The performance information shown represents past performance and is not a guarantee of future results. The investment return and principal value of your investment will fluctuate so that your shares, when redeemed, may be worth more or less than their original cost. Current performance may be lower or higher than the performance information shown.
Prices as of July 29, 2010
Returns as of June 30, 2010
| Avg. Annual Return % (without Sales Charge) |
Avg. Annual Return % (with Sales Charge) |
|
|---|---|---|
| Class A | ||
| 1 year | 12.50 | 6.03 |
| 3 year | -6.69 | -8.51 |
| 5 year | -0.05 | -1.23 |
| 10 year | -1.04 | -1.63 |
|
Since inception on 04/16/1940 |
7.83 | 7.74 |
| 30-day SEC Yield as of June 30, 2010: 1.85 % | ||
| Class B | ||
| 1 year | 11.55 | 6.55 |
| 3 year | -7.41 | -8.30 |
| 5 year | -0.81 | -1.18 |
| 10 year | -1.80 | -1.80 |
|
Since inception on 03/20/1995 |
2.41 | 2.41 |
| 30-day SEC Yield as of June 30, 2010: 1.17 % | ||
| Class C | ||
| 1 year | 11.64 | 10.64 |
| 3 year | -7.41 | -7.41 |
| 5 year | -0.81 | -0.81 |
| 10 year | -1.80 | -1.80 |
|
Since inception on 06/26/2000 |
-1.86 | -1.86 |
| 30-day SEC Yield as of June 30, 2010: 1.18 % | ||
Returns as of June 30, 2010
| Avg. Annual Return % (without Sales Charge) |
Avg. Annual Return % (with Sales Charge) |
|
|---|---|---|
| Class A | ||
| 1 year | 12.50 | 6.03 |
| 3 year | -6.69 | -8.51 |
| 5 year | -0.05 | -1.23 |
| 10 year | -1.04 | -1.63 |
|
Since inception on 04/16/1940 |
7.83 | 7.74 |
| 30-day SEC Yield as of June 30, 2010: 1.85 % | ||
| Class B | ||
| 1 year | 11.55 | 6.55 |
| 3 year | -7.41 | -8.30 |
| 5 year | -0.81 | -1.18 |
| 10 year | -1.80 | -1.80 |
|
Since inception on 03/20/1995 |
2.41 | 2.41 |
| 30-day SEC Yield as of June 30, 2010: 1.17 % | ||
| Class C | ||
| 1 year | 11.64 | 10.64 |
| 3 year | -7.41 | -7.41 |
| 5 year | -0.81 | -0.81 |
| 10 year | -1.80 | -1.80 |
|
Since inception on 06/26/2000 |
-1.86 | -1.86 |
| 30-day SEC Yield as of June 30, 2010: 1.18 % | ||
Returns reflect any change in price per share, and assume the reinvestment of dividends and capital gain distributions, if any. Returns for Class A shares are calculated with and without the effect of the maximum initial sales charge of 5.75% for equity funds and 4.75% for fixed income funds, except for RiverSource Absolute Return Currency and Income Fund, RiverSource Floating Rate Fund, RiverSource Inflation Protected Securities Fund, RiverSource Intermediate Tax-Exempt Fund, RiverSource Limited Duration Bond Fund and RiverSource Short Duration U.S. Government Fund, which have a maximum initial sales charge of 3.00%. RiverSource Cash Management Fund, RiverSource Tax-Exempt Money Market Fund and Seligman Cash Management Fund have no initial sales charge. Returns for Class B shares are calculated with and without the effect of a contingent deferred sales charge (CDSC) applied as follows: first year 5%; second year 4%; third and fourth years 3% (except that for shares purchased in a RiverSource fund, RiverSource Partners fund or Threadneedle fund prior to or on June 12, 2009, the CDSC percentage for the third year is 4%); fifth year 2%; sixth year 1%; and 0% thereafter. Returns for Class C shares are calculated with and without the effect of a 1% CDSC charged only on redemptions made within one year after purchase.
Expense ratios effective through September 30, 2010
| Gross Expense Ratio (%) 1 | Net Expense Ratio (%) 2 | |
|---|---|---|
| Class A | 1.02 | - |
| Class B | 1.78 | - |
| Class C | 1.78 | - |
The holdings information shown is based on the effective date (trade date plus one). Holdings information is reported to the Securities and Exchange Commission ("SEC") quarterly and is based on the trade date. Because there is a one day difference, there could be variations in the holdings information shown and that filed with the SEC. Top 10 holdings are shown in descending order of value and exclude short-term holdings and cash. Fund holdings are as of the date given, are subject to change at any time, and are not recommendations to buy or sell any security.
| Security | % of Net Assets |
|
|---|---|---|
| 1. | HEWLETT-PACKARD CO | 2.96 |
| 2. | BANK OF AMERICA CORP | 2.30 |
| 3. | INTEL CORP | 2.08 |
| 4. | LORILLARD INC | 1.98 |
| 5. | CHEVRON CORP | 1.93 |
| 6. | FNMA 30YR TBA(REG A) 5.500% 07/01/2040 | 1.87 |
| 7. | XL GROUP PLC | 1.85 |
| 8. | JPMORGAN CHASE & CO | 1.71 |
| 9. | EXXON MOBIL CORP | 1.69 |
| 10. | CONOCOPHILLIPS | 1.53 |
The top 10 holdings represent 19.90 % of the Fund's net assets.
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
HEWLETT-PACKARD CO
Cusip: 428236103
|
391,899 | $16,961,388 | 2.96 % |
| 2. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
14,321,709.48 | $14,321,709 | 2.50 % |
| 3. |
BANK OF AMERICA CORP
Cusip: 060505104
|
917,328 | $13,182,003 | 2.30 % |
| 4. |
INTEL CORP
Cusip: 458140100
|
612,953 | $11,921,935 | 2.08 % |
| 5. |
LORILLARD INC
Cusip: 544147101
|
157,743 | $11,354,341 | 1.98 % |
| 6. |
CHEVRON CORP
Cusip: 166764100
|
163,012 | $11,061,994 | 1.93 % |
| 7. |
FNMA 30YR TBA(REG A) 5.500% 07/01/2040
Cusip: 01F052672
|
10,000,000 | $10,734,380 | 1.87 % |
| 8. |
XL GROUP PLC
Cusip: G98255105
|
664,256 | $10,634,738 | 1.85 % |
| 9. |
JPMORGAN CHASE & CO
Cusip: 46625H100
|
267,567 | $9,795,627 | 1.71 % |
| 10. |
EXXON MOBIL CORP
Cusip: 30231G102
|
169,423 | $9,668,970 | 1.69 % |
| 11. |
CONOCOPHILLIPS
Cusip: 20825C104
|
179,053 | $8,789,711 | 1.53 % |
| 12. |
MERCK & CO. INC.
Cusip: 58933Y105
|
228,903 | $8,004,737 | 1.40 % |
| 13. |
TREASURY BOND 4.625% 02/15/2040
Cusip: 912810QE1
|
6,905,000 | $7,761,648 | 1.35 % |
| 14. |
ORACLE CORP
Cusip: 68389X105
|
352,086 | $7,555,765 | 1.32 % |
| 15. |
DU PONT (E.I.) DE NEMOURS
Cusip: 263534109
|
217,995 | $7,540,447 | 1.32 % |
| 16. |
FNMA 30YR TBA(REG A) 6.000% 07/01/2040
Cusip: 01F060675
|
6,680,000 | $7,244,667 | 1.26 % |
| 17. |
CATERPILLAR INC
Cusip: 149123101
|
117,632 | $7,066,154 | 1.23 % |
| 18. |
BRISTOL-MYERS SQUIBB CO
Cusip: 110122108
|
279,596 | $6,973,124 | 1.22 % |
| 19. |
ILLINOIS TOOL WORKS
Cusip: 452308109
|
157,314 | $6,493,921 | 1.13 % |
| 20. |
GOLDMAN SACHS GROUP INC
Cusip: 38141G104
|
48,734 | $6,397,312 | 1.12 % |
| 21. |
ACE LTD
Cusip: H0023R105
|
111,853 | $5,758,192 | 1.00 % |
| 22. |
UNITED TECHNOLOGIES CORP
Cusip: 913017109
|
87,648 | $5,689,231 | 0.99 % |
| 23. |
FNMA 30YR TBA(REG A) 5.000% 07/01/2040
Cusip: 01F050676
|
5,000,000 | $5,289,845 | 0.92 % |
| 24. |
PFIZER INC
Cusip: 717081103
|
370,705 | $5,286,253 | 0.92 % |
| 25. |
MORGAN STANLEY
Cusip: 617446448
|
223,224 | $5,181,029 | 0.90 % |
| 26. |
VERIZON COMMUNICATIONS INC
Cusip: 92343V104
|
183,232 | $5,134,160 | 0.90 % |
| 27. |
AT&T INC
Cusip: 00206R102
|
210,345 | $5,088,245 | 0.89 % |
| 28. |
HALLIBURTON CO
Cusip: 406216101
|
195,457 | $4,798,469 | 0.84 % |
| 29. |
EVEREST RE GROUP LTD
Cusip: G3223R108
|
65,794 | $4,652,951 | 0.81 % |
| 30. |
MICROSOFT CORP
Cusip: 594918104
|
190,257 | $4,377,813 | 0.76 % |
| 31. |
BEST BUY CO INC
Cusip: 086516101
|
128,593 | $4,354,158 | 0.76 % |
| 32. |
HONEYWELL INTERNATIONAL INC
Cusip: 438516106
|
111,559 | $4,354,147 | 0.76 % |
| 33. |
EATON CORP
Cusip: 278058102
|
66,206 | $4,332,520 | 0.76 % |
| 34. |
INTL BUSINESS MACHINES CORP
Cusip: 459200101
|
34,531 | $4,263,887 | 0.74 % |
| 35. |
SIEMENS AG-SPONS ADR
Cusip: 826197501
|
47,140 | $4,220,444 | 0.74 % |
| 36. |
WAL-MART STORES INC
Cusip: 931142103
|
87,578 | $4,209,874 | 0.73 % |
| 37. |
TREASURY NOTE 2.375% 02/28/2015
Cusip: 912828MR8
|
4,000,000 | $4,121,875 | 0.72 % |
| 38. |
TARGET CORP
Cusip: 87612E106
|
83,732 | $4,117,102 | 0.72 % |
| 39. |
DOMINION RESOURCES INC/VA
Cusip: 25746U109
|
104,039 | $4,030,470 | 0.70 % |
| 40. |
MEDTRONIC INC
Cusip: 585055106
|
108,314 | $3,928,548 | 0.69 % |
| 41. |
ACCENTURE PLC-CL A
Cusip: G1151C101
|
101,580 | $3,926,067 | 0.68 % |
| 42. |
BAKER HUGHES INC
Cusip: 057224107
|
94,243 | $3,917,681 | 0.68 % |
| 43. |
GILEAD SCIENCES INC
Cusip: 375558103
|
114,114 | $3,911,827 | 0.68 % |
| 44. |
TYCO INTERNATIONAL LTD
Cusip: H89128104
|
110,706 | $3,900,172 | 0.68 % |
| 45. |
THERMO FISHER SCIENTIFIC INC
Cusip: 883556102
|
77,646 | $3,808,536 | 0.66 % |
| 46. |
CARNIVAL CORP
Cusip: 143658300
|
118,224 | $3,575,093 | 0.62 % |
| 47. |
KOHLS CORP
Cusip: 500255104
|
75,119 | $3,568,152 | 0.62 % |
| 48. |
APACHE CORP
Cusip: 037411105
|
41,892 | $3,526,887 | 0.62 % |
| 49. |
TRANSOCEAN LTD
Cusip: H8817H100
|
75,609 | $3,502,964 | 0.61 % |
| 50. |
FNMA 30YR TBA(REG A) 6.500% 07/01/2040
Cusip: 01F062671
|
3,150,000 | $3,449,741 | 0.60 % |
| 51. |
HOME DEPOT INC
Cusip: 437076102
|
121,986 | $3,424,147 | 0.60 % |
| 52. |
GENERAL ELECTRIC CO
Cusip: 369604103
|
235,837 | $3,400,769 | 0.59 % |
| 53. |
FNMA 15YR TBA(REG B) 5.000% 07/01/2025
Cusip: 01F050478
|
3,170,000 | $3,381,993 | 0.59 % |
| 54. |
SCHLUMBERGER LTD
Cusip: 806857108
|
60,916 | $3,371,091 | 0.59 % |
| 55. |
UNITED PARCEL SERVICE-CL B
Cusip: 911312106
|
57,606 | $3,277,205 | 0.57 % |
| 56. |
TREASURY NOTE 1.875% 06/30/2015
Cusip: 912828NL0
|
3,215,000 | $3,227,307 | 0.56 % |
| 57. |
DOW CHEMICAL
Cusip: 260543103
|
132,981 | $3,154,309 | 0.55 % |
| 58. |
CVS CAREMARK CORP
Cusip: 126650100
|
107,151 | $3,141,667 | 0.55 % |
| 59. |
NUCOR CORP
Cusip: 670346105
|
80,452 | $3,079,702 | 0.54 % |
| 60. |
DEERE & CO
Cusip: 244199105
|
54,935 | $3,058,780 | 0.53 % |
| 61. |
COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
|
2,607,000 | $3,003,928 | 0.52 % |
| 62. |
MASTERCARD INC-CLASS A
Cusip: 57636Q104
|
14,704 | $2,933,889 | 0.51 % |
| 63. |
FREEPORT-MCMORAN COPPER
Cusip: 35671D857
|
48,156 | $2,847,464 | 0.50 % |
| 64. |
PARKER HANNIFIN CORP
Cusip: 701094104
|
50,889 | $2,822,303 | 0.49 % |
| 65. |
SYMANTEC CORP
Cusip: 871503108
|
198,274 | $2,752,043 | 0.48 % |
| 66. |
AIR PRODUCTS & CHEMICALS INC
Cusip: 009158106
|
42,103 | $2,728,695 | 0.48 % |
| 67. |
CFLT_10-A 1.780% 06/15/2011
Cusip: 171204AD2
|
2,700,000 | $2,710,556 | 0.47 % |
| 68. |
FNMA 15YR 4.500% 05/01/2024
Cusip: 31416CE28
|
2,521,423.65 | $2,665,100 | 0.46 % |
| 69. |
TRAVELERS COS INC/THE
Cusip: 89417E109
|
53,730 | $2,646,202 | 0.46 % |
| 70. |
PHILIP MORRIS INTERNATIONAL
Cusip: 718172109
|
56,517 | $2,590,739 | 0.45 % |
| 71. |
GSMS_07-GG10 5.999% 08/10/2045
Cusip: 36246LAE1
|
2,560,000 | $2,514,252 | 0.44 % |
| 72. |
ABB LTD-SPON ADR
Cusip: 000375204
|
140,902 | $2,434,786 | 0.42 % |
| 73. |
ABBOTT LABORATORIES
Cusip: 002824100
|
51,626 | $2,415,064 | 0.42 % |
| 74. |
VIACOM INC-CLASS B
Cusip: 92553P201
|
75,675 | $2,373,924 | 0.41 % |
| 75. |
EMERSON ELECTRIC CO
Cusip: 291011104
|
54,213 | $2,368,565 | 0.41 % |
| 76. |
WELLS FARGO & CO
Cusip: 949746101
|
92,411 | $2,365,721 | 0.41 % |
| 77. |
ANADARKO PETROLEUM CORP
Cusip: 032511107
|
62,181 | $2,244,112 | 0.39 % |
| 78. |
DEVON ENERGY CORPORATION
Cusip: 25179M103
|
36,639 | $2,232,047 | 0.39 % |
| 79. |
INGERSOLL-RAND PLC
Cusip: G47791101
|
62,560 | $2,157,694 | 0.38 % |
| 80. |
SPRINT NEXTEL CORP
Cusip: 852061100
|
496,134 | $2,103,608 | 0.37 % |
| 81. |
TREASURY NOTE 1.375% 11/15/2012
Cusip: 912828LX6
|
2,070,000 | $2,099,594 | 0.37 % |
| 82. |
CFAIT_09-1 1.830% 11/15/2012
Cusip: 17290DAB0
|
1,981,817.51 | $1,988,608 | 0.35 % |
| 83. |
CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
|
1,515,000 | $1,935,445 | 0.34 % |
| 84. |
STAPLES INC
Cusip: 855030102
|
100,711 | $1,918,544 | 0.33 % |
| 85. |
FNMA 30YR 5.000% 06/01/2035
Cusip: 31402RFU8
|
1,799,932.54 | $1,912,784 | 0.33 % |
| 86. |
VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
|
1,705,000 | $1,842,371 | 0.32 % |
| 87. |
TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
|
1,700,000 | $1,802,132 | 0.31 % |
| 88. |
SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
|
1,555,000 | $1,742,175 | 0.30 % |
| 89. |
CMLTI_10-6 4.750% 05/25/2035
Cusip: 17316YAA6
|
1,750,000 | $1,741,250 | 0.30 % |
| 90. |
COMCAST CORP-CLASS A
Cusip: 20030N101
|
99,888 | $1,735,054 | 0.30 % |
| 91. |
SBC COMMUNICATIONS INC 6.250% 03/15/2011
Cusip: 78387GAD5
|
1,630,000 | $1,688,890 | 0.29 % |
| 92. |
RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
|
1,680,000 | $1,687,224 | 0.29 % |
| 93. |
AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
|
1,505,000 | $1,685,736 | 0.29 % |
| 94. |
WELLPOINT INC
Cusip: 94973V107
|
34,358 | $1,681,136 | 0.29 % |
| 95. |
BANK OF NEW YORK MELLON CORP
Cusip: 064058100
|
68,013 | $1,679,240 | 0.29 % |
| 96. |
TIME WARNER INC
Cusip: 887317303
|
55,452 | $1,603,117 | 0.28 % |
| 97. |
XILINX INC
Cusip: 983919101
|
61,794 | $1,560,916 | 0.27 % |
| 98. |
GCCFC_07-GG9 5.444% 03/10/2039
Cusip: 20173QAE1
|
1,550,000 | $1,552,830 | 0.27 % |
| 99. |
SABMILLER PLC 5.700% 01/15/2014
Cusip: 78572MAE5
|
1,380,000 | $1,525,467 | 0.27 % |
| 100. |
FORD MOTOR CO 4.25% 11/15/16 4.250% 11/15/2016
Cusip: 345370CN8
|
1,180,000 | $1,499,780 | 0.26 % |
| 101. |
ULTRA PETROLEUM CORP
Cusip: 903914109
|
33,236 | $1,470,693 | 0.26 % |
| 102. |
DELTA AIR LINES INC
Cusip: 247361702
|
122,881 | $1,443,851 | 0.25 % |
| 103. |
GOLDMAN SACHS GROUP INC 7.500% 02/15/2019
Cusip: 38141EA25
|
1,285,000 | $1,436,259 | 0.25 % |
| 104. |
CONTINENTAL AIRLINES-CLASS B
Cusip: 210795308
|
65,032 | $1,430,704 | 0.25 % |
| 105. |
PANCANADIAN PETROLEUM 6.300% 11/01/2011
Cusip: 698900AF4
|
1,335,000 | $1,412,563 | 0.25 % |
| 106. |
FGOLD 30YR TBA(REG A) 5.000% 07/01/2040
Cusip: 02R050671
|
1,300,000 | $1,374,952 | 0.24 % |
| 107. |
CDCMT_02 - FX1 5.676% 11/15/2030
Cusip: 125044AB3
|
1,303,857.4 | $1,344,141 | 0.23 % |
| 108. |
TREASURY NOTE 4.000% 02/15/2014
Cusip: 912828CA6
|
1,225,000 | $1,343,192 | 0.23 % |
| 109. |
TREASURY NOTE 2.375% 03/31/2016
Cusip: 912828KT6
|
1,310,000 | $1,329,343 | 0.23 % |
| 110. |
DUNKN_06-1 5.779% 06/20/2031
Cusip: 233046AA9
|
1,350,000 | $1,315,359 | 0.23 % |
| 111. |
UAL CORP
Cusip: 902549807
|
63,540 | $1,306,382 | 0.23 % |
| 112. |
FNMA 25YR 5.000% 04/01/2029
Cusip: 31404SFB6
|
1,210,137.08 | $1,293,119 | 0.23 % |
| 113. |
RIO TINTO PLC-SPON ADR
Cusip: 767204100
|
29,593 | $1,290,254 | 0.23 % |
| 114. |
DOMINION RESOURCES INC 5.250% 08/01/2033
Cusip: 257469AJ5
|
1,160,000 | $1,269,587 | 0.22 % |
| 115. |
VALE SA-SP ADR
Cusip: 91912E105
|
51,839 | $1,262,279 | 0.22 % |
| 116. |
VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
|
1,115,000 | $1,260,853 | 0.22 % |
| 117. |
JPMORGAN CHASE & CO 6.300% 04/23/2019
Cusip: 46625HHL7
|
1,115,000 | $1,258,858 | 0.22 % |
| 118. |
US AIRWAYS GROUP INC
Cusip: 90341W108
|
145,726 | $1,254,700 | 0.22 % |
| 119. |
HERTZ_05-2A 5.080% 11/25/2011
Cusip: 42805RAT6
|
1,225,000 | $1,235,560 | 0.22 % |
| 120. |
ARCELORMITTAL 9.850% 06/01/2019
Cusip: 03938LAM6
|
980,000 | $1,224,648 | 0.21 % |
| 121. |
MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
|
14,670,000 | $1,222,528 | 0.21 % |
| 122. |
DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
|
980,000 | $1,199,630 | 0.21 % |
| 123. |
MORGAN STANLEY 5.500% 01/26/2020
Cusip: 61747YCM5
|
1,235,000 | $1,196,972 | 0.21 % |
| 124. |
ERAC USA FINANCE COMPANY 7.000% 10/15/2037
Cusip: 26882PBE1
|
1,090,000 | $1,187,771 | 0.21 % |
| 125. |
FNMA 15YR 6.000% 09/01/2017
Cusip: 31391VHD8
|
1,077,000.4 | $1,174,351 | 0.20 % |
| 126. |
NISOURCE FINANCE CORPORATION 6.150% 03/01/2013
Cusip: 65473QAK9
|
1,075,000 | $1,172,289 | 0.20 % |
| 127. |
SOUTHERN NATURAL GAS COMPANY 5.900% 04/01/2017
Cusip: 843452BC6
|
1,085,000 | $1,149,517 | 0.20 % |
| 128. |
KRAFT FOODS INC 6.500% 08/11/2017
Cusip: 50075NAS3
|
970,000 | $1,126,557 | 0.20 % |
| 129. |
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
|
1,015,000 | $1,120,693 | 0.20 % |
| 130. |
NISOURCE FINANCE CORPORATION 5.250% 09/15/2017
Cusip: 65473QAQ6
|
1,080,000 | $1,112,215 | 0.19 % |
| 131. |
FGOLD 30YR TBA(REG A) 6.500% 07/01/2040
Cusip: 02R062676
|
1,000,000 | $1,096,094 | 0.19 % |
| 132. |
FNMA 20YR 5.500% 07/01/2023
Cusip: 31401V6F3
|
1,009,804.54 | $1,093,295 | 0.19 % |
| 133. |
FGOLD 30YR TBA(REG A) 6.000% 07/01/2040
Cusip: 02R060670
|
1,000,000 | $1,085,312 | 0.19 % |
| 134. |
TELEFONICA EMISIONES SAU 5.134% 04/27/2020
Cusip: 87938WAM5
|
1,080,000 | $1,082,476 | 0.19 % |
| 135. |
MSC_04-HQ4 4.590% 04/14/2040
Cusip: 61745MT29
|
1,075,000 | $1,081,718 | 0.19 % |
| 136. |
DTE ENERGY COMPANY 7.625% 05/15/2014
Cusip: 233331AN7
|
915,000 | $1,069,324 | 0.19 % |
| 137. |
CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
|
990,000 | $1,033,245 | 0.18 % |
| 138. |
MALT_04-7 5.000% 08/25/2019
Cusip: 576434TL8
|
1,085,923.99 | $1,032,946 | 0.18 % |
| 139. |
CSX CORP
Cusip: 126408103
|
20,431 | $1,013,990 | 0.18 % |
| 140. |
TAROT_06-C 5.310% 05/13/2013
Cusip: 89578PAD1
|
954,605.93 | $976,162 | 0.17 % |
| 141. |
TRANSCONTINENTAL GAS PIPELINE 6.400% 04/15/2016
Cusip: 893570BW0
|
846,000 | $961,616 | 0.17 % |
| 142. |
RELIANT ENERGY RESOURCES 7.750% 02/15/2011
Cusip: 75953GAC7
|
915,000 | $950,505 | 0.17 % |
| 143. |
EMBARQ CORPORATION 7.995% 06/01/2036
Cusip: 29078EAA3
|
940,000 | $932,878 | 0.16 % |
| 144. |
FNMA 25YR 5.500% 11/01/2028
Cusip: 31403FRD8
|
853,889.11 | $926,256 | 0.16 % |
| 145. |
LSI CORP
Cusip: 502161102
|
200,429 | $921,973 | 0.16 % |
| 146. |
MICROCHIP TECHNOLOGY INC
Cusip: 595017104
|
33,204 | $921,078 | 0.16 % |
| 147. |
XSTRATA PLC
Cusip: 984220889
|
70,004 | $916,310 | 0.16 % |
| 148. |
US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
|
880,000 | $904,849 | 0.16 % |
| 149. |
REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
|
855,000 | $903,359 | 0.16 % |
| 150. |
JPMCC_04-LN2 4.475% 07/15/2041
Cusip: 46625YCU5
|
876,257.64 | $897,739 | 0.16 % |
| 151. |
NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
|
795,000 | $868,589 | 0.15 % |
| 152. |
GNMA 30YR 5.000% 02/15/2034
Cusip: 36290STN1
|
805,472.33 | $864,775 | 0.15 % |
| 153. |
FNMA 30YR 7.000% 06/01/2031
Cusip: 31385HNZ1
|
745,154.61 | $855,382 | 0.15 % |
| 154. |
FGOLD 15YR 5.000% 10/01/2018
Cusip: 3128H7XM9
|
788,775.41 | $851,032 | 0.15 % |
| 155. |
CFLT_10-A 4.490% 09/16/2013
Cusip: 171204AK6
|
850,000 | $848,923 | 0.15 % |
| 156. |
CFLX_05-2 6.500% 06/25/2035
Cusip: 16165TBA0
|
985,932.21 | $841,601 | 0.15 % |
| 157. |
COMM_07-C9 6.010% 12/10/2049
Cusip: 20047RAE3
|
800,000 | $826,872 | 0.14 % |
| 158. |
FGOLD 30YR GIANT 7.000% 07/01/2032
Cusip: 31283HS63
|
731,906.63 | $825,933 | 0.14 % |
| 159. |
GSMS_07-EOP 1.135% 03/06/2020
Cusip: 36228CB69
|
950,000 | $810,527 | 0.14 % |
| 160. |
TELEFONICA EUROPE 7.750% 09/15/2010
Cusip: 879385AC6
|
795,000 | $804,943 | 0.14 % |
| 161. |
FNMA 15YR 4.500% 04/01/2018
Cusip: 31385W6M6
|
735,086.4 | $785,128 | 0.14 % |
| 162. |
PEBBLEBROOK HOTEL TRUST
Cusip: 70509V100
|
41,047 | $773,735 | 0.13 % |
| 163. |
TYCO ELECTRONICS LTD
Cusip: H8912P106
|
30,045 | $762,542 | 0.13 % |
| 164. |
TCM SUB LLC 3.550% 01/15/2015
Cusip: 872312AA1
|
740,000 | $758,306 | 0.13 % |
| 165. |
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.375% 11/15/2014
Cusip: 03523TAD0
|
690,000 | $754,390 | 0.13 % |
| 166. |
LBUBS_07-C7 5.866% 09/15/2045
Cusip: 52109RBM2
|
750,000 | $749,109 | 0.13 % |
| 167. |
HERTZ_05-1A 0.597% 11/25/2011
Cusip: 42805RAK5
|
750,000 | $748,186 | 0.13 % |
| 168. |
WBCMT_06-C27 5.727% 07/15/2045
Cusip: 92977QAC2
|
700,000 | $730,318 | 0.13 % |
| 169. |
GNMA 30YR 5.500% 10/15/2033
Cusip: 36200MYD9
|
670,296.95 | $729,639 | 0.13 % |
| 170. |
FNMA 30YR 5.500% 03/01/2033
Cusip: 31400HKP7
|
660,013.36 | $717,192 | 0.13 % |
| 171. |
FGOLD 30YR 6.000% 10/01/2031
Cusip: 31298WFA8
|
648,394.52 | $715,705 | 0.12 % |
| 172. |
CCI_10-1 4.523% 01/15/2015
Cusip: 22822RAP5
|
650,000 | $713,894 | 0.12 % |
| 173. |
GMACM_05-J1 5.500% 12/25/2035
Cusip: 36185MCF7
|
704,515.89 | $698,668 | 0.12 % |
| 174. |
FGOLD 15YR 5.500% 12/01/2017
Cusip: 3128GXNN2
|
643,527.57 | $698,579 | 0.12 % |
| 175. |
BSARM_05-8 5.105% 08/25/2035
Cusip: 07387AEC5
|
875,000 | $696,002 | 0.12 % |
| 176. |
GCCFC_07-GG11 5.736% 12/10/2049
Cusip: 20173VAE0
|
700,000 | $693,435 | 0.12 % |
| 177. |
JPMCC_07-CB20 5.794% 02/12/2051
Cusip: 46631QAD4
|
675,000 | $682,901 | 0.12 % |
| 178. |
PPL ELECTRIC UTILITIES CORP 7.125% 11/30/2013
Cusip: 69351UAL7
|
585,000 | $682,416 | 0.12 % |
| 179. |
LBUBS_04-C2 3.973% 03/15/2029
Cusip: 52108HZX5
|
650,000 | $663,175 | 0.12 % |
| 180. |
LBUBS_06-C4 6.055% 06/15/2032
Cusip: 52108RAD4
|
600,000 | $653,509 | 0.11 % |
| 181. |
CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
|
560,000 | $652,622 | 0.11 % |
| 182. |
GFCM_03-1 5.254% 05/12/2035
Cusip: 36161RAD1
|
613,435.73 | $649,853 | 0.11 % |
| 183. |
FNMA 30YR 6.500% 09/01/2032
Cusip: 31390RHF3
|
573,485.82 | $647,586 | 0.11 % |
| 184. |
FNMA 20YR 5.000% 07/01/2023
Cusip: 31385XLP0
|
605,582.21 | $646,618 | 0.11 % |
| 185. |
FNMA 30YR 6.500% 12/01/2033
Cusip: 31403MUJ6
|
577,276.86 | $644,597 | 0.11 % |
| 186. |
FNMA 30YR 6.000% 11/01/2032
Cusip: 31390SJ77
|
581,822.17 | $641,690 | 0.11 % |
| 187. |
JPMCC_05-LDP5 5.360% 12/15/2044
Cusip: 46625YXP3
|
600,000 | $639,659 | 0.11 % |
| 188. |
AMR CORP
Cusip: 001765106
|
94,092 | $637,943 | 0.11 % |
| 189. |
QWEST CORPORATION 7.500% 10/01/2014
Cusip: 74913GAG0
|
595,000 | $632,931 | 0.11 % |
| 190. |
FNMA 15YR TBA(REG B) 4.500% 07/01/2025
Cusip: 01F042475
|
600,000 | $632,906 | 0.11 % |
| 191. |
MALT_04-4 6.000% 05/25/2034
Cusip: 576434PY4
|
664,313.47 | $614,355 | 0.11 % |
| 192. |
WBCMT_05-C20 5.087% 07/15/2042
Cusip: 9297664M2
|
600,000 | $611,608 | 0.11 % |
| 193. |
MOLSON COORS BREWING CO 4.850% 09/22/2010
Cusip: 60871NAC3
|
605,000 | $610,427 | 0.11 % |
| 194. |
FORD MOTOR CO
Cusip: 345370860
|
60,014 | $604,941 | 0.11 % |
| 195. |
FNMA 30YR 5.500% 07/01/2033
Cusip: 31402KDY7
|
550,297.89 | $601,103 | 0.10 % |
| 196. |
FNMA 15YR 5.000% 12/01/2020
Cusip: 31403CXG1
|
549,712.33 | $590,382 | 0.10 % |
| 197. |
BACM_05-6 5.350% 09/10/2047
Cusip: 05947U4D7
|
550,000 | $588,894 | 0.10 % |
| 198. |
CCCIT_08-C6 6.300% 06/20/2014
Cusip: 17305EEL5
|
550,000 | $587,676 | 0.10 % |
| 199. |
TELECOM ITALIA CAPITAL 7.200% 07/18/2036
Cusip: 87927VAR9
|
605,000 | $586,751 | 0.10 % |
| 200. |
DUKE ENERGY CORPORATION 6.300% 02/01/2014
Cusip: 264399EQ5
|
520,000 | $585,264 | 0.10 % |
| 201. |
SDART_07-1 0.400% 09/15/2014
Cusip: 80281VAD5
|
583,749.69 | $579,430 | 0.10 % |
| 202. |
FGOLD 30YR 7.000% 06/01/2032
Cusip: 31287TSL0
|
508,029.43 | $577,744 | 0.10 % |
| 203. |
NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
|
505,000 | $576,134 | 0.10 % |
| 204. |
BACCT_08-A1 0.930% 04/15/2013
Cusip: 05522RBS6
|
575,000 | $575,908 | 0.10 % |
| 205. |
COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
|
525,000 | $574,130 | 0.10 % |
| 206. |
HERTZ_09-2A 4.260% 03/25/2014
Cusip: 42805RAU3
|
550,000 | $567,284 | 0.10 % |
| 207. |
TREASURY NOTE 3.625% 02/15/2020
Cusip: 912828MP2
|
530,000 | $559,977 | 0.10 % |
| 208. |
FNMA 30YR 6.500% 12/01/2034
Cusip: 31406AWB4
|
504,494.53 | $559,941 | 0.10 % |
| 209. |
NISOURCE FINANCE CORPORATION 5.450% 09/15/2020
Cusip: 65473QAR4
|
540,000 | $556,171 | 0.10 % |
| 210. |
NOTA DO TESOURO NACIONAL 10.000% 01/01/2013
Cusip: EG6231302
|
100,000 | $555,924 | 0.10 % |
| 211. |
CWHL_05-R2 7.000% 06/25/2035
Cusip: 12669GN98
|
594,782.95 | $555,745 | 0.10 % |
| 212. |
MALT_04-8 5.000% 09/25/2019
Cusip: 576434UX0
|
578,905.89 | $550,402 | 0.10 % |
| 213. |
US TII 2.5 01/15/29 (TIPS) 2.500% 01/15/2029
Cusip: 912810PZ5
|
475,000 | $545,134 | 0.10 % |
| 214. |
FHLB 0.625% 05/27/2011
Cusip: 3133XYCW3
|
540,000 | $540,158 | 0.09 % |
| 215. |
DETROIT EDISON COMPANY 6.400% 10/01/2013
Cusip: 250847EE6
|
470,000 | $534,663 | 0.09 % |
| 216. |
CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
|
510,000 | $530,400 | 0.09 % |
| 217. |
HERTZ_09-2A 5.290% 03/25/2016
Cusip: 42805RAV1
|
500,000 | $529,615 | 0.09 % |
| 218. |
WOODSIDE FINANCE LTD 4.500% 11/10/2014
Cusip: 980236AJ2
|
515,000 | $529,160 | 0.09 % |
| 219. |
SBAC_10-1 4.254% 04/15/2040
Cusip: 78403DAA8
|
500,000 | $520,755 | 0.09 % |
| 220. |
MSC_06-T23 5.971% 08/12/2041
Cusip: 61749MAU3
|
475,000 | $518,528 | 0.09 % |
| 221. |
KRAFT FOODS INC 6.125% 02/01/2018
Cusip: 50075NAU8
|
455,000 | $516,378 | 0.09 % |
| 222. |
GOLDMAN SACHS GROUP INC 5.375% 03/15/2020
Cusip: 38141EA58
|
520,000 | $513,820 | 0.09 % |
| 223. |
NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
|
515,000 | $512,425 | 0.09 % |
| 224. |
ANADARKO PETROLEUM CORPORATION 5.950% 09/15/2016
Cusip: 032511AX5
|
560,000 | $481,990 | 0.08 % |
| 225. |
ACCSS_05-1 0.618% 06/22/2018
Cusip: 00432CCD1
|
478,060.81 | $477,128 | 0.08 % |
| 226. |
US TII 2.625 07/15/17 (TIPS) 2.625% 07/15/2017
Cusip: 912828GX2
|
400,000 | $474,628 | 0.08 % |
| 227. |
MSRR_09-GG10 5.999% 08/12/2045
Cusip: 61758FAA0
|
450,000 | $471,747 | 0.08 % |
| 228. |
FGOLD 30YR 6.000% 04/01/2032
Cusip: 31287RQW2
|
413,615.88 | $463,871 | 0.08 % |
| 229. |
CVS CAREMARK CORP 5.750% 06/01/2017
Cusip: 126650BH2
|
410,000 | $456,117 | 0.08 % |
| 230. |
BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
|
445,000 | $455,638 | 0.08 % |
| 231. |
BACCT_08-A5 1.550% 12/16/2013
Cusip: 05522RCB2
|
450,000 | $454,151 | 0.08 % |
| 232. |
TREASURY NOTE 1.375% 03/15/2013
Cusip: 912828MT4
|
445,000 | $450,771 | 0.08 % |
| 233. |
MSRT_10-F 0.600% 06/17/2013
Cusip: 617492AA1
|
450,000 | $446,062 | 0.08 % |
| 234. |
CARDINAL HEALTH INC 5.650% 06/15/2012
Cusip: 14149YAP3
|
415,000 | $445,743 | 0.08 % |
| 235. |
CCI_06-1A 0.520% 11/15/2036
Cusip: 22822RAG5
|
450,000 | $443,272 | 0.08 % |
| 236. |
FNMA 15YR 5.500% 08/01/2018
Cusip: 31402LKF8
|
406,038.71 | $441,473 | 0.08 % |
| 237. |
TREASURY NOTE 1.375% 01/15/2013
Cusip: 912828MG2
|
435,000 | $440,845 | 0.08 % |
| 238. |
TOYS R US TLB 4.25 4.555% 07/19/2012
Cusip: BAX0ZT7V4
|
445,000 | $438,115 | 0.08 % |
| 239. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
452,000 | $431,790 | 0.08 % |
| 240. |
CSFB_04-C1 4.750% 01/15/2037
Cusip: 22541SAD0
|
415,000 | $428,781 | 0.07 % |
| 241. |
DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
|
418,000 | $418,522 | 0.07 % |
| 242. |
CITEC_09-VT1 2.200% 06/15/2011
Cusip: 12557TAB4
|
416,637.86 | $417,120 | 0.07 % |
| 243. |
NIELSEN FINANCE VNU TLA 2.00 2.251% 08/09/2013
Cusip: 65410*AA5
|
437,210.57 | $410,899 | 0.07 % |
| 244. |
GCCFC_04-GG1 4.883% 06/10/2036
Cusip: 396789FR5
|
400,000 | $408,639 | 0.07 % |
| 245. |
CSX CORPORATION 6.300% 03/15/2012
Cusip: 126408GB3
|
380,000 | $407,835 | 0.07 % |
| 246. |
TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
|
385,000 | $405,456 | 0.07 % |
| 247. |
CD_05-CD1 5.225% 07/15/2044
Cusip: 12513EAF1
|
375,000 | $398,545 | 0.07 % |
| 248. |
FNMA 25YR 5.500% 07/01/2028
Cusip: 31400JRN1
|
366,795.62 | $397,881 | 0.07 % |
| 249. |
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.200% 01/15/2014
Cusip: 03523TAA6
|
345,000 | $396,693 | 0.07 % |
| 250. |
TRANSALTA CORP 4.750% 01/15/2015
Cusip: 89346DAD9
|
375,000 | $395,069 | 0.07 % |
| 251. |
CENTERPOINT ENERGY RESOURCES CORP 7.875% 04/01/2013
Cusip: 15189YAB2
|
340,000 | $389,596 | 0.07 % |
| 252. |
BACM_05-3 4.668% 07/10/2043
Cusip: 05947UR83
|
375,000 | $388,520 | 0.07 % |
| 253. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
365,000 | $385,987 | 0.07 % |
| 254. |
PROGRESS ENERGY INC 6.000% 12/01/2039
Cusip: 743263AP0
|
355,000 | $382,638 | 0.07 % |
| 255. |
US FOODSERVICE TL 2.50 2.733% 07/03/2014
Cusip: BAX392TW0
|
443,858.97 | $380,293 | 0.07 % |
| 256. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
384,606.99 | $379,799 | 0.07 % |
| 257. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
403,000 | $378,820 | 0.07 % |
| 258. |
MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
|
360,000 | $377,328 | 0.07 % |
| 259. |
HERTZ_05-2A 0.597% 11/25/2011
Cusip: 42805RAS8
|
375,000 | $374,093 | 0.07 % |
| 260. |
FNMA 30YR 6.500% 09/01/2032
Cusip: 31391BQN0
|
334,102.24 | $373,014 | 0.07 % |
| 261. |
FGOLD 15YR 5.000% 08/01/2018
Cusip: 3128H6VS0
|
346,458.57 | $372,431 | 0.06 % |
| 262. |
TAROT_06-B 5.520% 11/12/2012
Cusip: 89578VAD8
|
363,888.94 | $369,829 | 0.06 % |
| 263. |
HCA INC 7.250% 09/15/2020
Cusip: 404119BK4
|
365,000 | $366,825 | 0.06 % |
| 264. |
GECMC_01-3 6.070% 06/10/2038
Cusip: 36158YDD8
|
350,000 | $364,930 | 0.06 % |
| 265. |
FNMA 15YR 6.500% 03/01/2017
Cusip: 31371KLR0
|
333,300.35 | $363,740 | 0.06 % |
| 266. |
WBCMT_06-C24 5.576% 03/15/2045
Cusip: 92976BFQ0
|
350,000 | $363,170 | 0.06 % |
| 267. |
SABMILLER PLC 6.500% 07/15/2018
Cusip: 78572MAF2
|
310,000 | $360,667 | 0.06 % |
| 268. |
RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
|
345,000 | $360,093 | 0.06 % |
| 269. |
CGCMT_06-C5 5.431% 10/15/2049
Cusip: 17310MAE0
|
350,000 | $356,711 | 0.06 % |
| 270. |
FORDF_10-1 2.000% 12/15/2014
Cusip: 34528QAJ3
|
350,000 | $355,982 | 0.06 % |
| 271. |
AMCAR_10-1 1.660% 03/17/2014
Cusip: 03064CAC4
|
350,000 | $352,812 | 0.06 % |
| 272. |
OBP_10-OBP 4.646% 07/15/2045
Cusip: 67087MAA4
|
350,000 | $352,187 | 0.06 % |
| 273. |
PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
|
300,000 | $347,640 | 0.06 % |
| 274. |
TAMPA ELECTRIC COMPANY 6.100% 05/15/2018
Cusip: 875127AX0
|
305,000 | $345,543 | 0.06 % |
| 275. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
|
340,000 | $340,000 | 0.06 % |
| 276. |
WINDSTREAM CORP 7.875% 11/01/2017
Cusip: 97381WAJ3
|
346,000 | $337,782 | 0.06 % |
| 277. |
NEVADA POWER COMPANY 5.875% 01/15/2015
Cusip: 641423BK3
|
300,000 | $334,290 | 0.06 % |
| 278. |
PROGRESS ENERGY INC 6.050% 03/15/2014
Cusip: 743263AM7
|
300,000 | $334,011 | 0.06 % |
| 279. |
NOKIA CORP-SPON ADR
Cusip: 654902204
|
40,966 | $333,872 | 0.06 % |
| 280. |
DRESSER TL 1ST LIEN 2.50 2.500% 05/04/2014
Cusip: 26157VB@5
|
362,051.08 | $331,052 | 0.06 % |
| 281. |
NEVADA POWER COMPANY 6.500% 05/15/2018
Cusip: 641423BS6
|
290,000 | $331,043 | 0.06 % |
| 282. |
TREASURY NOTE 1.375% 05/15/2013
Cusip: 912828NC0
|
322,000 | $325,925 | 0.06 % |
| 283. |
CARMX_09-1 5.810% 12/16/2013
Cusip: 14312WAF0
|
300,000 | $325,752 | 0.06 % |
| 284. |
AMXCA_05-4 0.420% 01/15/2015
Cusip: 02582JDN7
|
325,000 | $323,452 | 0.06 % |
| 285. |
HSBC HOLDINGS PLC 6.800% 06/01/2038
Cusip: 404280AJ8
|
300,000 | $323,304 | 0.06 % |
| 286. |
KRAFT FOODS INC 6.500% 02/09/2040
Cusip: 50075NAZ7
|
285,000 | $315,885 | 0.06 % |
| 287. |
PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
|
285,000 | $315,078 | 0.05 % |
| 288. |
FHLMC REFERENCE NOTES 2.875% 02/09/2015
Cusip: 3137EACH0
|
300,000 | $312,515 | 0.05 % |
| 289. |
TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
|
302,000 | $311,815 | 0.05 % |
| 290. |
JPMCC_10-C1 3.853% 06/15/2043
Cusip: 46634NAA4
|
300,000 | $307,547 | 0.05 % |
| 291. |
GCCFC_03-C1 3.858% 07/05/2035
Cusip: 396789DU0
|
300,000 | $306,000 | 0.05 % |
| 292. |
VWALT_09-A 3.410% 04/16/2012
Cusip: 928664AC5
|
300,000 | $305,524 | 0.05 % |
| 293. |
ANADARKO PETROLEUM CORPORATION 7.625% 03/15/2014
Cusip: 032511BD8
|
320,000 | $304,987 | 0.05 % |
| 294. |
OHIO POWER COMPANY 6.000% 06/01/2016
Cusip: 677415CL3
|
265,000 | $300,120 | 0.05 % |
| 295. |
AMXCA_06-3 0.370% 03/17/2014
Cusip: 025822AA5
|
300,000 | $299,299 | 0.05 % |
| 296. |
TREASURY NOTE 1.375% 02/15/2013
Cusip: 912828MN7
|
295,000 | $298,825 | 0.05 % |
| 297. |
JPMCC_04-CBX 4.184% 01/12/2037
Cusip: 46625YDB6
|
298,561.01 | $298,504 | 0.05 % |
| 298. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
|
285,000 | $297,112 | 0.05 % |
| 299. |
REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
|
332,000 | $293,869 | 0.05 % |
| 300. |
ARIZONA PUBLIC SERVICE COMPANY 6.250% 08/01/2016
Cusip: 040555CJ1
|
260,000 | $290,573 | 0.05 % |
| 301. |
FORD MOTOR COMPANY TLB1 3.0 3.347% 12/15/2013
Cusip: BAX19GAX1
|
297,686.6 | $280,980 | 0.05 % |
| 302. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
280,000 | $280,700 | 0.05 % |
| 303. |
JPMCC_09-IWST 4.314% 12/05/2027
Cusip: 46634GAA9
|
265,337.69 | $280,301 | 0.05 % |
| 304. |
RAMC_05-4 5.565% 02/25/2036
Cusip: 759950FX1
|
296,524.45 | $280,036 | 0.05 % |
| 305. |
GFCM_03-1 5.743% 05/12/2035
Cusip: 36161RAE9
|
250,000 | $279,983 | 0.05 % |
| 306. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AG0
|
280,000 | $278,600 | 0.05 % |
| 307. |
FNMA 30YR 5.500% 03/01/2033
Cusip: 31400JC49
|
257,465.89 | $277,676 | 0.05 % |
| 308. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
415,190.78 | $276,932 | 0.05 % |
| 309. |
VALMONT INDUSTRIES INC 6.625% 04/20/2020
Cusip: 920253AD3
|
267,000 | $272,132 | 0.05 % |
| 310. |
CWALT_03-11T1 4.750% 07/25/2018
Cusip: 12669EPU4
|
267,592.61 | $270,528 | 0.05 % |
| 311. |
NORTHWEST PIPELINE CORPORATION 7.000% 06/15/2016
Cusip: 667748AM9
|
230,000 | $268,876 | 0.05 % |
| 312. |
LBUBS_05-C5 4.930% 09/15/2030
Cusip: 52108H6V1
|
250,000 | $260,773 | 0.05 % |
| 313. |
JPMCC_03-LN1 4.134% 10/15/2037
Cusip: 46625MA58
|
247,610.81 | $255,452 | 0.04 % |
| 314. |
AESOP_10-2 3.630% 08/20/2014
Cusip: 05377RAD6
|
250,000 | $255,275 | 0.04 % |
| 315. |
COMM_06-CNL 0.661% 02/05/2019
Cusip: 20047MAH7
|
300,000 | $253,496 | 0.04 % |
| 316. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
255,000 | $246,712 | 0.04 % |
| 317. |
CIT GROUP INC 7.000% 05/01/2016
Cusip: 125581FW3
|
270,000 | $246,375 | 0.04 % |
| 318. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
240,000 | $245,400 | 0.04 % |
| 319. |
ALLY FINANCIAL INC 8.000% 03/15/2020
Cusip: 36186RAA8
|
251,000 | $245,352 | 0.04 % |
| 320. |
FNMA 30YR 7.500% 08/01/2025
Cusip: 31371FAX0
|
212,215.17 | $240,971 | 0.04 % |
| 321. |
NALCO COMPANY 8.250% 05/15/2017
Cusip: 629855AP2
|
232,000 | $240,120 | 0.04 % |
| 322. |
NISOURCE FINANCE CORPORATION 5.400% 07/15/2014
Cusip: 65473QAL7
|
220,000 | $237,655 | 0.04 % |
| 323. |
TRANSALTA CORP 6.500% 03/15/2040
Cusip: 89346DAE7
|
230,000 | $237,250 | 0.04 % |
| 324. |
JPMORGAN CHASE & CO 4.950% 03/25/2020
Cusip: 46625HHQ6
|
225,000 | $233,831 | 0.04 % |
| 325. |
COLOMBIA (REPUBLIC OF) 7.375% 01/27/2017
Cusip: 195325BJ3
|
200,000 | $233,000 | 0.04 % |
| 326. |
FNMA 15YR 4.500% 07/01/2018
Cusip: 31401MB26
|
214,854.17 | $229,480 | 0.04 % |
| 327. |
INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
|
1,848,000,000 | $227,670 | 0.04 % |
| 328. |
RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
|
201,480 | $227,420 | 0.04 % |
| 329. |
FNMA 10/1 HYBRID ARM 5.469% 08/01/2034
Cusip: 31404GK67
|
212,616.24 | $226,988 | 0.04 % |
| 330. |
TURKEY (REPUBLIC OF) 6.750% 04/03/2018
Cusip: 900123BA7
|
205,000 | $224,229 | 0.04 % |
| 331. |
WEYERHAEUSER CO
Cusip: 962166104
|
6,342 | $223,238 | 0.04 % |
| 332. |
FGOLD 15YR 5.500% 05/01/2018
Cusip: 31294KSG1
|
206,092.97 | $222,898 | 0.04 % |
| 333. |
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.000% 04/15/2020
Cusip: 03523TAU2
|
210,000 | $219,562 | 0.04 % |
| 334. |
FEDERAL FARM CREDIT BANK 3.400% 02/07/2013
Cusip: 31331YST8
|
205,000 | $217,231 | 0.04 % |
| 335. |
LBI ESCROW CORP 8.000% 11/01/2017
Cusip: 50178TAA5
|
210,000 | $216,300 | 0.04 % |
| 336. |
L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
|
216,000 | $216,000 | 0.04 % |
| 337. |
FNMA 4.750% 11/19/2012
Cusip: 31398AHZ8
|
195,000 | $212,534 | 0.04 % |
| 338. |
GTP_10-1 4.436% 02/15/2015
Cusip: 379398AA8
|
200,000 | $211,256 | 0.04 % |
| 339. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
|
205,000 | $210,854 | 0.04 % |
| 340. |
FGOLD 15YR TBA(REG B) 4.500% 07/01/2025
Cusip: 02R042470
|
200,000 | $210,812 | 0.04 % |
| 341. |
TOLEDO EDISON COMPANY (THE) 6.150% 05/15/2037
Cusip: 889175BD6
|
195,000 | $208,826 | 0.04 % |
| 342. |
CF INDUSTRIES HOLDINGS INC 6.875% 05/01/2018
Cusip: 12527GAA1
|
205,000 | $208,075 | 0.04 % |
| 343. |
PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
|
384,000 | $205,440 | 0.04 % |
| 344. |
JPMCC_05-LDP2 4.697% 07/15/2042
Cusip: 46625YNB5
|
200,000 | $204,788 | 0.04 % |
| 345. |
PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
|
190,000 | $204,725 | 0.04 % |
| 346. |
AIRGAS INC 7.125% 10/01/2018
Cusip: 009363AE2
|
190,000 | $203,775 | 0.04 % |
| 347. |
GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
|
200,000 | $201,760 | 0.04 % |
| 348. |
VERIZON PENNSYLVANIA INC. 5.650% 11/15/2011
Cusip: 92344TAA6
|
190,000 | $199,701 | 0.03 % |
| 349. |
BROCADE COMMUNICATIONS SYSTEMS 6.625% 01/15/2018
Cusip: 111621AE8
|
201,000 | $198,990 | 0.03 % |
| 350. |
VIRGIN MEDIA SECURED FINANCE 6.500% 01/15/2018
Cusip: 92769XAA3
|
200,000 | $196,438 | 0.03 % |
| 351. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
172,000 | $193,500 | 0.03 % |
| 352. |
BMWLT_09-1 2.040% 04/15/2011
Cusip: 09657CAB6
|
193,176.08 | $193,439 | 0.03 % |
| 353. |
THE MANITOWOC CO INC 7.125% 11/01/2013
Cusip: 563571AF5
|
200,000 | $193,000 | 0.03 % |
| 354. |
GSMS_04-GG2 4.602% 08/10/2038
Cusip: 36228CTE3
|
191,628.11 | $192,986 | 0.03 % |
| 355. |
CROWN AMERICAS INC 7.750% 11/15/2015
Cusip: 228188AD0
|
185,000 | $191,937 | 0.03 % |
| 356. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
175,000 | $190,750 | 0.03 % |
| 357. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
180,000 | $189,450 | 0.03 % |
| 358. |
ARCH WESTERN FINANCE LLC 6.750% 07/01/2013
Cusip: 03939RAB6
|
185,000 | $185,462 | 0.03 % |
| 359. |
COMCAST CORPORATION 6.450% 03/15/2037
Cusip: 20030NAM3
|
170,000 | $183,821 | 0.03 % |
| 360. |
CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
|
180,000 | $183,600 | 0.03 % |
| 361. |
FNMA 30YR 7.500% 06/01/2032
Cusip: 31371KRC7
|
159,058.92 | $181,050 | 0.03 % |
| 362. |
CITIGROUP INC 8.500% 05/22/2019
Cusip: 172967EV9
|
150,000 | $178,818 | 0.03 % |
| 363. |
FFMER_07-2 0.457% 05/25/2037
Cusip: 59024QAB6
|
178,706.35 | $176,930 | 0.03 % |
| 364. |
NCSLT_06-3 7.100% 01/25/2012
Cusip: 63543VAF0
|
1,900,000 | $175,494 | 0.03 % |
| 365. |
FHLMC_2576 5.500% 02/15/2033
Cusip: 31393KBW4
|
174,770.63 | $175,000 | 0.03 % |
| 366. |
FHLMC_K-006 5.532% 12/26/2046
Cusip: 30261CAM6
|
200,000 | $172,461 | 0.03 % |
| 367. |
HCA INC 9.875% 02/15/2017
Cusip: 404119BD0
|
160,000 | $172,000 | 0.03 % |
| 368. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
170,000 | $170,000 | 0.03 % |
| 369. |
CMS ENERGY CORPORATION 6.250% 02/01/2020
Cusip: 125896BE9
|
180,000 | $169,650 | 0.03 % |
| 370. |
CARAT_07-SN2 1.380% 05/16/2011
Cusip: 139743AJ7
|
169,212.16 | $169,302 | 0.03 % |
| 371. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
810,000 | $165,037 | 0.03 % |
| 372. |
WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
|
162,000 | $163,215 | 0.03 % |
| 373. |
FNMA_03-63 6.000% 07/25/2033
Cusip: 31393DRH6
|
1,188,938.7 | $163,161 | 0.03 % |
| 374. |
FNMA 30YR 6.500% 09/01/2037
Cusip: 31371NKN4
|
149,552.85 | $162,858 | 0.03 % |
| 375. |
CONSUMERS ENERGY COMPANY 5.150% 02/15/2017
Cusip: 210518CG9
|
150,000 | $162,614 | 0.03 % |
| 376. |
JPMCC_03-ML1A 3.972% 03/12/2039
Cusip: 46625MVQ9
|
158,523.67 | $162,559 | 0.03 % |
| 377. |
FEDERAL HOME LOAN BANK 5.000% 11/17/2017
Cusip: 3133XMQ87
|
140,000 | $159,759 | 0.03 % |
| 378. |
JPMCC_06-LDP6 5.490% 04/15/2043
Cusip: 46625YP72
|
150,000 | $159,096 | 0.03 % |
| 379. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
161,000 | $158,585 | 0.03 % |
| 380. |
UNITED STATES STEEL CORP 7.375% 04/01/2020
Cusip: 912909AF5
|
157,000 | $155,430 | 0.03 % |
| 381. |
MLMT_08-C1 4.706% 02/12/2051
Cusip: 59025WAA4
|
150,032.27 | $153,149 | 0.03 % |
| 382. |
RR DONNELLEY & SONS COMPANY 4.950% 04/01/2014
Cusip: 257867AM3
|
150,000 | $152,859 | 0.03 % |
| 383. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
150,000 | $152,437 | 0.03 % |
| 384. |
BALL_01-FMA 6.763% 12/13/2016
Cusip: 05947NAL8
|
150,000 | $150,970 | 0.03 % |
| 385. |
DISH DBS CORP 7.875% 09/01/2019
Cusip: 25470XAB1
|
145,000 | $150,800 | 0.03 % |
| 386. |
AMER GEN FIN TL 5.50 LIBOR FL 1.75 7.250% 04/16/2015
Cusip: BAX3959D7
|
155,000 | $150,621 | 0.03 % |
| 387. |
SRFC_10-1A 4.480% 07/20/2026
Cusip: 82651LAA1
|
148,116.03 | $149,951 | 0.03 % |
| 388. |
CVS CAREMARK CORP 6.125% 09/15/2039
Cusip: 126650BR0
|
140,000 | $149,651 | 0.03 % |
| 389. |
QWEST COMMUNICATIONS INTERNATIONAL 7.125% 04/01/2018
Cusip: 749121CB3
|
150,000 | $149,625 | 0.03 % |
| 390. |
METROPOLITAN EDISON COMPANY 4.950% 03/15/2013
Cusip: 591894BU3
|
140,000 | $147,418 | 0.03 % |
| 391. |
PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
|
140,000 | $146,662 | 0.03 % |
| 392. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
135,000 | $145,800 | 0.03 % |
| 393. |
AQUILA INC 11.875% 07/01/2012
Cusip: 03840PAC6
|
125,000 | $143,948 | 0.03 % |
| 394. |
DENBURY RESOURCES INC 7.500% 04/01/2013
Cusip: 24823UAE8
|
140,000 | $141,575 | 0.02 % |
| 395. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
145,000 | $137,750 | 0.02 % |
| 396. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
130,000 | $136,825 | 0.02 % |
| 397. |
ONCOR ELECTRIC DELIVERY CO 6.375% 05/01/2012
Cusip: 68233DAS6
|
125,000 | $135,020 | 0.02 % |
| 398. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
130,000 | $133,575 | 0.02 % |
| 399. |
GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
|
130,000 | $132,600 | 0.02 % |
| 400. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BJ9
|
120,000 | $132,300 | 0.02 % |
| 401. |
FLORIDA POWER CORPORATION 6.400% 06/15/2038
Cusip: 341099CL1
|
110,000 | $131,467 | 0.02 % |
| 402. |
L-3 COMMUNICATIONS CORPORATION 6.125% 07/15/2013
Cusip: 502413AL1
|
130,000 | $131,300 | 0.02 % |
| 403. |
EMLT_03-1 3.510% 12/25/2032
Cusip: 29445FAA6
|
139,287.75 | $130,462 | 0.02 % |
| 404. |
LEAR CORPORATION 7.875% 03/15/2018
Cusip: 521865AR6
|
130,000 | $130,325 | 0.02 % |
| 405. |
CASE NEW HOLLAND INC 7.875% 12/01/2017
Cusip: 147446AQ1
|
128,000 | $129,920 | 0.02 % |
| 406. |
FNMA 30YR 6.500% 07/01/2032
Cusip: 31385JMS4
|
115,126.65 | $129,498 | 0.02 % |
| 407. |
QVC INC 7.125% 04/15/2017
Cusip: 747262AC7
|
131,000 | $129,035 | 0.02 % |
| 408. |
QVC INC 7.375% 10/15/2020
Cusip: 747262AE3
|
131,000 | $128,052 | 0.02 % |
| 409. |
EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
|
110,000 | $127,050 | 0.02 % |
| 410. |
INDONESIA (REPUBLIC OF) 8.500% 10/12/2035
Cusip: 455780AT3
|
100,000 | $126,250 | 0.02 % |
| 411. |
URUGUAY (THE REPUBLIC OF) 9.250% 05/17/2017
Cusip: 760942AR3
|
100,000 | $126,250 | 0.02 % |
| 412. |
BSCMS_07-PW18 5.038% 06/11/2050
Cusip: 07401DAA9
|
122,871.8 | $126,220 | 0.02 % |
| 413. |
FNMA 5/1 HYBRID ARM 5.989% 04/01/2036
Cusip: 31410SHK6
|
117,558.51 | $124,382 | 0.02 % |
| 414. |
FNMA 15YR 4.500% 12/01/2020
Cusip: 31403DC56
|
116,121.97 | $123,863 | 0.02 % |
| 415. |
DOMINION RESOURCES INC 5.600% 11/15/2016
Cusip: 25746UBB4
|
110,000 | $123,761 | 0.02 % |
| 416. |
TREASURY NOTE 3.000% 08/31/2016
Cusip: 912828LL2
|
118,000 | $123,144 | 0.02 % |
| 417. |
EXPORT-IMPORT BANK OF KOREA 5.500% 10/17/2012
Cusip: 302154AS8
|
115,000 | $122,015 | 0.02 % |
| 418. |
OHIO EDISON CO 5.450% 05/01/2015
Cusip: 677347CB0
|
110,000 | $120,735 | 0.02 % |
| 419. |
TOLEDO EDISON COMPANY (THE) 7.250% 05/01/2020
Cusip: 889175BE4
|
95,000 | $115,097 | 0.02 % |
| 420. |
FNMA 30YR 9.000% 06/01/2024
Cusip: 31368JCZ0
|
103,276.1 | $112,973 | 0.02 % |
| 421. |
TURKEY (REPUBLIC OF) 7.000% 09/26/2016
Cusip: EF6988721
|
100,000 | $111,375 | 0.02 % |
| 422. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
109,000 | $111,180 | 0.02 % |
| 423. |
BACARDI LTD 7.450% 04/01/2014
Cusip: 067316AA7
|
95,000 | $110,763 | 0.02 % |
| 424. |
MAJAPAHIT HOLDING BV 7.750% 10/17/2016
Cusip: 56068TAB3
|
100,000 | $109,750 | 0.02 % |
| 425. |
REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
|
109,000 | $109,545 | 0.02 % |
| 426. |
FHLMC 12M LIBOR ARM 6.105% 08/01/2036
Cusip: 3128S4EM5
|
101,158.63 | $107,032 | 0.02 % |
| 427. |
RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
|
105,000 | $105,918 | 0.02 % |
| 428. |
CWL_06-4 0.607% 07/25/2036
Cusip: 126670WR5
|
166,161.77 | $105,548 | 0.02 % |
| 429. |
TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
|
100,000 | $105,000 | 0.02 % |
| 430. |
CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
|
100,000 | $103,500 | 0.02 % |
| 431. |
JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
|
100,000 | $102,125 | 0.02 % |
| 432. |
FHLMC 10/1 HYBRID ARM 6.119% 12/01/2036
Cusip: 3128QSZL3
|
93,535.22 | $100,927 | 0.02 % |
| 433. |
FEDERAL HOME LOAN BANK 1.000% 12/28/2011
Cusip: 3133XVRS2
|
100,000 | $100,645 | 0.02 % |
| 434. |
WFMBS_04-K 4.698% 07/25/2034
Cusip: 94981VAH0
|
98,310.75 | $100,149 | 0.02 % |
| 435. |
CSC HOLDINGS INC 8.500% 04/15/2014
Cusip: 126307AA5
|
95,000 | $99,037 | 0.02 % |
| 436. |
AMKOR TECHNOLOGY INC 7.375% 05/01/2018
Cusip: 031652BB5
|
101,000 | $98,475 | 0.02 % |
| 437. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
95,000 | $98,325 | 0.02 % |
| 438. |
BALL CORPORATION 6.750% 09/15/2020
Cusip: 058498AP1
|
97,000 | $97,242 | 0.02 % |
| 439. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
95,000 | $97,137 | 0.02 % |
| 440. |
HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
|
90,000 | $96,300 | 0.02 % |
| 441. |
TREASURY BOND 4.500% 02/15/2036
Cusip: 912810FT0
|
86,000 | $95,003 | 0.02 % |
| 442. |
INDX_06-AR3 5.544% 03/25/2036
Cusip: 45660L5T2
|
177,511.16 | $94,363 | 0.02 % |
| 443. |
AMCAR_07-CM 0.381% 05/07/2012
Cusip: 03063EAD9
|
94,391.68 | $94,301 | 0.02 % |
| 444. |
URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
|
81,000 | $93,960 | 0.02 % |
| 445. |
FNMA 30YR 7.000% 08/01/2032
Cusip: 31391LXQ3
|
82,733.89 | $93,670 | 0.02 % |
| 446. |
FNMA 5/1 HYBRID ARM 6.027% 08/01/2036
Cusip: 31410EFD5
|
87,339.32 | $93,002 | 0.02 % |
| 447. |
YUM! BRANDS INC 6.875% 11/15/2037
Cusip: 988498AD3
|
80,000 | $91,838 | 0.02 % |
| 448. |
INDONESIA (REPUBLIC OF) 6.875% 01/17/2018
Cusip: 455780AY2
|
81,000 | $91,530 | 0.02 % |
| 449. |
TW TELECOM HOLDINGS INC 8.000% 03/01/2018
Cusip: 87311XAA6
|
89,000 | $90,557 | 0.02 % |
| 450. |
CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
|
87,484.42 | $87,865 | 0.02 % |
| 451. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
|
85,000 | $85,000 | 0.01 % |
| 452. |
SPECTRUM BRANDS INC 9.500% 06/15/2018
Cusip: 84762LAF2
|
80,000 | $83,000 | 0.01 % |
| 453. |
ASHLAND INC. 9.125% 06/01/2017
Cusip: 044209AD6
|
75,000 | $82,125 | 0.01 % |
| 454. |
FRONTIER COMMUNICATIONS CORP 8.250% 04/15/2017
Cusip: 35906AAE8
|
81,000 | $81,607 | 0.01 % |
| 455. |
FNMA 5.375% 06/12/2017
Cusip: 31398ADM1
|
70,000 | $81,562 | 0.01 % |
| 456. |
TELECOM ITALIA CAPITAL 5.250% 10/01/2015
Cusip: 87927VAQ1
|
80,000 | $80,739 | 0.01 % |
| 457. |
RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
|
80,000 | $80,200 | 0.01 % |
| 458. |
NCSLT_06-2 6.000% 08/25/2011
Cusip: 63543MAE3
|
1,350,000 | $79,189 | 0.01 % |
| 459. |
GREIF INC 6.750% 02/01/2017
Cusip: 397624AE7
|
80,000 | $78,500 | 0.01 % |
| 460. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
94,000 | $77,315 | 0.01 % |
| 461. |
GEORGIA-PACIFIC CORPORATION 7.000% 01/15/2015
Cusip: 373298CG1
|
75,000 | $75,750 | 0.01 % |
| 462. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
75,000 | $75,375 | 0.01 % |
| 463. |
ECHOSTAR DBS CORPORATION 6.625% 10/01/2014
Cusip: 27876GAY4
|
75,000 | $75,000 | 0.01 % |
| 464. |
GSMS_07-GG10 5.993% 08/10/2045
Cusip: 36246LAN1
|
575,000 | $72,796 | 0.01 % |
| 465. |
EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
|
68,000 | $72,080 | 0.01 % |
| 466. |
HERTZ CORPORATION 8.875% 01/01/2014
Cusip: 428040BZ1
|
70,000 | $70,875 | 0.01 % |
| 467. |
REGENCY ENERGY PARTNERS 9.375% 06/01/2016
Cusip: 75886AAC2
|
65,000 | $69,387 | 0.01 % |
| 468. |
PETRO-CANADA 4.000% 07/15/2013
Cusip: 716442AG3
|
65,000 | $68,137 | 0.01 % |
| 469. |
VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
|
87,000 | $66,772 | 0.01 % |
| 470. |
FRONTIER COMMUNICATIONS CORP 8.500% 04/15/2020
Cusip: 35906AAG3
|
66,000 | $66,495 | 0.01 % |
| 471. |
MYLAN INC 7.875% 07/15/2020
Cusip: 628530AL1
|
65,000 | $66,300 | 0.01 % |
| 472. |
OMNICARE INC 7.750% 06/01/2020
Cusip: 681904AM0
|
65,000 | $66,300 | 0.01 % |
| 473. |
OSHKOSH CORP 8.250% 03/01/2017
Cusip: 688225AB7
|
61,000 | $63,440 | 0.01 % |
| 474. |
GNMA_02-70 6.000% 08/20/2032
Cusip: 38373VF54
|
385,358.57 | $63,101 | 0.01 % |
| 475. |
FHLMC_1614 6.500% 11/15/2023
Cusip: 3133T15B4
|
57,219.74 | $63,075 | 0.01 % |
| 476. |
GRAPHIC PACKAGING INTERNATIONAL 9.500% 06/15/2017
Cusip: 38869PAF1
|
60,000 | $62,700 | 0.01 % |
| 477. |
CONSOL ENERGY INC. 8.000% 04/01/2017
Cusip: 20854PAC3
|
60,000 | $62,250 | 0.01 % |
| 478. |
FEDERAL HOME LOAN BANK 2.625% 05/20/2011
Cusip: 3133XQQQ8
|
60,000 | $61,159 | 0.01 % |
| 479. |
CCO HOLDINGS LLC/CAP CORP 7.875% 04/30/2018
Cusip: 1248EPAJ2
|
57,000 | $57,142 | 0.01 % |
| 480. |
CWALT_07-8CB 5.500% 05/25/2037
Cusip: 02150FAX8
|
497,624.09 | $54,669 | 0.01 % |
| 481. |
VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
|
86,000 | $53,750 | 0.01 % |
| 482. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAK5
|
53,000 | $52,735 | 0.01 % |
| 483. |
LEHMAN BROTHERS HOLDINGS 39.500% 10/02/2008
Cusip: 524935AM5
|
3,480 | $52,483 | 0.01 % |
| 484. |
NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
|
50,000 | $51,250 | 0.01 % |
| 485. |
AMCAR_07-DF 5.490% 07/06/2012
Cusip: 03063TAD6
|
51,054.26 | $51,233 | 0.01 % |
| 486. |
IRWHE_05-A 0.727% 02/25/2034
Cusip: 464187CB7
|
56,329.69 | $49,439 | 0.01 % |
| 487. |
LEAR CORPORATION 8.125% 03/15/2020
Cusip: 521865AS4
|
49,000 | $49,122 | 0.01 % |
| 488. |
CFAT_08-A 4.940% 04/25/2014
Cusip: 14911TAC9
|
46,631.62 | $47,479 | 0.01 % |
| 489. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
47,000 | $47,470 | 0.01 % |
| 490. |
LEHMAN BROTHERS HOLDINGS 53.310% 09/14/2008
Cusip: 524935AA1
|
3,480 | $47,300 | 0.01 % |
| 491. |
COMMUNITY HEALTH SYSTEMS INC 8.875% 07/15/2015
Cusip: 12543DAF7
|
45,000 | $46,406 | 0.01 % |
| 492. |
OSHKOSH CORP 8.500% 03/01/2020
Cusip: 688225AD3
|
44,000 | $45,760 | 0.01 % |
| 493. |
PHILLIPS-VAN HEUSEN CORPORATION 7.375% 05/15/2020
Cusip: 718592AK4
|
45,000 | $45,337 | 0.01 % |
| 494. |
COOPER-STANDARD AUTOMOTIVE 8.500% 05/01/2018
Cusip: 12629YAA9
|
45,000 | $45,225 | 0.01 % |
| 495. |
CONSOL ENERGY INC. 8.250% 04/01/2020
Cusip: 20854PAE9
|
40,000 | $41,850 | 0.01 % |
| 496. |
OMNICARE INC 6.125% 06/01/2013
Cusip: 681904AG3
|
40,000 | $39,300 | 0.01 % |
| 497. |
BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
|
35,000 | $36,400 | 0.01 % |
| 498. |
CSC HOLDINGS INC 7.875% 02/15/2018
Cusip: 126304AG9
|
35,000 | $35,700 | 0.01 % |
| 499. |
FNMA BENCHMARK NOTES 3.250% 08/12/2010
Cusip: 31398ASU7
|
35,000 | $35,122 | 0.01 % |
| 500. |
CXHE_02-D 2.397% 12/25/2032
Cusip: 152314GE4
|
156,348.34 | $33,215 | 0.01 % |
| 501. |
FRONTIER COMMUNICATIONS CORP 7.875% 04/15/2015
Cusip: 35906AAC2
|
32,000 | $32,320 | 0.01 % |
| 502. |
LAMAR MEDIA CORP 7.875% 04/15/2018
Cusip: 513075AW1
|
31,000 | $31,193 | 0.01 % |
| 503. |
CF INDUSTRIES HOLDINGS INC 7.125% 05/01/2020
Cusip: 12527GAB9
|
30,000 | $30,825 | 0.01 % |
| 504. |
BALL CORPORATION 6.625% 03/15/2018
Cusip: 058498AL0
|
30,000 | $30,075 | 0.01 % |
| 505. |
REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
|
359,000 | $27,373 | 0.00 % |
| 506. |
CONSUMERS ENERGY COMPANY 5.000% 03/15/2015
Cusip: 210518CF1
|
25,000 | $27,120 | 0.00 % |
| 507. |
HEXION FINANCE ESCROW LLC 8.875% 02/01/2018
Cusip: 428303AJ0
|
30,000 | $27,075 | 0.00 % |
| 508. |
FNMA_03-71 5.500% 12/25/2031
Cusip: 31393EJX8
|
298,629.17 | $26,802 | 0.00 % |
| 509. |
BROCADE COMMUNICATIONS SYSTEMS 6.875% 01/15/2020
Cusip: 111621AH1
|
27,000 | $26,797 | 0.00 % |
| 510. |
CCO HOLDINGS LLC/CAP CORP 8.125% 04/30/2020
Cusip: 1248EPAM5
|
25,000 | $25,562 | 0.00 % |
| 511. |
MANTECH INTERNATIONAL CORPORATION 7.250% 04/15/2018
Cusip: 564563AA2
|
24,000 | $24,120 | 0.00 % |
| 512. |
FHLMC_2817 6.650% 06/15/2032
Cusip: 31394YXE9
|
414,576.84 | $23,123 | 0.00 % |
| 513. |
LIVE NATION ENTERTAINMENT INC 8.125% 05/15/2018
Cusip: 538034AC3
|
20,000 | $19,250 | 0.00 % |
| 514. |
ARIZONA PUBLIC SERVICE COMPANY 6.375% 10/15/2011
Cusip: 040555CC6
|
15,000 | $15,876 | 0.00 % |
| 515. |
BALTA_05-2 2.747% 04/25/2035
Cusip: 07386HQY0
|
34,246.12 | $15,085 | 0.00 % |
| 516. |
PIONEER NATURAL RESOURCES COMPANY 7.500% 01/15/2020
Cusip: 723787AJ6
|
10,000 | $10,300 | 0.00 % |
| 517. |
REGENCY ENERGY PARTNERS 8.375% 12/15/2013
Cusip: 75886AAB4
|
10,000 | $10,300 | 0.00 % |
| 518. |
FNMA_04-84 5.000% 12/25/2022
Cusip: 31394BHB3
|
180,791.72 | $8,753 | 0.00 % |
| 519. |
RAMC_07-2 6.313% 06/25/2037
Cusip: 75970QAN0
|
190,000 | $6,399 | 0.00 % |
| 520. |
RAMC_07-2 6.660% 06/25/2037
Cusip: 75970QAP5
|
125,000 | $2,742 | 0.00 % |
| 521. |
RAMC_07-2 7.006% 06/25/2037
Cusip: 75970QAQ3
|
180,000 | $2,051 | 0.00 % |
| 522. |
GNMA_02-80 6.000% 01/20/2032
Cusip: 38373V2W9
|
18,570.41 | $267 | 0.00 % |
| 523. |
FAIRPOINT COMMUNICATIONS INC
Cusip: 305560104
|
3,230 | $172 | 0.00 % |
| 524. |
KRISPY KREME DOUGHNUTS-CW12 0.000% 03/02/2012
Cusip: 501014112
|
683 | $58 | 0.00 % |
|
Other Assets less Liabilities
Cusip:
|
$-32,228,894 | -5.62 % | ||
| Net Assets | $573,367,735 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
20,779,987.52 | $20,779,987 | 3.45 % |
| 2. |
HEWLETT-PACKARD CO
Cusip: 428236103
|
391,899 | $18,031,272 | 2.99 % |
| 3. |
BANK OF AMERICA CORP
Cusip: 060505104
|
917,328 | $14,438,742 | 2.40 % |
| 4. |
INTEL CORP
Cusip: 458140100
|
612,953 | $13,129,453 | 2.18 % |
| 5. |
CHEVRON CORP
Cusip: 166764100
|
163,012 | $12,041,696 | 2.00 % |
| 6. |
XL CAPITAL LTD -CLASS A
Cusip: G98255105
|
664,256 | $11,697,548 | 1.94 % |
| 7. |
LORILLARD INC
Cusip: 544147101
|
157,743 | $11,277,047 | 1.87 % |
| 8. |
EXXON MOBIL CORP
Cusip: 30231G102
|
169,423 | $10,243,314 | 1.70 % |
| 9. |
FNMA 30YR TBA(REG A) 6.000% 06/01/2040
Cusip: 01F060667
|
9,180,000 | $9,887,144 | 1.64 % |
| 10. |
JPMORGAN CHASE & CO
Cusip: 46625H100
|
247,096 | $9,780,059 | 1.62 % |
| 11. |
CONOCOPHILLIPS..
Cusip: 20825C104
|
179,053 | $9,285,688 | 1.54 % |
| 12. |
FNMA 30YR TBA(REG A) 5.500% 06/01/2040
Cusip: 01F052664
|
7,500,000 | $8,000,392 | 1.33 % |
| 13. |
ORACLE CORP
Cusip: 68389X105
|
352,086 | $7,946,581 | 1.32 % |
| 14. |
DU PONT (E.I.) DE NEMOURS
Cusip: 263534109
|
217,995 | $7,884,879 | 1.31 % |
| 15. |
MERCK & CO. INC.
Cusip: 58933Y105
|
228,903 | $7,711,742 | 1.28 % |
| 16. |
ILLINOIS TOOL WORKS
Cusip: 452308109
|
157,314 | $7,304,089 | 1.21 % |
| 17. |
CATERPILLAR INC
Cusip: 149123101
|
117,632 | $7,147,320 | 1.19 % |
| 18. |
GOLDMAN SACHS GROUP INC
Cusip: 38141G104
|
46,339 | $6,684,864 | 1.11 % |
| 19. |
TREASURY BOND 4.625% 02/15/2040
Cusip: 912810QE1
|
6,180,000 | $6,599,078 | 1.10 % |
| 20. |
WAL-MART STORES INC
Cusip: 931142103
|
119,564 | $6,045,155 | 1.00 % |
| 21. |
UNITED TECHNOLOGIES CORP
Cusip: 913017109
|
87,648 | $5,905,722 | 0.98 % |
| 22. |
BRISTOL-MYERS SQUIBB CO
Cusip: 110122108
|
252,576 | $5,862,288 | 0.97 % |
| 23. |
PFIZER INC
Cusip: 717081103
|
370,705 | $5,645,837 | 0.94 % |
| 24. |
AT&T INC
Cusip: 00206R102
|
228,596 | $5,554,882 | 0.92 % |
| 25. |
ACE LTD
Cusip: H0023R105
|
111,853 | $5,498,693 | 0.91 % |
| 26. |
FNMA 30YR TBA(REG A) 5.000% 06/01/2040
Cusip: 01F050668
|
5,000,000 | $5,233,595 | 0.87 % |
| 27. |
BEST BUY CO INC
Cusip: 086516101
|
123,809 | $5,230,930 | 0.87 % |
| 28. |
VERIZON COMMUNICATIONS INC
Cusip: 92343V104
|
183,232 | $5,042,544 | 0.84 % |
| 29. |
MORGAN STANLEY
Cusip: 617446448
|
181,769 | $4,927,757 | 0.82 % |
| 30. |
MICROSOFT CORP
Cusip: 594918104
|
190,257 | $4,908,630 | 0.82 % |
| 31. |
EVEREST RE GROUP LTD
Cusip: G3223R108
|
65,794 | $4,781,907 | 0.79 % |
| 32. |
HONEYWELL INTERNATIONAL INC
Cusip: 438516106
|
111,559 | $4,771,378 | 0.79 % |
| 33. |
EATON CORP
Cusip: 278058102
|
66,206 | $4,631,109 | 0.77 % |
| 34. |
TARGET CORP
Cusip: 87612E106
|
83,732 | $4,565,905 | 0.76 % |
| 35. |
FNMA 30YR TBA(REG A) 4.500% 06/01/2040
Cusip: 01F042665
|
4,420,000 | $4,509,779 | 0.75 % |
| 36. |
INTL BUSINESS MACHINES CORP
Cusip: 459200101
|
34,531 | $4,325,353 | 0.72 % |
| 37. |
TRANSOCEAN LTD
Cusip: H8817H100
|
75,609 | $4,292,322 | 0.71 % |
| 38. |
CARNIVAL CORP
Cusip: 143658300
|
118,224 | $4,283,255 | 0.71 % |
| 39. |
MEDTRONIC INC
Cusip: 585055106
|
108,314 | $4,243,742 | 0.70 % |
| 40. |
HOME DEPOT INC
Cusip: 437076102
|
121,986 | $4,130,445 | 0.69 % |
| 41. |
HALLIBURTON CO
Cusip: 406216101
|
165,135 | $4,100,302 | 0.68 % |
| 42. |
TREASURY NOTE 2.375% 02/28/2015
Cusip: 912828MR8
|
4,000,000 | $4,065,624 | 0.68 % |
| 43. |
DOMINION RESOURCES INC/VA
Cusip: 25746U109
|
104,039 | $4,053,359 | 0.67 % |
| 44. |
THERMO FISHER SCIENTIFIC INC
Cusip: 883556102
|
77,646 | $4,042,250 | 0.67 % |
| 45. |
TYCO INTERNATIONAL LTD
Cusip: H89128104
|
110,706 | $4,006,450 | 0.67 % |
| 46. |
GENERAL ELECTRIC CO
Cusip: 369604103
|
235,837 | $3,855,934 | 0.64 % |
| 47. |
NUCOR CORP
Cusip: 670346105
|
89,038 | $3,833,085 | 0.64 % |
| 48. |
KOHLS CORP
Cusip: 500255104
|
75,119 | $3,812,289 | 0.63 % |
| 49. |
ACCENTURE PLC-CL A
Cusip: G1151C101
|
101,580 | $3,811,281 | 0.63 % |
| 50. |
APACHE CORP
Cusip: 037411105
|
41,892 | $3,751,009 | 0.62 % |
| 51. |
UNITED PARCEL SERVICE-CL B
Cusip: 911312106
|
57,606 | $3,615,352 | 0.60 % |
| 52. |
DOW CHEMICAL
Cusip: 260543103
|
132,981 | $3,578,518 | 0.59 % |
| 53. |
WEYERHAEUSER CO
Cusip: 962166104
|
83,454 | $3,553,471 | 0.59 % |
| 54. |
GILEAD SCIENCES INC
Cusip: 375558103
|
97,770 | $3,511,898 | 0.58 % |
| 55. |
FNMA 30YR TBA(REG A) 6.500% 06/01/2040
Cusip: 01F062663
|
3,150,000 | $3,426,607 | 0.57 % |
| 56. |
SCHLUMBERGER LTD
Cusip: 806857108
|
60,916 | $3,420,433 | 0.57 % |
| 57. |
SIEMENS AG-SPONS ADR
Cusip: 826197501
|
37,654 | $3,371,162 | 0.56 % |
| 58. |
FNMA 15YR TBA(REG B) 5.000% 06/01/2025
Cusip: 01F050460
|
3,170,000 | $3,366,143 | 0.56 % |
| 59. |
FREDDIE MAC 4.200% 12/10/2015
Cusip: 3128X77K4
|
3,340,000 | $3,342,942 | 0.56 % |
| 60. |
ANADARKO PETROLEUM CORP
Cusip: 032511107
|
62,181 | $3,253,931 | 0.54 % |
| 61. |
PARKER HANNIFIN CORP
Cusip: 701094104
|
50,889 | $3,127,637 | 0.52 % |
| 62. |
FREEPORT-MCMORAN COPPER
Cusip: 35671D857
|
43,964 | $3,079,678 | 0.51 % |
| 63. |
BAKER HUGHES INC
Cusip: 057224107
|
79,281 | $3,023,777 | 0.50 % |
| 64. |
COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
|
2,607,000 | $2,954,531 | 0.49 % |
| 65. |
DEERE & CO
Cusip: 244199105
|
50,705 | $2,924,664 | 0.49 % |
| 66. |
AIR PRODUCTS & CHEMICALS INC
Cusip: 009158106
|
42,103 | $2,907,633 | 0.48 % |
| 67. |
SYMANTEC CORP
Cusip: 871503108
|
198,274 | $2,809,542 | 0.47 % |
| 68. |
CFLT_10-A 1.780% 06/15/2011
Cusip: 171204AD2
|
2,700,000 | $2,694,627 | 0.45 % |
| 69. |
FNMA 15YR 4.500% 05/01/2024
Cusip: 31416CE28
|
2,556,095.4 | $2,679,640 | 0.45 % |
| 70. |
TRAVELERS COS INC/THE
Cusip: 89417E109
|
53,730 | $2,658,023 | 0.44 % |
| 71. |
WELLS FARGO & CO
Cusip: 949746101
|
92,411 | $2,651,271 | 0.44 % |
| 72. |
CVS CAREMARK CORP
Cusip: 126650100
|
76,020 | $2,632,572 | 0.44 % |
| 73. |
SPRINT NEXTEL CORP
Cusip: 852061100
|
496,134 | $2,545,167 | 0.42 % |
| 74. |
EMERSON ELECTRIC CO
Cusip: 291011104
|
54,213 | $2,517,651 | 0.42 % |
| 75. |
PHILIP MORRIS INTERNATIONAL
Cusip: 718172109
|
56,517 | $2,493,530 | 0.41 % |
| 76. |
ABBOTT LABORATORIES
Cusip: 002824100
|
51,626 | $2,455,332 | 0.41 % |
| 77. |
COVIDIEN PLC
Cusip: G2554F105
|
57,187 | $2,424,156 | 0.40 % |
| 78. |
ABB LTD-SPON ADR
Cusip: 000375204
|
140,902 | $2,396,743 | 0.40 % |
| 79. |
GSMS_07-GG10 5.805% 08/10/2045
Cusip: 36246LAE1
|
2,560,000 | $2,381,762 | 0.40 % |
| 80. |
DEVON ENERGY CORPORATION
Cusip: 25179M103
|
36,639 | $2,339,400 | 0.39 % |
| 81. |
INGERSOLL-RAND PLC
Cusip: G47791101
|
62,560 | $2,334,113 | 0.39 % |
| 82. |
TREASURY NOTE 2.500% 04/30/2015
Cusip: 912828MZ0
|
2,160,000 | $2,203,536 | 0.37 % |
| 83. |
STAPLES INC
Cusip: 855030102
|
100,711 | $2,167,300 | 0.36 % |
| 84. |
CFAIT_09-1 1.830% 11/15/2012
Cusip: 17290DAB0
|
2,100,000 | $2,106,684 | 0.35 % |
| 85. |
TREASURY NOTE 1.375% 11/15/2012
Cusip: 912828LX6
|
2,070,000 | $2,087,628 | 0.35 % |
| 86. |
VIACOM INC-CLASS B
Cusip: 92553P201
|
61,703 | $2,073,837 | 0.34 % |
| 87. |
CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
|
1,515,000 | $1,915,153 | 0.32 % |
| 88. |
AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
|
1,730,000 | $1,873,844 | 0.31 % |
| 89. |
VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
|
1,705,000 | $1,845,074 | 0.31 % |
| 90. |
RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
|
1,805,000 | $1,831,766 | 0.30 % |
| 91. |
FNMA 30YR 5.000% 10/01/2039
Cusip: 31417MLR2
|
1,738,739.02 | $1,823,659 | 0.30 % |
| 92. |
TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
|
1,700,000 | $1,812,155 | 0.30 % |
| 93. |
COMCAST CORP-CL A
Cusip: 20030N101
|
99,888 | $1,806,973 | 0.30 % |
| 94. |
WELLPOINT INC
Cusip: 94973V107
|
34,358 | $1,762,565 | 0.29 % |
| 95. |
SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
|
1,555,000 | $1,722,874 | 0.29 % |
| 96. |
TIME WARNER INC
Cusip: 887317303
|
55,452 | $1,718,457 | 0.29 % |
| 97. |
SBC COMMUNICATIONS INC 6.250% 03/15/2011
Cusip: 78387GAD5
|
1,630,000 | $1,694,120 | 0.28 % |
| 98. |
FORD MOTOR CO 4.25% 11/15/16 4.250% 11/15/2016
Cusip: 345370CN8
|
1,180,000 | $1,670,526 | 0.28 % |
| 99. |
DELTA AIR LINES INC
Cusip: 247361702
|
122,881 | $1,668,723 | 0.28 % |
| 100. |
ULTRA PETROLEUM CORP
Cusip: 903914109
|
33,236 | $1,529,520 | 0.25 % |
| 101. |
SABMILLER PLC 5.700% 01/15/2014
Cusip: 78572MAE5
|
1,380,000 | $1,525,235 | 0.25 % |
| 102. |
XILINX INC
Cusip: 983919101
|
61,794 | $1,510,863 | 0.25 % |
| 103. |
GCCFC_07-GG9 5.444% 03/10/2039
Cusip: 20173QAE1
|
1,550,000 | $1,497,837 | 0.25 % |
| 104. |
HERTZ_05-2A 5.080% 11/25/2011
Cusip: 42805RAT6
|
1,470,000 | $1,485,193 | 0.25 % |
| 105. |
CDCMT_02 - FX1 5.676% 11/15/2030
Cusip: 125044AB3
|
1,397,522.21 | $1,439,982 | 0.24 % |
| 106. |
GOLDMAN SACHS GROUP INC 7.500% 02/15/2019
Cusip: 38141EA25
|
1,285,000 | $1,421,962 | 0.24 % |
| 107. |
PRAXAIR INC
Cusip: 74005P104
|
18,254 | $1,416,510 | 0.24 % |
| 108. |
PANCANADIAN PETROLEUM 6.300% 11/01/2011
Cusip: 698900AF4
|
1,335,000 | $1,414,277 | 0.23 % |
| 109. |
WEATHERFORD INTL LTD
Cusip: H27013103
|
98,473 | $1,390,438 | 0.23 % |
| 110. |
CONTINENTAL AIRLINES-CLASS B
Cusip: 210795308
|
65,032 | $1,372,175 | 0.23 % |
| 111. |
FGOLD 30YR TBA(REG A) 5.000% 06/01/2040
Cusip: 02R050663
|
1,300,000 | $1,360,937 | 0.23 % |
| 112. |
DUNKN_06-1 5.779% 06/20/2031
Cusip: 233046AA9
|
1,350,000 | $1,331,896 | 0.22 % |
| 113. |
TREASURY NOTE 4.000% 02/15/2014
Cusip: 912828CA6
|
1,225,000 | $1,330,274 | 0.22 % |
| 114. |
CHUBB CORP
Cusip: 171232101
|
25,950 | $1,303,728 | 0.22 % |
| 115. |
TREASURY NOTE 2.375% 03/31/2016
Cusip: 912828KT6
|
1,310,000 | $1,302,221 | 0.22 % |
| 116. |
FNMA 25YR 5.000% 04/01/2029
Cusip: 31404SFB6
|
1,224,942.63 | $1,294,335 | 0.21 % |
| 117. |
US AIRWAYS GROUP INC
Cusip: 90341W108
|
145,726 | $1,286,760 | 0.21 % |
| 118. |
UAL CORP
Cusip: 902549807
|
63,540 | $1,271,435 | 0.21 % |
| 119. |
DOMINION RESOURCES INC 5.250% 08/01/2033
Cusip: 257469AJ5
|
1,160,000 | $1,256,974 | 0.21 % |
| 120. |
FNMA 15YR 6.000% 09/01/2017
Cusip: 31391VHD8
|
1,149,673.1 | $1,243,790 | 0.21 % |
| 121. |
VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
|
1,115,000 | $1,231,685 | 0.20 % |
| 122. |
MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
|
14,670,000 | $1,216,897 | 0.20 % |
| 123. |
JPMORGAN CHASE & CO 6.300% 04/23/2019
Cusip: 46625HHL7
|
1,115,000 | $1,211,820 | 0.20 % |
| 124. |
ERAC USA FINANCE COMPANY 7.000% 10/15/2037
Cusip: 26882PBE1
|
1,090,000 | $1,202,897 | 0.20 % |
| 125. |
MORGAN STANLEY 5.500% 01/26/2020
Cusip: 61747YCM5
|
1,235,000 | $1,176,848 | 0.20 % |
| 126. |
NISOURCE FINANCE CORPORATION 6.150% 03/01/2013
Cusip: 65473QAK9
|
1,075,000 | $1,170,494 | 0.19 % |
| 127. |
DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
|
980,000 | $1,162,286 | 0.19 % |
| 128. |
EXELON CORPORATION 4.450% 06/15/2010
Cusip: 30161NAB7
|
1,160,000 | $1,162,025 | 0.19 % |
| 129. |
MASTERCARD INC-CLASS A
Cusip: 57636Q104
|
5,669 | $1,143,834 | 0.19 % |
| 130. |
SOUTHERN NATURAL GAS COMPANY 5.900% 04/01/2017
Cusip: 843452BC6
|
1,085,000 | $1,134,511 | 0.19 % |
| 131. |
FNMA 20YR 5.500% 07/01/2023
Cusip: 31401V6F3
|
1,039,307.36 | $1,122,106 | 0.19 % |
| 132. |
NISOURCE FINANCE CORPORATION 5.250% 09/15/2017
Cusip: 65473QAQ6
|
1,080,000 | $1,110,959 | 0.18 % |
| 133. |
TAIWAN SEMICONDUCTOR-SP ADR
Cusip: 874039100
|
113,335 | $1,105,016 | 0.18 % |
| 134. |
KRAFT FOODS INC 6.500% 08/11/2017
Cusip: 50075NAS3
|
970,000 | $1,097,280 | 0.18 % |
| 135. |
FGOLD 30YR TBA(REG A) 6.500% 06/01/2040
Cusip: 02R062668
|
1,000,000 | $1,089,219 | 0.18 % |
| 136. |
MSC_04-HQ4 4.590% 04/14/2040
Cusip: 61745MT29
|
1,075,000 | $1,080,665 | 0.18 % |
| 137. |
FGOLD 30YR TBA(REG A) 6.000% 06/01/2040
Cusip: 02R060662
|
1,000,000 | $1,077,812 | 0.18 % |
| 138. |
CSX CORP
Cusip: 126408103
|
20,431 | $1,067,519 | 0.18 % |
| 139. |
MALT_04-7 5.000% 08/25/2019
Cusip: 576434TL8
|
1,120,329.75 | $1,065,302 | 0.18 % |
| 140. |
DTE ENERGY COMPANY 7.625% 05/15/2014
Cusip: 233331AN7
|
905,000 | $1,057,371 | 0.18 % |
| 141. |
TELEFONICA EMISIONES SAU 5.134% 04/27/2020
Cusip: 87938WAM5
|
1,080,000 | $1,041,847 | 0.17 % |
| 142. |
CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
|
990,000 | $1,012,612 | 0.17 % |
| 143. |
ARCELORMITTAL 9.850% 06/01/2019
Cusip: 03938LAM6
|
825,000 | $1,007,030 | 0.17 % |
| 144. |
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
|
920,000 | $978,193 | 0.16 % |
| 145. |
TRANSCONTINENTAL GAS PIPELINE 6.400% 04/15/2016
Cusip: 893570BW0
|
846,000 | $962,271 | 0.16 % |
| 146. |
RELIANT ENERGY RESOURCES 7.750% 02/15/2011
Cusip: 75953GAC7
|
915,000 | $954,913 | 0.16 % |
| 147. |
US BANCORP
Cusip: 902973304
|
39,574 | $948,193 | 0.16 % |
| 148. |
MICROCHIP TECHNOLOGY INC
Cusip: 595017104
|
33,204 | $924,731 | 0.15 % |
| 149. |
FNMA 25YR 5.500% 11/01/2028
Cusip: 31403FRD8
|
856,599.61 | $922,446 | 0.15 % |
| 150. |
JPMCC_04-LN2 4.475% 07/15/2041
Cusip: 46625YCU5
|
883,784.01 | $904,480 | 0.15 % |
| 151. |
REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
|
855,000 | $903,018 | 0.15 % |
| 152. |
HERTZ_05-1A 0.593% 11/25/2011
Cusip: 42805RAK5
|
900,000 | $897,364 | 0.15 % |
| 153. |
EMBARQ CORPORATION 7.995% 06/01/2036
Cusip: 29078EAA3
|
885,000 | $892,064 | 0.15 % |
| 154. |
GMACM_05-J1 5.500% 12/25/2035
Cusip: 36185MCF7
|
894,544.77 | $886,628 | 0.15 % |
| 155. |
VALE SA-SP ADR
Cusip: 91912E105
|
32,263 | $877,230 | 0.15 % |
| 156. |
BANK OF NEW YORK MELLON CORP
Cusip: 064058100
|
32,227 | $876,574 | 0.15 % |
| 157. |
GNMA 30YR 5.000% 02/15/2034
Cusip: 36290STN1
|
823,086.57 | $874,449 | 0.15 % |
| 158. |
US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
|
880,000 | $872,564 | 0.14 % |
| 159. |
RIO TINTO PLC-SPON ADR
Cusip: 767204100
|
18,876 | $870,183 | 0.14 % |
| 160. |
NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
|
795,000 | $866,625 | 0.14 % |
| 161. |
TYCO ELECTRONICS LTD
Cusip: H8912P106
|
30,045 | $865,896 | 0.14 % |
| 162. |
FGOLD 15YR 5.000% 10/01/2018
Cusip: 3128H7XM9
|
798,395.83 | $859,946 | 0.14 % |
| 163. |
CFLT_10-A 4.490% 09/16/2013
Cusip: 171204AK6
|
850,000 | $847,693 | 0.14 % |
| 164. |
FNMA 30YR 7.000% 06/01/2031
Cusip: 31385HNZ1
|
746,868.36 | $845,321 | 0.14 % |
| 165. |
PEBBLEBROOK HOTEL TRUST
Cusip: 70509V100
|
41,047 | $842,284 | 0.14 % |
| 166. |
CFLX_05-2 6.500% 06/25/2035
Cusip: 16165TBA0
|
998,368.9 | $836,445 | 0.14 % |
| 167. |
FGOLD 30YR GIANT 7.000% 07/01/2032
Cusip: 31283HS63
|
746,325.48 | $831,383 | 0.14 % |
| 168. |
TELEFONICA EUROPE 7.750% 09/15/2010
Cusip: 879385AC6
|
795,000 | $809,790 | 0.13 % |
| 169. |
GSMS_07-EOP 1.099% 03/06/2020
Cusip: 36228CB69
|
950,000 | $803,384 | 0.13 % |
| 170. |
FNMA 15YR 4.500% 04/01/2018
Cusip: 31385W6M6
|
755,931.6 | $802,271 | 0.13 % |
| 171. |
TREASURY NOTE 3.500% 05/15/2020
Cusip: 912828ND8
|
749,000 | $761,403 | 0.13 % |
| 172. |
BSARM_05-8 5.102% 08/25/2035
Cusip: 07387AEC5
|
875,000 | $759,564 | 0.13 % |
| 173. |
TCM SUB LLC 3.550% 01/15/2015
Cusip: 872312AA1
|
740,000 | $748,269 | 0.12 % |
| 174. |
TAROT_06-C 5.310% 05/13/2013
Cusip: 89578PAD1
|
726,392.96 | $743,099 | 0.12 % |
| 175. |
GNMA 30YR 5.500% 10/15/2033
Cusip: 36200MYD9
|
682,854.05 | $738,556 | 0.12 % |
| 176. |
FNMA 30YR 5.500% 03/01/2033
Cusip: 31400HKP7
|
680,244.08 | $736,570 | 0.12 % |
| 177. |
LBUBS_07-C7 5.866% 09/15/2045
Cusip: 52109RBM2
|
750,000 | $730,302 | 0.12 % |
| 178. |
FGOLD 30YR 6.000% 10/01/2031
Cusip: 31298WFA8
|
660,762.86 | $724,619 | 0.12 % |
| 179. |
WBCMT_06-C27 5.727% 07/15/2045
Cusip: 92977QAC2
|
700,000 | $723,587 | 0.12 % |
| 180. |
AMR CORP
Cusip: 001765106
|
94,092 | $721,685 | 0.12 % |
| 181. |
COMM_07-C9 6.010% 12/10/2049
Cusip: 20047RAE3
|
700,000 | $704,877 | 0.12 % |
| 182. |
FGOLD 15YR 5.500% 12/01/2017
Cusip: 3128GXNN2
|
650,931.62 | $704,029 | 0.12 % |
| 183. |
FORD MOTOR CO
Cusip: 345370860
|
60,014 | $703,964 | 0.12 % |
| 184. |
CCI_10-1 4.523% 01/15/2015
Cusip: 22822RAP5
|
650,000 | $689,377 | 0.11 % |
| 185. |
PPL ELECTRIC UTILITIES CORP 7.125% 11/30/2013
Cusip: 69351UAL7
|
585,000 | $681,800 | 0.11 % |
| 186. |
GCCFC_07-GG11 5.736% 12/10/2049
Cusip: 20173VAE0
|
700,000 | $672,984 | 0.11 % |
| 187. |
JPMCC_07-CB20 5.794% 02/12/2051
Cusip: 46631QAD4
|
675,000 | $668,852 | 0.11 % |
| 188. |
LBUBS_04-C2 3.973% 03/15/2029
Cusip: 52108HZX5
|
650,000 | $661,576 | 0.11 % |
| 189. |
FNMA 20YR 5.000% 07/01/2023
Cusip: 31385XLP0
|
621,661.43 | $661,335 | 0.11 % |
| 190. |
GFCM_03-1 5.254% 05/12/2035
Cusip: 36161RAD1
|
620,142.75 | $650,678 | 0.11 % |
| 191. |
FNMA 30YR 6.500% 09/01/2032
Cusip: 31390RHF3
|
574,528.13 | $644,400 | 0.11 % |
| 192. |
LBUBS_06-C4 6.055% 06/15/2032
Cusip: 52108RAD4
|
600,000 | $642,385 | 0.11 % |
| 193. |
CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
|
560,000 | $641,602 | 0.11 % |
| 194. |
FNMA 30YR 6.500% 12/01/2033
Cusip: 31403MUJ6
|
578,141.6 | $641,000 | 0.11 % |
| 195. |
FNMA 30YR 6.000% 11/01/2032
Cusip: 31390SJ77
|
582,798.65 | $640,145 | 0.11 % |
| 196. |
FNMA 15YR TBA(REG B) 4.500% 06/01/2025
Cusip: 01F042467
|
600,000 | $627,656 | 0.10 % |
| 197. |
JPMCC_05-LDP5 5.344% 12/15/2044
Cusip: 46625YXP3
|
600,000 | $627,433 | 0.10 % |
| 198. |
QWEST CORPORATION 7.500% 10/01/2014
Cusip: 74913GAG0
|
595,000 | $626,237 | 0.10 % |
| 199. |
MALT_04-4 6.000% 05/25/2034
Cusip: 576434PY4
|
669,732.09 | $619,309 | 0.10 % |
| 200. |
XSTRATA PLC
Cusip: 984220889
|
42,660 | $618,953 | 0.10 % |
| 201. |
MOLSON COORS BREWING CO 4.850% 09/22/2010
Cusip: 60871NAC3
|
605,000 | $612,078 | 0.10 % |
| 202. |
WBCMT_05-C20 5.087% 07/15/2042
Cusip: 9297664M2
|
600,000 | $611,997 | 0.10 % |
| 203. |
FNMA 15YR 5.000% 12/01/2020
Cusip: 31403CXG1
|
570,112.27 | $610,115 | 0.10 % |
| 204. |
SDART_07-1 0.387% 09/15/2014
Cusip: 80281VAD5
|
607,517.67 | $602,893 | 0.10 % |
| 205. |
FNMA 30YR 5.500% 07/01/2033
Cusip: 31402KDY7
|
551,341.31 | $598,810 | 0.10 % |
| 206. |
TELECOM ITALIA CAPITAL 7.200% 07/18/2036
Cusip: 87927VAR9
|
605,000 | $586,141 | 0.10 % |
| 207. |
CCCIT_08-C6 6.300% 06/20/2014
Cusip: 17305EEL5
|
550,000 | $585,948 | 0.10 % |
| 208. |
DUKE ENERGY CORPORATION 6.300% 02/01/2014
Cusip: 264399EQ5
|
520,000 | $583,543 | 0.10 % |
| 209. |
COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
|
545,000 | $580,332 | 0.10 % |
| 210. |
BACCT_08-A1 0.917% 04/15/2013
Cusip: 05522RBS6
|
575,000 | $576,104 | 0.10 % |
| 211. |
BACM_05-6 5.350% 09/10/2047
Cusip: 05947U4D7
|
550,000 | $572,811 | 0.10 % |
| 212. |
FGOLD 30YR 7.000% 06/01/2032
Cusip: 31287TSL0
|
509,140.3 | $568,395 | 0.09 % |
| 213. |
NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
|
505,000 | $568,037 | 0.09 % |
| 214. |
ACCSS_05-1 0.351% 06/22/2018
Cusip: 00432CCD1
|
568,009.8 | $566,921 | 0.09 % |
| 215. |
HERTZ_09-2A 4.260% 03/25/2014
Cusip: 42805RAU3
|
550,000 | $562,883 | 0.09 % |
| 216. |
CWHL_05-R2 7.000% 06/25/2035
Cusip: 12669GN98
|
605,196.35 | $559,635 | 0.09 % |
| 217. |
FNMA 30YR 6.500% 12/01/2034
Cusip: 31406AWB4
|
505,171.53 | $556,537 | 0.09 % |
| 218. |
MALT_04-8 5.000% 09/25/2019
Cusip: 576434UX0
|
583,612.26 | $554,705 | 0.09 % |
| 219. |
NOTA DO TESOURO NACIONAL 10.000% 01/01/2013
Cusip: EG6231302
|
100,000 | $545,074 | 0.09 % |
| 220. |
TREASURY NOTE 3.625% 02/15/2020
Cusip: 912828MP2
|
530,000 | $543,622 | 0.09 % |
| 221. |
NISOURCE FINANCE CORPORATION 5.450% 09/15/2020
Cusip: 65473QAR4
|
540,000 | $543,025 | 0.09 % |
| 222. |
FHLB 0.625% 05/27/2011
Cusip: 3133XYCW3
|
540,000 | $540,070 | 0.09 % |
| 223. |
US TII 2.5 01/15/29 (TIPS) 2.500% 01/15/2029
Cusip: 912810PZ5
|
475,000 | $534,687 | 0.09 % |
| 224. |
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.000% 04/15/2020
Cusip: 03523TAU2
|
525,000 | $532,709 | 0.09 % |
| 225. |
CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
|
510,000 | $532,312 | 0.09 % |
| 226. |
DETROIT EDISON COMPANY 6.400% 10/01/2013
Cusip: 250847EE6
|
470,000 | $530,698 | 0.09 % |
| 227. |
WOODSIDE FINANCE LTD 4.500% 11/10/2014
Cusip: 980236AJ2
|
515,000 | $523,923 | 0.09 % |
| 228. |
CITEC_09-VT1 2.200% 06/15/2011
Cusip: 12557TAB4
|
521,570.35 | $522,343 | 0.09 % |
| 229. |
HERTZ_09-2A 5.290% 03/25/2016
Cusip: 42805RAV1
|
500,000 | $521,723 | 0.09 % |
| 230. |
SBAC_10-1 4.254% 04/15/2040
Cusip: 78403DAA8
|
500,000 | $517,636 | 0.09 % |
| 231. |
ANADARKO PETROLEUM CORPORATION 6.200% 03/15/2040
Cusip: 032510AC3
|
560,000 | $517,262 | 0.09 % |
| 232. |
MSC_06-T23 5.971% 08/12/2041
Cusip: 61749MAU3
|
475,000 | $510,537 | 0.08 % |
| 233. |
KRAFT FOODS INC 6.125% 02/01/2018
Cusip: 50075NAU8
|
455,000 | $502,281 | 0.08 % |
| 234. |
GOLDMAN SACHS GROUP INC 5.375% 03/15/2020
Cusip: 38141EA58
|
520,000 | $501,667 | 0.08 % |
| 235. |
NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
|
515,000 | $498,262 | 0.08 % |
| 236. |
BURLINGTON NORTHERN SANTA FE LLC 5.750% 05/01/2040
Cusip: 12189LAA9
|
490,000 | $492,093 | 0.08 % |
| 237. |
US TII 2.625 07/15/17 (TIPS) 2.625% 07/15/2017
Cusip: 912828GX2
|
400,000 | $467,549 | 0.08 % |
| 238. |
FGOLD 30YR 6.000% 04/01/2032
Cusip: 31287RQW2
|
414,913.38 | $462,015 | 0.08 % |
| 239. |
BACCT_08-A5 1.537% 12/16/2013
Cusip: 05522RCB2
|
450,000 | $454,533 | 0.08 % |
| 240. |
MSRR_09-GG10 5.805% 08/12/2045
Cusip: 61758FAA0
|
450,000 | $451,094 | 0.07 % |
| 241. |
HERTZ_05-2A 0.593% 11/25/2011
Cusip: 42805RAS8
|
450,000 | $448,682 | 0.07 % |
| 242. |
BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
|
445,000 | $447,701 | 0.07 % |
| 243. |
TREASURY NOTE 1.375% 03/15/2013
Cusip: 912828MT4
|
445,000 | $447,362 | 0.07 % |
| 244. |
CVS CAREMARK CORP 5.750% 06/01/2017
Cusip: 126650BH2
|
410,000 | $447,235 | 0.07 % |
| 245. |
MSRT_10-F 0.506% 06/17/2013
Cusip: 617492AA1
|
450,000 | $444,654 | 0.07 % |
| 246. |
CCI_06-1A 0.507% 11/15/2036
Cusip: 22822RAG5
|
450,000 | $444,609 | 0.07 % |
| 247. |
CARDINAL HEALTH INC 5.650% 06/15/2012
Cusip: 14149YAP3
|
415,000 | $444,078 | 0.07 % |
| 248. |
FNMA 15YR 5.500% 08/01/2018
Cusip: 31402LKF8
|
410,061.74 | $443,916 | 0.07 % |
| 249. |
TOYS R US TLB 4.25 4.555% 07/19/2012
Cusip: BAX0ZT7V4
|
445,000 | $440,131 | 0.07 % |
| 250. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
452,000 | $439,395 | 0.07 % |
| 251. |
TREASURY NOTE 1.375% 01/15/2013
Cusip: 912828MG2
|
435,000 | $437,718 | 0.07 % |
| 252. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
430,302.87 | $428,151 | 0.07 % |
| 253. |
CSFB_04-C1 4.750% 01/15/2037
Cusip: 22541SAD0
|
415,000 | $423,588 | 0.07 % |
| 254. |
DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
|
418,000 | $414,865 | 0.07 % |
| 255. |
CSX CORPORATION 6.300% 03/15/2012
Cusip: 126408GB3
|
380,000 | $408,515 | 0.07 % |
| 256. |
GCCFC_04-GG1 4.883% 06/10/2036
Cusip: 396789FR5
|
400,000 | $408,448 | 0.07 % |
| 257. |
NIELSEN FINANCE VNU TLA 2.00 2.251% 08/09/2013
Cusip: 65410*AA5
|
437,210.57 | $407,152 | 0.07 % |
| 258. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
433,000 | $407,020 | 0.07 % |
| 259. |
TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
|
385,000 | $406,943 | 0.07 % |
| 260. |
FNMA 25YR 5.500% 07/01/2028
Cusip: 31400JRN1
|
368,088.23 | $396,383 | 0.07 % |
| 261. |
CD_05-CD1 5.225% 07/15/2044
Cusip: 12513EAF1
|
375,000 | $395,188 | 0.07 % |
| 262. |
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.200% 01/15/2014
Cusip: 03523TAA6
|
345,000 | $393,286 | 0.07 % |
| 263. |
CENTERPOINT ENERGY RESOURCES CORP 7.875% 04/01/2013
Cusip: 15189YAB2
|
340,000 | $389,656 | 0.06 % |
| 264. |
TRANSALTA CORP 4.750% 01/15/2015
Cusip: 89346DAD9
|
375,000 | $387,898 | 0.06 % |
| 265. |
TAROT_06-B 5.520% 11/12/2012
Cusip: 89578VAD8
|
380,351.77 | $387,125 | 0.06 % |
| 266. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
365,000 | $386,900 | 0.06 % |
| 267. |
US FOODSERVICE TL 2.50 2.733% 07/03/2014
Cusip: BAX392TW0
|
443,858.97 | $385,602 | 0.06 % |
| 268. |
BACM_05-3 4.668% 07/10/2043
Cusip: 05947UR83
|
375,000 | $376,350 | 0.06 % |
| 269. |
FGOLD 15YR 5.000% 08/01/2018
Cusip: 3128H6VS0
|
350,131.74 | $375,746 | 0.06 % |
| 270. |
FNMA 30YR 6.500% 09/01/2032
Cusip: 31391BQN0
|
334,853.17 | $371,412 | 0.06 % |
| 271. |
MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
|
360,000 | $369,677 | 0.06 % |
| 272. |
FNMA 15YR 6.500% 03/01/2017
Cusip: 31371KLR0
|
339,597.41 | $368,035 | 0.06 % |
| 273. |
GECMC_01-3 6.070% 06/10/2038
Cusip: 36158YDD8
|
350,000 | $365,836 | 0.06 % |
| 274. |
HCA INC 7.250% 09/15/2020
Cusip: 404121AA3
|
365,000 | $363,175 | 0.06 % |
| 275. |
PROGRESS ENERGY INC 6.000% 12/01/2039
Cusip: 743263AP0
|
355,000 | $361,008 | 0.06 % |
| 276. |
WBCMT_06-C24 5.576% 03/15/2045
Cusip: 92976BFQ0
|
350,000 | $359,861 | 0.06 % |
| 277. |
ANADARKO PETROLEUM CORPORATION 7.625% 03/15/2014
Cusip: 032511BD8
|
320,000 | $356,199 | 0.06 % |
| 278. |
RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
|
345,000 | $355,350 | 0.06 % |
| 279. |
FORDF_10-1 1.987% 12/15/2014
Cusip: 34528QAJ3
|
350,000 | $354,183 | 0.06 % |
| 280. |
SABMILLER PLC 6.500% 07/15/2018
Cusip: 78572MAF2
|
310,000 | $353,558 | 0.06 % |
| 281. |
CGCMT_06-C5 5.431% 10/15/2049
Cusip: 17310MAE0
|
350,000 | $351,737 | 0.06 % |
| 282. |
AMCAR_10-1 1.660% 03/17/2014
Cusip: 03064CAC4
|
350,000 | $351,048 | 0.06 % |
| 283. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
|
340,000 | $347,650 | 0.06 % |
| 284. |
PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
|
300,000 | $347,610 | 0.06 % |
| 285. |
TAMPA ELECTRIC COMPANY 6.100% 05/15/2018
Cusip: 875127AX0
|
305,000 | $338,314 | 0.06 % |
| 286. |
DRESSER TL 1ST LIEN 2.50 2.500% 05/04/2014
Cusip: 26157VB@5
|
362,051.08 | $337,974 | 0.06 % |
| 287. |
PROGRESS ENERGY INC 6.050% 03/15/2014
Cusip: 743263AM7
|
300,000 | $334,002 | 0.06 % |
| 288. |
NEVADA POWER COMPANY 5.875% 01/15/2015
Cusip: 641423BK3
|
300,000 | $331,923 | 0.06 % |
| 289. |
NEVADA POWER COMPANY 6.500% 05/15/2018
Cusip: 641423BS6
|
290,000 | $326,272 | 0.05 % |
| 290. |
WINDSTREAM CORP 7.875% 11/01/2017
Cusip: 97381WAJ3
|
346,000 | $326,105 | 0.05 % |
| 291. |
CARMX_09-1 5.810% 12/16/2013
Cusip: 14312WAF0
|
300,000 | $325,178 | 0.05 % |
| 292. |
AMXCA_05-4 0.407% 01/15/2015
Cusip: 02582JDN7
|
325,000 | $323,396 | 0.05 % |
| 293. |
TREASURY NOTE 1.375% 05/15/2013
Cusip: 912828NC0
|
322,000 | $323,233 | 0.05 % |
| 294. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
415,190.78 | $315,026 | 0.05 % |
| 295. |
PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
|
285,000 | $313,299 | 0.05 % |
| 296. |
TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
|
302,000 | $307,285 | 0.05 % |
| 297. |
FHLMC REFERENCE NOTES 2.875% 02/09/2015
Cusip: 3137EACH0
|
300,000 | $306,905 | 0.05 % |
| 298. |
VWALT_09-A 3.410% 04/16/2012
Cusip: 928664AC5
|
300,000 | $305,742 | 0.05 % |
| 299. |
GCCFC_03-C1 3.858% 07/05/2035
Cusip: 396789DU0
|
300,000 | $305,367 | 0.05 % |
| 300. |
JPMCC_04-CBX 4.184% 01/12/2037
Cusip: 46625YDB6
|
302,820.37 | $302,743 | 0.05 % |
| 301. |
KRAFT FOODS INC 6.500% 02/09/2040
Cusip: 50075NAZ7
|
285,000 | $301,583 | 0.05 % |
| 302. |
AMXCA_06-3 0.357% 03/17/2014
Cusip: 025822AA5
|
300,000 | $299,201 | 0.05 % |
| 303. |
TREASURY NOTE 1.375% 02/15/2013
Cusip: 912828MN7
|
295,000 | $296,521 | 0.05 % |
| 304. |
OHIO POWER COMPANY 6.000% 06/01/2016
Cusip: 677415CL3
|
265,000 | $295,750 | 0.05 % |
| 305. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
|
285,000 | $292,837 | 0.05 % |
| 306. |
REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
|
332,000 | $289,165 | 0.05 % |
| 307. |
ARIZONA PUBLIC SERVICE COMPANY 6.250% 08/01/2016
Cusip: 040555CJ1
|
260,000 | $284,724 | 0.05 % |
| 308. |
RAMC_05-4 5.565% 02/25/2036
Cusip: 759950FX1
|
299,658.65 | $282,719 | 0.05 % |
| 309. |
FLORIDA POWER CORPORATION 6.400% 06/15/2038
Cusip: 341099CL1
|
245,000 | $279,322 | 0.05 % |
| 310. |
FORD MOTOR COMPANY TLB1 3.0 3.347% 12/15/2013
Cusip: BAX19GAX1
|
298,843.3 | $278,997 | 0.05 % |
| 311. |
FNMA 30YR 5.500% 03/01/2033
Cusip: 31400JC49
|
258,111.7 | $276,742 | 0.05 % |
| 312. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
|
280,000 | $275,100 | 0.05 % |
| 313. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
280,000 | $274,400 | 0.05 % |
| 314. |
GFCM_03-1 5.743% 05/12/2035
Cusip: 36161RAE9
|
250,000 | $273,616 | 0.05 % |
| 315. |
CWALT_03-11T1 4.750% 07/25/2018
Cusip: 12669EPU4
|
271,264.09 | $272,961 | 0.05 % |
| 316. |
JPMCC_09-IWST 4.314% 12/05/2027
Cusip: 46634GAA9
|
266,649.44 | $270,456 | 0.04 % |
| 317. |
VALMONT INDUSTRIES INC 6.625% 04/20/2020
Cusip: 920253AD3
|
267,000 | $269,307 | 0.04 % |
| 318. |
NORTHWEST PIPELINE CORPORATION 7.000% 06/15/2016
Cusip: 667748AM9
|
230,000 | $267,783 | 0.04 % |
| 319. |
COMM_06-CNL 0.590% 02/05/2019
Cusip: 20047MAH7
|
300,000 | $266,849 | 0.04 % |
| 320. |
LBUBS_05-C5 4.930% 09/15/2030
Cusip: 52108H6V1
|
250,000 | $259,577 | 0.04 % |
| 321. |
BMWLT_09-1 2.040% 04/15/2011
Cusip: 09657CAB6
|
257,736.85 | $258,183 | 0.04 % |
| 322. |
JPMCC_03-LN1 4.134% 10/15/2037
Cusip: 46625MA58
|
250,667.68 | $257,719 | 0.04 % |
| 323. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
255,000 | $255,000 | 0.04 % |
| 324. |
AESOP_10-2 3.630% 08/20/2014
Cusip: 05377RAD6
|
250,000 | $252,385 | 0.04 % |
| 325. |
FNMA_03-63 6.000% 07/25/2033
Cusip: 31393DRH6
|
1,210,540.66 | $251,622 | 0.04 % |
| 326. |
CIT GROUP INC 7.000% 05/01/2016
Cusip: 125581FW3
|
270,000 | $245,025 | 0.04 % |
| 327. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
240,000 | $244,200 | 0.04 % |
| 328. |
FNMA 30YR 7.500% 08/01/2025
Cusip: 31371FAX0
|
215,369.82 | $242,152 | 0.04 % |
| 329. |
NALCO COMPANY 8.250% 05/15/2017
Cusip: 629855AP2
|
232,000 | $240,120 | 0.04 % |
| 330. |
NISOURCE FINANCE CORPORATION 5.400% 07/15/2014
Cusip: 65473QAL7
|
220,000 | $235,745 | 0.04 % |
| 331. |
FNMA 15YR 4.500% 07/01/2018
Cusip: 31401MB26
|
219,984.69 | $233,470 | 0.04 % |
| 332. |
FNMA 10/1 HYBRID ARM 5.469% 08/01/2034
Cusip: 31404GK67
|
212,985.24 | $227,006 | 0.04 % |
| 333. |
COLOMBIA (REPUBLIC OF) 7.375% 01/27/2017
Cusip: 195325BJ3
|
200,000 | $227,000 | 0.04 % |
| 334. |
FGOLD 15YR 5.500% 05/01/2018
Cusip: 31294KSG1
|
210,592.02 | $226,997 | 0.04 % |
| 335. |
JPMORGAN CHASE & CO 4.950% 03/25/2020
Cusip: 46625HHQ6
|
225,000 | $225,014 | 0.04 % |
| 336. |
RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
|
201,480 | $224,549 | 0.04 % |
| 337. |
TURKEY (REPUBLIC OF) 6.750% 04/03/2018
Cusip: 900123BA7
|
205,000 | $224,218 | 0.04 % |
| 338. |
FFMER_07-2 0.453% 05/25/2037
Cusip: 59024QAB6
|
225,994.29 | $223,249 | 0.04 % |
| 339. |
THOMSON REUTERS CORP 5.850% 04/15/2040
Cusip: 884903BH7
|
220,000 | $222,097 | 0.04 % |
| 340. |
L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
|
216,000 | $216,000 | 0.04 % |
| 341. |
FEDERAL FARM CREDIT BANK 3.400% 02/07/2013
Cusip: 31331YST8
|
205,000 | $215,925 | 0.04 % |
| 342. |
INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
|
1,848,000,000 | $213,079 | 0.04 % |
| 343. |
LBI ESCROW CORP 8.000% 11/01/2017
Cusip: 50178TAA5
|
210,000 | $212,100 | 0.04 % |
| 344. |
FNMA 4.750% 11/19/2012
Cusip: 31398AHZ8
|
195,000 | $211,479 | 0.04 % |
| 345. |
PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
|
384,000 | $211,200 | 0.04 % |
| 346. |
FHLMC_2576 5.500% 02/15/2033
Cusip: 31393KBW4
|
208,222.12 | $210,522 | 0.03 % |
| 347. |
HSBC HOLDINGS PLC 6.800% 06/01/2038
Cusip: 404280AJ8
|
200,000 | $210,087 | 0.03 % |
| 348. |
FGOLD 15YR TBA(REG B) 4.500% 06/01/2025
Cusip: 02R042462
|
200,000 | $209,187 | 0.03 % |
| 349. |
CARAT_07-SN2 1.367% 05/16/2011
Cusip: 139743AJ7
|
208,929.69 | $209,099 | 0.03 % |
| 350. |
GTP_10-1 4.436% 02/15/2015
Cusip: 379398AA8
|
200,000 | $208,477 | 0.03 % |
| 351. |
AIRGAS INC 7.125% 10/01/2018
Cusip: 009363AE2
|
190,000 | $204,725 | 0.03 % |
| 352. |
CF INDUSTRIES HOLDINGS INC 6.875% 05/01/2018
Cusip: 12527GAA1
|
205,000 | $204,487 | 0.03 % |
| 353. |
JPMCC_05-LDP2 4.697% 07/15/2042
Cusip: 46625YNB5
|
200,000 | $202,906 | 0.03 % |
| 354. |
THE MANITOWOC CO INC 7.125% 11/01/2013
Cusip: 563571AF5
|
200,000 | $201,750 | 0.03 % |
| 355. |
TOLEDO EDISON COMPANY (THE) 6.150% 05/15/2037
Cusip: 889175BD6
|
195,000 | $200,942 | 0.03 % |
| 356. |
PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
|
190,000 | $200,925 | 0.03 % |
| 357. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
|
205,000 | $200,899 | 0.03 % |
| 358. |
VERIZON PENNSYLVANIA INC. 5.650% 11/15/2011
Cusip: 92344TAA6
|
190,000 | $200,468 | 0.03 % |
| 359. |
BROCADE COMMUNICATIONS SYSTEMS 6.625% 01/15/2018
Cusip: 111621AE8
|
201,000 | $197,985 | 0.03 % |
| 360. |
GSMS_04-GG2 4.602% 08/10/2038
Cusip: 36228CTE3
|
195,802.84 | $197,254 | 0.03 % |
| 361. |
VIRGIN MEDIA SECURED FINANCE 6.500% 01/15/2018
Cusip: 92769XAA3
|
200,000 | $193,000 | 0.03 % |
| 362. |
GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
|
200,000 | $192,750 | 0.03 % |
| 363. |
FNMA 30YR 7.500% 06/01/2032
Cusip: 31371KRC7
|
167,792.77 | $189,572 | 0.03 % |
| 364. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
175,000 | $189,437 | 0.03 % |
| 365. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
180,000 | $188,550 | 0.03 % |
| 366. |
CROWN AMERICAS INC 7.750% 11/15/2015
Cusip: 228188AD0
|
185,000 | $188,237 | 0.03 % |
| 367. |
NCSLT_06-3 7.100% 01/25/2012
Cusip: 63543VAF0
|
1,900,000 | $187,624 | 0.03 % |
| 368. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
172,000 | $187,480 | 0.03 % |
| 369. |
ARCH WESTERN FINANCE LLC 6.750% 07/01/2013
Cusip: 03939RAB6
|
185,000 | $182,687 | 0.03 % |
| 370. |
OWENS-BROCKWAY GLASS CONTAINER INC 8.250% 05/15/2013
Cusip: 69073TAJ2
|
180,000 | $182,250 | 0.03 % |
| 371. |
CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
|
180,000 | $180,900 | 0.03 % |
| 372. |
COMCAST CORPORATION 6.450% 03/15/2037
Cusip: 20030NAM3
|
170,000 | $178,198 | 0.03 % |
| 373. |
CITIGROUP INC 8.500% 05/22/2019
Cusip: 172967EV9
|
150,000 | $175,753 | 0.03 % |
| 374. |
FHLMC_K-006 5.357% 12/26/2046
Cusip: 30261CAM6
|
200,000 | $174,542 | 0.03 % |
| 375. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
810,000 | $174,150 | 0.03 % |
| 376. |
JPMCC_03-ML1A 3.972% 03/12/2039
Cusip: 46625MVQ9
|
168,206.49 | $171,924 | 0.03 % |
| 377. |
TRANSALTA CORP 6.500% 03/15/2040
Cusip: 89346DAE7
|
165,000 | $171,163 | 0.03 % |
| 378. |
CMS ENERGY CORPORATION 6.250% 02/01/2020
Cusip: 125896BE9
|
180,000 | $169,650 | 0.03 % |
| 379. |
FNMA 30YR 6.500% 09/01/2037
Cusip: 31371NKN4
|
156,054.06 | $168,800 | 0.03 % |
| 380. |
HCA INC 9.875% 02/15/2017
Cusip: 404119BB4
|
160,000 | $167,200 | 0.03 % |
| 381. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
170,000 | $167,025 | 0.03 % |
| 382. |
SUNCOR ENERGY INC 6.500% 06/15/2038
Cusip: 867229AE6
|
160,000 | $166,950 | 0.03 % |
| 383. |
WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
|
162,000 | $160,380 | 0.03 % |
| 384. |
CONSUMERS ENERGY COMPANY 5.150% 02/15/2017
Cusip: 210518CG9
|
150,000 | $159,561 | 0.03 % |
| 385. |
SRFC_10-1A 4.480% 07/20/2026
Cusip: 82651LAA1
|
156,526.35 | $157,293 | 0.03 % |
| 386. |
MLMT_08-C1 4.706% 02/12/2051
Cusip: 59025WAA4
|
153,828.72 | $156,952 | 0.03 % |
| 387. |
JPMCC_06-LDP6 5.490% 04/15/2043
Cusip: 46625YP72
|
150,000 | $156,856 | 0.03 % |
| 388. |
FEDERAL HOME LOAN BANK 5.000% 11/17/2017
Cusip: 3133XMQ87
|
140,000 | $156,828 | 0.03 % |
| 389. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
161,000 | $156,572 | 0.03 % |
| 390. |
BALL_01-FMA 6.763% 12/13/2016
Cusip: 05947NAL8
|
150,000 | $153,450 | 0.03 % |
| 391. |
UNITED STATES STEEL CORP 7.375% 04/01/2020
Cusip: 912909AF5
|
157,000 | $153,075 | 0.03 % |
| 392. |
FNMA 5/1 HYBRID ARM 5.965% 04/01/2036
Cusip: 31410SHK6
|
144,659.78 | $152,935 | 0.03 % |
| 393. |
RR DONNELLEY & SONS COMPANY 4.950% 04/01/2014
Cusip: 257867AM3
|
150,000 | $152,877 | 0.03 % |
| 394. |
ALLY FINANCIAL INC 8.000% 03/15/2020
Cusip: 36186RAA8
|
156,000 | $151,320 | 0.03 % |
| 395. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
150,000 | $150,375 | 0.02 % |
| 396. |
AMER GEN FIN TL 5.50 LIBOR FL 1.75 7.250% 04/16/2015
Cusip: BAX3959D7
|
155,000 | $149,885 | 0.02 % |
| 397. |
METROPOLITAN EDISON COMPANY 4.950% 03/15/2013
Cusip: 591894BU3
|
140,000 | $146,689 | 0.02 % |
| 398. |
DISH DBS CORP 7.875% 09/01/2019
Cusip: 25470XAB1
|
145,000 | $146,450 | 0.02 % |
| 399. |
QWEST COMMUNICATIONS INTERNATIONAL 7.125% 04/01/2018
Cusip: 749121CB3
|
150,000 | $146,250 | 0.02 % |
| 400. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
135,000 | $144,112 | 0.02 % |
| 401. |
AQUILA INC 11.875% 07/01/2012
Cusip: 03840PAC6
|
125,000 | $144,000 | 0.02 % |
| 402. |
PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
|
140,000 | $142,143 | 0.02 % |
| 403. |
DENBURY RESOURCES INC 7.500% 04/01/2013
Cusip: 24823UAE8
|
140,000 | $140,700 | 0.02 % |
| 404. |
COMCAST CORPORATION 6.400% 03/01/2040
Cusip: 20030NBB6
|
130,000 | $136,747 | 0.02 % |
| 405. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
145,000 | $136,662 | 0.02 % |
| 406. |
EMLT_03-1 3.510% 12/25/2032
Cusip: 29445FAA6
|
142,003.14 | $135,725 | 0.02 % |
| 407. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
130,000 | $135,525 | 0.02 % |
| 408. |
ONCOR ELECTRIC DELIVERY CO 6.375% 05/01/2012
Cusip: 68233DAS6
|
125,000 | $135,056 | 0.02 % |
| 409. |
EDISON MISSION ENERGY 7.500% 06/15/2013
Cusip: 281023AN1
|
150,000 | $133,125 | 0.02 % |
| 410. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
130,000 | $132,762 | 0.02 % |
| 411. |
L-3 COMMUNICATIONS CORPORATION 6.125% 07/15/2013
Cusip: 502413AL1
|
130,000 | $131,300 | 0.02 % |
| 412. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
|
120,000 | $131,100 | 0.02 % |
| 413. |
FNMA 30YR 6.500% 07/01/2032
Cusip: 31385JMS4
|
116,314.58 | $129,950 | 0.02 % |
| 414. |
GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
|
130,000 | $129,350 | 0.02 % |
| 415. |
BSCMS_07-PW18 5.038% 06/11/2050
Cusip: 07401DAA9
|
125,542.96 | $128,545 | 0.02 % |
| 416. |
LEAR CORPORATION 7.875% 03/15/2018
Cusip: 521865AR6
|
130,000 | $127,400 | 0.02 % |
| 417. |
QVC INC 7.125% 04/15/2017
Cusip: 747262AC7
|
131,000 | $127,397 | 0.02 % |
| 418. |
QVC INC 7.375% 10/15/2020
Cusip: 747262AE3
|
131,000 | $127,397 | 0.02 % |
| 419. |
EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
|
110,000 | $125,950 | 0.02 % |
| 420. |
FNMA 15YR 4.500% 12/01/2020
Cusip: 31403DC56
|
118,609.55 | $125,769 | 0.02 % |
| 421. |
URUGUAY (THE REPUBLIC OF) 9.250% 05/17/2017
Cusip: 760942AR3
|
100,000 | $124,250 | 0.02 % |
| 422. |
INDONESIA (REPUBLIC OF) 8.500% 10/12/2035
Cusip: 455780AT3
|
100,000 | $124,000 | 0.02 % |
| 423. |
EXPORT-IMPORT BANK OF KOREA 5.500% 10/17/2012
Cusip: 302154AS8
|
115,000 | $122,049 | 0.02 % |
| 424. |
DOMINION RESOURCES INC 5.600% 11/15/2016
Cusip: 25746UBB4
|
110,000 | $121,454 | 0.02 % |
| 425. |
TREASURY NOTE 3.000% 08/31/2016
Cusip: 912828LL2
|
118,000 | $120,553 | 0.02 % |
| 426. |
OHIO EDISON CO 5.450% 05/01/2015
Cusip: 677347CB0
|
110,000 | $119,257 | 0.02 % |
| 427. |
AMCAR_07-CM 0.315% 05/07/2012
Cusip: 03063EAD9
|
118,426.72 | $118,275 | 0.02 % |
| 428. |
FNMA 30YR 9.000% 06/01/2024
Cusip: 31368JCZ0
|
104,541.39 | $114,493 | 0.02 % |
| 429. |
JPMCC_07-CB20 6.403% 02/12/2051
Cusip: 46631QAT9
|
525,000 | $114,418 | 0.02 % |
| 430. |
TOLEDO EDISON COMPANY (THE) 7.250% 05/01/2020
Cusip: 889175BE4
|
95,000 | $111,515 | 0.02 % |
| 431. |
TURKEY (REPUBLIC OF) 7.000% 09/26/2016
Cusip: EF6988721
|
100,000 | $111,250 | 0.02 % |
| 432. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
109,000 | $110,635 | 0.02 % |
| 433. |
CWL_06-4 0.603% 07/25/2036
Cusip: 126670WR5
|
169,507.21 | $110,306 | 0.02 % |
| 434. |
BACARDI LTD 7.450% 04/01/2014
Cusip: 067316AA7
|
95,000 | $109,482 | 0.02 % |
| 435. |
FHLMC 12M LIBOR ARM 6.105% 08/01/2036
Cusip: 3128S4EM5
|
103,335.05 | $109,400 | 0.02 % |
| 436. |
FNMA 5/1 HYBRID ARM 5.985% 08/01/2036
Cusip: 31410EFD5
|
102,290.59 | $108,948 | 0.02 % |
| 437. |
MAJAPAHIT HOLDING BV 7.750% 10/17/2016
Cusip: 56068TAB3
|
100,000 | $108,000 | 0.02 % |
| 438. |
REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
|
109,000 | $107,910 | 0.02 % |
| 439. |
RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
|
105,000 | $105,262 | 0.02 % |
| 440. |
FHLMC 10/1 HYBRID ARM 6.125% 12/01/2036
Cusip: 3128QSZL3
|
95,435.8 | $102,512 | 0.02 % |
| 441. |
WFMBS_04-K 4.701% 07/25/2034
Cusip: 94981VAH0
|
100,877.78 | $101,980 | 0.02 % |
| 442. |
JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
|
100,000 | $101,875 | 0.02 % |
| 443. |
TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
|
100,000 | $100,750 | 0.02 % |
| 444. |
CROWN AMERICAS LLC 7.625% 05/15/2017
Cusip: 22818TAA0
|
100,000 | $100,500 | 0.02 % |
| 445. |
FEDERAL HOME LOAN BANK 1.000% 12/28/2011
Cusip: 3133XVRS2
|
100,000 | $100,341 | 0.02 % |
| 446. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
98,000 | $98,980 | 0.02 % |
| 447. |
CSC HOLDINGS INC 8.500% 04/15/2014
Cusip: 126304AW4
|
95,000 | $98,800 | 0.02 % |
| 448. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
95,000 | $97,850 | 0.02 % |
| 449. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
95,000 | $96,543 | 0.02 % |
| 450. |
AMKOR TECHNOLOGY INC 7.375% 05/01/2018
Cusip: 031652BB5
|
101,000 | $95,950 | 0.02 % |
| 451. |
FNMA 30YR 7.000% 08/01/2032
Cusip: 31391LXQ3
|
84,959.76 | $95,230 | 0.02 % |
| 452. |
HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
|
90,000 | $94,725 | 0.02 % |
| 453. |
BALL CORPORATION 6.750% 09/15/2020
Cusip: 058498AP1
|
97,000 | $94,332 | 0.02 % |
| 454. |
INDX_06-AR3 5.637% 03/25/2036
Cusip: 45660L5T2
|
179,271.04 | $91,858 | 0.02 % |
| 455. |
URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
|
81,000 | $91,125 | 0.02 % |
| 456. |
TREASURY BOND 4.500% 02/15/2036
Cusip: 912810FT0
|
86,000 | $90,488 | 0.02 % |
| 457. |
FNMA 3.255% 06/09/2010
Cusip: 3136F9RJ4
|
90,000 | $90,081 | 0.01 % |
| 458. |
INDONESIA (REPUBLIC OF) 6.875% 01/17/2018
Cusip: 455780AY2
|
81,000 | $89,910 | 0.01 % |
| 459. |
YUM! BRANDS INC 6.875% 11/15/2037
Cusip: 988498AD3
|
80,000 | $89,711 | 0.01 % |
| 460. |
TW TELECOM HOLDINGS INC 8.000% 03/01/2018
Cusip: 87311XAA6
|
89,000 | $89,667 | 0.01 % |
| 461. |
CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
|
88,724.15 | $88,546 | 0.01 % |
| 462. |
NCSLT_06-2 6.000% 08/25/2011
Cusip: 63543MAE3
|
1,350,000 | $87,990 | 0.01 % |
| 463. |
AMCAR_07-DF 5.490% 07/06/2012
Cusip: 03063TAD6
|
86,466.98 | $86,653 | 0.01 % |
| 464. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
|
85,000 | $85,000 | 0.01 % |
| 465. |
ASHLAND INC. 9.125% 06/01/2017
Cusip: 044209AD6
|
75,000 | $82,125 | 0.01 % |
| 466. |
RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
|
80,000 | $80,800 | 0.01 % |
| 467. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
94,000 | $80,370 | 0.01 % |
| 468. |
FNMA 5.375% 06/12/2017
Cusip: 31398ADM1
|
70,000 | $80,029 | 0.01 % |
| 469. |
TELECOM ITALIA CAPITAL 5.250% 10/01/2015
Cusip: 87927VAQ1
|
80,000 | $79,935 | 0.01 % |
| 470. |
FRONTIER COMMUNICATIONS CORP 8.250% 04/15/2017
Cusip: 35906AAE8
|
81,000 | $79,886 | 0.01 % |
| 471. |
GREIF INC 6.750% 02/01/2017
Cusip: 397624AE7
|
80,000 | $78,300 | 0.01 % |
| 472. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
75,000 | $76,125 | 0.01 % |
| 473. |
GEORGIA-PACIFIC CORPORATION 7.000% 01/15/2015
Cusip: 373298CG1
|
75,000 | $75,000 | 0.01 % |
| 474. |
ECHOSTAR DBS CORPORATION 6.625% 10/01/2014
Cusip: 27876GAY4
|
75,000 | $73,875 | 0.01 % |
| 475. |
GSMS_07-GG10 5.993% 08/10/2045
Cusip: 36246LAN1
|
575,000 | $71,807 | 0.01 % |
| 476. |
EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
|
68,000 | $70,380 | 0.01 % |
| 477. |
HERTZ CORPORATION 8.875% 01/01/2014
Cusip: 428040BZ1
|
70,000 | $70,350 | 0.01 % |
| 478. |
PETRO-CANADA 4.000% 07/15/2013
Cusip: 716442AG3
|
65,000 | $67,682 | 0.01 % |
| 479. |
REGENCY ENERGY PARTNERS 9.375% 06/01/2016
Cusip: 75886AAC2
|
65,000 | $67,275 | 0.01 % |
| 480. |
FRONTIER COMMUNICATIONS CORP 8.500% 04/15/2020
Cusip: 35906AAG3
|
66,000 | $65,257 | 0.01 % |
| 481. |
VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
|
87,000 | $65,250 | 0.01 % |
| 482. |
OMNICARE INC 7.750% 06/01/2020
Cusip: 681904AM0
|
65,000 | $65,162 | 0.01 % |
| 483. |
MYLAN INC 7.875% 07/15/2020
Cusip: 628530AL1
|
65,000 | $64,675 | 0.01 % |
| 484. |
OSHKOSH CORP 8.250% 03/01/2017
Cusip: 688225AB7
|
61,000 | $62,830 | 0.01 % |
| 485. |
FHLMC_1614 6.500% 11/15/2023
Cusip: 3133T15B4
|
57,219.74 | $62,692 | 0.01 % |
| 486. |
GRAPHIC PACKAGING INTERNATIONAL 9.500% 06/15/2017
Cusip: 38869PAF1
|
60,000 | $62,400 | 0.01 % |
| 487. |
CONSOL ENERGY INC. 8.000% 04/01/2017
Cusip: 20854PAC3
|
60,000 | $61,200 | 0.01 % |
| 488. |
FEDERAL HOME LOAN BANK 2.625% 05/20/2011
Cusip: 3133XQQQ8
|
60,000 | $61,177 | 0.01 % |
| 489. |
CWALT_07-8CB 5.500% 05/25/2037
Cusip: 02150FAX8
|
506,695.07 | $56,758 | 0.01 % |
| 490. |
CCO HOLDINGS LLC/CAP CORP 7.875% 04/30/2018
Cusip: 1248EPAJ2
|
57,000 | $56,145 | 0.01 % |
| 491. |
LEHMAN BROTHERS HOLDINGS 39.500% 10/02/2008
Cusip: 524935AM5
|
3,480 | $55,381 | 0.01 % |
| 492. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAK5
|
53,000 | $53,265 | 0.01 % |
| 493. |
GNMA_02-70 6.000% 08/20/2032
Cusip: 38373VF54
|
393,484.9 | $52,557 | 0.01 % |
| 494. |
VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
|
86,000 | $52,460 | 0.01 % |
| 495. |
CFAT_08-A 4.940% 04/25/2014
Cusip: 14911TAC9
|
50,909.46 | $51,894 | 0.01 % |
| 496. |
NALCO COMPANY 8.875% 11/15/2013
Cusip: 629855AH0
|
50,000 | $50,875 | 0.01 % |
| 497. |
LEHMAN BROTHERS HOLDINGS 53.310% 09/14/2008
Cusip: 524935AA1
|
3,480 | $49,912 | 0.01 % |
| 498. |
IRWHE_05-A 0.723% 02/25/2034
Cusip: 464187CB7
|
56,329.69 | $48,729 | 0.01 % |
| 499. |
LEAR CORPORATION 8.125% 03/15/2020
Cusip: 521865AS4
|
49,000 | $48,020 | 0.01 % |
| 500. |
COMMUNITY HEALTH SYSTEMS INC 8.875% 07/15/2015
Cusip: 12543DAF7
|
45,000 | $46,068 | 0.01 % |
| 501. |
OSHKOSH CORP 8.500% 03/01/2020
Cusip: 688225AD3
|
44,000 | $45,540 | 0.01 % |
| 502. |
PHILLIPS-VAN HEUSEN CORPORATION 7.375% 05/15/2020
Cusip: 718592AK4
|
45,000 | $45,000 | 0.01 % |
| 503. |
COOPER-STANDARD AUTOMOTIVE 8.500% 05/01/2018
Cusip: 12629YAA9
|
45,000 | $44,437 | 0.01 % |
| 504. |
OMNICARE INC 6.125% 06/01/2013
Cusip: 681904AG3
|
40,000 | $39,700 | 0.01 % |
| 505. |
FNMA_03-71 5.500% 12/25/2031
Cusip: 31393EJX8
|
322,651.33 | $39,169 | 0.01 % |
| 506. |
CSC HOLDINGS INC 7.875% 02/15/2018
Cusip: 126304AG9
|
35,000 | $35,700 | 0.01 % |
| 507. |
BALL CORPORATION 7.375% 09/01/2019
Cusip: 058498AN6
|
35,000 | $35,437 | 0.01 % |
| 508. |
FNMA BENCHMARK NOTES 3.250% 08/12/2010
Cusip: 31398ASU7
|
35,000 | $35,207 | 0.01 % |
| 509. |
CXHE_02-D 2.393% 12/25/2032
Cusip: 152314GE4
|
156,348.34 | $33,202 | 0.01 % |
| 510. |
FRONTIER COMMUNICATIONS CORP 7.875% 04/15/2015
Cusip: 35906AAC2
|
32,000 | $31,920 | 0.01 % |
| 511. |
FLORIDA POWER CORPORATION 5.650% 04/01/2040
Cusip: 341099CN7
|
30,000 | $30,973 | 0.01 % |
| 512. |
LAMAR MEDIA CORP 7.875% 04/15/2018
Cusip: 513075AW1
|
31,000 | $30,845 | 0.01 % |
| 513. |
FHLMC_2817 6.663% 06/15/2032
Cusip: 31394YXE9
|
427,531.78 | $30,676 | 0.01 % |
| 514. |
CF INDUSTRIES HOLDINGS INC 7.125% 05/01/2020
Cusip: 12527GAB9
|
30,000 | $30,262 | 0.01 % |
| 515. |
BALL CORPORATION 6.625% 03/15/2018
Cusip: 058498AL0
|
30,000 | $29,325 | 0.00 % |
| 516. |
HEXION FINANCE ESCROW LLC 8.875% 02/01/2018
Cusip: 428298AA1
|
30,000 | $27,600 | 0.00 % |
| 517. |
CONSUMERS ENERGY COMPANY 5.000% 03/15/2015
Cusip: 210518CF1
|
25,000 | $26,846 | 0.00 % |
| 518. |
BROCADE COMMUNICATIONS SYSTEMS 6.875% 01/15/2020
Cusip: 111621AH1
|
27,000 | $26,595 | 0.00 % |
| 519. |
CCO HOLDINGS LLC/CAP CORP 8.125% 04/30/2020
Cusip: 1248EPAM5
|
25,000 | $24,750 | 0.00 % |
| 520. |
REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
|
359,000 | $24,412 | 0.00 % |
| 521. |
MANTECH INTERNATIONAL CORPORATION 7.250% 04/15/2018
Cusip: 564563AA2
|
24,000 | $24,060 | 0.00 % |
| 522. |
LIVE NATION ENTERTAINMENT INC 8.125% 05/15/2018
Cusip: 538034AC3
|
20,000 | $19,800 | 0.00 % |
| 523. |
ARIZONA PUBLIC SERVICE COMPANY 6.375% 10/15/2011
Cusip: 040555CC6
|
15,000 | $15,909 | 0.00 % |
| 524. |
CONSOL ENERGY INC. 8.250% 04/01/2020
Cusip: 20854PAE9
|
15,000 | $15,300 | 0.00 % |
| 525. |
BALTA_05-2 2.996% 04/25/2035
Cusip: 07386HQY0
|
34,263.44 | $15,072 | 0.00 % |
| 526. |
FNMA_04-84 5.000% 12/25/2022
Cusip: 31394BHB3
|
190,879.39 | $12,761 | 0.00 % |
| 527. |
REGENCY ENERGY PARTNERS 8.375% 12/15/2013
Cusip: 75886AAB4
|
10,000 | $10,300 | 0.00 % |
| 528. |
PIONEER NATURAL RESOURCES COMPANY 7.500% 01/15/2020
Cusip: 723787AJ6
|
10,000 | $10,150 | 0.00 % |
| 529. |
RAMC_07-2 6.313% 06/25/2037
Cusip: 75970QAN0
|
190,000 | $6,908 | 0.00 % |
| 530. |
RAMC_07-2 6.660% 06/25/2037
Cusip: 75970QAP5
|
125,000 | $3,162 | 0.00 % |
| 531. |
RAMC_07-2 7.006% 06/25/2037
Cusip: 75970QAQ3
|
180,000 | $2,615 | 0.00 % |
| 532. |
FNS_379-2 5.500% 05/01/2037
Cusip: 3136FENX6
|
15,180.83 | $2,602 | 0.00 % |
| 533. |
FNSTR_396 4.500% 06/01/2039
Cusip: 3136FGEU7
|
4,009.3 | $974 | 0.00 % |
| 534. |
FNMA_400 4.500% 11/25/2039
Cusip: 3136FKQX9
|
3,260.14 | $790 | 0.00 % |
| 535. |
GNMA_02-80 6.000% 01/20/2032
Cusip: 38373V2W9
|
20,926.22 | $345 | 0.00 % |
| 536. |
FAIRPOINT COMMUNICATIONS INC
Cusip: 305560104
|
3,230 | $164 | 0.00 % |
| 537. |
KRISPY KREME DOUGHNUTS-CW12 0.000% 03/02/2012
Cusip: 501014112
|
683 | $51 | 0.00 % |
| 538. |
INDX_05-AR8 0.800% 04/25/2035
Cusip: 45660LJM2
|
8,256,310.34 | $0 | 0.00 % |
| 539. |
DSLA_05-AR5 1.000% 08/19/2045
Cusip: 23332UFQ2
|
0.16 | $0 | 0.00 % |
|
Other Assets less Liabilities
Cusip:
|
$-40,502,875 | -6.73 % | ||
| Net Assets | $602,108,403 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
HEWLETT-PACKARD CO
Cusip: 428236103
|
331,661 | $17,236,422 | 2.68 % |
| 2. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
16,634,718.16 | $16,634,718 | 2.59 % |
| 3. |
BANK OF AMERICA CORP
Cusip: 060505104
|
917,328 | $16,355,958 | 2.54 % |
| 4. |
INTEL CORP
Cusip: 458140100
|
612,953 | $13,993,716 | 2.18 % |
| 5. |
CHEVRON CORP
Cusip: 166764100
|
163,012 | $13,275,697 | 2.06 % |
| 6. |
FNMA 30YR TBA(REG A) 6.000% 05/01/2040
Cusip: 01F060659
|
12,180,000 | $13,004,050 | 2.02 % |
| 7. |
LORILLARD INC
Cusip: 544147101
|
157,743 | $12,362,318 | 1.92 % |
| 8. |
XL CAPITAL LTD -CLASS A
Cusip: G98255105
|
664,256 | $11,823,756 | 1.84 % |
| 9. |
CONOCOPHILLIPS..
Cusip: 20825C104
|
179,053 | $10,598,147 | 1.65 % |
| 10. |
EXXON MOBIL CORP
Cusip: 30231G102
|
146,649 | $9,950,134 | 1.55 % |
| 11. |
DU PONT (E.I.) DE NEMOURS
Cusip: 263534109
|
221,922 | $8,841,372 | 1.37 % |
| 12. |
WAL-MART STORES INC
Cusip: 931142103
|
158,657 | $8,511,948 | 1.32 % |
| 13. |
CATERPILLAR INC
Cusip: 149123101
|
124,978 | $8,509,752 | 1.32 % |
| 14. |
ILLINOIS TOOL WORKS
Cusip: 452308109
|
157,314 | $8,038,745 | 1.25 % |
| 15. |
MERCK & CO. INC.
Cusip: 58933Y105
|
228,903 | $8,020,761 | 1.25 % |
| 16. |
FNMA 30YR TBA(REG A) 5.500% 05/01/2040
Cusip: 01F052656
|
7,500,000 | $7,899,607 | 1.23 % |
| 17. |
BP PLC-SPONS ADR
Cusip: 055622104
|
138,631 | $7,229,606 | 1.12 % |
| 18. |
JPMORGAN CHASE & CO
Cusip: 46625H100
|
167,913 | $7,149,735 | 1.11 % |
| 19. |
ORACLE CORP
Cusip: 68389X105
|
275,465 | $7,118,015 | 1.11 % |
| 20. |
UNITED TECHNOLOGIES CORP
Cusip: 913017109
|
87,648 | $6,569,217 | 1.02 % |
| 21. |
BRISTOL-MYERS SQUIBB CO
Cusip: 110122108
|
252,576 | $6,387,647 | 0.99 % |
| 22. |
PFIZER INC
Cusip: 717081103
|
370,705 | $6,198,187 | 0.96 % |
| 23. |
AT&T INC
Cusip: 00206R102
|
228,596 | $5,957,211 | 0.93 % |
| 24. |
ACE LTD
Cusip: H0023R105
|
111,853 | $5,949,461 | 0.93 % |
| 25. |
MICROSOFT CORP
Cusip: 594918104
|
190,257 | $5,810,448 | 0.90 % |
| 26. |
TRANSOCEAN LTD
Cusip: H8817H100
|
75,609 | $5,477,872 | 0.85 % |
| 27. |
CISCO SYSTEMS INC
Cusip: 17275R102
|
200,621 | $5,400,717 | 0.84 % |
| 28. |
ANADARKO PETROLEUM CORP
Cusip: 032511107
|
86,290 | $5,363,786 | 0.83 % |
| 29. |
HONEYWELL INTERNATIONAL INC
Cusip: 438516106
|
111,559 | $5,295,705 | 0.82 % |
| 30. |
VERIZON COMMUNICATIONS INC
Cusip: 92343V104
|
183,232 | $5,293,572 | 0.82 % |
| 31. |
TREASURY BOND 4.625% 02/15/2040
Cusip: 912810QE1
|
5,200,000 | $5,282,061 | 0.82 % |
| 32. |
EATON CORP
Cusip: 278058102
|
66,206 | $5,108,454 | 0.79 % |
| 33. |
EVEREST RE GROUP LTD
Cusip: G3223R108
|
65,794 | $5,043,110 | 0.78 % |
| 34. |
GOLDMAN SACHS GROUP INC
Cusip: 38141G104
|
34,660 | $5,032,632 | 0.78 % |
| 35. |
CARNIVAL CORP
Cusip: 143658300
|
118,224 | $4,929,940 | 0.77 % |
| 36. |
TARGET CORP
Cusip: 87612E106
|
83,732 | $4,761,838 | 0.74 % |
| 37. |
MEDTRONIC INC
Cusip: 585055106
|
108,314 | $4,732,238 | 0.74 % |
| 38. |
INTL BUSINESS MACHINES CORP
Cusip: 459200101
|
34,531 | $4,454,499 | 0.69 % |
| 39. |
ACCENTURE PLC-CL A
Cusip: G1151C101
|
101,580 | $4,432,951 | 0.69 % |
| 40. |
DOMINION RESOURCES INC/VA
Cusip: 25746U109
|
104,039 | $4,348,830 | 0.68 % |
| 41. |
HOME DEPOT INC
Cusip: 437076102
|
121,986 | $4,300,006 | 0.67 % |
| 42. |
TYCO INTERNATIONAL LTD
Cusip: H89128104
|
110,706 | $4,294,285 | 0.67 % |
| 43. |
THERMO FISHER SCIENTIFIC INC
Cusip: 883556102
|
77,646 | $4,292,270 | 0.67 % |
| 44. |
APACHE CORP
Cusip: 037411105
|
41,892 | $4,262,929 | 0.66 % |
| 45. |
BEST BUY CO INC
Cusip: 086516101
|
93,230 | $4,251,288 | 0.66 % |
| 46. |
HALLIBURTON CO
Cusip: 406216101
|
135,987 | $4,168,001 | 0.65 % |
| 47. |
WEYERHAEUSER CO
Cusip: 962166104
|
83,454 | $4,132,642 | 0.64 % |
| 48. |
DOW CHEMICAL
Cusip: 260543103
|
132,981 | $4,099,804 | 0.64 % |
| 49. |
NUCOR CORP
Cusip: 670346105
|
89,038 | $4,035,202 | 0.63 % |
| 50. |
SCHLUMBERGER LTD
Cusip: 806857108
|
56,084 | $4,005,519 | 0.62 % |
| 51. |
TREASURY NOTE 2.375% 02/28/2015
Cusip: 912828MR8
|
4,000,000 | $4,003,124 | 0.62 % |
| 52. |
UNITED PARCEL SERVICE-CL B
Cusip: 911312106
|
57,606 | $3,982,878 | 0.62 % |
| 53. |
BAKER HUGHES INC
Cusip: 057224107
|
79,281 | $3,945,022 | 0.61 % |
| 54. |
GILEAD SCIENCES INC
Cusip: 375558103
|
97,770 | $3,878,535 | 0.60 % |
| 55. |
MORGAN STANLEY
Cusip: 617446448
|
124,145 | $3,751,661 | 0.58 % |
| 56. |
SIEMENS AG-SPONS ADR
Cusip: 826197501
|
37,654 | $3,676,536 | 0.57 % |
| 57. |
PARKER HANNIFIN CORP
Cusip: 701094104
|
50,889 | $3,520,501 | 0.55 % |
| 58. |
MACY'S INC
Cusip: 55616P104
|
150,883 | $3,500,485 | 0.54 % |
| 59. |
FREDDIE MAC 4.200% 12/10/2015
Cusip: 3128X77K4
|
3,340,000 | $3,352,297 | 0.52 % |
| 60. |
FNMA 15YR TBA(REG B) 5.000% 05/01/2025
Cusip: 01F050452
|
3,170,000 | $3,346,331 | 0.52 % |
| 61. |
SYMANTEC CORP
Cusip: 871503108
|
198,274 | $3,325,054 | 0.52 % |
| 62. |
FREEPORT-MCMORAN COPPER
Cusip: 35671D857
|
43,964 | $3,320,600 | 0.52 % |
| 63. |
AIR PRODUCTS & CHEMICALS INC
Cusip: 009158106
|
42,103 | $3,232,668 | 0.50 % |
| 64. |
WELLS FARGO & CO
Cusip: 949746101
|
92,411 | $3,059,728 | 0.48 % |
| 65. |
COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
|
2,607,000 | $2,973,948 | 0.46 % |
| 66. |
WASTE MANAGEMENT INC
Cusip: 94106L109
|
84,227 | $2,920,992 | 0.45 % |
| 67. |
FANNIE MAE 1.300% 11/10/2011
Cusip: 3136FJNP2
|
2,870,000 | $2,870,417 | 0.45 % |
| 68. |
EMERSON ELECTRIC CO
Cusip: 291011104
|
54,213 | $2,831,544 | 0.44 % |
| 69. |
CVS CAREMARK CORP
Cusip: 126650100
|
76,020 | $2,807,418 | 0.44 % |
| 70. |
PHILIP MORRIS INTERNATIONAL
Cusip: 718172109
|
56,517 | $2,773,854 | 0.43 % |
| 71. |
COVIDIEN PLC
Cusip: G2554F105
|
57,187 | $2,744,404 | 0.43 % |
| 72. |
TRAVELERS COS INC/THE
Cusip: 89417E109
|
53,730 | $2,726,260 | 0.42 % |
| 73. |
ABB LTD-SPON ADR
Cusip: 000375204
|
140,902 | $2,699,682 | 0.42 % |
| 74. |
CFLT_10-A 1.780% 06/15/2011
Cusip: 171204AD2
|
2,700,000 | $2,697,424 | 0.42 % |
| 75. |
ABBOTT LABORATORIES
Cusip: 002824100
|
51,626 | $2,641,186 | 0.41 % |
| 76. |
DEERE & CO
Cusip: 244199105
|
43,547 | $2,604,981 | 0.41 % |
| 77. |
DEVON ENERGY CORPORATION
Cusip: 25179M103
|
36,639 | $2,466,903 | 0.38 % |
| 78. |
STAPLES INC
Cusip: 855030102
|
100,711 | $2,369,729 | 0.37 % |
| 79. |
INGERSOLL-RAND PLC
Cusip: G47791101
|
62,560 | $2,313,468 | 0.36 % |
| 80. |
TREASURY NOTE 3.625% 02/15/2020
Cusip: 912828MP2
|
2,195,000 | $2,188,483 | 0.34 % |
| 81. |
FHLB 1.500% 04/27/2012
Cusip: 3133XXXZ5
|
2,135,000 | $2,136,447 | 0.33 % |
| 82. |
CFAIT_09-1 1.830% 11/15/2012
Cusip: 17290DAB0
|
2,100,000 | $2,109,843 | 0.33 % |
| 83. |
SPRINT NEXTEL CORP
Cusip: 852061100
|
496,134 | $2,108,569 | 0.33 % |
| 84. |
TREASURY NOTE 1.375% 11/15/2012
Cusip: 912828LX6
|
2,070,000 | $2,076,468 | 0.32 % |
| 85. |
COMCAST CORP-CL A
Cusip: 20030N101
|
99,888 | $1,971,789 | 0.31 % |
| 86. |
KOHLS CORP
Cusip: 500255104
|
35,406 | $1,946,975 | 0.30 % |
| 87. |
CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
|
1,515,000 | $1,929,294 | 0.30 % |
| 88. |
FORD MOTOR CO 4.25% 11/15/16 4.250% 11/15/2016
Cusip: 345370CN8
|
1,180,000 | $1,858,854 | 0.29 % |
| 89. |
AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
|
1,730,000 | $1,854,715 | 0.29 % |
| 90. |
VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
|
1,705,000 | $1,853,674 | 0.29 % |
| 91. |
WELLPOINT INC
Cusip: 94973V107
|
34,358 | $1,848,460 | 0.29 % |
| 92. |
RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
|
1,805,000 | $1,835,580 | 0.29 % |
| 93. |
TIME WARNER INC
Cusip: 887317303
|
55,452 | $1,834,352 | 0.29 % |
| 94. |
TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
|
1,700,000 | $1,825,681 | 0.28 % |
| 95. |
FNMA 30YR 5.000% 10/01/2039
Cusip: 31417MLR2
|
1,747,859.76 | $1,811,468 | 0.28 % |
| 96. |
TREASURY BOND 4.375% 11/15/2039
Cusip: 912810QD3
|
1,799,000 | $1,754,025 | 0.27 % |
| 97. |
SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
|
1,555,000 | $1,716,506 | 0.27 % |
| 98. |
SBC COMMUNICATIONS INC 6.250% 03/15/2011
Cusip: 78387GAD5
|
1,630,000 | $1,706,844 | 0.27 % |
| 99. |
XILINX INC
Cusip: 983919101
|
61,794 | $1,593,049 | 0.25 % |
| 100. |
PULTE HOMES INC
Cusip: 745867101
|
121,327 | $1,588,170 | 0.25 % |
| 101. |
ALCOA INC
Cusip: 013817101
|
117,643 | $1,581,121 | 0.25 % |
| 102. |
GCCFC_07-GG9 5.444% 03/10/2039
Cusip: 20173QAE1
|
1,550,000 | $1,555,613 | 0.24 % |
| 103. |
WEATHERFORD INTL LTD
Cusip: H27013103
|
85,544 | $1,549,201 | 0.24 % |
| 104. |
PRAXAIR INC
Cusip: 74005P104
|
18,254 | $1,529,137 | 0.24 % |
| 105. |
SABMILLER PLC 5.700% 01/15/2014
Cusip: 78572MAE5
|
1,380,000 | $1,521,051 | 0.24 % |
| 106. |
HERTZ_05-2A 5.080% 11/25/2011
Cusip: 42805RAT6
|
1,470,000 | $1,489,124 | 0.23 % |
| 107. |
DELTA AIR LINES INC
Cusip: 247361702
|
122,881 | $1,484,402 | 0.23 % |
| 108. |
CDCMT_02 - FX1 5.676% 11/15/2030
Cusip: 125044AB3
|
1,423,360.89 | $1,472,356 | 0.23 % |
| 109. |
CONTINENTAL AIRLINES-CLASS B
Cusip: 210795308
|
65,032 | $1,453,465 | 0.23 % |
| 110. |
PANCANADIAN PETROLEUM 6.300% 11/01/2011
Cusip: 698900AF4
|
1,335,000 | $1,430,497 | 0.22 % |
| 111. |
GOLDMAN SACHS GROUP INC 7.500% 02/15/2019
Cusip: 38141EA25
|
1,285,000 | $1,421,263 | 0.22 % |
| 112. |
CHUBB CORP
Cusip: 171232101
|
25,950 | $1,371,976 | 0.21 % |
| 113. |
UAL CORP
Cusip: 902549807
|
63,540 | $1,371,193 | 0.21 % |
| 114. |
FGOLD 30YR TBA(REG A) 5.000% 05/01/2040
Cusip: 02R050655
|
1,300,000 | $1,346,922 | 0.21 % |
| 115. |
DUNKN_06-1 5.779% 06/20/2031
Cusip: 233046AA9
|
1,350,000 | $1,323,108 | 0.21 % |
| 116. |
TREASURY NOTE 4.000% 02/15/2014
Cusip: 912828CA6
|
1,225,000 | $1,320,989 | 0.21 % |
| 117. |
FNMA 25YR 5.000% 04/01/2029
Cusip: 31404SFB6
|
1,259,828.62 | $1,316,993 | 0.20 % |
| 118. |
GSMS_07-GG10 5.999% 08/10/2045
Cusip: 36246LAE1
|
1,335,000 | $1,310,882 | 0.20 % |
| 119. |
FNMA 15YR 6.000% 09/01/2017
Cusip: 31391VHD8
|
1,202,566.43 | $1,299,827 | 0.20 % |
| 120. |
ULTRA PETROLEUM CORP
Cusip: 903914109
|
27,071 | $1,293,181 | 0.20 % |
| 121. |
TREASURY NOTE 2.375% 03/31/2016
Cusip: 912828KT6
|
1,310,000 | $1,279,808 | 0.20 % |
| 122. |
DOMINION RESOURCES INC 5.250% 08/01/2033
Cusip: 257469AJ5
|
1,160,000 | $1,253,971 | 0.20 % |
| 123. |
MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
|
14,670,000 | $1,251,054 | 0.19 % |
| 124. |
VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
|
1,115,000 | $1,237,945 | 0.19 % |
| 125. |
JPMORGAN CHASE & CO 6.300% 04/23/2019
Cusip: 46625HHL7
|
1,115,000 | $1,233,043 | 0.19 % |
| 126. |
KRAFT FOODS INC 6.500% 08/11/2017
Cusip: 50075NAS3
|
1,070,000 | $1,210,438 | 0.19 % |
| 127. |
MORGAN STANLEY 5.500% 01/26/2020
Cusip: 61747YCM5
|
1,235,000 | $1,206,660 | 0.19 % |
| 128. |
TAIWAN SEMICONDUCTOR-SP ADR
Cusip: 874039100
|
113,335 | $1,200,217 | 0.19 % |
| 129. |
TREASURY NOTE 2.500% 04/30/2015
Cusip: 912828MZ0
|
1,175,000 | $1,179,312 | 0.18 % |
| 130. |
NISOURCE FINANCE CORPORATION 6.150% 03/01/2013
Cusip: 65473QAK9
|
1,075,000 | $1,174,571 | 0.18 % |
| 131. |
EXELON CORPORATION 4.450% 06/15/2010
Cusip: 30161NAB7
|
1,160,000 | $1,165,176 | 0.18 % |
| 132. |
ERAC USA FINANCE COMPANY 7.000% 10/15/2037
Cusip: 26882PBE1
|
1,090,000 | $1,162,326 | 0.18 % |
| 133. |
SOUTHERN NATURAL GAS COMPANY 5.900% 04/01/2017
Cusip: 843452BC6
|
1,085,000 | $1,150,402 | 0.18 % |
| 134. |
CSX CORP
Cusip: 126408103
|
20,431 | $1,145,157 | 0.18 % |
| 135. |
FNMA 20YR 5.500% 07/01/2023
Cusip: 31401V6F3
|
1,068,177.06 | $1,136,502 | 0.18 % |
| 136. |
GMACM_05-J1 5.500% 12/25/2035
Cusip: 36185MCF7
|
1,118,158.21 | $1,108,899 | 0.17 % |
| 137. |
NISOURCE FINANCE CORPORATION 5.250% 09/15/2017
Cusip: 65473QAQ6
|
1,080,000 | $1,108,456 | 0.17 % |
| 138. |
MALT_04-7 5.000% 08/25/2019
Cusip: 576434TL8
|
1,148,577.36 | $1,092,009 | 0.17 % |
| 139. |
KB HOME
Cusip: 48666K109
|
58,828 | $1,090,082 | 0.17 % |
| 140. |
FGOLD 30YR TBA(REG A) 6.500% 05/01/2040
Cusip: 02R062650
|
1,000,000 | $1,084,219 | 0.17 % |
| 141. |
MSC_04-HQ4 4.590% 04/14/2040
Cusip: 61745MT29
|
1,075,000 | $1,081,923 | 0.17 % |
| 142. |
TELEFONICA EMISIONES SAU 5.134% 04/27/2020
Cusip: 87938WAM5
|
1,080,000 | $1,081,071 | 0.17 % |
| 143. |
FGOLD 30YR TBA(REG A) 6.000% 05/01/2040
Cusip: 02R060654
|
1,000,000 | $1,070,312 | 0.17 % |
| 144. |
ENCANA CORP
Cusip: 292505104
|
32,113 | $1,061,976 | 0.17 % |
| 145. |
US BANCORP
Cusip: 902973304
|
39,574 | $1,059,395 | 0.16 % |
| 146. |
DTE ENERGY COMPANY 7.625% 05/15/2014
Cusip: 233331AN7
|
905,000 | $1,044,433 | 0.16 % |
| 147. |
FNMA 30YR TBA(REG A) 5.000% 06/01/2040
Cusip: 01F050668
|
1,000,000 | $1,030,938 | 0.16 % |
| 148. |
US AIRWAYS GROUP INC
Cusip: 90341W108
|
145,726 | $1,030,282 | 0.16 % |
| 149. |
CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
|
990,000 | $1,026,596 | 0.16 % |
| 150. |
TREASURY NOTE 2.500% 03/31/2015
Cusip: 912828MW7
|
1,001,000 | $1,006,005 | 0.16 % |
| 151. |
BANK OF NEW YORK MELLON CORP
Cusip: 064058100
|
32,227 | $1,003,226 | 0.16 % |
| 152. |
VALE SA-SP ADR
Cusip: 91912E105
|
32,263 | $988,215 | 0.15 % |
| 153. |
MICROCHIP TECHNOLOGY INC
Cusip: 595017104
|
33,204 | $969,888 | 0.15 % |
| 154. |
TYCO ELECTRONICS LTD
Cusip: H8912P106
|
30,045 | $965,045 | 0.15 % |
| 155. |
RIO TINTO PLC-SPON ADR
Cusip: 767204100
|
18,876 | $960,033 | 0.15 % |
| 156. |
RELIANT ENERGY RESOURCES 7.750% 02/15/2011
Cusip: 75953GAC7
|
915,000 | $959,560 | 0.15 % |
| 157. |
TRANSCONTINENTAL GAS PIPELINE 6.400% 04/15/2016
Cusip: 893570BW0
|
846,000 | $957,660 | 0.15 % |
| 158. |
EMBARQ CORPORATION 7.995% 06/01/2036
Cusip: 29078EAA3
|
885,000 | $947,630 | 0.15 % |
| 159. |
FNMA 25YR 5.500% 11/01/2028
Cusip: 31403FRD8
|
873,458.63 | $929,833 | 0.14 % |
| 160. |
FNMA 30YR TBA(REG A) 4.500% 05/01/2040
Cusip: 01F042657
|
920,000 | $927,475 | 0.14 % |
| 161. |
JPMCC_04-LN2 4.475% 07/15/2041
Cusip: 46625YCU5
|
889,960.29 | $913,257 | 0.14 % |
| 162. |
REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
|
855,000 | $910,437 | 0.14 % |
| 163. |
DTAOT_09-1 2.980% 10/15/2015
Cusip: 92718BAA3
|
906,434.95 | $909,264 | 0.14 % |
| 164. |
HERTZ_05-1A 0.513% 11/25/2011
Cusip: 42805RAK5
|
900,000 | $896,596 | 0.14 % |
| 165. |
GNMA 30YR 5.000% 02/15/2034
Cusip: 36290STN1
|
841,557.21 | $884,239 | 0.14 % |
| 166. |
KRAFT FOODS INC 6.125% 02/01/2018
Cusip: 50075NAU8
|
795,000 | $878,184 | 0.14 % |
| 167. |
CFLX_05-2 6.500% 06/25/2035
Cusip: 16165TBA0
|
1,016,791.7 | $875,553 | 0.14 % |
| 168. |
NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
|
795,000 | $871,966 | 0.14 % |
| 169. |
US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
|
880,000 | $871,784 | 0.14 % |
| 170. |
FGOLD 15YR 5.000% 10/01/2018
Cusip: 3128H7XM9
|
809,269.91 | $863,610 | 0.13 % |
| 171. |
FNMA 30YR 7.000% 06/01/2031
Cusip: 31385HNZ1
|
757,198.84 | $857,960 | 0.13 % |
| 172. |
CFLT_10-A 4.490% 09/16/2013
Cusip: 171204AK6
|
850,000 | $848,988 | 0.13 % |
| 173. |
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
|
755,000 | $839,233 | 0.13 % |
| 174. |
FGOLD 30YR GIANT 7.000% 07/01/2032
Cusip: 31283HS63
|
747,974.82 | $833,732 | 0.13 % |
| 175. |
FNMA 15YR 4.500% 04/01/2018
Cusip: 31385W6M6
|
781,683.81 | $825,278 | 0.13 % |
| 176. |
TELEFONICA EUROPE 7.750% 09/15/2010
Cusip: 879385AC6
|
795,000 | $814,787 | 0.13 % |
| 177. |
PEBBLEBROOK HOTEL TRUST
Cusip: 70509V100
|
41,047 | $808,625 | 0.13 % |
| 178. |
GSMS_07-EOP 1.099% 03/06/2020
Cusip: 36228CB69
|
950,000 | $790,308 | 0.12 % |
| 179. |
BSARM_05-8 5.105% 08/25/2035
Cusip: 07387AEC5
|
875,000 | $789,013 | 0.12 % |
| 180. |
FORD MOTOR CO
Cusip: 345370860
|
60,014 | $781,382 | 0.12 % |
| 181. |
LBUBS_07-C7 5.866% 09/15/2045
Cusip: 52109RBM2
|
750,000 | $753,599 | 0.12 % |
| 182. |
GNMA 30YR 5.500% 10/15/2033
Cusip: 36200MYD9
|
700,019.15 | $749,151 | 0.12 % |
| 183. |
TCM SUB LLC 3.550% 01/15/2015
Cusip: 872312AA1
|
740,000 | $739,391 | 0.11 % |
| 184. |
FNMA 30YR 5.500% 03/01/2033
Cusip: 31400HKP7
|
686,982.58 | $735,203 | 0.11 % |
| 185. |
DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
|
595,000 | $727,040 | 0.11 % |
| 186. |
WBCMT_06-C27 5.727% 07/15/2045
Cusip: 92977QAC2
|
700,000 | $726,772 | 0.11 % |
| 187. |
FGOLD 30YR 6.000% 10/01/2031
Cusip: 31298WFA8
|
663,413.89 | $722,430 | 0.11 % |
| 188. |
COMM_07-C9 6.010% 12/10/2049
Cusip: 20047RAE3
|
700,000 | $720,106 | 0.11 % |
| 189. |
FGOLD 15YR 5.500% 12/01/2017
Cusip: 3128GXNN2
|
658,277.52 | $709,975 | 0.11 % |
| 190. |
GCCFC_07-GG11 5.736% 12/10/2049
Cusip: 20173VAE0
|
700,000 | $704,470 | 0.11 % |
| 191. |
XSTRATA PLC
Cusip: 984220889
|
42,660 | $699,765 | 0.11 % |
| 192. |
AMR CORP
Cusip: 001765106
|
94,092 | $694,398 | 0.11 % |
| 193. |
JPMCC_07-CB20 5.794% 02/12/2051
Cusip: 46631QAD4
|
675,000 | $687,373 | 0.11 % |
| 194. |
PPL ELECTRIC UTILITIES CORP 7.125% 11/30/2013
Cusip: 69351UAL7
|
585,000 | $683,610 | 0.11 % |
| 195. |
CCI_10-1 4.523% 01/15/2015
Cusip: 22822RAP5
|
650,000 | $682,143 | 0.11 % |
| 196. |
GFCM_03-1 5.254% 05/12/2035
Cusip: 36161RAD1
|
642,696.88 | $676,701 | 0.11 % |
| 197. |
LBUBS_04-C2 3.973% 03/15/2029
Cusip: 52108HZX5
|
650,000 | $662,564 | 0.10 % |
| 198. |
FNMA 20YR 5.000% 07/01/2023
Cusip: 31385XLP0
|
628,961.58 | $659,732 | 0.10 % |
| 199. |
QWEST CORPORATION 7.500% 10/01/2014
Cusip: 74913GAG0
|
595,000 | $650,781 | 0.10 % |
| 200. |
LBUBS_06-C4 6.055% 06/15/2032
Cusip: 52108RAD4
|
600,000 | $648,588 | 0.10 % |
| 201. |
FNMA 30YR 6.500% 09/01/2032
Cusip: 31390RHF3
|
575,564.58 | $640,951 | 0.10 % |
| 202. |
CITEC_09-VT1 2.200% 06/15/2011
Cusip: 12557TAB4
|
638,593.32 | $639,914 | 0.10 % |
| 203. |
CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
|
560,000 | $639,250 | 0.10 % |
| 204. |
FNMA 30YR 6.500% 12/01/2033
Cusip: 31403MUJ6
|
579,001.49 | $637,485 | 0.10 % |
| 205. |
FNMA 30YR 6.000% 11/01/2032
Cusip: 31390SJ77
|
583,770.58 | $633,236 | 0.10 % |
| 206. |
JPMCC_05-LDP5 5.180% 12/15/2044
Cusip: 46625YXP3
|
600,000 | $630,036 | 0.10 % |
| 207. |
MALT_04-4 6.000% 05/25/2034
Cusip: 576434PY4
|
680,865.94 | $629,665 | 0.10 % |
| 208. |
SDART_07-1 0.304% 09/15/2014
Cusip: 80281VAD5
|
632,768.92 | $625,601 | 0.10 % |
| 209. |
FNMA 15YR TBA(REG B) 4.500% 05/01/2025
Cusip: 01F042459
|
600,000 | $623,531 | 0.10 % |
| 210. |
FNMA 15YR 5.000% 12/01/2020
Cusip: 31403CXG1
|
583,952.69 | $621,793 | 0.10 % |
| 211. |
WBCMT_05-C20 5.087% 07/15/2042
Cusip: 9297664M2
|
600,000 | $616,608 | 0.10 % |
| 212. |
FLORIDA POWER CORPORATION 6.400% 06/15/2038
Cusip: 341099CL1
|
545,000 | $616,524 | 0.10 % |
| 213. |
MOLSON COORS BREWING CO 4.850% 09/22/2010
Cusip: 60871NAC3
|
605,000 | $614,980 | 0.10 % |
| 214. |
TELECOM ITALIA CAPITAL 7.200% 07/18/2036
Cusip: 87927VAR9
|
605,000 | $609,971 | 0.09 % |
| 215. |
BACM_05-4 4.764% 07/10/2045
Cusip: 05947UW79
|
587,700.71 | $598,143 | 0.09 % |
| 216. |
FNMA 30YR 5.500% 07/01/2033
Cusip: 31402KDY7
|
552,380.3 | $592,302 | 0.09 % |
| 217. |
CCCIT_08-C6 6.300% 06/20/2014
Cusip: 17305EEL5
|
550,000 | $586,863 | 0.09 % |
| 218. |
CWHL_05-R2 7.000% 06/25/2035
Cusip: 12669GN98
|
613,041.89 | $586,494 | 0.09 % |
| 219. |
DUKE ENERGY CORPORATION 6.300% 02/01/2014
Cusip: 264399EQ5
|
520,000 | $583,740 | 0.09 % |
| 220. |
BACM_05-6 5.350% 09/10/2047
Cusip: 05947U4D7
|
550,000 | $580,199 | 0.09 % |
| 221. |
FGOLD 30YR 7.000% 06/01/2032
Cusip: 31287TSL0
|
517,251.84 | $577,844 | 0.09 % |
| 222. |
COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
|
545,000 | $576,707 | 0.09 % |
| 223. |
BACCT_08-A1 0.834% 04/15/2013
Cusip: 05522RBS6
|
575,000 | $576,343 | 0.09 % |
| 224. |
MALT_04-8 5.000% 09/25/2019
Cusip: 576434UX0
|
597,992.14 | $568,334 | 0.09 % |
| 225. |
ACCSS_05-1 0.351% 06/22/2018
Cusip: 00432CCD1
|
568,009.8 | $567,164 | 0.09 % |
| 226. |
NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
|
505,000 | $565,693 | 0.09 % |
| 227. |
HERTZ_09-2A 4.260% 03/25/2014
Cusip: 42805RAU3
|
550,000 | $562,217 | 0.09 % |
| 228. |
NOTA DO TESOURO NACIONAL 10.000% 01/01/2013
Cusip: EG6231302
|
100,000 | $560,731 | 0.09 % |
| 229. |
FNMA 30YR 6.500% 12/01/2034
Cusip: 31406AWB4
|
505,921.27 | $553,620 | 0.09 % |
| 230. |
CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
|
510,000 | $540,600 | 0.08 % |
| 231. |
FHLB 0.625% 05/27/2011
Cusip: 3133XYCW3
|
540,000 | $540,034 | 0.08 % |
| 232. |
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.000% 04/15/2020
Cusip: 03523TAU2
|
525,000 | $532,352 | 0.08 % |
| 233. |
DETROIT EDISON COMPANY 6.400% 10/01/2013
Cusip: 250847EE6
|
470,000 | $532,117 | 0.08 % |
| 234. |
WOODSIDE FINANCE LTD 4.500% 11/10/2014
Cusip: 980236AJ2
|
515,000 | $531,552 | 0.08 % |
| 235. |
US TII 2.5 01/15/29 (TIPS) 2.500% 01/15/2029
Cusip: 912810PZ5
|
475,000 | $531,515 | 0.08 % |
| 236. |
HERTZ_09-2A 5.290% 03/25/2016
Cusip: 42805RAV1
|
500,000 | $517,741 | 0.08 % |
| 237. |
MSC_06-T23 5.971% 08/12/2041
Cusip: 61749MAU3
|
475,000 | $515,616 | 0.08 % |
| 238. |
CD_07-CD4 5.322% 12/11/2049
Cusip: 12513YAF7
|
525,000 | $513,975 | 0.08 % |
| 239. |
SBAC_10-1 4.254% 04/15/2040
Cusip: 78403DAA8
|
500,000 | $513,041 | 0.08 % |
| 240. |
NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
|
515,000 | $509,850 | 0.08 % |
| 241. |
GOLDMAN SACHS GROUP INC 5.375% 03/15/2020
Cusip: 38141EA58
|
520,000 | $505,092 | 0.08 % |
| 242. |
ANADARKO PETROLEUM CORPORATION 6.200% 03/15/2040
Cusip: 032510AC3
|
475,000 | $480,794 | 0.07 % |
| 243. |
US TII 2.625 07/15/17 (TIPS) 2.625% 07/15/2017
Cusip: 912828GX2
|
400,000 | $469,186 | 0.07 % |
| 244. |
MSRR_09-GG10 5.999% 08/12/2045
Cusip: 61758FAA0
|
450,000 | $464,936 | 0.07 % |
| 245. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
452,000 | $460,899 | 0.07 % |
| 246. |
FGOLD 30YR 6.000% 04/01/2032
Cusip: 31287RQW2
|
416,180.3 | $457,269 | 0.07 % |
| 247. |
BACCT_08-A5 1.454% 12/16/2013
Cusip: 05522RCB2
|
450,000 | $455,431 | 0.07 % |
| 248. |
BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
|
445,000 | $450,099 | 0.07 % |
| 249. |
CVS CAREMARK CORP 5.750% 06/01/2017
Cusip: 126650BH2
|
410,000 | $448,915 | 0.07 % |
| 250. |
HERTZ_05-2A 0.513% 11/25/2011
Cusip: 42805RAS8
|
450,000 | $448,298 | 0.07 % |
| 251. |
CARDINAL HEALTH INC 5.650% 06/15/2012
Cusip: 14149YAP3
|
415,000 | $445,922 | 0.07 % |
| 252. |
FNMA 15YR 5.500% 08/01/2018
Cusip: 31402LKF8
|
414,041.04 | $445,109 | 0.07 % |
| 253. |
TREASURY NOTE 1.375% 03/15/2013
Cusip: 912828MT4
|
445,000 | $444,061 | 0.07 % |
| 254. |
TOYS R US TLB 4.25 4.555% 07/19/2012
Cusip: BAX0ZT7V4
|
445,000 | $443,700 | 0.07 % |
| 255. |
MSRT_10-F 0.506% 06/17/2013
Cusip: 617492AA1
|
450,000 | $443,250 | 0.07 % |
| 256. |
ARTIO GLOBAL INVESTORS INC
Cusip: 04315B107
|
19,090 | $436,779 | 0.07 % |
| 257. |
TREASURY NOTE 1.375% 01/15/2013
Cusip: 912828MG2
|
435,000 | $435,170 | 0.07 % |
| 258. |
NIELSEN FINANCE VNU TLA 2.00 2.251% 08/09/2013
Cusip: 65410*AA5
|
437,210.57 | $425,550 | 0.07 % |
| 259. |
CSFB_04-C1 4.750% 01/15/2037
Cusip: 22541SAD0
|
415,000 | $425,295 | 0.07 % |
| 260. |
DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
|
410,000 | $414,100 | 0.06 % |
| 261. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
403,646.94 | $411,719 | 0.06 % |
| 262. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
433,000 | $411,350 | 0.06 % |
| 263. |
GCCFC_04-GG1 4.883% 06/10/2036
Cusip: 396789FR5
|
400,000 | $410,911 | 0.06 % |
| 264. |
CSX CORPORATION 6.300% 03/15/2012
Cusip: 126408GB3
|
380,000 | $410,309 | 0.06 % |
| 265. |
TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
|
385,000 | $410,025 | 0.06 % |
| 266. |
VALERO ENERGY CORP
Cusip: 91913Y100
|
19,547 | $406,382 | 0.06 % |
| 267. |
US FOODSERVICE TL 2.50 2.733% 07/03/2014
Cusip: BAX392TW0
|
443,858.97 | $403,294 | 0.06 % |
| 268. |
CD_05-CD1 5.225% 07/15/2044
Cusip: 12513EAF1
|
375,000 | $398,454 | 0.06 % |
| 269. |
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.200% 01/15/2014
Cusip: 03523TAA6
|
345,000 | $397,133 | 0.06 % |
| 270. |
FNMA 25YR 5.500% 07/01/2028
Cusip: 31400JRN1
|
369,421.25 | $393,264 | 0.06 % |
| 271. |
TRANSALTA CORP 4.750% 01/15/2015
Cusip: 89346DAD9
|
375,000 | $391,984 | 0.06 % |
| 272. |
CENTERPOINT ENERGY RESOURCES CORP 7.875% 04/01/2013
Cusip: 15189YAB2
|
340,000 | $389,980 | 0.06 % |
| 273. |
NISOURCE FINANCE CORPORATION 5.450% 09/15/2020
Cusip: 65473QAR4
|
385,000 | $389,099 | 0.06 % |
| 274. |
THOMSON REUTERS CORP 5.850% 04/15/2040
Cusip: 884903BH7
|
385,000 | $386,123 | 0.06 % |
| 275. |
HCA INC 7.250% 09/15/2020
Cusip: 404121AA3
|
365,000 | $383,250 | 0.06 % |
| 276. |
MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
|
360,000 | $381,689 | 0.06 % |
| 277. |
FNMA 30YR 6.500% 09/01/2032
Cusip: 31391BQN0
|
344,467 | $379,527 | 0.06 % |
| 278. |
BACM_05-3 4.668% 07/10/2043
Cusip: 05947UR83
|
375,000 | $379,421 | 0.06 % |
| 279. |
FGOLD 15YR 5.000% 08/01/2018
Cusip: 3128H6VS0
|
356,633.65 | $379,179 | 0.06 % |
| 280. |
FNMA 15YR 6.500% 03/01/2017
Cusip: 31371KLR0
|
345,581.36 | $373,736 | 0.06 % |
| 281. |
ANADARKO PETROLEUM CORPORATION 7.625% 03/15/2014
Cusip: 032511BD8
|
320,000 | $372,689 | 0.06 % |
| 282. |
RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
|
345,000 | $372,600 | 0.06 % |
| 283. |
GECMC_01-3 6.070% 06/10/2038
Cusip: 36158YDD8
|
350,000 | $367,421 | 0.06 % |
| 284. |
WBCMT_06-C24 5.576% 03/15/2045
Cusip: 92976BFQ0
|
350,000 | $364,589 | 0.06 % |
| 285. |
PROGRESS ENERGY INC 6.000% 12/01/2039
Cusip: 743263AP0
|
355,000 | $363,475 | 0.06 % |
| 286. |
CGCMT_06-C5 5.431% 10/15/2049
Cusip: 17310MAE0
|
350,000 | $358,181 | 0.06 % |
| 287. |
DRESSER TL 1ST LIEN 2.50 2.500% 05/04/2014
Cusip: 26157VB@5
|
365,000 | $355,265 | 0.06 % |
| 288. |
FORDF_10-1 1.904% 12/15/2014
Cusip: 34528QAJ3
|
350,000 | $354,298 | 0.06 % |
| 289. |
BMWLT_09-1 2.040% 04/15/2011
Cusip: 09657CAB6
|
352,394.97 | $353,294 | 0.05 % |
| 290. |
SABMILLER PLC 6.500% 07/15/2018
Cusip: 78572MAF2
|
310,000 | $352,757 | 0.05 % |
| 291. |
AMCAR_10-1 1.660% 03/17/2014
Cusip: 03064CAC4
|
350,000 | $351,047 | 0.05 % |
| 292. |
PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
|
300,000 | $348,750 | 0.05 % |
| 293. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
415,190.78 | $347,028 | 0.05 % |
| 294. |
WINDSTREAM CORP 7.875% 11/01/2017
Cusip: 97381WAJ3
|
346,000 | $343,405 | 0.05 % |
| 295. |
TAMPA ELECTRIC COMPANY 6.100% 05/15/2018
Cusip: 875127AX0
|
305,000 | $334,107 | 0.05 % |
| 296. |
PROGRESS ENERGY INC 6.050% 03/15/2014
Cusip: 743263AM7
|
300,000 | $333,795 | 0.05 % |
| 297. |
NEVADA POWER COMPANY 5.875% 01/15/2015
Cusip: 641423BK3
|
300,000 | $330,703 | 0.05 % |
| 298. |
CARMX_09-1 5.810% 12/16/2013
Cusip: 14312WAF0
|
300,000 | $325,319 | 0.05 % |
| 299. |
AMXCA_05-4 0.324% 01/15/2015
Cusip: 02582JDN7
|
325,000 | $323,672 | 0.05 % |
| 300. |
NEVADA POWER COMPANY 6.500% 05/15/2018
Cusip: 641423BS6
|
290,000 | $323,316 | 0.05 % |
| 301. |
PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
|
285,000 | $312,715 | 0.05 % |
| 302. |
JPMCC_04-CBX 4.184% 01/12/2037
Cusip: 46625YDB6
|
307,416.61 | $307,312 | 0.05 % |
| 303. |
VWALT_09-A 3.410% 04/16/2012
Cusip: 928664AC5
|
300,000 | $307,007 | 0.05 % |
| 304. |
GCCFC_03-C1 3.858% 07/05/2035
Cusip: 396789DU0
|
300,000 | $305,025 | 0.05 % |
| 305. |
TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
|
302,000 | $303,132 | 0.05 % |
| 306. |
FHLMC REFERENCE NOTES 2.875% 02/09/2015
Cusip: 3137EACH0
|
300,000 | $303,113 | 0.05 % |
| 307. |
AMXCA_06-3 0.274% 03/17/2014
Cusip: 025822AA5
|
300,000 | $299,376 | 0.05 % |
| 308. |
REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
|
332,000 | $297,989 | 0.05 % |
| 309. |
TREASURY NOTE 1.375% 02/15/2013
Cusip: 912828MN7
|
295,000 | $294,815 | 0.05 % |
| 310. |
OHIO POWER COMPANY 6.000% 06/01/2016
Cusip: 677415CL3
|
265,000 | $294,202 | 0.05 % |
| 311. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
265,000 | $288,187 | 0.04 % |
| 312. |
FORD MOTOR COMPANY TLB 3.0 3.347% 12/15/2013
Cusip: BAX19GAX1
|
298,843.3 | $288,159 | 0.04 % |
| 313. |
RAMC_05-4 5.565% 02/25/2036
Cusip: 759950FX1
|
303,263.16 | $286,166 | 0.04 % |
| 314. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
|
280,000 | $285,600 | 0.04 % |
| 315. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
280,000 | $284,200 | 0.04 % |
| 316. |
ARIZONA PUBLIC SERVICE COMPANY 6.250% 08/01/2016
Cusip: 040555CJ1
|
260,000 | $282,414 | 0.04 % |
| 317. |
CWALT_03-11T1 4.750% 07/25/2018
Cusip: 12669EPU4
|
278,588.28 | $278,969 | 0.04 % |
| 318. |
FFMER_07-2 0.373% 05/25/2037
Cusip: 59024QAB6
|
278,056.81 | $276,653 | 0.04 % |
| 319. |
JPMCC_09-IWST 4.314% 12/05/2027
Cusip: 46634GAA9
|
268,439.16 | $275,895 | 0.04 % |
| 320. |
FNMA 30YR 5.500% 03/01/2033
Cusip: 31400JC49
|
258,760.73 | $274,652 | 0.04 % |
| 321. |
VALMONT INDUSTRIES INC 6.625% 04/20/2020
Cusip: 920253AD3
|
267,000 | $273,110 | 0.04 % |
| 322. |
GFCM_03-1 5.743% 05/12/2035
Cusip: 36161RAE9
|
250,000 | $269,816 | 0.04 % |
| 323. |
NORTHWEST PIPELINE CORPORATION 7.000% 06/15/2016
Cusip: 667748AM9
|
230,000 | $267,190 | 0.04 % |
| 324. |
TREASURY NOTE 1.500% 12/31/2013
Cusip: 912828JW1
|
270,000 | $266,709 | 0.04 % |
| 325. |
COMM_06-CNL 0.559% 02/05/2019
Cusip: 20047MAH7
|
300,000 | $263,434 | 0.04 % |
| 326. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
|
240,000 | $262,800 | 0.04 % |
| 327. |
OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
|
260,000 | $262,275 | 0.04 % |
| 328. |
JPMCC_03-LN1 4.134% 10/15/2037
Cusip: 46625MA58
|
254,329.86 | $261,921 | 0.04 % |
| 329. |
LBUBS_05-C5 4.930% 09/15/2030
Cusip: 52108H6V1
|
250,000 | $261,387 | 0.04 % |
| 330. |
AESOP_10-2 3.630% 08/20/2014
Cusip: 05377RAD6
|
250,000 | $251,350 | 0.04 % |
| 331. |
PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
|
384,000 | $249,120 | 0.04 % |
| 332. |
NALCO COMPANY 8.250% 05/15/2017
Cusip: 629855AN7
|
232,000 | $248,240 | 0.04 % |
| 333. |
CARAT_07-SN2 1.284% 05/16/2011
Cusip: 139743AJ7
|
247,312.74 | $247,635 | 0.04 % |
| 334. |
FNMA 30YR 7.500% 08/01/2025
Cusip: 31371FAX0
|
219,065.53 | $246,588 | 0.04 % |
| 335. |
FNMA 10/1 HYBRID ARM 5.489% 08/01/2034
Cusip: 31404GK67
|
230,269.78 | $245,631 | 0.04 % |
| 336. |
FHLMC_2576 5.500% 02/15/2033
Cusip: 31393KBW4
|
238,633 | $241,542 | 0.04 % |
| 337. |
FNMA 15YR 4.500% 07/01/2018
Cusip: 31401MB26
|
226,113.88 | $238,724 | 0.04 % |
| 338. |
NISOURCE FINANCE CORPORATION 5.400% 07/15/2014
Cusip: 65473QAL7
|
220,000 | $235,119 | 0.04 % |
| 339. |
RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
|
201,480 | $231,097 | 0.04 % |
| 340. |
COLOMBIA (REPUBLIC OF) 7.375% 01/27/2017
Cusip: 195325BJ3
|
200,000 | $230,400 | 0.04 % |
| 341. |
FGOLD 15YR 5.500% 05/01/2018
Cusip: 31294KSG1
|
213,938.66 | $230,031 | 0.04 % |
| 342. |
INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
|
1,848,000,000 | $225,640 | 0.04 % |
| 343. |
JPMORGAN CHASE & CO 4.950% 03/25/2020
Cusip: 46625HHQ6
|
225,000 | $225,354 | 0.04 % |
| 344. |
TURKEY (REPUBLIC OF) 6.750% 04/03/2018
Cusip: 900123BA7
|
205,000 | $222,937 | 0.03 % |
| 345. |
FNMA_03-63 6.000% 07/25/2033
Cusip: 31393DRH6
|
1,282,440.32 | $222,390 | 0.03 % |
| 346. |
L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
|
216,000 | $221,130 | 0.03 % |
| 347. |
FEDERAL FARM CREDIT BANK 3.400% 02/07/2013
Cusip: 31331YST8
|
205,000 | $214,727 | 0.03 % |
| 348. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
210,000 | $213,150 | 0.03 % |
| 349. |
FLORIDA POWER CORPORATION 5.650% 04/01/2040
Cusip: 341099CN7
|
210,000 | $213,053 | 0.03 % |
| 350. |
FNMA 4.750% 11/19/2012
Cusip: 31398AHZ8
|
195,000 | $210,826 | 0.03 % |
| 351. |
CIT GROUP INC 7.000% 05/01/2016
Cusip: 125581FW3
|
220,000 | $209,275 | 0.03 % |
| 352. |
AIRGAS INC 7.125% 10/01/2018
Cusip: 009363AE2
|
190,000 | $209,000 | 0.03 % |
| 353. |
FGOLD 15YR TBA(REG B) 4.500% 05/01/2025
Cusip: 02R042454
|
200,000 | $207,875 | 0.03 % |
| 354. |
GTP_10-1 4.436% 02/15/2015
Cusip: 379398AA8
|
200,000 | $205,421 | 0.03 % |
| 355. |
JPMCC_05-LDP2 4.697% 07/15/2042
Cusip: 46625YNB5
|
200,000 | $205,372 | 0.03 % |
| 356. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
|
205,000 | $202,903 | 0.03 % |
| 357. |
GSMS_04-GG2 4.602% 08/10/2038
Cusip: 36228CTE3
|
200,407.62 | $202,403 | 0.03 % |
| 358. |
GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
|
200,000 | $202,000 | 0.03 % |
| 359. |
VERIZON PENNSYLVANIA INC. 5.650% 11/15/2011
Cusip: 92344TAA6
|
190,000 | $201,342 | 0.03 % |
| 360. |
TOLEDO EDISON COMPANY (THE) 6.150% 05/15/2037
Cusip: 889175BD6
|
195,000 | $200,765 | 0.03 % |
| 361. |
THE MANITOWOC CO INC 7.125% 11/01/2013
Cusip: 563571AF5
|
200,000 | $200,000 | 0.03 % |
| 362. |
NCSLT_06-3 7.100% 01/25/2012
Cusip: 63543VAF0
|
1,900,000 | $198,337 | 0.03 % |
| 363. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
|
185,000 | $196,562 | 0.03 % |
| 364. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
172,000 | $195,220 | 0.03 % |
| 365. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
180,000 | $193,050 | 0.03 % |
| 366. |
CROWN AMERICAS INC 7.750% 11/15/2015
Cusip: 228188AD0
|
185,000 | $191,937 | 0.03 % |
| 367. |
FNMA 30YR 7.500% 06/01/2032
Cusip: 31371KRC7
|
168,131.99 | $190,136 | 0.03 % |
| 368. |
CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
|
180,000 | $189,900 | 0.03 % |
| 369. |
OWENS-BROCKWAY GLASS CONTAINER INC 8.250% 05/15/2013
Cusip: 69073TAJ2
|
180,000 | $182,700 | 0.03 % |
| 370. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
810,000 | $180,225 | 0.03 % |
| 371. |
CMS ENERGY CORPORATION 6.250% 02/01/2020
Cusip: 125896BE9
|
180,000 | $178,875 | 0.03 % |
| 372. |
COMCAST CORPORATION 6.450% 03/15/2037
Cusip: 20030NAM3
|
170,000 | $178,050 | 0.03 % |
| 373. |
FNMA 30YR 6.500% 09/01/2037
Cusip: 31371NKN4
|
165,373.63 | $177,657 | 0.03 % |
| 374. |
HCA INC 9.875% 02/15/2017
Cusip: 404119BB4
|
160,000 | $177,200 | 0.03 % |
| 375. |
CITIGROUP INC 8.500% 05/22/2019
Cusip: 172967EV9
|
150,000 | $177,079 | 0.03 % |
| 376. |
FHLMC_K006 5.357% 12/26/2046
Cusip: 30261CAM6
|
200,000 | $176,742 | 0.03 % |
| 377. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
170,000 | $175,737 | 0.03 % |
| 378. |
JPMCC_03-ML1A 3.972% 03/12/2039
Cusip: 46625MVQ9
|
170,442.63 | $174,633 | 0.03 % |
| 379. |
FNMA 5/1 HYBRID ARM 5.985% 04/01/2036
Cusip: 31410SHK6
|
163,683.27 | $171,573 | 0.03 % |
| 380. |
TRANSALTA CORP 6.500% 03/15/2040
Cusip: 89346DAE7
|
165,000 | $168,972 | 0.03 % |
| 381. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
161,000 | $166,232 | 0.03 % |
| 382. |
WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
|
162,000 | $165,847 | 0.03 % |
| 383. |
SRFC_10-1A 4.480% 07/01/2026
Cusip: 82651LAA1
|
165,139.38 | $165,540 | 0.03 % |
| 384. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
155,000 | $163,718 | 0.03 % |
| 385. |
FNMA 30YR TBA(REG A) 6.500% 05/01/2040
Cusip: 01F062655
|
150,000 | $162,164 | 0.03 % |
| 386. |
MLMT_08-C1 4.706% 02/12/2051
Cusip: 59025WAA4
|
158,230.7 | $161,876 | 0.03 % |
| 387. |
CONSUMERS ENERGY COMPANY 5.150% 02/15/2017
Cusip: 210518CG9
|
150,000 | $158,673 | 0.02 % |
| 388. |
JPMCC_06-LDP6 5.490% 04/15/2043
Cusip: 46625YP72
|
150,000 | $158,306 | 0.02 % |
| 389. |
AMER GEN FIN TL 5.50 LIBOR FL 1.75 7.250% 04/16/2015
Cusip: BAX3959D7
|
155,000 | $155,415 | 0.02 % |
| 390. |
QWEST COMMUNICATIONS INTERNATIONAL 7.125% 04/01/2018
Cusip: 749121CB3
|
150,000 | $154,875 | 0.02 % |
| 391. |
RR DONNELLEY & SONS COMPANY 4.950% 04/01/2014
Cusip: 257867AM3
|
150,000 | $154,650 | 0.02 % |
| 392. |
BALL_01-FMA 6.763% 12/13/2016
Cusip: 05947NAL8
|
150,000 | $154,130 | 0.02 % |
| 393. |
FEDERAL HOME LOAN BANK 5.000% 11/17/2017
Cusip: 3133XMQ87
|
140,000 | $153,266 | 0.02 % |
| 394. |
DISH DBS CORP 7.875% 09/01/2019
Cusip: 25470XAB1
|
145,000 | $152,250 | 0.02 % |
| 395. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
135,000 | $149,175 | 0.02 % |
| 396. |
METROPOLITAN EDISON COMPANY 4.950% 03/15/2013
Cusip: 591894BU3
|
140,000 | $148,061 | 0.02 % |
| 397. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
150,000 | $147,750 | 0.02 % |
| 398. |
AQUILA INC 11.875% 07/01/2012
Cusip: 03840PAC6
|
125,000 | $146,749 | 0.02 % |
| 399. |
PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
|
140,000 | $144,694 | 0.02 % |
| 400. |
AMCAR_07-CM 0.279% 05/07/2012
Cusip: 03063EAD9
|
144,442.94 | $144,226 | 0.02 % |
| 401. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
145,000 | $141,193 | 0.02 % |
| 402. |
DENBURY RESOURCES INC 7.500% 04/01/2013
Cusip: 24823UAE8
|
140,000 | $140,175 | 0.02 % |
| 403. |
EMLT_03-1 3.510% 12/25/2032
Cusip: 29445FAA6
|
144,453.39 | $137,314 | 0.02 % |
| 404. |
GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
|
130,000 | $137,150 | 0.02 % |
| 405. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
130,000 | $136,987 | 0.02 % |
| 406. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
|
120,000 | $136,200 | 0.02 % |
| 407. |
ONCOR ELECTRIC DELIVERY CO 6.375% 05/01/2012
Cusip: 68233DAS6
|
125,000 | $135,541 | 0.02 % |
| 408. |
COMCAST CORPORATION 6.400% 03/01/2040
Cusip: 20030NBB6
|
130,000 | $135,149 | 0.02 % |
| 409. |
EDISON MISSION ENERGY 7.500% 06/15/2013
Cusip: 281023AN1
|
150,000 | $133,500 | 0.02 % |
| 410. |
QVC INC 7.125% 04/15/2017
Cusip: 747262AC7
|
131,000 | $132,965 | 0.02 % |
| 411. |
QVC INC 7.375% 10/15/2020
Cusip: 747262AE3
|
131,000 | $132,965 | 0.02 % |
| 412. |
BSCMS_07-PW18 5.038% 06/11/2050
Cusip: 07401DAA9
|
128,683.48 | $132,072 | 0.02 % |
| 413. |
L-3 COMMUNICATIONS CORPORATION 6.125% 07/15/2013
Cusip: 502413AL1
|
130,000 | $131,950 | 0.02 % |
| 414. |
FNMA 30YR 6.500% 07/01/2032
Cusip: 31385JMS4
|
118,693.62 | $131,697 | 0.02 % |
| 415. |
EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
|
110,000 | $130,900 | 0.02 % |
| 416. |
FNMA 15YR 4.500% 12/01/2020
Cusip: 31403DC56
|
121,316.88 | $127,855 | 0.02 % |
| 417. |
URUGUAY (THE REPUBLIC OF) 9.250% 05/17/2017
Cusip: 760942AR3
|
100,000 | $127,250 | 0.02 % |
| 418. |
AMCAR_07-DF 5.490% 07/06/2012
Cusip: 03063TAD6
|
126,565.69 | $127,019 | 0.02 % |
| 419. |
REPUBLIC OF INDONESIA 8.500% 10/12/2035
Cusip: 455780AT3
|
100,000 | $125,750 | 0.02 % |
| 420. |
FNMA 5/1 HYBRID ARM 5.994% 08/01/2036
Cusip: 31410EFD5
|
118,824.41 | $124,774 | 0.02 % |
| 421. |
KRAFT FOODS INC 6.500% 02/09/2040
Cusip: 50075NAZ7
|
115,000 | $123,772 | 0.02 % |
| 422. |
TREASURY NOTE 2.625% 04/30/2016
Cusip: 912828KR0
|
125,000 | $123,603 | 0.02 % |
| 423. |
EXPORT-IMPORT BANK OF KOREA 5.500% 10/17/2012
Cusip: 302154AS8
|
115,000 | $123,411 | 0.02 % |
| 424. |
FNMA 30YR 9.000% 06/01/2024
Cusip: 31368JCZ0
|
112,324.76 | $123,403 | 0.02 % |
| 425. |
TELECOM ITALIA CAPITAL 5.250% 11/15/2013
Cusip: 87927VAE8
|
115,000 | $121,080 | 0.02 % |
| 426. |
DOMINION RESOURCES INC 5.600% 11/15/2016
Cusip: 25746UBB4
|
110,000 | $120,081 | 0.02 % |
| 427. |
OHIO EDISON CO 5.450% 05/01/2015
Cusip: 677347CB0
|
110,000 | $117,707 | 0.02 % |
| 428. |
CWL_06-4 0.523% 07/25/2036
Cusip: 126670WR5
|
169,507.21 | $114,745 | 0.02 % |
| 429. |
FHLMC 12M LIBOR ARM 6.110% 08/01/2036
Cusip: 3128S4EM5
|
108,804.38 | $114,635 | 0.02 % |
| 430. |
JPMCC_07-CB20 6.403% 02/12/2051
Cusip: 46631QAT9
|
525,000 | $114,263 | 0.02 % |
| 431. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
109,000 | $113,087 | 0.02 % |
| 432. |
REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
|
109,000 | $112,542 | 0.02 % |
| 433. |
TOLEDO EDISON COMPANY (THE) 7.250% 05/01/2020
Cusip: 889175BE4
|
95,000 | $111,147 | 0.02 % |
| 434. |
TURKEY (REPUBLIC OF) 7.000% 09/26/2016
Cusip: EF6988721
|
100,000 | $111,125 | 0.02 % |
| 435. |
MAJAPAHIT HOLDING BV 7.750% 10/17/2016
Cusip: 56068TAB3
|
100,000 | $110,620 | 0.02 % |
| 436. |
TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
|
100,000 | $109,625 | 0.02 % |
| 437. |
BACARDI LTD 7.450% 04/01/2014
Cusip: 067316AA7
|
95,000 | $109,365 | 0.02 % |
| 438. |
RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
|
105,000 | $109,200 | 0.02 % |
| 439. |
FHLMC 10/1 HYBRID ARM 6.113% 12/01/2036
Cusip: 3128QSZL3
|
99,123.01 | $106,468 | 0.02 % |
| 440. |
WFMBS_04-K 4.707% 07/25/2034
Cusip: 94981VAH0
|
103,510.73 | $104,938 | 0.02 % |
| 441. |
LBI ESCROW CORP 8.000% 11/01/2017
Cusip: 50178TAA5
|
100,000 | $103,750 | 0.02 % |
| 442. |
JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
|
100,000 | $103,250 | 0.02 % |
| 443. |
CSC HOLDINGS INC 8.500% 04/15/2014
Cusip: 126304AW4
|
95,000 | $102,125 | 0.02 % |
| 444. |
AMKOR TECHNOLOGY INC 7.375% 05/01/2018
Cusip: 031652BB5
|
101,000 | $101,505 | 0.02 % |
| 445. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
95,000 | $100,225 | 0.02 % |
| 446. |
FEDERAL HOME LOAN BANK 1.000% 12/28/2011
Cusip: 3133XVRS2
|
100,000 | $100,215 | 0.02 % |
| 447. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
95,000 | $99,750 | 0.02 % |
| 448. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
98,000 | $99,225 | 0.02 % |
| 449. |
BALL CORPORATION 6.750% 09/15/2020
Cusip: 058498AP1
|
97,000 | $99,182 | 0.02 % |
| 450. |
INDX_06-AR3 5.650% 03/25/2036
Cusip: 45660L5T2
|
180,074.65 | $99,160 | 0.02 % |
| 451. |
HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
|
90,000 | $97,875 | 0.02 % |
| 452. |
FNMA 30YR 7.000% 08/01/2032
Cusip: 31391LXQ3
|
87,280.88 | $97,611 | 0.02 % |
| 453. |
PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
|
85,000 | $94,350 | 0.01 % |
| 454. |
LEAR CORPORATION 7.875% 03/15/2018
Cusip: 521865AR6
|
90,000 | $92,137 | 0.01 % |
| 455. |
URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
|
81,000 | $91,935 | 0.01 % |
| 456. |
TW TELECOM HOLDINGS INC 8.000% 03/01/2018
Cusip: 87311XAA6
|
89,000 | $91,781 | 0.01 % |
| 457. |
FNMA 3.255% 06/09/2010
Cusip: 3136F9RJ4
|
90,000 | $90,271 | 0.01 % |
| 458. |
REPUBLIC OF INDONESIA 6.875% 01/17/2018
Cusip: 455780AY2
|
81,000 | $90,112 | 0.01 % |
| 459. |
YUM! BRANDS INC 6.875% 11/15/2037
Cusip: 988498AD3
|
80,000 | $90,076 | 0.01 % |
| 460. |
CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
|
90,072.44 | $89,825 | 0.01 % |
| 461. |
NCSLT_06-2 6.000% 08/25/2011
Cusip: 63543MAE3
|
1,350,000 | $87,750 | 0.01 % |
| 462. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
|
85,000 | $86,700 | 0.01 % |
| 463. |
TREASURY BOND 4.500% 02/15/2036
Cusip: 912810FT0
|
86,000 | $86,456 | 0.01 % |
| 464. |
ARCH WESTERN FINANCE LLC 6.750% 07/01/2013
Cusip: 03939RAB6
|
85,000 | $85,637 | 0.01 % |
| 465. |
ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
|
75,000 | $85,500 | 0.01 % |
| 466. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
94,000 | $84,130 | 0.01 % |
| 467. |
FRONTIER COMMUNICATIONS CORP 8.250% 04/15/2017
Cusip: 35906AAE8
|
81,000 | $83,733 | 0.01 % |
| 468. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
75,000 | $83,437 | 0.01 % |
| 469. |
FNS_379-2 5.500% 05/01/2037
Cusip: 3136FENX6
|
461,043.96 | $82,231 | 0.01 % |
| 470. |
RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
|
80,000 | $81,100 | 0.01 % |
| 471. |
GREIF INC 6.750% 02/01/2017
Cusip: 397624AE7
|
80,000 | $80,600 | 0.01 % |
| 472. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
75,000 | $79,500 | 0.01 % |
| 473. |
FNMA 5.375% 06/12/2017
Cusip: 31398ADM1
|
70,000 | $78,127 | 0.01 % |
| 474. |
ECHOSTAR DBS CORPORATION 6.625% 10/01/2014
Cusip: 27876GAY4
|
75,000 | $75,750 | 0.01 % |
| 475. |
VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
|
87,000 | $75,037 | 0.01 % |
| 476. |
UNITED STATES STEEL CORP 7.375% 04/01/2020
Cusip: 912909AF5
|
72,000 | $73,800 | 0.01 % |
| 477. |
EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
|
68,000 | $73,440 | 0.01 % |
| 478. |
GSMS_07-GG10 5.993% 08/10/2045
Cusip: 36246LAN1
|
575,000 | $70,707 | 0.01 % |
| 479. |
FRONTIER COMMUNICATIONS CORP 8.500% 04/15/2020
Cusip: 35906AAG3
|
66,000 | $67,650 | 0.01 % |
| 480. |
PETRO-CANADA 4.000% 07/15/2013
Cusip: 716442AG3
|
65,000 | $67,529 | 0.01 % |
| 481. |
OSHKOSH CORPORATION 8.250% 03/01/2017
Cusip: 688225AA9
|
61,000 | $64,202 | 0.01 % |
| 482. |
FHLMC_1614 6.500% 11/15/2023
Cusip: 3133T15B4
|
57,219.74 | $62,259 | 0.01 % |
| 483. |
VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
|
86,000 | $61,920 | 0.01 % |
| 484. |
FEDERAL HOME LOAN BANK 2.625% 05/20/2011
Cusip: 3133XQQQ8
|
60,000 | $61,261 | 0.01 % |
| 485. |
CWALT_07-8CB 5.500% 05/25/2037
Cusip: 02150FAX8
|
515,766.05 | $58,425 | 0.01 % |
| 486. |
CCO HOLDINGS LLC/CAP CORP 7.875% 04/30/2018
Cusip: 1248EPAJ2
|
57,000 | $58,425 | 0.01 % |
| 487. |
LEHMAN BROTHERS HOLDINGS 39.500% 10/02/2008
Cusip: 524935AM5
|
3,480 | $57,313 | 0.01 % |
| 488. |
CFAT_08-A 4.940% 04/25/2014
Cusip: 14911TAC9
|
54,853.83 | $56,040 | 0.01 % |
| 489. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAJ8
|
53,000 | $55,120 | 0.01 % |
| 490. |
LEHMAN BROTHERS HOLDINGS 53.310% 09/14/2008
Cusip: 524935AA1
|
3,480 | $51,653 | 0.01 % |
| 491. |
COOPER-STANDARD AUTOMOTIVE 8.500% 05/01/2018
Cusip: 12629YAA9
|
50,000 | $51,250 | 0.01 % |
| 492. |
LEAR CORPORATION 8.125% 03/15/2020
Cusip: 521865AS4
|
49,000 | $50,102 | 0.01 % |
| 493. |
IRWHE_05-A 0.643% 02/25/2034
Cusip: 464187CB7
|
57,678.56 | $49,819 | 0.01 % |
| 494. |
SPECTRA ENERGY CORP
Cusip: 847560109
|
2,082 | $48,593 | 0.01 % |
| 495. |
OSHKOSH CORPORATION 8.500% 03/01/2020
Cusip: 688225AC5
|
44,000 | $46,420 | 0.01 % |
| 496. |
PHILLIPS-VAN HEUSEN CORPORATION 7.375% 05/15/2020
Cusip: 718592AK4
|
45,000 | $46,125 | 0.01 % |
| 497. |
GNMA_02-70 6.000% 08/20/2032
Cusip: 38373VF54
|
401,785.11 | $43,600 | 0.01 % |
| 498. |
CXHE_02-D 2.313% 12/25/2032
Cusip: 152314GE4
|
156,348.34 | $38,323 | 0.01 % |
| 499. |
FNMA_03-71 5.500% 12/25/2031
Cusip: 31393EJX8
|
329,687.9 | $38,101 | 0.01 % |
| 500. |
CSC HOLDINGS INC 7.875% 02/15/2018
Cusip: 126304AG9
|
35,000 | $37,100 | 0.01 % |
| 501. |
FNMA BENCHMARK NOTES 3.250% 08/12/2010
Cusip: 31398ASU7
|
35,000 | $35,291 | 0.01 % |
| 502. |
FRONTIER COMMUNICATIONS CORP 7.875% 04/15/2015
Cusip: 35906AAC2
|
32,000 | $33,000 | 0.01 % |
| 503. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
30,000 | $32,175 | 0.01 % |
| 504. |
BROCADE COMMUNICATIONS SYSTEMS 6.625% 01/15/2018
Cusip: 111621AE8
|
31,000 | $31,852 | 0.00 % |
| 505. |
LAMAR MEDIA CORP 7.875% 04/15/2018
Cusip: 513075AW1
|
31,000 | $31,852 | 0.00 % |
| 506. |
CF INDUSTRIES HOLDINGS INC 7.125% 05/01/2020
Cusip: 12527GAB9
|
30,000 | $31,575 | 0.00 % |
| 507. |
CF INDUSTRIES HOLDINGS INC 6.875% 05/01/2018
Cusip: 12527GAA1
|
30,000 | $31,312 | 0.00 % |
| 508. |
BALL CORPORATION 6.625% 03/15/2018
Cusip: 058498AL0
|
30,000 | $30,525 | 0.00 % |
| 509. |
FHLMC_2817 6.746% 06/15/2032
Cusip: 31394YXE9
|
441,422.4 | $27,902 | 0.00 % |
| 510. |
REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
|
359,000 | $27,822 | 0.00 % |
| 511. |
BROCADE COMMUNICATIONS SYSTEMS 6.875% 01/15/2020
Cusip: 111621AH1
|
27,000 | $27,810 | 0.00 % |
| 512. |
CONSUMERS ENERGY COMPANY 5.000% 03/15/2015
Cusip: 210518CF1
|
25,000 | $26,729 | 0.00 % |
| 513. |
CONSOL ENERGY INC. 8.000% 04/01/2017
Cusip: 20854PAC3
|
25,000 | $26,375 | 0.00 % |
| 514. |
CCO HOLDINGS LLC/CAP CORP 8.125% 04/30/2020
Cusip: 1248EPAM5
|
25,000 | $25,562 | 0.00 % |
| 515. |
MANTECH INTERNATIONAL CORPORATION 7.250% 04/15/2018
Cusip: 564563AA2
|
24,000 | $24,480 | 0.00 % |
| 516. |
LIVE NATION ENTERTAINMENT INC 8.125% 05/15/2018
Cusip: 538034AC3
|
20,000 | $20,600 | 0.00 % |
| 517. |
ARIZONA PUBLIC SERVICE COMPANY 6.375% 10/15/2011
Cusip: 040555CC6
|
15,000 | $15,956 | 0.00 % |
| 518. |
FNMA_04-84 5.000% 12/25/2022
Cusip: 31394BHB3
|
196,752.37 | $15,056 | 0.00 % |
| 519. |
BALTA_05-2 3.112% 04/25/2035
Cusip: 07386HQY0
|
34,280.7 | $14,879 | 0.00 % |
| 520. |
RAMC_07-2 6.313% 06/25/2037
Cusip: 75970QAN0
|
190,000 | $7,480 | 0.00 % |
| 521. |
RAMC_07-2 6.660% 06/25/2037
Cusip: 75970QAP5
|
125,000 | $3,531 | 0.00 % |
| 522. |
RAMC_07-2 7.006% 06/25/2037
Cusip: 75970QAQ3
|
180,000 | $3,202 | 0.00 % |
| 523. |
GNMA_02-80 6.000% 01/20/2032
Cusip: 38373V2W9
|
22,847.49 | $406 | 0.00 % |
| 524. |
FAIRPOINT COMMUNICATIONS INC
Cusip: 305560104
|
3,230 | $271 | 0.00 % |
| 525. |
KRISPY KREME DOUGHNUTS-CW12 0.000% 03/02/2012
Cusip: 501014112
|
683 | $72 | 0.00 % |
| 526. |
SARM_06-5 5.829% 06/25/2036
Cusip: 86360NAP7
|
0.15 | $0 | 0.00 % |
| 527. |
CWHL_06-HYB1 5.250% 03/20/2036
Cusip: 126694WE4
|
0.16 | $0 | 0.00 % |
| 528. |
INDX_05-AR8 0.800% 04/25/2035
Cusip: 45660LJM2
|
8,256,310.34 | $0 | 0.00 % |
| 529. |
CWL_05-10 4.915% 02/25/2036
Cusip: 126670AF5
|
0.09 | $0 | 0.00 % |
| 530. |
SASC_03-18XS 4.040% 06/25/2033
Cusip: 86359AWL3
|
0.04 | $0 | 0.00 % |
| 531. |
DSLA_05-AR5 1.000% 08/19/2045
Cusip: 23332UFQ2
|
0.16 | $0 | 0.00 % |
| 532. |
MAY 10 FNMA 6 CALLS STRIKE 106-14+ 0.000% 05/06/2010
Cusip: BAX3942G0
|
-3,910,000 | $-13,440 | -0.00 % |
| 533. |
MAY 10 FNMA 6 CALLS STRIKE 106-2+ 0.000% 05/06/2010
Cusip: BAX393ZH4
|
-5,900,000 | $-41,484 | -0.01 % |
|
Other Assets less Liabilities
Cusip:
|
$-29,172,733 | -4.54 % | ||
| Net Assets | $643,020,569 | 100.00 % | ||
| Security | Shares/ Principal |
Market Value | % of Net Assets |
|
|---|---|---|---|---|
| 1. |
BANK OF AMERICA CORP
Cusip: 060505104
|
1,028,218 | $18,353,691 | 2.84 % |
| 2. |
HEWLETT-PACKARD CO
Cusip: 428236103
|
328,372 | $17,452,971 | 2.70 % |
| 3. |
XL CAPITAL LTD -CLASS A
Cusip: G98255105
|
664,256 | $12,554,438 | 1.94 % |
| 4. |
INTEL CORP
Cusip: 458140100
|
562,529 | $12,521,895 | 1.94 % |
| 5. |
CHEVRON CORP
Cusip: 166764100
|
163,012 | $12,361,199 | 1.91 % |
| 6. |
RVS SHORT TERM CASH 0.000% 12/31/2010
Cusip: 76932H105
|
12,211,470.47 | $12,211,470 | 1.89 % |
| 7. |
LORILLARD INC
Cusip: 544147101
|
157,743 | $11,868,583 | 1.84 % |
| 8. |
WAL-MART STORES INC
Cusip: 931142103
|
183,227 | $10,187,421 | 1.58 % |
| 9. |
TRANSOCEAN LTD
Cusip: H8817H100
|
112,013 | $9,675,682 | 1.50 % |
| 10. |
DU PONT (E.I.) DE NEMOURS
Cusip: 263534109
|
250,263 | $9,319,794 | 1.44 % |
| 11. |
CONOCOPHILLIPS..
Cusip: 20825C104
|
179,053 | $9,162,142 | 1.42 % |
| 12. |
MERCK & CO. INC.
Cusip: 58933Y105
|
228,903 | $8,549,527 | 1.32 % |
| 13. |
FNMA 30YR TBA(REG A) 6.000% 05/01/2040
Cusip: 01F060659
|
7,855,000 | $8,380,303 | 1.30 % |
| 14. |
JPMORGAN CHASE & CO
Cusip: 46625H100
|
182,143 | $8,150,899 | 1.26 % |
| 15. |
BP PLC-SPONS ADR
Cusip: 055622104
|
138,631 | $7,911,671 | 1.22 % |
| 16. |
FNMA 30YR TBA(REG A) 5.500% 05/01/2040
Cusip: 01F052656
|
7,500,000 | $7,876,170 | 1.22 % |
| 17. |
CATERPILLAR INC
Cusip: 149123101
|
124,978 | $7,854,867 | 1.22 % |
| 18. |
ILLINOIS TOOL WORKS
Cusip: 452308109
|
157,314 | $7,450,391 | 1.15 % |
| 19. |
BRISTOL-MYERS SQUIBB CO
Cusip: 110122108
|
252,576 | $6,743,779 | 1.04 % |
| 20. |
ORACLE CORP
Cusip: 68389X105
|
259,680 | $6,671,179 | 1.03 % |
| 21. |
GOLDMAN SACHS GROUP INC
Cusip: 38141G104
|
38,352 | $6,544,001 | 1.01 % |
| 22. |
EXXON MOBIL CORP
Cusip: 30231G102
|
97,518 | $6,531,755 | 1.01 % |
| 23. |
UNITED TECHNOLOGIES CORP
Cusip: 913017109
|
87,648 | $6,451,769 | 1.00 % |
| 24. |
PFIZER INC
Cusip: 717081103
|
370,705 | $6,357,590 | 0.98 % |
| 25. |
ANADARKO PETROLEUM CORP
Cusip: 032511107
|
86,290 | $6,284,500 | 0.97 % |
| 26. |
AT&T INC
Cusip: 00206R102
|
228,596 | $5,906,920 | 0.91 % |
| 27. |
ACE LTD
Cusip: H0023R105
|
111,853 | $5,849,911 | 0.91 % |
| 28. |
VERIZON COMMUNICATIONS INC
Cusip: 92343V104
|
183,232 | $5,683,856 | 0.88 % |
| 29. |
MICROSOFT CORP
Cusip: 594918104
|
190,257 | $5,568,822 | 0.86 % |
| 30. |
EVEREST RE GROUP LTD
Cusip: G3223R108
|
65,794 | $5,324,708 | 0.82 % |
| 31. |
CISCO SYSTEMS INC
Cusip: 17275R102
|
200,621 | $5,222,164 | 0.81 % |
| 32. |
HONEYWELL INTERNATIONAL INC
Cusip: 438516106
|
111,559 | $5,050,275 | 0.78 % |
| 33. |
EATON CORP
Cusip: 278058102
|
66,206 | $5,016,428 | 0.78 % |
| 34. |
INTL BUSINESS MACHINES CORP
Cusip: 459200101
|
38,884 | $4,986,873 | 0.77 % |
| 35. |
MEDTRONIC INC
Cusip: 585055106
|
108,314 | $4,877,379 | 0.75 % |
| 36. |
BEST BUY CO INC
Cusip: 086516101
|
111,608 | $4,747,804 | 0.73 % |
| 37. |
CARNIVAL CORP
Cusip: 143658300
|
118,224 | $4,596,549 | 0.71 % |
| 38. |
FNMA 30YR TBA(REG A) 6.000% 04/01/2040
Cusip: 01F060642
|
4,325,000 | $4,593,284 | 0.71 % |
| 39. |
TARGET CORP
Cusip: 87612E106
|
83,732 | $4,404,303 | 0.68 % |
| 40. |
DOMINION RESOURCES INC/VA
Cusip: 25746U109
|
104,039 | $4,277,043 | 0.66 % |
| 41. |
ACCENTURE PLC-CL A
Cusip: G1151C101
|
101,580 | $4,261,281 | 0.66 % |
| 42. |
NUCOR CORP
Cusip: 670346105
|
93,647 | $4,249,700 | 0.66 % |
| 43. |
TYCO INTERNATIONAL LTD
Cusip: H89128104
|
110,706 | $4,234,504 | 0.66 % |
| 44. |
WEYERHAEUSER CO
Cusip: 962166104
|
91,216 | $4,129,348 | 0.64 % |
| 45. |
DOW CHEMICAL
Cusip: 260543103
|
139,536 | $4,126,079 | 0.64 % |
| 46. |
ABB LTD-SPON ADR
Cusip: 000375204
|
187,869 | $4,103,058 | 0.64 % |
| 47. |
APACHE CORP
Cusip: 037411105
|
40,390 | $4,099,585 | 0.63 % |
| 48. |
HALLIBURTON CO
Cusip: 406216101
|
135,987 | $4,097,288 | 0.63 % |
| 49. |
AIR PRODUCTS & CHEMICALS INC
Cusip: 009158106
|
55,184 | $4,080,856 | 0.63 % |
| 50. |
MORGAN STANLEY
Cusip: 617446448
|
138,832 | $4,066,389 | 0.63 % |
| 51. |
THERMO FISHER SCIENTIFIC INC
Cusip: 883556102
|
77,646 | $3,994,110 | 0.62 % |
| 52. |
TREASURY NOTE 2.375% 02/28/2015
Cusip: 912828MR8
|
4,000,000 | $3,972,500 | 0.61 % |
| 53. |
HOME DEPOT INC
Cusip: 437076102
|
121,986 | $3,946,247 | 0.61 % |
| 54. |
GILEAD SCIENCES INC
Cusip: 375558103
|
83,614 | $3,802,764 | 0.59 % |
| 55. |
BAKER HUGHES INC
Cusip: 057224107
|
79,281 | $3,713,522 | 0.57 % |
| 56. |
UNITED PARCEL SERVICE-CL B
Cusip: 911312106
|
57,606 | $3,710,402 | 0.57 % |
| 57. |
TREASURY NOTE 2.500% 03/31/2015
Cusip: 912828MW7
|
3,716,000 | $3,705,558 | 0.57 % |
| 58. |
FREEPORT-MCMORAN COPPER
Cusip: 35671D857
|
43,964 | $3,672,752 | 0.57 % |
| 59. |
FREDDIE MAC 4.200% 12/10/2015
Cusip: 3128X77K4
|
3,340,000 | $3,363,056 | 0.52 % |
| 60. |
SYMANTEC CORP
Cusip: 871503108
|
198,274 | $3,354,796 | 0.52 % |
| 61. |
FNMA 15YR TBA(REG B) 5.000% 04/01/2025
Cusip: 01F050445
|
3,170,000 | $3,343,360 | 0.52 % |
| 62. |
PARKER HANNIFIN CORP
Cusip: 701094104
|
50,889 | $3,294,553 | 0.51 % |
| 63. |
MACY'S INC
Cusip: 55616P104
|
150,883 | $3,284,722 | 0.51 % |
| 64. |
SCHLUMBERGER LTD
Cusip: 806857108
|
50,607 | $3,211,520 | 0.50 % |
| 65. |
TREASURY NOTE 3.625% 02/15/2020
Cusip: 912828MP2
|
3,255,000 | $3,199,564 | 0.50 % |
| 66. |
TGT_05-1 0.306% 10/27/2014
Cusip: 8761ENAA1
|
3,100,000 | $3,076,833 | 0.48 % |
| 67. |
PHILIP MORRIS INTERNATIONAL
Cusip: 718172109
|
56,517 | $2,947,926 | 0.46 % |
| 68. |
COLORADO INTERSTATE GAS CO 6.800% 11/15/2015
Cusip: 196522AK2
|
2,607,000 | $2,910,705 | 0.45 % |
| 69. |
WASTE MANAGEMENT INC
Cusip: 94106L109
|
84,227 | $2,899,935 | 0.45 % |
| 70. |
TRAVELERS COS INC/THE
Cusip: 89417E109
|
53,730 | $2,898,196 | 0.45 % |
| 71. |
WELLS FARGO & CO
Cusip: 949746101
|
92,411 | $2,875,830 | 0.45 % |
| 72. |
COVIDIEN PLC
Cusip: G2554F105
|
57,187 | $2,875,362 | 0.45 % |
| 73. |
FANNIE MAE 1.300% 11/10/2011
Cusip: 3136FJNP2
|
2,870,000 | $2,872,500 | 0.44 % |
| 74. |
CVS CAREMARK CORP
Cusip: 126650100
|
76,020 | $2,779,291 | 0.43 % |
| 75. |
EMERSON ELECTRIC CO
Cusip: 291011104
|
54,213 | $2,729,082 | 0.42 % |
| 76. |
ABBOTT LABORATORIES
Cusip: 002824100
|
51,626 | $2,719,657 | 0.42 % |
| 77. |
CFLT_10-A 1.780% 06/15/2011
Cusip: 171204AD2
|
2,700,000 | $2,698,863 | 0.42 % |
| 78. |
ALCOA INC
Cusip: 013817101
|
167,582 | $2,386,367 | 0.37 % |
| 79. |
DEVON ENERGY CORPORATION
Cusip: 25179M103
|
36,639 | $2,360,650 | 0.37 % |
| 80. |
STAPLES INC
Cusip: 855030102
|
100,711 | $2,355,630 | 0.36 % |
| 81. |
WELLPOINT INC
Cusip: 94973V107
|
34,358 | $2,211,968 | 0.34 % |
| 82. |
INGERSOLL-RAND PLC
Cusip: G47791101
|
62,560 | $2,181,467 | 0.34 % |
| 83. |
CFAIT_09-1 1.830% 11/15/2012
Cusip: 17290DAB0
|
2,100,000 | $2,102,164 | 0.33 % |
| 84. |
TREASURY NOTE 1.375% 11/15/2012
Cusip: 912828LX6
|
2,070,000 | $2,069,515 | 0.32 % |
| 85. |
FHLB 1.500% 01/27/2012
Cusip: 3133XWJ91
|
2,000,000 | $2,001,286 | 0.31 % |
| 86. |
DELTA AIR LINES INC
Cusip: 247361702
|
136,535 | $1,992,045 | 0.31 % |
| 87. |
DEERE & CO
Cusip: 244199105
|
32,782 | $1,949,217 | 0.30 % |
| 88. |
KOHLS CORP
Cusip: 500255104
|
35,406 | $1,939,540 | 0.30 % |
| 89. |
CLEVELAND ELECTRIC ILLUMINATING CO 8.875% 11/15/2018
Cusip: 186108CH7
|
1,515,000 | $1,881,437 | 0.29 % |
| 90. |
COMCAST CORP-CL A
Cusip: 20030N101
|
99,888 | $1,879,892 | 0.29 % |
| 91. |
TREASURY BOND 4.375% 11/15/2039
Cusip: 912810QD3
|
1,984,000 | $1,876,120 | 0.29 % |
| 92. |
VERIZON NEW YORK INC 6.875% 04/01/2012
Cusip: 92344XAA7
|
1,705,000 | $1,856,489 | 0.29 % |
| 93. |
TELUS CORPORATION 8.000% 06/01/2011
Cusip: 87971MAC7
|
1,700,000 | $1,829,570 | 0.28 % |
| 94. |
PRAXAIR INC
Cusip: 74005P104
|
21,997 | $1,825,751 | 0.28 % |
| 95. |
AT&T INC 6.550% 02/15/2039
Cusip: 00206RAS1
|
1,730,000 | $1,818,648 | 0.28 % |
| 96. |
RR DONNELLEY & SONS COMPANY 6.125% 01/15/2017
Cusip: 257867AT8
|
1,805,000 | $1,811,985 | 0.28 % |
| 97. |
FNMA 30YR 5.000% 10/01/2039
Cusip: 31417MLR2
|
1,750,607.55 | $1,808,190 | 0.28 % |
| 98. |
FORD MOTOR CO 4.25% 11/15/16 4.250% 11/15/2016
Cusip: 345370CN8
|
1,180,000 | $1,775,369 | 0.27 % |
| 99. |
SPRINT NEXTEL CORP
Cusip: 852061100
|
463,961 | $1,763,051 | 0.27 % |
| 100. |
TIME WARNER INC
Cusip: 887317303
|
55,452 | $1,733,984 | 0.27 % |
| 101. |
SBC COMMUNICATIONS INC 6.250% 03/15/2011
Cusip: 78387GAD5
|
1,630,000 | $1,713,574 | 0.27 % |
| 102. |
SIERRA PACIFIC POWER CO 6.000% 05/15/2016
Cusip: 826418BD6
|
1,555,000 | $1,690,387 | 0.26 % |
| 103. |
XILINX INC
Cusip: 983919101
|
61,794 | $1,575,747 | 0.24 % |
| 104. |
KRAFT FOODS INC 6.125% 02/01/2018
Cusip: 50075NAU8
|
1,385,000 | $1,515,730 | 0.23 % |
| 105. |
SABMILLER PLC 5.700% 01/15/2014
Cusip: 78572MAE5
|
1,380,000 | $1,507,749 | 0.23 % |
| 106. |
GCCFC_07-GG9 5.444% 03/10/2039
Cusip: 20173QAE1
|
1,550,000 | $1,507,372 | 0.23 % |
| 107. |
HERTZ_05-2A 5.080% 11/25/2011
Cusip: 42805RAT6
|
1,470,000 | $1,492,672 | 0.23 % |
| 108. |
CDCMT_02 - FX1 5.676% 11/15/2030
Cusip: 125044AB3
|
1,427,099.52 | $1,481,076 | 0.23 % |
| 109. |
PANCANADIAN PETROLEUM 6.300% 11/01/2011
Cusip: 698900AF4
|
1,335,000 | $1,432,408 | 0.22 % |
| 110. |
CONTINENTAL AIRLINES-CLASS B
Cusip: 210795308
|
65,032 | $1,428,753 | 0.22 % |
| 111. |
PULTE HOMES INC
Cusip: 745867101
|
121,327 | $1,364,928 | 0.21 % |
| 112. |
FNMA 15YR 6.000% 09/01/2017
Cusip: 31391VHD8
|
1,255,692.57 | $1,361,018 | 0.21 % |
| 113. |
WEATHERFORD INTL LTD
Cusip: H27013103
|
85,544 | $1,356,727 | 0.21 % |
| 114. |
PETROLEO BRASILEIRO S.A.-ADR
Cusip: 71654V408
|
30,484 | $1,356,233 | 0.21 % |
| 115. |
CHUBB CORP
Cusip: 171232101
|
25,950 | $1,345,507 | 0.21 % |
| 116. |
FGOLD 30YR TBA(REG A) 5.000% 04/01/2040
Cusip: 02R050648
|
1,300,000 | $1,342,250 | 0.21 % |
| 117. |
FNMA 25YR 5.000% 04/01/2029
Cusip: 31404SFB6
|
1,279,256.28 | $1,332,848 | 0.21 % |
| 118. |
TREASURY NOTE 4.000% 02/15/2014
Cusip: 912828CA6
|
1,225,000 | $1,316,588 | 0.20 % |
| 119. |
DBMF_06-1 5.779% 06/20/2031
Cusip: 233046AA9
|
1,350,000 | $1,310,593 | 0.20 % |
| 120. |
TREASURY NOTE 2.375% 03/31/2016
Cusip: 912828KT6
|
1,310,000 | $1,267,016 | 0.20 % |
| 121. |
ULTRA PETROLEUM CORP
Cusip: 903914109
|
27,071 | $1,262,320 | 0.20 % |
| 122. |
UAL CORP
Cusip: 902549807
|
63,540 | $1,242,207 | 0.19 % |
| 123. |
MEXICAN FIXED RATE BONDS 8.000% 12/17/2015
Cusip: EF2270975
|
14,670,000 | $1,239,984 | 0.19 % |
| 124. |
JPMORGAN CHASE & CO 6.300% 04/23/2019
Cusip: 46625HHL7
|
1,115,000 | $1,226,635 | 0.19 % |
| 125. |
DOMINION RESOURCES INC 5.250% 08/01/2033
Cusip: 257469AJ5
|
1,160,000 | $1,226,515 | 0.19 % |
| 126. |
VERIZON NEW YORK INC 7.375% 04/01/2032
Cusip: 92344XAB5
|
1,115,000 | $1,198,651 | 0.19 % |
| 127. |
TAIWAN SEMICONDUCTOR-SP ADR
Cusip: 874039100
|
113,335 | $1,188,884 | 0.18 % |
| 128. |
NISOURCE FINANCE CORPORATION 6.150% 03/01/2013
Cusip: 65473QAK9
|
1,075,000 | $1,171,756 | 0.18 % |
| 129. |
EXELON CORPORATION 4.450% 06/15/2010
Cusip: 30161NAB7
|
1,160,000 | $1,168,676 | 0.18 % |
| 130. |
FNMA 20YR 5.500% 07/01/2023
Cusip: 31401V6F3
|
1,086,732.36 | $1,155,167 | 0.18 % |
| 131. |
SOUTHERN NATURAL GAS COMPANY 5.900% 04/01/2017
Cusip: 843452BC6
|
1,085,000 | $1,130,102 | 0.17 % |
| 132. |
US TII 1.625 01/15/15 (TIPS) 1.625% 01/15/2015
Cusip: 912828DH0
|
950,000 | $1,126,246 | 0.17 % |
| 133. |
ERAC USA FINANCE COMPANY 7.000% 10/15/2037
Cusip: 26882PBE1
|
1,090,000 | $1,123,727 | 0.17 % |
| 134. |
RIO TINTO PLC-SPON ADR
Cusip: 767204100
|
4,719 | $1,117,128 | 0.17 % |
| 135. |
MALT_04-7 5.000% 08/25/2019
Cusip: 576434TL8
|
1,161,233.61 | $1,103,844 | 0.17 % |
| 136. |
GOLDMAN SACHS GROUP INC 7.500% 02/15/2019
Cusip: 38141EA25
|
965,000 | $1,099,875 | 0.17 % |
| 137. |
NISOURCE FINANCE CORPORATION 5.250% 09/15/2017
Cusip: 65473QAQ6
|
1,080,000 | $1,085,431 | 0.17 % |
| 138. |
CVS CAREMARK CORP 5.750% 06/01/2017
Cusip: 126650BH2
|
995,000 | $1,072,999 | 0.17 % |
| 139. |
FGOLD 30YR TBA(REG A) 6.000% 04/01/2040
Cusip: 02R060647
|
1,000,000 | $1,072,656 | 0.17 % |
| 140. |
US AIRWAYS GROUP INC
Cusip: 90341W108
|
145,726 | $1,071,086 | 0.17 % |
| 141. |
MSC_04-HQ4 4.590% 04/14/2040
Cusip: 61745MT29
|
1,075,000 | $1,069,918 | 0.17 % |
| 142. |
CSX CORP
Cusip: 126408103
|
20,431 | $1,039,937 | 0.16 % |
| 143. |
VALE SA-SP ADR
Cusip: 91912E105
|
32,263 | $1,038,545 | 0.16 % |
| 144. |
FNMA 30YR TBA(REG A) 5.000% 04/01/2040
Cusip: 01F050643
|
1,000,000 | $1,031,328 | 0.16 % |
| 145. |
DTE ENERGY COMPANY 7.625% 05/15/2014
Cusip: 233331AN7
|
905,000 | $1,029,568 | 0.16 % |
| 146. |
US BANCORP
Cusip: 902973304
|
39,574 | $1,024,175 | 0.16 % |
| 147. |
FNMA 30YR TBA(REG A) 5.000% 06/01/2039
Cusip: 01F050668
|
1,000,000 | $1,024,062 | 0.16 % |
| 148. |
CITIGROUP INC 6.125% 05/15/2018
Cusip: 172967ES6
|
990,000 | $1,011,571 | 0.16 % |
| 149. |
ENCANA CORP
Cusip: 292505104
|
32,113 | $996,466 | 0.15 % |
| 150. |
BANK OF NEW YORK MELLON CORP
Cusip: 064058100
|
32,227 | $995,169 | 0.15 % |
| 151. |
KB HOME
Cusip: 48666K109
|
58,828 | $985,369 | 0.15 % |
| 152. |
RELIANT ENERGY RESOURCES 7.750% 02/15/2011
Cusip: 75953GAC7
|
915,000 | $963,368 | 0.15 % |
| 153. |
TRANSCONTINENTAL GAS PIPELINE 6.400% 04/15/2016
Cusip: 893570BW0
|
846,000 | $950,855 | 0.15 % |
| 154. |
DTAOT_09-1 2.980% 10/15/2015
Cusip: 92718BAA3
|
947,329.35 | $950,134 | 0.15 % |
| 155. |
MICROCHIP TECHNOLOGY INC
Cusip: 595017104
|
33,204 | $935,024 | 0.14 % |
| 156. |
FNMA 25YR 5.500% 11/01/2028
Cusip: 31403FRD8
|
875,931.27 | $932,880 | 0.14 % |
| 157. |
FNMA 30YR TBA(REG A) 4.500% 04/01/2040
Cusip: 01F042640
|
920,000 | $922,012 | 0.14 % |
| 158. |
REED ELSEVIER CAPITAL INC 6.750% 08/01/2011
Cusip: 758202AB1
|
855,000 | $912,000 | 0.14 % |
| 159. |
JPMCC_04-LN2 4.475% 07/15/2041
Cusip: 46625YCU5
|
897,630.42 | $909,393 | 0.14 % |
| 160. |
HERTZ_05-1A 0.496% 11/25/2011
Cusip: 42805RAK5
|
900,000 | $895,548 | 0.14 % |
| 161. |
TREASURY BOND 4.625% 02/15/2040
Cusip: 912810QE1
|
900,000 | $887,062 | 0.14 % |
| 162. |
GNMA 30YR 5.000% 02/15/2034
Cusip: 36290STN1
|
843,457.62 | $882,875 | 0.14 % |
| 163. |
FNMA 30YR 7.000% 06/01/2031
Cusip: 31385HNZ1
|
773,808.98 | $880,349 | 0.14 % |
| 164. |
FGOLD 15YR 5.000% 10/01/2018
Cusip: 3128H7XM9
|
823,300.25 | $878,386 | 0.14 % |
| 165. |
FHLB 1.400% 01/12/2012
Cusip: 3133XWHE2
|
875,000 | $875,207 | 0.14 % |
| 166. |
NORTHWEST PIPELINE CORPORATION 5.950% 04/15/2017
Cusip: 667748AP2
|
795,000 | $863,994 | 0.13 % |
| 167. |
PEBBLEBROOK HOTEL TRUST
Cusip: 70509V100
|
41,047 | $863,218 | 0.13 % |
| 168. |
GENERAL ELECTRIC CAPITAL CORP 6.875% 01/10/2039
Cusip: 36962G4B7
|
795,000 | $857,494 | 0.13 % |
| 169. |
AMR CORP
Cusip: 001765106
|
94,092 | $857,178 | 0.13 % |
| 170. |
US CELLULAR CORP 6.700% 12/15/2033
Cusip: 911684AD0
|
880,000 | $852,813 | 0.13 % |
| 171. |
CFLT_10-A 4.490% 09/16/2013
Cusip: 171204AK6
|
850,000 | $849,502 | 0.13 % |
| 172. |
CFLX_05-2 6.500% 06/25/2035
Cusip: 16165TBA0
|
1,018,630.51 | $849,283 | 0.13 % |
| 173. |
FNMA 15YR 4.500% 04/01/2018
Cusip: 31385W6M6
|
806,179.92 | $848,763 | 0.13 % |
| 174. |
FGOLD 30YR GIANT 7.000% 07/01/2032
Cusip: 31283HS63
|
749,248.76 | $839,514 | 0.13 % |
| 175. |
TYCO ELECTRONICS LTD
Cusip: H8912P106
|
30,045 | $825,636 | 0.13 % |
| 176. |
DOW CHEMICAL COMPANY (THE) 8.550% 05/15/2019
Cusip: 260543BX0
|
680,000 | $822,623 | 0.13 % |
| 177. |
TELEFONICA EUROPE 7.750% 09/15/2010
Cusip: 879385AC6
|
795,000 | $819,029 | 0.13 % |
| 178. |
XSTRATA PLC
Cusip: 984220889
|
42,660 | $808,235 | 0.13 % |
| 179. |
GSMS_07-EOP 1.079% 03/06/2020
Cusip: 36228CB69
|
950,000 | $783,630 | 0.12 % |
| 180. |
CITEC_09-VT1 2.200% 06/15/2011
Cusip: 12557TAB4
|
762,197.22 | $764,224 | 0.12 % |
| 181. |
GNMA 30YR 5.500% 10/15/2033
Cusip: 36200MYD9
|
710,275.05 | $757,305 | 0.12 % |
| 182. |
FNMA 30YR 5.500% 03/01/2033
Cusip: 31400HKP7
|
705,827.22 | $755,993 | 0.12 % |
| 183. |
FORD MOTOR CO
Cusip: 345370860
|
60,014 | $754,375 | 0.12 % |
| 184. |
BSARM_05-8 5.104% 08/25/2035
Cusip: 07387AEC5
|
875,000 | $750,794 | 0.12 % |
| 185. |
LBUBS_07-C7 5.866% 09/15/2045
Cusip: 52109RBM2
|
750,000 | $748,318 | 0.12 % |
| 186. |
FGOLD 30YR 6.000% 10/01/2031
Cusip: 31298WFA8
|
684,329.41 | $744,860 | 0.12 % |
| 187. |
TCM SUB LLC 3.550% 01/15/2015
Cusip: 872312AA1
|
740,000 | $733,923 | 0.11 % |
| 188. |
WBCMT_06-C27 5.727% 07/15/2045
Cusip: 92977QAC2
|
700,000 | $728,265 | 0.11 % |
| 189. |
FGOLD 15YR 5.500% 12/01/2017
Cusip: 3128GXNN2
|
665,821.46 | $718,236 | 0.11 % |
| 190. |
COMM_07-C9 5.816% 12/10/2049
Cusip: 20047RAE3
|
700,000 | $699,882 | 0.11 % |
| 191. |
GENERAL ELECTRIC CAPITAL CORP 5.500% 01/08/2020
Cusip: 36962G4J0
|
675,000 | $687,420 | 0.11 % |
| 192. |
GFCM_03-1 5.254% 05/12/2035
Cusip: 36161RAD1
|
649,380.72 | $683,229 | 0.11 % |
| 193. |
PPL ELECTRIC UTILITIES CORP 7.125% 11/30/2013
Cusip: 69351UAL7
|
585,000 | $677,863 | 0.10 % |
| 194. |
JPMCC_07-CB20 5.794% 02/12/2051
Cusip: 46631QAD4
|
675,000 | $673,423 | 0.10 % |
| 195. |
FNMA 20YR 5.000% 07/01/2023
Cusip: 31385XLP0
|
635,281.91 | $662,656 | 0.10 % |
| 196. |
QWEST CORPORATION 7.500% 10/01/2014
Cusip: 74913GAG0
|
595,000 | $650,037 | 0.10 % |
| 197. |
CCI_10-1 4.523% 01/15/2015
Cusip: 22822RAP5
|
650,000 | $647,923 | 0.10 % |
| 198. |
FNMA 30YR 6.500% 09/01/2032
Cusip: 31390RHF3
|
576,595 | $643,922 | 0.10 % |
| 199. |
LBUBS_06-C4 5.857% 06/15/2032
Cusip: 52108RAD4
|
600,000 | $643,829 | 0.10 % |
| 200. |
MALT_04-4 6.000% 05/25/2034
Cusip: 576434PY4
|
693,277.49 | $641,172 | 0.10 % |
| 201. |
FNMA 30YR 6.500% 12/01/2033
Cusip: 31403MUJ6
|
579,874.78 | $639,249 | 0.10 % |
| 202. |
CENTERPOINT ENERGY HOUSTON 7.000% 03/01/2014
Cusip: 15189XAJ7
|
560,000 | $638,844 | 0.10 % |
| 203. |
LBUBS_04-C2 3.973% 03/15/2029
Cusip: 52108HZX5
|
650,000 | $638,422 | 0.10 % |
| 204. |
FREDDIE MAC 1.500% 04/19/2012
Cusip: 3128X9TR1
|
635,000 | $635,331 | 0.10 % |
| 205. |
FNMA 30YR 6.000% 11/01/2032
Cusip: 31390SJ77
|
584,739.07 | $633,830 | 0.10 % |
| 206. |
FNMA 15YR 5.000% 12/01/2020
Cusip: 31403CXG1
|
595,632.7 | $633,774 | 0.10 % |
| 207. |
FNMA 15YR TBA(REG B) 4.500% 04/01/2025
Cusip: 01F042442
|
600,000 | $622,312 | 0.10 % |
| 208. |
JPMCC_05-LDP5 5.180% 12/15/2044
Cusip: 46625YXP3
|
600,000 | $621,190 | 0.10 % |
| 209. |
MOLSON COORS BREWING CO 4.850% 09/22/2010
Cusip: 60871NAC3
|
605,000 | $617,070 | 0.10 % |
| 210. |
WBCMT_05-C20 5.087% 07/15/2042
Cusip: 9297664M2
|
600,000 | $615,894 | 0.10 % |
| 211. |
BACM_05-4 4.764% 07/10/2045
Cusip: 05947UW79
|
590,346.34 | $601,749 | 0.09 % |
| 212. |
FLORIDA POWER CORPORATION 6.400% 06/15/2038
Cusip: 341099CL1
|
545,000 | $592,718 | 0.09 % |
| 213. |
FNMA 30YR 5.500% 07/01/2033
Cusip: 31402KDY7
|
553,413.19 | $592,625 | 0.09 % |
| 214. |
FNMA 30YR 6.500% 12/01/2034
Cusip: 31406AWB4
|
536,029.78 | $588,887 | 0.09 % |
| 215. |
CWHL_05-R2 7.000% 06/25/2035
Cusip: 12669GN98
|
628,081.02 | $587,722 | 0.09 % |
| 216. |
FGOLD 30YR 7.000% 06/01/2032
Cusip: 31287TSL0
|
518,246.27 | $582,007 | 0.09 % |
| 217. |
CCCIT_08-C6 6.300% 06/20/2014
Cusip: 17305EEL5
|
550,000 | $581,911 | 0.09 % |
| 218. |
DUKE ENERGY CORPORATION 6.300% 02/01/2014
Cusip: 264399EQ5
|
520,000 | $579,276 | 0.09 % |
| 219. |
BACCT_08-A1 0.810% 04/15/2013
Cusip: 05522RBS6
|
575,000 | $575,953 | 0.09 % |
| 220. |
MALT_04-8 5.000% 09/25/2019
Cusip: 576434UX0
|
602,669.37 | $572,723 | 0.09 % |
| 221. |
BACM_05-6 5.178% 09/10/2047
Cusip: 05947U4D7
|
550,000 | $572,478 | 0.09 % |
| 222. |
ACCSS_05-1 0.351% 06/22/2018
Cusip: 00432CCD1
|
568,009.8 | $566,759 | 0.09 % |
| 223. |
HERTZ_09-2A 4.260% 03/25/2014
Cusip: 42805RAU3
|
550,000 | $566,379 | 0.09 % |
| 224. |
COMCAST CORPORATION 6.550% 07/01/2039
Cusip: 20030NAY7
|
545,000 | $563,997 | 0.09 % |
| 225. |
NEVADA POWER COMPANY 6.500% 08/01/2018
Cusip: 641423BW7
|
505,000 | $552,927 | 0.09 % |
| 226. |
NOTA DO TESOURO NACIONAL 10.000% 01/01/2013
Cusip: EG6231302
|
100,000 | $550,247 | 0.09 % |
| 227. |
FGOLD 30YR 6.500% 09/01/2038
Cusip: 312927R40
|
500,705.26 | $544,887 | 0.08 % |
| 228. |
CHARTER COMM OPERATING LLC 8.000% 04/30/2012
Cusip: 161175AA2
|
510,000 | $541,875 | 0.08 % |
| 229. |
DETROIT EDISON COMPANY 6.400% 10/01/2013
Cusip: 250847EE6
|
470,000 | $527,003 | 0.08 % |
| 230. |
ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.000% 04/15/2020
Cusip: 03523TAU2
|
525,000 | $526,616 | 0.08 % |
| 231. |
WOODSIDE FINANCE LTD 4.500% 11/10/2014
Cusip: 980236AJ2
|
515,000 | $526,336 | 0.08 % |
| 232. |
HERTZ_09-2A 5.290% 03/25/2016
Cusip: 42805RAV1
|
500,000 | $514,981 | 0.08 % |
| 233. |
MSC_06-T23 5.971% 08/12/2041
Cusip: 61749MAU3
|
475,000 | $512,300 | 0.08 % |
| 234. |
NRG ENERGY INC 7.375% 02/01/2016
Cusip: 629377AU6
|
515,000 | $511,137 | 0.08 % |
| 235. |
US TII 2.5 01/15/29 (TIPS) 2.500% 01/15/2029
Cusip: 912810PZ5
|
475,000 | $506,739 | 0.08 % |
| 236. |
MORGAN STANLEY 5.500% 01/26/2020
Cusip: 61747YCM5
|
515,000 | $505,203 | 0.08 % |
| 237. |
THOMSON REUTERS CORP 5.850% 04/15/2040
Cusip: 884903BH7
|
515,000 | $501,016 | 0.08 % |
| 238. |
ARTIO GLOBAL INVESTORS INC
Cusip: 04315B107
|
19,090 | $472,286 | 0.07 % |
| 239. |
FGOLD 30YR 6.000% 04/01/2032
Cusip: 31287RQW2
|
428,236.42 | $469,913 | 0.07 % |
| 240. |
US TII 2.625 07/15/17 (TIPS) 2.625% 07/15/2017
Cusip: 912828GX2
|
400,000 | $459,627 | 0.07 % |
| 241. |
EXPRO FINANCE LUXEMBOURG SCA 8.500% 12/15/2016
Cusip: 302203AA2
|
452,000 | $456,471 | 0.07 % |
| 242. |
BACCT_08-A5 1.430% 12/16/2013
Cusip: 05522RCB2
|
450,000 | $454,321 | 0.07 % |
| 243. |
BANK OF AMERICA CORPORATION 5.650% 05/01/2018
Cusip: 06051GDX4
|
445,000 | $450,574 | 0.07 % |
| 244. |
BMWLT_09-1 2.040% 04/15/2011
Cusip: 09657CAB6
|
448,660.74 | $450,162 | 0.07 % |
| 245. |
FNMA 15YR 5.500% 08/01/2018
Cusip: 31402LKF8
|
418,001.15 | $450,083 | 0.07 % |
| 246. |
HERTZ_05-2A 0.496% 11/25/2011
Cusip: 42805RAS8
|
450,000 | $447,774 | 0.07 % |
| 247. |
TOYS R US TLB 4.25 4.755% 07/19/2012
Cusip: BAX0ZT7V4
|
445,000 | $445,952 | 0.07 % |
| 248. |
CARDINAL HEALTH INC 5.650% 06/15/2012
Cusip: 14149YAP3
|
415,000 | $444,158 | 0.07 % |
| 249. |
MSRT_10-F 0.479% 06/17/2013
Cusip: 617492AA1
|
450,000 | $443,250 | 0.07 % |
| 250. |
TREASURY NOTE 1.375% 03/15/2013
Cusip: 912828MT4
|
445,000 | $442,392 | 0.07 % |
| 251. |
TREASURY NOTE 1.375% 01/15/2013
Cusip: 912828MG2
|
435,000 | $433,606 | 0.07 % |
| 252. |
CSFB_04-C1 4.750% 01/15/2037
Cusip: 22541SAD0
|
415,000 | $425,843 | 0.07 % |
| 253. |
NIELSEN FINANCE VNU TLA 2.00 2.229% 08/09/2013
Cusip: 65410*AA5
|
440,000 | $420,886 | 0.07 % |
| 254. |
MIDWEST GENERATION LLC 8.560% 01/02/2016
Cusip: 59832WAF6
|
403,646.94 | $413,253 | 0.06 % |
| 255. |
DAVITA INC 6.625% 03/15/2013
Cusip: 23918KAE8
|
410,000 | $412,562 | 0.06 % |
| 256. |
SELECT MEDICAL CORPORATION 7.625% 02/01/2015
Cusip: 816196AJ8
|
433,000 | $412,432 | 0.06 % |
| 257. |
GCCFC_04-GG1 4.883% 06/10/2036
Cusip: 396789FR5
|
400,000 | $412,213 | 0.06 % |
| 258. |
TRANSCONTINENTAL GAS PIPELINE 7.000% 08/15/2011
Cusip: 893570BR1
|
385,000 | $411,064 | 0.06 % |
| 259. |
CSX CORPORATION 6.300% 03/15/2012
Cusip: 126408GB3
|
380,000 | $410,655 | 0.06 % |
| 260. |
US FOODSERVICE TL 2.50 2.733% 07/03/2014
Cusip: BAX392TW0
|
445,000 | $407,593 | 0.06 % |
| 261. |
FGOLD 30YR GIANT 6.500% 03/01/2039
Cusip: 3128M7NJ1
|
372,862.49 | $405,959 | 0.06 % |
| 262. |
FLORIDA POWER CORPORATION 5.650% 04/01/2040
Cusip: 341099CN7
|
410,000 | $400,364 | 0.06 % |
| 263. |
ANHEUSER-BUSCH INBEV WORLDWIDE INC 7.200% 01/15/2014
Cusip: 03523TAA6
|
345,000 | $395,241 | 0.06 % |
| 264. |
FNMA 25YR 5.500% 07/01/2028
Cusip: 31400JRN1
|
370,675.18 | $394,774 | 0.06 % |
| 265. |
CD_05-CD1 5.225% 07/15/2044
Cusip: 12513EAF1
|
375,000 | $394,529 | 0.06 % |
| 266. |
FNMA 15YR 6.500% 03/01/2017
Cusip: 31371KLR0
|
362,433.51 | $392,700 | 0.06 % |
| 267. |
CENTERPOINT ENERGY RESOURCES CORP 7.875% 04/01/2013
Cusip: 15189YAB2
|
340,000 | $389,319 | 0.06 % |
| 268. |
FNMA 30YR 6.500% 09/01/2032
Cusip: 31391BQN0
|
351,817.27 | $388,708 | 0.06 % |
| 269. |
TRANSALTA CORP 4.750% 01/15/2015
Cusip: 89346DAD9
|
375,000 | $386,726 | 0.06 % |
| 270. |
TREASURY STRIP (PRIN) 0.000% 02/15/2040
Cusip: 912803DK6
|
1,690,000 | $386,540 | 0.06 % |
| 271. |
FGOLD 15YR 5.000% 08/01/2018
Cusip: 3128H6VS0
|
363,366.11 | $386,256 | 0.06 % |
| 272. |
VALERO ENERGY CORP
Cusip: 91913Y100
|
19,547 | $385,075 | 0.06 % |
| 273. |
MORGAN STANLEY 6.625% 04/01/2018
Cusip: 6174466Q7
|
360,000 | $383,968 | 0.06 % |
| 274. |
SDART_07-1 0.280% 09/15/2014
Cusip: 80281VAD5
|
386,885.84 | $382,436 | 0.06 % |
| 275. |
NISOURCE FINANCE CORPORATION 5.450% 09/15/2020
Cusip: 65473QAR4
|
385,000 | $381,618 | 0.06 % |
| 276. |
BACM_05-3 4.668% 07/10/2043
Cusip: 05947UR83
|
375,000 | $373,703 | 0.06 % |
| 277. |
GECMC_01-3 6.070% 06/10/2038
Cusip: 36158YDD8
|
350,000 | $368,369 | 0.06 % |
| 278. |
RANGE RESOURCES CORPORATION 8.000% 05/15/2019
Cusip: 75281AAK5
|
345,000 | $368,287 | 0.06 % |
| 279. |
ANADARKO PETROLEUM CORPORATION 7.625% 03/15/2014
Cusip: 032511BD8
|
320,000 | $367,888 | 0.06 % |
| 280. |
WBCMT_06-C24 5.576% 03/15/2045
Cusip: 92976BFQ0
|
350,000 | $359,072 | 0.06 % |
| 281. |
FORDF_10-1 1.880% 12/15/2014
Cusip: 34528QAJ3
|
350,000 | $353,503 | 0.05 % |
| 282. |
CGCMT_06-C5 5.431% 10/15/2049
Cusip: 17310MAE0
|
350,000 | $351,561 | 0.05 % |
| 283. |
AMCAR_10-1 1.660% 03/17/2014
Cusip: 03064CAC4
|
350,000 | $350,338 | 0.05 % |
| 284. |
DRESSER TL 1ST LIEN 2.50 2.500% 05/04/2014
Cusip: 26157VB@5
|
365,000 | $350,268 | 0.05 % |
| 285. |
PROGRESS ENERGY INC 6.000% 12/01/2039
Cusip: 743263AP0
|
355,000 | $346,967 | 0.05 % |
| 286. |
PHILIPPINES (REPUBLIC OF THE) 7.750% 01/14/2031
Cusip: 718286BB2
|
300,000 | $343,500 | 0.05 % |
| 287. |
FAIRPOINT COMMUNICATIONS TLB 2.75 0.000% 03/31/2015
Cusip: BAX2VNDV0
|
415,190.78 | $341,261 | 0.05 % |
| 288. |
WINDSTREAM CORP 7.875% 11/01/2017
Cusip: 97381WAJ3
|
346,000 | $340,810 | 0.05 % |
| 289. |
EMBARQ CORPORATION 7.995% 06/01/2036
Cusip: 29078EAA3
|
330,000 | $334,601 | 0.05 % |
| 290. |
FFMER_07-2 0.356% 05/25/2037
Cusip: 59024QAB6
|
332,836.2 | $331,553 | 0.05 % |
| 291. |
TAMPA ELECTRIC COMPANY 6.100% 05/15/2018
Cusip: 875127AX0
|
305,000 | $330,652 | 0.05 % |
| 292. |
PROGRESS ENERGY INC 6.050% 03/15/2014
Cusip: 743263AM7
|
300,000 | $330,135 | 0.05 % |
| 293. |
NEVADA POWER COMPANY 5.875% 01/15/2015
Cusip: 641423BK3
|
300,000 | $326,793 | 0.05 % |
| 294. |
CARMX_09-1 5.810% 12/16/2013
Cusip: 14312WAF0
|
300,000 | $325,748 | 0.05 % |
| 295. |
AMXCA_05-4 0.300% 01/15/2015
Cusip: 02582JDN7
|
325,000 | $323,519 | 0.05 % |
| 296. |
NEVADA POWER COMPANY 6.500% 05/15/2018
Cusip: 641423BS6
|
290,000 | $317,010 | 0.05 % |
| 297. |
HCA INC 7.250% 09/15/2020
Cusip: 404121AA3
|
310,000 | $314,650 | 0.05 % |
| 298. |
CIT GROUP INC 7.000% 05/01/2016
Cusip: 125581FW3
|
340,000 | $313,650 | 0.05 % |
| 299. |
KRAFT FOODS INC 6.500% 08/11/2017
Cusip: 50075NAS3
|
280,000 | $312,915 | 0.05 % |
| 300. |
PACIFICORP 5.450% 09/15/2013
Cusip: 695114BW7
|
285,000 | $312,467 | 0.05 % |
| 301. |
JPMCC_04-CBX 4.184% 01/12/2037
Cusip: 46625YDB6
|
311,632.72 | $312,238 | 0.05 % |
| 302. |
SABMILLER PLC 6.500% 07/15/2018
Cusip: 78572MAF2
|
280,000 | $310,552 | 0.05 % |
| 303. |
VWALT_09-A 3.410% 04/16/2012
Cusip: 928664AC5
|
300,000 | $308,122 | 0.05 % |
| 304. |
TURKEY (REPUBLIC OF) 6.875% 03/17/2036
Cusip: 900123AY6
|
302,000 | $305,020 | 0.05 % |
| 305. |
GCCFC_03-C1 3.858% 07/05/2035
Cusip: 396789DU0
|
300,000 | $304,029 | 0.05 % |
| 306. |
FHLMC REFERENCE NOTES 2.875% 02/09/2015
Cusip: 3137EACH0
|
300,000 | $301,842 | 0.05 % |
| 307. |
AMXCA_06-3 0.250% 03/17/2014
Cusip: 025822AA5
|
300,000 | $299,143 | 0.05 % |
| 308. |
REPUBLIC OF ARGENTINA 7.000% 09/12/2013
Cusip: EF6872628
|
332,000 | $295,859 | 0.05 % |
| 309. |
TREASURY NOTE 1.375% 02/15/2013
Cusip: 912828MN7
|
295,000 | $293,617 | 0.05 % |
| 310. |
FHLMC_2576 5.500% 02/15/2033
Cusip: 31393KBW4
|
288,987.54 | $293,116 | 0.05 % |
| 311. |
OHIO POWER COMPANY 6.000% 06/01/2016
Cusip: 677415CL3
|
265,000 | $290,460 | 0.04 % |
| 312. |
FORD MOTOR COMPANY TLB 3.0 3.249% 12/15/2013
Cusip: BAX19GAX1
|
298,843.3 | $288,891 | 0.04 % |
| 313. |
CC HOLDINGS GS V LLC 7.750% 05/01/2017
Cusip: 14987BAA1
|
265,000 | $288,850 | 0.04 % |
| 314. |
RAMC_05-4 5.565% 02/25/2036
Cusip: 759950FX1
|
306,204.14 | $288,680 | 0.04 % |
| 315. |
NEWS AMERICA INC 6.750% 01/09/2038
Cusip: 652482AS9
|
275,000 | $288,409 | 0.04 % |
| 316. |
ECHOSTAR DBS CORPORATION 7.125% 02/01/2016
Cusip: 27876GBE7
|
280,000 | $285,250 | 0.04 % |
| 317. |
CARAT_07-SN2 1.260% 05/16/2011
Cusip: 139743AJ7
|
283,988.96 | $284,464 | 0.04 % |
| 318. |
CWALT_03-11T1 4.750% 07/25/2018
Cusip: 12669EPU4
|
282,349.05 | $283,672 | 0.04 % |
| 319. |
CASCADES INC 7.750% 12/15/2017
Cusip: 146900AF2
|
280,000 | $282,800 | 0.04 % |
| 320. |
ARIZONA PUBLIC SERVICE COMPANY 6.250% 08/01/2016
Cusip: 040555CJ1
|
260,000 | $280,173 | 0.04 % |
| 321. |
JPMCC_09-IWST 4.314% 12/05/2027
Cusip: 46634GAA9
|
269,731.01 | $276,193 | 0.04 % |
| 322. |
FNMA 30YR 5.500% 03/01/2033
Cusip: 31400JC49
|
259,400.15 | $275,292 | 0.04 % |
| 323. |
FNMA 30YR 6.500% 09/01/2037
Cusip: 31371NKN4
|
250,421.13 | $269,793 | 0.04 % |
| 324. |
JPMCC_03-LN1 4.134% 10/15/2037
Cusip: 46625MA58
|
257,521.3 | $265,380 | 0.04 % |
| 325. |
NORTHWEST PIPELINE CORPORATION 7.000% 06/15/2016
Cusip: 667748AM9
|
230,000 | $265,314 | 0.04 % |
| 326. |
TREASURY NOTE 1.500% 12/31/2013
Cusip: 912828JW1
|
270,000 | $265,021 | 0.04 % |
| 327. |
GFCM_03-1 5.743% 05/12/2035
Cusip: 36161RAE9
|
250,000 | $263,739 | 0.04 % |
| 328. |
OMNICARE INC 6.750% 12/15/2013
Cusip: 681904AJ7
|
260,000 | $261,300 | 0.04 % |
| 329. |
FNMA 30YR 7.500% 08/01/2025
Cusip: 31371FAX0
|
231,524.14 | $261,175 | 0.04 % |
| 330. |
COMM_06-CNL 0.538% 02/05/2019
Cusip: 20047MAH7
|
300,000 | $259,839 | 0.04 % |
| 331. |
LBUBS_05-C5 4.930% 09/15/2030
Cusip: 52108H6V1
|
250,000 | $258,522 | 0.04 % |
| 332. |
K. HOVNANIAN ENTERPRISES INC 10.625% 10/15/2016
Cusip: 442488BH4
|
240,000 | $255,600 | 0.04 % |
| 333. |
AESOP_10-2 3.630% 08/20/2014
Cusip: 05377RAD6
|
250,000 | $249,975 | 0.04 % |
| 334. |
NEXEN INC 6.400% 05/15/2037
Cusip: 65334HAG7
|
245,000 | $246,965 | 0.04 % |
| 335. |
NALCO COMPANY 8.250% 05/15/2017
Cusip: 629855AN7
|
232,000 | $245,920 | 0.04 % |
| 336. |
FNMA 15YR 4.500% 07/01/2018
Cusip: 31401MB26
|
232,115.87 | $244,376 | 0.04 % |
| 337. |
FNMA 10/1 HYBRID ARM 5.489% 08/01/2034
Cusip: 31404GK67
|
230,661.84 | $244,357 | 0.04 % |
| 338. |
FNMA_03-63 6.000% 07/25/2033
Cusip: 31393DRH6
|
1,316,078.54 | $239,791 | 0.04 % |
| 339. |
RUSSIAN FEDERATION (THE) 7.500% 03/31/2030
Cusip: 78307ACZ4
|
205,860 | $237,253 | 0.04 % |
| 340. |
KRAFT FOODS INC 6.500% 02/09/2040
Cusip: 50075NAZ7
|
230,000 | $236,920 | 0.04 % |
| 341. |
PETROLEOS DE VENEZUELA SA 5.250% 04/12/2017
Cusip: P7807HAA3
|
384,000 | $236,160 | 0.04 % |
| 342. |
FGOLD 15YR 5.500% 05/01/2018
Cusip: 31294KSG1
|
217,148.31 | $233,694 | 0.04 % |
| 343. |
NISOURCE FINANCE CORPORATION 5.400% 07/15/2014
Cusip: 65473QAL7
|
220,000 | $233,597 | 0.04 % |
| 344. |
COLOMBIA (REPUBLIC OF) 7.375% 01/27/2017
Cusip: 195325BJ3
|
200,000 | $229,000 | 0.04 % |
| 345. |
TURKEY (REPUBLIC OF) 6.750% 04/03/2018
Cusip: 900123BA7
|
205,000 | $223,450 | 0.03 % |
| 346. |
FNMA 30YR 7.500% 06/01/2032
Cusip: 31371KRC7
|
196,696.04 | $222,900 | 0.03 % |
| 347. |
L-3 COMMUNICATIONS CORPORATION 6.375% 10/15/2015
Cusip: 502413AU1
|
216,000 | $221,670 | 0.03 % |
| 348. |
PACIFIC GAS AND ELECTRIC COMPANY 5.400% 01/15/2040
Cusip: 694308GS0
|
235,000 | $221,186 | 0.03 % |
| 349. |
FGOLD 30YR 6.500% 08/01/2037
Cusip: 3128KWFT5
|
201,405.22 | $219,282 | 0.03 % |
| 350. |
GSMS_04-GG2 4.602% 08/10/2038
Cusip: 36228CTE3
|
214,909.5 | $217,407 | 0.03 % |
| 351. |
INDONESIA (REPUBLIC OF) 10.250% 07/15/2022
Cusip: EG1989789
|
1,848,000,000 | $215,464 | 0.03 % |
| 352. |
FEDERAL FARM CREDIT BANK 3.400% 02/07/2013
Cusip: 31331YST8
|
205,000 | $214,022 | 0.03 % |
| 353. |
FNMA 5/1 HYBRID ARM 6.023% 04/01/2036
Cusip: 31410SHK6
|
204,552.13 | $213,772 | 0.03 % |
| 354. |
SOUTHERN STAR CENT CORP 6.750% 03/01/2016
Cusip: 843830AD2
|
210,000 | $212,362 | 0.03 % |
| 355. |
FNMA 4.750% 11/19/2012
Cusip: 31398AHZ8
|
195,000 | $210,927 | 0.03 % |
| 356. |
NCSLT_06-3 7.100% 01/25/2012
Cusip: 63543VAF0
|
1,900,000 | $209,673 | 0.03 % |
| 357. |
AIRGAS INC 7.125% 10/01/2018
Cusip: 009363AE2
|
190,000 | $209,000 | 0.03 % |
| 358. |
FGOLD 15YR TBA(REG B) 4.500% 04/01/2025
Cusip: 02R042447
|
200,000 | $207,406 | 0.03 % |
| 359. |
GAZ CAPITAL SA 6.212% 11/22/2016
Cusip: 368266AE2
|
200,000 | $205,500 | 0.03 % |
| 360. |
JPMCC_05-LDP2 4.697% 07/15/2042
Cusip: 46625YNB5
|
200,000 | $203,641 | 0.03 % |
| 361. |
CHEMTURA CORPORATION 0.000% 06/01/2016
Cusip: 163893AA8
|
172,000 | $202,100 | 0.03 % |
| 362. |
PEMEX PROJECT FUNDING MASTER TRUST 6.625% 06/15/2035
Cusip: 706451BG5
|
205,000 | $201,963 | 0.03 % |
| 363. |
VERIZON PENNSYLVANIA INC. 5.650% 11/15/2011
Cusip: 92344TAA6
|
190,000 | $201,560 | 0.03 % |
| 364. |
GTP_10-1 4.436% 02/15/2015
Cusip: 379398AA8
|
200,000 | $200,546 | 0.03 % |
| 365. |
FNMA_400 4.500% 11/25/2039
Cusip: 3136FKQX9
|
758,364.1 | $199,426 | 0.03 % |
| 366. |
TOLEDO EDISON COMPANY (THE) 6.150% 05/15/2037
Cusip: 889175BD6
|
195,000 | $196,605 | 0.03 % |
| 367. |
FOREST OIL CORPORATION 8.500% 02/15/2014
Cusip: 346091BE0
|
185,000 | $195,175 | 0.03 % |
| 368. |
MGM MIRAGE 11.375% 03/01/2018
Cusip: 552953BM2
|
200,000 | $193,000 | 0.03 % |
| 369. |
CROWN AMERICAS INC 7.750% 11/15/2015
Cusip: 228188AD0
|
185,000 | $192,400 | 0.03 % |
| 370. |
LEHMAN BROTHERS HOLDINGS INC 0.000% 05/02/2018
Cusip: 5252M0FD4
|
810,000 | $191,362 | 0.03 % |
| 371. |
SPEEDWAY MOTORSPORTS INC 8.750% 06/01/2016
Cusip: 847788AN6
|
180,000 | $191,250 | 0.03 % |
| 372. |
CABLEVISION SYSTEMS CORPORATION 8.625% 09/15/2017
Cusip: 12686CAX7
|
180,000 | $190,350 | 0.03 % |
| 373. |
OWENS-BROCKWAY GLASS CONTAINER INC 8.250% 05/15/2013
Cusip: 69073TAJ2
|
180,000 | $182,250 | 0.03 % |
| 374. |
CMS ENERGY CORPORATION 6.250% 02/01/2020
Cusip: 125896BE9
|
180,000 | $177,300 | 0.03 % |
| 375. |
JPMCC_03-ML1A 3.972% 03/12/2039
Cusip: 46625MVQ9
|
172,489.84 | $176,967 | 0.03 % |
| 376. |
CITIGROUP INC 8.500% 05/22/2019
Cusip: 172967EV9
|
150,000 | $175,077 | 0.03 % |
| 377. |
AMCAR_07-CM 0.258% 05/07/2012
Cusip: 03063EAD9
|
175,319.46 | $175,005 | 0.03 % |
| 378. |
SRFC_10-1A 4.480% 07/01/2026
Cusip: 82651LAA1
|
175,000 | $175,000 | 0.03 % |
| 379. |
HCA INC 9.875% 02/15/2017
Cusip: 404119BB4
|
160,000 | $174,400 | 0.03 % |
| 380. |
AMCAR_07-DF 5.490% 07/06/2012
Cusip: 03063TAD6
|
173,245.28 | $174,186 | 0.03 % |
| 381. |
COMCAST CORPORATION 6.450% 03/15/2037
Cusip: 20030NAM3
|
170,000 | $173,122 | 0.03 % |
| 382. |
SPRINT NEXTEL. CORPORATION 8.375% 08/15/2017
Cusip: 852061AF7
|
170,000 | $170,850 | 0.03 % |
| 383. |
WINDSTREAM CORP 8.625% 08/01/2016
Cusip: 97381WAD6
|
162,000 | $165,645 | 0.03 % |
| 384. |
QUICKSILVER RESOURCES INC. 8.250% 08/01/2015
Cusip: 74837RAE4
|
161,000 | $164,220 | 0.03 % |
| 385. |
MLMT_08-C1 4.706% 02/12/2051
Cusip: 59025WAA4
|
161,982.48 | $163,208 | 0.03 % |
| 386. |
TRANSALTA CORP 6.500% 03/15/2040
Cusip: 89346DAE7
|
165,000 | $163,124 | 0.03 % |
| 387. |
DEL MONTE CORPORATION 7.500% 10/15/2019
Cusip: 245217AQ7
|
155,000 | $162,556 | 0.03 % |
| 388. |
FNMA 30YR TBA(REG A) 6.500% 05/01/2040
Cusip: 01F062655
|
150,000 | $162,093 | 0.03 % |
| 389. |
JPMCC_06-LDP6 5.490% 04/15/2043
Cusip: 46625YP72
|
150,000 | $157,356 | 0.02 % |
| 390. |
CONSUMERS ENERGY COMPANY 5.150% 02/15/2017
Cusip: 210518CG9
|
150,000 | $156,833 | 0.02 % |
| 391. |
QWEST COMMUNICATIONS INTERNATIONAL 7.125% 04/01/2018
Cusip: 749121CB3
|
150,000 | $154,875 | 0.02 % |
| 392. |
FEDERAL HOME LOAN BANK 5.000% 11/17/2017
Cusip: 3133XMQ87
|
140,000 | $153,012 | 0.02 % |
| 393. |
BALL_01-FMA 6.763% 12/13/2016
Cusip: 05947NAL8
|
150,000 | $152,787 | 0.02 % |
| 394. |
SUNCOR ENERGY INC 6.100% 06/01/2018
Cusip: 86722TAA0
|
140,000 | $150,847 | 0.02 % |
| 395. |
DISH DBS CORP 7.875% 09/01/2019
Cusip: 25470XAB1
|
145,000 | $150,800 | 0.02 % |
| 396. |
RR DONNELLEY & SONS COMPANY 4.950% 04/01/2014
Cusip: 257867AM3
|
150,000 | $150,752 | 0.02 % |
| 397. |
DENBURY RESOURCES INC 9.750% 03/01/2016
Cusip: 247916AB5
|
135,000 | $148,500 | 0.02 % |
| 398. |
METROPOLITAN EDISON COMPANY 4.950% 03/15/2013
Cusip: 591894BU3
|
140,000 | $147,310 | 0.02 % |
| 399. |
CHESAPEAKE ENERGY CORPORATION 6.625% 01/15/2016
Cusip: 165167BN6
|
150,000 | $147,000 | 0.02 % |
| 400. |
LBUBS_07-C6 5.858% 07/15/2040
Cusip: 52109PAE5
|
150,000 | $146,286 | 0.02 % |
| 401. |
AQUILA INC 11.875% 07/01/2012
Cusip: 03840PAC6
|
125,000 | $145,476 | 0.02 % |
| 402. |
PEMEX PROJECT FUNDING MASTER TRUST 5.750% 03/01/2018
Cusip: 706451BS9
|
140,000 | $144,080 | 0.02 % |
| 403. |
DENBURY RESOURCES INC 7.500% 04/01/2013
Cusip: 24823UAE8
|
140,000 | $141,400 | 0.02 % |
| 404. |
NEXTEL COMMUNICATIONS INC 7.375% 08/01/2015
Cusip: 65332VBG7
|
145,000 | $137,750 | 0.02 % |
| 405. |
JARDEN CORP 8.000% 05/01/2016
Cusip: 471109AC2
|
130,000 | $136,175 | 0.02 % |
| 406. |
GEORGIA-PACIFIC CORPORATION 7.125% 01/15/2017
Cusip: 373298CH9
|
130,000 | $135,200 | 0.02 % |
| 407. |
ONCOR ELECTRIC DELIVERY CO 6.375% 05/01/2012
Cusip: 68233DAS6
|
125,000 | $135,170 | 0.02 % |
| 408. |
BSCMS_07-PW18 5.038% 06/11/2050
Cusip: 07401DAA9
|
131,323.07 | $134,955 | 0.02 % |
| 409. |
MGM MIRAGE 11.125% 11/15/2017
Cusip: 552953BG5
|
120,000 | $134,700 | 0.02 % |
| 410. |
FNMA 30YR 6.500% 07/01/2032
Cusip: 31385JMS4
|
121,448.24 | $134,683 | 0.02 % |
| 411. |
EMLT_03-1 3.510% 12/25/2032
Cusip: 29445FAA6
|
144,891.7 | $132,747 | 0.02 % |
| 412. |
COMCAST CORP 6.400% 03/01/2040
Cusip: 20030NBB6
|
130,000 | $132,136 | 0.02 % |
| 413. |
FNMA 5/1 HYBRID ARM 5.996% 08/01/2036
Cusip: 31410EFD5
|
125,635.95 | $132,134 | 0.02 % |
| 414. |
L-3 COMMUNICATIONS CORPORATION 6.125% 07/15/2013
Cusip: 502413AL1
|
130,000 | $131,950 | 0.02 % |
| 415. |
QVC INC 7.125% 04/15/2017
Cusip: 747262AC7
|
131,000 | $131,818 | 0.02 % |
| 416. |
QVC INC 7.375% 10/15/2020
Cusip: 747262AE3
|
131,000 | $131,655 | 0.02 % |
| 417. |
FNMA 15YR 4.500% 12/01/2020
Cusip: 31403DC56
|
124,113.3 | $130,475 | 0.02 % |
| 418. |
EDISON MISSION ENERGY 7.500% 06/15/2013
Cusip: 281023AN1
|
150,000 | $130,125 | 0.02 % |
| 419. |
EL PASO CORPORATION 12.000% 12/12/2013
Cusip: 28336LBS7
|
110,000 | $128,425 | 0.02 % |
| 420. |
URUGUAY (THE REPUBLIC OF) 9.250% 05/17/2017
Cusip: 760942AR3
|
100,000 | $128,250 | 0.02 % |
| 421. |
FNMA 30YR 9.000% 06/01/2024
Cusip: 31368JCZ0
|
113,715.91 | $125,247 | 0.02 % |
| 422. |
REPUBLIC OF INDONESIA 8.500% 10/12/2035
Cusip: 455780AT3
|
100,000 | $124,500 | 0.02 % |
| 423. |
EXPORT-IMPORT BANK OF KOREA 5.500% 10/17/2012
Cusip: 302154AS8
|
115,000 | $122,754 | 0.02 % |
| 424. |
TREASURY NOTE 2.625% 04/30/2016
Cusip: 912828KR0
|
125,000 | $122,373 | 0.02 % |
| 425. |
FHLMC 12M LIBOR ARM 6.106% 08/01/2036
Cusip: 3128S4EM5
|
114,235.54 | $120,589 | 0.02 % |
| 426. |
TELECOM ITALIA CAPITAL 5.250% 11/15/2013
Cusip: 87927VAE8
|
115,000 | $120,453 | 0.02 % |
| 427. |
DOMINION RESOURCES INC 5.600% 11/15/2016
Cusip: 25746UBB4
|
110,000 | $118,735 | 0.02 % |
| 428. |
OHIO EDISON CO 5.450% 05/01/2015
Cusip: 677347CB0
|
110,000 | $116,938 | 0.02 % |
| 429. |
CRICKET COMMUNICATIONS INC. 7.750% 05/15/2016
Cusip: 226566AK3
|
109,000 | $113,087 | 0.02 % |
| 430. |
REYNOLDS GROUP ESCROW 7.750% 10/15/2016
Cusip: 761733AA2
|
109,000 | $112,542 | 0.02 % |
| 431. |
TURKEY (REPUBLIC OF) 7.000% 09/26/2016
Cusip: EF6988721
|
100,000 | $111,000 | 0.02 % |
| 432. |
TOLEDO EDISON COMPANY (THE) 7.250% 05/01/2020
Cusip: 889175BE4
|
95,000 | $109,845 | 0.02 % |
| 433. |
CWL_06-4 0.506% 07/25/2036
Cusip: 126670WR5
|
172,434.99 | $109,757 | 0.02 % |
| 434. |
TNK - BP FINANCE 7.875% 03/13/2018
Cusip: 87261GAF2
|
100,000 | $109,750 | 0.02 % |
| 435. |
MAJAPAHIT HOLDING BV 7.750% 10/17/2016
Cusip: 56068TAB3
|
100,000 | $109,625 | 0.02 % |
| 436. |
BACARDI LTD 7.450% 04/01/2014
Cusip: 067316AA7
|
95,000 | $108,619 | 0.02 % |
| 437. |
FHLMC 10/1 HYBRID ARM 6.109% 12/01/2036
Cusip: 3128QSZL3
|
101,354.32 | $108,324 | 0.02 % |
| 438. |
RANGE RESOURCES CORPORATION 7.500% 05/15/2016
Cusip: 75281AAG4
|
105,000 | $108,150 | 0.02 % |
| 439. |
WFMBS_04-K 4.707% 07/25/2034
Cusip: 94981VAH0
|
106,211.27 | $104,643 | 0.02 % |
| 440. |
JPMCC_07-CB20 6.403% 02/12/2051
Cusip: 46631QAT9
|
525,000 | $103,764 | 0.02 % |
| 441. |
LBI ESCROW CORP 8.000% 11/01/2017
Cusip: 50178TAA5
|
100,000 | $103,500 | 0.02 % |
| 442. |
FNMA 30YR 7.000% 08/01/2032
Cusip: 31391LXQ3
|
91,514.81 | $102,763 | 0.02 % |
| 443. |
JOSTENS HOLDING CORP ZFX 10.250% 12/01/2013
Cusip: 481086AB2
|
100,000 | $102,750 | 0.02 % |
| 444. |
CSC HOLDINGS INC 8.500% 04/15/2014
Cusip: 126304AW4
|
95,000 | $101,293 | 0.02 % |
| 445. |
FEDERAL HOME LOAN BANK 1.000% 12/28/2011
Cusip: 3133XVRS2
|
100,000 | $100,010 | 0.02 % |
| 446. |
SBA TELECOMMUNICATIONS INC 8.000% 08/15/2016
Cusip: 78401FAA5
|
95,000 | $99,987 | 0.02 % |
| 447. |
NIELSEN FINANCE LLC 10.000% 08/01/2014
Cusip: 65409QAC6
|
95,000 | $99,512 | 0.02 % |
| 448. |
INVISTA 9.250% 05/01/2012
Cusip: 500657AA9
|
98,000 | $99,225 | 0.02 % |
| 449. |
BALL CORPORATION 6.750% 09/15/2020
Cusip: 058498AP1
|
97,000 | $97,970 | 0.02 % |
| 450. |
HCA INC PIK 9.625% 11/15/2016
Cusip: 404119BA6
|
90,000 | $96,412 | 0.01 % |
| 451. |
INDX_06-AR3 5.682% 03/25/2036
Cusip: 45660L5T2
|
182,805.41 | $94,366 | 0.01 % |
| 452. |
PETROHAWK ENERGY CORP 10.500% 08/01/2014
Cusip: 716495AH9
|
85,000 | $93,818 | 0.01 % |
| 453. |
URUGUAY (THE REPUBLIC OF) 7.625% 03/21/2036
Cusip: 760942AS1
|
81,000 | $91,732 | 0.01 % |
| 454. |
CSFB_04-C2 3.819% 05/15/2036
Cusip: 22541SHS0
|
91,299.35 | $90,925 | 0.01 % |
| 455. |
LEAR CORPORATION 7.875% 03/15/2018
Cusip: 521865AR6
|
90,000 | $90,787 | 0.01 % |
| 456. |
TW TELECOM HOLDINGS INC 8.000% 03/01/2018
Cusip: 87311XAA6
|
89,000 | $90,557 | 0.01 % |
| 457. |
FNMA 3.255% 06/09/2010
Cusip: 3136F9RJ4
|
90,000 | $90,492 | 0.01 % |
| 458. |
REPUBLIC OF INDONESIA 6.875% 01/17/2018
Cusip: 455780AY2
|
81,000 | $90,112 | 0.01 % |
| 459. |
NCSLT_06-2 6.000% 08/25/2011
Cusip: 63543MAE3
|
1,350,000 | $87,750 | 0.01 % |
| 460. |
YUM! BRANDS INC 6.875% 11/15/2037
Cusip: 988498AD3
|
80,000 | $86,864 | 0.01 % |
| 461. |
TRANSDIGM INC 7.750% 07/15/2014
Cusip: 893647AL1
|
85,000 | $86,700 | 0.01 % |
| 462. |
FNS_379-2 5.500% 05/01/2037
Cusip: 3136FENX6
|
476,085.94 | $86,439 | 0.01 % |
| 463. |
ARCH WESTERN FINANCE LLC 6.750% 07/01/2013
Cusip: 03939RAB6
|
85,000 | $85,318 | 0.01 % |
| 464. |
ASHLAND INC 9.125% 06/01/2017
Cusip: 044209AC8
|
75,000 | $84,000 | 0.01 % |
| 465. |
TREASURY BOND 4.500% 02/15/2036
Cusip: 912810FT0
|
86,000 | $83,997 | 0.01 % |
| 466. |
LAMAR MEDIA CORP 9.750% 04/01/2014
Cusip: 513075AV3
|
75,000 | $81,937 | 0.01 % |
| 467. |
FRONTIER COMMUNICATIONS CORP 8.250% 04/15/2017
Cusip: 35906AAE8
|
81,000 | $81,911 | 0.01 % |
| 468. |
RAINBOW NATL SERVICES LLC 8.750% 09/01/2012
Cusip: 750829AA1
|
80,000 | $81,300 | 0.01 % |
| 469. |
GREIF INC 6.750% 02/01/2017
Cusip: 397624AE7
|
80,000 | $81,200 | 0.01 % |
| 470. |
LAMAR MEDIA CORP 7.250% 01/01/2013
Cusip: 513075AG6
|
80,000 | $80,600 | 0.01 % |
| 471. |
REGAL CINEMAS CORP 8.625% 07/15/2019
Cusip: 758753AD9
|
75,000 | $78,937 | 0.01 % |
| 472. |
BOYD GAMING CORPORATION 7.125% 02/01/2016
Cusip: 09689RAA7
|
94,000 | $78,490 | 0.01 % |
| 473. |
FNMA 5.375% 06/12/2017
Cusip: 31398ADM1
|
70,000 | $77,512 | 0.01 % |
| 474. |
VENEZUELA (REPUBLIC OF) 8.500% 10/08/2014
Cusip: 922646BM5
|
87,000 | $75,690 | 0.01 % |
| 475. |
ECHOSTAR DBS CORPORATION 6.625% 10/01/2014
Cusip: 27876GAY4
|
75,000 | $75,562 | 0.01 % |
| 476. |
UNITED STATES STEEL CORP 7.375% 04/01/2020
Cusip: 912909AF5
|
72,000 | $71,640 | 0.01 % |
| 477. |
EL SALVADOR (REPUBLIC OF) 7.650% 06/15/2035
Cusip: 283875AN2
|
68,000 | $71,570 | 0.01 % |
| 478. |
GSMS_07-GG10 5.993% 08/10/2045
Cusip: 36246LAN1
|
575,000 | $69,988 | 0.01 % |
| 479. |
PETRO-CANADA 4.000% 07/15/2013
Cusip: 716442AG3
|
65,000 | $67,053 | 0.01 % |
| 480. |
FRONTIER COMMUNICATIONS CORP 8.500% 04/15/2020
Cusip: 35906AAG3
|
66,000 | $66,990 | 0.01 % |
| 481. |
SANDRIDGE ENERGY INC 8.000% 06/01/2018
Cusip: 80007PAC3
|
70,000 | $66,500 | 0.01 % |
| 482. |
AOL INC
Cusip: 00184X105
|
2,544 | $64,312 | 0.01 % |
| 483. |
OSHKOSH CORPORATION 8.250% 03/01/2017
Cusip: 688225AA9
|
61,000 | $63,440 | 0.01 % |
| 484. |
CFAT_08-A 4.940% 04/25/2014
Cusip: 14911TAC9
|
61,900.76 | $63,157 | 0.01 % |
| 485. |
VENEZUELA (REPUBLIC OF) 5.750% 02/26/2016
Cusip: P97475AF7
|
86,000 | $62,350 | 0.01 % |
| 486. |
FHLMC_1614 6.500% 11/15/2023
Cusip: 3133T15B4
|
57,219.74 | $62,170 | 0.01 % |
| 487. |
FEDERAL HOME LOAN BANK 2.625% 05/20/2011
Cusip: 3133XQQQ8
|
60,000 | $61,334 | 0.01 % |
| 488. |
LEHMAN BROTHERS HOLDINGS 39.500% 10/02/2008
Cusip: 524935AM5
|
3,480 | $60,855 | 0.01 % |
| 489. |
CWALT_07-8CB 5.500% 05/25/2037
Cusip: 02150FAX8
|
523,528.52 | $60,160 | 0.01 % |
| 490. |
LEHMAN BROTHERS HOLDINGS 53.310% 09/14/2008
Cusip: 524935AA1
|
3,480 | $54,845 | 0.01 % |
| 491. |
NOVA CHEMICALS CORP 8.375% 11/01/2016
Cusip: 66977WAJ8
|
53,000 | $54,457 | 0.01 % |
| 492. |
GNMA_02-70 6.000% 08/20/2032
Cusip: 38373VF54
|
410,677.56 | $52,370 | 0.01 % |
| 493. |
LEAR CORPORATION 8.125% 03/15/2020
Cusip: 521865AS4
|
49,000 | $49,673 | 0.01 % |
| 494. |
CONAGRA INC. 6.750% 09/15/2011
Cusip: 205887BA9
|
46,000 | $49,430 | 0.01 % |
| 495. |
IRWHE_05-A 0.626% 02/25/2034
Cusip: 464187CB7
|
59,114.42 | $48,076 | 0.01 % |
| 496. |
SPECTRA ENERGY CORP
Cusip: 847560109
|
2,082 | $46,907 | 0.01 % |
| 497. |
OSHKOSH CORPORATION 8.500% 03/01/2020
Cusip: 688225AC5
|
44,000 | $45,760 | 0.01 % |
| 498. |
CHESAPEAKE ENERGY CORPORATION 6.375% 06/15/2015
Cusip: 165167BL0
|
45,000 | $44,212 | 0.01 % |
| 499. |
FLORIDA POWER CORPORATION 5.650% 06/15/2018
Cusip: 341099CK3
|
40,000 | $43,310 | 0.01 % |
| 500. |
FNMA_03-71 5.500% 12/25/2031
Cusip: 31393EJX8
|
336,120.73 | $41,676 | 0.01 % |
| 501. |
CSC HOLDINGS INC 7.875% 02/15/2018
Cusip: 126304AG9
|
35,000 | $36,750 | 0.01 % |
| 502. |
FNMA BENCHMARK NOTES 3.250% 08/12/2010
Cusip: 31398ASU7
|
35,000 | $35,381 | 0.01 % |
| 503. |
FHLMC_2817 6.770% 06/15/2032
Cusip: 31394YXE9
|
457,659.65 | $33,945 | 0.01 % |
| 504. |
FRONTIER COMMUNICATIONS CORP 7.875% 04/15/2015
Cusip: 35906AAC2
|
32,000 | $32,800 | 0.01 % |
| 505. |
CPS_07-A 5.040% 09/15/2011
Cusip: 12619RAC2
|
32,538.3 | $32,583 | 0.01 % |
| 506. |
SBA TELECOMMUNICATIONS INC 8.250% 08/15/2019
Cusip: 78401FAB3
|
30,000 | $31,950 | 0.00 % |
| 507. |
BROCADE COMMUNICATIONS SYSTEMS 6.625% 01/15/2018
Cusip: 111621AE8
|
31,000 | $31,465 | 0.00 % |
| 508. |
BALL CORPORATION 6.625% 03/15/2018
Cusip: 058498AL0
|
30,000 | $30,750 | 0.00 % |
| 509. |
CXHE_02-D 2.296% 12/25/2032
Cusip: 152314GE4
|
156,348.34 | $28,738 | 0.00 % |
| 510. |
BROCADE COMMUNICATIONS SYSTEMS 6.875% 01/15/2020
Cusip: 111621AH1
|
27,000 | $27,540 | 0.00 % |
| 511. |
REPUBLIC OF ARGENTINA 0.000% 12/15/2035
Cusip: 040114GM6
|
359,000 | $26,925 | 0.00 % |
| 512. |
CONSUMERS ENERGY COMPANY 5.000% 03/15/2015
Cusip: 210518CF1
|
25,000 | $26,443 | 0.00 % |
| 513. |
FNMA_04-84 5.000% 12/25/2022
Cusip: 31394BHB3
|
203,489.61 | $16,860 | 0.00 % |
| 514. |
ARIZONA PUBLIC SERVICE COMPANY 6.375% 10/15/2011
Cusip: 040555CC6
|
15,000 | $15,928 | 0.00 % |
| 515. |
BALTA_05-2 3.112% 04/25/2035
Cusip: 07386HQY0
|
36,613.98 | $15,763 | 0.00 % |
| 516. |
RAMC_07-2 6.313% 06/25/2037
Cusip: 75970QAN0
|
190,000 | $8,030 | 0.00 % |
| 517. |
RAMC_07-2 6.660% 06/25/2037
Cusip: 75970QAP5
|
125,000 | $3,893 | 0.00 % |
| 518. |
RAMC_07-2 7.006% 06/25/2037
Cusip: 75970QAQ3
|
180,000 | $3,777 | 0.00 % |
| 519. |
GNMA_02-80 6.000% 01/20/2032
Cusip: 38373V2W9
|
25,774.76 | $378 | 0.00 % |
| 520. |
FAIRPOINT COMMUNICATIONS INC
Cusip: 305560104
|
3,230 | $98 | 0.00 % |
| 521. |
KRISPY KREME DOUGHNUTS-CW12 0.000% 03/02/2012
Cusip: 501014112
|
683 | $75 | 0.00 % |
| 522. |
INDX_05-AR8 0.800% 04/25/2035
Cusip: 45660LJM2
|
8,256,310.34 | $0 | 0.00 % |
| 523. |
FNMA 7/1 HYBRID ARM 5.354% 04/01/2036
Cusip: 31409XXP9
|
0.04 | $0 | 0.00 % |
| 524. |
HMAC_04-1 0.566% 03/25/2034
Cusip: 437690AA8
|
0.04 | $0 | 0.00 % |
| 525. |
DSLA_05-AR5 1.000% 08/19/2045
Cusip: 23332UFQ2
|
0.16 | $0 | 0.00 % |
| 526. |
MAY 10 FNMA 6 CALLS STRIKE 106-14+ 0.000% 05/06/2010
Cusip: BAX3942G0
|
-3,910,000 | $-12,829 | -0.00 % |
| 527. |
MAY 10 FNMA 6 CALLS STRIKE 106-2+ 0.000% 05/06/2010
Cusip: BAX393ZH4
|
-5,900,000 | $-37,796 | -0.01 % |
| 528. |
FNMA 30YR TBA(REG A) 5.000% 05/01/2040
Cusip: 01F050650
|
-1,000,000 | $-1,027,500 | -0.16 % |
|
Other Assets less Liabilities
Cusip:
|
$-21,317,280 | -3.30 % | ||
| Net Assets | $646,054,374 | 100.00 % | ||
| Symbol | Cusip | Inception Date | |
|---|---|---|---|
| Class A | INMUX | 76931G108 | 04/16/1940 |
| Class B | IDMBX | 76931G207 | 03/20/1995 |
| Class C | RVBCX | 76931G306 | 06/26/2000 |
1 Fund expense ratios are calculated based on the fund's average net assets during the fund’s most recently completed fiscal year, adjusted for the change in transfer agent, and have not been adjusted for current asset levels. If adjusted for any decrease or increase in assets, expense ratios would be higher or lower, respectively, than the numbers shown above. The expense ratios include the effect of acquired fund fees and expenses, if any. Please see the fund's prospectus for a complete list of operating expenses.
2 A dash indicates that there is no fee waiver/expense cap in effect for the fund. Otherwise, the net expense ratio reflects the contractual agreement of the investment manager and its affiliates to waive certain fees and to absorb certain expenses, as described in the fund's prospectus (which is available by clicking here), unless sooner terminated at the discretion of the fund's board. Any amount waived will not be reimbursed. Net expense ratios reflect this fee waiver/expense cap. Fee waivers/expense caps would limit the impact that any decrease in assets will have on net expense ratios in the current fiscal year.
With respect to RiverSource LaSalle International Real Estate Fund and Tri-Continental, return figures reflect any change in price per share, and assume the reinvestment of dividends and capital gain distributions, if any. The net asset value of closed-end fund shares may not always correspond to the market price of such shares. Shares of many closed-end funds frequently trade at a discount from their net asset value. Closed-end funds are subject to stock market risk, which is the risk that stock prices overall will decline over short or long periods, adversely affecting the value of an investment in a Fund.
SEC Yield
Computed under an SEC standardized formula representing the net investment income earned by a fund over the preceding 30 day period, expressed as an annual percentage rate based on the maximum public
offer price (POP) per share on the last day of the period. The SEC yield should be regarded as an estimate of the fund's rate of investment income reflecting an estimated yield to maturity (assuming
all current portfolio holdings are held to maturity), and it may not equal the fund's actual income distribution rate or the income paid to a shareholders account. The SEC Yield reflects fee waivers
in effect, if any. In the absence of such waivers, yields would be reduced.
7-Day Current Yield
For Money Market Funds: generated by an investment in the fund over a seven day period ended on the date of the calculation and is expressed as an annual percentage.
An investment in money market funds is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the Fund seeks to maintain the value of your investment at $1.00 per share, it is possible to lose money by investing in the Fund.
Investments in small- and mid-capitalization companies often involve greater risks and potential volatility than investments in larger, more established companies.
International investing involves increased risk and volatility due to potential political and economic instability, currency fluctuations, and differences in financial reporting and accounting standards and oversight. Risks are particularly significant in emerging markets due to the dramatic pace of economic, social, and political change.
The products of technology companies may be subject to severe competition and rapid obsolescence, and technology stocks may be subject to greater price fluctuations, government regulation, and limited liquidity as compared to other investments. In addition, investments in one economic sector, such as technology, may result in greater price fluctuations than owning a portfolio of diversified investments.
Investments in real estate securities are subject to specific risks, such market risk, issuer risk, diversification risk, and sector/concentration risks.
There are risks associated with an investment in a bond fund, including credit risk, interest rate risk, and prepayment and extension risk. In general, bond prices rise when interest rates fall and vice versa. This effect is usually more pronounced for longer-term securities. Non-investment grade securities, commonly called “high-yield” or “junk” bonds, generally have more volatile prices and carry more risk to principal and income than investment grade securities.
There are risks associated with an investment in a municipal bond fund, including credit risk, interest rate risk, prepayment and extension risk, and geographic concentration risk. See each fund’s prospectus for information on these and other risks associated with each fund. For funds that concentrate investments in municipal securities issued by a single state and its municipalities, specific events or factors affecting a particular state can cause more volatility as compared to a fund that is more geographically diversified.
Income from tax-exempt funds may be subject to state and local taxes and a portion of income may be subject to the federal and/or state alternative minimum tax for certain investors.
Treasury Inflation Protected Securities (TIPS) are backed by the full faith and credit of the U.S. government. The U.S. government guarantee applies only to the underlying TIPS securities, and not the Fund itself. Shares of the RiverSource Short Duration U.S. Government Fund and RiverSource U.S. Government Mortgage Fund are not insured or guaranteed by the U.S. government.
“Standard & Poor’s®”, “S&P”, “S&P 500®” and “Standard & Poor’s 500®” are trademarks of the McGraw-Hill Companies, Inc. These trademarks and service marks have been licensed for use by Ameriprise Financial, Inc. The funds are not sponsored, endorsed, sold or promoted by Standard & Poor’s or any of their subsidiaries or affiliates (the “Licensors”) and the Licensors make no representation regarding the advisability of investing in the funds.
The Standard & Poor’s 500 Index (S&P 500 Index), an unmanaged index of common stocks, is frequently used as a general measure of market performance. The index reflects reinvestment of all distributions and changes in market prices, but excludes brokerage commissions or other fees.
The RiverSource 120/20 Contrarian Equity Fund and Threadneedle Global Extended Alpha Fund are designed for investors with an above average risk tolerance. The Funds may make short sales, which involves selling a security the Funds do not own in anticipation that the security’s price will decline. The Funds’ losses could exceed those of other mutual funds which hold only long security positions if the value of the securities held long decrease and the value of the securities sold short increase. The Funds’ use of short sales in effect “leverage” the Funds, as the Funds intends to use the case proceeds from the short sales to invest in additional long securities. Leveraging exposes the Funds to greater risks due to unanticipated market movements, which may magnify losses and increase volatility of returns. There is no assurance that a leveraging strategy will be successful. See the prospectus for each Fund for information on these and other risks associated with the Fund.
The RiverSource Absolute Return Currency and Income Fund is designed for investors with an above average risk tolerance. Risks associated with the fund include, but are not limited to, derivatives risk, counterparty risk, interest rate risk, credit risk, and tax risk. Derivative instruments are financial instruments that have a value dependent on the value of something else, such as one or more underlying securities. Gains or losses may be substantial, because a relatively small price movement in an underlying security may result in a substantial gain or loss for the Fund. A counterparty to a financial instrument entered into by the Fund may become bankrupt or otherwise fail to perform its obligations due to financial difficulties. The issuer of a security could default or otherwise become unable or unwilling to honor a financial obligation, and the Fund may be unable to recover its investment or may only obtain a limited or delayed recovery. Gains from some of the Fund’s foreign currency-denominated positions may not meet Treasury Department regulations for “qualifying income,” in which case, the Fund might not qualify as a regulated investment company for one or more years, requiring the Fund’s Board of Directors to authorize a significant change in investment strategy or Fund liquidation. A significant portion of the Fund is invested in forward currency contracts, which are subject to a number of risks. Losses may be substantial if prices do not move in the direction anticipated. See the Fund’s prospectus for information on these and other risks associated with the Fund.
The following funds are subject to greater volatility than more broadly diversified funds because they invest in specific sectors: RiverSource Precious Metals and Mining Fund, RiverSource Real Estate Fund, RiverSource Recovery and Infrastructure Fund, RiverSource LaSalle Global Real Estate Fund, RiverSource LaSalle Monthly Dividend Real Estate Fund, Seligman Communications and Information Fund and Seligman Global Technology Fund. Dividends paid by the RiverSource LaSalle Monthly Dividend Real Estate Fund will be taxable as ordinary income. Distributions by the Fund may include a return of capital. A return of capital is not net profits of the Fund but instead a return of a portion of your original investment.
The RiverSource Floating Rate Fund is designed for investors with an above average risk tolerance. The Fund invests primarily in floating rate loans, the market value of which may fluctuate, sometimes rapidly and unpredictably. The principal risks of investing in the fund include liquidity risk, interest rate risk, credit risk, counterparty risk, highly leveraged transactions risk, derivatives risk, confidential information access risk, and impairment of collateral risk. Generally, when interest rates rise, the prices of fixed income securities fall, however, securities or loans with floating interest rates can be less sensitive to interest rate changes, but they may decline in value if their interest rates do not rise as much as interest rates in general. Limited liquidity will affect the ability of the fund to purchase or sell floating rate loans and have a negative impact on fund performance. The floating rate loans and securities in which the fund invests are lower-rated (non-investment grade) and are more likely to experience a default, which results in more volatile prices and more risk to principal and income than investment grade loans or securities.
The RiverSource Income Builder, Portfolio Builder and Retirement Plus funds are “funds of funds” comprised of holdings in several different RiverSource, Seligman, and Threadneedle funds, which may include small-cap, mid-cap, large-cap, money market, international, bond and/or sector funds. Each of the underlying funds in which the portfolio invests has its own investment risks, and those risks can affect the value of each portfolio’s shares and investments. The fund manager has a potential conflict of interest in selecting underlying funds because the fees paid to it by some underlying funds might be higher than those paid by other funds. However, the investment manager acts as a fiduciary to the Funds and is legally obligated to act in the Funds’ best interest when selecting underlying funds. The date in each RiverSource Retirement Plus Fund name refers to the approximate year an investor in the fund would plan to retire or to begin withdrawing portions of his or her investment. The Fund will continue to be actively managed for a period of time after the retirement date until a static allocation is obtained. An investment in the Fund is not guaranteed at any time, and you could experience loss of principal before, at, or after, the target date. There is no guarantee that the Fund will provide adequate income at and through retirement.
Each of the underlying ETFs in which each Seligman TargETFund invests has its own investment risks, and those risks can affect the value of each portfolio's shares and investments. This may include small-cap, mid-cap, large-cap, international, bond and/or sector risks. See each fund's prospectus for more information on the risks that are associated with the underlying ETFs. The date in the Fund name refers to the approximate year an investor in the fund would plan to retire or to begin withdrawing portions or his or her investment for retirement or other investment goal. In each fund's target year, the Fund is combined with the TargETFund Core, and shareholders of the Fund automatically become shareholders of TargETFund Core. An investment in the Fund is not guaranteed at any time, and you could experience loss of principal before, at, or after, the target date. There is no guarantee that the Fund will provide adequate income at and through retirement.
Investment products are not federally or FDIC-insured, are not deposits or obligations of, or guaranteed by any financial institution, and involve investment risks including possible loss of principal and fluctuation in value.
This information is for use with concurrent or prior delivery of a fund prospectus. With respect to mutual funds and Tri-Continental Corporation, investors should consider the investment objectives, risks, charges and expenses of a mutual fund carefully before investing. To learn more about this and other important information about each fund, download a free prospectus. The prospectus should be read carefully before investing.
RiverSource®, Seligman® and Threadneedle® mutual funds are distributed by Columbia Management Investment Distributors, Inc. (formerly known as RiverSource Fund Distributors, Inc.), member FINRA and managed by Columbia Management Investment Advisers, LLC (formerly known as RiverSource Investments, LLC). Threadneedle mutual funds are subadvised by Threadneedle International Limited, an affiliate of Columbia Management. Seligman is an offering brand of Columbia Management.
Investors should consider the investment objectives, risks, charges, and expenses of the RiverSource LaSalle International Real Estate Fund and Seligman Premium Technology Growth Fund carefully before investing. To obtain each Fund’s most recent periodic reports and other regulatory filings, contact your financial advisor or download reports here. These reports and other filings can also be found on the Securities and Exchange Commission’s EDGAR Database. You should read these reports and other filings carefully before investing.
Tri-Continental, RiverSource LaSalle International Real Estate Fund and Seligman Premium Technology Growth Fund are managed by Columbia Management Investment Advisers, LLC (formerly known as RiverSource Investments, LLC). This material is distributed by Columbia Management Investment Distributors, Inc. (formerly known as RiverSource Fund Distributors, Inc.), member FINRA.
Not all products and all share classes are available through all firms.