7.250% | 1/15/2010 | 89,090 | 94,542 |
1 Federal National Mortgage Assn. | 3.875% | 2/15/2010 | 52,700 | 52,098 |
1 Federal National Mortgage Assn. | 4.125% | 5/15/2010 | 20,000 | 19,822 |
1 Federal National Mortgage Assn. | 7.125% | 6/15/2010 | 25 | 27 |
1 Federal National Mortgage Assn. | 6.250% | 2/1/2011 | 16,665 | 17,527 |
1 Federal National Mortgage Assn. | 5.125% | 4/15/2011 | 24,000 | 24,526 |
1 Federal National Mortgage Assn. | 6.000% | 5/15/2011 | 42,500 | 44,653 |
1 Federal National Mortgage Assn. | 5.000% | 10/15/2011 | 86,925 | 88,419 |
1 Federal National Mortgage Assn. | 6.125% | 3/15/2012 | 87,705 | 93,148 |
1 Federal National Mortgage Assn. | 4.875% | 5/18/2012 | 18,425 | 18,619 |
1 Federal National Mortgage Assn. | 4.375% | 9/15/2012 | 23,425 | 23,205 |
1 Federal National Mortgage Assn. | 4.750% | 2/21/2013 | 5,000 | 5,012 |
1 Federal National Mortgage Assn. | 4.375% | 3/15/2013 | 36,815 | 36,351 |
1 Federal National Mortgage Assn. | 4.625% | 5/1/2013 | 15,850 | 15,708 |
1 Federal National Mortgage Assn. | 4.625% | 10/15/2013 | 90,625 | 89,992 |
1 Federal National Mortgage Assn. | 5.125% | 1/2/2014 | 3,925 | 3,980 |
1 Federal National Mortgage Assn. | 4.125% | 4/15/2014 | 75,000 | 72,313 |
1 Federal National Mortgage Assn. | 4.625% | 10/15/2014 | 50,000 | 49,426 |
1 Federal National Mortgage Assn. | 5.000% | 4/15/2015 | 20,000 | 20,189 |
1 Federal National Mortgage Assn. | 4.375% | 10/15/2015 | 50,000 | 48,309 |
1 Federal National Mortgage Assn. | 8.200% | 3/10/2016 | 50 | 61 |
1 Federal National Mortgage Assn. | 5.250% | 9/15/2016 | 58,975 | 60,290 |
1 Federal National Mortgage Assn. | 4.875% | 12/15/2016 | 6,475 | 6,435 |
1 Federal National Mortgage Assn. | 5.000% | 2/13/2017 | 53,425 | 53,625 |
1 Federal National Mortgage Assn. | 5.000% | 5/11/2017 | 50,000 | 50,116 |
1 Federal National Mortgage Assn. | 6.250% | 5/15/2029 | 1,375 | 1,546 |
1 Federal National Mortgage Assn. | 7.125% | 1/15/2030 | 805 | 999 |
1 Federal National Mortgage Assn. | 7.250% | 5/15/2030 | 92,001 | 115,817 |
1 Federal National Mortgage Assn. | 6.625% | 11/15/2030 | 17,460 | 20,610 |
1 Federal National Mortgage Assn. | 5.625% | 7/15/2037 | 5,650 | 5,866 |
Private Export Funding Corp. | 7.200% | 1/15/2010 | 31,825 | 33,691 |
Resolution Funding Corp. (U.S. Government Guaranteed) | 8.125% | 10/15/2019 | 550 | 698 |
Resolution Funding Corp. (U.S. Government Guaranteed) | 8.875% | 7/15/2020 | 280 | 376 |
Resolution Funding Corp. (U.S. Government Guaranteed) | 8.625% | 1/15/2030 | 110 | 158 |
Small Business Administration Variable Rate Interest Only Custodial Receipts (U.S. Government Guaranteed) | 2.719% | 7/15/2017 | 4,449 | 222 |
State of Israel (U.S. Government Guaranteed) | 5.500% | 9/18/2023 | 5,525 | 5,699 |
State of Israel (U.S. Government Guaranteed) | 5.500% | 12/4/2023 | 3,900 | 3,998 |
State of Israel (U.S. Government Guaranteed) | 5.500% | 4/26/2024 | 3,000 | 3,070 |
1 Tennessee Valley Auth. | 5.375% | 11/13/2008 | 31,425 | 31,721 |
1 Tennessee Valley Auth. | 5.500% | 7/18/2017 | 20,800 | 21,517 |
1 Tennessee Valley Auth. | 7.125% | 5/1/2030 | 32,625 | 40,680 |
1 Tennessee Valley Auth. | 4.650% | 6/15/2035 | 4,400 | 4,007 |
1 Tennessee Valley Auth. | 5.375% | 4/1/2056 | 7,150 | 7,124 |
|
||||
4,548,480 | ||||
|
||||
Mortgage-Backed Securities (37.1%) | ||||
Conventional Mortgage-Backed Securities (34.0%) | ||||
1,2 Federal Home Loan Mortgage Corp. | 4.000% | 3/1/2008-2/1/2021 | 187,484 | 178,863 |
1,2 Federal Home Loan Mortgage Corp. | 4.500% | 1/1/2008-9/1/2035 | 538,057 | 516,815 |
1,2 Federal Home Loan Mortgage Corp. | 5.000% | 11/1/2007-10/1/2037 | 1,782,162 | 1,714,746 |
1,2 Federal Home Loan Mortgage Corp. | 5.500% | 11/1/2008-10/1/2037 | 2,812,068 | 2,759,971 |
1,2 Federal Home Loan Mortgage Corp. | 6.000% | 7/1/2008-10/1/2037 | 1,185,624 | 1,189,700 |
1,2 Federal Home Loan Mortgage Corp. | 6.500% | 12/1/2007-2/1/2037 | 227,808 | 232,957 |
1,2 Federal Home Loan Mortgage Corp. | 7.000% | 10/1/2007-1/1/2037 | 59,411 | 61,551 |
1,2 Federal Home Loan Mortgage Corp. | 7.500% | 1/1/2008-2/1/2032 | 12,857 | 13,383 |
1,2 Federal Home Loan Mortgage Corp. | 8.000% | 4/1/2008-1/1/2032 | 9,407 | 9,940 |
1,2 Federal Home Loan Mortgage Corp. | 8.500% | 4/1/2010-7/1/2031 | 1,619 | 1,719 |
1,2 Federal Home Loan Mortgage Corp. | 9.000% | 7/1/2016-3/1/2031 | 1,077 | 1,154 |
1,2 Federal Home Loan Mortgage Corp. | 9.500% | 4/1/2016-6/1/2025 | 261 | 276 |
1,2 Federal Home Loan Mortgage Corp. | 10.000% | 7/1/2009-4/1/2025 | 78 | 83 |
1,2 Federal Home Loan Mortgage Corp. | 10.500% | 12/1/2015 | 1 | 1 |
1,2 Federal National Mortgage Assn. | 4.000% | 9/1/2010-6/1/2019 | 103,942 | 99,565 |
1,2 Federal National Mortgage Assn. | 4.500% | 2/1/2010-4/1/2037 | 866,115 | 831,720 |
1,2 Federal National Mortgage Assn. | 5.000% | 9/1/2009-7/1/2037 | 2,541,656 | 2,448,132 |
1,2 Federal National Mortgage Assn. | 5.500% | 11/1/2008-8/1/2037 | 2,569,103 | 2,528,063 |
1,2 Federal National Mortgage Assn. | 6.000% | 7/1/2008-10/1/2037 | 2,126,645 | 2,134,087 |
1,2 Federal National Mortgage Assn. | 6.500% | 3/1/2008-9/1/2037 | 661,177 | 674,723 |
1,2 Federal National Mortgage Assn. | 7.000% | 10/1/2007-10/1/2037 | 228,103 | 235,744 |
1,2 Federal National Mortgage Assn. | 7.500% | 1/1/2008-12/1/2032 | 17,373 | 18,108 |
1,2 Federal National Mortgage Assn. | 8.000% | 10/1/2007-9/1/2031 | 5,201 | 5,499 |
1,2 Federal National Mortgage Assn. | 8.500% | 10/1/2009-5/1/2032 | 1,946 | 2,062 |
1,2 Federal National Mortgage Assn. | 9.000% | 5/1/2008-8/1/2030 | 468 | 500 |
1,2 Federal National Mortgage Assn. | 9.500% | 7/1/2010-11/1/2025 | 581 | 625 |
1,2 Federal National Mortgage Assn. | 10.000% | 10/1/2014-11/1/2019 | 142 | 150 |
1,2 Federal National Mortgage Assn. | 10.500% | 5/1/2010-8/1/2020 | 13 | 14 |
1,2 Federal National Mortgage Assn. | 11.000% | 9/1/2019 | 8 | 9 |
2 Government National Mortgage Assn. | 4.000% | 8/15/2018-9/15/2018 | 1,998 | 1,895 |
2 Government National Mortgage Assn. | 4.500% | 6/15/2018-3/15/2036 | 36,638 | 34,832 |
2 Government National Mortgage Assn. | 5.000% | 11/15/2017-6/20/2037 | 346,483 | 335,847 |
2 Government National Mortgage Assn. | 5.500% | 3/15/2015-9/20/2037 | 616,760 | 608,183 |
2 Government National Mortgage Assn. | 6.000% | 3/15/2009-10/1/2037 | 536,726 | 539,935 |
2 Government National Mortgage Assn. | 6.500% | 12/15/2007-8/20/2037 | 197,926 | 202,481 |
2 Government National Mortgage Assn. | 7.000% | 1/15/2008-9/15/2036 | 32,271 | 33,522 |
2 Government National Mortgage Assn. | 7.250% | 9/15/2025 | 53 | 56 |
2 Government National Mortgage Assn. | 7.500% | 12/15/2007-6/15/2032 | 11,688 | 12,251 |
2 Government National Mortgage Assn. | 7.750% | 2/15/2030 | 8 | 8 |
2 Government National Mortgage Assn. | 8.000% | 12/15/2007-12/15/2030 | 7,940 | 8,404 |
2 Government National Mortgage Assn. | 8.500% | 5/15/2010-3/15/2031 | 1,717 | 1,827 |
2 Government National Mortgage Assn. | 9.000% | 10/15/2008-2/15/2031 | 3,797 | 4,026 |
2 Government National Mortgage Assn. | 9.500% | 5/15/2016-9/15/2025 | 835 | 896 |
2 Government National Mortgage Assn. | 10.000% | 2/15/2018-2/15/2025 | 337 | 365 |
2 Government National Mortgage Assn. | 10.500% | 7/15/2015-4/15/2025 | 243 | 263 |
2 Government National Mortgage Assn. | 11.000% | 1/15/2010-11/15/2015 | 37 | 39 |
2 Government National Mortgage Assn. | 11.500% | 3/15/2010-4/15/2016 | 41 | 44 |
Nonconventional Mortgage-Backed Securities (3.1%) | ||||
1,2 Federal Home Loan Mortgage Corp. | 4.090% | 4/1/2035 | 1,132 | 1,113 |
1,2 Federal Home Loan Mortgage Corp. | 4.276% | 4/1/2036 | 24,040 | 23,916 |
1,2 Federal Home Loan Mortgage Corp. | 4.336% | 11/1/2033 | 11,719 | 11,695 |
1,2 Federal Home Loan Mortgage Corp. | 4.597% | 11/1/2034 | 18,740 | 18,510 |
1,2 Federal Home Loan Mortgage Corp. | 4.622% | 4/1/2035 | 13,024 | 12,978 |
1,2 Federal Home Loan Mortgage Corp. | 4.656% | 7/1/2035 | 16,061 | 15,800 |
1,2 Federal Home Loan Mortgage Corp. | 4.659% | 12/1/2035 | 18,754 | 18,689 |
1,2 Federal Home Loan Mortgage Corp. | 4.704% | 12/1/2034 | 8,011 | 8,005 |
1,2 Federal Home Loan Mortgage Corp. | 4.793% | 7/1/2035 | 31,185 | 30,874 |
1,2 Federal Home Loan Mortgage Corp. | 4.983% | 5/1/2035 | 21,502 | 21,352 |
1,2 Federal Home Loan Mortgage Corp. | 5.268% | 3/1/2036 | 22,642 | 22,626 |
1,2 Federal Home Loan Mortgage Corp. | 5.301% | 3/1/2037 | 17,532 | 17,561 |
1,2 Federal Home Loan Mortgage Corp. | 5.308% | 12/1/2036 | 16,683 | 16,739 |
1,2 Federal Home Loan Mortgage Corp. | 5.426% | 3/1/2037 | 16,056 | 16,091 |
1,2 Federal Home Loan Mortgage Corp. | 5.429% | 1/1/2037 | 12,003 | 12,056 |
1,2 Federal Home Loan Mortgage Corp. | 5.458% | 4/1/2037 | 25,993 | 26,059 |
1,2 Federal Home Loan Mortgage Corp. | 5.490% | 2/1/2036 | 18,750 | 18,743 |
1,2 Federal Home Loan Mortgage Corp. | 5.581% | 5/1/2036 | 27,114 | 27,481 |
1,2 Federal Home Loan Mortgage Corp. | 5.589% | 6/1/2037 | 10,774 | 10,852 |
1,2 Federal Home Loan Mortgage Corp. | 5.616% | 4/1/2037 | 18,905 | 19,042 |
1,2 Federal Home Loan Mortgage Corp. | 5.710% | 12/1/2036 | 28,490 | 28,796 |
1,2 Federal Home Loan Mortgage Corp. | 5.712% | 3/1/2037 | 37,630 | 38,017 |
1,2 Federal Home Loan Mortgage Corp. | 5.773% | 5/1/2036 | 22,575 | 22,851 |
1,2 Federal Home Loan Mortgage Corp. | 5.828% | 6/1/2037 | 13,490 | 13,559 |
1,2 Federal Home Loan Mortgage Corp. | 5.854% | 4/1/2037 | 52,942 | 53,344 |
1,2 Federal Home Loan Mortgage Corp. | 5.874% | 5/1/2037 | 28,132 | 28,110 |
1,2 Federal Home Loan Mortgage Corp. | 5.892% | 6/1/2037 | 19,701 | 19,822 |
1,2 Federal National Mortgage Assn. | 4.000% | 7/1/2035 | 12,235 | 11,845 |
1,2 Federal National Mortgage Assn. | 4.135% | 5/1/2034 | 12,460 | 12,240 |
1,2 Federal National Mortgage Assn. | 4.423% | 8/1/2035 | 36,518 | 36,079 |
1,2 Federal National Mortgage Assn. | 4.426% | 4/1/2036 | 19,433 | 19,466 |
1,2 Federal National Mortgage Assn. | 4.573% | 1/1/2035 | 14,985 | 14,908 |
1,2 Federal National Mortgage Assn. | 4.589% | 11/1/2034 | 30,713 | 30,075 |
1,2 Federal National Mortgage Assn. | 4.599% | 12/1/2034 | 19,662 | 19,442 |
1,2 Federal National Mortgage Assn. | 4.605% | 10/1/2036 | 12,229 | 12,310 |
1,2 Federal National Mortgage Assn. | 4.641% | 11/1/2033 | 11,333 | 11,219 |
1,2 Federal National Mortgage Assn. | 4.653% | 9/1/2034 | 8,759 | 8,636 |
1,2 Federal National Mortgage Assn. | 4.657% | 8/1/2035 | 23,338 | 23,044 |
1,2 Federal National Mortgage Assn. | 4.700% | 10/1/2034 | 14,632 | 14,497 |
1,2 Federal National Mortgage Assn. | 4.729% | 9/1/2035 | 13,969 | 13,826 |
1,2 Federal National Mortgage Assn. | 4.733% | 8/1/2035 | 11,325 | 11,246 |
1,2 Federal National Mortgage Assn. | 4.742% | 5/1/2035 | 7,470 | 7,452 |
1,2 Federal National Mortgage Assn. | 4.753% | 9/1/2034 | 6,767 | 6,761 |
1,2 Federal National Mortgage Assn. | 4.759% | 6/1/2034 | 10,903 | 10,873 |
1,2 Federal National Mortgage Assn. | 4.780% | 4/1/2036 | 37,128 | 37,339 |
1,2 Federal National Mortgage Assn. | 4.781% | 10/1/2034 | 20,865 | 20,805 |
1,2 Federal National Mortgage Assn. | 4.827% | 4/1/2037 | 15,833 | 15,852 |
1,2 Federal National Mortgage Assn. | 4.863% | 12/1/2035 | 28,987 | 28,836 |
1,2 Federal National Mortgage Assn. | 4.886% | 7/1/2035 | 18,675 | 18,561 |
1,2 Federal National Mortgage Assn. | 4.955% | 7/1/2035 | 8,662 | 8,708 |
1,2 Federal National Mortgage Assn. | 4.970% | 10/1/2035 | 28,266 | 28,384 |
1,2 Federal National Mortgage Assn. | 4.978% | 11/1/2034 | 6,317 | 6,329 |
1,2 Federal National Mortgage Assn. | 5.054% | 11/1/2035 | 28,583 | 28,441 |
1,2 Federal National Mortgage Assn. | 5.081% | 12/1/2035 | 33,164 | 33,010 |
1,2 Federal National Mortgage Assn. | 5.090% | 2/1/2036 | 13,393 | 13,364 |
1,2 Federal National Mortgage Assn. | 5.110% | 1/1/2036 | 18,055 | 18,105 |
1,2 Federal National Mortgage Assn. | 5.138% | 12/1/2035 | 36,035 | 36,059 |
1,2 Federal National Mortgage Assn. | 5.289% | 3/1/2037 | 20,173 | 20,257 |
1,2 Federal National Mortgage Assn. | 5.465% | 2/1/2036 | 22,776 | 22,823 |
1,2 Federal National Mortgage Assn. | 5.480% | 5/1/2037 | 8,180 | 8,240 |
1,2 Federal National Mortgage Assn. | 5.620% | 7/1/2036 | 15,134 | 15,325 |
1,2 Federal National Mortgage Assn. | 5.627% | 1/1/2037 | 18,021 | 18,216 |
1,2 Federal National Mortgage Assn. | 5.654% | 3/1/2037 | 18,232 | 18,470 |
1,2 Federal National Mortgage Assn. | 5.673% | 6/1/2036 | 21,555 | 21,701 |
1,2 Federal National Mortgage Assn. | 5.690% | 3/1/2037 | 49,413 | 50,007 |
1,2 Federal National Mortgage Assn. | 5.695% | 2/1/2037 | 22,158 | 22,450 |
1,2 Federal National Mortgage Assn. | 5.698% | 2/1/2037 | 36,249 | 36,710 |
1,2 Federal National Mortgage Assn. | 5.740% | 3/1/2037 | 36,269 | 36,727 |
1,2 Federal National Mortgage Assn. | 5.743% | 12/1/2036 | 51,122 | 51,791 |
1,2 Federal National Mortgage Assn. | 5.761% | 4/1/2036 | 16,184 | 16,338 |
1,2 Federal National Mortgage Assn. | 5.785% | 4/1/2037 | 13,878 | 13,995 |
1,2 Federal National Mortgage Assn. | 5.800% | 4/1/2037 | 23,723 | 23,764 |
1,2 Federal National Mortgage Assn. | 5.817% | 1/1/2036 | 10,342 | 10,364 |
1,2 Federal National Mortgage Assn. | 5.826% | 6/1/2037 | 33,515 | 33,956 |
1,2 Federal National Mortgage Assn. | 5.881% | 9/1/2036 | 18,624 | 18,984 |
1,2 Federal National Mortgage Assn. | 6.014% | 11/1/2036 | 16,957 | 17,188 |
1,2 Federal National Mortgage Assn. | 6.097% | 6/1/2036 | 5,214 | 5,281 |
2 Government National Mortgage Assn. | 6.375% | 6/20/2029 | 690 | 702 |
2 Government National Mortgage Assn. | 7.900% | 2/15/2021 | 8 | 8 |
|
||||
19,020,724 | ||||
|
||||
|
||||
Total U.S. Government and Agency Obligations | ||||
(Cost $36,353,435) | 36,471,667 | |||
|
||||
Corporate Bonds (25.4%) | ||||
|
||||
Asset-Backed/Commercial Mortgage-Backed Securities (7.4%) | ||||
2,3 American Express Credit Account Master Trust | 5.862% | 10/15/2010 | 66,200 | 66,178 |
2,3 American Express Credit Account Master Trust | 5.933% | 11/15/2010 | 3,000 | 3,000 |
2,3 American Express Credit Account Master Trust | 5.753% | 3/15/2011 | 1,500 | 1,498 |
2,3,4 American Express Credit Account Master Trust | 5.743% | 8/15/2011 | 17,350 | 17,303 |
2,3 American Express Credit Account Master Trust | 5.833% | 9/15/2011 | 40,000 | 39,920 |
4 BA Covered Bond Issuer | 5.500% | 6/14/2012 | 47,250 | 48,388 |
2 Banc of America Commercial Mortgage, Inc. | 5.787% | 5/11/2035 | 19,158 | 19,633 |
2 Banc of America Commercial Mortgage, Inc. | 6.503% | 4/15/2036 | 8,288 | 8,570 |
2 Banc of America Commercial Mortgage, Inc. | 5.118% | 7/11/2043 | 2,690 | 2,697 |
2,3 Bank One Issuance Trust | 5.873% | 6/15/2010 | 126,950 | 126,970 |
2,3 Bank One Issuance Trust | 5.862% | 12/15/2010 | 23,450 | 23,443 |
2,3 Bank One Issuance Trust | 5.862% | 2/15/2011 | 200,000 | 199,918 |
2,3 Bank One Issuance Trust | 5.862% | 6/15/2011 | 12,300 | 12,293 |
2 Bear Stearns Commercial Mortgage Securities, Inc. | 5.610% | 11/15/2033 | 9,900 | 10,057 |
2 Bear Stearns Commercial Mortgage Securities, Inc. | 5.631% | 4/12/2038 | 20,000 | 19,889 |
2 Bear Stearns Commercial Mortgage Securities, Inc. | 4.830% | 8/15/2038 | 20,000 | 19,530 |
2 Bear Stearns Commercial Mortgage Securities, Inc. | 5.624% | 3/11/2039 | 42,000 | 41,646 |
2 Bear Stearns Commercial Mortgage Securities, Inc. | 4.680% | 8/13/2039 | 10,000 | 9,659 |
2 Bear Stearns Commercial Mortgage Securities, Inc. | 4.740% | 3/13/2040 | 9,000 | 8,763 |
2 Bear Stearns Commercial Mortgage Securities, Inc. | 5.694% | 6/11/2050 | 50,000 | 49,892 |
2,3,4 BMW Floorplan Master Owner Trust | 5.753% | 9/17/2011 | 28,000 | 27,841 |
2,3 Capital One Master Trust | 5.952% | 12/15/2010 | 23,000 | 23,006 |
2,3 Capital One Master Trust | 5.942% | 6/15/2011 | 14,000 | 14,002 |
2 Capital One Multi-Asset Execution Trust | 3.650% | 7/15/2011 | 45,247 | 44,585 |
2,3 Capital One Multi-Asset Execution Trust | 5.933% | 9/15/2011 | 75,630 | 75,644 |
2,3 Capital One Multi-Asset Execution Trust | 5.843% | 1/17/2012 | 50,000 | 49,927 |
2 Capital One Multi-Asset Execution Trust | 5.050% | 12/17/2018 | 43,450 | 42,223 |
2 Chase Commercial Mortgage Securities Corp. | 6.390% | 11/18/2030 | 17,162 | 17,319 |
2,3 Chase Credit Card Master Trust | 5.873% | 2/15/2010 | 53,510 | 53,519 |
2,3 Chase Credit Card Master Trust | 5.862% | 7/15/2010 | 1,400 | 1,400 |
2,3 Chase Credit Card Master Trust | 5.862% | 10/15/2010 | 1,411 | 1,410 |
2,3 Chase Credit Card Master Trust | 5.873% | 1/17/2011 | 48,350 | 48,331 |
2,3 Chase Credit Card Master Trust | 5.862% | 2/15/2011 | 11,875 | 11,863 |
2,3 Chase Issuance Trust | 5.762% | 12/15/2010 | 244,486 | 244,283 |
2,3 Chase Issuance Trust | 5.762% | 2/15/2011 | 30,500 | 30,531 |
2,3 Chase Issuance Trust | 5.772% | 11/15/2011 | 12,570 | 12,515 |
2,3 Chase Issuance Trust | 5.772% | 2/15/2012 | 23,678 | 23,582 |
2 Chase Issuance Trust | 4.650% | 12/17/2012 | 39,225 | 38,967 |
2 CIT Group Home Equity Loan Trust | 6.200% | 2/25/2030 | 1,546 | 1,555 |
2 Citibank Credit Card Issuance Trust | 6.875% | 11/16/2009 | 750 | 751 |
2 Citibank Credit Card Issuance Trust | 2.900% | 5/17/2010 | 42,000 | 41,383 |
2 Citibank Credit Card Issuance Trust | 3.500% | 8/16/2010 | 5,000 | 4,927 |
2,3 Citibank Credit Card Issuance Trust | 5.762% | 12/15/2010 | 21,820 | 21,769 |
2 Citibank Credit Card Issuance Trust | 4.850% | 2/10/2011 | 775 | 774 |
2 Citibank Credit Card Master Trust | 5.875% | 3/10/2011 | 1,250 | 1,264 |
2,4 Citicorp Lease Pass-Through Trust | 8.040% | 12/15/2019 | 18,025 | 20,935 |
2,4 Commercial Mortgage Lease-Backed Certificate | 6.746% | 6/20/2031 | 12,713 | 13,474 |
2 Countrywide Home Loans | 4.050% | 5/25/2033 | 10,245 | 10,066 |
2 Credit Suisse First Boston Mortgage Securities Corp. | 5.100% | 8/15/2038 | 36,000 | 35,362 |
2 Credit Suisse First Boston Mortgage Securities Corp. | 7.290% | 9/15/2041 | 16,738 | 17,249 |
2 Credit Suisse Mortgage Capital Certificates | 5.609% | 2/15/2039 | 35,100 | 34,837 |
2 DaimlerChrysler Auto Trust | 4.200% | 7/8/2010 | 7,535 | 7,459 |
2 DaimlerChrysler Auto Trust | 5.330% | 8/8/2010 | 31,449 | 31,419 |
2,3 DaimlerChrysler Master Owner Trust | 5.777% | 12/15/2010 | 57,000 | 56,712 |
2 Detroit Edison Securitization Funding LLC | 5.875% | 3/1/2010 | 170 | 170 |
2,3 Discover Card Master Trust I | 5.783% | 4/16/2010 | 29,450 | 29,454 |
2,3 Discover Card Master Trust I | 5.772% | 5/15/2010 | 146,000 | 145,988 |
2,3 Discover Card Master Trust I | 5.883% | 8/15/2010 | 105,000 | 105,002 |
2,3 Discover Card Master Trust I | 5.762% | 9/16/2010 | 28,230 | 28,208 |
2,3 Discover Card Master Trust I | 5.772% | 5/15/2011 | 93,400 | 93,232 |
2,3 Discover Card Master Trust I | 5.862% | 5/15/2011 | 13,650 | 13,636 |
2 DLJ Commercial Mortgage Corp. | 6.410% | 2/18/2031 | 2,184 | 2,185 |
2 Federal Housing Administration | 7.430% | 10/1/2020 | 13 | 14 |
2 First Union National Bank Commercial Mortgage Trust | 6.223% | 12/12/2033 | 12,550 | 13,045 |
2,3 Fleet Credit Card Master Trust II | 5.893% | 4/15/2010 | 12,500 | 12,502 |
2 Ford Credit Auto Owner Trust | 4.300% | 8/15/2009 | 7,610 | 7,576 |
2 GE Capital Commercial Mortgage Corp. | 6.531% | 5/15/2033 | 17,000 | 17,635 |
2 GE Capital Commercial Mortgage Corp. | 6.290% | 8/11/2033 | 3,000 | 3,101 |
2 GE Capital Commercial Mortgage Corp. | 5.994% | 12/10/2035 | 2,157 | 2,186 |
2 GE Capital Commercial Mortgage Corp. | 6.269% | 12/10/2035 | 12,200 | 12,683 |
2 GE Capital Commercial Mortgage Corp. | 5.145% | 7/10/2037 | 1,340 | 1,325 |
2 GE Capital Commercial Mortgage Corp. | 4.996% | 12/10/2037 | 20,000 | 19,940 |
2,3 GE Capital Credit Card Master Note Trust | 5.762% | 6/15/2011 | 44,000 | 43,951 |
2 GE Capital Credit Card Master Note Trust | 5.080% | 9/15/2012 | 43,350 | 43,539 |
2 GMAC Commercial Mortgage Securities, Inc. | 6.175% | 5/15/2033 | 17,990 | 18,150 |
2 GMAC Commercial Mortgage Securities, Inc. | 7.455% | 8/16/2033 | 11,050 | 11,611 |
2 GMAC Commercial Mortgage Securities, Inc. | 6.465% | 4/15/2034 | 14,085 | 14,658 |
2 GMAC Commercial Mortgage Securities, Inc. | 6.700% | 4/15/2034 | 16,500 | 17,175 |
2 GMAC Commercial Mortgage Securities, Inc. | 6.420% | 5/15/2035 | 8,668 | 8,728 |
2,3 Gracechurch Card Funding PLC | 5.873% | 10/15/2009 | 46,000 | 46,007 |
2,3 Gracechurch Card Funding PLC | 5.772% | 11/16/2009 | 101,300 | 101,292 |
2,3 Gracechurch Card Funding PLC | 5.862% | 3/15/2010 | 20,500 | 20,493 |
2,3 Gracechurch Card Funding PLC | 5.762% | 6/15/2010 | 110,700 | 110,577 |
2,3 Gracechurch Card Funding PLC | 5.762% | 9/15/2010 | 143,000 | 142,704 |
2,3 Gracechurch Card Funding PLC | 5.762% | 11/15/2010 | 16,700 | 16,664 |
2 GS Mortgage Securities Corp. II | 4.608% | 1/10/2040 | 20,000 | 19,572 |
2 Honda Auto Receivables Owner Trust | 2.910% | 10/20/2008 | 1,252 | 1,249 |
2 Honda Auto Receivables Owner Trust | 4.610% | 8/17/2009 | 24,092 | 24,004 |
2 Honda Auto Receivables Owner Trust | 5.300% | 7/21/2010 | 12,150 | 12,132 |
2 Honda Auto Receivables Owner Trust | 5.120% | 10/15/2010 | 43,365 | 43,244 |
2 JPMorgan Chase Commercial Mortgage Securities | 6.260% | 3/15/2033 | 19,474 | 20,052 |
2 JPMorgan Chase Commercial Mortgage Securities | 5.050% | 12/12/2034 | 11,000 | 10,952 |
2 JPMorgan Chase Commercial Mortgage Securities | 4.985% | 1/12/2037 | 15,000 | 14,800 |
2 JPMorgan Chase Commercial Mortgage Securities | 5.255% | 7/12/2037 | 1,790 | 1,777 |
2 JPMorgan Chase Commercial Mortgage Securities | 5.376% | 7/12/2037 | 12,180 | 12,234 |
2 JPMorgan Chase Commercial Mortgage Securities | 5.794% | 2/12/2051 | 16,225 | 16,295 |
2 LB Commerical Conduit Mortgage Trust | 6.780% | 6/15/2031 | 25,142 | 25,624 |
2 LB-UBS Commercial Mortgage Trust | 7.370% | 8/15/2026 | 18,038 | 18,970 |
2 LB-UBS Commercial Mortgage Trust | 5.197% | 11/15/2030 | 20,925 | 20,712 |
2 LB-UBS Commercial Mortgage Trust | 6.133% | 12/15/2030 | 8,190 | 8,512 |
2,3 MBNA Credit Card Master Note Trust | 5.753% | 12/15/2010 | 175,044 | 174,802 |
2 MBNA Credit Card Master Note Trust | 4.300% | 2/15/2011 | 28,262 | 28,036 |
2,3 MBNA Credit Card Master Note Trust | 5.883% | 2/15/2011 | 161,525 | 161,477 |
2,3 MBNA Credit Card Master Note Trust | 5.510% | 12/15/2011 | 4,500 | 4,493 |
2 MBNA Master Credit Card Trust | 7.000% | 2/15/2012 | 62,654 | 65,181 |
2 Merrill Lynch/Countrywide Commercial Mortgage Trust | 5.378% | 1/12/2017 | 15,700 | 15,504 |
2 Morgan Stanley Capital I | 6.480% | 11/15/2030 | 2,043 | 2,052 |
2 Morgan Stanley Capital I | 5.230% | 9/15/2042 | 21,650 | 21,446 |
2 Morgan Stanley Dean Witter Capital I | 6.660% | 2/15/2033 | 5,000 | 5,185 |
2 Morgan Stanley Dean Witter Capital I | 6.390% | 7/15/2033 | 5,000 | 5,174 |
2 Morgan Stanley Dean Witter Capital I | 4.920% | 3/12/2035 | 20,000 | 19,728 |
2 Morgan Stanley Dean Witter Capital I | 6.390% | 10/15/2035 | 5,000 | 5,190 |
2 Morgan Stanley Dean Witter Capital I | 4.740% | 11/13/2036 | 1,340 | 1,312 |
2 Nissan Auto Receivables Owner Trust | 4.190% | 7/15/2009 | 11,391 | 11,327 |
2 Oncor Electric Delivery Transition Bond Co. | 4.030% | 2/15/2012 | 2,277 | 2,256 |
2 PECO Energy Transition Trust | 6.130% | 3/1/2009 | 289 | 290 |
2 PG&E Energy Recovery Funding LLC | 4.140% | 9/25/2012 | 8,625 | 8,473 |
2 PG&E Energy Recovery Funding LLC | 5.030% | 3/25/2014 | 13,650 | 13,820 |
2 PP&L Transition Bond Co. LLC | 7.150% | 6/25/2009 | 705 | 715 |
2 Prudential Securities Secured Financing | 7.193% | 6/16/2031 | 4,149 | 4,238 |
2 PSE&G Transition Funding LLC | 6.890% | 12/15/2017 | 19,800 | 22,070 |
2 Public Service New Hampshire Funding LLC | 5.730% | 11/1/2010 | 260 | 262 |
2 Residential Asset Securities Corp. | 6.489% | 10/25/2030 | 515 | 513 |
2 Salomon Brothers Mortgage Securities VII | 4.116% | 9/25/2033 | 29,246 | 28,873 |
2 USAA Auto Owner Trust | 4.550% | 2/16/2010 | 22,328 | 22,226 |
2 USAA Auto Owner Trust | 5.360% | 2/15/2011 | 22,250 | 22,260 |
2 Volkswagen Auto Loan Enhanced Trust | 4.800% | 7/20/2009 | 19,330 | 19,286 |
2 Wachovia Bank Commercial Mortgage Trust | 4.440% | 11/15/2034 | 2,904 | 2,849 |
2 Wachovia Bank Commercial Mortgage Trust | 4.980% | 11/15/2034 | 900 | 886 |
2 Wachovia Bank Commercial Mortgage Trust | 4.867% | 2/15/2035 | 900 | 881 |
2 World Omni Auto Receivables Trust | 3.540% | 11/14/2011 | 6,166 | 6,155 |
|
||||
3,820,651 | ||||
|
||||
Finance (7.8%) | ||||
Banking (3.2%) | ||||
Abbey National PLC | 7.950% | 10/26/2029 | 11,965 | 14,561 |
AmSouth Bank NA | 5.200% | 4/1/2015 | 6,200 | 5,901 |
Associates Corp. of North America | 6.950% | 11/1/2018 | 350 | 380 |
BAC Capital Trust XI | 6.625% | 5/23/2036 | 6,325 | 6,393 |
Banc One Corp. | 7.625% | 10/15/2026 | 1,475 | 1,677 |
4 Banco Bilbao Vizcaya ARG | 5.750% | 7/20/2017 | 23,425 | 24,300 |
Bank of America Corp. | 3.375% | 2/17/2009 | 12,800 | 12,535 |
Bank of America Corp. | 4.500% | 8/1/2010 | 3,575 | 3,552 |
Bank of America Corp. | 4.250% | 10/1/2010 | 3,450 | 3,389 |
Bank of America Corp. | 4.375% | 12/1/2010 | 1,525 | 1,503 |
Bank of America Corp. | 5.375% | 8/15/2011 | 6,050 | 6,095 |
Bank of America Corp. | 6.250% | 4/15/2012 | 4,775 | 4,981 |
Bank of America Corp. | 5.375% | 9/11/2012 | 5,300 | 5,281 |
Bank of America Corp. | 4.875% | 1/15/2013 | 1,340 | 1,314 |
Bank of America Corp. | 5.375% | 6/15/2014 | 5,375 | 5,338 |
Bank of America Corp. | 5.125% | 11/15/2014 | 26,100 | 25,575 |
Bank of America Corp. | 5.250% | 12/1/2015 | 12,950 | 12,632 |
Bank of America Corp. | 5.750% | 8/15/2016 | 13,925 | 13,925 |
Bank of America Corp. | 5.625% | 10/14/2016 | 15,300 | 15,328 |
Bank of America Corp. | 5.300% | 3/15/2017 | 13,200 | 12,800 |
Bank of America Corp. | 5.420% | 3/15/2017 | 19,900 | 19,254 |
Bank of America Corp. | 6.100% | 6/15/2017 | 6,650 | 6,846 |
Bank of America Corp. | 6.000% | 9/1/2017 | 1,900 | 1,938 |
Bank of America Corp. | 5.625% | 3/8/2035 | 7,700 | 6,806 |
Bank of America Corp. | 6.000% | 10/15/2036 | 11,200 | 10,987 |
Bank of America Corp. | 6.500% | 9/15/2037 | 2,950 | 2,938 |
Bank of New York Co., Inc. | 4.950% | 1/14/2011 | 3,275 | 3,239 |
Bank of New York Co., Inc. | 6.375% | 4/1/2012 | 400 | 414 |
Bank of New York Co., Inc. | 4.950% | 3/15/2015 | 7,225 | 6,771 |
Bank of Tokyo-Mitsubishi | 8.400% | 4/15/2010 | 8,525 | 9,096 |
Bank One Corp. | 6.000% | 2/17/2009 | 110 | 111 |
Bank One Corp. | 7.875% | 8/1/2010 | 21,180 | 22,646 |
Bank One Corp. | 5.250% | 1/30/2013 | 4,725 | 4,656 |
Bank One Corp. | 4.900% | 4/30/2015 | 2,475 | 2,317 |
BankAmerica Capital II | 8.000% | 12/15/2026 | 100 | 104 |
Barclays Bank PLC | 5.450% | 9/12/2012 | 1,200 | 1,207 |
2 Barclays Bank PLC | 6.278% | 12/29/2049 | 3,295 | 2,869 |
BB&T Corp. | 6.500% | 8/1/2011 | 2,990 | 3,111 |
BB&T Corp. | 4.750% | 10/1/2012 | 3,900 | 3,816 |
BB&T Corp. | 5.200% | 12/23/2015 | 5,275 | 5,080 |
BB&T Corp. | 5.625% | 9/15/2016 | 6,950 | 6,862 |
BB&T Corp. | 4.900% | 6/30/2017 | 625 | 583 |
BB&T Corp. | 5.250% | 11/1/2019 | 4,275 | 3,999 |
BB&T Corp. | 6.750% | 6/7/2036 | 9,475 | 9,545 |
Charter One Bank N.A. | 5.500% | 4/26/2011 | 13,150 | 13,265 |
Citicorp | 6.375% | 11/15/2008 | 100 | 102 |
Citigroup, Inc. | 3.625% | 2/9/2009 | 2,375 | 2,338 |
Citigroup, Inc. | 6.200% | 3/15/2009 | 140 | 142 |
Citigroup, Inc. | 4.250% | 7/29/2009 | 11,105 | 10,970 |
Citigroup, Inc. | 4.125% | 2/22/2010 | 225 | 221 |
Citigroup, Inc. | 4.625% | 8/3/2010 | 14,450 | 14,358 |
Citigroup, Inc. | 6.500% | 1/18/2011 | 17,870 | 18,663 |
Citigroup, Inc. | 5.100% | 9/29/2011 | 39,620 | 39,525 |
Citigroup, Inc. | 6.000% | 2/21/2012 | 7,450 | 7,669 |
Citigroup, Inc. | 5.250% | 2/27/2012 | 4,375 | 4,379 |
Citigroup, Inc. | 5.625% | 8/27/2012 | 8,090 | 8,192 |
Citigroup, Inc. | 5.125% | 5/5/2014 | 3,750 | 3,659 |
Citigroup, Inc. | 5.000% | 9/15/2014 | 18,418 | 17,821 |
Citigroup, Inc. | 4.875% | 5/7/2015 | 3,300 | 3,150 |
Citigroup, Inc. | 4.700% | 5/29/2015 | 4,075 | 3,806 |
Citigroup, Inc. | 5.300% | 1/7/2016 | 19,150 | 18,811 |
Citigroup, Inc. | 5.850% | 8/2/2016 | 5,450 | 5,533 |
Citigroup, Inc. | 5.500% | 2/15/2017 | 3,750 | 3,694 |
Citigroup, Inc. | 6.000% | 8/15/2017 | 3,500 | 3,578 |
Citigroup, Inc. | 6.625% | 6/15/2032 | 1,525 | 1,598 |
Citigroup, Inc. | 5.875% | 2/22/2033 | 13,075 | 12,581 |
Citigroup, Inc. | 6.000% | 10/31/2033 | 3,300 | 3,219 |
Citigroup, Inc. | 5.850% | 12/11/2034 | 2,000 | 1,918 |
Citigroup, Inc. | 6.125% | 8/25/2036 | 9,275 | 9,254 |
Citigroup, Inc. | 5.875% | 5/29/2037 | 3,575 | 3,465 |
Colonial Bank NA | 6.375% | 12/1/2015 | 1,425 | 1,449 |
Comerica Bank | 5.750% | 11/21/2016 | 12,700 | 12,594 |
Comerica Bank | 5.200% | 8/22/2017 | 4,475 | 4,179 |
Compass Bank | 6.400% | 10/1/2017 | 2,700 | 2,724 |
Compass Bank | 5.900% | 4/1/2026 | 2,400 | 2,170 |
Credit Suisse First Boston USA, Inc. | 3.875% | 1/15/2009 | 7,750 | 7,653 |
Credit Suisse First Boston USA, Inc. | 4.700% | 6/1/2009 | 1,900 | 1,894 |
Credit Suisse First Boston USA, Inc. | 4.875% | 8/15/2010 | 24,600 | 24,590 |
Credit Suisse First Boston USA, Inc. | 5.250% | 3/2/2011 | 9,275 | 9,281 |
Credit Suisse First Boston USA, Inc. | 5.500% | 8/16/2011 | 10,125 | 10,231 |
Credit Suisse First Boston USA, Inc. | 6.125% | 11/15/2011 | 10,650 | 10,991 |
Credit Suisse First Boston USA, Inc. | 6.500% | 1/15/2012 | 3,950 | 4,143 |
Credit Suisse First Boston USA, Inc. | 5.500% | 8/15/2013 | 5,110 | 5,123 |
Credit Suisse First Boston USA, Inc. | 4.875% | 1/15/2015 | 19,350 | 18,487 |
Credit Suisse First Boston USA, Inc. | 5.125% | 8/15/2015 | 12,490 | 12,055 |
Credit Suisse First Boston USA, Inc. | 7.125% | 7/15/2032 | 4,025 | 4,459 |
2 Credit Suisse First Boston USA, Inc. | 5.860% | 5/15/2049 | 3,075 | 2,909 |
Deutsche Bank Financial LLC | 5.375% | 3/2/2015 | 5,400 | 5,276 |
Deutsche Bank Financial, Inc. | 6.000% | 9/1/2017 | 16,925 | 17,154 |
Fifth Third Bank | 4.200% | 2/23/2010 | 4,475 | 4,399 |
Fifth Third Bank | 4.750% | 2/1/2015 | 10,950 | 10,309 |
Fifth Third Bank | 4.500% | 6/1/2018 | 1,550 | 1,367 |
First Tennessee Bank | 5.050% | 1/15/2015 | 1,825 | 1,709 |
First Union Institutional Capital I | 8.040% | 12/1/2026 | 1,825 | 1,898 |
FirstStar Bank | 7.125% | 12/1/2009 | 2,685 | 2,792 |
Fleet Capital Trust II | 7.920% | 12/11/2026 | 2,315 | 2,408 |
Golden West Financial Corp. | 4.750% | 10/1/2012 | 340 | 330 |
4 HBOS Treasury Services PLC | 5.250% | 2/21/2017 | 21,125 | 21,376 |
HSBC Bank PLC | 6.950% | 3/15/2011 | 11,350 | 12,033 |
HSBC Bank USA | 3.875% | 9/15/2009 | 800 | 785 |
HSBC Bank USA | 4.625% | 4/1/2014 | 4,125 | 3,849 |
HSBC Bank USA | 5.875% | 11/1/2034 | 2,475 | 2,351 |
HSBC Bank USA | 5.625% | 8/15/2035 | 4,825 | 4,387 |
HSBC Holdings PLC | 7.500% | 7/15/2009 | 2,040 | 2,121 |
HSBC Holdings PLC | 7.625% | 5/17/2032 | 1,250 | 1,379 |
HSBC Holdings PLC | 7.350% | 11/27/2032 | 2,515 | 2,686 |
HSBC Holdings PLC | 6.500% | 5/2/2036 | 17,350 | 17,550 |
HSBC Holdings PLC | 6.500% | 9/15/2037 | 12,050 | 12,048 |
J.P. Morgan, Inc. | 6.000% | 1/15/2009 | 2,475 | 2,502 |
JP Morgan Chase Capital XXII | 6.450% | 2/2/2037 | 5,375 | 4,983 |
JPM Capital Trust | 6.550% | 9/29/2036 | 8,725 | 8,198 |
JPMorgan Capital Trust | 5.875% | 3/15/2035 | 4,225 | 3,770 |
JPMorgan Chase & Co. | 3.500% | 3/15/2009 | 4,625 | 4,536 |
JPMorgan Chase&Co. | 6.750% | 2/1/2011 | 14,362 | 14,976 |
JPMorgan Chase&Co. | 5.600% | 6/1/2011 | 37,400 | 37,931 |
JPMorgan Chase&Co. | 4.500% | 1/15/2012 | 9,400 | 9,126 |
JPMorgan Chase&Co. | 6.625% | 3/15/2012 | 3,800 | 3,978 |
JPMorgan Chase&Co. | 5.375% | 10/1/2012 | 2,800 | 2,803 |
JPMorgan Chase&Co. | 5.750% | 1/2/2013 | 3,575 | 3,597 |
JPMorgan Chase&Co. | 5.375% | 1/15/2014 | 2,575 | 2,559 |
JPMorgan Chase&Co. | 4.875% | 3/15/2014 | 19,540 | 18,742 |
JPMorgan Chase&Co. | 5.125% | 9/15/2014 | 12,650 | 12,273 |
JPMorgan Chase&Co. | 4.750% | 3/1/2015 | 2,725 | 2,553 |
JPMorgan Chase&Co. | 5.250% | 5/1/2015 | 2,150 | 2,075 |
JPMorgan Chase&Co. | 5.150% | 10/1/2015 | 3,700 | 3,562 |
JPMorgan Chase&Co. | 5.875% | 6/13/2016 | 4,075 | 4,115 |
JPMorgan Chase&Co. | 6.125% | 6/27/2017 | 14,975 | 15,288 |
JPMorgan Chase&Co. | 5.850% | 8/1/2035 | 825 | 733 |
JPMorgan Chase&Co. | 6.800% | 10/1/2037 | 5,450 | 5,435 |
Key Bank NA | 7.000% | 2/1/2011 | 725 | 757 |
Key Bank NA | 5.500% | 9/17/2012 | 5,450 | 5,432 |
Key Bank NA | 5.800% | 7/1/2014 | 1,175 | 1,173 |
Key Bank NA | 4.950% | 9/15/2015 | 7,175 | 6,765 |
Key Bank NA | 5.450% | 3/3/2016 | 7,175 | 6,954 |
Marshall&Ilsley Bank | 4.850% | 6/16/2015 | 700 | 658 |
Marshall&Ilsley Bank | 5.000% | 1/17/2017 | 250 | 232 |
Marshall&Ilsley Corp. | 4.375% | 8/1/2009 | 2,675 | 2,646 |
MBNA America Bank NA | 4.625% | 8/3/2009 | 3,450 | 3,432 |
MBNA America Bank NA | 6.625% | 6/15/2012 | 3,465 | 3,649 |
MBNA Corp. | 7.500% | 3/15/2012 | 3,245 | 3,525 |
MBNA Corp. | 6.125% | 3/1/2013 | 2,200 | 2,282 |
MBNA Corp. | 5.000% | 6/15/2015 | 950 | 900 |
Mellon Bank NA | 4.750% | 12/15/2014 | 3,650 | 3,435 |
Mellon Funding Corp. | 3.250% | 4/1/2009 | 2,775 | 2,708 |
Mellon Funding Corp. | 6.400% | 5/14/2011 | 450 | 467 |
Mellon Funding Corp. | 5.000% | 12/1/2014 | 1,100 | 1,059 |
National City Bank | 4.150% | 8/1/2009 | 6,675 | 6,554 |
National City Bank | 4.500% | 3/15/2010 | 7,525 | 7,419 |
National City Bank | 6.250% | 3/15/2011 | 575 | 589 |
National City Bank | 4.625% | 5/1/2013 | 1,000 | 941 |
National City Corp. | 4.900% | 1/15/2015 | 500 | 465 |
National City Corp. | 6.875% | 5/15/2019 | 850 | 898 |
National Westminster Bank PLC | 7.375% | 10/1/2009 | 450 | 470 |
NationsBank Corp. | 6.800% | 3/15/2028 | 725 | 765 |
^4 Nationwide Building Society | 5.500% | 7/18/2012 | 24,775 | 25,457 |
NB Capital Trust II | 7.830% | 12/15/2026 | 5,000 | 5,201 |
NB Capital Trust IV | 8.250% | 4/15/2027 | 3,400 | 3,534 |
North Fork Bancorp., Inc. | 5.875% | 8/15/2012 | 250 | 244 |
4 Northern Rock PLC | 5.625% | 6/22/2017 | 46,200 | 46,012 |
PNC Bank NA | 4.875% | 9/21/2017 | 9,750 | 9,019 |
PNC Funding Corp. | 4.500% | 3/10/2010 | 500 | 493 |
PNC Funding Corp. | 5.125% | 12/14/2010 | 2,675 | 2,665 |
PNC Funding Corp. | 5.250% | 11/15/2015 | 10,250 | 9,851 |
PNC Funding Corp. | 5.625% | 2/1/2017 | 1,075 | 1,063 |
Regions Financial Corp. | 4.375% | 12/1/2010 | 1,000 | 973 |
Regions Financial Corp. | 7.000% | 3/1/2011 | 4,275 | 4,509 |
Regions Financial Corp. | 7.750% | 3/1/2011 | 7,525 | 8,028 |
Regions Financial Corp. | 6.375% | 5/15/2012 | 11,600 | 11,947 |
2 Regions Financial Corp. | 6.625% | 5/15/2047 | 3,525 | 3,348 |
Republic New York Corp. | 7.750% | 5/15/2009 | 4,300 | 4,474 |
Royal Bank of Canada | 4.125% | 1/26/2010 | 14,075 | 13,773 |
Royal Bank of Scotland Group PLC | 6.375% | 2/1/2011 | 1,675 | 1,723 |
Royal Bank of Scotland Group PLC | 5.000% | 11/12/2013 | 12,275 | 11,943 |
Royal Bank of Scotland Group PLC | 5.050% | 1/8/2015 | 6,675 | 6,332 |
2 Royal Bank of Scotland Group PLC | 7.648% | 8/29/2049 | 14,245 | 14,707 |
Santander Central Hispano Issuances | 7.625% | 9/14/2010 | 12,500 | 13,336 |
Santander Finance Issuances | 6.375% | 2/15/2011 | 1,400 | 1,446 |
Sanwa Bank Ltd. | 8.350% | 7/15/2009 | 5,600 | 5,947 |
Sanwa Bank Ltd. | 7.400% | 6/15/2011 | 12,800 | 13,844 |
Southtrust Corp. | 5.800% | 6/15/2014 | 3,075 | 3,092 |
Sovereign Bancorp, Inc. | 4.800% | 9/1/2010 | 8,275 | 8,284 |
Sovereign Bank | 5.125% | 3/15/2013 | 900 | 877 |
State Street Capital Trust | 5.300% | 1/15/2016 | 3,425 | 3,311 |
Sumitomo Bank International Finance NV | 8.500% | 6/15/2009 | 6,475 | 6,872 |
Sumitomo Mitsui Banking Corp. | 8.000% | 6/15/2012 | 16,075 | 17,945 |
SunTrust Banks, Inc. | 6.375% | 4/1/2011 | 8,455 | 8,756 |
SunTrust Banks, Inc. | 5.000% | 9/1/2015 | 350 | 334 |
SunTrust Banks, Inc. | 6.000% | 9/11/2017 | 7,075 | 7,165 |
SunTrust Banks, Inc. | 5.450% | 12/1/2017 | 500 | 486 |
SunTrust Banks, Inc. | 6.000% | 2/15/2026 | 3,925 | 3,716 |
2 Suntrust Capital | 6.100% | 12/1/2066 | 1,875 | 1,671 |
Swiss Bank Corp. | 7.000% | 10/15/2015 | 2,825 | 3,082 |
Swiss Bank Corp. | 7.375% | 6/15/2017 | 4,175 | 4,720 |
Synovus Financial Corp. | 5.125% | 6/15/2017 | 4,925 | 4,702 |
The Chase Manhattan Corp. | 7.875% | 6/15/2010 | 450 | 481 |
UBS AG | 5.875% | 7/15/2016 | 2,800 | 2,926 |
UFJ Finance Aruba AEC | 6.750% | 7/15/2013 | 18,250 | 18,794 |
Union Bank of California NA | 5.950% | 5/11/2016 | 4,700 | 4,660 |
UnionBanCal Corp. | 5.250% | 12/16/2013 | 1,475 | 1,454 |
US Bank NA | 6.375% | 8/1/2011 | 6,975 | 7,261 |
US Bank NA | 6.300% | 2/4/2014 | 9,150 | 9,498 |
US Bank NA | 4.950% | 10/30/2014 | 6,575 | 6,291 |
Wachovia Bank NA | 4.800% | 11/1/2014 | 4,250 | 4,006 |
Wachovia Bank NA | 4.875% | 2/1/2015 | 17,300 | 16,356 |
Wachovia Bank NA | 5.000% | 8/15/2015 | 1,110 | 1,055 |
Wachovia Bank NA | 5.850% | 2/1/2037 | 16,700 | 15,825 |
Wachovia Corp. | 3.625% | 2/17/2009 | 12,675 | 12,464 |
Wachovia Corp. | 7.875% | 2/15/2010 | 3,700 | 3,935 |
Wachovia Corp. | 4.375% | 6/1/2010 | 6,875 | 6,793 |
Wachovia Corp. | 7.800% | 8/18/2010 | 13,130 | 14,031 |
Wachovia Corp. | 5.300% | 10/15/2011 | 17,275 | 17,376 |
Wachovia Corp. | 4.875% | 2/15/2014 | 6,150 | 5,904 |
Wachovia Corp. | 5.625% | 10/15/2016 | 4,900 | 4,858 |
Wachovia Corp. | 5.750% | 6/15/2017 | 7,825 | 7,871 |
Wachovia Corp. | 6.605% | 10/1/2025 | 275 | 277 |
4 Wachovia Corp. | 8.000% | 12/15/2026 | 5,125 | 5,329 |
Wachovia Corp. | 7.500% | 4/15/2035 | 1,100 | 1,222 |
Wachovia Corp. | 5.500% | 8/1/2035 | 3,600 | 3,289 |
Wachovia Corp. | 6.550% | 10/15/2035 | 775 | 808 |
Washington Mutual Bank | 6.875% | 6/15/2011 | 19,345 | 20,009 |
Washington Mutual Bank | 5.500% | 1/15/2013 | 4,375 | 4,199 |
Washington Mutual Bank | 5.650% | 8/15/2014 | 6,800 | 6,557 |
Washington Mutual Bank | 5.125% | 1/15/2015 | 6,050 | 5,636 |
Washington Mutual, Inc. | 4.000% | 1/15/2009 | 2,500 | 2,448 |
Washington Mutual, Inc. | 4.200% | 1/15/2010 | 1,900 | 1,828 |
Washington Mutual, Inc. | 5.500% | 8/24/2011 | 750 | 737 |
Washington Mutual, Inc. | 5.000% | 3/22/2012 | 4,000 | 3,856 |
Washington Mutual, Inc. | 5.250% | 9/15/2017 | 2,300 | 2,114 |
Wells Fargo&Co. | 3.125% | 4/1/2009 | 6,225 | 6,054 |
Wells Fargo&Co. | 4.200% | 1/15/2010 | 27,575 | 27,162 |
Wells Fargo&Co. | 4.875% | 1/12/2011 | 15,075 | 14,974 |
Wells Fargo&Co. | 6.375% | 8/1/2011 | 2,000 | 2,078 |
Wells Fargo&Co. | 5.300% | 8/26/2011 | 4,800 | 4,825 |
Wells Fargo&Co. | 5.125% | 9/1/2012 | 4,000 | 3,972 |
Wells Fargo&Co. | 4.950% | 10/16/2013 | 14,800 | 14,477 |
Wells Fargo&Co. | 4.625% | 4/15/2014 | 275 | 263 |
Wells Fargo&Co. | 5.000% | 11/15/2014 | 675 | 653 |
Wells Fargo&Co. | 5.375% | 2/7/2035 | 4,425 | 4,033 |
Wells Fargo Bank NA | 6.450% | 2/1/2011 | 15,800 | 16,445 |
Wells Fargo Bank NA | 4.750% | 2/9/2015 | 4,575 | 4,288 |
Wells Fargo Bank NA | 5.750% | 5/16/2016 | 2,500 | 2,508 |
Wells Fargo Bank NA | 5.950% | 8/26/2036 | 5,600 | 5,456 |
Wells Fargo Capital X | 5.950% | 12/15/2036 | 2,875 | 2,665 |
Wells Fargo Financial | 5.500% | 8/1/2012 | 3,975 | 4,026 |
World Savings Bank, FSB | 4.125% | 12/15/2009 | 3,500 | 3,445 |
Zions Bancorp. | 5.500% | 11/16/2015 | 6,950 | 6,747 |
Brokerage (1.6%) | ||||
Ameriprise Financial Inc. | 5.350% | 11/15/2010 | 5,900 | 5,929 |
Ameriprise Financial Inc. | 5.650% | 11/15/2015 | 4,925 | 4,822 |
Bear Stearns Co., Inc. | 3.250% | 3/25/2009 | 600 | 579 |
Bear Stearns Co., Inc. | 4.550% | 6/23/2010 | 1,675 | 1,636 |
Bear Stearns Co., Inc. | 5.500% | 8/15/2011 | 900 | 892 |
Bear Stearns Co., Inc. | 5.350% | 2/1/2012 | 22,000 | 21,552 |
Bear Stearns Co., Inc. | 5.700% | 11/15/2014 | 18,240 | 17,640 |
Bear Stearns Co., Inc. | 5.300% | 10/30/2015 | 7,715 | 7,205 |
Bear Stearns Co., Inc. | 5.550% | 1/22/2017 | 4,925 | 4,661 |
Bear Stearns Co., Inc. | 6.400% | 10/2/2017 | 3,725 | 3,690 |
Bear Stearns Co., Inc. | 4.650% | 7/2/2018 | 500 | 426 |
Dean Witter, Discover&Co. | 6.750% | 10/15/2013 | 800 | 837 |
4 Fidelity Investments | 7.490% | 6/15/2019 | 1,000 | 1,146 |
Goldman Sachs Group, Inc. | 3.875% | 1/15/2009 | 16,670 | 16,446 |
Goldman Sachs Group, Inc. | 6.650% | 5/15/2009 | 18,290 | 18,768 |
Goldman Sachs Group, Inc. | 4.500% | 6/15/2010 | 10,950 | 10,832 |
Goldman Sachs Group, Inc. | 5.000% | 1/15/2011 | 200 | 199 |
Goldman Sachs Group, Inc. | 6.875% | 1/15/2011 | 2,150 | 2,251 |
Goldman Sachs Group, Inc. | 6.600% | 1/15/2012 | 14,550 | 15,283 |
Goldman Sachs Group, Inc. | 5.700% | 9/1/2012 | 4,000 | 4,067 |
Goldman Sachs Group, Inc. | 5.250% | 4/1/2013 | 8,540 | 8,279 |
Goldman Sachs Group, Inc. | 4.750% | 7/15/2013 | 2,225 | 2,120 |
Goldman Sachs Group, Inc. | 5.250% | 10/15/2013 | 8,750 | 8,547 |
Goldman Sachs Group, Inc. | 5.150% | 1/15/2014 | 3,015 | 2,933 |
Goldman Sachs Group, Inc. | 5.000% | 10/1/2014 | 15,550 | 14,750 |
Goldman Sachs Group, Inc. | 5.125% | 1/15/2015 | 14,735 | 14,261 |
Goldman Sachs Group, Inc. | 5.350% | 1/15/2016 | 17,250 | 16,778 |
Goldman Sachs Group, Inc. | 5.625% | 1/15/2017 | 14,750 | 14,350 |
Goldman Sachs Group, Inc. | 6.250% | 9/1/2017 | 23,475 | 23,980 |
Goldman Sachs Group, Inc. | 5.950% | 1/15/2027 | 11,250 | 10,715 |
Goldman Sachs Group, Inc. | 6.125% | 2/15/2033 | 11,825 | 11,636 |
Goldman Sachs Group, Inc. | 6.345% | 2/15/2034 | 19,225 | 17,846 |
Goldman Sachs Group, Inc. | 6.450% | 5/1/2036 | 3,200 | 3,118 |
Goldman Sachs Group, Inc. | 6.750% | 10/1/2037 | 25,725 | 25,854 |
Janus Capital Group | 5.875% | 9/15/2011 | 3,375 | 3,392 |
Janus Capital Group | 6.700% | 6/15/2017 | 2,575 | 2,588 |
Jefferies Group Inc. | 6.450% | 6/8/2027 | 14,325 | 13,400 |
Jefferies Group Inc. | 6.250% | 1/15/2036 | 7,700 | 6,879 |
Lazard Group | 6.850% | 6/15/2017 | 4,975 | 4,878 |
Lehman Brothers Holdings, Inc. | 3.950% | 11/10/2009 | 6,925 | 6,739 |
Lehman Brothers Holdings, Inc. | 4.250% | 1/27/2010 | 1,475 | 1,440 |
Lehman Brothers Holdings, Inc. | 4.500% | 7/26/2010 | 6,275 | 6,134 |
Lehman Brothers Holdings, Inc. | 7.875% | 8/15/2010 | 7,000 | 7,462 |
Lehman Brothers Holdings, Inc. | 4.375% | 11/30/2010 | 4,400 | 4,272 |
Lehman Brothers Holdings, Inc. | 5.000% | 1/14/2011 | 8,400 | 8,266 |
Lehman Brothers Holdings, Inc. | 6.625% | 1/18/2012 | 9,500 | 9,860 |
Lehman Brothers Holdings, Inc. | 5.250% | 2/6/2012 | 7,625 | 7,501 |
Lehman Brothers Holdings, Inc. | 6.000% | 7/19/2012 | 8,800 | 8,943 |
Lehman Brothers Holdings, Inc. | 5.750% | 5/17/2013 | 14,525 | 14,430 |
Lehman Brothers Holdings, Inc. | 6.200% | 9/26/2014 | 3,275 | 3,303 |
Lehman Brothers Holdings, Inc. | 5.500% | 4/4/2016 | 13,850 | 13,395 |
Lehman Brothers Holdings, Inc. | 5.750% | 1/3/2017 | 200 | 192 |
Lehman Brothers Holdings, Inc. | 6.500% | 7/19/2017 | 9,550 | 9,632 |
Lehman Brothers Holdings, Inc. | 5.875% | 11/15/2017 | 575 | 543 |
Lehman Brothers Holdings, Inc. | 7.000% | 9/27/2027 | 7,000 | 7,159 |
2 Lehman Brothers Holdings, Inc. | 6.000% | 5/3/2032 | 7,200 | 6,608 |
Lehman Brothers Holdings, Inc. | 6.875% | 7/17/2037 | 8,275 | 8,257 |
Merrill Lynch&Co., Inc. | 6.375% | 10/15/2008 | 2,000 | 2,020 |
Merrill Lynch&Co., Inc. | 4.125% | 1/15/2009 | 11,425 | 11,296 |
Merrill Lynch&Co., Inc. | 6.000% | 2/17/2009 | 8,761 | 8,855 |
Merrill Lynch&Co., Inc. | 4.250% | 2/8/2010 | 8,905 | 8,739 |
Merrill Lynch&Co., Inc. | 4.790% | 8/4/2010 | 7,375 | 7,319 |
Merrill Lynch&Co., Inc. | 5.770% | 7/25/2011 | 12,900 | 13,133 |
Merrill Lynch&Co., Inc. | 5.000% | 2/3/2014 | 6,675 | 6,488 |
Merrill Lynch&Co., Inc. | 5.450% | 7/15/2014 | 3,750 | 3,716 |
Merrill Lynch&Co., Inc. | 5.000% | 1/15/2015 | 18,875 | 18,194 |
Merrill Lynch&Co., Inc. | 6.050% | 5/16/2016 | 7,675 | 7,685 |
Merrill Lynch&Co., Inc. | 5.700% | 5/2/2017 | 19,500 | 19,176 |
Merrill Lynch&Co., Inc. | 6.400% | 8/28/2017 | 21,775 | 22,452 |
Merrill Lynch&Co., Inc. | 6.500% | 7/15/2018 | 425 | 441 |
Merrill Lynch&Co., Inc. | 6.875% | 11/15/2018 | 19 | 20 |
Merrill Lynch&Co., Inc. | 6.220% | 9/15/2026 | 19,050 | 18,777 |
Merrill Lynch&Co., Inc. | 6.110% | 1/29/2037 | 7,325 | 6,852 |
Morgan Stanley Dean Witter | 3.875% | 1/15/2009 | 9,475 | 9,346 |
Morgan Stanley Dean Witter | 4.000% | 1/15/2010 | 23,625 | 23,101 |
Morgan Stanley Dean Witter | 4.250% | 5/15/2010 | 22,105 | 21,677 |
Morgan Stanley Dean Witter | 6.750% | 4/15/2011 | 10,035 | 10,519 |
Morgan Stanley Dean Witter | 5.625% | 1/9/2012 | 6,525 | 6,600 |
Morgan Stanley Dean Witter | 6.600% | 4/1/2012 | 7,420 | 7,781 |
Morgan Stanley Dean Witter | 5.750% | 8/31/2012 | 9,400 | 9,529 |
Morgan Stanley Dean Witter | 5.300% | 3/1/2013 | 400 | 396 |
Morgan Stanley Dean Witter | 4.750% | 4/1/2014 | 26,250 | 24,778 |
Morgan Stanley Dean Witter | 5.375% | 10/15/2015 | 7,100 | 6,962 |
Morgan Stanley Dean Witter | 5.750% | 10/18/2016 | 17,025 | 16,849 |
Morgan Stanley Dean Witter | 5.450% | 1/9/2017 | 7,900 | 7,638 |
Morgan Stanley Dean Witter | 5.550% | 4/27/2017 | 11,800 | 11,468 |
Morgan Stanley Dean Witter | 6.250% | 8/9/2026 | 18,525 | 18,299 |
Morgan Stanley Dean Witter | 7.250% | 4/1/2032 | 9,415 | 10,625 |
Finance Companies (1.5%) | ||||
Allied Capital Corp. | 6.000% | 4/1/2012 | 3,125 | 3,130 |
American Express Bank, FSB | 6.000% | 9/13/2017 | 5,200 | 5,094 |
American Express Centurion Bank | 4.375% | 7/30/2009 | 2,300 | 2,269 |
American Express Centurion Bank | 6.000% | 9/13/2017 | 4,650 | 4,640 |
American Express Co. | 4.750% | 6/17/2009 | 3,100 | 3,091 |
American Express Co. | 5.250% | 9/12/2011 | 4,000 | 4,010 |
American Express Co. | 4.875% | 7/15/2013 | 1,500 | 1,456 |
American Express Co. | 5.500% | 9/12/2016 | 3,600 | 3,477 |
American Express Co. | 6.150% | 8/28/2017 | 9,050 | 9,151 |
2 American Express Co. | 6.800% | 9/1/2066 | 3,475 | 3,573 |
American Express Credit Corp. | 5.000% | 12/2/2010 | 6,075 | 6,075 |
4 American Express Travel | 5.250% | 11/21/2011 | 1,150 | 1,156 |
American General Finance Corp. | 3.875% | 10/1/2009 | 4,000 | 3,897 |
American General Finance Corp. | 4.875% | 5/15/2010 | 5,100 | 5,051 |
American General Finance Corp. | 5.625% | 8/17/2011 | 7,625 | 7,530 |
American General Finance Corp. | 4.875% | 7/15/2012 | 1,650 | 1,589 |
American General Finance Corp. | 5.850% | 6/1/2013 | 17,870 | 17,760 |
American General Finance Corp. | 5.750% | 9/15/2016 | 5,750 | 5,506 |
BlackRock, Inc. | 6.250% | 9/15/2017 | 4,000 | 4,003 |
Capital One Bank | 4.250% | 12/1/2008 | 1,850 | 1,831 |
Capital One Bank | 5.000% | 6/15/2009 | 4,075 | 4,060 |
Capital One Bank | 5.750% | 9/15/2010 | 1,975 | 1,999 |
Capital One Bank | 6.500% | 6/13/2013 | 1,725 | 1,759 |
Capital One Bank | 5.125% | 2/15/2014 | 2,450 | 2,324 |
Capital One Capital III | 7.686% | 8/15/2036 | 7,650 | 7,429 |
Capital One Capital IV | 6.745% | 2/17/2037 | 3,100 | 2,795 |
Capital One Financial | 5.700% | 9/15/2011 | 4,025 | 4,022 |
Capital One Financial | 4.800% | 2/21/2012 | 2,125 | 2,051 |
Capital One Financial | 5.500% | 6/1/2015 | 6,075 | 5,826 |
Capital One Financial | 6.150% | 9/1/2016 | 6,525 | 6,262 |
Capital One Financial | 5.250% | 2/21/2017 | 1,775 | 1,623 |
Capital One Financial | 6.750% | 9/15/2017 | 6,475 | 6,626 |
4 Capmark Financial Group | 5.875% | 5/10/2012 | 1,775 | 1,637 |
4 Capmark Financial Group | 6.300% | 5/10/2017 | 2,550 | 2,228 |
CIT Group Co. of Canada | 4.650% | 7/1/2010 | 7,550 | 7,163 |
CIT Group Co. of Canada | 5.600% | 11/2/2011 | 5,300 | 5,126 |
CIT Group Co. of Canada | 5.200% | 6/1/2015 | 8,575 | 7,820 |
CIT Group, Inc. | 5.000% | 11/24/2008 | 7,725 | 7,626 |
CIT Group, Inc. | 4.250% | 2/1/2010 | 3,475 | 3,291 |
CIT Group, Inc. | 5.200% | 11/3/2010 | 3,525 | 3,418 |
CIT Group, Inc. | 4.750% | 12/15/2010 | 3,525 | 3,340 |
CIT Group, Inc. | 5.600% | 4/27/2011 | 5,050 | 4,911 |
CIT Group, Inc. | 5.800% | 7/28/2011 | 5,325 | 5,092 |
CIT Group, Inc. | 5.400% | 3/7/2013 | 7,450 | 7,006 |
CIT Group, Inc. | 5.000% | 2/13/2014 | 125 | 114 |
CIT Group, Inc. | 5.125% | 9/30/2014 | 6,875 | 6,268 |
CIT Group, Inc. | 5.000% | 2/1/2015 | 4,175 | 3,751 |
CIT Group, Inc. | 5.400% | 1/30/2016 | 2,750 | 2,503 |
CIT Group, Inc. | 5.850% | 9/15/2016 | 6,450 | 6,094 |
CIT Group, Inc. | 5.650% | 2/13/2017 | 8,825 | 8,200 |
CIT Group, Inc. | 6.000% | 4/1/2036 | 2,150 | 1,819 |
2 CIT Group, Inc. | 6.100% | 3/15/2067 | 225 | 187 |
Countrywide Financial Corp. | 5.800% | 6/7/2012 | 7,875 | 7,403 |
Countrywide Financial Corp. | 6.250% | 5/15/2016 | 3,925 | 3,503 |
Countrywide Home Loan | 6.250% | 4/15/2009 | 1,500 | 1,410 |
Countrywide Home Loan | 5.625% | 7/15/2009 | 340 | 320 |
Countrywide Home Loan | 4.125% | 9/15/2009 | 13,525 | 12,477 |
Countrywide Home Loan | 4.000% | 3/22/2011 | 4,900 | 4,385 |
^ General Electric Capital Corp. | 3.600% | 10/15/2008 | 11,840 | 11,689 |
General Electric Capital Corp. | 3.125% | 4/1/2009 | 2,475 | 2,418 |
General Electric Capital Corp. | 3.250% | 6/15/2009 | 3,325 | 3,245 |
General Electric Capital Corp. | 4.625% | 9/15/2009 | 5,525 | 5,505 |
General Electric Capital Corp. | 8.300% | 9/20/2009 | 275 | 292 |
General Electric Capital Corp. | 5.250% | 10/27/2009 | 9,725 | 9,799 |
General Electric Capital Corp. | 4.250% | 9/13/2010 | 7,900 | 7,772 |
General Electric Capital Corp. | 4.875% | 10/21/2010 | 10,700 | 10,714 |
General Electric Capital Corp. | 6.125% | 2/22/2011 | 20,425 | 21,052 |
General Electric Capital Corp. | 5.500% | 4/28/2011 | 15,300 | 15,470 |
General Electric Capital Corp. | 5.875% | 2/15/2012 | 21,540 | 22,130 |
General Electric Capital Corp. | 4.375% | 3/3/2012 | 11,200 | 10,876 |
General Electric Capital Corp. | 5.000% | 4/10/2012 | 250 | 249 |
General Electric Capital Corp. | 4.250% | 6/15/2012 | 8,975 | 8,643 |
General Electric Capital Corp. | 6.000% | 6/15/2012 | 7,550 | 7,810 |
General Electric Capital Corp. | 5.450% | 1/15/2013 | 1,020 | 1,031 |
General Electric Capital Corp. | 5.500% | 6/4/2014 | 14,725 | 14,749 |
General Electric Capital Corp. | 5.650% | 6/9/2014 | 13,750 | 13,887 |
General Electric Capital Corp. | 4.875% | 3/4/2015 | 900 | 868 |
General Electric Capital Corp. | 5.000% | 1/8/2016 | 13,000 | 12,548 |
General Electric Capital Corp. | 5.375% | 10/20/2016 | 4,450 | 4,395 |
General Electric Capital Corp. | 5.400% | 2/15/2017 | 24,400 | 24,101 |
General Electric Capital Corp. | 5.625% | 9/15/2017 | 9,650 | 9,655 |
General Electric Capital Corp. | 6.750% | 3/15/2032 | 38,585 | 42,743 |
General Electric Capital Corp. | 6.150% | 8/7/2037 | 11,275 | 11,538 |
Heller Financial, Inc. | 7.375% | 11/1/2009 | 4,500 | 4,724 |
2 HSBC Finance Capital Trust IX | 5.911% | 11/30/2035 | 2,700 | 2,587 |
HSBC Finance Corp. | 4.125% | 12/15/2008 | 4,900 | 4,841 |
HSBC Finance Corp. | 4.750% | 5/15/2009 | 19,825 | 19,696 |
HSBC Finance Corp. | 4.125% | 11/16/2009 | 3,650 | 3,578 |
HSBC Finance Corp. | 4.625% | 9/15/2010 | 16,600 | 16,325 |
HSBC Finance Corp. | 5.250% | 1/14/2011 | 21,400 | 21,304 |
HSBC Finance Corp. | 5.700% | 6/1/2011 | 12,300 | 12,413 |
HSBC Finance Corp. | 6.375% | 10/15/2011 | 15,900 | 16,387 |
HSBC Finance Corp. | 7.000% | 5/15/2012 | 10,375 | 10,989 |
HSBC Finance Corp. | 5.900% | 6/19/2012 | 5,500 | 5,587 |
HSBC Finance Corp. | 6.375% | 11/27/2012 | 2,590 | 2,681 |
HSBC Finance Corp. | 4.750% | 7/15/2013 | 1,750 | 1,667 |
HSBC Finance Corp. | 5.250% | 1/15/2014 | 5,600 | 5,448 |
HSBC Finance Corp. | 5.250% | 4/15/2015 | 2,525 | 2,426 |
HSBC Finance Corp. | 5.000% | 6/30/2015 | 14,675 | 13,846 |
HSBC Finance Corp. | 5.500% | 1/19/2016 | 1,950 | 1,897 |
International Lease Finance Corp. | 6.375% | 3/15/2009 | 700 | 711 |
International Lease Finance Corp. | 4.875% | 9/1/2010 | 1,625 | 1,610 |
International Lease Finance Corp. | 5.125% | 11/1/2010 | 2,850 | 2,842 |
International Lease Finance Corp. | 5.450% | 3/24/2011 | 3,050 | 3,074 |
International Lease Finance Corp. | 5.750% | 6/15/2011 | 21,325 | 21,515 |
International Lease Finance Corp. | 5.400% | 2/15/2012 | 2,250 | 2,245 |
International Lease Finance Corp. | 5.300% | 5/1/2012 | 2,075 | 2,064 |
International Lease Finance Corp. | 5.000% | 9/15/2012 | 5,250 | 5,120 |
International Lease Finance Corp. | 5.625% | 9/20/2013 | 10,500 | 10,394 |
International Lease Finance Corp. | 5.650% | 6/1/2014 | 7,650 | 7,533 |
iStar Financial Inc. | 5.800% | 3/15/2011 | 5,000 | 4,785 |
iStar Financial Inc. | 5.650% | 9/15/2011 | 5,750 | 5,462 |
iStar Financial Inc. | 5.150% | 3/1/2012 | 5,775 | 5,374 |
iStar Financial Inc. | 5.950% | 10/15/2013 | 4,550 | 4,270 |
iStar Financial Inc. | 5.875% | 3/15/2016 | 3,725 | 3,313 |
iStar Financial Inc. | 5.850% | 3/15/2017 | 600 | 533 |
SLM Corp. | 4.000% | 1/15/2009 | 1,590 | 1,533 |
SLM Corp. | 4.500% | 7/26/2010 | 3,175 | 2,966 |
SLM Corp. | 5.400% | 10/25/2011 | 21,550 | 20,026 |
SLM Corp. | 5.000% | 10/1/2013 | 500 | 441 |
SLM Corp. | 5.050% | 11/14/2014 | 2,400 | 2,065 |
SLM Corp. | 5.625% | 8/1/2033 | 6,200 | 4,674 |
Insurance (1.1%) | ||||
ACE Capital Trust II | 9.700% | 4/1/2030 | 2,200 | 2,739 |
ACE INA Holdings, Inc. | 5.700% | 2/15/2017 | 3,700 | 3,653 |
AEGON Funding Corp. | 5.750% | 12/15/2020 | 1,350 | 1,312 |
AEGON NV | 4.750% | 6/1/2013 | 2,225 | 2,126 |
Aetna, Inc. | 7.875% | 3/1/2011 | 1,700 | 1,833 |
Aetna, Inc. | 5.750% | 6/15/2011 | 1,400 | 1,419 |
Aetna, Inc. | 6.000% | 6/15/2016 | 8,750 | 8,809 |
Aetna, Inc. | 6.625% | 6/15/2036 | 5,750 | 5,849 |
Allied World Assurance | 7.500% | 8/1/2016 | 6,100 | 6,367 |
Allstate Corp. | 7.200% | 12/1/2009 | 8,740 | 9,147 |
Allstate Corp. | 5.000% | 8/15/2014 | 2,475 | 2,364 |
Allstate Corp. | 6.125% | 12/15/2032 | 2,850 | 2,755 |
Allstate Corp. | 5.350% | 6/1/2033 | 1,120 | 981 |
Allstate Corp. | 5.550% | 5/9/2035 | 1,625 | 1,468 |
2 Allstate Corp. | 6.125% | 5/15/2037 | 2,175 | 2,132 |
2 Allstate Corp. | 6.500% | 5/15/2057 | 2,250 | 2,167 |
Allstate Life Global Funding | 4.500% | 5/29/2009 | 1,350 | 1,340 |
Ambac, Inc. | 5.950% | 12/5/2035 | 9,000 | 7,952 |
Ambac, Inc. | 6.150% | 2/15/2037 | 925 | 798 |
American General Capital II | 8.500% | 7/1/2030 | 8,590 | 10,449 |
American International Group, Inc. | 4.700% | 10/1/2010 | 1,450 | 1,433 |
American International Group, Inc. | 5.375% | 10/18/2011 | 4,200 | 4,221 |
American International Group, Inc. | 4.950% | 3/20/2012 | 13,725 | 13,468 |
American International Group, Inc. | 5.050% | 10/1/2015 | 6,250 | 6,000 |
American International Group, Inc. | 5.600% | 10/18/2016 | 1,875 | 1,839 |
American International Group, Inc. | 5.450% | 5/18/2017 | 6,725 | 6,578 |
American International Group, Inc. | 6.250% | 5/1/2036 | 11,075 | 11,236 |
American International Group, Inc. | 6.250% | 3/15/2037 | 2,750 | 2,595 |
Aon Capital Trust | 8.205% | 1/1/2027 | 1,200 | 1,306 |
Arch Capital Group Ltd. | 7.350% | 5/1/2034 | 3,775 | 3,891 |
Aspen Insurance Holdings Ltd. | 6.000% | 8/15/2014 | 3,300 | 3,285 |
Assurant, Inc. | 5.625% | 2/15/2014 | 1,450 | 1,404 |
Assurant, Inc. | 6.750% | 2/15/2034 | 4,100 | 4,129 |
AXA Financial, Inc. | 7.750% | 8/1/2010 | 1,075 | 1,144 |
AXA SA | 8.600% | 12/15/2030 | 10,550 | 12,621 |
Axis Capital Holdings | 5.750% | 12/1/2014 | 2,700 | 2,733 |
Berkshire Hathaway Finance Corp. | 3.375% | 10/15/2008 | 2,965 | 2,921 |
Berkshire Hathaway Finance Corp. | 4.125% | 1/15/2010 | 7,900 | 7,783 |
Berkshire Hathaway Finance Corp. | 4.200% | 12/15/2010 | 4,150 | 4,070 |
Berkshire Hathaway Finance Corp. | 4.625% | 10/15/2013 | 4,475 | 4,338 |
Berkshire Hathaway Finance Corp. | 5.100% | 7/15/2014 | 550 | 539 |
Berkshire Hathaway Finance Corp. | 4.850% | 1/15/2015 | 10,400 | 10,029 |
2 Chubb Corp. | 6.375% | 3/29/2037 | 2,500 | 2,485 |
Chubb Corp. | 6.000% | 5/11/2037 | 8,150 | 7,833 |
CIGNA Corp. | 7.875% | 5/15/2027 | 1,300 | 1,451 |
CIGNA Corp. | 6.150% | 11/15/2036 | 7,100 | 6,740 |
Cincinnati Financial Corp. | 6.920% | 5/15/2028 | 550 | 590 |
Cincinnati Financial Corp. | 6.125% | 11/1/2034 | 4,300 | 4,202 |
CNA Financial Corp. | 6.000% | 8/15/2011 | 3,225 | 3,266 |
CNA Financial Corp. | 5.850% | 12/15/2014 | 4,225 | 4,169 |
CNA Financial Corp. | 6.500% | 8/15/2016 | 6,950 | 7,053 |
Commerce Group, Inc. | 5.950% | 12/9/2013 | 1,750 | 1,729 |
Coventry Health Care Inc. | 6.300% | 8/15/2014 | 4,725 | 4,723 |
2 Everest Reinsurance Holdings, Inc. | 6.600% | 5/15/2067 | 2,775 | 2,608 |
Fidelity National Financial, Inc. | 7.300% | 8/15/2011 | 4,850 | 5,094 |
Fund American Cos., Inc. | 5.875% | 5/15/2013 | 1,925 | 1,906 |
GE Global Insurance Holdings Corp. | 6.450% | 3/1/2019 | 2,000 | 2,082 |
GE Global Insurance Holdings Corp. | 7.000% | 2/15/2026 | 4,200 | 4,507 |
GE Global Insurance Holdings Corp. | 7.750% | 6/15/2030 | 1,650 | 1,917 |
Genworth Financial, Inc. | 4.750% | 6/15/2009 | 1,600 | 1,591 |
Genworth Financial, Inc. | 5.125% | 3/15/2011 | 1,400 | 1,395 |
Genworth Financial, Inc. | 5.750% | 6/15/2014 | 1,025 | 1,026 |
Genworth Financial, Inc. | 4.950% | 10/1/2015 | 1,225 | 1,153 |
Genworth Financial, Inc. | 6.500% | 6/15/2034 | 3,975 | 3,905 |
2 Genworth Financial, Inc. | 6.150% | 11/15/2066 | 1,800 | 1,689 |
Hartford Financial Services Group, Inc. | 5.250% | 10/15/2011 | 4,675 | 4,679 |
Hartford Financial Services Group, Inc. | 4.625% | 7/15/2013 | 1,800 | 1,729 |
Hartford Financial Services Group, Inc. | 5.500% | 10/15/2016 | 3,250 | 3,187 |
Hartford Financial Services Group, Inc. | 5.375% | 3/15/2017 | 3,200 | 3,084 |
Hartford Financial Services Group, Inc. | 5.950% | 10/15/2036 | 3,500 | 3,297 |
Hartford Financial Services Group, Inc. | 6.100% | 10/1/2041 | 4,075 | 3,994 |
Humana Inc. | 6.450% | 6/1/2016 | 6,025 | 6,113 |
Humana Inc. | 6.300% | 8/1/2018 | 250 | 248 |
2 ING Capital Funding Trust III | 5.775% | 12/8/2049 | 4,775 | 4,520 |
ING USA Global | 4.500% | 10/1/2010 | 13,000 | 12,773 |
John Hancock Financial Services | 5.625% | 12/1/2008 | 500 | 504 |
Lincoln National Corp. | 6.200% | 12/15/2011 | 1,225 | 1,260 |
Lincoln National Corp. | 5.650% | 8/27/2012 | 3,975 | 4,002 |
Lincoln National Corp. | 6.150% | 4/7/2036 | 7,250 | 6,949 |
2 Lincoln National Corp. | 6.050% | 4/20/2067 | 1,600 | 1,541 |
Loews Corp. | 5.250% | 3/15/2016 | 1,500 | 1,430 |
Loews Corp. | 6.000% | 2/1/2035 | 650 | 598 |
Marsh&McLennan Cos., Inc. | 5.150% | 9/15/2010 | 3,075 | 3,064 |
Marsh&McLennan Cos., Inc. | 6.250% | 3/15/2012 | 6,225 | 6,385 |
Marsh&McLennan Cos., Inc. | 5.375% | 7/15/2014 | 550 | 533 |
Marsh&McLennan Cos., Inc. | 5.750% | 9/15/2015 | 9,475 | 9,316 |
Marsh&McLennan Cos., Inc. | 5.875% | 8/1/2033 | 1,400 | 1,237 |
MetLife, Inc. | 6.125% | 12/1/2011 | 850 | 878 |
MetLife, Inc. | 5.375% | 12/15/2012 | 2,450 | 2,463 |
MetLife, Inc. | 5.000% | 11/24/2013 | 4,900 | 4,742 |
MetLife, Inc. | 5.500% | 6/15/2014 | 650 | 646 |
MetLife, Inc. | 5.000% | 6/15/2015 | 2,725 | 2,599 |
MetLife, Inc. | 6.500% | 12/15/2032 | 3,450 | 3,518 |
MetLife, Inc. | 6.375% | 6/15/2034 | 2,900 | 2,912 |
MetLife, Inc. | 5.700% | 6/15/2035 | 975 | 900 |
Principal Financial Group, Inc. | 6.050% | 10/15/2036 | 3,000 | 2,885 |
Principal Life Income Funding | 5.125% | 3/1/2011 | 4,675 | 4,679 |
Principal Life Income Funding | 5.100% | 4/15/2014 | 4,825 | 4,687 |
Progressive Corp. | 6.375% | 1/15/2012 | 1,950 | 2,019 |
Progressive Corp. | 6.625% | 3/1/2029 | 5,175 | 5,346 |
Progressive Corp. | 6.250% | 12/1/2032 | 325 | 329 |
2 Progressive Corp. | 6.700% | 6/15/2037 | 5,350 | 5,246 |
Protective Life Secured Trust | 3.700% | 11/24/2008 | 7,025 | 6,919 |
Protective Life Secured Trust | 4.850% | 8/16/2010 | 2,225 | 2,199 |
Prudential Financial, Inc. | 5.100% | 12/14/2011 | 450 | 449 |
Prudential Financial, Inc. | 5.800% | 6/15/2012 | 2,400 | 2,449 |
Prudential Financial, Inc. | 4.500% | 7/15/2013 | 3,325 | 3,164 |
Prudential Financial, Inc. | 4.750% | 4/1/2014 | 2,125 | 2,025 |
Prudential Financial, Inc. | 5.100% | 9/20/2014 | 5,650 | 5,464 |
Prudential Financial, Inc. | 5.500% | 3/15/2016 | 725 | 705 |
Prudential Financial, Inc. | 6.100% | 6/15/2017 | 4,225 | 4,296 |
Prudential Financial, Inc. | 5.750% | 7/15/2033 | 1,800 | 1,661 |
Prudential Financial, Inc. | 5.400% | 6/13/2035 | 2,300 | 2,033 |
Prudential Financial, Inc. | 5.900% | 3/17/2036 | 4,400 | 4,091 |
Prudential Financial, Inc. | 5.700% | 12/14/2036 | 12,325 | 11,084 |
St. Paul Travelers Cos., Inc. | 5.500% | 12/1/2015 | 1,700 | 1,664 |
St. Paul Travelers Cos., Inc. | 6.250% | 6/20/2016 | 2,875 | 2,937 |
Torchmark Corp. | 6.375% | 6/15/2016 | 4,225 | 4,308 |
Travelers Cos. Inc. | 5.375% | 6/15/2012 | 300 | 306 |
2 Travelers Cos. Inc. | 6.250% | 3/15/2037 | 2,375 | 2,288 |
Travelers Cos. Inc. | 6.250% | 6/15/2037 | 15,700 | 15,202 |
Travelers Property Casualty Corp. | 6.375% | 3/15/2033 | 475 | 471 |
UnitedHealth Group, Inc. | 4.125% | 8/15/2009 | 6,775 | 6,662 |
UnitedHealth Group, Inc. | 5.000% | 8/15/2014 | 4,925 | 4,710 |
UnitedHealth Group, Inc. | 4.875% | 3/15/2015 | 2,500 | 2,368 |
4 UnitedHealth Group, Inc. | 6.000% | 6/15/2017 | 1,300 | 1,313 |
UnitedHealth Group, Inc. | 5.800% | 3/15/2036 | 1,500 | 1,407 |
4 UnitedHealth Group, Inc. | 6.500% | 6/15/2037 | 2,125 | 2,167 |
WellPoint Inc. | 4.250% | 12/15/2009 | 1,750 | 1,718 |
WellPoint Inc. | 5.000% | 1/15/2011 | 5,700 | 5,644 |
WellPoint Inc. | 6.375% | 1/15/2012 | 3,815 | 3,961 |
WellPoint Inc. | 6.800% | 8/1/2012 | 2,710 | 2,884 |
WellPoint Inc. | 5.000% | 12/15/2014 | 5,400 | 5,152 |
WellPoint Inc. | 5.250% | 1/15/2016 | 750 | 717 |
WellPoint Inc. | 5.875% | 6/15/2017 | 5,200 | 5,141 |
WellPoint Inc. | 5.950% | 12/15/2034 | 7,250 | 6,708 |
WellPoint Inc. | 5.850% | 1/15/2036 | 2,050 | 1,881 |
WellPoint Inc. | 6.375% | 6/15/2037 | 7,450 | 7,288 |
Willis North America Inc. | 5.125% | 7/15/2010 | 1,100 | 1,081 |
Willis North America Inc. | 5.625% | 7/15/2015 | 4,550 | 4,369 |
Willis North America Inc. | 6.200% | 3/28/2017 | 2,500 | 2,477 |
XL Capital Ltd. | 5.250% | 9/15/2014 | 4,950 | 4,780 |
XL Capital Ltd. | 6.375% | 11/15/2024 | 575 | 562 |
XL Capital Ltd. | 6.250% | 5/15/2027 | 10,500 | 9,932 |
2 XL Capital Ltd. | 6.500% | 12/15/2049 | 5,150 | 4,607 |
Real Estate Investment Trusts (0.4%) | ||||
Archstone-Smith Operating Trust | 5.250% | 5/1/2015 | 4,275 | 4,125 |
Arden Realty LP | 5.250% | 3/1/2015 | 1,075 | 1,040 |
AvalonBay Communities, Inc. | 5.500% | 1/15/2012 | 2,450 | 2,440 |
AvalonBay Communities, Inc. | 5.750% | 9/15/2016 | 975 | 949 |
Boston Properties, Inc. | 6.250% | 1/15/2013 | 1,765 | 1,814 |
Boston Properties, Inc. | 5.625% | 4/15/2015 | 5,250 | 5,123 |
Brandywine Operating Partnership | 4.500% | 11/1/2009 | 4,475 | 4,380 |
Brandywine Operating Partnership | 5.625% | 12/15/2010 | 2,925 | 2,929 |
Brandywine Operating Partnership | 5.400% | 11/1/2014 | 1,175 | 1,118 |
Camden Property Trust | 5.700% | 5/15/2017 | 3,700 | 3,599 |
Colonial Realty LP | 5.500% | 10/1/2015 | 2,675 | 2,549 |
Developers Diversified Realty Corp. | 5.250% | 4/15/2011 | 500 | 494 |
Developers Diversified Realty Corp. | 5.375% | 10/15/2012 | 4,675 | 4,564 |
Duke Realty LP | 5.625% | 8/15/2011 | 2,000 | 1,992 |
Duke Realty LP | 5.950% | 2/15/2017 | 1,750 | 1,686 |
ERP Operating LP | 6.625% | 3/15/2012 | 4,295 | 4,461 |
ERP Operating LP | 5.500% | 10/1/2012 | 3,500 | 3,442 |
ERP Operating LP | 5.250% | 9/15/2014 | 725 | 682 |
ERP Operating LP | 5.125% | 3/15/2016 | 3,200 | 2,961 |
ERP Operating LP | 5.375% | 8/1/2016 | 3,725 | 3,475 |
ERP Operating LP | 5.750% | 6/15/2017 | 1,375 | 1,315 |
Health Care Property Investors, Inc. | 6.450% | 6/25/2012 | 725 | 734 |
Health Care Property Investors, Inc. | 6.300% | 9/15/2016 | 3,200 | 3,130 |
Health Care Property Investors, Inc. | 6.000% | 1/30/2017 | 2,125 | 2,033 |
Health Care Property Investors, Inc. | 5.625% | 5/1/2017 | 100 | 93 |
Health Care REIT, Inc. | 6.000% | 11/15/2013 | 250 | 249 |
Health Care REIT, Inc. | 6.200% | 6/1/2016 | 6,525 | 6,280 |
Hospitality Properties | 5.125% | 2/15/2015 | 2,200 | 2,009 |
HRPT Properties Trust | 6.250% | 8/15/2016 | 1,750 | 1,712 |
HRPT Properties Trust | 6.250% | 6/15/2017 | 4,375 | 4,227 |
Kimco Realty Corp. | 5.783% | 3/15/2016 | 1,350 | 1,307 |
Liberty Property LP | 5.125% | 3/2/2015 | 10,350 | 9,564 |
Liberty Property LP | 5.500% | 12/15/2016 | 2,425 | 2,254 |
National Retail Properties | 6.875% | 10/15/2017 | 11,275 | 11,205 |
ProLogis | 5.250% | 11/15/2010 | 2,475 | 2,467 |
ProLogis | 5.500% | 3/1/2013 | 2,575 | 2,530 |
ProLogis | 5.625% | 11/15/2015 | 3,525 | 3,406 |
ProLogis | 5.750% | 4/1/2016 | 3,225 | 3,145 |
ProLogis | 5.625% | 11/15/2016 | 2,425 | 2,340 |
Realy Income Corp. | 6.750% | 8/15/2019 | 6,925 | 6,965 |
Regency Centers LP | 6.750% | 1/15/2012 | 7,225 | 7,512 |
Regency Centers LP | 5.250% | 8/1/2015 | 2,800 | 2,607 |
Simon Property Group Inc. | 4.875% | 8/15/2010 | 7,850 | 7,721 |
Simon Property Group Inc. | 5.600% | 9/1/2011 | 3,250 | 3,248 |
Simon Property Group Inc. | 5.000% | 3/1/2012 | 3,975 | 3,871 |
Simon Property Group Inc. | 6.350% | 8/28/2012 | 55 | 57 |
Simon Property Group Inc. | 5.625% | 8/15/2014 | 150 | 146 |
Simon Property Group Inc. | 5.750% | 12/1/2015 | 6,025 | 5,861 |
Simon Property Group Inc. | 5.250% | 12/1/2016 | 16,200 | 15,169 |
Simon Property Group Inc. | 5.875% | 3/1/2017 | 3,675 | 3,601 |
Tanger Factory Outlet Centers, Inc. | 6.150% | 11/15/2015 | 4,250 | 4,163 |
Vornado Realty | 5.600% | 2/15/2011 | 4,525 | 4,452 |
Other (0.0%) | ||||
J. Paul Getty Trust | 5.875% | 10/1/2033 | 2,700 | 2,694 |
XTRA Finance Corp. | 5.150% | 4/1/2017 | 15,400 | 15,172 |
|
||||
3,993,965 | ||||
|
||||
Industrial (8.5%) | ||||
Basic Industry (0.5%) | ||||
Alcan, Inc. | 6.450% | 3/15/2011 | 700 | 727 |
Alcan, Inc. | 4.875% | 9/15/2012 | 1,050 | 1,029 |
Alcan, Inc. | 4.500% | 5/15/2013 | 5,175 | 4,919 |
Alcan, Inc. | 5.200% | 1/15/2014 | 875 | 853 |
Alcan, Inc. | 5.000% | 6/1/2015 | 1,050 | 997 |
Alcan, Inc. | 6.125% | 12/15/2033 | 7,475 | 7,223 |
Alcoa, Inc. | 6.000% | 1/15/2012 | 300 | 306 |
Alcoa, Inc. | 5.375% | 1/15/2013 | 3,800 | 3,741 |
Alcoa, Inc. | 5.720% | 2/23/2019 | 5,773 | 5,531 |
Alcoa, Inc. | 5.870% | 2/23/2022 | 1,577 | 1,496 |
Alcoa, Inc. | 5.900% | 2/1/2027 | 2,500 | 2,341 |
Aluminum Co. of America | 6.750% | 1/15/2028 | 750 | 772 |
Barrick Gold Finance Inc. | 4.875% | 11/15/2014 | 3,325 | 3,165 |
BHP Billiton Finance | 4.800% | 4/15/2013 | 6,240 | 6,026 |
BHP Billiton Finance | 5.250% | 12/15/2015 | 5,150 | 4,997 |
BHP Finance USA Ltd. | 5.125% | 3/29/2012 | 4,300 | 4,264 |
BHP Finance USA Ltd. | 5.400% | 3/29/2017 | 940 | 918 |
Celulosa Arauco Constitution SA | 8.625% | 8/15/2010 | 7,825 | 8,461 |
Celulosa Arauco Constitution SA | 5.625% | 4/20/2015 | 2,625 | 2,553 |
Commercial Metals Co. | 6.500% | 7/15/2017 | 2,750 | 2,842 |
Dow Chemical Co. | 6.125% | 2/1/2011 | 12,500 | 12,826 |
Dow Chemical Co. | 6.000% | 10/1/2012 | 1,450 | 1,491 |
Dow Chemical Co. | 7.375% | 11/1/2029 | 4,275 | 4,715 |
E.I. du Pont de Nemours&Co. | 6.875% | 10/15/2009 | 6,200 | 6,435 |
E.I. du Pont de Nemours&Co. | 4.125% | 4/30/2010 | 1,525 | 1,493 |
E.I. du Pont de Nemours&Co. | 4.750% | 11/15/2012 | 1,745 | 1,705 |
E.I. du Pont de Nemours&Co. | 5.250% | 12/15/2016 | 800 | 774 |
E.I. du Pont de Nemours&Co. | 6.500% | 1/15/2028 | 2,050 | 2,099 |
Eastman Chemical Co. | 7.250% | 1/15/2024 | 1,200 | 1,242 |
Eastman Chemical Co. | 7.600% | 2/1/2027 | 2,563 | 2,741 |
Falconbridge Ltd. | 7.350% | 6/5/2012 | 1,275 | 1,351 |
Falconbridge Ltd. | 5.375% | 6/1/2015 | 450 | 432 |
ICI Wilmington | 4.375% | 12/1/2008 | 3,750 | 3,711 |
ICI Wilmington | 5.625% | 12/1/2013 | 900 | 908 |
Inco Ltd. | 7.750% | 5/15/2012 | 60 | 65 |
Inco Ltd. | 5.700% | 10/15/2015 | 4,300 | 4,198 |
Inco Ltd. | 7.200% | 9/15/2032 | 1,500 | 1,564 |
International Paper Co. | 4.250% | 1/15/2009 | 2,825 | 2,791 |
International Paper Co. | 4.000% | 4/1/2010 | 500 | 482 |
International Paper Co. | 5.850% | 10/30/2012 | 2,005 | 2,023 |
International Paper Co. | 5.300% | 4/1/2015 | 5,650 | 5,454 |
Lubrizol Corp. | 5.500% | 10/1/2014 | 9,650 | 9,309 |
Lubrizol Corp. | 6.500% | 10/1/2034 | 4,985 | 4,813 |
MeadWestvaco Corp. | 6.850% | 4/1/2012 | 1,515 | 1,572 |
Monsanto Co. | 7.375% | 8/15/2012 | 1,025 | 1,107 |
Newmont Mining | 5.875% | 4/1/2035 | 3,125 | 2,736 |
Noranda, Inc. | 7.250% | 7/15/2012 | 3,750 | 3,961 |
Noranda, Inc. | 6.000% | 10/15/2015 | 1,450 | 1,446 |
Noranda, Inc. | 5.500% | 6/15/2017 | 6,650 | 6,310 |
Placer Dome, Inc. | 6.450% | 10/15/2035 | 2,875 | 2,860 |
Plum Creek Timber Co. | 5.875% | 11/15/2015 | 4,275 | 4,169 |
Potash Corp. of Saskatchewan | 7.750% | 5/31/2011 | 10,425 | 11,223 |
Potash Corp. of Saskatchewan | 4.875% | 3/1/2013 | 2,025 | 1,959 |
Potash Corp. of Saskatchewan | 5.875% | 12/1/2036 | 975 | 890 |
Praxair, Inc. | 6.375% | 4/1/2012 | 2,000 | 2,097 |
Praxair, Inc. | 3.950% | 6/1/2013 | 600 | 557 |
Praxair, Inc. | 5.200% | 3/15/2017 | 1,400 | 1,348 |
Reliance Steel&Aluminum | 6.200% | 11/15/2016 | 350 | 346 |
Reliance Steel&Aluminum | 6.850% | 11/15/2036 | 650 | 635 |
Rohm&Haas Co. | 5.600% | 3/15/2013 | 150 | 150 |
Rohm&Haas Co. | 6.000% | 9/15/2017 | 900 | 901 |
2 Rohm&Haas Co. | 9.800% | 4/15/2020 | 2,579 | 3,158 |
Rohm&Haas Co. | 7.850% | 7/15/2029 | 2,950 | 3,313 |
Southern Copper Corp. | 7.500% | 7/27/2035 | 9,050 | 9,831 |
Teck Cominco Ltd. | 6.125% | 10/1/2035 | 6,525 | 6,099 |
Temple Inland Inc. | 7.875% | 5/1/2012 | 900 | 964 |
US Steel Corp. | 6.650% | 6/1/2037 | 275 | 254 |
Vale Overseas Ltd. | 6.250% | 1/11/2016 | 2,525 | 2,550 |
Vale Overseas Ltd. | 6.250% | 1/23/2017 | 5,500 | 5,576 |
Vale Overseas Ltd. | 8.250% | 1/17/2034 | 2,925 | 3,481 |
Vale Overseas Ltd. | 6.875% | 11/21/2036 | 15,375 | 15,913 |
Westvaco Corp. | 8.200% | 1/15/2030 | 1,050 | 1,108 |
Weyerhaeuser Co. | 6.750% | 3/15/2012 | 16,695 | 17,357 |
Weyerhaeuser Co. | 7.375% | 3/15/2032 | 8,755 | 8,788 |
Capital Goods (0.9%) | ||||
3M Co. | 5.125% | 11/6/2009 | 1,650 | 1,667 |
2,4 BAE Systems Asset Trust | 7.156% | 12/15/2011 | 2,384 | 2,495 |
Bemis Co. Inc. | 4.875% | 4/1/2012 | 1,500 | 1,476 |
Boeing Capital Corp. | 7.375% | 9/27/2010 | 3,250 | 3,469 |
Boeing Capital Corp. | 6.500% | 2/15/2012 | 15,175 | 16,006 |
Boeing Capital Corp. | 5.800% | 1/15/2013 | 2,465 | 2,522 |
Boeing Co. | 5.125% | 2/15/2013 | 200 | 199 |
Boeing Co. | 8.750% | 8/15/2021 | 1,450 | 1,809 |
Boeing Co. | 7.250% | 6/15/2025 | 2,275 | 2,579 |
Boeing Co. | 8.750% | 9/15/2031 | 975 | 1,307 |
Boeing Co. | 6.125% | 2/15/2033 | 200 | 202 |
Boeing Co. | 6.625% | 2/15/2038 | 5,045 | 5,452 |
Caterpillar Financial Services Corp. | 4.150% | 1/15/2010 | 10,000 | 9,833 |
Caterpillar Financial Services Corp. | 4.300% | 6/1/2010 | 7,625 | 7,486 |
Caterpillar Financial Services Corp. | 4.750% | 2/17/2015 | 5,775 | 5,489 |
Caterpillar Financial Services Corp. | 4.625% | 6/1/2015 | 3,125 | 2,943 |
Caterpillar, Inc. | 6.625% | 7/15/2028 | 850 | 908 |
Caterpillar, Inc. | 7.300% | 5/1/2031 | 700 | 800 |
Caterpillar, Inc. | 6.050% | 8/15/2036 | 9,775 | 9,747 |
Caterpillar, Inc. | 6.950% | 5/1/2042 | 1,275 | 1,402 |
Caterpillar, Inc. | 7.375% | 3/1/2097 | 6,150 | 6,984 |
CRH America Inc. | 5.625% | 9/30/2011 | 4,375 | 4,351 |
CRH America Inc. | 6.950% | 3/15/2012 | 6,210 | 6,467 |
CRH America Inc. | 5.300% | 10/15/2013 | 875 | 841 |
CRH America Inc. | 6.000% | 9/30/2016 | 3,700 | 3,593 |
CRH America Inc. | 6.400% | 10/15/2033 | 2,670 | 2,467 |
Deere&Co. | 6.950% | 4/25/2014 | 6,595 | 7,173 |
Deere&Co. | 8.100% | 5/15/2030 | 3,755 | 4,653 |
Deere&Co. | 7.125% | 3/3/2031 | 725 | 825 |
Embraer Overseas Ltd. | 6.375% | 1/24/2017 | 5,775 | 5,615 |
Emerson Electric Co. | 7.125% | 8/15/2010 | 4,275 | 4,523 |
Emerson Electric Co. | 4.625% | 10/15/2012 | 5,050 | 4,928 |
Emerson Electric Co. | 4.500% | 5/1/2013 | 4,900 | 4,713 |
General Dynamics Corp. | 4.500% | 8/15/2010 | 25 | 25 |
General Dynamics Corp. | 4.250% | 5/15/2013 | 6,290 | 5,924 |
General Electric Co. | 5.000% | 2/1/2013 | 34,165 | 33,915 |
Hanson PLC | 7.875% | 9/27/2010 | 1,425 | 1,507 |
Hanson PLC | 5.250% | 3/15/2013 | 1,525 | 1,471 |
Honeywell International, Inc. | 7.500% | 3/1/2010 | 1,500 | 1,589 |
Honeywell International, Inc. | 6.125% | 11/1/2011 | 2,350 | 2,425 |
Honeywell International, Inc. | 5.625% | 8/1/2012 | 4,200 | 4,302 |
Honeywell International, Inc. | 5.400% | 3/15/2016 | 2,400 | 2,383 |
Honeywell International, Inc. | 5.300% | 3/15/2017 | 6,475 | 6,316 |
Honeywell International, Inc. | 5.700% | 3/15/2036 | 2,775 | 2,559 |
John Deere Capital Corp. | 4.875% | 3/16/2009 | 11,525 | 11,515 |
John Deere Capital Corp. | 5.400% | 10/17/2011 | 6,350 | 6,402 |
John Deere Capital Corp. | 5.350% | 1/17/2012 | 4,400 | 4,433 |
John Deere Capital Corp. | 7.000% | 3/15/2012 | 14,070 | 15,068 |
Joy Global, Inc. | 6.000% | 11/15/2016 | 2,175 | 2,164 |
Lafarge SA | 6.150% | 7/15/2011 | 675 | 688 |
Lafarge SA | 6.500% | 7/15/2016 | 7,925 | 8,041 |
Lafarge SA | 7.125% | 7/15/2036 | 14,925 | 15,530 |
Lockheed Martin Corp. | 7.650% | 5/1/2016 | 5,325 | 5,968 |
Lockheed Martin Corp. | 7.750% | 5/1/2026 | 600 | 710 |
Lockheed Martin Corp. | 6.150% | 9/1/2036 | 12,975 | 13,131 |
Masco Corp. | 5.875% | 7/15/2012 | 1,135 | 1,132 |
Masco Corp. | 4.800% | 6/15/2015 | 7,650 | 6,919 |
Masco Corp. | 6.125% | 10/3/2016 | 100 | 98 |
Masco Corp. | 7.750% | 8/1/2029 | 450 | 479 |
Masco Corp. | 6.500% | 8/15/2032 | 2,450 | 2,309 |
Minnesota Mining&Manufacturing Corp. | 6.375% | 2/15/2028 | 4,325 | 4,587 |
Minnesota Mining&Manufacturing Corp. | 5.700% | 3/15/2037 | 4,050 | 3,948 |
Mohawk Industries Inc. | 5.750% | 1/15/2011 | 7,275 | 7,372 |
Mohawk Industries Inc. | 6.125% | 1/15/2016 | 13,975 | 13,970 |
Northrop Grumman Corp. | 7.125% | 2/15/2011 | 10,850 | 11,481 |
Northrop Grumman Corp. | 7.750% | 3/1/2016 | 700 | 795 |
Northrop Grumman Corp. | 7.875% | 3/1/2026 | 2,600 | 3,083 |
Northrop Grumman Corp. | 7.750% | 2/15/2031 | 3,365 | 3,962 |
Owens Corning, Inc. | 6.500% | 12/1/2016 | 1,100 | 1,064 |
Owens Corning, Inc. | 7.000% | 12/1/2036 | 2,425 | 2,329 |
Raytheon Co. | 4.850% | 1/15/2011 | 250 | 250 |
Raytheon Co. | 5.500% | 11/15/2012 | 1,350 | 1,359 |
Raytheon Co. | 5.375% | 4/1/2013 | 3,665 | 3,618 |
Raytheon Co. | 6.400% | 12/15/2018 | 500 | 521 |
Raytheon Co. | 7.200% | 8/15/2027 | 1,150 | 1,283 |
Republic Services, Inc. | 6.750% | 8/15/2011 | 1,875 | 1,954 |
Republic Services, Inc. | 6.086% | 3/15/2035 | 2,850 | 2,550 |
Textron Financial Corp. | 4.600% | 5/3/2010 | 4,200 | 4,146 |
Textron, Inc. | 6.500% | 6/1/2012 | 8,125 | 8,469 |
TRW, Inc. | 7.750% | 6/1/2029 | 5,850 | 6,851 |
Tyco International Group SA | 6.125% | 11/1/2008 | 1,100 | 1,119 |
Tyco International Group SA | 6.750% | 2/15/2011 | 9,875 | 10,176 |
Tyco International Group SA | 6.375% | 10/15/2011 | 12,725 | 13,006 |
Tyco International Group SA | 6.000% | 11/15/2013 | 5,850 | 5,943 |
Tyco International Group SA | 7.000% | 6/15/2028 | 2,350 | 2,527 |
United Technologies Corp. | 4.375% | 5/1/2010 | 1,525 | 1,510 |
United Technologies Corp. | 7.125% | 11/15/2010 | 250 | 266 |
United Technologies Corp. | 6.350% | 3/1/2011 | 7,650 | 7,965 |
United Technologies Corp. | 4.875% | 5/1/2015 | 5,975 | 5,739 |
United Technologies Corp. | 8.875% | 11/15/2019 | 3,150 | 3,956 |
United Technologies Corp. | 6.700% | 8/1/2028 | 1,642 | 1,779 |
United Technologies Corp. | 7.500% | 9/15/2029 | 2,800 | 3,308 |
United Technologies Corp. | 5.400% | 5/1/2035 | 3,450 | 3,211 |
United Technologies Corp. | 6.050% | 6/1/2036 | 6,050 | 6,106 |
Waste Management, Inc. | 6.875% | 5/15/2009 | 3,570 | 3,684 |
Waste Management, Inc. | 7.375% | 8/1/2010 | 875 | 923 |
Waste Management, Inc. | 5.000% | 3/15/2014 | 500 | 477 |
Waste Management, Inc. | 7.750% | 5/15/2032 | 525 | 590 |
WMX Technologies Inc. | 7.100% | 8/1/2026 | 1,375 | 1,430 |
Communication (2.3%) | ||||
America Movil SA de C.V. | 4.125% | 3/1/2009 | 5,350 | 5,283 |
America Movil SA de C.V. | 5.500% | 3/1/2014 | 2,575 | 2,536 |
America Movil SA de C.V. | 5.750% | 1/15/2015 | 2,625 | 2,618 |
America Movil SA de C.V. | 6.375% | 3/1/2035 | 10,125 | 9,872 |
AT&T Corp. | 6.000% | 3/15/2009 | 10,875 | 10,994 |
AT&T Corp. | 7.300% | 11/15/2011 | 6,575 | 7,048 |
AT&T Corp. | 8.000% | 11/15/2031 | 23,755 | 28,690 |
AT&T Inc. | 4.125% | 9/15/2009 | 9,225 | 9,081 |
AT&T Inc. | 5.300% | 11/15/2010 | 4,550 | 4,598 |
AT&T Inc. | 6.250% | 3/15/2011 | 14,890 | 15,341 |
AT&T Inc. | 5.875% | 2/1/2012 | 7,230 | 7,381 |
AT&T Inc. | 5.875% | 8/15/2012 | 4,995 | 5,108 |
AT&T Inc. | 5.100% | 9/15/2014 | 11,425 | 11,081 |
AT&T Inc. | 5.625% | 6/15/2016 | 23,075 | 22,942 |
AT&T Inc. | 6.450% | 6/15/2034 | 3,900 | 3,969 |
AT&T Inc. | 6.150% | 9/15/2034 | 2,750 | 2,728 |
AT&T Inc. | 6.800% | 5/15/2036 | 400 | 428 |
AT&T Inc. | 6.500% | 9/1/2037 | 11,925 | 12,308 |
BellSouth Capital Funding | 7.875% | 2/15/2030 | 12,950 | 15,014 |
BellSouth Corp. | 4.200% | 9/15/2009 | 3,925 | 3,866 |
BellSouth Corp. | 4.750% | 11/15/2012 | 4,845 | 4,723 |
BellSouth Corp. | 5.200% | 12/15/2016 | 1,125 | 1,085 |
BellSouth Corp. | 6.875% | 10/15/2031 | 400 | 417 |
BellSouth Corp. | 6.550% | 6/15/2034 | 6,800 | 6,937 |
BellSouth Corp. | 6.000% | 11/15/2034 | 3,835 | 3,671 |
BellSouth Telecommunications | 6.375% | 6/1/2028 | 8,365 | 8,397 |
Belo Corp. | 7.250% | 9/15/2027 | 340 | 318 |
British Sky Broadcasting Corp. | 6.875% | 2/23/2009 | 5,050 | 5,164 |
British Sky Broadcasting Corp. | 8.200% | 7/15/2009 | 1,675 | 1,761 |
British Telecommunications PLC | 8.625% | 12/15/2010 | 8,735 | 9,611 |
British Telecommunications PLC | 9.125% | 12/15/2030 | 13,135 | 17,505 |
CBS Corp. | 7.700% | 7/30/2010 | 5,375 | 5,700 |
CBS Corp. | 6.625% | 5/15/2011 | 2,760 | 2,849 |
CBS Corp. | 5.625% | 8/15/2012 | 3,275 | 3,261 |
CBS Corp. | 4.625% | 5/15/2018 | 500 | 435 |
CBS Corp. | 7.875% | 7/30/2030 | 575 | 619 |
CBS Corp. | 5.500% | 5/15/2033 | 675 | 550 |
CenturyTel Enterprises | 6.875% | 1/15/2028 | 925 | 905 |
CenturyTel, Inc. | 7.875% | 8/15/2012 | 2,375 | 2,607 |
CenturyTel, Inc. | 6.000% | 4/1/2017 | 425 | 420 |
Cingular Wireless LLC | 6.500% | 12/15/2011 | 2,850 | 2,974 |
Cingular Wireless LLC | 7.125% | 12/15/2031 | 12,370 | 13,447 |
Comcast Cable Communications Holdings Inc. | 8.375% | 3/15/2013 | 4,365 | 4,899 |
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/2022 | 8,861 | 11,266 |
Comcast Cable Communications, Inc. | 6.200% | 11/15/2008 | 4,000 | 4,042 |
Comcast Cable Communications, Inc. | 6.875% | 6/15/2009 | 1,400 | 1,439 |
Comcast Cable Communications, Inc. | 6.750% | 1/30/2011 | 10,890 | 11,342 |
Comcast Cable Communications, Inc. | 8.875% | 5/1/2017 | 2,825 | 3,351 |
Comcast Corp. | 5.850% | 1/15/2010 | 1,925 | 1,956 |
Comcast Corp. | 5.500% | 3/15/2011 | 1,925 | 1,937 |
Comcast Corp. | 5.300% | 1/15/2014 | 7,825 | 7,605 |
Comcast Corp. | 6.500% | 1/15/2015 | 5,640 | 5,814 |
Comcast Corp. | 5.850% | 11/15/2015 | 1,000 | 996 |
Comcast Corp. | 5.900% | 3/15/2016 | 17,625 | 17,522 |
Comcast Corp. | 6.300% | 11/15/2017 | 8,975 | 9,117 |
Comcast Corp. | 5.875% | 2/15/2018 | 18,000 | 17,720 |
Comcast Corp. | 7.050% | 3/15/2033 | 1,690 | 1,772 |
Comcast Corp. | 6.500% | 11/15/2035 | 7,475 | 7,360 |
Comcast Corp. | 6.450% | 3/15/2037 | 4,300 | 4,232 |
Comcast Corp. | 6.950% | 8/15/2037 | 10,000 | 10,506 |
Cox Communications, Inc. | 4.625% | 1/15/2010 | 1,300 | 1,281 |
Cox Communications, Inc. | 6.750% | 3/15/2011 | 20,400 | 21,141 |
Cox Communications, Inc. | 7.125% | 10/1/2012 | 5,550 | 5,878 |
Cox Communications, Inc. | 5.450% | 12/15/2014 | 11,825 | 11,462 |
Cox Communications, Inc. | 5.500% | 10/1/2015 | 725 | 701 |
Deutsche Telekom International Finance | 8.000% | 6/15/2010 | 24,210 | 25,927 |
Deutsche Telekom International Finance | 5.250% | 7/22/2013 | 1,025 | 1,009 |
Deutsche Telekom International Finance | 5.750% | 3/23/2016 | 900 | 891 |
Deutsche Telekom International Finance | 8.250% | 6/15/2030 | 21,580 | 26,559 |
Embarq Corp. | 6.738% | 6/1/2013 | 650 | 680 |
Embarq Corp. | 7.082% | 6/1/2016 | 8,625 | 8,936 |
Embarq Corp. | 7.995% | 6/1/2036 | 2,875 | 3,073 |
France Telecom | 7.750% | 3/1/2011 | 10,900 | 11,773 |
France Telecom | 8.500% | 3/1/2031 | 24,575 | 31,686 |
Gannett Co., Inc. | 6.375% | 4/1/2012 | 5,025 | 5,152 |
Grupo Televisa SA | 6.625% | 3/18/2025 | 4,125 | 4,161 |
Grupo Televisa SA | 8.500% | 3/11/2032 | 750 | 905 |
GTE Corp. | 8.750% | 11/1/2021 | 3,760 | 4,580 |
GTE Corp. | 6.940% | 4/15/2028 | 4,620 | 4,827 |
IAC/InteractiveCorp | 7.000% | 1/15/2013 | 3,850 | 3,980 |
Koninklijke KPN NV | 8.000% | 10/1/2010 | 715 | 769 |
Koninklijke KPN NV | 8.375% | 10/1/2030 | 5,615 | 6,497 |
New Cingular Wireless Services | 7.875% | 3/1/2011 | 23,830 | 25,745 |
New Cingular Wireless Services | 8.125% | 5/1/2012 | 17,305 | 19,225 |
New Cingular Wireless Services | 8.750% | 3/1/2031 | 5,030 | 6,373 |
New England Telephone&Telegraph Co. | 7.875% | 11/15/2029 | 775 | 860 |
News America Holdings, Inc. | 9.250% | 2/1/2013 | 2,841 | 3,290 |
News America Holdings, Inc. | 8.000% | 10/17/2016 | 4,425 | 5,046 |
News America Holdings, Inc. | 7.700% | 10/30/2025 | 900 | 990 |
News America Holdings, Inc. | 8.150% | 10/17/2036 | 2,625 | 3,075 |
News America Holdings, Inc. | 7.750% | 12/1/2045 | 1,775 | 1,982 |
News America Inc. | 5.300% | 12/15/2014 | 5,925 | 5,793 |
News America Inc. | 7.250% | 5/18/2018 | 150 | 162 |
News America Inc. | 6.550% | 3/15/2033 | 275 | 271 |
News America Inc. | 6.200% | 12/15/2034 | 7,825 | 7,355 |
News America Inc. | 6.400% | 12/15/2035 | 12,585 | 12,168 |
Nextel Communications | 6.875% | 10/31/2013 | 7,100 | 7,153 |
Nextel Communications | 5.950% | 3/15/2014 | 5,730 | 5,473 |
Nextel Communications | 7.375% | 8/1/2015 | 7,845 | 7,977 |
Omnicom Group Inc. | 5.900% | 4/15/2016 | 925 | 917 |
Pacific Bell | 7.125% | 3/15/2026 | 1,700 | 1,790 |
Qwest Communications International Inc. | 7.875% | 9/1/2011 | 5,250 | 5,526 |
Qwest Communications International Inc. | 8.875% | 3/15/2012 | 5,300 | 5,790 |
Qwest Communications International Inc. | 7.500% | 10/1/2014 | 3,525 | 3,670 |
4 Qwest Communications International Inc. | 6.500% | 6/1/2017 | 3,750 | 3,675 |
R.R. Donnelley&Sons Co. | 3.750% | 4/1/2009 | 2,200 | 2,156 |
R.R. Donnelley&Sons Co. | 4.950% | 5/15/2010 | 3,400 | 3,375 |
R.R. Donnelley&Sons Co. | 5.625% | 1/15/2012 | 1,850 | 1,857 |
R.R. Donnelley&Sons Co. | 4.950% | 4/1/2014 | 1,275 | 1,199 |
R.R. Donnelley&Sons Co. | 5.500% | 5/15/2015 | 1,585 | 1,530 |
R.R. Donnelley&Sons Co. | 6.125% | 1/15/2017 | 225 | 224 |
Reed Elsevier Capital | 4.625% | 6/15/2012 | 1,375 | 1,326 |
Rogers Cable Inc. | 5.500% | 3/15/2014 | 750 | 719 |
Rogers Wireless Inc. | 6.375% | 3/1/2014 | 6,975 | 7,027 |
Sprint Capital Corp. | 6.125% | 11/15/2008 | 14,700 | 14,841 |
Sprint Capital Corp. | 6.375% | 5/1/2009 | 12,275 | 12,486 |
Sprint Capital Corp. | 7.625% | 1/30/2011 | 7,725 | 8,191 |
Sprint Capital Corp. | 8.375% | 3/15/2012 | 1,365 | 1,500 |
Sprint Capital Corp. | 6.900% | 5/1/2019 | 775 | 781 |
Sprint Capital Corp. | 6.875% | 11/15/2028 | 7,800 | 7,591 |
Sprint Capital Corp. | 8.750% | 3/15/2032 | 13,725 | 15,751 |
Sprint Nextel Corp. | 6.000% | 12/1/2016 | 4,475 | 4,301 |
TCI Communications, Inc. | 8.750% | 8/1/2015 | 16,995 | 19,559 |
TCI Communications, Inc. | 7.875% | 2/15/2026 | 425 | 467 |
Telecom Italia Capital | 4.000% | 11/15/2008 | 5,140 | 5,064 |
Telecom Italia Capital | 4.000% | 1/15/2010 | 4,300 | 4,196 |
Telecom Italia Capital | 4.875% | 10/1/2010 | 3,400 | 3,366 |
Telecom Italia Capital | 6.200% | 7/18/2011 | 9,600 | 9,837 |
Telecom Italia Capital | 5.250% | 11/15/2013 | 3,585 | 3,497 |
Telecom Italia Capital | 4.950% | 9/30/2014 | 4,000 | 3,776 |
Telecom Italia Capital | 5.250% | 10/1/2015 | 7,725 | 7,334 |
Telecom Italia Capital | 6.375% | 11/15/2033 | 4,495 | 4,241 |
Telecom Italia Capital | 7.200% | 7/18/2036 | 3,285 | 3,475 |
Tele-Communications, Inc. | 7.875% | 8/1/2013 | 14,425 | 15,828 |
Telefonica Emisiones SAU | 5.984% | 6/20/2011 | 9,825 | 10,035 |
Telefonica Emisiones SAU | 5.855% | 2/4/2013 | 1,900 | 1,929 |
Telefonica Emisiones SAU | 6.421% | 6/20/2016 | 8,550 | 8,797 |
Telefonica Emisiones SAU | 6.221% | 7/3/2017 | 1,275 | 1,298 |
Telefonica Emisiones SAU | 7.045% | 6/20/2036 | 11,675 | 12,511 |
Telefonica Europe BV | 7.750% | 9/15/2010 | 12,775 | 13,663 |
Telefonica Europe BV | 8.250% | 9/15/2030 | 5,775 | 6,823 |
Telefonos de Mexico SA | 4.750% | 1/27/2010 | 2,850 | 2,814 |
Telefonos de Mexico SA | 5.500% | 1/27/2015 | 19,425 | 18,915 |
Telus Corp. | 8.000% | 6/1/2011 | 9,250 | 9,996 |
Thomson Corp. | 6.200% | 1/5/2012 | 5,725 | 5,943 |
Thomson Corp. | 5.500% | 8/15/2035 | 1,150 | 1,034 |
4 Time Warner Cable Inc. | 6.550% | 5/1/2037 | 3,700 | 3,624 |
Time Warner Entertainment | 10.150% | 5/1/2012 | 1,075 | 1,263 |
Time Warner Entertainment | 8.375% | 3/15/2023 | 2,815 | 3,285 |
Time Warner Entertainment | 8.375% | 7/15/2033 | 8,735 | 10,216 |
4 Time Warner, Inc. | 5.400% | 7/2/2012 | 7,050 | 6,983 |
4 Time Warner, Inc. | 5.850% | 5/1/2017 | 23,370 | 22,753 |
US Cellular | 6.700% | 12/15/2033 | 3,800 | 3,473 |
US West Communications Group | 7.500% | 6/15/2023 | 4,575 | 4,523 |
US West Communications Group | 6.875% | 9/15/2033 | 4,475 | 4,162 |
Verizon Communications Corp. | 5.350% | 2/15/2011 | 7,950 | 8,018 |
Verizon Communications Corp. | 5.550% | 2/15/2016 | 11,325 | 11,199 |
Verizon Communications Corp. | 6.250% | 4/1/2037 | 900 | 907 |
Verizon Global Funding Corp. | 7.250% | 12/1/2010 | 8,050 | 8,554 |
Verizon Global Funding Corp. | 6.875% | 6/15/2012 | 17,400 | 18,549 |
Verizon Global Funding Corp. | 7.375% | 9/1/2012 | 7,975 | 8,679 |
Verizon Global Funding Corp. | 4.375% | 6/1/2013 | 560 | 532 |
Verizon Global Funding Corp. | 7.750% | 12/1/2030 | 2,890 | 3,342 |
Verizon Global Funding Corp. | 5.850% | 9/15/2035 | 5,725 | 5,452 |
Verizon Maryland, Inc. | 6.125% | 3/1/2012 | 500 | 517 |
Verizon Maryland, Inc. | 5.125% | 6/15/2033 | 450 | 366 |
Verizon New England, Inc. | 6.500% | 9/15/2011 | 4,670 | 4,844 |
Verizon New Jersey, Inc. | 5.875% | 1/17/2012 | 7,815 | 7,947 |
Verizon New York, Inc. | 6.875% | 4/1/2012 | 3,350 | 3,519 |
Verizon New York, Inc. | 7.375% | 4/1/2032 | 2,625 | 2,742 |
Verizon Pennsylvania, Inc. | 5.650% | 11/15/2011 | 11,125 | 11,215 |
Verizon Virginia, Inc. | 4.625% | 3/15/2013 | 6,625 | 6,308 |
Vodafone AirTouch PLC | 7.750% | 2/15/2010 | 1,955 | 2,064 |
Vodafone AirTouch PLC | 7.875% | 2/15/2030 | 4,900 | 5,649 |
Vodafone Group PLC | 5.350% | 2/27/2012 | 2,200 | 2,195 |
Vodafone Group PLC | 5.000% | 12/16/2013 | 575 | 555 |
Vodafone Group PLC | 5.375% | 1/30/2015 | 5,775 | 5,620 |
Vodafone Group PLC | 5.000% | 9/15/2015 | 4,700 | 4,455 |
Vodafone Group PLC | 5.750% | 3/15/2016 | 4,350 | 4,285 |
Vodafone Group PLC | 5.625% | 2/27/2017 | 9,100 | 8,851 |
Vodafone Group PLC | 6.250% | 11/30/2032 | 9,225 | 8,995 |
Vodafone Group PLC | 6.150% | 2/27/2037 | 3,750 | 3,602 |
WPP Finance USA Corp. | 5.875% | 6/15/2014 | 3,875 | 3,942 |
Consumer Cyclical (1.4%) | ||||
Brinker International | 5.750% | 6/1/2014 | 1,925 | 1,844 |
Centex Corp. | 4.550% | 11/1/2010 | 700 | 637 |
Centex Corp. | 7.875% | 2/1/2011 | 290 | 284 |
Centex Corp. | 5.450% | 8/15/2012 | 2,100 | 1,877 |
Centex Corp. | 5.125% | 10/1/2013 | 3,690 | 3,196 |
Centex Corp. | 6.500% | 5/1/2016 | 2,875 | 2,598 |
Costco Wholesale Corp. | 5.300% | 3/15/2012 | 3,625 | 3,657 |
Costco Wholesale Corp. | 5.500% | 3/15/2017 | 11,200 | 10,951 |
CVS Caremark Corp. | 4.000% | 9/15/2009 | 1,075 | 1,052 |
CVS Caremark Corp. | 5.750% | 8/15/2011 | 2,275 | 2,307 |
2 CVS Caremark Corp. | 6.302% | 6/1/2037 | 5,325 | 5,167 |
CVS Corp. | 4.875% | 9/15/2014 | 2,750 | 2,596 |
CVS Corp. | 5.750% | 6/1/2017 | 1,950 | 1,908 |
CVS Corp. | 6.250% | 6/1/2027 | 20,475 | 19,907 |
D.R. Horton, Inc. | 4.875% | 1/15/2010 | 2,775 | 2,583 |
D.R. Horton, Inc. | 6.000% | 4/15/2011 | 6,575 | 6,067 |
D.R. Horton, Inc. | 5.375% | 6/15/2012 | 500 | 435 |
D.R. Horton, Inc. | 5.250% | 2/15/2015 | 5,050 | 4,098 |
D.R. Horton, Inc. | 5.625% | 1/15/2016 | 250 | 205 |
D.R. Horton, Inc. | 6.500% | 4/15/2016 | 6,000 | 5,223 |
DaimlerChrysler North America Holding Corp. | 7.200% | 9/1/2009 | 75 | 78 |
DaimlerChrysler North America Holding Corp. | 4.875% | 6/15/2010 | 1,700 | 1,680 |
DaimlerChrysler North America Holding Corp. | 5.875% | 3/15/2011 | 25,225 | 25,562 |
DaimlerChrysler North America Holding Corp. | 5.750% | 9/8/2011 | 15,250 | 15,391 |
DaimlerChrysler North America Holding Corp. | 7.300% | 1/15/2012 | 20,970 | 22,363 |
DaimlerChrysler North America Holding Corp. | 6.500% | 11/15/2013 | 7,100 | 7,377 |
DaimlerChrysler North America Holding Corp. | 8.500% | 1/18/2031 | 9,005 | 11,123 |
Federated Department Stores, Inc. | 6.300% | 4/1/2009 | 4,743 | 4,801 |
Federated Department Stores, Inc. | 6.625% | 4/1/2011 | 3,225 | 3,316 |
Federated Department Stores, Inc. | 6.900% | 4/1/2029 | 2,175 | 2,010 |
Federated Retail Holding | 5.350% | 3/15/2012 | 2,550 | 2,500 |
Federated Retail Holding | 5.900% | 12/1/2016 | 3,200 | 3,063 |
Federated Retail Holding | 6.375% | 3/15/2037 | 2,750 | 2,540 |
Home Depot Inc. | 3.750% | 9/15/2009 | 6,150 | 5,964 |
Home Depot Inc. | 4.625% | 8/15/2010 | 6,150 | 6,001 |
Home Depot Inc. | 5.200% | 3/1/2011 | 1,675 | 1,648 |
Home Depot Inc. | 5.250% | 12/16/2013 | 4,475 | 4,279 |
Home Depot Inc. | 5.400% | 3/1/2016 | 3,950 | 3,701 |
Home Depot Inc. | 5.875% | 12/16/2036 | 9,325 | 7,934 |
ITT Corp. | 7.375% | 11/15/2015 | 11,250 | 11,641 |
J.C. Penney Co., Inc. | 8.000% | 3/1/2010 | 6,625 | 7,032 |
J.C. Penney Co., Inc. | 7.950% | 4/1/2017 | 4,950 | 5,387 |
J.C. Penney Co., Inc. | 5.750% | 2/15/2018 | 325 | 314 |
J.C. Penney Co., Inc. | 6.375% | 10/15/2036 | 7,850 | 7,234 |
J.C. Penney Co., Inc. | 7.400% | 4/1/2037 | 3,275 | 3,484 |
Johnson Controls, Inc. | 5.250% | 1/15/2011 | 3,475 | 3,479 |
Johnson Controls, Inc. | 6.000% | 1/15/2036 | 325 | 313 |
Kohl's Corp. | 6.250% | 12/15/2017 | 2,775 | 2,772 |
Kohl's Corp. | 6.000% | 1/15/2033 | 825 | 747 |
Kohl's Corp. | 6.875% | 12/15/2037 | 2,450 | 2,457 |
Lennar Corp. | 5.125% | 10/1/2010 | 1,050 | 968 |
Lennar Corp. | 5.950% | 10/17/2011 | 10,350 | 9,493 |
Lennar Corp. | 5.950% | 3/1/2013 | 610 | 544 |
Lennar Corp. | 5.600% | 5/31/2015 | 8,950 | 7,586 |
Limited Brands Inc. | 7.600% | 7/15/2037 | 250 | 251 |
Lowe's Cos., Inc. | 8.250% | 6/1/2010 | 1,000 | 1,076 |
Lowe's Cos., Inc. | 5.600% | 9/15/2012 | 3,500 | 3,532 |
Lowe's Cos., Inc. | 5.000% | 10/15/2015 | 3,800 | 3,577 |
Lowe's Cos., Inc. | 5.400% | 10/15/2016 | 8,850 | 8,550 |
Lowe's Cos., Inc. | 6.100% | 9/15/2017 | 2,675 | 2,697 |
Lowe's Cos., Inc. | 6.875% | 2/15/2028 | 460 | 479 |
Lowe's Cos., Inc. | 6.500% | 3/15/2029 | 4,726 | 4,720 |
Lowe's Cos., Inc. | 5.500% | 10/15/2035 | 200 | 176 |
Lowe's Cos., Inc. | 5.800% | 10/15/2036 | 6,100 | 5,567 |
Lowe's Cos., Inc. | 6.650% | 9/15/2037 | 1,725 | 1,761 |
Macy's Retail Holdings Inc. | 6.790% | 7/15/2027 | 2,805 | 2,537 |
Macy's Retail Holdings Inc. | 7.000% | 2/15/2028 | 1,625 | 1,520 |
Marriott International | 4.625% | 6/15/2012 | 3,925 | 3,780 |
Marriott International | 6.200% | 6/15/2016 | 1,650 | 1,649 |
Marriott International | 6.375% | 6/15/2017 | 2,000 | 2,009 |
May Department Stores Co. | 5.750% | 7/15/2014 | 4,325 | 4,177 |
May Department Stores Co. | 6.650% | 7/15/2024 | 2,600 | 2,426 |
May Department Stores Co. | 6.700% | 7/15/2034 | 4,700 | 4,267 |
McDonald's Corp. | 6.000% | 4/15/2011 | 3,385 | 3,461 |
McDonald's Corp. | 5.300% | 3/15/2017 | 1,000 | 971 |
Nordstrom, Inc. | 6.950% | 3/15/2028 | 1,325 | 1,386 |
Pulte Homes, Inc. | 4.875% | 7/15/2009 | 2,375 | 2,210 |
Pulte Homes, Inc. | 6.250% | 2/15/2013 | 950 | 841 |
Pulte Homes, Inc. | 5.250% | 1/15/2014 | 1,650 | 1,366 |
Pulte Homes, Inc. | 5.200% | 2/15/2015 | 1,000 | 819 |
Pulte Homes, Inc. | 7.875% | 6/15/2032 | 2,200 | 1,977 |
Pulte Homes, Inc. | 6.000% | 2/15/2035 | 1,350 | 941 |
Starwood Hotel Resorts | 7.875% | 5/1/2012 | 3,875 | 4,137 |
Starwood Hotel Resorts | 6.250% | 2/15/2013 | 4,300 | 4,289 |
Target Corp. | 7.500% | 8/15/2010 | 1,700 | 1,809 |
Target Corp. | 6.350% | 1/15/2011 | 2,645 | 2,738 |
Target Corp. | 4.000% | 6/15/2013 | 475 | 440 |
Target Corp. | 5.875% | 7/15/2016 | 23,050 | 23,136 |
Target Corp. | 7.000% | 7/15/2031 | 3,035 | 3,271 |
Target Corp. | 6.350% | 11/1/2032 | 7,425 | 7,396 |
The Walt Disney Co. | 5.700% | 7/15/2011 | 17,375 | 17,700 |
The Walt Disney Co. | 6.375% | 3/1/2012 | 1,250 | 1,311 |
The Walt Disney Co. | 5.625% | 9/15/2016 | 5,100 | 5,091 |
The Walt Disney Co. | 6.000% | 7/17/2017 | 6,325 | 6,490 |
Time Warner, Inc. | 6.750% | 4/15/2011 | 4,400 | 4,572 |
Time Warner, Inc. | 5.500% | 11/15/2011 | 6,825 | 6,805 |
Time Warner, Inc. | 6.875% | 5/1/2012 | 13,325 | 13,987 |
Time Warner, Inc. | 9.125% | 1/15/2013 | 825 | 946 |
Time Warner, Inc. | 5.875% | 11/15/2016 | 11,375 | 11,105 |
Time Warner, Inc. | 9.150% | 2/1/2023 | 11,825 | 14,404 |
Time Warner, Inc. | 7.570% | 2/1/2024 | 1,500 | 1,625 |
Time Warner, Inc. | 6.625% | 5/15/2029 | 10,900 | 10,768 |
Time Warner, Inc. | 7.625% | 4/15/2031 | 14,175 | 15,448 |
Time Warner, Inc. | 7.700% | 5/1/2032 | 4,745 | 5,251 |
Time Warner, Inc. | 6.500% | 11/15/2036 | 6,600 | 6,398 |
Toll Brothers, Inc. | 5.150% | 5/15/2015 | 3,900 | 3,379 |
Toyota Motor Credit Corp. | 4.250% | 3/15/2010 | 16,875 | 16,740 |
Toyota Motor Credit Corp. | 4.350% | 12/15/2010 | 5,475 | 5,493 |
Toyota Motor Credit Corp. | 5.450% | 5/18/2011 | 3,675 | 3,755 |
Viacom Inc. | 5.750% | 4/30/2011 | 2,175 | 2,186 |
Viacom Inc. | 6.250% | 4/30/2016 | 7,275 | 7,290 |
Viacom Inc. | 6.875% | 4/30/2036 | 6,750 | 6,745 |
Wal-Mart Stores, Inc. | 3.375% | 10/1/2008 | 13,725 | 13,524 |
Wal-Mart Stores, Inc. | 6.875% | 8/10/2009 | 13,395 | 13,897 |
Wal-Mart Stores, Inc. | 4.000% | 1/15/2010 | 10,950 | 10,765 |
Wal-Mart Stores, Inc. | 4.125% | 7/1/2010 | 12,100 | 11,901 |
Wal-Mart Stores, Inc. | 4.125% | 2/15/2011 | 15,025 | 14,609 |
Wal-Mart Stores, Inc. | 4.550% | 5/1/2013 | 1,700 | 1,651 |
Wal-Mart Stores, Inc. | 7.250% | 6/1/2013 | 800 | 860 |
Wal-Mart Stores, Inc. | 4.500% | 7/1/2015 | 1,050 | 976 |
Wal-Mart Stores, Inc. | 5.375% | 4/5/2017 | 4,675 | 4,589 |
Wal-Mart Stores, Inc. | 5.875% | 4/5/2027 | 10,250 | 9,988 |
Wal-Mart Stores, Inc. | 7.550% | 2/15/2030 | 14,420 | 16,678 |
Wal-Mart Stores, Inc. | 5.250% | 9/1/2035 | 2,900 | 2,539 |
Wal-Mart Stores, Inc. | 6.500% | 8/15/2037 | 6,500 | 6,735 |
Western Union Co. | 5.400% | 11/17/2011 | 4,925 | 4,913 |
Western Union Co. | 5.930% | 10/1/2016 | 5,750 | 5,652 |
Western Union Co. | 6.200% | 11/17/2036 | 3,375 | 3,247 |
Yum! Brands, Inc. | 8.875% | 4/15/2011 | 4,350 | 4,797 |
Yum! Brands, Inc. | 7.700% | 7/1/2012 | 2,175 | 2,355 |
Yum! Brands, Inc. | 6.250% | 4/15/2016 | 4,525 | 4,522 |
Consumer Noncyclical (1.7%) | ||||
Abbott Laboratories | 3.500% | 2/17/2009 | 7,725 | 7,584 |
Abbott Laboratories | 3.750% | 3/15/2011 | 2,975 | 2,857 |
Abbott Laboratories | 5.600% | 5/15/2011 | 10,000 | 10,167 |
Abbott Laboratories | 4.350% | 3/15/2014 | 925 | 862 |
Abbott Laboratories | 5.875% | 5/15/2016 | 11,125 | 11,317 |
Allergan Inc. | 5.750% | 4/1/2016 | 1,375 | 1,371 |
Altria Group, Inc. | 5.625% | 11/4/2008 | 5,375 | 5,392 |
Altria Group, Inc. | 7.000% | 11/4/2013 | 1,225 | 1,334 |
AmerisourceBergen Corp. | 5.625% | 9/15/2012 | 1,025 | 1,017 |
AmerisourceBergen Corp. | 5.875% | 9/15/2015 | 7,300 | 7,167 |
Amgen Inc. | 4.000% | 11/18/2009 | 6,800 | 6,671 |
Amgen Inc. | 4.850% | 11/18/2014 | 5,975 | 5,628 |
4 Amgen Inc. | 5.850% | 6/1/2017 | 6,700 | 6,613 |
4 Amgen Inc. | 6.375% | 6/1/2037 | 4,500 | 4,374 |
Anheuser-Busch Cos., Inc. | 6.000% | 4/15/2011 | 1,500 | 1,539 |
Anheuser-Busch Cos., Inc. | 4.375% | 1/15/2013 | 3,675 | 3,493 |
Anheuser-Busch Cos., Inc. | 5.600% | 3/1/2017 | 2,250 | 2,221 |
Anheuser-Busch Cos., Inc. | 6.800% | 8/20/2032 | 2,600 | 2,810 |
Anheuser-Busch Cos., Inc. | 5.750% | 4/1/2036 | 5,475 | 5,238 |
Anheuser-Busch Cos., Inc. | 6.450% | 9/1/2037 | 4,225 | 4,391 |
Archer-Daniels-Midland Co. | 7.500% | 3/15/2027 | 1,450 | 1,681 |
Archer-Daniels-Midland Co. | 7.000% | 2/1/2031 | 2,450 | 2,735 |
Archer-Daniels-Midland Co. | 5.935% | 10/1/2032 | 4,725 | 4,631 |
Archer-Daniels-Midland Co. | 5.375% | 9/15/2035 | 7,775 | 7,159 |
AstraZeneca PLC | 5.400% | 9/15/2012 | 16,350 | 16,514 |
AstraZeneca PLC | 5.400% | 6/1/2014 | 3,750 | 3,725 |
AstraZeneca PLC | 5.900% | 9/15/2017 | 16,100 | 16,416 |
AstraZeneca PLC | 6.450% | 9/15/2037 | 20,925 | 21,776 |
Baxter Finco, BV | 4.750% | 10/15/2010 | 6,875 | 6,848 |
Baxter International, Inc. | 5.900% | 9/1/2016 | 2,575 | 2,595 |
Bottling Group LLC | 4.625% | 11/15/2012 | 15,510 | 15,210 |
Bottling Group LLC | 5.000% | 11/15/2013 | 2,525 | 2,462 |
Bottling Group LLC | 5.500% | 4/1/2016 | 5,900 | 5,869 |
Bristol-Myers Squibb Co. | 7.150% | 6/15/2023 | 750 | 825 |
Bristol-Myers Squibb Co. | 5.875% | 11/15/2036 | 18,400 | 17,619 |
Bristol-Myers Squibb Co. | 6.875% | 8/1/2097 | 1,125 | 1,156 |
Bunge Ltd. Finance Corp. | 4.375% | 12/15/2008 | 1,325 | 1,311 |
Bunge Ltd. Finance Corp. | 5.100% | 7/15/2015 | 1,950 | 1,816 |
C.R. Bard, Inc. | 6.700% | 12/1/2026 | 6,300 | 6,339 |
Campbell Soup Co. | 6.750% | 2/15/2011 | 6,600 | 6,896 |
4 Cardinal Health, Inc. | 5.650% | 6/15/2012 | 900 | 903 |
Cardinal Health, Inc. | 4.000% | 6/15/2015 | 650 | 576 |
4 Cardinal Health, Inc. | 6.300% | 10/15/2016 | 2,150 | 2,131 |
Cardinal Health, Inc. | 5.850% | 12/15/2017 | 1,050 | 1,042 |
Cia. Brasil de Bebidas AmBev | 10.500% | 12/15/2011 | 4,055 | 4,780 |
Cia. Brasil de Bebidas AmBev | 8.750% | 9/15/2013 | 3,675 | 4,212 |
Clorox Co. | 4.200% | 1/15/2010 | 10,600 | 10,352 |
Clorox Co. | 5.000% | 1/15/2015 | 2,675 | 2,549 |
Coca-Cola Enterprises Inc. | 5.750% | 11/1/2008 | 1,925 | 1,939 |
Coca-Cola Enterprises Inc. | 4.375% | 9/15/2009 | 5,100 | 5,054 |
Coca-Cola Enterprises Inc. | 4.250% | 9/15/2010 | 340 | 335 |
Coca-Cola Enterprises Inc. | 6.125% | 8/15/2011 | 4,400 | 4,546 |
Coca-Cola Enterprises Inc. | 8.500% | 2/1/2022 | 3,675 | 4,546 |
Coca-Cola Enterprises Inc. | 8.000% | 9/15/2022 | 1,550 | 1,850 |
Coca-Cola Enterprises Inc. | 7.000% | 10/1/2026 | 1,450 | 1,589 |
Coca-Cola Enterprises Inc. | 6.950% | 11/15/2026 | 2,395 | 2,611 |
Coca-Cola HBC Finance | 5.125% | 9/17/2013 | 670 | 652 |
ConAgra Foods, Inc. | 7.875% | 9/15/2010 | 5,950 | 6,372 |
ConAgra Foods, Inc. | 6.750% | 9/15/2011 | 895 | 935 |
ConAgra Foods, Inc. | 5.819% | 6/15/2017 | 1,176 | 1,159 |
ConAgra Foods, Inc. | 9.750% | 3/1/2021 | 129 | 166 |
ConAgra Foods, Inc. | 7.125% | 10/1/2026 | 1,000 | 1,055 |
ConAgra Foods, Inc. | 7.000% | 10/1/2028 | 875 | 917 |
ConAgra Foods, Inc. | 8.250% | 9/15/2030 | 1,420 | 1,678 |
Coors Brewing Co. | 6.375% | 5/15/2012 | 74 | 78 |
Diageo Capital PLC | 7.250% | 11/1/2009 | 450 | 471 |
Diageo Capital PLC | 4.375% | 5/3/2010 | 1,500 | 1,473 |
Diageo Capital PLC | 5.500% | 9/30/2016 | 1,700 | 1,644 |
Diageo Capital PLC | 5.875% | 9/30/2036 | 475 | 452 |
Diageo Finance BV | 5.300% | 10/28/2015 | 7,975 | 7,731 |
Eli Lilly&Co. | 6.000% | 3/15/2012 | 4,450 | 4,626 |
Eli Lilly&Co. | 5.200% | 3/15/2017 | 11,900 | 11,572 |
Eli Lilly&Co. | 5.500% | 3/15/2027 | 6,725 | 6,356 |
Eli Lilly&Co. | 5.550% | 3/15/2037 | 200 | 187 |
Estee Lauder Ace Trust I | 6.000% | 5/15/2037 | 925 | 893 |
Fortune Brands Inc. | 5.125% | 1/15/2011 | 3,225 | 3,185 |
Fortune Brands Inc. | 5.375% | 1/15/2016 | 4,925 | 4,671 |
Fortune Brands Inc. | 5.875% | 1/15/2036 | 3,625 | 3,272 |
Genentech Inc. | 4.400% | 7/15/2010 | 1,350 | 1,336 |
Genentech Inc. | 4.750% | 7/15/2015 | 1,225 | 1,158 |
Genentech Inc. | 5.250% | 7/15/2035 | 3,550 | 3,196 |
General Mills, Inc. | 6.000% | 2/15/2012 | 11,507 | 11,759 |
General Mills, Inc. | 5.650% | 9/10/2012 | 2,000 | 2,017 |
General Mills, Inc. | 5.700% | 2/15/2017 | 6,125 | 6,047 |
Gillette Co. | 3.800% | 9/15/2009 | 1,400 | 1,374 |
GlaxoSmithKline Capital Inc. | 4.375% | 4/15/2014 | 3,750 | 3,517 |
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/2034 | 4,450 | 4,039 |
Grand Metropolitan Investment Corp. | 9.000% | 8/15/2011 | 500 | 563 |
Grand Metropolitan Investment Corp. | 7.450% | 4/15/2035 | 1,075 | 1,170 |
H.J. Heinz Co. | 6.625% | 7/15/2011 | 7,200 | 7,499 |
H.J. Heinz Co. | 6.375% | 7/15/2028 | 475 | 463 |
H.J. Heinz Co. | 6.750% | 3/15/2032 | 3,850 | 3,886 |
Hasbro Inc. | 6.300% | 9/15/2017 | 7,025 | 7,010 |
Hershey Foods Corp. | 5.300% | 9/1/2011 | 2,500 | 2,502 |
Hershey Foods Corp. | 5.450% | 9/1/2016 | 1,550 | 1,504 |
Hospira, Inc. | 4.950% | 6/15/2009 | 1,075 | 1,069 |
Hospira, Inc. | 5.900% | 6/15/2014 | 1,925 | 1,909 |
Hospira, Inc. | 6.050% | 3/30/2017 | 250 | 246 |
Imperial Tobacco | 7.125% | 4/1/2009 | 1,000 | 1,032 |
^ Johnson&Johnson | 5.150% | 8/15/2012 | 10,250 | 10,436 |
Johnson&Johnson | 3.800% | 5/15/2013 | 3,940 | 3,698 |
Johnson&Johnson | 5.550% | 8/15/2017 | 1,375 | 1,399 |
Johnson&Johnson | 6.950% | 9/1/2029 | 1,625 | 1,846 |
Johnson&Johnson | 4.950% | 5/15/2033 | 1,850 | 1,632 |
Johnson&Johnson | 5.950% | 8/15/2037 | 6,025 | 6,143 |
Kellogg Co. | 6.600% | 4/1/2011 | 14,925 | 15,499 |
Kellogg Co. | 7.450% | 4/1/2031 | 7,065 | 8,072 |
Kimberly-Clark Corp. | 5.625% | 2/15/2012 | 5,650 | 5,765 |
Kimberly-Clark Corp. | 4.875% | 8/15/2015 | 6,250 | 5,976 |
Kimberly-Clark Corp. | 6.125% | 8/1/2017 | 5,000 | 5,166 |
Kimberly-Clark Corp. | 6.250% | 7/15/2018 | 175 | 179 |
Kimberly-Clark Corp. | 6.625% | 8/1/2037 | 600 | 639 |
Kraft Foods, Inc. | 4.125% | 11/12/2009 | 6,400 | 6,289 |
Kraft Foods, Inc. | 5.625% | 11/1/2011 | 17,525 | 17,662 |
Kraft Foods, Inc. | 6.250% | 6/1/2012 | 5,540 | 5,727 |
Kraft Foods, Inc. | 5.250% | 10/1/2013 | 25 | 25 |
Kraft Foods, Inc. | 6.500% | 8/11/2017 | 7,075 | 7,325 |
Kraft Foods, Inc. | 6.500% | 11/1/2031 | 9,575 | 9,380 |
Kraft Foods, Inc. | 7.000% | 8/11/2037 | 3,700 | 3,876 |
Kroger Co. | 7.250% | 6/1/2009 | 4,225 | 4,363 |
Kroger Co. | 6.800% | 4/1/2011 | 2,600 | 2,720 |
Kroger Co. | 6.750% | 4/15/2012 | 7,100 | 7,473 |
Kroger Co. | 6.200% | 6/15/2012 | 3,500 | 3,605 |
Kroger Co. | 5.500% | 2/1/2013 | 1,725 | 1,723 |
Kroger Co. | 4.950% | 1/15/2015 | 3,675 | 3,450 |
Kroger Co. | 6.400% | 8/15/2017 | 1,350 | 1,376 |
Kroger Co. | 6.800% | 12/15/2018 | 4,025 | 4,175 |
Kroger Co. | 7.700% | 6/1/2029 | 9,200 | 9,878 |
Kroger Co. | 8.000% | 9/15/2029 | 1,250 | 1,374 |
Kroger Co. | 7.500% | 4/1/2031 | 3,020 | 3,307 |
Laboratory Corp. of America | 5.500% | 2/1/2013 | 340 | 325 |
Laboratory Corp. of America | 5.625% | 12/15/2015 | 2,975 | 2,861 |
McKesson Corp. | 7.750% | 2/1/2012 | 750 | 811 |
Mckesson Corp. | 5.250% | 3/1/2013 | 10,500 | 10,379 |
Medtronic Inc. | 4.375% | 9/15/2010 | 2,775 | 2,721 |
Medtronic Inc. | 4.750% | 9/15/2015 | 5,375 | 5,059 |
Merck&Co. | 4.375% | 2/15/2013 | 2,450 | 2,339 |
Merck&Co. | 4.750% | 3/1/2015 | 7,375 | 7,051 |
Merck&Co. | 6.400% | 3/1/2028 | 4,605 | 4,683 |
Merck&Co. | 5.950% | 12/1/2028 | 2,675 | 2,596 |
Merck&Co. | 5.750% | 11/15/2036 | 500 | 468 |
Molson Coors Capital Finance | 4.850% | 9/22/2010 | 1,975 | 1,963 |
Newell Rubbermaid, Inc. | 4.000% | 5/1/2010 | 3,225 | 3,106 |
Pepsi Bottling Group, Inc. | 7.000% | 3/1/2029 | 2,200 | 2,423 |
PepsiAmericas Inc. | 5.750% | 7/31/2012 | 3,225 | 3,291 |
PepsiAmericas Inc. | 4.875% | 1/15/2015 | 375 | 354 |
PepsiAmericas Inc. | 5.000% | 5/15/2017 | 4,600 | 4,335 |
Pepsico, Inc. | 5.150% | 5/15/2012 | 5,500 | 5,572 |
Pfizer, Inc. | 4.500% | 2/15/2014 | 9,350 | 8,960 |
Pharmacia Corp. | 6.600% | 12/1/2028 | 1,500 | 1,631 |
Philip Morris Cos., Inc. | 7.750% | 1/15/2027 | 3,645 | 4,482 |
Procter&Gamble Co. | 6.875% | 9/15/2009 | 11,100 | 11,561 |
Procter&Gamble Co. | 4.950% | 8/15/2014 | 1,600 | 1,574 |
Procter&Gamble Co. | 6.450% | 1/15/2026 | 3,675 | 3,907 |
Procter&Gamble Co. | 5.800% | 8/15/2034 | 3,375 | 3,343 |
Procter&Gamble Co. | 5.550% | 3/5/2037 | 13,500 | 12,896 |
2 Procter&Gamble Co. ESOP | 9.360% | 1/1/2021 | 14,060 | 17,468 |
Quest Diagnostic, Inc. | 5.450% | 11/1/2015 | 8,175 | 7,835 |
Quest Diagnostic, Inc. | 6.400% | 7/1/2017 | 675 | 684 |
Quest Diagnostic, Inc. | 6.950% | 7/1/2037 | 3,300 | 3,414 |
Reynolds American Inc. | 6.500% | 7/15/2010 | 2,525 | 2,607 |
Reynolds American Inc. | 7.250% | 6/1/2012 | 2,525 | 2,676 |
Reynolds American Inc. | 7.250% | 6/1/2013 | 4,750 | 5,017 |
Reynolds American Inc. | 6.750% | 6/15/2017 | 5,800 | 5,945 |
Reynolds American Inc. | 7.250% | 6/15/2037 | 4,700 | 4,911 |
Safeway, Inc. | 4.950% | 8/16/2010 | 3,775 | 3,760 |
Safeway, Inc. | 6.500% | 3/1/2011 | 4,200 | 4,329 |
Safeway, Inc. | 5.800% | 8/15/2012 | 3,500 | 3,549 |
Safeway, Inc. | 6.350% | 8/15/2017 | 800 | 816 |
Safeway, Inc. | 7.250% | 2/1/2031 | 5,600 | 5,973 |
Schering-Plough Corp. | 5.550% | 12/1/2013 | 8,450 | 8,393 |
Schering-Plough Corp. | 6.000% | 9/15/2017 | 900 | 903 |
Schering-Plough Corp. | 6.750% | 12/1/2033 | 9,075 | 9,569 |
Schering-Plough Corp. | 6.550% | 9/15/2037 | 1,025 | 1,049 |
Sysco Corp. | 5.375% | 9/21/2035 | 4,725 | 4,198 |
Teva Pharmaceutical Finance LLC | 6.150% | 2/1/2036 | 11,475 | 10,870 |
Unilever Capital Corp. | 7.125% | 11/1/2010 | 10,950 | 11,619 |
Unilever Capital Corp. | 5.900% | 11/15/2032 | 3,725 | 3,648 |
UST, Inc. | 6.625% | 7/15/2012 | 800 | 844 |
Wm. Wrigley Jr. Co. | 4.300% | 7/15/2010 | 5,725 | 5,613 |
Wm. Wrigley Jr. Co. | 4.650% | 7/15/2015 | 5,550 | 5,278 |
Wyeth | 6.950% | 3/15/2011 | 2,450 | 2,585 |
Wyeth | 5.500% | 3/15/2013 | 10,300 | 10,480 |
Wyeth | 5.500% | 2/1/2014 | 7,425 | 7,386 |
Wyeth | 5.500% | 2/15/2016 | 400 | 395 |
Wyeth | 5.450% | 4/1/2017 | 3,175 | 3,088 |
Wyeth | 6.450% | 2/1/2024 | 1,850 | 1,878 |
Wyeth | 6.500% | 2/1/2034 | 1,975 | 2,022 |
Wyeth | 6.000% | 2/15/2036 | 6,125 | 5,890 |
Wyeth | 5.950% | 4/1/2037 | 21,750 | 20,958 |
Energy (0.9%) | ||||
Alberta Energy Co. Ltd. | 7.375% | 11/1/2031 | 975 | 1,060 |
Amerada Hess Corp. | 6.650% | 8/15/2011 | 7,450 | 7,779 |
Amerada Hess Corp. | 7.875% | 10/1/2029 | 6,775 | 7,778 |
Amerada Hess Corp. | 7.125% | 3/15/2033 | 6,475 | 6,983 |
Anadarko Finance Co. | 6.750% | 5/1/2011 | 3,550 | 3,689 |
Anadarko Petroleum Corp. | 5.950% | 9/15/2016 | 10,325 | 10,234 |
Anadarko Petroleum Corp. | 6.450% | 9/15/2036 | 15,825 | 15,720 |
Apache Corp. | 6.250% | 4/15/2012 | 2,325 | 2,409 |
Apache Corp. | 5.250% | 4/15/2013 | 675 | 675 |
Apache Corp. | 5.625% | 1/15/2017 | 1,050 | 1,037 |
Apache Corp. | 6.000% | 1/15/2037 | 6,500 | 6,367 |
Apache Finance Canada | 7.750% | 12/15/2029 | 1,350 | 1,589 |
Atlantic Richfield Co. | 5.900% | 4/15/2009 | 3,484 | 3,545 |
Baker Hughes, Inc. | 6.250% | 1/15/2009 | 500 | 507 |
Baker Hughes, Inc. | 6.875% | 1/15/2029 | 825 | 891 |
Burlington Resources, Inc. | 6.680% | 2/15/2011 | 4,300 | 4,521 |
Burlington Resources, Inc. | 6.500% | 12/1/2011 | 2,975 | 3,103 |
Burlington Resources, Inc. | 7.200% | 8/15/2031 | 850 | 964 |
Burlington Resources, Inc. | 7.400% | 12/1/2031 | 5,525 | 6,371 |
Canadian Natural Resources | 5.450% | 10/1/2012 | 1,275 | 1,277 |
Canadian Natural Resources | 4.900% | 12/1/2014 | 5,575 | 5,294 |
Canadian Natural Resources | 6.000% | 8/15/2016 | 5,375 | 5,346 |
Canadian Natural Resources | 5.700% | 5/15/2017 | 5,625 | 5,479 |
Canadian Natural Resources | 7.200% | 1/15/2032 | 5,375 | 5,694 |
Canadian Natural Resources | 6.450% | 6/30/2033 | 5,065 | 5,039 |
Canadian Natural Resources | 6.500% | 2/15/2037 | 9,175 | 9,078 |
Canadian Natural Resources | 6.250% | 3/15/2038 | 6,625 | 6,405 |
Conoco Funding Co. | 6.350% | 10/15/2011 | 18,385 | 19,194 |
Conoco Funding Co. | 7.250% | 10/15/2031 | 350 | 394 |
ConocoPhillips | 5.900% | 10/15/2032 | 1,950 | 1,893 |
ConocoPhillips Canada | 5.300% | 4/15/2012 | 5,025 | 5,044 |
ConocoPhillips Canada | 5.625% | 10/15/2016 | 19,975 | 19,969 |
ConocoPhillips Canada | 5.950% | 10/15/2036 | 3,475 | 3,381 |
Devon Financing Corp. | 6.875% | 9/30/2011 | 10,735 | 11,325 |
Devon Financing Corp. | 7.875% | 9/30/2031 | 3,725 | 4,388 |
Diamond Offshore Drilling | 4.875% | 7/1/2015 | 775 | 723 |
Encana Corp. | 4.600% | 8/15/2009 | 1,225 | 1,220 |
Encana Corp. | 6.500% | 8/15/2034 | 9,025 | 9,173 |
Encana Corp. | 6.625% | 8/15/2037 | 3,550 | 3,612 |
Encana Holdings Finance Corp. | 5.800% | 5/1/2014 | 2,100 | 2,107 |
EOG Resources Inc. | 5.875% | 9/15/2017 | 9,250 | 9,275 |
Halliburton Co. | 5.500% | 10/15/2010 | 4,100 | 4,149 |
Husky Energy Inc. | 6.250% | 6/15/2012 | 2,875 | 2,948 |
Husky Energy Inc. | 6.150% | 6/15/2019 | 1,000 | 989 |
Kerr McGee Corp. | 6.875% | 9/15/2011 | 6,850 | 7,168 |
Kerr McGee Corp. | 6.950% | 7/1/2024 | 11,250 | 11,392 |
Kerr McGee Corp. | 7.875% | 9/15/2031 | 1,700 | 1,932 |
Lasmo Inc. | 7.300% | 11/15/2027 | 400 | 469 |
Marathon Oil Corp. | 6.125% | 3/15/2012 | 9,470 | 9,754 |
Marathon Oil Corp. | 6.000% | 7/1/2012 | 3,400 | 3,413 |
Marathon Oil Corp. | 6.000% | 10/1/2017 | 4,675 | 4,700 |
Marathon Oil Corp. | 6.800% | 3/15/2032 | 2,925 | 3,083 |
Marathon Oil Corp. | 6.600% | 10/1/2037 | 1,350 | 1,386 |
Nexen, Inc. | 5.050% | 11/20/2013 | 3,700 | 3,599 |
Nexen, Inc. | 5.650% | 5/15/2017 | 2,325 | 2,251 |
Nexen, Inc. | 7.875% | 3/15/2032 | 1,100 | 1,285 |
Nexen, Inc. | 5.875% | 3/10/2035 | 400 | 367 |
Nexen, Inc. | 6.400% | 5/15/2037 | 12,975 | 12,604 |
Noble Energy Inc. | 8.000% | 4/1/2027 | 175 | 200 |
Norsk Hydro | 6.360% | 1/15/2009 | 2,725 | 2,777 |
Norsk Hydro | 7.250% | 9/23/2027 | 6,325 | 7,229 |
Norsk Hydro | 7.150% | 1/15/2029 | 3,475 | 3,933 |
Occidental Petroleum | 6.750% | 1/15/2012 | 6,725 | 7,123 |
PanCanadian Energy Corp. | 7.200% | 11/1/2031 | 7,050 | 7,700 |
Petro-Canada | 4.000% | 7/15/2013 | 1,675 | 1,543 |
Petro-Canada | 7.875% | 6/15/2026 | 1,675 | 1,924 |
Petro-Canada | 7.000% | 11/15/2028 | 1,375 | 1,463 |
Petro-Canada | 5.350% | 7/15/2033 | 5,975 | 5,160 |
Petro-Canada | 5.950% | 5/15/2035 | 8,475 | 7,993 |
Petro-Canada Financial Partnership | 5.000% | 11/15/2014 | 1,600 | 1,528 |
Phillips Petroleum Co. | 8.750% | 5/25/2010 | 1,250 | 1,368 |
Questar Market Resources | 6.050% | 9/1/2016 | 3,575 | 3,585 |
Shell International Finance | 5.625% | 6/27/2011 | 1,550 | 1,596 |
Shell International Finance | 4.950% | 3/22/2012 | 3,450 | 3,452 |
Shell International Finance | 5.200% | 3/22/2017 | 3,525 | 3,443 |
Suncor Energy, Inc. | 7.150% | 2/1/2032 | 1,700 | 1,903 |
Suncor Energy, Inc. | 5.950% | 12/1/2034 | 150 | 146 |
Suncor Energy, Inc. | 6.500% | 6/15/2038 | 6,550 | 6,690 |
Sunoco, Inc. | 4.875% | 10/15/2014 | 1,700 | 1,601 |
Sunoco, Inc. | 5.750% | 1/15/2017 | 2,300 | 2,253 |
Talisman Energy, Inc. | 5.125% | 5/15/2015 | 1,400 | 1,341 |
Talisman Energy, Inc. | 7.250% | 10/15/2027 | 1,050 | 1,108 |
Talisman Energy, Inc. | 5.850% | 2/1/2037 | 6,100 | 5,516 |
Tosco Corp. | 8.125% | 2/15/2030 | 18,775 | 22,722 |
Transocean Sedco Forex, Inc. | 7.500% | 4/15/2031 | 2,650 | 2,939 |
Valero Energy Corp. | 6.875% | 4/15/2012 | 18,325 | 19,393 |
Valero Energy Corp. | 4.750% | 6/15/2013 | 340 | 324 |
Valero Energy Corp. | 6.125% | 6/15/2017 | 2,000 | 2,009 |
Valero Energy Corp. | 7.500% | 4/15/2032 | 5,265 | 5,809 |
Valero Energy Corp. | 6.625% | 6/15/2037 | 5,350 | 5,422 |
4 Weatherford International Inc. | 5.950% | 6/15/2012 | 750 | 766 |
4 Weatherford International Inc. | 6.350% | 6/15/2017 | 5,350 | 5,435 |
Weatherford International Inc. | 6.500% | 8/1/2036 | 11,125 | 10,966 |
4 Weatherford International Inc. | 6.800% | 6/15/2037 | 1,875 | 1,966 |
XTO Energy, Inc. | 5.900% | 8/1/2012 | 2,775 | 2,829 |
XTO Energy, Inc. | 6.250% | 4/15/2013 | 4,800 | 4,986 |
XTO Energy, Inc. | 4.900% | 2/1/2014 | 525 | 499 |
XTO Energy, Inc. | 5.000% | 1/31/2015 | 1,725 | 1,636 |
XTO Energy, Inc. | 5.300% | 6/30/2015 | 1,475 | 1,418 |
XTO Energy, Inc. | 6.250% | 8/1/2017 | 10,450 | 10,587 |
XTO Energy, Inc. | 6.100% | 4/1/2036 | 1,300 | 1,244 |
XTO Energy, Inc. | 6.750% | 8/1/2037 | 5,125 | 5,319 |
Technology (0.4%) | ||||
Cisco Systems Inc. | 5.250% | 2/22/2011 | 22,200 | 22,399 |
Cisco Systems Inc. | 5.500% | 2/22/2016 | 18,250 | 18,130 |
Computer Sciences Corp. | 5.000% | 2/15/2013 | 1,900 | 1,820 |
Corning Inc. | 7.250% | 8/15/2036 | 400 | 423 |
Electronic Data Systems | 7.125% | 10/15/2009 | 575 | 586 |
Electronic Data Systems | 6.500% | 8/1/2013 | 4,650 | 4,675 |
Equifax Inc. | 6.300% | 7/1/2017 | 1,300 | 1,311 |
Equifax Inc. | 7.000% | 7/1/2037 | 1,900 | 1,904 |
Harris Corp. | 5.000% | 10/1/2015 | 4,400 | 4,098 |
Hewlett-Packard Co. | 5.250% | 3/1/2012 | 1,100 | 1,107 |
Hewlett-Packard Co. | 6.500% | 7/1/2012 | 1,835 | 1,940 |
Hewlett-Packard Co. | 5.400% | 3/1/2017 | 2,025 | 1,999 |
International Business Machines Corp. | 5.375% | 2/1/2009 | 3,975 | 4,001 |
International Business Machines Corp. | 4.950% | 3/22/2011 | 5,800 | 5,809 |
International Business Machines Corp. | 4.750% | 11/29/2012 | 335 | 330 |
International Business Machines Corp. | 7.500% | 6/15/2013 | 3,575 | 3,963 |
International Business Machines Corp. | 5.700% | 9/14/2017 | 12,500 | 12,586 |
International Business Machines Corp. | 7.000% | 10/30/2025 | 720 | 796 |
International Business Machines Corp. | 6.220% | 8/1/2027 | 6,250 | 6,306 |
International Business Machines Corp. | 6.500% | 1/15/2028 | 700 | 729 |
International Business Machines Corp. | 5.875% | 11/29/2032 | 500 | 494 |
International Business Machines Corp. | 7.125% | 12/1/2096 | 6,735 | 7,379 |
Intuit Inc. | 5.400% | 3/15/2012 | 2,475 | 2,454 |
Intuit Inc. | 5.750% | 3/15/2017 | 2,925 | 2,796 |
Motorola, Inc. | 7.625% | 11/15/2010 | 619 | 657 |
Motorola, Inc. | 8.000% | 11/1/2011 | 725 | 789 |
Motorola, Inc. | 7.500% | 5/15/2025 | 1,000 | 1,040 |
Motorola, Inc. | 6.500% | 9/1/2025 | 1,550 | 1,490 |
Motorola, Inc. | 6.500% | 11/15/2028 | 500 | 476 |
National Semiconductor | 6.150% | 6/15/2012 | 750 | 758 |
National Semiconductor | 6.600% | 6/15/2017 | 7,400 | 7,543 |
Oracle Corp. | 5.000% | 1/15/2011 | 6,950 | 6,948 |
Oracle Corp. | 5.250% | 1/15/2016 | 9,850 | 9,618 |
Pitney Bowes, Inc. | 4.625% | 10/1/2012 | 8,000 | 7,849 |
Pitney Bowes, Inc. | 4.875% | 8/15/2014 | 350 | 335 |
Pitney Bowes, Inc. | 5.000% | 3/15/2015 | 650 | 618 |
Pitney Bowes, Inc. | 4.750% | 1/15/2016 | 14,125 | 13,116 |
Pitney Bowes, Inc. | 5.750% | 9/15/2017 | 850 | 851 |
Pitney Bowes, Inc. | 5.250% | 1/15/2037 | 550 | 518 |
Science Applications International Corp. | 6.250% | 7/1/2012 | 1,275 | 1,312 |
Science Applications International Corp. | 5.500% | 7/1/2033 | 1,775 | 1,477 |
Xerox Corp. | 9.750% | 1/15/2009 | 2,725 | 2,864 |
Xerox Corp. | 7.125% | 6/15/2010 | 4,000 | 4,168 |
Xerox Corp. | 6.875% | 8/15/2011 | 2,425 | 2,515 |
Xerox Corp. | 5.500% | 5/15/2012 | 2,550 | 2,532 |
Xerox Corp. | 7.625% | 6/15/2013 | 2,400 | 2,496 |
Xerox Corp. | 6.400% | 3/15/2016 | 5,125 | 5,192 |
Xerox Corp. | 6.750% | 2/1/2017 | 3,700 | 3,877 |
Transportation (0.4%) | ||||
2 American Airlines, Inc. | 6.855% | 4/15/2009 | 2,393 | 2,372 |
American Airlines, Inc. | 7.024% | 10/15/2009 | 8,250 | 8,363 |
American Airlines, Inc. | 7.858% | 10/1/2011 | 1,675 | 1,765 |
Burlington Northern Santa Fe Corp. | 7.125% | 12/15/2010 | 500 | 530 |
Burlington Northern Santa Fe Corp. | 6.750% | 7/15/2011 | 3,720 | 3,891 |
Burlington Northern Santa Fe Corp. | 5.900% | 7/1/2012 | 3,375 | 3,443 |
Burlington Northern Santa Fe Corp. | 5.650% | 5/1/2017 | 2,925 | 2,864 |
Burlington Northern Santa Fe Corp. | 7.000% | 12/15/2025 | 6,400 | 6,744 |
Burlington Northern Santa Fe Corp. | 6.200% | 8/15/2036 | 7,275 | 7,074 |
Burlington Northern Santa Fe Corp. | 6.150% | 5/1/2037 | 5,400 | 5,249 |
Canadian National Railway Co. | 6.375% | 10/15/2011 | 1,075 | 1,120 |
Canadian National Railway Co. | 4.400% | 3/15/2013 | 1,175 | 1,111 |
Canadian National Railway Co. | 5.800% | 6/1/2016 | 950 | 951 |
Canadian National Railway Co. | 5.850% | 11/15/2017 | 1,425 | 1,429 |
Canadian National Railway Co. | 6.800% | 7/15/2018 | 10,750 | 11,621 |
Canadian National Railway Co. | 6.900% | 7/15/2028 | 700 | 741 |
Canadian National Railway Co. | 6.250% | 8/1/2034 | 1,525 | 1,503 |
Canadian National Railway Co. | 6.200% | 6/1/2036 | 3,025 | 3,045 |
Canadian National Railway Co. | 6.375% | 11/15/2037 | 400 | 406 |
Canadian Pacific Rail | 6.250% | 10/15/2011 | 10,950 | 11,275 |
Canadian Pacific Rail | 7.125% | 10/15/2031 | 550 | 570 |
Canadian Pacific Rail | 5.950% | 5/15/2037 | 1,200 | 1,106 |
CNF, Inc. | 6.700% | 5/1/2034 | 3,600 | 3,316 |
Continental Airlines, Inc. | 6.563% | 2/15/2012 | 2,450 | 2,536 |
2 Continental Airlines, Inc. | 6.648% | 9/15/2017 | 9,579 | 9,579 |
2 Continental Airlines, Inc. | 6.900% | 1/2/2018 | 3,766 | 3,841 |
2 Continental Airlines, Inc. | 6.545% | 2/2/2019 | 538 | 541 |
2 Continental Airlines, Inc. | 5.983% | 4/19/2022 | 750 | 727 |
CSX Corp. | 6.750% | 3/15/2011 | 2,450 | 2,549 |
CSX Corp. | 6.300% | 3/15/2012 | 1,775 | 1,814 |
CSX Corp. | 5.750% | 3/15/2013 | 125 | 125 |
CSX Corp. | 5.600% | 5/1/2017 | 1,875 | 1,797 |
CSX Corp. | 6.250% | 3/15/2018 | 300 | 300 |
CSX Corp. | 7.950% | 5/1/2027 | 325 | 371 |
CSX Corp. | 6.000% | 10/1/2036 | 6,850 | 6,354 |
CSX Corp. | 6.150% | 5/1/2037 | 2,500 | 2,395 |
FedEx Corp. | 3.500% | 4/1/2009 | 1,900 | 1,857 |
FedEx Corp. | 5.500% | 8/15/2009 | 4,075 | 4,113 |
Norfolk Southern Corp. | 6.200% | 4/15/2009 | 3,200 | 3,250 |
Norfolk Southern Corp. | 6.750% | 2/15/2011 | 6,000 | 6,289 |
Norfolk Southern Corp. | 5.257% | 9/17/2014 | 45 | 43 |
Norfolk Southern Corp. | 7.700% | 5/15/2017 | 6,375 | 7,148 |
Norfolk Southern Corp. | 9.750% | 6/15/2020 | 1,696 | 2,206 |
Norfolk Southern Corp. | 5.590% | 5/17/2025 | 634 | 578 |
Norfolk Southern Corp. | 7.800% | 5/15/2027 | 2,495 | 2,866 |
Norfolk Southern Corp. | 5.640% | 5/17/2029 | 1,405 | 1,279 |
Norfolk Southern Corp. | 7.250% | 2/15/2031 | 691 | 762 |
Norfolk Southern Corp. | 7.050% | 5/1/2037 | 13,325 | 14,298 |
Norfolk Southern Corp. | 7.900% | 5/15/2097 | 2,075 | 2,460 |
Ryder System Inc. | 5.950% | 5/2/2011 | 3,375 | 3,421 |
Ryder System Inc. | 5.850% | 3/1/2014 | 2,000 | 2,027 |
Ryder System Inc. | 5.850% | 11/1/2016 | 1,950 | 1,914 |
Southwest Airlines Co. | 6.500% | 3/1/2012 | 8,575 | 8,846 |
Southwest Airlines Co. | 5.250% | 10/1/2014 | 275 | 264 |
Southwest Airlines Co. | 5.750% | 12/15/2016 | 3,950 | 3,827 |
Southwest Airlines Co. | 5.125% | 3/1/2017 | 850 | 782 |
2 Southwest Airlines Co. | 6.150% | 8/1/2022 | 2,100 | 2,101 |
Union Pacific Corp. | 7.250% | 11/1/2008 | 3,875 | 3,975 |
Union Pacific Corp. | 3.625% | 6/1/2010 | 2,040 | 1,963 |
Union Pacific Corp. | 6.650% | 1/15/2011 | 3,005 | 3,135 |
Union Pacific Corp. | 6.125% | 1/15/2012 | 200 | 204 |
Union Pacific Corp. | 6.500% | 4/15/2012 | 2,383 | 2,466 |
Union Pacific Corp. | 5.450% | 1/31/2013 | 2,750 | 2,730 |
Union Pacific Corp. | 7.000% | 2/1/2016 | 450 | 478 |
Union Pacific Corp. | 5.650% | 5/1/2017 | 5,200 | 5,054 |
Union Pacific Corp. | 6.625% | 2/1/2029 | 1,450 | 1,469 |
Union Pacific Railroad Co. | 6.176% | 1/2/2031 | 1,575 | 1,594 |
2 United Air Lines Inc. | 6.636% | 7/2/2022 | 2,675 | 2,621 |
Other (0.0%) | ||||
Black&Decker Corp. | 7.125% | 6/1/2011 | 500 | 527 |
Black&Decker Corp. | 5.750% | 11/15/2016 | 2,950 | 2,843 |
Cooper Industries, Inc. | 5.250% | 11/15/2012 | 4,425 | 4,408 |
Dover Corp. | 4.875% | 10/15/2015 | 2,050 | 1,941 |
Dover Corp. | 5.375% | 10/15/2035 | 650 | 588 |
Rockwell International Corp. | 6.700% | 1/15/2028 | 1,275 | 1,388 |
|
||||
4,333,482 | ||||
|
||||
Utilities (1.7%) | ||||
Electric (1.3%) | ||||
AEP Texas Central Co. | 6.650% | 2/15/2033 | 2,775 | 2,761 |
Alabama Power Co. | 5.500% | 10/15/2017 | 3,775 | 3,724 |
American Electric Power Co., Inc. | 5.375% | 3/15/2010 | 925 | 929 |
American Electric Power Co., Inc. | 5.250% | 6/1/2015 | 875 | 842 |
Arizona Public Service Co. | 6.375% | 10/15/2011 | 800 | 823 |
Arizona Public Service Co. | 5.800% | 6/30/2014 | 725 | 718 |
Arizona Public Service Co. | 4.650% | 5/15/2015 | 925 | 850 |
Arizona Public Service Co. | 5.500% | 9/1/2035 | 700 | 613 |
Baltimore Gas&Electric Co. | 5.900% | 10/1/2016 | 4,250 | 4,242 |
Baltimore Gas&Electric Co. | 6.350% | 10/1/2036 | 625 | 620 |
Bruce Mansfield Unit | 6.850% | 6/1/2034 | 12,600 | 12,804 |
Carolina Power&Light Co. | 6.500% | 7/15/2012 | 1,250 | 1,311 |
Carolina Power&Light Co. | 5.125% | 9/15/2013 | 405 | 396 |
CenterPoint Energy Houston | 5.700% | 3/15/2013 | 13,635 | 13,872 |
CenterPoint Energy Houston | 5.750% | 1/15/2014 | 500 | 500 |
CenterPoint Energy Houston | 6.950% | 3/15/2033 | 400 | 428 |
Cincinnati Gas&Electric Co. | 5.700% | 9/15/2012 | 3,425 | 3,472 |
Cleveland Electric Illumination Co. | 7.880% | 11/1/2017 | 1,375 | 1,560 |
Columbus Southern Power | 5.850% | 10/1/2035 | 8,300 | 7,852 |
Commonwealth Edison Co. | 6.150% | 3/15/2012 | 2,025 | 2,060 |
Commonwealth Edison Co. | 5.950% | 8/15/2016 | 2,400 | 2,392 |
Commonwealth Edison Co. | 6.150% | 9/15/2017 | 2,900 | 2,939 |
Commonwealth Edison Co. | 5.875% | 2/1/2033 | 590 | 549 |
Commonwealth Edison Co. | 5.900% | 3/15/2036 | 800 | 745 |
Connecticut Light&Power Co. | 6.350% | 6/1/2036 | 7,500 | 7,334 |
Consolidated Edison Co. of New York | 5.625% | 7/1/2012 | 375 | 377 |
Consolidated Edison Co. of New York | 4.875% | 2/1/2013 | 340 | 330 |
Consolidated Edison Co. of New York | 5.375% | 12/15/2015 | 1,600 | 1,568 |
Consolidated Edison Co. of New York | 5.500% | 9/15/2016 | 6,200 | 6,123 |
Consolidated Edison Co. of New York | 5.300% | 3/1/2035 | 2,450 | 2,126 |
Consolidated Edison Co. of New York | 5.850% | 3/15/2036 | 2,325 | 2,181 |
Consolidated Edison Co. of New York | 6.200% | 6/15/2036 | 3,575 | 3,579 |
Consolidated Edison Co. of New York | 6.300% | 8/15/2037 | 5,100 | 5,140 |
Constellation Energy Group, Inc. | 6.125% | 9/1/2009 | 875 | 889 |
Constellation Energy Group, Inc. | 7.000% | 4/1/2012 | 1,275 | 1,346 |
Constellation Energy Group, Inc. | 4.550% | 6/15/2015 | 18,050 | 16,372 |
Constellation Energy Group, Inc. | 7.600% | 4/1/2032 | 2,390 | 2,635 |
Consumers Energy Co. | 4.800% | 2/17/2009 | 5,650 | 5,644 |
Consumers Energy Co. | 5.000% | 2/15/2012 | 2,500 | 2,465 |
Consumers Energy Co. | 5.375% | 4/15/2013 | 3,575 | 3,561 |
Consumers Energy Co. | 5.500% | 8/15/2016 | 1,925 | 1,885 |
Consumers Energy Co. | 5.650% | 4/15/2020 | 1,000 | 976 |
Detroit Edison Co. | 6.125% | 10/1/2010 | 2,730 | 2,826 |
Detroit Edison Co. | 5.700% | 10/1/2037 | 1,000 | 946 |
Dominion Resources, Inc. | 4.750% | 12/15/2010 | 2,225 | 2,186 |
Dominion Resources, Inc. | 6.250% | 6/30/2012 | 2,790 | 2,865 |
Dominion Resources, Inc. | 5.150% | 7/15/2015 | 19,050 | 18,134 |
Dominion Resources, Inc. | 6.300% | 3/15/2033 | 1,675 | 1,646 |
Dominion Resources, Inc. | 5.250% | 8/1/2033 | 3,225 | 3,089 |
Dominion Resources, Inc. | 5.950% | 6/15/2035 | 9,925 | 9,262 |
2 Dominion Resources, Inc. | 6.300% | 9/30/2066 | 2,750 | 2,733 |
DTE Energy Co. | 7.050% | 6/1/2011 | 1,150 | 1,213 |
DTE Energy Co. | 6.375% | 4/15/2033 | 275 | 269 |
Duke Energy Carolinas | 6.100% | 6/1/2037 | 10,725 | 10,493 |
Duke Energy Corp. | 6.250% | 1/15/2012 | 9,000 | 9,313 |
Duke Energy Corp. | 6.000% | 12/1/2028 | 1,900 | 1,849 |
Duke Energy Corp. | 6.450% | 10/15/2032 | 1,500 | 1,536 |
El Paso Electric Co. | 6.000% | 5/15/2035 | 2,200 | 2,062 |
Empresa Nacional Electric | 8.350% | 8/1/2013 | 775 | 868 |
Energy East Corp. | 6.750% | 6/15/2012 | 6,050 | 6,352 |
Energy East Corp. | 6.750% | 7/15/2036 | 4,275 | 4,418 |
Exelon Corp. | 6.750% | 5/1/2011 | 500 | 520 |
Exelon Corp. | 4.900% | 6/15/2015 | 5,200 | 4,812 |
Exelon Corp. | 5.625% | 6/15/2035 | 300 | 270 |
FirstEnergy Corp. | 6.450% | 11/15/2011 | 16,950 | 17,581 |
FirstEnergy Corp. | 7.375% | 11/15/2031 | 9,825 | 10,786 |
Florida Power&Light Co. | 5.950% | 10/1/2033 | 50 | 49 |
Florida Power&Light Co. | 5.625% | 4/1/2034 | 4,450 | 4,162 |
Florida Power&Light Co. | 4.950% | 6/1/2035 | 4,425 | 3,738 |
Florida Power&Light Co. | 5.400% | 9/1/2035 | 2,400 | 2,170 |
Florida Power&Light Co. | 6.200% | 6/1/2036 | 5,300 | 5,399 |
Florida Power&Light Co. | 5.650% | 2/1/2037 | 1,375 | 1,287 |
Florida Power&Light Co. | 5.850% | 5/1/2037 | 2,450 | 2,360 |
Florida Power Corp. | 4.500% | 6/1/2010 | 3,825 | 3,793 |
Florida Power Corp. | 4.800% | 3/1/2013 | 9,175 | 8,866 |
Florida Power Corp. | 6.350% | 9/15/2037 | 2,450 | 2,513 |
FPL Group Capital, Inc. | 7.375% | 6/1/2009 | 2,675 | 2,772 |
FPL Group Capital, Inc. | 5.625% | 9/1/2011 | 3,975 | 4,017 |
2 FPL Group Capital, Inc. | 6.350% | 10/1/2066 | 2,600 | 2,477 |
2 FPL Group Capital, Inc. | 6.650% | 6/15/2067 | 3,200 | 3,072 |
Georgia Power Co. | 5.700% | 6/1/2017 | 825 | 825 |
Georgia Power Co. | 5.650% | 3/1/2037 | 425 | 391 |
Indiana Michigan Power Co. | 6.050% | 3/15/2037 | 4,775 | 4,542 |
Jersey Central Power&Light | 5.625% | 5/1/2016 | 3,575 | 3,475 |
4 Jersey Central Power&Light | 5.650% | 6/1/2017 | 1,525 | 1,481 |
Kansas City Power&Light | 6.050% | 11/15/2035 | 2,075 | 1,970 |
MidAmerican Energy Co. | 5.650% | 7/15/2012 | 3,200 | 3,267 |
MidAmerican Energy Co. | 5.125% | 1/15/2013 | 6,025 | 6,024 |
MidAmerican Energy Co. | 5.950% | 7/15/2017 | 2,375 | 2,428 |
MidAmerican Energy Co. | 6.750% | 12/30/2031 | 4,750 | 5,025 |
MidAmerican Energy Co. | 5.750% | 11/1/2035 | 1,700 | 1,590 |
MidAmerican Energy Holdings Co. | 5.875% | 10/1/2012 | 4,020 | 4,080 |
MidAmerican Energy Holdings Co. | 5.000% | 2/15/2014 | 1,425 | 1,374 |
MidAmerican Energy Holdings Co. | 8.480% | 9/15/2028 | 700 | 854 |
MidAmerican Energy Holdings Co. | 6.125% | 4/1/2036 | 27,475 | 26,733 |
MidAmerican Energy Holdings Co. | 5.950% | 5/15/2037 | 3,725 | 3,522 |
4 MidAmerican Energy Holdings Co. | 6.500% | 9/15/2037 | 1,750 | 1,740 |
National Rural Utilities Cooperative Finance Corp. | 7.250% | 3/1/2012 | 18,810 | 20,016 |
National Rural Utilities Cooperative Finance Corp. | 4.750% | 3/1/2014 | 2,125 | 2,027 |
National Rural Utilities Cooperative Finance Corp. | 5.450% | 4/10/2017 | 100 | 97 |
National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/2032 | 4,000 | 4,762 |
Niagara Mohawk Power Corp. | 7.750% | 10/1/2008 | 2,700 | 2,763 |
NiSource Finance Corp. | 7.875% | 11/15/2010 | 6,660 | 7,149 |
NiSource Finance Corp. | 5.400% | 7/15/2014 | 1,350 | 1,287 |
NiSource Finance Corp. | 5.250% | 9/15/2017 | 1,525 | 1,411 |
NiSource Finance Corp. | 5.450% | 9/15/2020 | 1,675 | 1,519 |
Northern States Power Co. | 5.250% | 7/15/2035 | 425 | 385 |
Northern States Power Co. | 6.250% | 6/1/2036 | 3,075 | 3,205 |
Northern States Power Co. | 6.200% | 7/1/2037 | 3,600 | 3,714 |
NStar Electric Co. | 4.875% | 4/15/2014 | 2,200 | 2,110 |
Ohio Edison | 6.400% | 7/15/2016 | 4,650 | 4,731 |
Ohio Power Co. | 6.000% | 6/1/2016 | 3,975 | 3,941 |
Oncor Electric Delivery Co. | 6.375% | 5/1/2012 | 3,650 | 3,706 |
Oncor Electric Delivery Co. | 6.375% | 1/15/2015 | 3,425 | 3,434 |
Oncor Electric Delivery Co. | 7.000% | 9/1/2022 | 600 | 615 |
Oncor Electric Delivery Co. | 7.000% | 5/1/2032 | 3,125 | 3,165 |
Oncor Electric Delivery Co. | 7.250% | 1/15/2033 | 4,475 | 4,638 |
Pacific Gas&Electric Co. | 3.600% | 3/1/2009 | 4,800 | 4,698 |
Pacific Gas&Electric Co. | 4.200% | 3/1/2011 | 5,125 | 4,962 |
Pacific Gas&Electric Co. | 4.800% | 3/1/2014 | 5,900 | 5,564 |
Pacific Gas&Electric Co. | 6.050% | 3/1/2034 | 14,600 | 14,296 |
Pacific Gas&Electric Co. | 5.800% | 3/1/2037 | 7,800 | 7,379 |
PacifiCorp | 6.900% | 11/15/2011 | 7,600 | 8,022 |
PacifiCorp | 7.700% | 11/15/2031 | 1,250 | 1,476 |
PacifiCorp | 5.250% | 6/15/2035 | 50 | 43 |
4 Pennsylvania Electric Co. | 6.050% | 9/1/2017 | 2,775 | 2,771 |
Pepco Holdings, Inc. | 6.450% | 8/15/2012 | 6,800 | 7,023 |
Pepco Holdings, Inc. | 7.450% | 8/15/2032 | 1,475 | 1,656 |
PPL Energy Supply LLC | 6.400% | 11/1/2011 | 12,350 | 12,761 |
PPL Energy Supply LLC | 5.400% | 8/15/2014 | 1,000 | 970 |
PPL Energy Supply LLC | 6.200% | 5/15/2016 | 3,225 | 3,219 |
PPL Energy Supply LLC | 6.000% | 12/15/2036 | 2,050 | 1,810 |
Progress Energy, Inc. | 7.100% | 3/1/2011 | 6,686 | 7,019 |
Progress Energy, Inc. | 6.850% | 4/15/2012 | 2,200 | 2,306 |
Progress Energy, Inc. | 5.625% | 1/15/2016 | 800 | 779 |
Progress Energy, Inc. | 7.750% | 3/1/2031 | 1,800 | 2,078 |
Progress Energy, Inc. | 7.000% | 10/30/2031 | 5,650 | 5,998 |
PSE&G Power LLC | 7.750% | 4/15/2011 | 1,075 | 1,155 |
PSE&G Power LLC | 6.950% | 6/1/2012 | 17,025 | 17,900 |
PSE&G Power LLC | 5.500% | 12/1/2015 | 5,500 | 5,349 |
PSE&G Power LLC | 8.625% | 4/15/2031 | 400 | 492 |
PSI Energy Inc. | 5.000% | 9/15/2013 | 200 | 192 |
PSI Energy Inc. | 6.050% | 6/15/2016 | 425 | 432 |
PSI Energy Inc. | 6.120% | 10/15/2035 | 1,400 | 1,344 |
Public Service Co. of Colorado | 4.375% | 10/1/2008 | 3,900 | 3,862 |
Public Service Co. of Colorado | 7.875% | 10/1/2012 | 7,650 | 8,460 |
Public Service Co. of Colorado | 5.500% | 4/1/2014 | 65 | 65 |
Public Service Co. of Colorado | 6.250% | 9/1/2037 | 1,050 | 1,065 |
Public Service Electric&Gas | 5.250% | 7/1/2035 | 325 | 287 |
Public Service Electric&Gas | 5.800% | 5/1/2037 | 7,825 | 7,312 |
Puget Sound Energy Inc. | 5.483% | 6/1/2035 | 950 | 841 |
Puget Sound Energy Inc. | 6.274% | 3/15/2037 | 5,275 | 5,207 |
SCANA Corp. | 6.875% | 5/15/2011 | 7,825 | 8,197 |
South Carolina Electric&Gas Co. | 6.625% | 2/1/2032 | 2,750 | 2,924 |
South Carolina Electric&Gas Co. | 5.300% | 5/15/2033 | 220 | 197 |
Southern California Edison Co. | 5.000% | 1/15/2014 | 3,450 | 3,372 |
Southern California Edison Co. | 4.650% | 4/1/2015 | 1,500 | 1,420 |
Southern California Edison Co. | 5.000% | 1/15/2016 | 2,025 | 1,925 |
Southern California Edison Co. | 6.000% | 1/15/2034 | 3,025 | 2,977 |
Southern California Edison Co. | 5.750% | 4/1/2035 | 1,025 | 975 |
Southern California Edison Co. | 5.350% | 7/15/2035 | 3,825 | 3,433 |
Southern California Edison Co. | 5.625% | 2/1/2036 | 8,175 | 7,695 |
Southern California Edison Co. | 5.550% | 1/15/2037 | 9,875 | 9,111 |
Southern Co. | 5.300% | 1/15/2012 | 2,925 | 2,933 |
Southern Power Co. | 6.250% | 7/15/2012 | 4,155 | 4,279 |
Southern Power Co. | 4.875% | 7/15/2015 | 7,925 | 7,433 |
Southwestern Electric Power | 5.550% | 1/15/2017 | 500 | 490 |
Tampa Electric Co. | 6.550% | 5/15/2036 | 3,675 | 3,800 |
Toledo Edison Co. | 6.150% | 5/15/2037 | 400 | 374 |
TXU Energy Co. | 7.000% | 3/15/2013 | 1,900 | 2,086 |
Union Electric Co. | 5.400% | 2/1/2016 | 3,950 | 3,839 |
Virginia Electric&Power Co. | 5.400% | 1/15/2016 | 1,100 | 1,072 |
Virginia Electric&Power Co. | 6.000% | 1/15/2036 | 5,175 | 5,010 |
Virginia Electric&Power Co. | 6.000% | 5/15/2037 | 6,275 | 6,072 |
Wisconsin Electric Power Co. | 5.625% | 5/15/2033 | 1,175 | 1,090 |
Wisconsin Electric Power Co. | 5.700% | 12/1/2036 | 1,025 | 957 |
Wisconsin Energy Corp. | 6.500% | 4/1/2011 | 4,750 | 4,921 |
2 Wisconsin Energy Corp. | 6.250% | 5/15/2067 | 1,725 | 1,609 |
4 Xcel Energy, Inc. | 5.613% | 4/1/2017 | 736 | 717 |
Xcel Energy, Inc. | 6.500% | 7/1/2036 | 3,600 | 3,512 |
Natural Gas (0.4%) | ||||
AGL Capital Corp. | 7.125% | 1/14/2011 | 2,350 | 2,499 |
AGL Capital Corp. | 6.000% | 10/1/2034 | 150 | 140 |
Atmos Energy Corp. | 4.000% | 10/15/2009 | 5,175 | 5,069 |
Atmos Energy Corp. | 4.950% | 10/15/2014 | 2,630 | 2,472 |
Boardwalk Pipelines LLC | 5.500% | 2/1/2017 | 4,025 | 3,872 |
CenterPoint Energy Resources | 7.875% | 4/1/2013 | 1,000 | 1,098 |
CenterPoint Energy Resources | 6.150% | 5/1/2016 | 1,375 | 1,368 |
Consolidated Natural Gas | 6.250% | 11/1/2011 | 8,800 | 9,029 |
Consolidated Natural Gas | 5.000% | 12/1/2014 | 5,650 | 5,334 |
Duke Capital Corp. | 7.500% | 10/1/2009 | 500 | 522 |
Duke Capital Corp. | 6.250% | 2/15/2013 | 50 | 52 |
Duke Capital Corp. | 5.500% | 3/1/2014 | 4,450 | 4,349 |
Duke Capital Corp. | 5.668% | 8/15/2014 | 250 | 245 |
Duke Capital Corp. | 6.750% | 2/15/2032 | 2,800 | 2,760 |
Duke Energy Field Services | 7.875% | 8/16/2010 | 4,600 | 4,901 |
Duke Energy Field Services | 8.125% | 8/16/2030 | 225 | 255 |
4 El Paso Natural Gas Co. | 5.950% | 4/15/2017 | 2,625 | 2,564 |
Enbridge Inc. | 5.600% | 4/1/2017 | 375 | 362 |
Energy Transfer Partners LP | 5.650% | 8/1/2012 | 5,475 | 5,412 |
Energy Transfer Partners LP | 5.950% | 2/1/2015 | 3,175 | 3,085 |
Energy Transfer Partners LP | 6.125% | 2/15/2017 | 1,425 | 1,375 |
Energy Transfer Partners LP | 6.625% | 10/15/2036 | 1,750 | 1,665 |
* Enron Corp. | 7.625% | 9/10/2004 | 2,000 | 490 |
* Enron Corp. | 6.625% | 11/15/2005 | 1,375 | 337 |
* Enron Corp. | 7.125% | 5/15/2007 | 8,646 | 2,118 |
* Enron Corp. | 6.875% | 10/15/2007 | 8,500 | 2,083 |
* Enron Corp. | 6.750% | 8/1/2009 | 6,445 | 1,579 |
Enterprise Products Operating LP | 4.625% | 10/15/2009 | 500 | 494 |
Enterprise Products Operating LP | 4.950% | 6/1/2010 | 4,475 | 4,458 |
Enterprise Products Operating LP | 5.600% | 10/15/2014 | 4,600 | 4,493 |
Enterprise Products Operating LP | 6.300% | 9/15/2017 | 6,150 | 6,173 |
Enterprise Products Operating LP | 6.875% | 3/1/2033 | 1,775 | 1,806 |
Enterprise Products Operating LP | 6.650% | 10/15/2034 | 150 | 150 |
* HNG Internorth | 9.625% | 3/15/2006 | 4,680 | 1,147 |
KeySpan Corp. | 7.625% | 11/15/2010 | 1,400 | 1,484 |
Kinder Morgan Energy Partners LP | 6.750% | 3/15/2011 | 1,500 | 1,559 |
Kinder Morgan Energy Partners LP | 7.125% | 3/15/2012 | 5,925 | 6,187 |
Kinder Morgan Energy Partners LP | 5.850% | 9/15/2012 | 7,375 | 7,447 |
Kinder Morgan Energy Partners LP | 5.000% | 12/15/2013 | 4,450 | 4,251 |
Kinder Morgan Energy Partners LP | 5.125% | 11/15/2014 | 2,050 | 1,945 |
Kinder Morgan Energy Partners LP | 7.300% | 8/15/2033 | 250 | 259 |
Kinder Morgan Energy Partners LP | 6.500% | 2/1/2037 | 650 | 624 |
Kinder Morgan Energy Partners LP | 6.950% | 1/15/2038 | 850 | 862 |
Magellan Midstream Partners, LP | 5.650% | 10/15/2016 | 1,025 | 996 |
National Grid PLC | 6.300% | 8/1/2016 | 9,800 | 9,979 |
ONEOK Inc. | 5.200% | 6/15/2015 | 3,500 | 3,338 |
ONEOK Inc. | 6.000% | 6/15/2035 | 2,800 | 2,570 |
ONEOK Partners, LP | 5.900% | 4/1/2012 | 4,675 | 4,734 |
ONEOK Partners, LP | 6.150% | 10/1/2016 | 5,350 | 5,321 |
ONEOK Partners, LP | 6.650% | 10/1/2036 | 14,700 | 14,717 |
ONEOK Partners, LP | 6.850% | 10/15/2037 | 5,900 | 5,944 |
Plains All American Pipeline LP | 6.650% | 1/15/2037 | 1,325 | 1,315 |
Reliant Energy Resources | 7.750% | 2/15/2011 | 1,000 | 1,064 |
San Diego Gas&Electric | 5.300% | 11/15/2015 | 2,525 | 2,471 |
San Diego Gas&Electric | 5.350% | 5/15/2035 | 950 | 851 |
Sempra Energy | 7.950% | 3/1/2010 | 1,075 | 1,139 |
Southern California Gas Co. | 5.750% | 11/15/2035 | 1,000 | 954 |
4 Southern Natural Gas | 5.900% | 4/1/2017 | 16,775 | 16,233 |
Southern Union Co. | 7.600% | 2/1/2024 | 1,000 | 1,064 |
Texas Eastern Transmission | 7.000% | 7/15/2032 | 300 | 323 |
Texas Gas Transmission | 4.600% | 6/1/2015 | 3,175 | 2,955 |
Trans-Canada Pipelines | 4.000% | 6/15/2013 | 3,725 | 3,507 |
Trans-Canada Pipelines | 5.600% | 3/31/2034 | 3,230 | 3,083 |
Trans-Canada Pipelines | 5.850% | 3/15/2036 | 10,250 | 9,878 |
2 Trans-Canada Pipelines | 6.350% | 5/15/2067 | 4,625 | 4,423 |
|
||||
884,679 | ||||
|
||||
|
||||
Total Corporate Bonds | ||||
(Cost $13,155,416) | 13,032,777 | |||
|
||||
Sovereign Bonds (U.S. Dollar-Denominated) (2.1%) | ||||
|
||||
Asian Development Bank | 4.125% | 9/15/2010 | 500 | 495 |
Asian Development Bank | 5.250% | 6/12/2017 | 700 | 712 |
Asian Development Bank | 5.593% | 7/16/2018 | 2,100 | 2,172 |
Bayerische Landesbank | 2.875% | 10/15/2008 | 5,100 | 5,019 |
Canadian Government | 5.250% | 11/5/2008 | 2,175 | 2,199 |
Canadian Mortgage&Housing | 4.800% | 10/1/2010 | 1,375 | 1,382 |
China Development Bank | 4.750% | 10/8/2014 | 4,425 | 4,261 |
China Development Bank | 5.000% | 10/15/2015 | 1,800 | 1,745 |
Corp. Andina de Fomento | 5.200% | 5/21/2013 | 4,575 | 4,525 |
Corp. Andina de Fomento | 5.750% | 1/12/2017 | 9,000 | 8,890 |
Development Bank of Japan | 4.250% | 6/9/2015 | 2,500 | 2,377 |
Eksportfinans | 4.750% | 12/15/2008 | 12,875 | 12,827 |
Eksportfinans | 5.500% | 5/25/2016 | 9,775 | 9,950 |
Eksportfinans | 5.500% | 6/26/2017 | 7,975 | 8,230 |
European Investment Bank | 5.000% | 2/8/2010 | 3,350 | 3,370 |
European Investment Bank | 4.000% | 3/3/2010 | 25,925 | 25,498 |
European Investment Bank | 4.125% | 9/15/2010 | 2,350 | 2,315 |
European Investment Bank | 4.625% | 9/15/2010 | 7,625 | 7,645 |
European Investment Bank | 5.250% | 6/15/2011 | 23,600 | 24,053 |
European Investment Bank | 4.625% | 5/15/2014 | 42,900 | 42,066 |
European Investment Bank | 4.875% | 2/16/2016 | 625 | 620 |
European Investment Bank | 5.125% | 9/13/2016 | 2,550 | 2,569 |
European Investment Bank | 4.875% | 1/17/2017 | 13,125 | 12,982 |
^ European Investment Bank | 5.125% | 5/30/2017 | 20,350 | 20,430 |
European Investment Bank | 4.875% | 2/15/2036 | 400 | 373 |
Export-Import Bank of Korea | 4.500% | 8/12/2009 | 3,900 | 3,877 |
Export-Import Bank of Korea | 4.625% | 3/16/2010 | 2,450 | 2,427 |
Export-Import Bank of Korea | 5.125% | 2/14/2011 | 1,000 | 1,002 |
Export-Import Bank of Korea | 5.125% | 3/16/2015 | 1,075 | 1,058 |
Federation of Malaysia | 8.750% | 6/1/2009 | 6,500 | 6,890 |
Federation of Malaysia | 7.500% | 7/15/2011 | 11,100 | 11,785 |
Financement Quebec | 5.000% | 10/25/2012 | 4,450 | 4,484 |
Inter-American Development Bank | 5.375% | 11/18/2008 | 5,800 | 5,880 |
Inter-American Development Bank | 5.625% | 4/16/2009 | 19,100 | 19,473 |
Inter-American Development Bank | 8.500% | 3/15/2011 | 2,240 | 2,500 |
Inter-American Development Bank | 4.375% | 9/20/2012 | 3,840 | 3,789 |
Inter-American Development Bank | 4.250% | 9/14/2015 | 1,900 | 1,817 |
Inter-American Development Bank | 5.125% | 9/13/2016 | 300 | 304 |
Inter-American Development Bank | 7.000% | 6/15/2025 | 3,175 | 3,752 |
International Bank for Reconstruction&Development | 4.125% | 6/24/2009 | 1,725 | 1,713 |
International Bank for Reconstruction&Development | 4.125% | 8/12/2009 | 600 | 596 |
International Bank for Reconstruction&Development | 5.000% | 4/1/2016 | 625 | 624 |
International Bank for Reconstruction&Development | 7.625% | 1/19/2023 | 4,200 | 5,218 |
International Bank for Reconstruction&Development | 8.875% | 3/1/2026 | 1,050 | 1,470 |
International Bank for Reconstruction&Development | 4.750% | 2/15/2035 | 775 | 714 |
Japan Bank International | 4.750% | 5/25/2011 | 2,275 | 2,294 |
Japan Finance Corp. | 5.875% | 3/14/2011 | 1,025 | 1,062 |
Japan Finance Corp. | 4.625% | 4/21/2015 | 8,400 | 8,163 |
Japan Finance Corp. | 5.000% | 5/16/2017 | 5,000 | 4,933 |
KFW International Finance Inc. | 4.500% | 9/21/2009 | 20,225 | 20,212 |
KFW International Finance Inc. | 4.875% | 10/19/2009 | 11,000 | 11,086 |
Korea Development Bank | 3.875% | 3/2/2009 | 2,475 | 2,446 |
Korea Development Bank | 4.750% | 7/20/2009 | 9,375 | 9,368 |
Korea Development Bank | 4.625% | 9/16/2010 | 2,675 | 2,635 |
Korea Development Bank | 5.750% | 9/10/2013 | 9,015 | 9,317 |
Korea Electric Power | 7.750% | 4/1/2013 | 6,950 | 7,778 |
Kreditanstalt fur Wiederaufbau | 4.625% | 11/17/2008 | 25,600 | 25,642 |
Kreditanstalt fur Wiederaufbau | 5.250% | 5/19/2009 | 25,500 | 25,809 |
Kreditanstalt fur Wiederaufbau | 5.000% | 6/1/2010 | 11,750 | 11,922 |
Kreditanstalt fur Wiederaufbau | 4.250% | 6/15/2010 | 9,850 | 9,741 |
Kreditanstalt fur Wiederaufbau | 4.750% | 5/15/2012 | 9,375 | 9,399 |
Kreditanstalt fur Wiederaufbau | 4.125% | 10/15/2014 | 1,725 | 1,632 |
Kreditanstalt fur Wiederaufbau | 5.125% | 3/14/2016 | 11,985 | 12,047 |
Landeskreditbank Baden-Wuerttemberg - Foerderbank | 4.250% | 9/15/2010 | 1,925 | 1,909 |
Landwirtschaftliche Rentenbank | 3.625% | 10/20/2009 | 1,475 | 1,450 |
Landwirtschaftliche Rentenbank | 3.875% | 3/15/2010 | 750 | 740 |
Landwirtschaftliche Rentenbank | 5.250% | 7/2/2012 | 3,650 | 3,750 |
Landwirtschaftliche Rentenbank | 4.875% | 11/16/2015 | 3,925 | 3,913 |
Mass Transit Railway Corp. | 7.500% | 11/8/2010 | 425 | 455 |
Nordic Investment Bank | 2.875% | 6/15/2009 | 850 | 830 |
Nordic Investment Bank | 3.875% | 6/15/2010 | 500 | 492 |
Nordic Investment Bank | 4.875% | 3/15/2011 | 500 | 505 |
Oesterreichische Kontrollbank | 4.250% | 10/6/2010 | 400 | 398 |
Ontario Hydro Electric | 7.450% | 3/31/2013 | 3,175 | 3,546 |
Pemex Project Funding Master Trust | 7.875% | 2/1/2009 | 19,780 | 20,354 |
Pemex Project Funding Master Trust | 9.125% | 10/13/2010 | 1,845 | 2,030 |
Pemex Project Funding Master Trust | 8.000% | 11/15/2011 | 11,125 | 12,182 |
Pemex Project Funding Master Trust | 7.375% | 12/15/2014 | 385 | 423 |
Pemex Project Funding Master Trust | 5.750% | 12/15/2015 | 7,925 | 7,925 |
Pemex Project Funding Master Trust | 8.625% | 2/1/2022 | 7,655 | 9,435 |
Pemex Project Funding Master Trust | 6.625% | 6/15/2035 | 7,650 | 7,899 |
People's Republic of China | 7.300% | 12/15/2008 | 2,325 | 2,392 |
People's Republic of China | 4.750% | 10/29/2013 | 2,125 | 2,089 |
Petrobras International Finance | 6.125% | 10/6/2016 | 14,325 | 14,459 |
Petrobras International Finance | 8.375% | 12/10/2018 | 4,000 | 4,680 |
Province of British Columbia | 5.375% | 10/29/2008 | 5,900 | 5,942 |
Province of Manitoba | 7.500% | 2/22/2010 | 5,075 | 5,384 |
Province of Nova Scotia | 5.750% | 2/27/2012 | 1,975 | 2,023 |
Province of Ontario | 5.500% | 10/1/2008 | 30,575 | 30,891 |
Province of Ontario | 3.625% | 10/21/2009 | 2,000 | 1,958 |
Province of Ontario | 5.000% | 10/18/2011 | 12,900 | 13,028 |
Province of Ontario | 4.750% | 1/19/2016 | 2,200 | 2,151 |
Province of Ontario | 5.450% | 4/27/2016 | 4,300 | 4,410 |
Province of Quebec | 5.000% | 7/17/2009 | 23,945 | 24,034 |
Province of Quebec | 6.125% | 1/22/2011 | 7,335 | 7,633 |
Province of Quebec | 4.875% | 5/5/2014 | 750 | 749 |
Province of Quebec | 4.600% | 5/26/2015 | 3,575 | 3,430 |
Province of Quebec | 5.125% | 11/14/2016 | 20,050 | 19,871 |
Province of Quebec | 7.125% | 2/9/2024 | 1,230 | 1,422 |
Province of Quebec | 7.500% | 9/15/2029 | 5,955 | 7,295 |
Province of Saskatchewan | 7.375% | 7/15/2013 | 1,600 | 1,779 |
Quebec Hydro Electric | 6.300% | 5/11/2011 | 16,350 | 17,143 |
Quebec Hydro Electric | 8.000% | 2/1/2013 | 5,200 | 5,896 |
Quebec Hydro Electric | 7.500% | 4/1/2016 | 1,825 | 2,088 |
Quebec Hydro Electric | 8.400% | 1/15/2022 | 950 | 1,228 |
Quebec Hydro Electric | 8.050% | 7/7/2024 | 3,000 | 3,795 |
Quebec Hydro Electric | 8.500% | 12/1/2029 | 500 | 673 |
Region of Lombardy, Italy | 5.804% | 10/25/2032 | 3,275 | 3,368 |
Republic of Chile | 7.125% | 1/11/2012 | 4,075 | 4,393 |
Republic of Chile | 5.500% | 1/15/2013 | 1,865 | 1,897 |
Republic of Hungary | 4.750% | 2/3/2015 | 10,525 | 10,090 |
Republic of Italy | 3.250% | 5/15/2009 | 6,625 | 6,485 |
Republic of Italy | 6.000% | 2/22/2011 | 12,325 | 12,790 |
Republic of Italy | 5.625% | 6/15/2012 | 19,125 | 19,775 |
Republic of Italy | 4.750% | 1/25/2016 | 34,550 | 33,833 |
Republic of Italy | 5.250% | 9/20/2016 | 5,550 | 5,622 |
Republic of Italy | 6.875% | 9/27/2023 | 12,950 | 14,766 |
Republic of Italy | 5.375% | 6/15/2033 | 19,525 | 19,083 |
Republic of Korea | 4.250% | 6/1/2013 | 14,275 | 13,679 |
Republic of Korea | 5.625% | 11/3/2025 | 1,750 | 1,729 |
Republic of Poland | 6.250% | 7/3/2012 | 7,725 | 8,156 |
Republic of Poland | 5.250% | 1/15/2014 | 770 | 752 |
Republic of Poland | 5.000% | 10/19/2015 | 3,625 | 3,571 |
Republic of South Africa | 7.375% | 4/25/2012 | 17,350 | 18,679 |
Republic of South Africa | 6.500% | 6/2/2014 | 1,025 | 1,081 |
Republic of South Africa | 5.875% | 5/30/2022 | 4,100 | 4,020 |
State of Israel | 4.625% | 6/15/2013 | 1,700 | 1,688 |
State of Israel | 5.500% | 11/9/2016 | 8,875 | 8,955 |
Swedish Export Credit Corp. | 4.125% | 10/15/2008 | 7,700 | 7,660 |
Swedish Export Credit Corp. | 4.875% | 1/19/2010 | 2,500 | 2,522 |
Swedish Export Credit Corp. | 4.000% | 6/15/2010 | 2,775 | 2,734 |
Swedish Export Credit Corp. | 4.500% | 9/27/2010 | 3,975 | 3,970 |
United Mexican States | 10.375% | 2/17/2009 | 8,315 | 8,934 |
United Mexican States | 9.875% | 2/1/2010 | 3,055 | 3,402 |
United Mexican States | 8.375% | 1/14/2011 | 10,142 | 11,187 |
United Mexican States | 7.500% | 1/14/2012 | 5,597 | 6,112 |
United Mexican States | 6.375% | 1/16/2013 | 1,481 | 1,557 |
United Mexican States | 5.875% | 1/15/2014 | 8,075 | 8,313 |
United Mexican States | 6.625% | 3/3/2015 | 2,711 | 2,903 |
United Mexican States | 11.375% | 9/15/2016 | 6,000 | 8,490 |
United Mexican States | 5.625% | 1/15/2017 | 43,000 | 43,064 |
United Mexican States | 8.300% | 8/15/2031 | 11,375 | 14,617 |
United Mexican States | 6.750% | 9/27/2034 | 46,920 | 51,190 |
|
||||
Total Sovereign Bonds | ||||
(Cost $1,093,215) | 1,097,310 | |||
|
||||
Taxable Municipal Bonds (0.2%) | ||||
|
||||
Illinois (Taxable Pension) GO | 4.950% | 6/1/2023 | 15,875 | 14,925 |
Illinois (Taxable Pension) GO | 5.100% | 6/1/2033 | 41,375 | 38,756 |
Kansas Dev. Finance Auth. Rev. (Public Employee Retirement System) | 5.501% | 5/1/2034 | 5,500 | 5,408 |
New Jersey Econ. Dev. Auth. State Pension Rev. | 7.425% | 2/15/2029 | 4,150 | 5,011 |
New Jersey Turnpike Auth. Rev. | 4.252% | 1/1/2016 | 190 | 178 |
New Jersey Turnpike Auth. Rev. | 4.252% | 1/1/2016 | 3,485 | 3,279 |
Oregon (Taxable Pension) GO | 5.762% | 6/1/2023 | 2,375 | 2,384 |
Oregon (Taxable Pension) GO | 5.892% | 6/1/2027 | 3,250 | 3,357 |
Oregon School Board Assn. | 4.759% | 6/30/2028 | 2,475 | 2,222 |
Oregon School Board Assn. | 5.528% | 6/30/2028 | 1,475 | 1,463 |
Tobbacco Settlement Finance Auth. Rev. | 7.467% | 6/1/2047 | 5,125 | 4,992 |
Wisconsin Public Service Rev. | 4.800% | 5/1/2013 | 3,025 | 2,958 |
Wisconsin Public Service Rev. | 5.700% | 5/1/2026 | 3,425 | 3,421 |
|
||||
Total Taxable Municipal Bonds | ||||
(Cost $88,483) | 88,354 | |||
|
Shares | ||||
---|---|---|---|---|
|
||||
Temporary Cash Investment (1.6%) | ||||
|
||||
5 Vanguard Market Liquidity Fund | ||||
(Cost $813,078) | 5.153% | 813,077,859 | 813,078 | |
|
||||
Total Investments (100.4%) | ||||
(Cost $51,503,627) | 51,503,186 | |||
|
||||
Other Assets and LiabilitiesNet (-0.4%) | (195,840) | |||
|
||||
Net Assets (100%) | 51,307,346 | |||
|
* Non-income-producing
security--security in default.
^ Part of security position is on loan to
broker-dealers.
1 The issuer operates under a congressional charter; its securities
are neither issued nor guaranteed by the U.S. government. If needed, access to
additional funding from the U.S. Treasury (beyond the issuer's line of credit)
would require congressional action.
2 The average or expected maturity is
shorter than the final maturity shown because of the possibility of interim
principal payments and prepayments or the possibility of the issue being called.
3 Adjustable-rate note.
4 Security exempt from registration under Rule 144A
of the Securities Act of 1933. Such securities may be sold in transactions exempt
from registration, normally to qualified institutional buyers. At September 30,
2007, the aggregate value of these securities was $347,286,000, representing 0.7%
of net assets.
5 Affiliated money market fund available only to Vanguard funds and
certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
GO - General Obligation Bond.
Investment Securities: Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the board of trustees to represent fair value.
At September 30, 2007, the cost of investment securities for tax purposes was $51,503,627,000. Net unrealized depreciation of investment securities for tax purposes was $441,000, consisting of unrealized gains of $488,264,000 on securities that had risen in value since their purchase and $488,705,000 in unrealized losses on securities that had fallen in value since their purchase.
The fund has entered into interest rate swap transactions. Under the terms of the swaps, one party pays the other an amount that is a fixed percentage rate applied to a notional principal amount. In return, the counterparty agrees to pay a floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount.
The fund has also entered into swap transactions to earn the total return on a specified security or index of fixed income securities. Under the terms of the swaps, the fund receives the total return (either receiving the increase or paying the decrease) on a reference security or index, applied to a notional principal amount. In return, the fund agrees to pay the counterparty a floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. At the same time, the fund invests an amount equal to the notional amount of the swaps in high-quality floating-rate securities.
Swaps are valued daily, and the change in value is recorded as unrealized appreciation (depreciation) until the termination of the swap, at which time realized gain (loss) is recorded.
At September 30, 2007, the fund had the following open swap contracts:
Interest Rate Swaps
|
||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Termination Date | Dealer (1) |
Notional
Amount ($000) |
Fixed
Interest Rate Received (Paid) |
Floating
Interest Rate Received (Paid)(2) |
Unrealized
Appreciation (Depreciation) ($000) |
|||||
|
||||||||||
9/11/2009 | WB | 52,000 | 4.632% | (5.725%) | (87) | |||||
9/11/2012 | LEH | 148,000 | 4.700% | (5.725%) | (1,283) | |||||
9/11/2017 | LEH | 136,775 | 5.003% | (5.725%) | (2,321) | |||||
|
||||||||||
(3,691) | ||||||||||
|
Total Return Swaps
|
||||||||
---|---|---|---|---|---|---|---|---|
Reference Entity/Termination Date | Dealer (1) |
Notional
Amount ($000) |
Floating
Interest Rate Paid(3) |
Unrealized
Appreciation (Depreciation) ($000) |
||||
|
||||||||
Commercial Mortgage-Backed Securities Index | ||||||||
10/31/2007 | BA | 25,000 | 5.074% | (145) | ||||
10/31/2007 | BA | 50,000 | 5.114% | (690) | ||||
10/31/2007 | UBS | 75,000 | 5.078% | (432) | ||||
10/31/2007 | LEH | 50,000 | 5.128% | 504 | ||||
11/30/2007 | BA | 18,000 | 5.114% | (249) | ||||
11/30/2007 | LEH | 85,000 | 5.143% | (1,186) | ||||
11/30/2007 | LEH | 100,000 | 5.078% | (603) | ||||
12/31/2007 | WB | 150,000 | 5.078% | (486) | ||||
12/31/2007 | LEH | 50,000 | 5.078% | (302) | ||||
1/31/2008 | LEH | 150,000 | 5.096% | (504) | ||||
1/31/2008 | LEH | 50,000 | 5.078% | (302) | ||||
2/29/2008 | BA | 150,000 | 5.094% | (2,157) | ||||
2/29/2008 | LEH | 50,000 | 5.128% | 504 | ||||
3/31/2008 | WB | 150,000 | 4.968% | (1,299) | ||||
3/31/2008 | LEH | 50,000 | 5.128% | 504 | ||||
4/30/2008 | BA | 100,000 | 5.114% | 993 | ||||
4/30/2008 | BA | 75,000 | 5.154% | 1,450 | ||||
5/31/2008 | BA | 75,000 | 5.154% | 1,450 | ||||
6/30/2008 | LEH | 200,000 | 4.928% | 3,910 | ||||
Federal Home Loan Mortgage Corp., 6.000% 30-Year | ||||||||
1/31/2008 | UBS | 134,500 | 5.125% | 1,275 | ||||
Hybrid ARM Index | ||||||||
3/31/2008 | LEH | 40,000 | 5.128% | (68) | ||||
4/30/2008 | LEH | 40,000 | 5.118% | (68) | ||||
|
||||||||
2,099 | ||||||||
|
1 BA-Bank of
America, N.A.
LEH-Lehman Brothers Special Financing Inc.
UBS-UBS AG
WB-Wachovia
Bank, N.A.
2 Based on three-month London InterBank Offered Rate (LIBOR) as of the most
recent payment date.
3 Based on one-month London InterBank Offered Rate (LIBOR) as of the
most recent payment date.
Item 2: | Controls and Procedures. |
(a) | Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrants Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report. |
(b) | Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrants internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting. |
Item 3:
|
Exhibits.
(a) Certifications. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD BOND INDEX FUNDS |
BY: |
(signature)
(HEIDI STAM) JOHN J. BRENNAN* CHIEF EXECUTIVE OFFICER |
Date: | November 14, 2007 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD BOND INDEX FUNDS |
BY: |
(signature)
(HEIDI STAM) JOHN J. BRENNAN* CHIEF EXECUTIVE OFFICER |
Date: | November 14, 2007 |
VANGUARD BOND INDEX FUNDS |
BY: |
(signature)
(HEIDI STAM) THOMAS J. HIGGINS* TREASURER |
Date: | November 14, 2007 |
*By Power of Attorney, Filed on August 22, 2007, See File Number 333-145624. Incorporated by Reference.
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