Page
No.
|
||
(a)
|
Financial
Statements
|
|
Report
of Independent Registered Public Accounting Firm
|
3
|
|
Statements
of Net Assets Available for Benefits
|
4
|
|
Statement
of Changes in Net Assets Available for Benefits
|
5
|
|
Notes
to Financial Statements
|
6-13
|
|
(b)
|
Schedule
*
|
|
Schedule
H, Part IV, Line 4(i) – Schedule of Assets (Held at End of
Year)
|
14-42
|
|
(c)
|
Signature
|
43
|
(d)
|
Exhibit
(23.1) Consent of Independent Registered Public Accounting
Firm
|
As
of December 30,
|
||||||||
2008
|
2007
|
|||||||
ASSETS
|
||||||||
Investments
at Fair Value (including securities on loan of $1,281,996 and $1,155,691
in 2008 and 2007, respectively)
|
$ | 6,065,357 | $ | 7,124,925 | ||||
Loans
to Participants
|
27,670 | 31,024 | ||||||
Total
Investments
|
6,093,027 | 7,155,949 | ||||||
Cash
|
1,322 | - | ||||||
Restricted
Collateral for Loaned Securities
|
1,304,909 | 1,172,174 | ||||||
Receivables:
|
||||||||
Dividends
and Interest
|
18,796 | 19,621 | ||||||
Employer
Contributions
|
793 | 1,034 | ||||||
Participants’
Contributions
|
- | 2,352 | ||||||
Total
Assets
|
$ | 7,418,847 | $ | 8,351,130 | ||||
LIABILITIES
|
||||||||
Accounts
Payable and Accrued Expenses
|
$ | 5,569 | $ | 2,933 | ||||
Payable
for Collateral on Loaned Securities
|
1,304,909 | 1,172,174 | ||||||
Total
Liabilities
|
1,310,478 | 1,175,107 | ||||||
Net
Assets Available for Benefits at Fair Value
|
6,108,369 | 7,176,023 | ||||||
Adjustment
from Fair Value to Contract Value for Interest in Fully Benefit-Responsive
Investment Contracts
|
46,552 | (42,282 | ) | |||||
Net
Assets Available for Benefits
|
$ | 6,154,921 | $ | 7,133,741 | ||||
For
the fiscal year ended December 30, 2008
|
||||
ADDITIONS:
|
||||
Dividends
on Eastman Kodak Company Common Stock
|
$ | 1,417 | ||
Interest
and Other Dividends
|
253,126 | |||
Contributions:
|
||||
Employer
|
13,167 | |||
Participants’
Contributions
|
90,513 | |||
Participants’
Rollover Contributions
|
110,100 | |||
Total
Additions
|
468,323 | |||
DEDUCTIONS:
|
||||
Net Depreciation in Fair Value of Investments
|
(821,495 | ) | ||
Benefits
Paid to Participants
|
(624,955 | ) | ||
Administrative
Expenses
|
(693 | ) | ||
Total
Deductions
|
(1,447,143 | ) | ||
Net
Decrease in Net Assets Available for Benefits
|
(978,820 | ) | ||
Net
Assets Available for Benefits at Beginning of Year
|
7,133,741 | |||
Net
Assets Available for Benefits at End of Year
|
$ | 6,154,921 | ||
Contract
ID #
|
Issuer
|
Contract
Rate
|
Maturity
Date
|
117742
|
Metropolitan
Life
|
7.60%
|
07/01/10
|
15187
|
John
Hancock
|
6.79%
|
07/05/11
|
Issuer/Wrapper
|
Inception
Date
|
Commonwealth
General Corp (AEGON)
|
2001
|
JPMorgan
Chase
|
2001
|
State
Street Bank & Trust
|
2004
|
Pacific
Life Insurance Company
|
2008
|
Average
yields for GICs and SICs
|
2008
|
2007
|
Based
on actual earnings
|
4.98%
|
5.28%
|
Based
on interest rate credited to participants
|
5.06%
|
5.21%
|
·
|
Level
1 inputs are quoted prices (unadjusted) in active markets for identical
assets or liabilities that the reporting entity has the ability to access
at the measurement date.
|
·
|
Level
2 inputs are inputs, other than quoted prices included within Level 1,
which are observable for the asset or liability, either directly or
indirectly.
|
Fair
Value Measurements at Reporting Date Using
|
||||||||||||||||
(in
thousands)
|
Total
as of
|
Quoted
Prices in Active Markets for Identical Assets
|
Significant
Other Observable Inputs
|
Unobservable
Inputs
|
||||||||||||
Description
|
December 30, 2008
|
(Level 1)
|
(Level 2)
|
(Level 3)
|
||||||||||||
Financial
Assets
|
||||||||||||||||
Common/collective
trusts
|
$ | 1,170,597 | $ | - | $ | 1,170,597 | $ | - | ||||||||
Fixed
Income Fund
|
4,663,410 | - | 4,083,403 | 580,007 | ||||||||||||
Participant
directed brokerage account
|
209,846 | 209,846 | - | - | ||||||||||||
Common
stock
|
21,504 | 21,504 | - | - | ||||||||||||
Participant
loans
|
27,670 | - | - | 27,670 | ||||||||||||
Total
|
$ | 6,093,027 | $ | 231,350 | $ | 5,254,000 | $ | 607,677 |
Level
3 Asset Gains and Losses
for
the Year Ended December 30, 2008
|
||||||||||||
(in
thousands)
|
||||||||||||
Total
|
Participant Loans
|
Fixed Income Fund
|
||||||||||
Balance,
beginning of year
|
$ | 771,520 | $ | 31,024 | $ | 740,496 | ||||||
Realized gains (losses) | - | - | - | |||||||||
Unrealized gains (losses) | 7,672 | - | 7,672 | |||||||||
Purchases, sales, issuances and settlements, net | (171,515 | ) | (3,354 | ) | (168,161 | ) | ||||||
Net
transfers in/out of Level 3
|
- | - | - | |||||||||
Balance,
end of year
|
$ | 607,677 | $ | 27,670 | $ | 580,007 | ||||||
2008
|
||||
Eastman
Kodak Company Common Stock
|
$ | (46,139 | ) | |
Interest
in Common Collective Trust Funds
|
(538,339 | ) | ||
Mutual
Funds
|
(90,632 | ) | ||
Participant
Directed Brokerage
|
(146,385 | ) | ||
|
$ | (821,495 | ) |
Maturity
|
Interest
|
Fair
|
|
Investment
|
Date
|
Rate
|
Value
|
2008
|
|||
John
Hancock Mutual Life Ins. GIC #15187
|
7/5/2011
|
6.79%
|
$ 460,365
|
2007
|
|||
John
Hancock Mutual Life Ins. GIC
#15187
|
7/5/2011
|
6.79%
|
$ 437,402
|
(in thousands) |
2008
|
2007
|
||||||
Net
Assets Available for Benefits (per the Financial
Statements)
|
$ | 6,154,921 | $ | 7,133,741 | ||||
Adjustment
from contract value to fair value for interest in fully benefit-responsive
investment contracts
|
(46,552 | ) | 42,282 | |||||
Net
Assets Available for Benefits (per the Form 5500)
|
$ | 6,108,369 | $ | 7,176,023 | ||||
Net
Decrease in Net Assets Available for Benefits (per the Financial
Statements)
|
$ | (978,820 | ) | |||||
Change
in adjustment from contract value to fair value for interest in fully
benefit-responsive investment contracts
|
(88,834 | ) | ||||||
Net
Loss (per the Form 5500)
|
$ | (1,067,654 | ) | |||||
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FIXED
INCOME FUND
|
|||
Group
Annuity Contracts:
|
|||
JOHN
HANCOCK MUTUAL LIFE INSURANCE CO
|
07/05/11
|
6.7900%
|
$ 460,365
|
METROPOLITAN
LIFE INSURANCE CO
|
07/01/10
|
7.6000%
|
102,779
|
$ 563,144
|
|||
Investment
Contract:
|
|||
NISA/AEGON
(WRAPPER)
|
3.7200%
|
$ 16,863
|
|
U.S.
Government Securities:
|
|||
FEDERAL
FARM CR BKS CONS SYS
|
12/06/10-01/17/17
|
3.7500%-4.8750%
|
$ 12,064
|
FEDERAL
HOME LN BKS CONS BDS
|
12/11/09-07/15/36
|
2.3750%-5.7500%
|
101,016
|
FEDERAL
HOME LN CORP MTN
|
03/05/19
|
5.2000%
|
5,884
|
FEDERAL
HOME LN MTG CONS BD
|
07/18/16
|
5.5000%
|
3,056
|
FEDERAL
HOME LN MTG CORP DEBS
|
3/15/2009-07/15/32
|
4.3750%-6.8750%
|
38,129
|
FEDERAL
HOME LN MTG CORP MTN
|
11/23/35
|
5.6250%
|
2,278
|
FEDERAL
HOME LN MTG CORP NTS
|
04/18/11-07/18/11
|
5.1250%-5.2500%
|
6,480
|
FEDERAL
HOME LN MTG CORP REF
|
03/05/12-06/13/18
|
3.7500%-5.5000%
|
16,501
|
FEDERAL
HOME LN MTG DEB
|
07/12/10
|
4.1250%
|
4,663
|
FEDERAL
HOME LN MTG NTS
|
04/18/16
|
5.2500%
|
3,129
|
FEDERAL
NATL MTG ASSN
|
07/13/09-08/01/12
|
5.1250%-5.2500%
|
8,357
|
FEDERAL
NATL MTG ASSN DEBS
|
09/15/09-11/15/30
|
3.0000%-7.2500%
|
120,815
|
FEDERAL
NATL MTG ASSN DISCOUNT
|
06/01/09
|
ZERO
CPN
|
10,326
|
FEDERAL
NATL MTG ASSN GTD MTG
|
06/12/17
|
5.3750%
|
1,010
|
FEDERAL
NATL MTG ASSN MTN
|
10/12/10
|
2.8750%
|
4,995
|
FHLMC
INT PMT ON % DEB 2031
|
01/15/12
|
5.7500%
|
16,590
|
FHLMC
MULTI-CLASS MTG 3128 BA
|
01/15/24
|
5.0000%
|
3,327
|
FHLMC
MULTI-CLASS MTG 3152 DA
|
09/15/25
|
6.0000%
|
2,017
|
FHLMC
MULTI-CLASS MTG 3216 MA
|
04/15/27
|
6.0000%
|
1,898
|
FNMA
GTG REMIC P/T 06-51 PA
|
02/25/30
|
5.5000%
|
1,963
|
U.S.
TREAS STRIP GENERIC TINT
|
05/15/14
|
ZERO
CPN
|
11,253
|
U.S.
TREAS NT STRIPPED
|
02/15/10
|
ZERO
CPN
|
7,956
|
U.S.
TREASURY BONDS
|
01/08/09
|
ZERO
CPN
|
11,900
|
U.S.
TREASURY BONDS
|
04/30/09-5/15/38
|
1.5000%-8.8750%
|
1,440,731
|
Total
U.S. Government Securities
|
$ 1,836,338
|
||
Corporate
Debt Instruments:
|
|||
ABBOTT
LABORATORIES NT
|
11/30/17
|
5.6000%
|
$ 1,921
|
ABBOTT
LABS
|
05/15/11
|
5.6000%
|
2,978
|
ACE
INA HLDG INC SR NT
|
02/15/17
|
5.7000%
|
982
|
AEP
TEX CENT TRANS 06-A CL A2
|
07/01/13
|
4.9800%
|
1,566
|
AEP
TEX CENT TRANS 06-A CL A4
|
01/01/18
|
5.1700%
|
2,886
|
AEP
TEX CENT TRANSITION TR A-1
|
01/01/10
|
4.9800%
|
1,108
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
AEP
TEX NORTH CO SR NT
|
03/01/13
|
5.5000%
|
286
|
AETNA
INC NEW SR NT
|
12/15/37
|
6.7500%
|
301
|
AETNA
INC SR NT
|
09/15/18
|
6.5000%
|
279
|
AETNA
INC SR NT
|
06/15/11
|
5.7500%
|
1,208
|
AETNA
INC SR NT
|
06/15/36
|
6.6250%
|
2,283
|
AFRICAN
DEV BK NTS
|
10/15/15
|
6.8750%
|
3,059
|
AGRIUM
INC DEB
|
01/15/19
|
6.7500%
|
1,073
|
AIFUL
CORP SR NT 144A
|
12/12/11
|
6.0000%
|
1,309
|
AIG
SUNAMERICA GLOBAL NT 144A
|
05/10/11
|
6.3000%
|
2,626
|
ALCOA
INC NT
|
02/23/19
|
5.7200%
|
5,293
|
ALCOA
INC NT
|
07/15/13
|
6.0000%
|
1,589
|
ALCOA
INC NT
|
02/23/22
|
5.8700%
|
1,935
|
ALLIED
CAP CORP NEW NT
|
04/01/12
|
6.0000%
|
1,750
|
ALLIED
WORLD ASSURN CO
|
08/01/16
|
7.5000%
|
1,313
|
ALLSTATE
CORP DEBS
|
05/15/38
|
6.9000%
|
971
|
ALLSTATE
CORP JR SUB DEB SER A
|
05/15/57
|
VAR
RT
|
1,285
|
ALLSTATE
CORP SR NT
|
05/09/35
|
5.5500%
|
1,228
|
ALLSTATE
LIFE GBL MTN #TR00001
|
05/29/09
|
4.5000%
|
3,511
|
ALLSTATE
LIFE GLOBAL FDG SECD
|
04/30/13
|
5.3750%
|
1,057
|
ALTRIA
GROUP INC NT
|
11/10/38
|
9.9500%
|
1,444
|
ALTRIA
GROUP INC NT
|
11/10/18
|
9.7000%
|
1,849
|
AMB
PPTY L P MEDIUM TERM NTS
|
06/01/13
|
6.3000%
|
2,547
|
AMERADA
HESS CORP
|
10/01/29
|
7.8750%
|
6,991
|
AMEREN
UN ELEC SR SECD NT
|
08/01/37
|
5.3000%
|
1,686
|
AMERICA
MOVIL S A B DE C V GTD
|
11/15/17
|
5.6250%
|
2,198
|
AMERICA
MOVIL S A DE C V SR NT
|
01/15/15
|
5.7500%
|
1,534
|
AMERICA
MOVIL S A DE DV SR NT
|
03/01/35
|
6.3750%
|
1,386
|
AMERICAN
CAP STRATEGIES LTD SR
|
08/01/12
|
6.8500%
|
754
|
AMERICAN
EXPRESS BK FSB MEDIUM
|
10/17/12
|
5.5500%
|
2,102
|
AMERICAN
EXPRESS CENTURION BK
|
06/12/17
|
5.9500%
|
2,814
|
AMERICAN
EXPRESS CO NT
|
03/19/18
|
7.0000%
|
812
|
AMERICAN
EXPRESS CO SUB DEB
|
09/01/66
|
VAR
RT
|
3,359
|
AMERICAN
EXPRESS CR 06-2 144A
|
01/15/14
|
5.6500%
|
923
|
AMERICAN
GEN CORP SR NT
|
02/15/29
|
6.6250%
|
247
|
AMERICAN
GEN FIN CORP MEDIUM
|
12/15/17
|
6.9000%
|
766
|
AMERICAN
GENL CORP NTS
|
08/11/10
|
7.5000%
|
1,649
|
AMERICAN
HOME PRODS CORP NT
|
03/15/11
|
STEP
|
2,040
|
AMERICAN
HOME PRODS CORP NT
|
03/15/11
|
STEP
|
3,113
|
AMERICAN
INTL GROUP INC 144A
|
08/15/18
|
8.2500%
|
1,278
|
AMERICAN
INTL GROUP INC JR SUB
|
03/15/37
|
6.2500%
|
138
|
AMERICAN
INTL GROUP INC MEDIUM
|
01/16/18
|
5.8500%
|
3,080
|
AMERICAN
INTL GROUP INC MEDIUM
|
01/16/18
|
5.8500%
|
1,064
|
ANADARKO
FIN CO SR NT
|
05/01/31
|
7.5000%
|
6,827
|
ANADARKO
PETE CORP SR NT
|
09/15/16
|
5.9500%
|
1,659
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
ANADARKO
PETE CORP SR NT
|
09/15/09
|
VAR
RT
|
766
|
ANADARKO
PETROLEUM CORP
|
03/15/29
|
7.2000%
|
1,139
|
AOL
TIME WARNER INC DEB
|
05/01/32
|
7.7000%
|
518
|
AOL
TIME WARNER INC NT
|
05/01/12
|
6.8750%
|
3,362
|
APACHE
CORP DEB
|
07/01/19
|
7.6250%
|
2,997
|
APACHE
CORP NT
|
01/15/37
|
6.0000%
|
1,032
|
ARCELORMITTAL
SA LUXEMBOURG NT
|
06/01/18
|
6.1250%
|
2,091
|
ARCHER
DANIELS MIDLAND CO DEB
|
01/15/38
|
6.4500%
|
545
|
ARCHER
DANIELS MIDLAND CO NT
|
02/01/31
|
7.0000%
|
717
|
ASIAN
DEVELOPMENT BANK SNR MTN
|
06/21/27
|
2.3500%
|
6,254
|
ASIF
GLOBAL FING XIX SR 144A
|
01/17/13
|
4.9000%
|
114
|
ASSURANT
INC SR NT
|
02/15/14
|
5.6250%
|
416
|
ASSURANT
INC SR NT
|
02/15/34
|
6.7500%
|
948
|
ASTRAZENECA
PLC NT
|
09/15/17
|
5.9000%
|
1,092
|
AT
& T INC GLOBAL NT
|
01/15/38
|
6.3000%
|
2,177
|
AT
& T INC GLOBAL NT
|
01/15/38
|
6.3000%
|
4,851
|
AT&T
BROADBAND CORP NT
|
03/15/13
|
8.3750%
|
7,515
|
AT&T
CORP SR NT
|
11/15/31
|
STEP
|
958
|
AT&T
CORP SR NT
|
11/15/31
|
STEP
|
2,383
|
AT&T
INC GLOBAL NT
|
11/15/13
|
6.7000%
|
7,290
|
AT&T
INC GLOBAL NT
|
05/15/18
|
5.6000%
|
1,950
|
AT&T
INC GLOBAL NT
|
02/01/18
|
5.5000%
|
1,328
|
AT&T
WIRELESS SVCS INC SR NT
|
03/01/31
|
8.7500%
|
6,379
|
AT&T
WIRELESS SVCS INC SR NT
|
05/01/12
|
8.1250%
|
3,049
|
AT&T
WIRELESS SVCS INC SR NT
|
03/01/31
|
8.7500%
|
829
|
AT&T
WIRELESS SVCS INC SR NT
|
03/01/11
|
7.8750%
|
2,020
|
ATLANTIC
CITY 03-1 A2
|
10/20/16
|
4.4600%
|
744
|
ATLANTIC
CITY ELEC 02 1 A4
|
10/20/23
|
5.5500%
|
2,017
|
AVALONBAY
CMNTYS MTN #TR00009
|
03/15/13
|
4.9500%
|
2,164
|
AXA
SA US$ SUB NT
|
12/15/30
|
8.6000%
|
1,168
|
BAC
CAP TR XI GTD CAP SECS
|
05/23/36
|
6.6250%
|
3,303
|
BAC
CAP TR XIV PFD HYBRID NT
|
12/31/49
|
VAR
RT
|
1,909
|
BAE
SYS HLDGS INC GTD NT 144A
|
08/15/15
|
5.2000%
|
1,001
|
BAKER
HUGHES INC SR NT
|
11/15/18
|
7.5000%
|
1,325
|
BAKER
HUGHES INC SR NT
|
11/15/18
|
7.5000%
|
2,311
|
BALTIMORE
GAS & ELEC CO NT
|
10/01/36
|
6.3500%
|
497
|
BALTIMORE
GAS & ELECTRIC CO NT
|
07/01/13
|
6.1250%
|
1,300
|
BANC
AMER COML MTG 06-4 A3A
|
08/10/13
|
VAR
RT
|
1,759
|
BANC
AMER FDG 2006-2 CL 2A18
|
03/25/36
|
5.7500%
|
660
|
BANC
ONE CORP SUB DEB
|
10/15/26
|
7.6250%
|
1,385
|
BANK
AMER CORP MEDIUM TERM NTS
|
06/15/12
|
3.1250%
|
5,798
|
BANK
AMER CORP SR NT
|
12/01/17
|
5.7500%
|
3,039
|
BANK
AMER CORP SR NT
|
12/01/17
|
5.7500%
|
2,703
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
BANK
AMER CORP SR NT
|
08/15/11
|
5.3750%
|
3,327
|
BANK
AMER CORP SUB GLOBAL NT
|
08/15/13
|
4.7500%
|
3,141
|
BANK
AMER CORP SUB NT
|
09/15/37
|
6.5000%
|
688
|
BANK
AMER CORP SUB NT
|
03/15/17
|
5.4200%
|
5,240
|
BANK
AMER CORP SUB NT
|
01/15/11
|
7.4000%
|
2,738
|
BANK
AMER N A CHARLOTTE N C
|
03/15/17
|
5.3000%
|
10,585
|
BANK
AMERICA CORP SUB NTS
|
10/15/11
|
7.1250%
|
636
|
BANK
NEDERLANDES GENEENTEN
|
10/20/11
|
5.1250%
|
872
|
BANK
NEW YORK INC MEDIUM TERM
|
08/27/13
|
5.1250%
|
1,043
|
BANK
NEW YORK INC MEDIUM TERM
|
04/01/13
|
4.5000%
|
4,692
|
BANK
OF AMERICA CORP
|
03/28/18
|
VAR
RT
|
1,759
|
BANK
ONE CORP SUB NT
|
01/30/13
|
5.2500%
|
920
|
BANK
ONE ISSUANCE 04-B2 B2
|
04/15/12
|
4.3700%
|
1,986
|
BANKAMERICA
CAP III CAP SECS
|
01/15/27
|
VAR
RT
|
379
|
BARCLAYS
BANK PLC
|
01/23/18
|
6.0000%
|
2,002
|
BARCLAYS
BANK PLC
|
10/27/11
|
4.2500%
|
2,646
|
BARCLAYS
BK PLC PERPETUAL 144A
|
04/29/49
|
VAR
RT
|
1,007
|
BARCLAYS
BK PLC SUB HYBRID TIE
|
09/29/49
|
VAR
RT
|
1,734
|
BARRICK
GOLD FINANCECO LLC GTD
|
09/15/13
|
6.1250%
|
3,328
|
BARRICK
GOLD FINANCECO LLC GTD
|
09/15/13
|
6.1250%
|
3,299
|
BARRICK
NORTH AMER FIN LLC GTD
|
09/15/18
|
6.8000%
|
1,117
|
BAXTER
INTL INC SR NT
|
09/01/16
|
5.9000%
|
3,658
|
BAXTER
INTL INC SR NT
|
06/01/18
|
5.3750%
|
3,405
|
BAYVIEW
FINL SECS 05-2 CL AF2
|
02/28/45
|
5.1400%
|
835
|
BB&T
CAP TR II GTD TR PFD SECS
|
06/07/36
|
6.7500%
|
1,885
|
BEAR
STEARNS COML 06-PW13 A3
|
09/11/41
|
5.5180%
|
1,638
|
BEAR
STEARNS COS INC GLOBAL NT
|
08/15/11
|
5.5000%
|
2,030
|
BEAR
STEARNS COS INC MTN
|
08/10/12
|
6.9500%
|
6,735
|
BEAR
STEARNS COS INC SR GLOBAL
|
02/01/18
|
7.2500%
|
398
|
BEAR
STEARNS COS INC SR GLOBAL
|
06/23/10
|
4.5500%
|
8,479
|
BEAR
STEARNS COS INC SR NT
|
10/02/17
|
6.4000%
|
543
|
BEAR
STEARNS COS INC SR NT
|
10/02/17
|
6.4000%
|
2,854
|
BELLSOUTH
CORP DEB
|
06/15/34
|
6.5500%
|
2,222
|
BELLSOUTH
CORP DEB
|
06/15/34
|
6.5500%
|
1,284
|
BELLSOUTH
CORP NT
|
11/15/12
|
4.7500%
|
1,218
|
BELLSOUTH
TELECOMMUNICAT BNDS
|
06/01/28
|
6.3750%
|
864
|
BERKSHIRE
HATHAWAY FIN CORP
|
08/15/13
|
5.0000%
|
3,597
|
BEST
BUY INC NT 144A
|
07/15/13
|
6.7500%
|
1,166
|
BHP
BILLITON FIN
|
05/05/11
|
4.1250%
|
571
|
BK
NED GEMEENTEN
|
03/30/10
|
4.0000%
|
210
|
BLACKROCK
INC NT
|
09/15/17
|
6.2500%
|
2,098
|
BOEING
CAP CORP SR NT
|
03/01/11
|
6.1000%
|
1,333
|
BOI
CAP FDG NO 2 LP FIXED/144A
|
02/01/49
|
VAR
RT
|
830
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
BP
CAP MKTS PLC GTD NT
|
11/07/13
|
5.2500%
|
3,590
|
BP
CAP MKTS PLC GTD NT
|
11/07/13
|
5.2500%
|
1,874
|
BP
CAP MKTS PLC GTD NT
|
11/07/13
|
5.2500%
|
3,400
|
BRISTOL
MYERS SQUIBB CO NT
|
05/01/38
|
6.1250%
|
3,698
|
BRISTOL
MYERS SQUIBB CO NT
|
11/15/36
|
5.8750%
|
754
|
BRITISH
SKY BROADCASTING NTS
|
02/23/09
|
6.8750%
|
1,132
|
BRITISH
TELECOMMUNICATIONS NT
|
12/15/10
|
VAR
RT
|
2,236
|
BRITISH
TELECOMMUNICATIONS NT
|
12/15/10
|
VAR
RT
|
1,291
|
BRITISH
TELECOMMUNICATIONS PLC
|
12/15/30
|
STEP
|
1,947
|
BRITISH
TELECOMMUNICATIONS PLC
|
12/15/30
|
STEP
|
690
|
BURLINGTON
NORTHN MTN TR 00002
|
07/15/37
|
6.5300%
|
1,035
|
BURLINGTON
NORTHN SANTA FE
|
06/01/36
|
7.2900%
|
526
|
BURLINGTON
NORTHN SANTA FE COR
|
05/01/17
|
5.6500%
|
1,580
|
BURLINGTON
RESOURCES FINANCE
|
12/01/11
|
6.5000%
|
2,920
|
BURLINGTON
RESOURCES FINANCE
|
12/01/31
|
7.4000%
|
897
|
CABELAS
CR CARD 06-III A 144A
|
10/15/14
|
5.2600%
|
2,076
|
CAMERON
INTL CORP SR NT
|
07/15/38
|
7.0000%
|
1,287
|
CANADIAN
NAT RES LTD NT
|
02/01/18
|
5.9000%
|
1,899
|
CANADIAN
NAT RES LTD NT
|
02/01/18
|
5.9000%
|
1,747
|
CANADIAN
NAT RES LTD NT
|
03/15/38
|
6.2500%
|
1,297
|
CANADIAN
NAT RES LTD NT
|
05/15/17
|
5.7000%
|
1,347
|
CANADIAN
NATIONAL RAILWAY CO
|
10/15/11
|
6.3750%
|
818
|
CANADIAN
NATL RY CO SR NT
|
08/01/34
|
6.2500%
|
1,564
|
CANADIAN
PAC RY CO NEW NT
|
05/15/37
|
5.9500%
|
404
|
CANADIAN
PAC RY CO NEW NT
|
05/15/18
|
6.5000%
|
1,219
|
CANADIAN
PACIFIC RAILWAY CO
|
10/15/31
|
7.1250%
|
1,312
|
CANADIAN
PACIFIC RAILWAY CO
|
10/15/11
|
6.2500%
|
666
|
CANADIAN
PACIFIC RAILWAY CO
|
10/15/11
|
6.2500%
|
1,157
|
CAPITAL
AUTO RECV 2006-2 CL B
|
12/15/11
|
5.0700%
|
997
|
CAPITAL
ONE 2006-6 CL A
|
02/18/14
|
5.3000%
|
1,887
|
CAPITAL
ONE BK MTN #TR 00175
|
06/13/13
|
6.5000%
|
673
|
CAPITAL
ONE BK MTN SR #TR00176
|
09/15/10
|
5.7500%
|
1,985
|
CAPITAL
ONE CAP IV CAP SECS
|
02/17/37
|
6.7450%
|
1,562
|
CAPITAL
ONE FINL CORP SR NT
|
09/15/11
|
5.7000%
|
1,363
|
CAPITAL
ONE FINL CORP SR NT
|
09/15/17
|
6.7500%
|
1,047
|
CAPITAL
ONE MULTI 07-7 CL A
|
07/15/20
|
5.7500%
|
2,282
|
CAPITAL
ONE MULTI 2005-A7 A7
|
06/15/15
|
4.7000%
|
2,715
|
CAPITAL
ONE MULTI ASSET 03-5 B
|
08/15/13
|
4.7900%
|
1,251
|
CAPITAL
ONE MULTI ASSET 05-1 B
|
12/15/17
|
4.9000%
|
522
|
CAPITAL
ONE PRIME 07-1 CL B
|
12/15/13
|
5.7600%
|
1,777
|
CAPITAL
ONE PRIME AUTO 06-1 B
|
01/15/13
|
5.1300%
|
862
|
CAPITAL
ONE PRIME AUTO 07-1 A3
|
06/15/11
|
5.4700%
|
553
|
CAPMARK
FINL GROUP INC SR NT
|
05/10/12
|
VAR
RT
|
546
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
CAPITAL
ONE MULTI 2006-3 CL A
|
12/17/18
|
5.0500%
|
3,472
|
CARDINAL
HEALTH INC NT
|
06/15/13
|
5.5000%
|
1,831
|
CARDINAL
HEALTH INC NT
|
06/15/13
|
5.5000%
|
2,863
|
CARGILL
INC MTN 144A
|
01/22/13
|
5.2000%
|
1,031
|
CARMAX
AUTO OWNER 2005-2 CL A4
|
09/15/10
|
4.3400%
|
452
|
CAROLINA
PWR & LT CO 1ST MTG
|
12/15/15
|
5.2500%
|
759
|
CAROLINA
PWR & LT CO 1ST MTG
|
04/01/38
|
6.3000%
|
1,334
|
CAROLINA
PWR & LT CO NT
|
07/15/12
|
6.5000%
|
1,288
|
CATERPILLAR
FINL 06 A CL A3
|
05/25/10
|
5.5700%
|
35
|
CATERPILLAR
FINL 07 A CL A-3A
|
06/25/12
|
5.3400%
|
1,989
|
CATERPILLAR
FINL 2006 A NT B
|
06/25/12
|
5.7100%
|
462
|
CATERPILLAR
FINL SVCS CORP MTN
|
10/01/18
|
7.0500%
|
1,230
|
CATERPILLAR
FINL SVCS CORP SR
|
06/15/09
|
4.5000%
|
1,453
|
CATERPILLAR
INC NT
|
12/15/18
|
7.9000%
|
1,133
|
CBA
CAP TR I TR PFD SECS 144A
|
12/31/49
|
5.8050%
|
1,228
|
CENDANT
MTG CORP 2004-1 CL A-1
|
02/25/34
|
5.5000%
|
1,063
|
CENTERPOINT
ENERGY HOUSTON
|
03/15/33
|
6.9500%
|
1,208
|
CENTERPOINT
ENERGY HOUSTON
|
07/01/23
|
5.6000%
|
1,018
|
CENTERPOINT
ENERGY RES CORP SR
|
05/15/18
|
6.0000%
|
1,729
|
CENTEX
HOME EQ LN TR 04-C AF-4
|
05/25/32
|
5.0800%
|
411
|
CENTEX
HOME EQUITY 05-A CL AF5
|
01/25/35
|
VAR
RT
|
374
|
CHARTER
ONE BK N A NT
|
04/26/11
|
5.5000%
|
4,289
|
CHASE
AUTO OWNER TR 06-B B
|
04/15/14
|
5.2400%
|
320
|
CHASE
AUTO OWNER TR 2006 A
|
01/15/13
|
5.4700%
|
186
|
CHASE
AUTO OWNER TR 2006 A A-4
|
01/15/13
|
5.3600%
|
978
|
CHASE
CAP II CAP SECS SER B
|
02/01/27
|
VAR
RT
|
1,250
|
CHASE
FDG MTG LN 03-1 1A5
|
10/25/32
|
VAR
RT
|
1,416
|
CHASE
FDG MTG LN 03-4 IA-6
|
05/25/36
|
4.4290%
|
3,009
|
CHASE
FDG MTG LN 04-1 IA-6
|
06/25/15
|
4.2660%
|
2,308
|
CHASE
ISSUANCE TR 08-9 CL A
|
05/15/13
|
4.2600%
|
1,172
|
CHASE
ISSUANCE 07-17 CL A
|
10/15/14
|
5.1200%
|
11,177
|
CHASE
ISSUANCE 07-17 CL A
|
10/15/14
|
5.1200%
|
3,409
|
CHASE
ISSUANCE 07-A3 CL A3
|
04/15/19
|
5.2300%
|
1,187
|
CHASE
ISSUANCE 08-4 CL A
|
03/15/15
|
4.6500%
|
2,675
|
CHASE
ISSUANCE TR 05-4 NT CL A
|
01/15/13
|
4.2300%
|
4,826
|
CHUBB
CORP DIRECTLY ISSUED SUB
|
03/29/37
|
VAR
RT
|
908
|
CHUBB
CORP SR NT
|
05/11/37
|
6.0000%
|
4,302
|
CINCINNATI
FINL CORP SR NT
|
11/01/34
|
6.1250%
|
1,082
|
CINGULAR
WIRELESS LLC SR NT
|
12/15/11
|
6.5000%
|
505
|
CINTAS
CORP NO 2 SR NT
|
08/15/36
|
6.1500%
|
727
|
CISCO
SYSTEMS INC
|
02/22/11
|
5.2500%
|
2,749
|
CIT
EQUIP COLL 06-VT2 CL B
|
04/20/14
|
5.2400%
|
238
|
CIT
EQUIP COLL 06-VT2 CL C
|
04/20/14
|
5.2900%
|
237
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
CIT
EQUIP COLL 08-VT1 A-3
|
08/22/11
|
6.5900%
|
1,220
|
CIT
EQUIP COLL 08-VT1 CL A-2
|
10/20/10
|
4.7600%
|
987
|
CIT
EQUIP COLL TR 2006-VT1 A3
|
12/21/09
|
5.1300%
|
99
|
CIT
GROUP INC SR NT
|
02/13/12
|
5.4000%
|
3,104
|
CITIBANK
CR CARD 08-A5
|
04/22/15
|
4.8500%
|
2,702
|
CITIBANK
CR CARD 2006-A3 CL 3
|
03/15/18
|
5.3000%
|
4,179
|
CITIBANK
CR CARD 2006-B2 CL B2
|
03/07/11
|
5.1500%
|
1,151
|
CITICORP
RESIDENTIAL 07-2 A6
|
06/25/37
|
6.2650%
|
808
|
CITIGROUP
CAP XXI ENHANCED PFD
|
12/21/57
|
VAR
RT
|
1,188
|
CITIGROUP
INC
|
10/31/25
|
2.4000%
|
1,166
|
CITIGROUP
INC GLOBAL NT
|
01/07/16
|
5.3000%
|
4,885
|
CITIGROUP
INC GLOBAL NT
|
10/17/12
|
5.3000%
|
6,257
|
CITIGROUP
INC GLOBAL NT
|
10/17/12
|
5.3000%
|
3,598
|
CITIGROUP
INC GLOBAL SR NT
|
08/15/17
|
6.0000%
|
2,974
|
CITIGROUP
INC GLOBAL SR NT
|
08/19/13
|
6.5000%
|
347
|
CITIGROUP
INC GLOBAL SR NT
|
08/19/13
|
6.5000%
|
715
|
CITIGROUP
INC GLOBAL SR NT
|
08/15/17
|
6.0000%
|
2,342
|
CITIGROUP
INC GLOBAL SUB NT
|
10/31/33
|
6.0000%
|
1,877
|
CITIGROUP
INC GLOBAL SUB NT
|
06/15/32
|
6.6250%
|
897
|
CITIGROUP
INC GLOBAL SUB NT
|
02/22/33
|
5.8750%
|
688
|
CITIGROUP
INC NT
|
09/29/11
|
5.1000%
|
7,644
|
CITIGROUP
INC SR NT
|
03/05/38
|
6.8750%
|
1,118
|
CITIGROUP
INC SUB NT
|
08/25/36
|
6.1250%
|
2,798
|
CITIGROUP
INC SUB NT
|
09/15/14
|
5.0000%
|
7,070
|
CITIGROUP
MTG LN TR 05-WF2 AF4
|
08/25/35
|
VAR
RT
|
2,191
|
CLEVELAND
ELEC ILLUM CO SR NT
|
12/15/13
|
5.6500%
|
1,123
|
CLEVELAND
ELEC ILLUM CO SR NT
|
12/15/36
|
5.9500%
|
2,219
|
CLEVELAND
ELEC ILLUM CO SR NT
|
12/15/13
|
5.6500%
|
35
|
CLEVELAND
ELEC ILLUM CO SR NT
|
12/15/13
|
5.6500%
|
900
|
CLOROX
CO SR NT
|
10/15/12
|
5.4500%
|
1,752
|
CNH
EQUIP TR 08-B CL A-4A
|
11/17/14
|
5.6000%
|
926
|
CNH
EQUIP TR 2006-1 CL A3
|
08/16/10
|
5.2000%
|
486
|
CNH
EQUIP TR 2006-1 CL B
|
12/17/12
|
5.4000%
|
2,323
|
CNH
EQUIP TR 2007 A NT CL B
|
06/16/14
|
5.0900%
|
1,330
|
COCA
COLA CO NT
|
11/15/17
|
5.3500%
|
472
|
COCA
COLA ENTERPRISES INC NT
|
03/03/14
|
7.3750%
|
1,819
|
COMCAST
CABLE COMM INC SR NT
|
06/15/13
|
7.1250%
|
1,211
|
COMCAST
CABLE COMMUNS INC NT
|
01/30/11
|
6.7500%
|
5,418
|
COMCAST
CABLE COMMUNS INC NT
|
01/30/11
|
6.7500%
|
3,845
|
COMCAST
CORP NEW GTD NT
|
03/15/37
|
6.4500%
|
838
|
COMCAST
CORP NEW GTD NT
|
03/15/37
|
6.4500%
|
572
|
COMCAST
CORP NEW GTD NT
|
03/15/16
|
5.9000%
|
2,690
|
COMCAST
CORP NEW NT
|
11/15/15
|
5.8500%
|
1,196
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
COMCAST
CORP NEW NT
|
08/15/37
|
6.9500%
|
1,182
|
COMCAST
CORP NEW NT
|
11/15/17
|
6.3000%
|
640
|
COMCAST
CORP NEW NT
|
05/15/38
|
6.4000%
|
963
|
COMCAST
CORP NEW NT
|
08/15/37
|
6.9500%
|
4,187
|
COMCAST
CORP NEW NT
|
11/15/35
|
6.5000%
|
1,215
|
COMCAST
CORP NEW NT
|
08/15/37
|
6.9500%
|
1,281
|
COMERICA
CAP TR 11 GTD SECS
|
02/20/37
|
6.5760%
|
719
|
COMMONWEALTH
EDISON CO 1ST MTG
|
03/15/18
|
5.8000%
|
1,722
|
COMMONWEALTH
EDISON CO FIRST
|
01/15/38
|
6.4500%
|
3,230
|
COMMUNITY
PROGRAM LN TR 87 A-4
|
10/01/18
|
4.5000%
|
1,038
|
CONAGRA
INC SENIOR NTS
|
10/01/26
|
7.1250%
|
715
|
CONNECTICUT
ST SER A
|
03/15/32
|
5.8500%
|
3,096
|
CONOCO
FDG CO NT
|
10/15/11
|
6.3500%
|
2,464
|
CONOCOPHILLIPS
CDA FDG CO II
|
04/15/12
|
5.3000%
|
4,412
|
CONSOLIDATED
NAT GAS CO 04 A
|
12/01/14
|
5.0000%
|
2,301
|
CONSUMERS
ENERGY CO 1ST MTG BD
|
03/15/15
|
5.0000%
|
773
|
CONSUMERS
FDG 01-1 CL A 4
|
04/20/12
|
4.9800%
|
1,192
|
CONSUMERS
FDG 01-1 CL A 6
|
10/20/16
|
5.7600%
|
1,634
|
CONSUMERS
FDG 01-1 CL A5
|
04/20/15
|
5.4300%
|
3,738
|
CONTINENTAL
AIRLINES 99-1A
|
08/02/20
|
6.5450%
|
370
|
CONTINENTAL
AIRLS 99-2 CL A-1
|
03/15/20
|
7.2560%
|
305
|
COUNTRYWIDE
FINL CORP MEDIUM
|
06/07/12
|
5.8000%
|
3,155
|
COUNTRYWIDE
FINL CORP MEDIUM
|
06/07/12
|
5.8000%
|
4,308
|
COVIDIEN
INTL FIN S A SR NT
|
10/15/17
|
6.0000%
|
4,040
|
COX
COMMUNICATIONS INC NEW NT
|
01/15/10
|
4.6250%
|
6,697
|
COX
COMMUNICATIONS INC NEW NT
|
10/01/12
|
7.1250%
|
2,071
|
COX
COMMUNICATIONS INC NEW NT
|
06/01/13
|
4.6250%
|
2,106
|
CPC
INTL MTN TR 00010
|
10/15/97
|
5.6000%
|
968
|
CPL
TRANSITION FDG 02 1 CL A5
|
01/15/17
|
6.2500%
|
3,956
|
CPL
TRANSITION FDG 02-1 CL A4
|
07/15/15
|
5.9600%
|
1,437
|
CREDIT
SUISSE BDS
|
09/18/17
|
5.1300%
|
2,066
|
CREDIT
SUISSE FB USA INC NT
|
01/15/12
|
6.5000%
|
7,746
|
CREDIT
SUISSE N Y BRH SUB NT
|
02/15/18
|
6.0000%
|
5,699
|
CREDIT
SUISSE FB 06-1
|
02/25/36
|
5.5000%
|
6
|
CRH
AMER INC NT
|
07/15/18
|
8.1250%
|
1,199
|
CSX
CORP NT
|
04/01/15
|
6.2500%
|
2,966
|
CSX
CORP NT
|
05/01/17
|
5.6000%
|
883
|
CVS
CAREMARK CORP SR NT
|
06/01/27
|
6.2500%
|
7,472
|
CVS
CAREMARK CORP SR NT
|
06/01/17
|
5.7500%
|
3,684
|
CVS
CORP NT
|
09/15/09
|
4.0000%
|
889
|
CVS
CORP SR NT
|
08/15/11
|
5.7500%
|
1,324
|
CWABS
INC 04-13 ASSET CL AF-4
|
01/25/33
|
VAR
RT
|
3,341
|
CWALT
INC 05-28CB P/T 1-A-5
|
08/25/35
|
5.5000%
|
491
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
CWALT
INC 2005-34CB CL 1-A-6
|
09/25/35
|
5.5000%
|
1,184
|
CWMBS
INC 03-J7 CL 3-1-2
|
08/25/18
|
4.5000%
|
606
|
CWMBS
INC 2003-J13 1A1
|
01/25/34
|
5.2500%
|
1,112
|
DAIMLER
CHRYSLER HLDG CORP NT
|
01/18/31
|
8.5000%
|
528
|
DAIMLERCHRYSLER
AUTO 06-C CL B
|
04/08/13
|
5.1100%
|
887
|
DAIMLERCHRYSLER
N A #TR00043
|
09/08/11
|
5.7500%
|
2,957
|
DAIMLERCHRYSLER
N A HLDG CORP
|
06/15/10
|
4.8750%
|
3,827
|
DAIMLERCHRYSLER
N A HLDG SR NT
|
11/15/13
|
6.5000%
|
830
|
DAIMLERCHRYSLER
NA HLDG CORP
|
01/15/12
|
7.3000%
|
2,406
|
DARDEN
RESTAURANTS INC SR NT
|
10/15/37
|
6.8000%
|
530
|
DBS
BK LTD SINGAPORE SUB 144A
|
05/16/17
|
VAR
RT
|
928
|
DCP
MIDSTREAM LLC NT 144A
|
09/15/37
|
6.7500%
|
2,688
|
DEERE
JOHN CAP CORP MTN
|
09/09/13
|
4.9000%
|
1,365
|
DEERE
JOHN CAP CORP NT
|
03/15/12
|
7.0000%
|
1,270
|
DEERE
JOHN CAP CORP NT
|
03/15/12
|
7.0000%
|
751
|
DEERE
JOHN OWNER TR 05 CL A-4
|
05/15/12
|
4.1600%
|
356
|
DELL
INC NT
|
04/15/38
|
6.5000%
|
1,008
|
DEPFA
ACS BANK EMTN
|
12/20/16
|
1.6500%
|
5,218
|
DETROIT
EDISON 2001-1 BD CL A5
|
03/01/15
|
6.4200%
|
562
|
DETROIT
EDISON 2001-1 BD CL A6
|
03/01/16
|
6.6200%
|
1,032
|
DETROIT
EDISON CO SR NT
|
10/15/12
|
5.2000%
|
817
|
DETROIT
EDISON CO SR NT
|
10/01/10
|
6.1250%
|
915
|
DEUTSCHE
BANK AG
|
03/09/17
|
VAR
RT
|
506
|
DEUTSCHE
BANK AG
|
08/31/17
|
5.1250%
|
2,269
|
DEUTSCHE
BK AG GLOBAL MEDIUM
|
05/20/13
|
4.8750%
|
4,805
|
DEUTSCHE
BK AG GLOBAL MEDIUM
|
05/20/13
|
4.8750%
|
1,585
|
DEUTSCHE
BK AG LONDON SR NT
|
09/01/17
|
6.0000%
|
611
|
DEUTSCHE
BK CAP FDG TR VII
|
01/19/49
|
VAR
RT
|
1,333
|
DEUTSCHE
TELECOM INTL FIN BV
|
03/23/16
|
5.7500%
|
2,582
|
DEUTSCHE
TELEKOM INTL FIN B V
|
08/20/18
|
6.7500%
|
1,544
|
DEUTSCHE
TELEKOM INTL FIN B V
|
06/01/32
|
9.2500%
|
1,413
|
DEUTSCHE
TELEKOM INTL FIN BV
|
06/15/30
|
STEP
|
1,452
|
DEUTSCHE
TELEKOM INTL FIN BV
|
06/15/30
|
STEP
|
488
|
DEVELOPMENT
BANK OF JAPAN
|
03/17/17
|
1.7500%
|
2,394
|
DEVELOPMENT
BANK OF JAPAN
|
03/19/26
|
2.3000%
|
11,165
|
DEVON
ENERGY CORP SR DEB
|
04/15/32
|
7.9500%
|
823
|
DEVON
FING CORP ULC DEB
|
09/30/31
|
7.8750%
|
2,428
|
DEVON
FING CORP ULC NT
|
09/30/11
|
6.8750%
|
3,597
|
DEVON
FING CORP ULC NT
|
09/30/11
|
6.8750%
|
1,649
|
DIAGEO
CAP PLC GTD NT
|
01/15/14
|
7.3750%
|
7,669
|
DIAGEO
CAP PLC GTD NT
|
01/30/13
|
5.2000%
|
1,734
|
DIAGEO
CAP PLC GTD NT
|
01/15/14
|
7.3750%
|
2,770
|
DIAGEO
CAP PLC GTD NT
|
01/30/13
|
5.2000%
|
867
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
DIAGEO
CAP PLC GTD NT
|
01/30/13
|
5.2000%
|
2,482
|
DIAGEO
FIN BV NT
|
04/01/11
|
3.8750%
|
977
|
DISCOVER
CARD CL A 2007-1
|
03/16/20
|
5.6500%
|
2,286
|
DISCOVER
CARD EXECUTION 08 A3
|
10/15/13
|
5.1000%
|
942
|
DOMINION
RES INC VA NEW SR NT
|
01/15/19
|
8.8750%
|
1,689
|
DOW
CHEM CO NT
|
10/01/12
|
6.0000%
|
2,378
|
DOW
CHEM CO SR NT
|
05/15/18
|
5.7000%
|
956
|
DP
WORLD LTD GLOBAL MTN 144A
|
07/02/37
|
6.8500%
|
278
|
DR
PEPPER SNAPPLE GROUP 144A
|
05/01/18
|
6.8200%
|
2,367
|
DTE
ENERGY CO NT
|
06/01/11
|
7.0500%
|
2,674
|
DTE
ENERGY CO SR NT SER B
|
06/01/16
|
6.3500%
|
1,333
|
DTE
ENERGY CO SR NT SER B
|
06/01/16
|
6.3500%
|
714
|
DU
POINT E I DE NEMOURS & CO
|
01/15/13
|
5.0000%
|
1,211
|
DU
PONT E I DE NEMOURS & CO NT
|
07/15/18
|
6.0000%
|
3,015
|
DU
PONT E I DE NEMOURS & CO NT
|
04/30/14
|
4.8750%
|
500
|
DU
PONT E I DE NEMOURS & CO NT
|
11/15/12
|
4.7500%
|
802
|
DU
PONT EI DE NEMOURS & CO NT
|
10/15/09
|
6.8750%
|
520
|
DUKE
CAP CORP SR NT
|
02/15/32
|
6.7500%
|
291
|
DUKE
CAP CORP SR NT
|
02/15/13
|
6.2500%
|
269
|
DUKE
ENERGY CAROLINAS LLC
|
01/15/38
|
6.0000%
|
2,353
|
DUKE
ENERGY CAROLINAS LLC
|
11/15/18
|
7.0000%
|
982
|
DUKE
ENERGY CAROLINAS LLC 1ST
|
01/15/18
|
5.2500%
|
772
|
DUKE
ENERGY CORP MTG BD
|
04/01/10
|
4.5000%
|
354
|
DUKE
ENERGY CORP SR NT
|
11/30/12
|
5.6250%
|
831
|
DUKE
ENERGY CORP SR NT
|
01/15/12
|
6.2500%
|
1,126
|
DUKE
ENERGY FIELD SVCS LLC
|
08/16/10
|
7.8750%
|
2,157
|
EASTMAN
CHEM CO DEB
|
01/15/24
|
7.2500%
|
300
|
EATON
CORP NT
|
05/15/13
|
4.9000%
|
1,261
|
EATON
VANCE CORP NT
|
10/02/17
|
6.5000%
|
65
|
EKSPORTFINANS
A S A MEDIUM
|
10/26/11
|
5.1250%
|
3,641
|
EKSPORTFINANS
ASA MTN
|
09/20/10
|
4.3750%
|
1,463
|
ELECTRICIDADE
DE PORTUGAL 144A
|
11/02/12
|
5.3750%
|
1,315
|
ELECTRONIC
DATA SYS CORP NEW
|
08/01/13
|
STEP
|
693
|
ELECTRONIC
DATA SYS CORP NT
|
10/15/29
|
7.4500%
|
723
|
ELECTRONIC
DATA SYS CORP NT
|
10/15/09
|
7.1250%
|
671
|
ELM
B.V.
|
05/29/49
|
VAR
RT
|
276
|
EMBARQ
CORP NT
|
06/01/16
|
7.0820%
|
682
|
EMBARQ
CORP NT
|
06/01/13
|
6.7380%
|
1,300
|
EMBARQ
CORP NT
|
06/01/16
|
7.0820%
|
1,965
|
EMBARQ
CORP NT
|
06/01/36
|
7.9950%
|
1,141
|
EMERSON
ELEC CO NT
|
10/15/18
|
5.2500%
|
1,476
|
EMERSON
ELECTRIC CO NT
|
08/15/32
|
6.0000%
|
781
|
ENBRIDGE
ENERGY PARTNERS L P
|
04/15/38
|
7.5000%
|
181
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
ENBRIDGE
ENERGY PARTNERS LP
|
03/01/19
|
9.8750%
|
683
|
ENCANA
HLDGS FIN CORP NT
|
05/01/14
|
5.8000%
|
2,955
|
ENERGY
EAST CORP NT
|
07/15/36
|
6.7500%
|
668
|
ENERGY
TRANSFER PARTNERS L P
|
03/15/19
|
9.7000%
|
1,180
|
ENERGY
TRANSFER PARTNERS L P
|
03/15/19
|
9.7000%
|
983
|
ENERGY
TRANSFER PARTNERS L P
|
07/01/13
|
6.0000%
|
1,661
|
ENTERGY
ARK INC 1ST MTG BD
|
08/01/13
|
5.4000%
|
1,495
|
ENTERPRISE
PRODS INC L P SR NT
|
10/15/34
|
6.6500%
|
1,039
|
ENTERPRISE
PRODS OPER LLC GTD
|
01/31/19
|
6.5000%
|
3,638
|
ENTERPRISE
PRODS OPER OPER LLC
|
01/31/14
|
9.7500%
|
3,043
|
EOG
RES INC SR NT
|
09/15/17
|
5.8750%
|
2,624
|
EQUITY
ONE MTG 03-4 CL M1
|
11/25/33
|
5.3690%
|
1,027
|
ERAC
USA FIN CO GTD NT 144A
|
10/15/17
|
6.3750%
|
107
|
ERP
OPER L P
|
08/15/26
|
7.5700%
|
759
|
ESTEE
LAUDER COS INC SR NT
|
05/15/37
|
6.0000%
|
2,253
|
EUROPEAN
INVESTMENT BANK
|
07/15/11
|
3.1250%
|
1,147
|
EUROPEAN
INVESTMENT BK BDS
|
06/20/17
|
1.4000%
|
9,402
|
EVEREST
REINS HLDS INC
|
05/15/37
|
VAR
RT
|
495
|
EXELON
CORP SR NT
|
05/01/11
|
6.7500%
|
445
|
EXPORT
IMPORT BK KOREA NT
|
10/17/12
|
5.5000%
|
2,174
|
FEDERATED
DEPT STORE INC DEL
|
04/01/09
|
6.3000%
|
981
|
FEDERATED
RETAIL HLDGS INC GTD
|
03/15/12
|
5.3500%
|
912
|
FIRST
UN NATL BK MTN #SB 00005
|
08/18/10
|
7.8000%
|
255
|
FIRST
UNION CORP SUB NT STEP
|
08/01/26
|
VAR
RT
|
1,807
|
FIRSTENERGY
CORP NT SER B
|
11/15/11
|
6.4500%
|
306
|
FIRSTENERGY
CORP NT SER C
|
11/15/31
|
7.3750%
|
6,139
|
FLORIDA
PWR & LT CO 1ST MTG BD
|
06/01/35
|
4.9500%
|
1,177
|
FLORIDA
PWR CORP 1ST MTG BD
|
06/15/38
|
6.4000%
|
1,614
|
FLORIDA
PWR CORP 1ST MTG BD
|
03/01/33
|
5.9000%
|
1,308
|
FLORIDA
PWR CORP 1ST MTG BD
|
06/15/38
|
6.4000%
|
858
|
FLORIDA
PWR CORP 1ST MTG BD
|
09/15/37
|
6.3500%
|
1,245
|
FMR
CORP NT 144A
|
03/01/13
|
4.7500%
|
638
|
FMR
CORP NT 144A
|
06/15/19
|
7.4900%
|
2,685
|
FORD
CR AUTO 07 B CL A-4A
|
07/15/12
|
5.2400%
|
459
|
FORD
CR AUTO 07 B CL B
|
11/15/12
|
5.6900%
|
689
|
FORD
CR AUTO 07-A CL C
|
02/15/13
|
5.8000%
|
1,455
|
FORD
CR AUTO 08-B CL A-3A
|
05/15/12
|
4.2800%
|
933
|
FORD
CR AUTO 08-B CL A-4A
|
03/15/13
|
4.9500%
|
920
|
FORD
CR AUTO OWNER 2006-C CL C
|
09/15/12
|
5.4700%
|
745
|
FOSTERS
FIN CORP GTD NT 144A
|
10/01/14
|
4.8750%
|
683
|
FPL
GROUP CAP INC DEB
|
12/15/15
|
7.8750%
|
2,290
|
FRANCE
TELECOM SA NT
|
03/01/31
|
STEP
|
1,462
|
FRANCE
TELECOM SA NT
|
03/01/31
|
STEP
|
1,111
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
FUJI
FIN CAYMAN LTD SUB 144A
|
04/15/10
|
8.6250%
|
890
|
GE
CAP CR CARD 07-3 CL B
|
06/15/13
|
5.4900%
|
1,657
|
GE
CAP CR CARD MSTR NT 05-3 A
|
06/15/13
|
4.1300%
|
2,018
|
GE
GLOBAL INS HLDG
|
06/15/30
|
7.7500%
|
846
|
GEN
ELEC CAP CORP MTN TR 00804
|
11/15/67
|
VAR
RT
|
2,558
|
GENERAL
DYNAMICS CORP NT
|
02/01/14
|
5.2500%
|
1,311
|
GENERAL
ELEC CAP CORP #00739
|
04/28/11
|
VAR
RT
|
2,526
|
GENERAL
ELEC CAP CORP #TR00806
|
01/14/38
|
5.8750%
|
222
|
GENERAL
ELEC CAP CORP MEDIUM
|
08/07/37
|
6.1500%
|
8,215
|
GENERAL
ELEC CAP CORP MEDIUM
|
05/01/18
|
5.6250%
|
10,363
|
GENERAL
ELEC CAP CORP MEDIUM
|
04/10/12
|
5.0000%
|
1,893
|
GENERAL
ELEC CAP CORP MEDIUM
|
05/01/18
|
5.6250%
|
2,377
|
GENERAL
ELEC CAP CORP MEDIUM
|
10/19/12
|
5.2500%
|
5,024
|
GENERAL
ELEC CAP CORP MEDIUM
|
08/07/37
|
6.1500%
|
1,859
|
GENERAL
ELEC CAP CORP MEDIUM
|
05/01/18
|
5.6250%
|
8,443
|
GENERAL
ELEC CAP CORP MEDIUM
|
08/07/37
|
6.1500%
|
2,150
|
GENERAL
ELEC CAP CORP MTN
|
05/04/20
|
5.5500%
|
2,381
|
GENERAL
ELEC CAP MTN #TR 00004
|
12/09/11
|
3.0000%
|
397
|
GENERAL
ELEC CAP MTN #TR 00528
|
03/15/32
|
6.7500%
|
513
|
GENERAL
ELEC CAP MTN #TR00771
|
02/01/11
|
5.2000%
|
3,219
|
GENERAL
ELEC CAP MTN TR 00792
|
06/04/14
|
5.5000%
|
13,186
|
GENERAL
MILLS INC NT
|
09/10/12
|
5.6500%
|
3,067
|
GENERAL
MLS INC NT
|
03/17/15
|
5.2000%
|
3,719
|
GEORGIA
PWR CO NT
|
02/17/09
|
VAR
RT
|
1,003
|
GEORGIA
PWR CO SR NT SER Z
|
12/15/15
|
5.2500%
|
1,455
|
GLAXOSMITHKLINE
CAP INC GTD NT
|
05/15/38
|
6.3750%
|
3,165
|
GLAXOSMITHKLINE
CAP INC GTD NT
|
05/15/18
|
5.6500%
|
1,861
|
GLAXOSMITHKLINE
CAP INC GTD NT
|
05/15/13
|
4.8500%
|
3,451
|
GLEN
MEADOWS PASS THROUGH 144A
|
02/12/67
|
VAR
RT
|
651
|
GOLDEN
WEST FINL CORP DEL SR
|
10/01/12
|
4.7500%
|
3,897
|
GOLDMAN
SACHS CAP I
|
02/15/34
|
6.3450%
|
3,559
|
GOLDMAN
SACHS CAPITAL II
|
12/29/49
|
VAR
RT
|
1,719
|
GOLDMAN
SACHS GROUP INC
|
10/01/16
|
5.7500%
|
9,408
|
GOLDMAN
SACHS GROUP INC
|
10/15/13
|
5.2500%
|
3,308
|
GOLDMAN
SACHS GROUP INC BD
|
04/01/18
|
6.1500%
|
630
|
GOLDMAN
SACHS GROUP INC FDIC
|
06/15/12
|
3.2500%
|
3,850
|
GOLDMAN
SACHS GROUP INC SR NT
|
01/15/15
|
5.1250%
|
3,501
|
GOLDMAN
SACHS GROUP INC SR NT
|
09/01/17
|
6.2500%
|
1,114
|
GOLDMAN
SACHS GROUP INC SR NT
|
02/14/12
|
5.3000%
|
1,692
|
GOLDMAN
SACHS GROUP INC SR NT
|
04/01/13
|
5.2500%
|
5,963
|
GOLDMAN
SACHS GROUP INC SUB GL
|
01/15/27
|
5.9500%
|
1,203
|
GOLDMAN
SACHS GROUP INC SUB NT
|
10/01/37
|
6.7500%
|
1,864
|
GREAT
AMERICA LLC 05-1 A4 144A
|
08/20/10
|
4.9700%
|
1,529
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
GREAT
RIV ENERGY 1ST MTG 144A
|
07/01/17
|
5.8290%
|
2,633
|
GREENWICH
CAP COML 04-GG1 A-3
|
06/10/36
|
4.3440%
|
822
|
GREENWICH
CAP COML 06-GG7 A4
|
07/10/38
|
VAR
RT
|
1,980
|
GRUPO
TELEVISA SA SR NT
|
05/15/18
|
6.0000%
|
2,617
|
GS
MTG SECS CORP 04-GG2 A5
|
08/10/38
|
VAR
RT
|
2,101
|
GS
MTG SECS CORP 06-GG6 A2
|
04/10/38
|
VAR
RT
|
1,747
|
GS
MTG SECS CORP II 2005-GG4
|
07/10/39
|
4.7510%
|
2,001
|
GTE
CORP
|
04/15/28
|
6.9400%
|
1,519
|
HALLIBURTON
CO SR NT
|
09/15/38
|
6.7000%
|
3,410
|
HALLIBURTON
CO SR NT
|
10/15/10
|
5.5000%
|
2,415
|
HARLEY-DAVIDSON
FDG CORP 144A
|
06/15/18
|
6.8000%
|
728
|
HARRIS
CORP DEL NT
|
12/01/17
|
5.9500%
|
272
|
HARTFORD
FINL SVCS GROUP INC
|
06/15/68
|
VAR
RT
|
508
|
HARTFORD
FINL SVCS GROUP INC
|
03/15/18
|
6.3000%
|
517
|
HARTFORD
FINL SVCS GRP
|
10/01/41
|
6.1000%
|
81
|
HARTFORD
LIFE GLOBAL #TR00116
|
02/15/11
|
5.2000%
|
893
|
HARTFORD
LIFE GLOBAL FDG MTN
|
01/17/12
|
VAR
RT
|
1,833
|
HASBRO
INC NT
|
09/15/17
|
6.3000%
|
1,469
|
HBOS
CAP FDG NO 2 LP 144A
|
06/30/49
|
VAR
RT
|
769
|
HBOS
PLC MTN 144A # SR 00053
|
07/20/09
|
5.6250%
|
3,698
|
HEALTH
CARE REIT INC NT
|
05/15/15
|
5.8750%
|
745
|
HERSHEY
CO NT
|
04/01/13
|
5.0000%
|
1,129
|
HERTZ
VEH FING 05-2 A2 144A
|
02/25/10
|
4.9300%
|
365
|
HERTZ
VEH FING 05-2 CL A4 144A
|
02/25/11
|
5.0100%
|
1,371
|
HEWLETT
PACKARD CO GLOBAL NT
|
03/01/14
|
6.1250%
|
4,106
|
HEWLETT
PACKARD CO GLOBAL NT
|
03/01/12
|
5.2500%
|
2,144
|
HONDA
AUTO 2006-1 CL A3
|
02/18/10
|
5.0700%
|
145
|
HONEYWELL
INTL INC SR NT
|
03/15/37
|
5.7000%
|
2,234
|
HONEYWELL
INTL INC SR NT
|
03/01/13
|
4.2500%
|
2,515
|
HONEYWELL
INTL INC SR NT
|
03/15/17
|
5.3000%
|
1,648
|
HOSPIRA
INC
|
03/30/17
|
6.0500%
|
2,402
|
HOSPIRA
INC
|
03/30/17
|
6.0500%
|
1,079
|
HOSPITALITY
PPTYS TR SR NT
|
02/15/15
|
5.1250%
|
1,015
|
HOSPITALITY
PPTYS TR SR NT
|
02/15/13
|
6.7500%
|
649
|
HRPT
PPTYS TR NT
|
01/15/13
|
6.5000%
|
721
|
HSBC
BK USA NA MTN #SB0001
|
11/01/34
|
5.8750%
|
933
|
HSBC
BK USA NEW YORK N Y
|
04/01/14
|
4.6250%
|
4,794
|
HSBC
BK USA TRANCE TRANCHE
|
01/15/39
|
7.0000%
|
5,124
|
HSBC
CAP FDG DLR 2 LP 144A
|
12/29/49
|
VAR
RT
|
1,388
|
HSBC
FIN CAP TR IX GTD CAP
|
11/30/35
|
VAR
RT
|
3,224
|
HSBC
FIN CORP NT
|
06/01/11
|
5.7000%
|
941
|
HSBC
HLDGS PLC SUB NT
|
12/12/12
|
5.2500%
|
992
|
HSBC
HLDGS PLC SUB NT
|
06/01/38
|
6.8000%
|
676
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
HSBC
HLDGS PLC SUB NT
|
05/02/36
|
6.5000%
|
515
|
HSBC
HOLDINGS PLC
|
03/19/18
|
6.2500%
|
465
|
HUMANA
INC SR NT
|
06/01/16
|
6.4500%
|
651
|
HUMANA
INC SR NT
|
06/01/16
|
6.4500%
|
1,253
|
HUNTINGTON
AUTO 08 1 A-3A 144A
|
04/16/12
|
4.8100%
|
2,498
|
HYDRO-QUEBEC
|
04/01/16
|
7.5000%
|
2,751
|
HYUNDAI
AUTO REC 06-B CL B
|
05/15/13
|
5.1900%
|
1,415
|
HYUNDAI
AUTO REC 08-A CL A-4A
|
11/17/14
|
5.4800%
|
1,295
|
HYUNDAI
AUTO REC TR 04-A B
|
08/15/11
|
3.4600%
|
152
|
HYUNDAI
AUTO REC TR 2005-A A-4
|
02/15/12
|
4.1800%
|
412
|
HYUNDAI
AUTO RECV 2006-A CL B
|
06/25/14
|
5.2900%
|
1,103
|
IBM
CORP DEBENTURES
|
08/01/27
|
6.2200%
|
1,782
|
ICICI
BANK LTD (SINGAPORE)
|
10/20/11
|
5.8750%
|
281
|
ILFC
E CAPITAL TR II 144A
|
12/21/65
|
VAR
RT
|
2,229
|
IMPERIAL
TOB OVERSEAS BV
|
04/01/09
|
7.1250%
|
819
|
INCO
LTD
|
09/15/32
|
7.2000%
|
1,871
|
INDYMAC
MBS INC 03-A7 A2
|
07/25/33
|
4.8500%
|
228
|
INDYMAC
MBS INC 03-A8 A1
|
10/25/18
|
3.7500%
|
1,297
|
ING
BANK N V SUB NT 144A
|
05/01/15
|
5.1250%
|
431
|
INGERSOLL-RAND
GLOBAL HLDG CO
|
08/15/13
|
6.0000%
|
3,834
|
INTERNATIONAL
BUS MACHS CORP
|
11/29/12
|
4.7500%
|
1,619
|
INTERNATIONAL
BUSINESS MACH CO
|
10/15/38
|
8.0000%
|
2,462
|
INTERNATIONAL
BUSINESS MACHS
|
11/29/32
|
5.8750%
|
4,934
|
INTERNATIONAL
BUSINESS MACHS
|
09/14/17
|
5.7000%
|
4,081
|
INTERNATIONAL
BUSINESS MACHS
|
10/15/18
|
7.6250%
|
1,176
|
INTERNATIONAL
LEASE FIN CORP
|
03/25/13
|
6.3750%
|
1,033
|
INTERNATIONAL
PAPER CO NT
|
06/15/38
|
8.7000%
|
425
|
INTERNATIONAL
PAPER CO NT
|
06/15/18
|
7.9500%
|
1,421
|
INUIT
SR NT
|
03/15/17
|
5.7500%
|
1,849
|
J P
MORGAN CHASE & CO GBL NT
|
02/01/11
|
6.7500%
|
2,777
|
JANUS
CAP GROUP INC NT
|
06/15/17
|
6.7000%
|
1,592
|
JC
P&L TRANSITION FDG 02-A A-4
|
06/05/19
|
6.1600%
|
1,247
|
JEFFERIES
GROUP INC NEW SR DEB
|
01/15/36
|
6.2500%
|
1,260
|
JOHN
DEERE CAP CORP MTN
|
04/03/13
|
4.5000%
|
1,550
|
JOHN
DEERE TR 06 CL A4
|
06/17/13
|
5.3900%
|
3,592
|
JOHNSON
CTLS INC NT
|
09/15/13
|
4.8750%
|
406
|
JP
MORGAN CHASE & CO
|
06/01/11
|
5.6000%
|
3,030
|
JP
MORGAN CHASE & CO
|
12/12/11
|
3.6250%
|
2,569
|
JP
MORGAN CHASE & CO GBL
|
09/01/15
|
VAR
RT
|
1,566
|
JP
MORGAN CHASE & CO GLOBAL NT
|
01/15/12
|
4.5000%
|
2,436
|
JP
MORGAN CHASE BK NA
|
05/29/17
|
VAR
RT
|
3,339
|
JP
MORGAN CHASE NK NA NEW YORK
|
10/01/17
|
6.0000%
|
5,454
|
JP
MORGAN CHASE NK NA NEW YORK
|
10/01/17
|
6.0000%
|
5,295
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
JP
MORGAN MTG ACQ 06-CH2 A1FB
|
10/25/36
|
VAR
RT
|
386
|
JPMORGAN
CHASE & CO DEP SHS
|
04/29/49
|
VAR
RT
|
1,865
|
JPMORGAN
CHASE & CO FDIC GTD
|
12/01/11
|
3.1250%
|
6,869
|
JPMORGAN
CHASE & CO SR NT
|
01/15/18
|
6.0000%
|
2,761
|
JPMORGAN
CHASE & CO SUB NT
|
06/27/17
|
6.1250%
|
1,501
|
JPMORGAN
CHASE & CO SUB NT
|
06/27/17
|
6.1250%
|
1,098
|
JPMORGAN
CHASE CAP XXV CAP SEC
|
10/01/37
|
6.8000%
|
984
|
KAUPTHING
BK HF MTN 144A
|
02/28/15
|
7.6250%
|
177
|
KAUPTHING
BK MTN SB00001 144A
|
05/19/16
|
7.1250%
|
252
|
KELLOGG
CO DEB SER B
|
04/01/31
|
7.4500%
|
1,062
|
KELLOGG
CO NT SER B
|
04/01/11
|
6.6000%
|
314
|
KELLOGG
CO SR NT
|
12/03/12
|
5.1250%
|
7,389
|
KELLOGG
CO SR NT
|
03/06/13
|
4.2500%
|
2,371
|
KELLOGG
CO SR NT
|
03/06/13
|
4.2500%
|
2,227
|
KERR
MCGEE CORP NT
|
07/01/24
|
6.9500%
|
461
|
KEYBANK
NATL ASSN MTN #SB00001
|
09/15/15
|
4.9500%
|
49
|
KFW
INTERNATIONAL FINANCE
|
10/14/11
|
3.2500%
|
2,058
|
KIMBERLY
CLARK CORP NT
|
08/01/37
|
6.6250%
|
1,778
|
KIMBERLY
CLARK CORP NT
|
08/01/17
|
6.1250%
|
2,327
|
KINDER
MORGAN ENERGY PARTNERS
|
01/15/38
|
6.9500%
|
970
|
KINDER
MORGAN ENERGY PARTNERS
|
08/15/33
|
7.3000%
|
1,580
|
KINDER
MORGAN ENERGY PARTNERS
|
02/15/18
|
5.9500%
|
449
|
KINDER
MORGAN ENERGY PARTNERS
|
01/15/38
|
6.9500%
|
179
|
KOHLS
CORP NT
|
12/15/37
|
6.8750%
|
1,624
|
KOMMUNALBANKEN
AS EMTN
|
10/06/10
|
4.5000%
|
528
|
KRAFT
FOOD INC BD
|
02/11/13
|
6.0000%
|
975
|
KRAFT
FOODS INC GLOBAL NT
|
11/01/11
|
5.6250%
|
824
|
KRAFT
FOODS INC NT
|
02/01/38
|
6.8750%
|
3,353
|
KRAFT
FOODS INC NT
|
02/19/14
|
6.7500%
|
2,093
|
KRAFT
FOODS INC NT
|
01/26/39
|
6.8750%
|
1,193
|
KRAFT
FOODS INC NT
|
08/11/17
|
6.5000%
|
329
|
KRAFT
FOODS INC NT
|
10/01/13
|
5.2500%
|
608
|
KROGER
CO NT
|
04/15/12
|
6.7500%
|
1,132
|
KROGER
CO SR DEB
|
09/15/29
|
8.0000%
|
2,797
|
KROGER
CO SR NT
|
04/15/38
|
6.9000%
|
1,311
|
LANDESBANKI
IS HF 144A SR00001
|
08/25/11
|
6.1000%
|
77
|
LANDESKREDITBANK
GLOBAL NT
|
01/13/12
|
4.8750%
|
3,758
|
LANDWIRTSCHAFTLICHE
RENTE NT
|
07/02/12
|
5.2500%
|
3,020
|
LANDWIRTSCHAFTLICHE
RENTENBANK
|
07/02/12
|
5.2500%
|
1,664
|
LANDWIRTSCHAFTLICHE
RENTENBANK
|
07/15/11
|
5.2500%
|
440
|
LB
UBS COML MTG TR 06-C3 CL A2
|
03/15/39
|
5.5320%
|
1,294
|
LEHMAN
BROS HLDGS INC
|
04/25/11-12/31/49
|
5.2500-6.8750%
|
567
|
LEXMARK
INTL INC SECD NT
|
06/01/18
|
6.6500%
|
612
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
LIBERTY
MUT GROUP INC 144A
|
08/15/36
|
7.5000%
|
948
|
LIBERTY
MUT GRP INC 144A
|
03/15/14
|
5.7500%
|
756
|
LILLY
ELI & CO NT
|
03/15/17
|
5.2000%
|
385
|
LINCOLN
NATL CORP IND CAP SECS
|
04/20/67
|
VAR
RT
|
1,038
|
LINCOLN
NATL CORP IND SR NT
|
04/07/36
|
6.1500%
|
1,964
|
LLOYDS
TSB BANK PLC
|
11/17/11
|
3.7500%
|
5,208
|
LLOYDS
TSB BANK PLC
|
03/05/18
|
VAR
RT
|
579
|
LOCKHEED
MARTIN CO GTD
|
05/01/26
|
7.7500%
|
1,303
|
LOCKHEED
MARTIN CORP NT
|
09/01/36
|
6.1500%
|
1,329
|
LOCKHEED
MARTIN CORP NT
|
09/01/36
|
6.1500%
|
3,466
|
LOCKHEED
MARTIN CORP NT
|
03/14/13
|
4.1210%
|
1,088
|
LONG
BEACH ACCEP AUTO 06-B A4
|
06/15/12
|
4.5220%
|
1,293
|
LORAL
CORP DEB
|
09/15/23
|
7.0000%
|
1,117
|
LUKOIL
INTERNATIONAL FIN BV BD
|
06/07/17
|
6.3560%
|
1,009
|
M &
I MARSHALL & ILSLEY 00028
|
02/22/12
|
5.1500%
|
1,761
|
M&I
AUTO LN TR 2005-1 NT CL A4
|
03/21/11
|
4.8600%
|
927
|
MACY'S
RETAIL HLDGS INC GTD SR
|
01/15/13
|
5.8750%
|
1,150
|
MARATHON
OIL CORP SR NT
|
03/15/18
|
5.9000%
|
1,044
|
MARATHON
OIL CORP SR NT
|
10/01/37
|
6.6000%
|
215
|
MARKEL
CORP SR NT
|
08/15/34
|
7.3500%
|
1,429
|
MARLIN
LEASING 06-1A CLB1 144A
|
09/16/13
|
5.6300%
|
514
|
MARLIN
LEASING 2006-1A CL A3
|
12/15/09
|
5.3300%
|
183
|
MARLIN
LEASING REC 06-1A4 144A
|
09/16/13
|
5.3300%
|
504
|
MARSH
& MCLENNAN COS INC SR NT
|
09/15/10
|
5.1500%
|
2,175
|
MARTIN
MARIETTA MATLS INC SR
|
04/15/18
|
6.6000%
|
1,209
|
MASSACHUSETTS
RRB BEC-1 CL A-5
|
03/15/12
|
7.0300%
|
2,110
|
MASSMUTUAL
GBL TR 00016 144A
|
04/15/09
|
3.8000%
|
1,170
|
MAY
DEPT STORES CO NT
|
07/15/14
|
5.7500%
|
1,128
|
MAY
DEPT STORES CO SR NT
|
07/15/24
|
6.6500%
|
511
|
MBNA
CR CARD MASTER 04-B1 B1
|
08/15/16
|
4.4500%
|
914
|
MBNA
MASTER CR CARD 99-J CL B
|
02/15/12
|
7.4000%
|
1,462
|
MCDONALDS
CORP
|
03/01/18
|
5.3500%
|
2,647
|
MERCK
& CO INC DEBS
|
03/01/28
|
6.4000%
|
1,332
|
MERCK
& CO INC MTNS TR 00011
|
05/03/37
|
5.7600%
|
532
|
MERCK
& CO INC SR NT
|
02/15/13
|
4.3750%
|
923
|
MERRILL
LYNCH & CO INC MEDIUM
|
02/05/13
|
5.4500%
|
1,406
|
MERRILL
LYNCH & CO INC MEDIUM
|
04/25/18
|
6.8750%
|
5,741
|
MERRILL
LYNCH & CO INC MEDIUM
|
08/15/12
|
6.0500%
|
2,718
|
MERRILL
LYNCH & CO INC MTN
|
08/28/17
|
6.4000%
|
651
|
MERRILL
LYNCH & CO INC NTS
|
02/17/09
|
6.0000%
|
2,735
|
MERRILL
LYNCH & CO INC SUB NT
|
09/15/26
|
6.2200%
|
1,314
|
MERRILL
LYNCH & CO INC SUB NT
|
01/29/37
|
6.1100%
|
1,331
|
MERRILL
LYNCH & CO INC SUB NT
|
05/02/17
|
5.7000%
|
3,324
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
MID
AMERICAN ENERGY #TR00008
|
10/15/36
|
5.8000%
|
2,993
|
MID
STATE TR XI ASSET BKD CL A
|
07/15/38
|
4.8640%
|
1,026
|
MIDAMERICAN
ENERGY CO SR NT
|
03/15/18
|
5.3000%
|
1,048
|
MIDAMERICAN
ENERGY HLDGS CO
|
09/15/37
|
6.5000%
|
1,534
|
MIDAMERICAN
ENERGY HLDGS CO
|
04/01/18
|
5.7500%
|
2,165
|
MIDAMERICAN
ENERGY HLDGS CO
|
04/01/36
|
6.1250%
|
1,932
|
MIDLAND
BANK PLC NTS
|
03/15/11
|
6.9500%
|
3,459
|
MID-STATE
TR VI BKD NTS CL A-1
|
07/01/35
|
7.3400%
|
2,988
|
MIZUHO
FIN(CAYMAN) MTN
|
04/15/14
|
VAR
RT
|
1,414
|
MIZUHO
FINL GRP CAYMAN 144A
|
04/15/14
|
5.7900%
|
6,525
|
ML
CFC COML MTG 06 2 CL A3
|
06/12/46
|
VAR
RT
|
2,763
|
MOBIL
CORP NT
|
08/15/21
|
8.6250%
|
1,651
|
MOLSON
COORS CAP FIN SR NT
|
09/22/10
|
4.8500%
|
2,003
|
MORGAN
STANLEY 05-IQ10 CL A4A
|
09/15/42
|
5.2300%
|
1,553
|
MORGAN
STANLEY CAP 05TOP19 A4A
|
06/12/47
|
4.8900%
|
1,241
|
MORGAN
STANLEY CAP 06-IQ11 A-4
|
10/15/42
|
VAR
RT
|
1,986
|
MORGAN
STANLEY DW & CO GL NT
|
04/15/11
|
6.7500%
|
561
|
MORGAN
STANLEY FDIC GTD TLGP
|
12/01/11
|
3.2500%
|
4,491
|
MORGAN
STANLEY GLOBAL MED TERM
|
04/27/17
|
5.5500%
|
9,041
|
MORGAN
STANLEY GLOBAL MED TERM
|
04/27/17
|
5.5500%
|
965
|
MORGAN
STANLEY GLOBAL MEDIUM
|
04/01/18
|
6.6250%
|
8,100
|
MORGAN
STANLEY GLOBAL MEDIUM
|
04/01/18
|
6.6250%
|
2,643
|
MORGAN
STANLEY GLOBAL SUB NT
|
04/01/14
|
4.7500%
|
1,942
|
MORGAN
STANLEY NT
|
01/21/11
|
5.0500%
|
2,928
|
MORGAN
STANLEY NT
|
01/09/17
|
5.4500%
|
1,327
|
MORGAN
STANLEY SR MTN SER F
|
01/09/12
|
5.6250%
|
4,825
|
MOTOROLA
INC
|
09/01/25
|
6.5000%
|
141
|
MUFG
CAP FIN 1 LTD USD
|
07/29/49
|
VAR
RT
|
781
|
MUTUAL
OMAHA INS CO NT 144A
|
06/15/36
|
6.8000%
|
386
|
NABORS
INDS INC GTD SR NT
|
02/15/18
|
6.1500%
|
1,052
|
NATIONAL
BK CDA N Y BRH DEP NT
|
11/01/09
|
7.7500%
|
3,919
|
NATIONAL
CITY BK MTN #SB 00001
|
02/15/11
|
6.3000%
|
934
|
NATIONAL
CITY BK MTN #SB 00003
|
12/15/11
|
6.2000%
|
1,250
|
NATIONAL
RURAL UTILS COOP FIN
|
11/01/18
|
10.3750%
|
3,229
|
NATIONAL
RURAL UTILS COOP FIN
|
03/01/12
|
7.2500%
|
1,130
|
NATIONWIDE
FINL SVCS INC JR
|
05/15/37
|
6.7500%
|
702
|
NATIONWIDE
HEALTH PPTYS INC
|
07/15/11
|
6.5000%
|
1,187
|
NATIXIS
SUB NT FXD/FLTG 144A
|
04/29/49
|
VAR
RT
|
652
|
NEVADA
PWR CO REF & MTG NT SER
|
08/01/18
|
6.5000%
|
1,560
|
NEW
AMER HLDGS INC NT
|
08/01/34
|
8.4500%
|
232
|
NEW
CENTY HOME EQTY 04-A MI1
|
08/25/34
|
VAR
RT
|
1,194
|
NEWS
AMER HLDGS
|
02/01/13
|
9.2500%
|
2,503
|
NEWS
AMER HLDGS
|
02/01/13
|
9.2500%
|
1,001
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
NEWS
AMER INC BD
|
12/15/34
|
6.2000%
|
1,995
|
NEWS
AMER INC BD
|
12/15/34
|
6.2000%
|
2,784
|
NEWS
AMER INC BD
|
12/15/14
|
5.3000%
|
840
|
NEWS
AMER INC GTD SR DEBS
|
04/08/28
|
7.1250%
|
602
|
NEWS
AMER INC GTD SR NT
|
03/15/33
|
6.5500%
|
783
|
NEWS
AMER INC GTD SR NT
|
03/15/33
|
6.5500%
|
1,655
|
NEWS
AMER INC GTD SR NT
|
03/01/37
|
6.1500%
|
1,547
|
NEWS
AMER INC SR NT
|
11/15/37
|
6.6500%
|
167
|
NEWS
AMER INC SR NT
|
12/15/35
|
6.4000%
|
1,831
|
NEXEN
INC NT
|
05/15/37
|
6.4000%
|
1,461
|
NEXEN
INC NT
|
05/15/37
|
6.4000%
|
873
|
NISOURCE
FIN CORP GTD NT
|
11/15/10
|
7.8750%
|
4,557
|
NISOURCE
FIN CORP NT
|
03/15/18
|
6.4000%
|
813
|
NISOURCE
FIN CORP NT
|
07/15/14
|
5.4000%
|
2,112
|
NISSAN
AUTO REC 2006 B A-3
|
02/15/10
|
5.1600%
|
253
|
NORAND
INC NT
|
10/15/15
|
6.0000%
|
3,002
|
NORANDA
INC NT
|
07/15/12
|
7.2500%
|
1,587
|
NORANDA
INC NT
|
06/15/35
|
6.2000%
|
1,876
|
NORDEA
BANK AB (SE)
|
09/30/16
|
VAR
RT
|
838
|
NORDIC
INVESTMENT BANK
|
04/27/17
|
1.7000%
|
12,161
|
NORFOLK
SOUTHN CORP NT
|
05/17/25
|
5.5900%
|
2,703
|
NORFOLK
SOUTHN CORP NT
|
05/15/10
|
8.6250%
|
755
|
NORFOLK
SOUTHN CORP SR NT
|
02/15/31
|
7.2500%
|
977
|
NORTHERN
STS PWR CO MINN 1ST
|
03/01/18
|
5.2500%
|
2,164
|
NORTHROP
GRUMMAN CORP DEB
|
03/01/26
|
7.8750%
|
1,891
|
NORTHROP
GRUMMAN CORP DEB
|
03/01/26
|
7.8750%
|
668
|
NORTHRUP
GRUMMAN CORP DEB
|
02/15/31
|
7.7500%
|
6
|
NORTHRUP
GRUMMAN CORP NT
|
02/15/11
|
7.1250%
|
3,148
|
NYCTL
2005-A TR SER 05-A 144A
|
12/10/10
|
4.7800%
|
151
|
NYCTL
2006-A TR CL A 144A
|
11/10/19
|
5.9300%
|
51
|
NYKREDIT
A/S
|
01/01/12
|
4.0000%
|
1,622
|
OCCIDENTAL
PETE CORP SR NT
|
11/01/13
|
7.0000%
|
2,218
|
OCCIDENTAL
PETE CORP SR NT
|
11/01/13
|
7.0000%
|
1,608
|
ONCOR
ELEC DELIVERY CO DEB
|
09/01/22
|
7.0000%
|
6,530
|
ONCOR
ELEC DELIVERY CO LLC SR
|
09/01/38
|
7.5000%
|
459
|
ONCOR
ELEC DELIVERY CO SR SECD
|
05/01/12
|
6.3750%
|
2,544
|
ORACLE
CORP NT
|
04/15/38
|
6.5000%
|
2,672
|
ORACLE
CORP NT
|
04/15/18
|
5.7500%
|
1,686
|
ORACLE
CORP NT
|
04/15/18
|
5.7500%
|
1,897
|
ORACLE
CORP/OZARK HLDG INC
|
01/15/16
|
5.2500%
|
5,083
|
PACIFIC
BELL DEB
|
03/15/26
|
7.1250%
|
1,803
|
PACIFIC
GAS & ELEC CO 1ST MTG
|
03/01/34
|
6.0500%
|
922
|
PACIFIC
GAS & ELEC CO SR NT
|
10/15/18
|
8.2500%
|
4,395
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
PACIFICCORP
1ST MTG BD
|
04/01/37
|
5.7500%
|
1,405
|
PACIFICORP
BD
|
10/15/37
|
6.2500%
|
2,697
|
PACTIV
CORP NT
|
01/15/18
|
6.4000%
|
1,083
|
PANCANADIAN
PETROLEUM LTD
|
11/01/11
|
6.3000%
|
3,367
|
PANHANDLE
EASTN PIPE LINE CO
|
11/01/17
|
6.2000%
|
1,062
|
PARKER-HANNIFIN
CORP MEDIUM
|
05/15/18
|
5.5000%
|
2,484
|
PC
FINL PARTNERSHIP GTD SR NT
|
11/15/14
|
5.0000%
|
874
|
PEARSON
DLR FIN TWO PLC 144A
|
05/06/18
|
6.2500%
|
1,120
|
PEARSON
DLR FIN TWO PLC 144A
|
05/06/13
|
5.5000%
|
1,636
|
PECO
ENERGY TRANSITION 01-A BD
|
12/31/10
|
6.5200%
|
1,731
|
PEMEX
PROJ FDG MASTER TR 144A
|
06/15/38
|
6.6250%
|
993
|
PEMEX
PROJ FDG MASTER TR GTD
|
06/15/35
|
6.6250%
|
10,006
|
PENN
MUT LIFE INS CO 144A
|
06/15/34
|
6.6500%
|
764
|
PENNEY
J C CO BDS
|
03/01/97
|
7.6250%
|
166
|
PEPSIAMERICAS
INC NT
|
07/31/12
|
5.7500%
|
1,342
|
PEPSICO
INC SR NT
|
06/01/18
|
5.0000%
|
1,025
|
PEPSICO
INC SR NT
|
11/01/18
|
7.9000%
|
1,491
|
PERTO-CDA
SR NT
|
05/15/18
|
6.0500%
|
2,733
|
PG&E
ENERGY RECOVERY 05-2 A-1
|
06/25/11
|
4.8500%
|
263
|
PHILIP
MORRIS INTL INC NT
|
05/16/38
|
6.3750%
|
3,882
|
PHILIP
MORRIS INTL INC NT
|
05/16/13
|
4.8750%
|
920
|
PHILIP
MORRIS INTL INC NT
|
03/17/14
|
6.8750%
|
2,116
|
PHILIP
MORRIS INTL INC NT
|
05/16/18
|
5.6500%
|
723
|
PHOENIX
LIFE INS SURPLUS 144A
|
12/15/34
|
7.1500%
|
1,157
|
PLAINS
ALL AMERN PIPELINE L P
|
05/01/18
|
6.5000%
|
2,284
|
PLAINS
ALL AMERN PIPELINE L P
|
05/01/18
|
6.5000%
|
794
|
POLAR
TANKERS INC NT 144A
|
05/10/37
|
5.9510%
|
1,274
|
POPULAR
ABS INC 04-5 AF4
|
12/25/34
|
VAR
RT
|
1,202
|
POPULAR
ABS INC 2005-3 CL M-1
|
07/25/35
|
VAR
RT
|
648
|
POPULAR
ABS INC SER 2004-4 AF6
|
09/25/34
|
VAR
RT
|
1,098
|
PPG
INDS INC NT
|
03/15/13
|
5.7500%
|
1,847
|
PPL
ELEC UTILS CORP SR SECD BD
|
08/15/37
|
6.4500%
|
1,366
|
PPL
ENERGY SUPPLY LLC SR NT
|
05/01/18
|
6.5000%
|
1,670
|
PROCTER
& GAMBLE CO DEB
|
09/01/24
|
8.0000%
|
3,285
|
PROGRESS
ENERGY INC SR NT
|
04/15/12
|
6.8500%
|
408
|
PROGRESS
ENERGY INC SR NT
|
03/01/11
|
7.1000%
|
675
|
PROGRESS
ENERGY INC SR NT
|
03/01/31
|
7.7500%
|
1,567
|
PRUDENTIAL
FINL INC MTN
|
12/14/36
|
5.7000%
|
1,848
|
PRUDENTIAL
FINL INC MTN
|
12/14/36
|
5.7000%
|
670
|
PRUDENTIAL
FINL INC MTN #00002
|
07/15/13
|
4.5000%
|
1,726
|
PSE&G
TRANSITION FDG 01-1 A-6
|
06/15/15
|
6.6100%
|
1,188
|
PSE&G
TRANSITION FDG 01-1 A-8
|
12/15/17
|
6.8900%
|
2,348
|
PSI
ENERGY INC DEB
|
09/15/13
|
5.0000%
|
2,246
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
QUEST
DIAGNOSTICS INC SR NT
|
07/01/37
|
6.9500%
|
2,326
|
QUEST
DIAGNOSTICS INC SR NT
|
11/01/10
|
5.1250%
|
896
|
QUEST
DIAGNOSTICS INC SR NT
|
11/01/10
|
5.1250%
|
1,224
|
RABOBANK
CAP FDG II TR 144A
|
12/29/49
|
VAR
RT
|
2,146
|
RAYTHEON
CO DEB
|
12/15/18
|
6.4000%
|
1,668
|
RAYTHEON
CO NT
|
01/15/11
|
4.8500%
|
2,066
|
RBS
CAP TR III TR PFD SECS
|
09/29/49
|
VAR
RT
|
2,282
|
REGENCY
CTRS L P GTD NT
|
06/15/17
|
5.8750%
|
215
|
RELIANT
ENERGY 2001-1 CL A3
|
09/15/11
|
5.1600%
|
1,071
|
RESIDENTIAL
ASSET 04-RS12 AI4
|
03/25/33
|
4.6200%
|
1,420
|
RESONA
PFD GLOBAL SECS 144A
|
12/29/49
|
VAR
RT
|
2,673
|
REYNOLDS
AMERN INC SR SECD NT
|
06/01/16
|
7.6250%
|
1,424
|
RIO
TINTO FIN USA LTD GTD NT
|
07/15/13
|
5.8750%
|
3,316
|
RIO
TINTO FIN USA LTD NT
|
07/15/18
|
6.5000%
|
1,517
|
ROGERS
CABLE INC
|
05/01/12
|
7.8750%
|
6,994
|
ROGERS
CABLE INC SR SECD NT
|
06/15/13
|
6.2500%
|
2,354
|
ROGERS
COMMUNICATIONS INC SR
|
08/15/18
|
6.8000%
|
1,904
|
ROGERS
WIRELESS INC SECD NT
|
03/15/15
|
7.5000%
|
2,729
|
ROYAL
BANK OF SCOTLAND
|
11/14/11
|
3.7500%
|
1,301
|
ROYAL
BANK OF SCOTLAND
|
04/09/18
|
6.9340%
|
1,335
|
ROYAL
BANK OF SCOTLAND
|
01/28/16
|
VAR
RT
|
940
|
ROYAL
BANK OF SCOTLAND PLC
|
11/14/11
|
3.7500%
|
1,293
|
ROYAL
BK SCOTLAND GROUP PLC
|
03/31/49
|
VAR
RT
|
3,788
|
ROYAL
BK SCOTLAND GROUP PLC
|
11/12/13
|
5.0000%
|
168
|
ROYAL
BK SCOTLAND SUB NTS
|
10/01/14
|
5.0000%
|
724
|
ROYAL
KPN NV NT
|
10/01/10
|
8.0000%
|
1,575
|
ROYAL
KPN NV NT
|
10/01/30
|
8.3750%
|
1,245
|
SABMILLER
PLC NT 144A
|
07/15/18
|
6.5000%
|
1,125
|
SAFEWAY
INC
|
08/16/10
|
4.9500%
|
2,051
|
SAFEWAY
INC NT
|
03/15/14
|
6.2500%
|
404
|
SAFEWAY
INC NT
|
08/15/17
|
6.3500%
|
1,144
|
SAFEWAY
INC NT
|
08/15/12
|
5.8000%
|
275
|
SAFEWAY
INC NT
|
09/15/09
|
7.5000%
|
705
|
SANTANDER
CENTRAL HISPANO ISS
|
09/14/10
|
7.6250%
|
1,849
|
SANTANDER
FINL SUB NTS
|
02/15/11
|
6.3750%
|
644
|
SARAWAK
INTL
|
08/03/15
|
5.5000%
|
795
|
SB
CAPITAL SA
|
05/15/13
|
6.4800%
|
75
|
SBC
COMMUNICATIONS
|
09/15/14
|
5.1000%
|
3,078
|
SBC
COMMUNS INC GLOBAL NT
|
06/15/16
|
5.6250%
|
981
|
SCANA
CORP MTN TRNAHCE TR00014
|
05/15/11
|
6.8750%
|
1,001
|
SCANA
CORP NEW MEDIUM TERM NT
|
04/01/20
|
6.2500%
|
1,195
|
SCHERING
PLOUGH CORP SR NT
|
12/01/33
|
VAR
RT
|
1,468
|
SCHERING-PLOUGH
|
09/15/37
|
6.5500%
|
2,673
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
SCHERING-PLOUGH
SR NT
|
09/15/17
|
6.0000%
|
891
|
SCOTTISH
PWR PLC NT
|
03/15/15
|
5.3750%
|
6,359
|
SCOTTISH
PWR PLC NT
|
03/15/10
|
4.9100%
|
387
|
SFEF
BDS
|
11/24/11
|
3.5000%
|
2,605
|
SHELL
INTL FIN B V GTD NT
|
12/15/38
|
6.3750%
|
1,829
|
SHELL
INTL FIN B V GTD NT
|
12/15/38
|
6.3750%
|
2,504
|
SHINSEI
FIN CAYMAN LTD 144A
|
01/29/49
|
VAR
RT
|
1,214
|
SIEMENS
NV 144A
|
08/17/26
|
6.1250%
|
2,362
|
SIGMA
ERISA LIQUIDATING POOL
|
12/31/49
|
VAR
RT
|
465
|
SIMON
PPTY GROUP INC NEW NT
|
01/30/09
|
3.7500%
|
705
|
SLM
CORP MTN # TR 00034
|
01/15/09
|
4.0000%
|
2,711
|
SLM
CORP MTN # TR 00057
|
05/15/14
|
5.3750%
|
1,272
|
SLM
CORP MTN # TR 00104
|
06/15/18
|
8.4500%
|
3,863
|
SLM
CORP MTN #TR00031
|
10/01/13
|
5.0000%
|
599
|
SLM
CORP MTN #TR00100
|
10/25/11
|
5.4000%
|
1,996
|
SMGF
PFD CAP USD I LTD 144A
|
01/29/49
|
VAR
RT
|
706
|
SOCIETE
GENERALE ACCEPTANCE NV
|
03/28/13
|
5.2500%
|
907
|
SOUTHERN
CALIF EDISON CO
|
01/15/16
|
5.0000%
|
1,880
|
SOUTHERN
CALIF EDISON CO REF
|
02/01/38
|
5.9500%
|
469
|
SOUTHERN
COPPER CORP DEL NT
|
07/27/35
|
7.5000%
|
789
|
SOUTHERN
UN CO NEW SR NT
|
02/01/24
|
7.6000%
|
628
|
SOVEREIGN
BANCORP INC SR NT
|
09/01/10
|
4.8000%
|
1,497
|
SPECTRA
ENERGY CAP LLC SR NT
|
09/15/38
|
7.5000%
|
703
|
SUMITOMO
MITSUI BK CORP SUB NT
|
06/15/12
|
8.0000%
|
801
|
SUMITOMO
MITSUI BKG CORP 144A
|
07/29/49
|
VAR
RT
|
850
|
SUNCOR
ENERGY INC NT
|
06/15/38
|
6.5000%
|
211
|
SUNCOR
ENERGY INC NT
|
06/01/18
|
6.1000%
|
2,616
|
SUNTRUST
BANKS INC
|
11/16/11
|
3.0000%
|
2,796
|
SUNTRUST
BK ATLANTA GA MEDIUM
|
03/15/18
|
7.2500%
|
1,782
|
SUNTRUST
CAP VIII GTD TR PFD
|
12/15/36
|
VAR
RT
|
2,232
|
SUNTRUST
PFD CAP 1 NORMAL PFD
|
12/31/49
|
VAR
RT
|
722
|
SUSQUEHANNA
AUTO 07-1 B 144A
|
07/14/10
|
5.3100%
|
1,171
|
SYSTEMS
2001-A T CL B 144A
|
12/15/11
|
7.1560%
|
1,007
|
TAMPA
ELEC CO NT
|
08/15/12
|
6.3750%
|
459
|
TARGET
CORP NT
|
01/15/38
|
7.0000%
|
3,042
|
TARGET
CORP NT
|
03/01/12
|
5.8750%
|
1,258
|
TARGET
CORP NT
|
01/15/13
|
5.1250%
|
316
|
TCI
COMMUN INC
|
08/01/15
|
8.7500%
|
1,716
|
TCI
COMMUNICATIONS INC DEB
|
02/15/26
|
7.8750%
|
1,883
|
TELECOM
ITALIA CAP GTD SR NT
|
09/30/14
|
4.9500%
|
2,289
|
TELECOM
ITALIA CAP GTD SR NT
|
07/18/36
|
7.2000%
|
3,408
|
TELECOM
ITALIA CAP GTD SR NT
|
06/04/38
|
7.7210%
|
2,112
|
TELECOM
ITALIA CAP GTD SR NT
|
07/18/11
|
6.2000%
|
1,877
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
TELECOM
ITALIA CAP GTD SR NT B
|
11/15/13
|
5.2500%
|
6,115
|
TELEFONICA
EMISIONES S A U
|
06/20/36
|
7.0450%
|
3,960
|
TELEFONICA
EMISIONES S A U
|
06/20/11
|
5.9840%
|
943
|
TELEFONICA
EMISIONES S A U SR
|
06/20/16
|
6.4210%
|
5,225
|
TELEFONICA
EMISIONES S A U SR
|
02/04/13
|
5.8550%
|
1,768
|
TELEFONICA
EUROPE B V US NT
|
09/15/10
|
7.7500%
|
3,474
|
TELUS
CORP
|
06/01/11
|
8.0000%
|
933
|
TENNESSEE
VALLEY AUTH GBL 06 A
|
04/01/56
|
5.3750%
|
1,701
|
TENNESSEE
VALLEY AUTH GBL 2007
|
07/18/17
|
5.5000%
|
2,547
|
TENNESSEE
VALLEY AUTH PWR BDS
|
04/01/36
|
5.8800%
|
3,642
|
TEVA
PHARMACEUTICAL FIN CO LLC
|
02/01/36
|
6.1500%
|
2,315
|
TEVA
PHARMACEUTICAL FIN LLC
|
02/01/16
|
5.5500%
|
3,639
|
TEXTRON
FINL CORP MEDIUM TERM
|
11/01/10
|
5.1250%
|
833
|
THOMSON
REUTERS CORP GTD NT
|
07/15/13
|
5.9500%
|
3,621
|
THORNBURG
MTG 07 4 CL 3A-1
|
07/25/37
|
VAR
RT
|
1,591
|
TIME
WARNER CABLE INC
|
05/01/17
|
5.8500%
|
2,099
|
TIME
WARNER CABLE INC
|
05/01/17
|
5.8500%
|
3,204
|
TIME
WARNER CABLE INC DEB
|
07/01/38
|
7.3000%
|
612
|
TIME
WARNER CABLE INC NT
|
07/01/18
|
6.7500%
|
1,669
|
TIME
WARNER CABLE INC NT
|
02/14/19
|
8.7500%
|
4,111
|
TIME
WARNER CABLE INC NT
|
07/01/13
|
6.2000%
|
1,297
|
TIME
WARNER CABLE INC NT
|
02/14/14
|
8.2500%
|
1,343
|
TIME
WARNER COS INC
|
02/01/24
|
7.5700%
|
3,994
|
TIME
WARNER COS INC JJ13
|
01/15/13
|
9.1250%
|
1,543
|
TIME
WARNER ENTMT CO LP
|
07/15/33
|
8.3750%
|
715
|
TIME
WARNER ENTMT CO LP
|
07/15/33
|
8.3750%
|
991
|
TIME
WARNER INC BNDS
|
05/15/29
|
6.6250%
|
1,354
|
TIME
WARNER INC NEW NT
|
11/15/16
|
5.8750%
|
2,282
|
TNK
BP S A SR MTN 144A
|
03/13/18
|
7.8750%
|
670
|
TOYOTA
MTR CR CORP NT
|
12/15/10
|
4.3500%
|
633
|
TRANSCANADA
PIPELINES LTD SR
|
10/15/37
|
6.2000%
|
626
|
TRANSOCEAN
INC SR NT
|
03/15/13
|
5.2500%
|
4,059
|
TRANSOCEAN
INC SR NT
|
03/15/18
|
6.0000%
|
3,258
|
TRAVELERS
COS INC JR SUB DEB
|
03/15/37
|
VAR
RT
|
3,051
|
TRAVELERS
COS INC SR NT
|
06/15/37
|
6.2500%
|
2,983
|
TRAVELERS
COS INC SR NT
|
06/15/37
|
6.2500%
|
1,135
|
TURNER
BROADCASTING SYSTEMS
|
07/01/13
|
8.3750%
|
770
|
TXU
ELEC DELIVERY 04-1 BD A3
|
05/15/18
|
5.2900%
|
3,807
|
TXU
ELEC DELIVERY TRANSITION
|
11/17/14
|
4.8100%
|
1,024
|
TYCO
INTL GROUP S A NT
|
11/15/13
|
6.0000%
|
593
|
TYCO
INTL GROUP SA GTD NT
|
02/15/11
|
6.7500%
|
429
|
TYCO
INTL GROUP SA GTD NT
|
01/15/09
|
6.1250%
|
31
|
TYCO
INTL GROUP SA SR NT
|
10/15/11
|
6.3750%
|
3,019
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
TYCO
INTL LTD/TYCO INTL FIN
|
01/15/21
|
6.8750%
|
702
|
TYCO
INTL LTD/TYCO INTL FIN
|
01/15/21
|
6.8750%
|
1,724
|
UBS
AG STAMFORD # SR 00047
|
07/15/16
|
5.8750%
|
2,624
|
UBS
AG STAMFORD BRH MEDIUM
|
12/20/17
|
5.8750%
|
6,969
|
UBS
AG STAMFORD BRH MEDIUM
|
04/25/18
|
5.7500%
|
1,854
|
UBS
LUXEMBOURG SA
|
02/11/15
|
6.2300%
|
445
|
UBS
PFD FDG TR V
|
05/29/49
|
VAR
RT
|
2,686
|
UFJ
FIN ARUBA A E C GTD NT
|
07/15/13
|
6.7500%
|
2,436
|
UFJ
FIN ARUBA A E C GTD NT
|
07/15/13
|
6.7500%
|
1,169
|
UNILEVER
CAP CORP
|
11/01/10
|
7.1250%
|
865
|
UNION
ELEC CO SR SECD NT
|
04/01/18
|
6.0000%
|
794
|
UNION
PAC CORP NT
|
01/15/11
|
6.6500%
|
1,814
|
UNION
PAC RES GROUP INC DEB
|
05/15/28
|
7.1500%
|
2,138
|
UNION
PACIFIC CORP BDS
|
02/01/29
|
6.6250%
|
1,725
|
UNION
PACIFIC CORP BDS
|
02/01/29
|
6.6250%
|
1,069
|
UNITED
PARCEL SVC INC
|
01/15/13
|
4.5000%
|
1,721
|
UNITED
PARCEL SVC INC SR NT
|
01/15/38
|
6.2000%
|
5,742
|
UNITED
STATES STL CORP SR NT
|
02/01/18
|
7.0000%
|
1,186
|
UNITED
STATES TREASURY NOTES
|
08/15/17
|
4.7500%
|
5,773
|
UNITED
TECHNOLOGIES CORP DEB
|
09/15/29
|
7.5000%
|
1,243
|
UNITED
TECHNOLOGIES CORP NT
|
02/01/19
|
6.1250%
|
381
|
UNITED
TECHNOLOGIES CORP NT
|
06/01/09
|
6.5000%
|
2,323
|
UNITED
TECHNOLOGIES CORP NT
|
02/01/19
|
6.1250%
|
386
|
UNITED
TECHNOLOGIES CORP NT
|
05/01/35
|
5.4000%
|
1,483
|
UNITED
TECHNOLOGIES CORP NT
|
12/15/17
|
5.3750%
|
2,324
|
UNITED
TECHNOLOGIES CORP NT
|
06/01/36
|
6.0500%
|
2,491
|
UNITED
TECHNOLOGIES CORP NT
|
05/01/35
|
5.4000%
|
1,950
|
UNITED
TECHNOLOGIES CORP NT
|
05/15/12
|
6.1000%
|
1,033
|
UNITEDHEALTH
GROUP INC
|
11/15/17
|
6.0000%
|
2,266
|
UNITEDHEALTH
GROUP INC NT
|
11/15/37
|
6.6250%
|
556
|
UNITEDHEALTH
GROUP INC NT
|
03/15/36
|
5.8000%
|
2,482
|
UNITEDHEALTH
GROUP INC NT
|
08/15/09
|
4.1250%
|
974
|
UNITEDHEALTH
GROUP INC SR NT
|
02/15/13
|
4.8750%
|
438
|
UNITEDHEALTH
GROUP INC SR NT
|
03/15/15
|
4.8750%
|
936
|
UNIVERSAL
HEALTH SVCS INC NT
|
06/30/16
|
7.1250%
|
1,977
|
US
BK NATL ASSN MTN #SB 00001
|
08/01/11
|
6.3750%
|
1,964
|
US
BK NATL ASSN MTN #TR 00202
|
03/02/09
|
3.4000%
|
881
|
US
TREASURY NOTES
|
05/15/18
|
3.8750%
|
8,125
|
USA
WASTE SERVICES INC SR NTS
|
07/15/28
|
7.0000%
|
1,158
|
USAA
AUTO OWNER 07 2 CL A-4
|
06/15/13
|
5.0700%
|
1,183
|
USAA
AUTO OWNER 08 1 CL A-3
|
04/16/12
|
4.1600%
|
962
|
USAA
AUTO OWNER TR 05-2 CL A-4
|
02/15/11
|
4.1700%
|
416
|
VALE
OVERSEAS LTD GTD NT
|
11/21/36
|
6.8750%
|
164
|
VALE
OVERSEAS LTD GTD NT
|
11/21/36
|
6.8750%
|
7,280
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
VALERO
ENERGY CORP NT
|
06/15/17
|
6.1250%
|
1,092
|
VALERO
ENERGY CORP NT
|
06/15/37
|
6.6250%
|
586
|
VALERO
ENERGY CORP NT
|
04/15/12
|
6.8750%
|
685
|
VANDERBILT
MTG & FIN 02B CL A4
|
02/07/26
|
5.8400%
|
1,949
|
VANDERBILT
MTG & FIN 03A CL A4
|
05/07/26
|
6.2100%
|
1,450
|
VANDERBILT
MTG 01-A CL A-4
|
06/07/28
|
7.2350%
|
1,087
|
VANDERBILT
MTG 02-C A4
|
08/07/24
|
6.5700%
|
1,931
|
VERIZON
COMMUNICATIONS INC NT
|
04/15/38
|
6.9000%
|
5,957
|
VERIZON
COMMUNICATIONS INC NT
|
04/15/13
|
5.2500%
|
1,758
|
VERIZON
COMMUNICATIONS INC NT
|
03/01/39
|
8.9500%
|
5,996
|
VERIZON
GLOBAL FDG CORP BD
|
06/15/12
|
6.8750%
|
3,200
|
VERIZON
GLOBAL FDG CORP NT
|
09/15/35
|
5.8500%
|
226
|
VERIZON
MD INC DEB SER B
|
06/15/33
|
5.1250%
|
5,799
|
VERIZON
NEW ENG INC DEB
|
09/15/11
|
6.5000%
|
1,227
|
VERIZON
NEW YORK INC DEB SER A
|
04/01/32
|
7.3750%
|
949
|
VERIZON
NEW YORK INC DEB SER A
|
04/01/12
|
6.8750%
|
588
|
VERIZON
WIRELESS CAP LLC NT
|
11/15/18
|
8.5000%
|
2,372
|
VERIZON
WIRELESS CAP LLC NT
|
11/15/18
|
8.5000%
|
1,726
|
VERZION
COMMUNICATIONS INC
|
02/15/13
|
4.3500%
|
4,075
|
VIACOM
INC NEW SR NT
|
10/05/37
|
6.7500%
|
1,234
|
VIACOM
INC SR NT
|
04/30/11
|
5.7500%
|
1,416
|
VIACOM
INC SR NT
|
08/15/12
|
5.6250%
|
1,215
|
VIRGINIA
ELE & PWR CO SR NT
|
01/15/36
|
6.0000%
|
1,425
|
VIRGINIA
ELEC & PWR CO A
|
01/15/16
|
5.4000%
|
4,360
|
VIRGINIA
ELEC & PWR CO SR DEB
|
11/15/38
|
8.8750%
|
1,063
|
VIRGINIA
ELEC & PWR CO SR DEB
|
11/15/38
|
8.8750%
|
2,749
|
VIRGINIA
ELEC & PWR CO SR NT
|
03/01/13
|
4.7500%
|
1,852
|
VIVENDI
NT 144A
|
04/04/18
|
6.6250%
|
1,842
|
VODAFONE
AIRTOUCH PLC NT
|
02/15/10
|
7.7500%
|
9,543
|
VODAFONE
AIRTOUCH PLC NT
|
02/15/10
|
7.7500%
|
663
|
VODAFONE
GROUP INC NEW NT
|
03/15/16
|
5.7500%
|
1,397
|
VODAFONE
GROUP PLC
|
09/15/15
|
5.0000%
|
2,561
|
VODAFONE
GROUP PLC NEW NT
|
12/16/13
|
5.0000%
|
2,008
|
WACHOVIA
BK NATL ASSN MEDIUM
|
11/15/17
|
6.0000%
|
2,350
|
WACHOVIA
BK NATL ASSN MTN
|
01/15/38
|
6.6000%
|
759
|
WACHOVIA
BK NATL ASSN MTN
|
01/15/38
|
6.6000%
|
1,855
|
WACHOVIA
CAP TR III FIXED FLTG
|
03/15/42
|
VAR
RT
|
3,021
|
WACHOVIA
CORP GLOBAL MEDIUM
|
05/01/13
|
5.5000%
|
1,841
|
WACHOVIA
CORP NEW NT
|
10/15/16
|
5.6250%
|
3,033
|
WACHOVIA
CORP NEW SR HLDG CO
|
03/15/11
|
VAR
RT
|
4,465
|
WACHOVIA
CORP NEW SR NT
|
06/15/17
|
5.7500%
|
1,081
|
WAL
MART STORES INC NT
|
08/10/09
|
6.8750%
|
1,595
|
WAL
MART STORES INC NT
|
08/15/37
|
6.5000%
|
1,517
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
WAL
MART STORES INC NT
|
09/01/35
|
5.2500%
|
2,178
|
WALMART
STORES INC GLOBAL NT
|
02/15/11
|
4.1250%
|
1,777
|
WAL-MART
STORES INC NT
|
04/15/38
|
6.2000%
|
4,175
|
WAL-MART
STORES INC NT
|
04/15/38
|
6.2000%
|
3,692
|
WAL-MART
STORES INC NT
|
04/15/38
|
6.2000%
|
870
|
WASHINGTON
MUT MTG 2005-8 1A8
|
10/25/35
|
5.5000%
|
1,153
|
WASHINGTON
MUT BK # SR
|
01/15/13
|
5.5000%
|
14
|
WASHINGTON
MUT MTG 2005-8 1A10
|
01/15/10
|
4.2000%
|
14
|
WASTE
MGMT INC DEL SR NT
|
08/01/10
|
7.3750%
|
967
|
WASTE
MGMT INC DEL SR NT
|
05/15/32
|
7.7500%
|
888
|
WASTE
MGMT INC DEL SR NT
|
11/15/12
|
6.3750%
|
622
|
WEATHERFORD
INTL INC NEW
|
06/15/37
|
6.8000%
|
1,642
|
WEATHERFORD
INTL LTD GTD SR NT
|
03/15/38
|
7.0000%
|
1,307
|
WELLPOINT
INC NT
|
06/15/17
|
5.8750%
|
2,910
|
WELLPOINT
INC NT
|
12/15/14
|
5.0000%
|
2,220
|
WELLS
FARGO & CO
|
12/11/17
|
5.6250%
|
1,270
|
WELLS
FARGO & CO NEW SR NT
|
10/23/12
|
5.2500%
|
757
|
WELLS
FARGO & CO NEW SR NT
|
01/12/11
|
4.8750%
|
3,502
|
WELLS
FARGO & CO NEW SR NT
|
01/31/13
|
4.3750%
|
1,480
|
WELLS
FARGO & CO NEW SUB NT
|
11/15/14
|
5.0000%
|
4,012
|
WELLS
FARGO & COMPANY
|
12/09/11
|
3.0000%
|
3,119
|
WELLS
FARGO & COMPANY
|
01/31/13
|
4.3750%
|
712
|
WELLS
FARGO BANK NATL ASSN
|
05/16/16
|
5.7500%
|
416
|
WELLS
FARGO CAP X GTD CAP SECS
|
12/15/36
|
5.9500%
|
1,726
|
WELLS
FARGO CAP XIII FXD TO
|
12/31/49
|
VAR
RT
|
4,027
|
WELLS
FARGO FINL 05-A CL A-4
|
05/15/12
|
4.2800%
|
1,735
|
WELLS
FARGO HOME EQ 04 2 AI-5
|
11/25/28
|
VAR
RT
|
2,035
|
WEYERHAEUSER
CO DEB
|
07/15/23
|
7.1250%
|
1,200
|
WEYERHAUSER
CO NTS
|
03/15/12
|
6.7500%
|
3,385
|
WILLIS
NORTH AMER INC SR NT
|
07/15/15
|
5.6250%
|
877
|
WILLIS
NORTH AMER INC SR NT
|
07/15/10
|
5.1250%
|
966
|
WORLD
SVGS BK FSB # TR 00001
|
12/15/09
|
4.1250%
|
2,062
|
WYETH
NT
|
04/01/37
|
5.9500%
|
7,345
|
WYETH
NT
|
02/15/16
|
5.5000%
|
2,149
|
WYETH
SR NT
|
02/01/24
|
6.4500%
|
1,309
|
XCEL
ENERGY INC MINN SR NT
|
12/01/10
|
7.0000%
|
1,276
|
XCEL
ENERGY INC SR NT
|
07/01/36
|
6.5000%
|
1,373
|
XTO
ENERGY INC
|
04/15/12
|
7.5000%
|
1,610
|
XTO
ENERGY INC SR NT
|
08/01/37
|
6.7500%
|
2,550
|
XTO
ENERGY INC SR NT
|
04/01/36
|
6.1000%
|
1,543
|
XTO
ENERGY INC SR NT
|
12/15/13
|
5.7500%
|
699
|
XTO
ENERGY INC SR NT
|
06/15/18
|
5.5000%
|
1,045
|
XTO
ENERGY INC SR NT
|
12/15/18
|
6.5000%
|
1,241
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
XTO
ENERGY INC SR NT
|
06/15/38
|
6.3750%
|
2,521
|
ZFS
FIN USA TR I SER 1 144A
|
12/15/49
|
VAR
RT
|
2,066
|
ZFS
FIN USA TR II SER II 144A
|
12/15/49
|
VAR
RT
|
1,420
|
Total
Corporate Debt Instruments
|
$ 2,013,302
|
||
Other
Investments:
|
|||
AUSTRALIA
(COMMONWEALTH OF)
|
03/15/19
|
5.2500%
|
$ 617
|
BRAZIL
FEDERATIVE REP
|
01/17/17
|
6.0000%
|
5,287
|
BRAZIL
FEDERATIVE REP BD
|
01/20/34
|
8.2500%
|
195
|
DENMARK
(KINGDOM OF)
|
11/15/17
|
4.0000%
|
4,237
|
DENMARK
(KINGDOM OF)
|
11/15/13
|
5.0000%
|
2,093
|
DENMARK(KINGDOM)
BDS
|
11/15/15
|
4.0000%
|
14,502
|
DUTCH
GOVT
|
01/15/10
|
3.0000%
|
26,952
|
FINANCEMENT
QUEBEC
|
10/25/12
|
5.0000%
|
1,537
|
GERMANY
(FEDERAL REPUBLIC)
|
01/04/15
|
3.7500%
|
15,097
|
GERMANY
(FEDERAL REPUBLIC)
|
01/04/17
|
3.7500%
|
1,009
|
GERMANY
(FEDERAL REPUBLIC)
|
01/04/18
|
4.0000%
|
30,020
|
GERMANY
(FEDERAL REPUBLIC)
|
07/04/39
|
4.2500%
|
652
|
GERMANY
(FEDERAL REPUBLIC)
|
07/04/34
|
4.7500%
|
10,371
|
GOVERNMENT
OF CANADA
|
06/01/17
|
4.0000%
|
1,233
|
GOVERNMENT
OF CANADA
|
06/01/13
|
5.2500%
|
2,020
|
GOVERNMENT
OF CANADA
|
06/01/33
|
5.7500%
|
1,558
|
ILLINOIS
ST TXBL
|
06/01/33
|
5.1000%
|
2,546
|
JAPAN
|
03/20/18
|
1.3000%
|
6,406
|
JAPAN
|
03/20/17
|
1.7000%
|
5,876
|
JAPAN
FIN CORP FOR MUNICAP
|
05/09/16
|
2.0000%
|
8,127
|
JAPAN
FIN CORP FOR MUNICIP ENT
|
06/22/18
|
1.9000%
|
5,378
|
KOREA
DEV BK NT
|
09/16/10
|
4.6250%
|
996
|
NETHERLANDS
GOVERNMENT
|
07/15/17
|
4.5000%
|
6,855
|
NETHERLANDS(KINGDOM
OF)
|
07/15/18
|
4.0000%
|
8,205
|
NEW
BRUNSWICK PROV CDA BD
|
02/21/17
|
5.2000%
|
4,371
|
NOVA
SCOTIA PROV CDA BD
|
01/26/17
|
5.1250%
|
4,181
|
ONTARIO
PROV CDA BD
|
09/08/10
|
3.1250%
|
4,135
|
ONTARIO
PROV CDA GLOBAL NT
|
02/03/15
|
4.5000%
|
815
|
PROV
OF NOVA SCOTIA
|
02/27/12
|
5.7500%
|
2,405
|
PROV
OF QUEBEC
|
05/26/15
|
4.6000%
|
1,727
|
PROV
OF QUEBEC
|
01/22/11
|
6.1250%
|
1,224
|
PROVINCE
OF ONTARIO
|
02/22/11
|
2.7500%
|
2,474
|
QUEBEC
PROV CDA GLOBAL NT
|
11/14/16
|
5.1250%
|
2,216
|
QUEENSLAND
TREASURY CORP
|
09/14/17
|
6.0000%
|
22
|
RUSSIAN
FEDERATION BDS REG S
|
03/31/30
|
STEP
|
4,854
|
SALES
TAX ASSET RECEIVABLE N Y
|
10/15/10
|
4.0600%
|
2,373
|
SWEDEN(KINGDOM
OF)
|
08/12/17
|
3.7500%
|
801
|
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
TREASURY
|
09/07/15
|
4.7500%
|
6,042
|
TREASURY
STK
|
09/07/14
|
5.0000%
|
766
|
TREASURY
STK GBP1
|
03/07/36
|
4.2500%
|
1,983
|
UNITED
KINGDOM (GOVERNMENT OF)
|
03/07/18
|
5.0000%
|
2,356
|
UNITED
MEXICAN MTN #TR00019
|
01/15/17
|
5.6250%
|
4,583
|
UNITED
MEXICAN STS #TR 00013
|
04/08/33
|
7.5000%
|
1,170
|
UNITED
MEXICAN STS MEDIUM TERM
|
01/11/40
|
6.0500%
|
825
|
UNITED
MEXICAN STS MTN TR00017
|
09/27/34
|
6.7500%
|
1,507
|
UNITED
MEXICAN STS TR# 00010
|
01/16/13
|
6.3750%
|
2,703
|
WISCONSIN
ST GEN REV TXB-SER A
|
05/01/13
|
4.8000%
|
471
|
WISCONSIN
ST GEN REV TXB-SER A
|
05/01/18
|
5.2000%
|
309
|
WISCONSIN
ST GEN REV TXB-SER A
|
05/01/26
|
5.7000%
|
764
|
Total
Other Investments
|
$ 216,846
|
||
**Common/Collective
Trust:
|
|||
TBC
INC. POOLED EMP DAILY
|
12/31/49
|
VAR
RT
|
$ 88,251
|
Liabilities
for pending settlements
|
$ (71,334)
|
||
Total
Investment Contract
|
$ 4,100,266
|
||
Total
Fixed Income Fund
|
$ 4,663,410
|
||
Principal
|
|||
Amount
or
|
Current
|
||
Description
|
Shares/Units
|
Value
|
|
**T.
Rowe Price Retirement Funds Inc 2005 Trust Fund - Common Collective
Trust
|
3,801
|
$ 30,522
|
|
**T.
Rowe Price Retirement Funds Inc 2010 Trust Fund - Common Collective
Trust
|
12,445
|
95,829
|
|
**T.
Rowe Price Retirement Funds Inc 2015 Trust Fund - Common Collective
Trust
|
14,534
|
107,846
|
|
**T.
Rowe Price Retirement Funds Inc 2020 Trust Fund - Common Collective
Trust
|
29,160
|
209,076
|
|
**T.
Rowe Price Retirement Funds Inc 2025 Trust Fund - Common Collective
Trust
|
16,197
|
112,568
|
|
**T.
Rowe Price Retirement Funds Inc 2030 Trust Fund - Common Collective
Trust
|
16,742
|
113,676
|
|
**T.
Rowe Price Retirement Funds Inc 2035 Trust Fund - Common Collective
Trust
|
4,320
|
28,901
|
|
**T.
Rowe Price Retirement Funds Inc 2040 Trust Fund - Common Collective
Trust
|
6,055
|
40,505
|
|
**T.
Rowe Price Retirement Funds Inc 2045 Trust Fund - Common Collective
Trust
|
3,267
|
21,858
|
|
**T.
Rowe Price Retirement Funds Inc 2050 Trust Fund - Common Collective
Trust
|
201
|
1,343
|
|
**T.
Rowe Price Retirement Funds Inc 2055 Trust Fund - Common Collective
Trust
|
566
|
3,784
|
|
**T.
Rowe Price Retirement Funds Inc Income Trust Fund - Common Collective
Trust
|
6,772
|
56,546
|
|
Principal
|
|||
Amount
or
|
Current
|
||
Description
|
Shares/Units
|
Value
|
|
TRADELINK
BROKERAGE LINK ACCOUNT
|
|||
Participant
- Directed Brokerage Link Account
|
$ 209,846
|
||
ADMINISTRATIVE
FUND
|
|||
TBC
Inc Pooled Emp Daily - Common Collective Trust
|
3,668
|
||
KODAK
STOCK FUND
|
|||
**Eastman
Kodak Company - Common Stock
|
3,397
|
21,504
|
|
TBC
Inc Pooled Emp Daily - Common Collective Trust
|
895
|
||
BARCLAYS
GLOBAL INVESTORS US DEBT INDEX FUND - Common Collective
Trust
|
910
|
19,985
|
|
BARCLAYS
GLOBAL INVESTORS EAFE EQUITY INDEX FUND - Common Collective
Trust
|
3,308
|
65,227
|
|
BARCLAYS
GLOBAL INVESTORS RUSSELL 2000 INDEX FUND - Common Collective
Trust
|
5,682
|
71,873
|
|
BARCLAYS
GLOBAL INVESTORS EQUITY INDEX FUND - Common Collective
Trust
|
13,693
|
186,495
|
|
|
|||
Maturity
|
Interest
|
Current
|
|
Description
|
Date
|
Rate
|
Value
|
**Participant
Loans
|
Various
|
Various
|
$ 27,670
|
Total
Plan Investments
|
$ 6,093,027
|
||