|
3170 Fairview Park Drive
|
|
Falls Church, Virginia 22042
|
REPORT OF INDEPENDENT PUBLIC ACCOUNTING FIRM | 2 |
FINANCIAL STATEMENTS AS OF DECEMBER 31, 2010 AND 2009 AND
FOR THE YEAR ENDED DECEMBER 31, 2010:
|
|
Statements of Net Assets Available for Benefits | 3 |
Statements of Changes in Net Assets Available for Benefits | 4 |
Notes to Financial Statements | 5-15 |
SUPPLEMENTAL SCHEDULE AS OF DECEMBER 31, 2010: | |
Form 5500, Schedule H, Part IV, Line 4i — Schedule of Assets (Held at End of Year) | S-1 |
Exhibit 23 — Consent of Independent Registered Public Accounting Firm | E-1 |
Note: All other schedules required by Section 29 CFR 2520.103-10 of the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.
|
REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
|
2010
|
2009
|
|||||||
ASSETS:
|
||||||||
Total investments – at fair value
|
$ | 3,176,944,977 | $ | 2,806,196,493 | ||||
Receivables:
|
||||||||
Notes receivable from participants
|
46,681,313 | 40,601,658 | ||||||
Accrued investment income
|
3,472,300 | 1,920,293 | ||||||
Unsettled trade receivables
|
14,636,675 | 4,316,812 | ||||||
Other
|
708,600 | 1,545,955 | ||||||
Total receivables
|
65,498,888 | 48,384,718 | ||||||
Total assets
|
3,242,443,865 | 2,854,581,211 | ||||||
LIABILITIES: | ||||||||
Accrued expenses | 1,208,805 | 977,358 | ||||||
Unsettled trade payables | 60,763,992 | 28,819,281 | ||||||
Other | 2,139 | 31,431 | ||||||
Total liabilities | 61,974,936 | 29,828,070 | ||||||
NET ASSETS AVAILABLE FOR BENEFITS – At fair value | 3,180,468,929 | 2,824,753,141 | ||||||
Adjustment from fair value to contract value for fully benefit-responsive investment contracts | (346,168 | ) | (313,956 | ) | ||||
NET ASSETS AVAILABLE FOR BENEFITS | $ | 3,180,122,761 | $ | 2,824,439,185 |
2010
|
||||
INVESTMENT GAINS:
|
||||
Net appreciation in fair value of investments
|
$ | 202,445,955 | ||
Interest
|
9,414,386 | |||
Dividends
|
10,285,146 | |||
Net investment gains
|
222,145,487 | |||
ADDITIONS:
|
||||
Participant contributions
|
252,210,179 | |||
Employer contributions
|
91,059,120 | |||
Participant rollovers
|
8,829,333 | |||
Interest income on notes receivable from participants | 2,424,422 | |||
Total additions
|
354,523,054 | |||
DEDUCTIONS: | ||||
Distributions to participants | 299,490,266 | |||
Administrative expenses | 3,682,716 | |||
Total deductions | 303,172,982 | |||
INCREASE IN NET ASSETS AVAILABLE FOR BENEFITS BEFORE PLAN TRANSFERS
|
273,495,559 | |||
NET TRANSFERS FROM OTHER PLANS
|
82,188,017 | |||
NET ASSETS AVAILABLE FOR BENEFITS:
|
||||
Beginning of year
|
2,824,439,185 | |||
End of year
|
$ | 3,180,122,761 |
1.
|
DESCRIPTION OF THE PLAN
|
|
•
|
Group 1 — 100% of the first 5% of the participant’s compensation deferral;
|
|
•
|
Group 2 — 50% of the first 3% of the participant’s compensation deferral;
|
|
•
|
Group 3 — 75% of the first 4% of the participant’s compensation deferral;
|
|
•
|
Group 4 — 66 cents for every $1 contributed through the February 27, 2009 paycheck; $1 for every $1 contributed up to 10% effective with the March 19, 2009 paycheck;
|
|
•
|
Group 5 — 60% of the first 4% of the participant’s compensation deferral and 40% of the next 4% up to 8%;
|
|
•
|
Group 6 — discretionary employer contribution of $67.20 biweekly;
|
|
•
|
Group 7 — discretionary employer contribution of 4%;
|
|
•
|
Group 8 — discretionary employer contribution of 6.1%;
|
|
•
|
Group 9 — discretionary employer contribution of 5%;
|
|
•
|
Group 10 — 50% of the first 2% of the participant’s compensation deferral and discretionary employer contribution of 3%;
|
|
•
|
Group 11 — 66 2/3 cents for each $1 up to the first 6% of the participant’s compensation deferral;
|
|
•
|
Group 12 — 100% of the first 8% of the participant’s compensation deferral;
|
|
•
|
Group 13 — no match, no discretionary employer contribution
|
|
•
|
Group 14 — discretionary employer contribution of $85.60 biweekly;
|
|
•
|
Group 15 — discretionary employer contribution of $51.20 weekly;
|
|
•
|
Group 16 — discretionary employer contribution of $90.40 biweekly;
|
|
•
|
Group 17 — discretionary employer contribution of $102.40 weekly;
|
2.
|
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
|
3.
|
TAX STATUS
|
4.
|
INVESTMENT FUNDS
|
Description of Issue
|
2010
|
2009
|
||||||
SSgA Money Market Fund
|
$ | 285,131,985 | $ | 288,660,431 | ||||
Commingled Funds:
|
||||||||
Mellon Bank Daily Liquidity Stock Index Fund (1)
|
390,977,604 | 346,210,340 | ||||||
Mellon Bank EB Daily Market Completion Fund (1)
|
291,783,603 | 167,356,438 | ||||||
Frank Russell Equity #1 Fund
|
185,660,778 | 216,215,173 | ||||||
CSC common stock (1)
|
452,312,965 | 506,363,297 | ||||||
(1) Represents a party-in-interest to the Plan. |
2010
|
||||
Interest in commingled funds
|
$ | 254,646,943 | ||
CSC common stock
|
(68,899,185 | ) | ||
International equities
|
9,617,506 | |||
Bonds and debentures
|
7,144,524 | |||
Other
|
(63,833 | ) | ||
|
||||
Total appreciation in fair value of investments | $ | 202,445,955 |
5.
|
FAIR VALUE MEASUREMENTS
|
Fixed-income class | Examples of standard inputs |
All | Trade execution data, live trading levels, cash flows, bids, offers, quotes, spreads, indices, Treasury curves, observed market movements, volatility, specific terms and conditions (collectively referred to as "standard inputs") |
Corporate bonds | Standard inputs and events affecting market sectors and individual issuer credit worthiness |
U.S. Treasuries, U.S. government agencies, state and local obligations, non-U.S. government securities | Standard inputs and Treasury curves and spreads |
Mortgage backed securities, asset backed securities | Prepayment speeds, actual pool, and collateral information |
Investment Assets at Fair Value as of December 31, 2010
|
||||||||||||||||
Quoted Prices in Active Markets for Identical Assets
Level 1
|
Significant Observable Inputs
Level 2
|
Significant Unobservable Inputs
Level 3
|
Total Fair Value
|
|||||||||||||
Equity:
|
||||||||||||||||
International
|
$ | 84,357,836 | $ | 119,865,313 | $ | - | $ | 204,223,149 | ||||||||
CSC common stock
|
452,312,965 | - | - | 452,312,965 | ||||||||||||
Domestic equity commingled funds
|
- | 1,075,861,117 | - | 1,075,861,117 | ||||||||||||
Fixed Income:
|
||||||||||||||||
U.S. Treasuries
|
- | 79,632,319 | - | 79,632,319 | ||||||||||||
U.S. government agencies
|
- | 5,630,574 | - | 5,630,574 | ||||||||||||
State and local obligations
|
- | 5,900,340 | - | 5,900,340 | ||||||||||||
Non U.S. government
|
- | 1,313,165 | - | 1,313,165 | ||||||||||||
Mortgage backed securities
|
- | 68,192,184 | - | 68,192,184 | ||||||||||||
Asset backed securities
|
- | 74,745,039 | - | 74,745,039 | ||||||||||||
Corporate
|
- | 85,762,342 | - | 85,762,342 | ||||||||||||
Fixed income commingled fund
|
- | 101,954,077 | - | 101,954,077 | ||||||||||||
Stable value fund
|
- | 9,577,408 | - | 9,577,408 | ||||||||||||
Balanced commingled funds
|
- | 687,928,485 | - | 687,928,485 | ||||||||||||
Other fixed income securities
|
- | 253,901 | - | 253,901 | ||||||||||||
Derivatives
|
- | (1,001,975 | ) | - | (1,001,975 | ) | ||||||||||
Cash & cash equivalents
|
677 | 324,659,210 | - | 324,659,887 | ||||||||||||
Total
|
$ | 536,671,478 | $ | 2,640,273,499 | $ | - | $ | 3,176,944,977 |
Investment Assets at Fair Value as of December 31, 2009
|
||||||||||||||||
Quoted Prices in Active Markets for Identical Assets
Level 1
|
Significant Observable Inputs
Level 2
|
Significant Unobservable Inputs
Level 3
|
Total Fair Value
|
|||||||||||||
Equity:
|
||||||||||||||||
International
|
$ | 57,327,369 | $ | 142,452,325 | $ | - | $ | 199,779,694 | ||||||||
CSC common stock
|
506,363,297 | - | - | 506,363,297 | ||||||||||||
Domestic equity commingled funds
|
- | 806,060,924 | - | 806,060,924 | ||||||||||||
Fixed Income:
|
||||||||||||||||
U.S. Treasuries
|
- | 40,309,290 | - | 40,309,290 | ||||||||||||
U.S. government agencies
|
- | 15,245,301 | - | 15,245,301 | ||||||||||||
State and local obligations
|
- | 1,833,154 | - | 1,833,154 | ||||||||||||
Non U.S. government
|
- | 11,156,790 | - | 11,156,790 | ||||||||||||
Mortgage backed securities
|
- | 42,157,019 | - | 42,157,019 | ||||||||||||
Asset backed securities
|
- | 76,258,528 | - | 76,258,528 | ||||||||||||
Corporate
|
- | 85,979,997 | - | 85,979,997 | ||||||||||||
Fixed income commingled fund
|
- | 92,234,179 | - | 92,234,179 | ||||||||||||
Stable value fund
|
- | 10,454,801 | - | 10,454,801 | ||||||||||||
Balanced commingled funds
|
- | 587,150,907 | - | 587,150,907 | ||||||||||||
Other fixed income securities
|
- | 10,333,490 | - | 10,333,490 | ||||||||||||
Derivatives
|
- | 274,612 | - | 274,612 | ||||||||||||
Cash & cash equivalents
|
724 | 320,603,786 | - | 320,604,510 | ||||||||||||
Total
|
$ | 563,691,390 | $ | 2,242,505,103 | $ | - | $ | 2,806,196,493 |
·
|
Domestic equity commingled funds
|
·
|
Fixed income commingled fund
|
·
|
Stable value fund
|
·
|
Balanced commingled funds
|
6.
|
PARTICIPANT LOANS
|
7.
|
INVESTMENTS IN CSC TRUST
|
2010
|
2009
|
|||||||
Investments – at fair value
|
||||||||
Cash
|
$ | 250,732 | $ | 109,439 | ||||
Short-term investment funds
|
68,649,094 | 69,698,599 | ||||||
Money market
|
285,131,985 | 288,660,431 | ||||||
Bonds and debentures
|
657,065,070 | 524,286,864 | ||||||
CSC common stock
|
452,312,965 | 506,363,297 | ||||||
Common stock
|
52,988,370 | 32,153,413 | ||||||
International equities
|
244,056,362 | 239,946,677 | ||||||
Investment in registered investment company
|
92,602,665 | 82,939,441 | ||||||
1,853,057,243 | 1,744,158,161 | |||||||
Investment – at estimated fair value:
|
||||||||
Interest in commingled funds
|
3,626,208,921 | 3,002,518,274 | ||||||
Derivatives
|
(1,001,975 | ) | 274,612 | |||||
3,625,206,946 | 3,002,792,886 | |||||||
Total CSC trust – at fair value
|
5,478,264,189 | 4,746,951,047 | ||||||
Adjustment from fair value to contract value for fully benefit-responsive investment contracts
|
(346,168 | ) | (313,956 | ) | ||||
Total CSC trust, Net
|
$ | 5,477,918,021 | $ | 4,746,637,091 | ||||
Plan's Interest in CSC Trust – at fair value | $ | 3,176,944,977 | $ | 2,806,196,493 | ||||
Adjustment from fair value to contract value for fully benefit-responsive investment contracts | (346,168 | ) | (313,956 | ) | ||||
Plan's Interest in CSC Trust, Net | $ | 3,176,598,809 | $ | 2,805,882,537 |
2010
|
||||
Appreciation:
|
||||
Bonds and debentures
|
$ | 16,570,860 | ||
CSC common stock
|
(68,899,185 | ) | ||
International equities
|
18,873,126 | |||
Registered investment company
|
10,943,224 | |||
Interest in commingled funds
|
465,016,784 | |||
Other
|
29,452 | |||
Net appreciation in fair value of investments
|
442,534,261 | |||
Dividends
|
11,660,993 | |||
Interest
|
18,341,388 | |||
CSC Trust investment gains
|
$ | 472,536,642 | ||
Plan’s interest in the CSC Trust investment gains
|
$ | 222,145,487 |
8.
|
EXEMPT PARTY-IN-INTEREST TRANSACTIONS
|
9.
|
MERGERS AND SPIN-OFF
|
10.
|
DERIVATIVE FINANCIAL INSTRUMENTS
|
As of December 31, 2010
|
|||||||||||
Asset Derivatives
|
Liabilities Derivatives
|
||||||||||
Derivatives not qualifying as hedging instruments under Subtopic 815-20
|
Statement of Net Assets Available for Benefits Location
|
Fair Value
|
Statement of Net Assets Available for Benefits Location
|
Fair Value
|
|||||||
Interest rate swaps
|
Investments at fair value
|
$ | 89,169 |
Investments at fair value
|
$ | (1,091,868 | ) | ||||
Credit default swaps
|
Investments at fair value
|
724 | |||||||||
Total derivatives
|
$ | 89,893 | $ | (1,091,868 | ) |
As of December 31, 2009
|
|||||||||||
Asset Derivatives
|
Liabilities Derivatives
|
||||||||||
Derivatives not qualifying as hedging instruments under Subtopic 815-20
|
Statement of Net Assets Available for Benefits Location
|
Fair Value
|
Statement of Net Assets Available for Benefits Location
|
Fair Value
|
|||||||
Interest rate swaps
|
Investments at fair value
|
$ | 879,913 |
Investments at fair value
|
$ | (605,301 | ) | ||||
Total derivatives
|
$ | 879,913 | $ | (605,301 | ) |
For the Year Ended December 31, 2010
|
||||||
Derivatives not qualifying as hedging instruments under Subtopic 815-20
|
Location of Gain or (Loss) in the Statement of Changes in Net Assets Available for Benefits
|
Amount of Gain (Loss) Recognized in Income on Derivatives
|
||||
Interest rate swaps
|
Net appreciation in fair value of investments
|
$ | 1,325,746 | |||
Futures contracts
|
Net depreciation in fair value of investments
|
(228,660 | ) | |||
Credit default swap
|
Net depreciation in fair value of investments
|
(10,373 | ) | |||
Net derivative gain
|
$ | 1,086,713 |
11.
|
RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500
|
2010
|
2009
|
|||||||
Net assets available for benefits per the financial statements
|
$ | 3,180,122,761 | $ | 2,824,439,185 | ||||
Amounts allocated to withdrawing participants
|
(7,230,775 | ) | (5,387,104 | ) | ||||
Adjustment from contract value to fair value for fully benefit-responsive investment contracts
|
346,168 | 313,956 | ||||||
Net assets available for benefits per Form 5500
|
$ | 3,173,238,154 | $ | 2,819,366,037 |
2010
|
||||
Net increase in net assets before transfers per the financial statements
|
$ | 273,495,559 | ||
Adjustment from contract value to fair value for fully benefit-responsive investment contracts, current year
|
346,168 | |||
Adjustment from contract value to fair value for fully benefit-responsive investment contracts, prior year | (313,956 | ) | ||
Distributions allocated to withdrawing participants at end of year | (7,230,775 | ) | ||
Distributions allocated to withdrawing participants at start of year | 5,387,104 | |||
Net increase in net assets before transfers per Form 5500
|
$ | 271,684,100 |
2010
|
||||
Distributions to participants per the financial statements
|
$ | 299,490,266 | ||
Amounts allocated to withdrawing participants at end of year
|
7,230,775 | |||
Amounts allocated to withdrawing participants at start of year
|
(5,387,104 | ) | ||
Distributions to participants per the Form 5500 | $ | 301,333,937 |
12.
|
SUBSEQUENT EVENTS
|
(a)
|
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including maturity date, rate of interest, collateral, par or maturity value
|
(d) Cost
|
(e) Current Value
|
|||||||||
Euro
|
Cash & cash equivalents
|
$ | 677 | ||||||||||
* |
Mellon Temporary Investment Fund
|
Collective Short Term Invest Fd
|
20 | ||||||||||
State Street Global Advisor
|
Money Market Fund
|
285,131,985 | |||||||||||
* |
The Bank of New York Mellon
|
Collective Short Term Invest Fd
|
39,527,205 | ||||||||||
Total Short-Term Investments
|
324,659,210 | ||||||||||||
* |
Computer Sciences Corporation
|
Common Stock (9,119,213 shares)
|
$ | 480,876,298 | 452,312,965 | ||||||||
Computer Sciences Corporation
|
Participant loans
|
46,681,313 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Retirement Fund
|
34,447,738 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Ser Ret 2010
|
63,426,940 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Ser Ret 2015
|
113,040,245 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Ser Ret 2020
|
133,680,481 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Ser Ret 2025
|
123,490,795 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Ser Ret 2030
|
92,326,143 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Ser Ret 2035
|
62,308,327 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Ser Ret 2040
|
37,291,244 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Ser Ret 2045
|
14,775,282 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Target Ser Ret 2050
|
13,141,290 | |||||||||||
* |
Mellon Bank, N.A.
|
Commingled Fund - Daily Liquidity Stock Index Fund
|
390,977,604 | ||||||||||
Frank Russell
|
Commingled Fund - Frank Russell Equity #1 Fund
|
185,660,778 | |||||||||||
T.Rowe Price
|
Commingled Fund - Frozen Stable Value Fund
|
9,577,408 | |||||||||||
* |
Mellon Bank, N.A.
|
Commingled Fund - Mellon EB Daily Liquidity Enhanced~Asset Allocation Fd 010-663
|
117,567,723 | ||||||||||
* |
Mellon Bank, N.A.
|
Commingled Fund - Mellon EB Daily Market Completion Fund
|
291,783,603 | ||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Gov't Tips Bond Fund
|
101,954,077 | |||||||||||
State Street Global Advisor
|
Commingled Fund - SSgA Index Plus Secs Lending Ser A Fund
|
89,871,409 | |||||||||||
Total Interest in Commingled Funds
|
1,875,321,087 |
(a)
|
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost
|
(e) Current Value
|
|||||||||||
Achmea Hypotheekbank Nv Medium~Term Nts Book Entry 144A Neth~Tranche # Tr 1~Scheme
|
Corporate bonds
|
3.200 | % |
11/3/14
|
$ | 1,082,037 | |||||||||
Alabama Pwr Co~Sr Nt Ser 2007D
|
Corporate bonds
|
4.850 | % |
12/15/12
|
643,548 | ||||||||||
America Movil S A De C V~Gtd Sr Nt
|
Corporate bonds
|
5.500 | % |
03/01/14
|
436,759 | ||||||||||
American Express Cr Corp~Medium Term Nts Book Entry~Tranche # Tr 00073
|
Corporate bonds
|
2.750 | % |
9/15/15
|
826,300 | ||||||||||
American Intl Group Inc~Nt
|
Corporate bonds
|
6.400 | % |
12/15/20
|
104,921 | ||||||||||
American Transmission Sys Inc~Sr Nt
|
Corporate bonds
|
5.250 | % |
1/15/22
|
307,497 | ||||||||||
Anadarko Pete Corp~Anadarko Pete Corp~Sr Nt
|
Corporate bonds
|
6.375 | % |
09/15/17
|
315,900 | ||||||||||
Anadarko Pete Corp~Anadarko Pete Corp~Sr Nt
|
Corporate bonds
|
5.950 | % |
9/15/16
|
418,973 | ||||||||||
Anadarko Pete Corp~Anadarko Pete Corp~Sr Nt
|
Corporate bonds
|
7.625 | % |
3/15/14
|
112,104 | ||||||||||
Anadarko Pete Corp~Anadarko Pete Corp~Sr Nt
|
Corporate bonds
|
5.750 | % |
6/15/14
|
80,283 | ||||||||||
Anglogold Ashanti Hldgs Plc~Gtd Nt
|
Corporate bonds
|
5.375 | % |
4/15/20
|
150,800 | ||||||||||
Anheuser Busch Inbev Worldwide~Inc~Gtd Nt
|
Corporate bonds
|
5.375 | % |
1/15/20
|
460,527 | ||||||||||
Aol Time Warner Inc
|
Corporate bonds
|
7.625 | % |
04/15/31
|
12,157 | ||||||||||
AT&T Broadband Corp~Nt
|
Corporate bonds
|
8.375 | % |
03/15/13
|
1,018,421 | ||||||||||
AT&T Corp~Usd Sr Nt
|
Corporate bonds
|
7.300 | % |
11/15/11
|
596,860 | ||||||||||
Australia & New Zealand Bkg~Group Ltd Sr Medium Term Nts~Tranche # Sr 00005~Govt Gtee Scheme
|
Corporate bonds
|
06/18/12
|
791,122 | ||||||||||||
Bank Amer Fdg Corp
|
Corporate bonds
|
5.625 | % |
7/1/20
|
739,130 | ||||||||||
Bank Amer Fdg Corp~Global Nt
|
Corporate bonds
|
4.500 | % |
04/01/15
|
711,431 | ||||||||||
Bank New York Inc Medium Term~Sr Nts Book Entry~Tranche # Tr 00027
|
Corporate bonds
|
03/23/12
|
459,425 | ||||||||||||
Bnp Paribas Home Ln Covered~Bds~Bd
|
Corporate bonds
|
2.200 | % |
11/2/15
|
689,558 | ||||||||||
Bp Cap Mkts P L C~Gtd Nt
|
Corporate bonds
|
5.250 | % |
11/07/13
|
928,140 | ||||||||||
Bp Cap Mkts P L C~Gtd Nt
|
Corporate bonds
|
3.125 | % |
3/10/12
|
582,848 | ||||||||||
Bp Cap Mkts P L C~Gtd Nt
|
Corporate bonds
|
3.125 | % |
10/1/15
|
1,149,207 | ||||||||||
Bristol-Meyer Squibb
|
Corporate bonds
|
6.875 | % |
08/01/97
|
22,453 | ||||||||||
Broadcom Corp~Sr Nt
|
Corporate bonds
|
1.500 | % |
11/01/13
|
1,529,513 | ||||||||||
Burlingtn North Santa Fe
|
Corporate bonds
|
5.050 | % |
3/1/41
|
204,576 | ||||||||||
Burlington Northn Santa Fe~Corp~Nt
|
Corporate bonds
|
7.000 | % |
02/01/14
|
651,390 | ||||||||||
Burlington Northn Santa Fe~Corp~Nt Dtd 05/15/2001
|
Corporate bonds
|
6.750 | % |
07/15/11
|
754,711 | ||||||||||
Canadian Nat Res Ltd~Nt
|
Corporate bonds
|
6.500 | % |
2/15/37
|
170,625 | ||||||||||
Canadian Natl Ry Co~Nt
|
Corporate bonds
|
6.375 | % |
10/15/11
|
631,971 | ||||||||||
Capital One Finl Corp~Sr Nt
|
Corporate bonds
|
6.250 | % |
11/15/13
|
515,858 | ||||||||||
Carefusion Corp~Sr Nt
|
Corporate bonds
|
6.375 | % |
8/1/19
|
310,692 | ||||||||||
Cenovus Energy Inc~Sr Nt
|
Corporate bonds
|
6.750 | % |
11/15/39
|
273,773 | ||||||||||
Centerpoint Energy Res Corp~Sr Nt
|
Corporate bonds
|
7.875 | % |
04/01/13
|
73,479 | ||||||||||
Cdp Finl Inc Rstr~Gtd Sr Nt
|
Corporate bonds
|
4.400 | % |
11/25/19
|
1,296,267 | ||||||||||
Cincinnati Gas & Elec Co~Deb
|
Corporate bonds
|
5.700 | % |
09/15/12
|
753,676 | ||||||||||
Citigroup Fdg Inc Fdic Gtd
|
Corporate bonds
|
2.250 | % |
12/10/12
|
555,449 | ||||||||||
Citigroup Inc
|
Corporate bonds
|
6.375 | % |
8/12/14
|
187,886 | ||||||||||
Citigroup Inc~Nt
|
Corporate bonds
|
4.587 | % |
12/15/15
|
443,067 | ||||||||||
Citigroup Inc~Sr Nt
|
Corporate bonds
|
4.750 | % |
5/19/15
|
261,775 | ||||||||||
Citigroup Inc~Sr Nt
|
Corporate bonds
|
5.375 | % |
8/9/20
|
618,211 | ||||||||||
Comcast Corp New~Gtd Nt
|
Corporate bonds
|
5.900 | % |
3/15/16
|
111,953 | ||||||||||
Comcast Corp New~Nt
|
Corporate bonds
|
7.050 | % |
03/15/33
|
39,984 | ||||||||||
Comcast Corp New~Nt
|
Corporate bonds
|
6.950 | % |
8/15/37
|
141,384 | ||||||||||
Comcast Corp New~Nt
|
Corporate bonds
|
6.400 | % |
3/1/40
|
107,186 | ||||||||||
Consolidated Nat Gas Co~Sr Nt
|
Corporate bonds
|
5.000 | % |
03/01/14
|
26,821 | ||||||||||
Constellation Energy Group Inc~Nt Dtd 03/26/2002
|
Corporate bonds
|
7.600 | % |
04/01/32
|
141,465 | ||||||||||
Corporacion Nacional Del Cobre *Pp*~ De Chile~Nt~144A
|
Corporate bonds
|
4.750 | % |
10/15/14
|
662,321 | ||||||||||
Corporacion Nacional Del Cobre Restr~ De Chile~Nt
|
Corporate bonds
|
3.750 | % |
11/04/20
|
241,620 | ||||||||||
Covidien Intl Fin S A~Gtd Nt
|
Corporate bonds
|
2.800 | % |
6/15/15
|
401,476 | ||||||||||
Cox Communications Inc New Restr
|
Corporate bonds
|
8.375 | % |
3/1/39
|
259,182 | ||||||||||
Credit Suisse Ag Medium Term~Sub Nts Book Entry~Tranche # Tr 00004
|
Corporate bonds
|
5.400 | % |
1/14/20
|
382,976 | ||||||||||
Credit Suisse First Boston N Y~Brh Medium Term Sr Nts Book~Tranche # Tr 00411
|
Corporate bonds
|
5.000 | % |
05/15/13
|
457,419 | ||||||||||
Credit Suisse First Boston N Y~Brh Medium Term Sr Nts Book~Tranche # Tr 00411
|
Corporate bonds
|
5.000 | % |
5/15/13
|
484,326 | ||||||||||
Credit Suisse Guernsey Brh~Cap Nt Tier 1 Fixed To Fltg
|
Corporate bonds
|
5.860 | % |
12/31/49
|
283,500 | ||||||||||
Crown Castle Towers Llc / Restr~Crown Castle South Llc / Crown 144A~2010-1 Sr Secd Rev Nt Cl
|
Corporate bonds
|
4.523 | % |
01/15/35
|
639,053 | ||||||||||
Crown Castle Towers Llc / Restr~Crown Castle South Llc / Crown 144A~2010-3 Sr Secd Rev Nt Cl
|
Corporate bonds
|
6.113 | % |
1/15/40
|
646,858 | ||||||||||
Dexia Cr Loc Acting Thru Its Restr~New York Banch 144A~Gtd Nt
|
Corporate bonds
|
2.000 | % |
3/5/13
|
1,417,952 | ||||||||||
Dexia Cr Loc Societe Anonyme~Nt
|
Corporate bonds
|
2.750 | % |
1/10/14
|
2,187,972 | ||||||||||
Directv Hldgs Llc / Directv~Fing Inc~Sr Nt
|
Corporate bonds
|
3.125 | % |
2/15/16
|
666,002 | ||||||||||
Discovery Communications Llc~Gtd Secd Nt
|
Corporate bonds
|
3.700 | % |
6/1/15
|
481,433 | ||||||||||
Dominion Res Inc Va New~Sr Nt Ser B
|
Corporate bonds
|
5.950 | % |
6/15/35
|
185,974 | ||||||||||
Dow Chem Co~Nt
|
Corporate bonds
|
4.250 | % |
11/15/20
|
487,571 | ||||||||||
Duke Energy Corp
|
Corporate bonds
|
5.050 | % |
9/15/19
|
344,370 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost | (e) Current Value | |||||||||||
Eksportfinans A S A Medium~Term Nts Book Entry~Tranche # Tr 00087
|
Corporate bonds
|
5.125 | % |
10/26/11
|
$ | 751,426 | |||||||||
Eksportfinans A S A Medium~Term Nts Book Entry~Tranche # Tr 00119
|
Corporate bonds
|
5.000 | % |
02/14/12
|
575,883 | ||||||||||
Eksportfinans A S A Medium~Term Nts Book Entry~Tranche # Tr 00147
|
Corporate bonds
|
5.500 | % |
6/26/17
|
476,999 | ||||||||||
Eksportfinans A S A Medium~Term Nts Book Entry~Tranche # Tr 00716
|
Corporate bonds
|
2.000 | % |
9/15/15
|
883,841 | ||||||||||
Eksportfinans Asa~Nt
|
Corporate bonds
|
1.875 | % |
04/02/13
|
698,045 | ||||||||||
El Paso Pipeline Partners Oper~Co L L C~Gtd Sr Nt
|
Corporate bonds
|
6.500 | % |
4/1/20
|
91,280 | ||||||||||
Electronic Data Sys Corp New~Sr Nt Ser B
|
Corporate bonds
|
08/01/13
|
512,734 | ||||||||||||
Enterprise Prods Oper Llc
|
Corporate bonds
|
5.250 | % |
1/31/20
|
312,057 | ||||||||||
Enterprise Prods Oper Llc~Gtd Sr Nt
|
Corporate bonds
|
6.500 | % |
1/31/19
|
85,159 | ||||||||||
Enterprise Prods Oper Llc~Sr Nt
|
Corporate bonds
|
6.650 | % |
4/15/18
|
143,499 | ||||||||||
Finance For Danish Ind A/S Eur~Gtd Sr Medium Term Nts Book~Tranche # Tr 6
|
Corporate bonds
|
1.750 | % |
12/06/12
|
856,078 | ||||||||||
Finance For Danish Ind A/S Eur~Gtd Sr Medium Term Nts Book~Tranche # Tr 6
|
Corporate bonds
|
1.750 | % |
12/6/12
|
967,520 | ||||||||||
Florida Power & Light Co
|
Corporate bonds
|
5.950 | % |
02/01/38
|
221,618 | ||||||||||
Florida Power Corp 1St Mtg F/R
|
Corporate bonds
|
6.400 | % |
6/15/38
|
116,278 | ||||||||||
Florida Pwr & Lt Co
|
Corporate bonds
|
4.950 | % |
6/1/35
|
47,941 | ||||||||||
Florida Pwr Corp~1St Mtg Dtd 07/18/2001
|
Corporate bonds
|
6.650 | % |
07/15/11
|
675,541 | ||||||||||
FPL Group Cap Inc
|
Corporate bonds
|
5.625 | % |
09/01/11
|
221,596 | ||||||||||
Fpl Group Cap Inc
|
Corporate bonds
|
2.550 | % |
11/15/13
|
383,385 | ||||||||||
General Elec Cap Corp M/T/N~Term Nts Book Entry~Tranche # Tr 00793
|
Corporate bonds
|
6.150 | % |
8/7/37
|
84,327 | ||||||||||
General Elec Cap Corp Medium~Term Nts Book Entry~Tranche # Tr 00780
|
Corporate bonds
|
4/10/12
|
644,045 | ||||||||||||
General Elec Cap Corp Medium~Term Sr Nts Book Entry Fdic~Tranche # Tr 00004
|
Corporate bonds
|
3.000 | % |
12/09/11
|
3,973,275 | ||||||||||
General Elec Cap Corp Medium~Term Sr Nts Book Entry Fdic~Tranche # Tr 00023
|
Corporate bonds
|
2.625 | % |
12/28/12
|
726,031 | ||||||||||
General Elec Cap Corp Medium~Term Sr Nts Book Entry Fdic~Tranche # Tr 00026
|
Corporate bonds
|
2.000 | % |
09/28/12
|
1,082,737 | ||||||||||
Georgia Pac Llc
|
Corporate bonds
|
8.250 | % |
5/1/16
|
169,313 | ||||||||||
Georgia Power Co 1 St Mtg F/R
|
Corporate bonds
|
03/15/13
|
1,060,201 | ||||||||||||
Goldman Sachs Cap Ii~Gtd Fixed To Fltg Normal Pps
|
Corporate bonds
|
12/29/49
|
165,263 | ||||||||||||
Goldman Sachs Group Inc
|
Corporate bonds
|
6.150 | % |
4/1/18
|
220,238 | ||||||||||
Goldman Sachs Group Inc M/T/N
|
Corporate bonds
|
7.500 | % |
2/15/19
|
221,538 | ||||||||||
Goldman Sachs Group Inc Medium~Term Nts Book Entry~Tranche # Tr 00580
|
Corporate bonds
|
5.375 | % |
3/15/20
|
206,672 | ||||||||||
Goldman Sachs Group Inc Medium~Term Nts Book Entry~Tranche # Tr 00581
|
Corporate bonds
|
6.000 | % |
6/15/20
|
270,165 | ||||||||||
Goldman Sachs Group Inc Mtn~Finance-Invest Bnkr/Brkr
|
Corporate bonds
|
5.000 | % |
10/01/14
|
363,198 | ||||||||||
Goldman Sachs Group Inc~Goldman Sachs Group Inc~Sr Nt Dtd 07/15/2003
|
Corporate bonds
|
4.750 | % |
07/15/13
|
426,108 | ||||||||||
Goldman Sachs Grp Inc
|
Corporate bonds
|
5.250 | % |
10/15/13
|
465,355 | ||||||||||
Gte Corp
|
Corporate bonds
|
6.940 | % |
04/15/28
|
28,225 | ||||||||||
Home Depot Inc~Sr Nt
|
Corporate bonds
|
5.875 | % |
12/16/36
|
416,060 | ||||||||||
International Paper Co
|
Corporate bonds
|
9.375 | % |
5/15/19
|
553,105 | ||||||||||
Jabil Circuit Inc~Sr Nt
|
Corporate bonds
|
5.625 | % |
12/15/20
|
142,463 | ||||||||||
Japan Fin Corp~Gtd Bd
|
Corporate bonds
|
2.000 | % |
6/24/11
|
579,324 | ||||||||||
JPMorgan Chase & Co
|
Corporate bonds
|
4.250 | % |
10/15/20
|
125,988 | ||||||||||
JPMorgan Chase & Co Fdic Gtd~Tlgp~Nt
|
Corporate bonds
|
2.200 | % |
06/15/12
|
675,213 | ||||||||||
JPMorgan Chase & Co~Dep Shs Repstg 1/10Th Pfd Ser~Formerly J P Morgan Chase And~Co To 07/20/2004
|
Corporate bonds
|
12/31/49
|
85,039 | ||||||||||||
JPMorgan Chase & Co~Nt~Formerly J P Morgan Chase &~Co To 07/20/2004
|
Corporate bonds
|
6.300 | % |
4/23/19
|
233,343 | ||||||||||
JPMorgan Chase Bk N A New York~N Y~Sub Bk Nt~Formerly JPMorgan Chase Bk New
|
Corporate bonds
|
6.000 | % |
7/5/17
|
325,380 | ||||||||||
JPMorgan Chase Cap Xxv~Cap Secs Ser Y
|
Corporate bonds
|
6.800 | % |
10/1/37
|
489,770 | ||||||||||
Kinder Morgan Energy Partners
|
Corporate bonds
|
6.550 | % |
9/15/40
|
78,850 | ||||||||||
Kraft Foods Inc~Global Nt Dtd 11/02/2001
|
Corporate bonds
|
6.500 | % |
11/01/31
|
66,741 | ||||||||||
Kraft Foods Inc~Nt
|
Corporate bonds
|
5.375 | % |
2/10/20
|
215,254 | ||||||||||
Kraft Foods Inc~Nt
|
Corporate bonds
|
6.500 | % |
2/9/40
|
330,584 | ||||||||||
Leaseplan Corp Restr
|
Corporate bonds
|
3.000 | % |
5/7/12
|
1,027,360 | ||||||||||
Lehman Brothers Hldgs Inc Dflt~Lehman Brothers Hldgs Inc~Medium Term Nt Ser I
|
Corporate bonds
|
6.750 | % |
12/28/17
|
38 | ||||||||||
Life Technologies Corp~Sr Nt
|
Corporate bonds
|
6.000 | % |
3/1/20
|
198,159 | ||||||||||
Life Technologies Corp~Sr Nt
|
Corporate bonds
|
5.000 | % |
01/15/21
|
71,322 | ||||||||||
Lincoln Natl Corp
|
Corporate bonds
|
7.000 | % |
6/15/40
|
108,747 | ||||||||||
Lincoln Natl Corp Ind~Cap Secs
|
Corporate bonds
|
6.050 | % |
4/20/67
|
92,250 | ||||||||||
Manulife Finl Corp~Sr Nt
|
Corporate bonds
|
3.400 | % |
9/17/15
|
538,742 | ||||||||||
Metlife Inc~Sr Nt
|
Corporate bonds
|
2.375 | % |
02/06/14
|
683,230 | ||||||||||
Metlife Inc~Sr Nt
|
Corporate bonds
|
4.750 | % |
2/8/21
|
127,628 | ||||||||||
Metlife Inc~Sr Nt
|
Corporate bonds
|
5.875 | % |
2/6/41
|
131,791 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost |
(e) Current
Value
|
|||||||||||
Metropolitan Life Global Fdg I Restr~144A
|
Corporate bonds
|
2.500 | % |
01/11/13
|
$ | 403,627 | |||||||||
Metropolitan Life Global Fdg I Restr~144A
|
Corporate bonds
|
2.500 | % |
1/11/13
|
1,134,242 | ||||||||||
Metropolitan Life Global Fdg Irestr~Sr Nt
|
Corporate bonds
|
5.125 | % |
04/10/13
|
414,537 | ||||||||||
Metropolitan Life Global Fdg Irestr~Sr Nt
|
Corporate bonds
|
5.125 | % |
4/10/13
|
592,195 | ||||||||||
Metropolitan Life Global Fdg I Restr~Medium Term Nts Book Entry~Tranche # Tr 00045
|
Corporate bonds
|
5.125 | % |
6/10/14
|
244,744 | ||||||||||
Midamerican Energy Hldgs Co~New~Sr Bd
|
Corporate bonds
|
5.950 | % |
5/15/37
|
184,594 | ||||||||||
Midamerican Energy Hldgs Co~New~Sr Bd
|
Corporate bonds
|
6.500 | % |
9/15/37
|
84,842 | ||||||||||
Morgan Stanley
|
Corporate bonds
|
4.200 | % |
11/20/14
|
1,368,984 | ||||||||||
Morgan Stanley Dean Witter &~Co~Nt Dtd 04/03/2002~Formerly Morgan Stanley Dean
|
Corporate bonds
|
6.600 | % |
04/01/12
|
127,856 | ||||||||||
Morgan Stanley Fdic Gtd Tlgp~Gtd Nt
|
Corporate bonds
|
2.250 | % |
03/13/12
|
1,024,899 | ||||||||||
Morgan Stanley~For Equity Issues See 61746S~Sr Global Medium Term Nt Ser F~Formerly Morgan Stanley Dean
|
Corporate bonds
|
1/9/12
|
494,613 | ||||||||||||
NBC Unvl Inc Restr~Sr Nt 144A
|
Corporate bonds
|
4.375 | % |
4/1/21
|
461,040 | ||||||||||
NBC Unvl Inc Restr~Sr Nt 144A
|
Corporate bonds
|
5.150 | % |
4/30/20
|
310,986 | ||||||||||
New York Life Global Fdg Restr~Medium Term Nts Book Entry~Tranche # Tr 00009
|
Corporate bonds
|
5.250 | % |
10/16/12
|
268,968 | ||||||||||
News Amer Hldgs Inc Sr Deb
|
Corporate bonds
|
7.750 | % |
01/20/24
|
47,165 | ||||||||||
News Amer Hldgs Inc~Deb
|
Corporate bonds
|
8.500 | % |
2/23/25
|
61,102 | ||||||||||
News Amer Inc~Bd
|
Corporate bonds
|
6.200 | % |
12/15/34
|
15,750 | ||||||||||
Niagara Mohawk Power Corp Gen
|
Corporate bonds
|
3.553 | % |
10/01/14
|
285,755 | ||||||||||
Novus USA Trust Series 2010-1 Restr~Nt Fltg
|
Corporate bonds
|
11/18/11
|
460,000 | ||||||||||||
Oracle Corp Restr~Nt 144A~Formerly Oracle Sys Corp To~06/01/1995 For Nts Dtd
|
Corporate bonds
|
5.375 | % |
7/15/40
|
206,572 | ||||||||||
Petrobas Intl Fin Co~Global Nt
|
Corporate bonds
|
5.875 | % |
3/1/18
|
31,945 | ||||||||||
Petrobas Intl Fin Co~Gtd Global Nt
|
Corporate bonds
|
5.750 | % |
1/20/20
|
700,360 | ||||||||||
Pfizer Inc~Nt
|
Corporate bonds
|
7.200 | % |
3/15/39
|
161,755 | ||||||||||
Philip Morris Intl Inc~Nt
|
Corporate bonds
|
4.875 | % |
05/16/13
|
920,168 | ||||||||||
Pricoa Global Fdg I Mtn *Pp*~144A~Tranche # Tr 00017
|
Corporate bonds
|
4.625 | % |
06/25/12
|
419,644 | ||||||||||
Progress Energy Inc~Sr Nt
|
Corporate bonds
|
7.000 | % |
10/30/31
|
145,474 | ||||||||||
Prudential Finl Inc Medium~Term Nts Book Entry~Tranche # Tr 00034
|
Corporate bonds
|
2.750 | % |
01/14/13
|
422,574 | ||||||||||
Prudential Finl Inc Medium~Term Nts Book Entry~Tranche # Tr 00036
|
Corporate bonds
|
5.375 | % |
6/21/20
|
365,733 | ||||||||||
Prudential Finl Inc Medium~Term Nts Book Entry~Tranche # Tr 00039
|
Corporate bonds
|
6.200 | % |
11/15/40
|
132,231 | ||||||||||
Rabobank Nederland Global~Medium Term Nts Book Entry~Tranche # Tr 00043
|
Corporate bonds
|
2.650 | % |
08/17/12
|
1,410,434 | ||||||||||
Rio Tinto Fin Usa Ltd
|
Corporate bonds
|
1.875 | % |
11/02/15
|
625,567 | ||||||||||
Rio Tinto Fin Usa Ltd~Gtd Nt
|
Corporate bonds
|
3.500 | % |
11/2/20
|
254,404 | ||||||||||
Rockies Express Pipeline Llc Restr~Sr Nt 144A
|
Corporate bonds
|
5.625 | % |
4/15/20
|
289,989 | ||||||||||
Royal Bk Scotland Plc Gtd Restr
|
Corporate bonds
|
04/08/11
|
1,900,779 | ||||||||||||
San Diego Gas & Elec Co
|
Corporate bonds
|
4.500 | % |
8/15/40
|
135,240 | ||||||||||
Schering Plough Corp
|
Corporate bonds
|
6.550 | % |
9/15/37
|
304,578 | ||||||||||
SLM Corp Medium Term Nts Book~Entry~Tranche # Tr 00102
|
Corporate bonds
|
1/27/14
|
144,115 | ||||||||||||
Southwestern Energy Co~Sr Nt
|
Corporate bonds
|
7.500 | % |
2/1/18
|
157,850 | ||||||||||
Svenska Handelsbanken Ab~Medium Term Sr Nts Book Entry~Tranche # Tr 00002
|
Corporate bonds
|
2.875 | % |
9/14/12
|
788,680 | ||||||||||
Symantec Corp~Sr Nt
|
Corporate bonds
|
2.750 | % |
9/15/15
|
390,328 | ||||||||||
Tci Communications Inc Deb
|
Corporate bonds
|
7.125 | % |
02/15/28
|
128,974 | ||||||||||
Teachers Ins & Annuity Assn~Amer~Surplus Nt
|
Corporate bonds
|
6.850 | % |
12/16/39
|
251,550 | ||||||||||
Teck Resources Limited
|
Corporate bonds
|
4.500 | % |
1/15/21
|
228,760 | ||||||||||
Telefonica Emisiones S A U~Gtd Nt
|
Corporate bonds
|
2.582 | % |
4/26/13
|
617,500 | ||||||||||
Telefonica Emisiones S A U~Sr Nt
|
Corporate bonds
|
5.984 | % |
06/20/11
|
424,205 | ||||||||||
Teva Pharmaceutical Fin Iii~Llc~Sr Nt
|
Corporate bonds
|
1.500 | % |
06/15/12
|
655,974 | ||||||||||
TIAA Global Mkts Inc Mtn Restr~144A 3C7~Tranche # Tr 00003
|
Corporate bonds
|
5.125 | % |
10/10/12
|
454,878 | ||||||||||
Time Warner Cable Inc~Nt
|
Corporate bonds
|
6.200 | % |
7/1/13
|
405,378 | ||||||||||
Time Warner Companies Inc~Deb
|
Corporate bonds
|
7.570 | % |
02/01/24
|
266,587 | ||||||||||
Toledo Edison Co~Sr Nt Dtd 11/16/2006
|
Corporate bonds
|
6.150 | % |
5/15/37
|
180,775 | ||||||||||
Toronto Dominion Bk Ont Restr~Gtd Covered Bd 144A
|
Corporate bonds
|
2.200 | % |
7/29/15
|
1,150,906 | ||||||||||
Transocean Inc~Transocean Sedco Forex Inc~Sr Nt~Formerly Transocean Sedco
|
Corporate bonds
|
6.000 | % |
3/15/18
|
220,561 | ||||||||||
Unitedhealth Group Inc~Unitedhealth Group Inc~Nt
|
Corporate bonds
|
5.250 | % |
3/15/11
|
610,124 | ||||||||||
Valero Energy Corp New~Nt~Formerly Valero Refng &~Marketing Co To 07/31/1997
|
Corporate bonds
|
6.625 | % |
6/15/37
|
177,734 | ||||||||||
Verizon Communications Inc~Verizon Communications~Nt
|
Corporate bonds
|
5.250 | % |
04/15/13
|
848,086 | ||||||||||
Verizon Communications Inc~Verizon Communications~Nt
|
Corporate bonds
|
6.400 | % |
2/15/38
|
82,964 | ||||||||||
Verizon Global Fdg Corp
|
Corporate bonds
|
6.875 | % |
06/15/12
|
227,590 | ||||||||||
Verizon Global Fdg Corp
|
Corporate bonds
|
7.375 | % |
09/01/12
|
524,438 | ||||||||||
Verizon Md Inc~Deb Ser B
|
Corporate bonds
|
5.125 | % |
06/15/33
|
79,236 | ||||||||||
Vodafone Group Plc New~Vodafone Group Plc New~Nt
|
Corporate bonds
|
4.150 | % |
6/10/14
|
788,385 | ||||||||||
Vodafone Group Plc New~Vodafone Group Plc New~Nt Fltg
|
Corporate bonds
|
02/27/12
|
385,608 | ||||||||||||
Volkswagen Intl Fin N V Restr~Gtd Nt 144A
|
Corporate bonds
|
1.625 | % |
08/12/13
|
699,643 | ||||||||||
Wal-Mart Stores Inc~Nt
|
Corporate bonds
|
5.625 | % |
4/1/40
|
362,097 | ||||||||||
Total Corporate Bonds
|
85,762,342 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost |
(e) Current
Value
|
|||||||||||
U.S. Treasuries
|
U S Treas Nts~912828Pj3
|
0.138 | % |
11/30/15
|
$ | 147,401 | |||||||||
U.S. Treasuries
|
U S Treasury Bills
|
5/5/11
|
2,848,366 | ||||||||||||
U.S. Treasuries
|
U S Treasury Bills
|
5/26/11
|
9,463,885 | ||||||||||||
U.S. Treasuries
|
U S Treasury Bonds
|
6.250 | % |
08/15/23
|
131,972 | ||||||||||
U.S. Treasuries
|
U S Treasury Bonds
|
8.000 | % |
11/15/21
|
459,672 | ||||||||||
U.S. Treasuries
|
U S Treasury Bonds
|
7.250 | % |
08/15/22
|
2,048,091 | ||||||||||
U.S. Treasuries
|
U S Treasury Bonds
|
6.500 | % |
11/15/26
|
1,434,428 | ||||||||||
U.S. Treasuries
|
U S Treasury Bonds
|
5.250 | % |
02/15/29
|
344,063 | ||||||||||
U.S. Treasuries
|
U S Treasury Bonds
|
3.875 | % |
8/15/40
|
898,066 | ||||||||||
U.S. Treasuries
|
United States Treas Bds~Dtd 00216
|
4.375 | % |
5/15/40
|
2,852,751 | ||||||||||
U.S. Treasuries
|
United States Treas Nts
|
3.500 | % |
2/15/18
|
736,365 | ||||||||||
U.S. Treasuries
|
United States Treas Nts Infl Inx~Dtd 00097
|
1.875 | % |
7/15/15
|
582,944 | ||||||||||
U.S. Treasuries
|
United States Treas Nts~Dtd 00249
|
3.625 | % |
8/15/19
|
1,953,566 | ||||||||||
U.S. Treasuries
|
United States Treas Nts~Dtd 00287
|
0.500 | % |
4/15/15
|
3,065,212 | ||||||||||
U.S. Treasuries
|
United States Treas Nts~Dtd 00295
|
2.750 | % |
5/31/17
|
410,156 | ||||||||||
U.S. Treasuries
|
United States Treas Nts~Dtd 00318
|
1.875 | % |
10/31/17
|
907,847 | ||||||||||
U.S. Treasuries
|
United States Treas Nts~Dtd 00321
|
1.375 | % |
11/30/15
|
4,339,087 | ||||||||||
U.S. Treasuries
|
United States Treas Nts~Dtd 00323
|
0.750 | % |
12/15/13
|
13,811,100 | ||||||||||
U.S. Treasuries
|
United States Treas Nts~Dtd 00332
|
0.500 | % |
11/30/12
|
22,171,362 | ||||||||||
U.S. Treasuries
|
United States Treas Nts~Dtd 00332
|
0.500 | % |
11/30/12
|
10,706,171 | ||||||||||
U.S. Treasuries
|
US Tr Bond~912810Qh4
|
4.375 | % |
5/15/40
|
319,814 | ||||||||||
Total Government Bonds
|
79,632,319 | ||||||||||||||
Federal Home Ln Bk Chicago~Sub Nt
|
U.S. Gov’t Agencies
|
5.625 | % |
6/13/16
|
297,781 | ||||||||||
Federal Home Ln Bks Deb
|
U.S. Gov’t Agencies
|
5.250 | % |
09/12/14
|
430,046 | ||||||||||
Federal Home Ln Bks Deb
|
U.S. Gov’t Agencies
|
5.375 | % |
06/13/14
|
430,867 | ||||||||||
Federal Home Ln Bks Deb~Cons Bd Dtd 05/04/2004
|
U.S. Gov’t Agencies
|
5.375 | % |
5/15/19
|
1,675,433 | ||||||||||
Federal Home Ln Mtg Corp~Reference Nts Fed Book Entry~Preassign 00012
|
U.S. Gov’t Agencies
|
5.000 | % |
2/16/17
|
1,007,689 | ||||||||||
Federal Natl Mtg Assn
|
U.S. Gov’t Agencies
|
5.250 | % |
08/01/12
|
977,495 | ||||||||||
Federal Natl Mtg Assn
|
U.S. Gov’t Agencies
|
5.250 | % |
08/01/12
|
694,395 | ||||||||||
Resolution Fdg Corp Fed Book~ Entry Cpn Strips~Generic Int Pmt
|
U.S. Gov’t Agencies
|
10/15/18
|
58,088 | ||||||||||||
Resolution Fdg Corp Fed Book~ Entry Cpn Strips~Generic Int Pmt~Bd
|
U.S. Gov’t Agencies
|
07/15/18
|
58,780 | ||||||||||||
Total U.S. Agencies Bonds
|
5,630,574 | ||||||||||||||
California St
|
State and local oblig.
|
3.950 | % |
11/01/15
|
132,994 | ||||||||||
California St
|
State and local oblig.
|
3.950 | % |
11/01/15
|
152,697 | ||||||||||
California St~For Previous Issues See 13062R~For Adl Issues See 13063A
|
State and local oblig.
|
5.100 | % |
08/01/14
|
499,763 | ||||||||||
California St~For Previous Issues See 13062T
|
State and local oblig.
|
5.650 | % |
04/01/39
|
142,564 | ||||||||||
Chicago Ill O Hare Intl Arpt~Rev~Taxable-Gen-Third Lien-B~Build Amer Bds-Direct Pmt
|
State and local oblig.
|
6.395 | % |
1/1/40
|
70,780 | ||||||||||
Chicago Ill Wtr Rev~Taxable-Second Lien-Proj-Ser B~Build Amer Bds-Direct Pmt
|
State and local oblig.
|
6.742 | % |
11/1/40
|
170,678 | ||||||||||
Dallas Tex Area Rapid Tran Sal
|
State and local oblig.
|
5.999 | % |
12/1/44
|
212,603 | ||||||||||
District Columbia Wtr & Swr~Auth Pub Util Rev~Taxable-Sub Lien-Ser A-~Build-Amer Bds-Issuer Subsidy
|
State and local oblig.
|
5.522 | % |
10/1/44
|
166,997 | ||||||||||
Illinois St~For Issues Dtd Prior To~7/1/02 See 452150
|
State and local oblig.
|
2.766 | % |
01/01/12
|
872,158 | ||||||||||
Illinois St~For Issues Dtd Prior To~7/1/02 See 452150
|
State and local oblig.
|
5.100 | % |
06/01/33
|
467,606 | ||||||||||
Los Angeles Calif Dept Wtr &~Pwr Rev~Taxable-Pwr-Ser A-Build~Amer Bds-Direcr Pmt
|
State and local oblig.
|
5.716 | % |
7/1/39
|
141,124 | ||||||||||
Los Angeles Calif Uni Sch Dist
|
State and local oblig.
|
6.758 | % |
7/1/34
|
155,360 | ||||||||||
Maryland St Transn Auth Transn~Facs Prjs Rev~Taxable-Ser B-Build Amer~Bds-Direct Pmt
|
State and local oblig.
|
5.754 | % |
7/1/41
|
261,006 | ||||||||||
Miami-Dade Cnty Fla Tran Sys~Build America Bonds-Ser B
|
State and local oblig.
|
5.624 | % |
7/1/40
|
139,858 | ||||||||||
Municipal Elec Auth Ga~Taxable-Plt Vogtle Units~3&4 Pj J-Ser A-Build Amer~Bds-Issuer Subsidy
|
State and local oblig.
|
6.637 | % |
4/1/57
|
146,625 | ||||||||||
Napa Valley Calif Uni Sch Dist~Taxable-B-Build Amer Bds
|
State and local oblig.
|
6.507 | % |
8/1/43
|
137,089 | ||||||||||
New Jersey St Transn Tr Fd~Auth~Taxable-Transn Sys-Ser B-Build~Amer Bds-Issuer Subsidy
|
State and local oblig.
|
6.561 | % |
12/15/40
|
120,834 | ||||||||||
New York N Y City Mun Wtr Fin~Auth Wtr & Swr Sys Rev~Taxable-Second Gen-Ser Ee~Build Amer Bds-Issuer Subsidy
|
State and local oblig.
|
6.011 | % |
6/15/42
|
189,827 | ||||||||||
New York N Y City Transitional
|
State and local oblig.
|
5.508 | % |
8/1/37
|
168,481 | ||||||||||
New York St Dorm Auth St Pers~Income Tax Rev~Taxable-Gen Purp-Ser H~Build Amer Bds
|
State and local oblig.
|
5.389 | % |
3/15/40
|
163,595 | ||||||||||
New York St Urban Dev Corp Rev~Taxable-St Pers Income Tax~Ser D~For Issues Dtd Prior To
|
State and local oblig.
|
1.315 | % |
12/15/11
|
481,099 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost |
(e) Current
Value
|
|||||||||||
Port Auth N Y & N J
|
State and local oblig.
|
6.040 | % |
12/1/29
|
$ | 163,904 | |||||||||
Sacramento Calif Mun Util Dist~Elec Rev~For Issues Dtd Prior To 7/1/97~See 786004
|
State and local oblig.
|
6.156 | % |
5/15/36
|
179,755 | ||||||||||
San Diego Cnty Calif Regl Arpt~Auth Arpt Rev~Taxable-Sub-Ser C-Build Amer~Bds-Direct Pmt To Issuer
|
State and local oblig.
|
6.628 | % |
7/1/40
|
172,278 | ||||||||||
University Calif Revs~Taxable-Ltd Proj-Ser F~Build Amer Bds-Issuer Subsidy~For Previous Issues See
|
State and local oblig.
|
5.946 | % |
05/15/45
|
137,021 | ||||||||||
Utah Tran Auth Sales Tax Rev~Taxable-Sub-Build Amer Bds~Issuer Subsidy
|
State and local oblig.
|
5.705 | % |
6/15/40
|
253,644 | ||||||||||
Total State and Local Obligations
|
5,900,340 | ||||||||||||||
Ally Auto Receivables Tr~2009-A~Asset Backed Nt Cl A-2 Talf
|
Asset backed security
|
1.320 | % |
3/15/12
|
381,813 | ||||||||||
Ally Auto Receivables Tr~2010-5~Asset Backed Nt Cl A-2~Ser 5 Cl A2
|
Asset backed security
|
1.000 | % |
03/15/13
|
1,304,703 | ||||||||||
Ally Auto Receivables Tr~2010-5~Asset Bkd Nt Cl C~Ser 5 Cl C
|
Asset backed security
|
1.000 | % |
05/15/17
|
400,775 | ||||||||||
Americredit Automobile~Receivables Tr 2010-B~Auto Receivable Bkd Nt~Ser B Cl A3
|
Asset backed security
|
2.490 | % |
11/06/17
|
551,792 | ||||||||||
Ameriquest Mtg Secs Inc~Ameriquest Mtg Secs Inc~A-1-Var Rate~110104
|
Asset backed security
|
0.564 | % |
11/25/34
|
138,481 | ||||||||||
Arkle Master Issuer Plc Restr~Mtg Backed Nt Ser 4 Cl A1~Cmo 4A1 Ser 1A~144A
|
Asset backed security
|
0.934 | % |
02/17/52
|
1,000,000 | ||||||||||
Arkle Master Issuer Plc~2010-1 Mtg Bkd Nt~144A~Ser 1A Cl 2A
|
Asset backed security
|
05/17/60
|
769,180 | ||||||||||||
Arkle Master Issuer Plc~2010-1 Mtg Bkd Nt~144A~Ser 1A Cl 2A
|
Asset backed security
|
5/17/60
|
942,866 | ||||||||||||
Arkle Master Issuer Plc~Mtg Bkd Nt 2010-2 Ser 1 144A~Ser 2010-2A Cl 1A1
|
Asset backed security
|
1.654 | % |
5/17/60
|
765,000 | ||||||||||
Arran Residential Mtgs Fdg No Restr~2 Plc 144A~Nt Fltg Rate Cl A2B
|
Asset backed security
|
0.341 | % |
09/20/56
|
422,956 | ||||||||||
Arran Residential Mtgs Fdg No Restr~3 Plc~Nt Cl A2B Fltg Rate Ser 3A~144A
|
Asset backed security
|
0.352 | % |
09/16/56
|
745,600 | ||||||||||
Arran Residential Mtgs Fdg No~1 Plc~Nt Cl A1C Fltg~Ser 1A Cl A1C
|
Asset backed security
|
05/16/47
|
769,723 | ||||||||||||
Arran Residential Mtgs Fdg No~1 Plc~Nt Cl A1C Fltg~Ser 1A Cl A1C
|
Asset backed security
|
5/16/47
|
764,725 | ||||||||||||
Banc Amer Alternative Ln Tr~2004-5 Mtg Passthru Ctf Cl~4-A-1-Fixed Rt~052504
|
Asset backed security
|
5.000 | % |
06/25/19
|
76,888 | ||||||||||
Banc Amer Coml Mtg Inc Coml~Mtg Pass-Through Ctfs Ser~Mtg Passthru Ctf Cl A-3~Cmo Cl A3 Ser 1
|
Asset backed security
|
5.449 | % |
1/25/49
|
765,440 | ||||||||||
Banc Amer Coml Mtg Inc~2002-Pb2 Coml Mtg Passthru Ctf~Cl-A4
|
Asset backed security
|
6.186 | % |
06/11/35
|
1,069,055 | ||||||||||
Banc Amer Coml Mtg Inc~2002-Pb2 Coml Mtg Passthru Ctf~Cl-A4
|
Asset backed security
|
6.186 | % |
06/11/35
|
438,460 | ||||||||||
Banc Amer Coml Mtg Inc~2003-1 Coml Mtg Passthru Ctf
|
Asset backed security
|
3.878 | % |
09/11/36
|
229,562 | ||||||||||
Banc Amer Coml Mtg Inc~Ser 2001-1 Cl-A2
|
Asset backed security
|
6.503 | % |
04/15/36
|
527,701 | ||||||||||
Banc Amer Coml Mtg Tr 2006-3~Mtg Passthru Ctf Cl A-4
|
Asset backed security
|
5.889 | % |
7/10/44
|
480,636 | ||||||||||
Banc Amer Coml Mtg Tr 2006-4~Coml Mtg Passthru Ctf Cl A-M~Cmo Am Ser 4
|
Asset backed security
|
5.675 | % |
7/10/46
|
226,677 | ||||||||||
Bank Amer Auto Tr 2009-1~Nt Cl A-3 Talf
|
Asset backed security
|
2.670 | % |
07/15/13
|
531,563 | ||||||||||
Bank Amer Auto Tr 2009-1~Nt Cl A-3 Talf
|
Asset backed security
|
2.670 | % |
7/15/13
|
833,491 | ||||||||||
Bear Stearns Alt-A Tr~2004-13 Mtg Passthru Ctf Cl-A1
|
Asset backed security
|
1.002 | % |
11/25/34
|
146,985 | ||||||||||
Bear Stearns Arm Tr~2004-7 Mtg Passthru Ctf Cl-4A~Rate
|
Asset backed security
|
3.045 | % |
10/25/34
|
226,081 | ||||||||||
Bear Stearns Coml Mtg Secs Inc~Coml Mtg Passthru Ctf Cl A-2~Ser 2001-Top2
|
Asset backed security
|
6.480 | % |
02/15/35
|
443,317 | ||||||||||
Capital One Auto Fin Tr 2006-B~Nt Cl A-4~A-4-Var Rate~072706
|
Asset backed security
|
0.276 | % |
07/15/13
|
321,195 | ||||||||||
Capital One Auto Fin Tr 2006-C~Nt Cl A-4~Cmo A4 Ser C
|
Asset backed security
|
0.296 | % |
05/15/13
|
354,198 | ||||||||||
Capital One Auto Fin Tr 2007-B~Nt Cl A-4~Cmo A4 Ser B
|
Asset backed security
|
0.296 | % |
4/15/14
|
826,043 | ||||||||||
Cd 2005-C1 Commerical Mtg Tr~2005-C1 Coml Mtg Passthru Ctf~Fltg
|
Asset backed security
|
5.222 | % |
7/15/44
|
179,022 | ||||||||||
Cd 2007-Cd4 Coml Mtg Tr~Mtg Passthru Ctf Cl A-2B Var
|
Asset backed security
|
5.205 | % |
12/11/49
|
406,136 | ||||||||||
Cd 2007-Cd4 Coml Mtg Tr~Mtg Passthru Ctf Cl A-4 Var
|
Asset backed security
|
5.322 | % |
12/11/49
|
58,304 | ||||||||||
Cd 2007-Cd5 Mtg Tr~Coml Mtg Passthru Ctf Cl A-4
|
Asset backed security
|
5.886 | % |
11/15/44
|
158,802 | ||||||||||
Centerpoint Energy Transition~Bd Co Ii Llc~Sr Secd Nt Transition Bd Ser A
|
Asset backed security
|
4.970 | % |
08/01/14
|
694,101 | ||||||||||
Chrysler Finl Auto~Securitization Tr 2009-A~Asset Backed Nt~Talf
|
Asset backed security
|
2.820 | % |
01/15/16
|
695,620 | ||||||||||
Citibank Omni Master Tr Restr~2009-A8 Asset Backed Nt~Fltg Rate Talf~Ser A8 Cl A8
|
Asset backed security
|
2.366 | % |
05/16/16
|
718,799 | ||||||||||
Citibank Omni Master Tr Restr~2009-A8 Asset Backed Nt~Fltg Rate Talf~Ser A8 Cl A8
|
Asset backed security
|
2.366 | % |
5/16/16
|
901,030 | ||||||||||
Citibank Omni Master Tr Rstr~2009-A12 Nt Talf
|
Asset backed security
|
3.350 | % |
8/15/16
|
904,914 | ||||||||||
Comm 2005-C6~Coml Mtg Passthru Ctf Cl A-2~A-2-Fixed Rt~080505
|
Asset backed security
|
4.999 | % |
06/10/44
|
138,681 | ||||||||||
Credit Suisse First Boston Mtg~Secs Corp~2002-Ckn2 Mtg Passthru Ctf
|
Asset backed security
|
6.133 | % |
04/15/37
|
916,513 | ||||||||||
Credit Suisse First Boston Mtg~Secs Corp~2002-Cks4 Coml Mtg Passthru
|
Asset backed security
|
5.183 | % |
11/15/36
|
1,042,693 | ||||||||||
Credit Suisse First Boston Mtg~Secs Corp~2002-Cks4 Coml Mtg Passthru
|
Asset backed security
|
5.183 | % |
11/15/36
|
557,841 | ||||||||||
Credit Suisse First Boston Mtg~Secs Corp~2002-Cp3 Coml Mtg Passthru Ctf
|
Asset backed security
|
5.603 | % |
7/15/35
|
513,416 | ||||||||||
Credit Suisse First Boston Mtg~Secs Corp~A-3-Fixed Rt~112003
|
Asset backed security
|
4.429 | % |
12/15/36
|
259,326 | ||||||||||
Csmc Mortgage-Backed Tr Ser~2006-8~3-A-1-Fixed Rt~092906
|
Asset backed security
|
6.000 | % |
10/25/21
|
107,827 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost | (e) Current Value | |||||||||||
Credit Suisse First Boston Mtg~Secs Corp~2001-Ckn5 Mtg Passthru Ctf | Asset backed security | 5.435 | % | 09/15/34 | $ | 753,651 | |||||||||
Cwabs Asset Backed Ctfs Tr~2007-12~Asset Backed Ctf Cl 2-A-1~Fltg Rate
|
Asset backed security
|
0.612 | % |
05/25/29
|
143,695 | ||||||||||
Cwabs Asset Backed Ctfs Tr~2007-12~Asset Backed Ctf Cl 2-A-1~Fltg Rate
|
Asset backed security
|
0.612 | % |
5/25/29
|
209,484 | ||||||||||
Cwabs Asset-Backed Ctfs Tr~2007-6~Asset Bkd Ctf Cl 2-A-1 Fltg
|
Asset backed security
|
0.361 | % |
09/25/37
|
374,748 | ||||||||||
Cwalt Alternative Ln Tr Ser~2006-Oa21~Mtg Passthru Ctf Cl A-1 Fltg~Cmo A1 Sr Oa21
|
Asset backed security
|
0.436 | % |
3/20/47
|
182,096 | ||||||||||
Deutsche Alt-A Secs Mtg Ln Tr~Ser 2006-Oa1~A-1-Var Rate~122806
|
Asset backed security
|
0.462 | % |
2/25/47
|
22,421 | ||||||||||
Extended Stay Amer Tr 2010-Esh~Coml Mtg Passthru Cl A~Ser Esha Cl A
|
Asset backed security
|
2.951 | % |
11/05/27
|
1,261,764 | ||||||||||
Extended Stay Amer Tr 2010-Esh~Coml Mtg Passthru Cl A~Ser Esha Cl A
|
Asset backed security
|
2.951 | % |
11/05/27
|
795,353 | ||||||||||
First Un Natl Bk Coml Mtg Tr~First Un Natl Bk Coml Mtg Tr~2001-C2 Coml Mtg Passthru Ctf
|
Asset backed security
|
6.663 | % |
1/12/43
|
236,812 | ||||||||||
First Un Natl Bk Coml Mtg Tr~First Un Natl Bk Coml Mtg Tr~2002-C1 Mtg Passthru Ctf Cl
|
Asset backed security
|
6.141 | % |
2/12/34
|
444,544 | ||||||||||
Ford Cr Auto Lease Tr 2010-A~Nt Cl A-2~Ser A Cl A2
|
Asset backed security
|
1.040 | % |
3/15/13
|
729,457 | ||||||||||
Ford Cr Auto Lease Tr 2010-B~Nt Cl A-3~Ser B Cl A3
|
Asset backed security
|
0.800 | % |
7/15/13
|
978,518 | ||||||||||
Ford Cr Auto Owner Tr 2007-B~Asset Backed Nt Cl A-3A
|
Asset backed security
|
5.150 | % |
11/15/11
|
60,243 | ||||||||||
Ford Cr Auto Owner Tr 2008-A~Asset Backed Nt Cl A-3A
|
Asset backed security
|
3.960 | % |
04/15/12
|
197,847 | ||||||||||
Ford Cr Auto Owner Tr 2010-A~Asset Backed Nt Cl A-2
|
Asset backed security
|
0.720 | % |
9/15/12
|
743,027 | ||||||||||
Ford Cr Floorplan Master Owner~Tr A~2006 4 Asset Bkd Nt Cl A Fltg
|
Asset backed security
|
0.516 | % |
06/15/13
|
887,422 | ||||||||||
Ford Cr Floorplan Master Owner~Tr A~2006 4 Asset Bkd Nt Cl A Fltg
|
Asset backed security
|
0.516 | % |
6/15/13
|
857,509 | ||||||||||
Fosse Master Issuer Plc Restr~2007-1 Residential Mtg Bkd Nt~144Acl A2 Ser 1A
|
Asset backed security
|
0.369 | % |
10/18/54
|
107,351 | ||||||||||
GMAC Coml Mtg Sec Inc~2001-C2 Mtg Passthru Ctf
|
Asset backed security
|
6.700 | % |
04/15/34
|
801,261 | ||||||||||
Greenwich Cap Coml Fdg Corp~2002-C1 Coml Mtg Passthru Ctf
|
Asset backed security
|
4.112 | % |
01/11/17
|
149,366 | ||||||||||
Greenwich Cap Coml Fdg Corp~2005-Gg3 Coml Mtg Passthru~Cl-A2
|
Asset backed security
|
4.305 | % |
08/10/42
|
999,680 | ||||||||||
Greenwich Capital Commercial Funding~Mtg Passthru Ctf Cl A-4
|
Asset backed security
|
5.444 | % |
3/10/39
|
516,253 | ||||||||||
Gs Mtg Secs Corp~2004-9 Mtg Passthru Ctf Cl
|
Asset backed security
|
3.691 | % |
08/25/34
|
217,226 | ||||||||||
Gs Mtg Secs Corp~2004-9 Mtg Passthru Ctf Cl~4A1-Var Rate~072804
|
Asset backed security
|
2.917 | % |
8/25/34
|
278,072 | ||||||||||
Gs Mtg Secs Corp~Gsr 2005-Ar4 Mtg Passthru Ctf~6A1-Var Rate~062805
|
Asset backed security
|
5.250 | % |
7/25/35
|
238,961 | ||||||||||
Gs Mtg Secs Corp Ii~Cmo/Ser 2001-Gl Iii
|
Asset backed security
|
6.449 | % |
08/05/18
|
1,029,685 | ||||||||||
Gs Mtg Secs Corp~Ser 2000-1 Mtg Passthru Ctf A~144A
|
Asset backed security
|
0.935 | % |
03/20/23
|
101,293 | ||||||||||
Harborview Mtg Ln Tr 2006-9~Mtg Passthru Ctf Cl 2A-1A
|
Asset backed security
|
0.456 | % |
11/19/36
|
600,613 | ||||||||||
Harborview Mtg Ln Tr 2006-9~Mtg Passthru Ctf Cl 2A-1A
|
Asset backed security
|
0.456 | % |
11/19/36
|
140,769 | ||||||||||
Harley Davidson Motorcycle Tr~2009-3~Contract Backed Nt Cl
|
Asset backed security
|
1.740 | % |
09/16/13
|
740,682 | ||||||||||
Holmes Master Issuer Plc~2007-2 Mtg Bkd Nt Ser 3 Cl A1~Cmo 3A1 Ser 2A
|
Asset backed security
|
1.211 | % |
07/15/21
|
918,352 | ||||||||||
Holmes Master Issuer Plc~2007-2 Mtg Bkd Nt Ser 3 Cl A1~Cmo 3A1 Ser 2A
|
Asset backed security
|
1.211 | % |
7/15/21
|
421,945 | ||||||||||
Home Equity Asset Tr 2007-2~Home Equity Passthr Ctf 2-A-1~2-A-1-Var Rate~033007
|
Asset backed security
|
0.371 | % |
07/25/37
|
242,461 | ||||||||||
Ifc Sbap 97-1A V/R
|
Asset backed security
|
01/15/24
|
75,896 | ||||||||||||
J P Morgan Chase Coml Mtg Secs~Corp Ser 2001-C1 Cl-A3
|
Asset backed security
|
5.857 | % |
10/12/35
|
420,257 | ||||||||||
J P Morgan Chase Coml Mtg Secs~Corp~2001-Cibc2 Coml Mtg Passthru
|
Asset backed security
|
6.429 | % |
04/15/35
|
271,252 | ||||||||||
J P Morgan Chase Coml Mtg Secs~Tr 2010-C2~Coml Mtg Passthru Ctf A-3~Ser C2 Cl A3
|
Asset backed security
|
4.070 | % |
11/15/43
|
865,331 | ||||||||||
Lb-UBS Coml Mtg Tr
|
Asset backed security
|
6.365 | % |
12/15/28
|
592,809 | ||||||||||
Lb-UBS Coml Mtg Tr 2006-C6~Coml Mtg Passthru Ctf Cl A-1
|
Asset backed security
|
5.230 | % |
09/15/39
|
605,549 | ||||||||||
Lb-UBS Coml Mtg Tr 2006-C7~Coml Mtg Passthru Ctf Cl A-3~Cmo A3 Ser C7
|
Asset backed security
|
5.347 | % |
11/15/38
|
549,775 | ||||||||||
Lb-UBS Coml Mtg Tr~Ser 2004-C4 Cl-A2
|
Asset backed security
|
4.567 | % |
06/15/29
|
228,385 | ||||||||||
Lb-UBS Westfield Tr Restr~Coml Mtg Passthru Ctf 2001-Wm~A-1 144A-Fixed Rt~080201
|
Asset backed security
|
6.155 | % |
07/14/16
|
260,014 | ||||||||||
Mastr Alternative Ln Tr~2004-4 Mtg Passthru Ctf Cl-1A1
|
Asset backed security
|
5.500 | % |
05/25/34
|
131,505 | ||||||||||
Merrill Lynch Mortgage Trust~Coml Mtg Passthru Ctf Cl A-Sb~A-Sb-Var Rate~073107
|
Asset backed security
|
5.828 | % |
06/12/50
|
1,096,434 | ||||||||||
Morgan Stanley Cap I Inc~Ser 2004-Hq4 Cl-A7
|
Asset backed security
|
4.970 | % |
04/14/40
|
457,180 | ||||||||||
Morgan Stanley Cap I Tr~2007-Hq13~A-1-Fixed Rt~122007
|
Asset backed security
|
5.357 | % |
12/15/44
|
374,677 | ||||||||||
Morgan Stanley Dean Witter Cap~Ii Tr~2002-Hq Mtg Passthru Ctf Cl
|
Asset backed security
|
6.510 | % |
4/15/34
|
635,669 | ||||||||||
Morgan Stanley~Resecuritization Tr 2010-F~Resecuritization Tr Secs Cl A~Ser F Cl A
|
Asset backed security
|
0.483 | % |
06/19/13
|
503,817 | ||||||||||
Nelnet Student Ln Tr~2005-1 Asset Bkd Nt Cl A-4
|
Asset backed security
|
0.358 | % |
10/26/20
|
1,151,357 | ||||||||||
Nissan Auto Lease Tr 2010-A~Asset Bk Nt Cl A-2~Ser A Cl A2
|
Asset backed security
|
1.100 | % |
3/15/13
|
781,080 | ||||||||||
Option One Mtg Ln Tr 2007-3~Mtg Pass Thru Ctf Cl Ii-A-1~Ii-A-1-Var Rate~040207
|
Asset backed security
|
0.372 | % |
04/25/37
|
206,223 | ||||||||||
Pg&E Energy Recovery Fdg Llc~2005-1 Energy Recovery Bd A-4
|
Asset backed security
|
4.370 | % |
06/25/14
|
795,393 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost | (e) Current Value | |||||||||||
Rbscf Tr 2009-Rr2~Pass Thru Ctf30~Wbcmt-C33-Var Rate~122809
|
Asset backed security
|
5.900 | % |
2/16/51
|
$ | 107,613 | |||||||||
Residential Fdg Mtg Secs I Inc~Mtg Pass Thru Ctfs~A-1-Fixed Rt~032405
|
Asset backed security
|
4.750 | % |
03/25/20
|
712,344 | ||||||||||
Salomon Bros Mtg Secs Vii Inc~2001-C2 Coml Mtg Passthru Ctf
|
Asset backed security
|
6.499 | % |
11/13/36
|
324,428 | ||||||||||
Santander Drive Auto~Receivables Tr 2010-A~Nt Cl A-2~Ser A Cl A2
|
Asset backed security
|
1.390 | % |
08/15/13
|
908,399 | ||||||||||
Santander Drive Auto~Receivables Tr 2010-A~Nt Cl A-2~Ser A Cl A2
|
Asset backed security
|
1.390 | % |
8/15/13
|
878,286 | ||||||||||
Santander Drive Auto~Receivables Tr 2010-A~Nt Cl A-3~Ser A Cl A3
|
Asset backed security
|
1.830 | % |
11/17/14
|
863,797 | ||||||||||
Santander Drive Auto~Receivables Tr 2010-B~Nt Cl A-2~Ser B Cl A2
|
Asset backed security
|
0.010 | % |
07/15/13
|
1,107,919 | ||||||||||
Santander Drive Auto~Receivables Tr 2010-B~Nt Cl C~Ser B Cl C
|
Asset backed security
|
0.030 | % |
10/17/16
|
419,213 | ||||||||||
Santander Drive Auto~Receivables Trust 2010-1~Nt Cl A-2~Ser 1 Cl A2
|
Asset backed security
|
1.360 | % |
3/15/13
|
680,733 | ||||||||||
Santander Drive Auto~Receivables Trust 2010-2~Nt Cl A-2~Ser 2 Cl A2
|
Asset backed security
|
0.950 | % |
8/15/13
|
820,957 | ||||||||||
Sba Tower Tr~2010-1 Secd Tower Rev Secs
|
Asset backed security
|
4.254 | % |
04/15/15
|
243,180 | ||||||||||
Sba Tower Tr~2010-1 Secd Tower Rev Secs
|
Asset backed security
|
4.254 | % |
4/15/15
|
284,572 | ||||||||||
Slc Private Student Ln Tr~2006-A~Asset Backed Nt Cl A-4~Cmo A4 Se A
|
Asset backed security
|
0.422 | % |
01/15/19
|
400,985 | ||||||||||
SLM Private Ed Ln Tr 2009-B Restr
|
Asset backed security
|
6.305 | % |
07/15/42
|
260,499 | ||||||||||
SLM Private Ed Ln Tr 2010-C~Asset Bkd Nts Cl A-1~Ser C Cl A1
|
Asset backed security
|
2.360 | % |
12/15/17
|
512,540 | ||||||||||
SLM Student Ln Tr 2008-5~Cl A2 Ser 5
|
Asset backed security
|
1.472 | % |
10/25/16
|
2,281,805 | ||||||||||
SLM Student Ln Tr 2008-5~Cl A2 Ser 5
|
Asset backed security
|
1.472 | % |
10/25/16
|
1,685,099 | ||||||||||
SLM Student Ln Tr 2008-5~Cl A4 Ser 5
|
Asset backed security
|
1.988 | % |
7/25/23
|
1,362,514 | ||||||||||
SLM Student Ln Tr 2008-5~Student Ln Bkd Bd Cl A-3~Fltg Rate
|
Asset backed security
|
1.588 | % |
01/25/18
|
1,721,506 | ||||||||||
SLM Student Ln Tr 2008-5~Student Ln Bkd Bd Cl A-3~Fltg Rate
|
Asset backed security
|
1.588 | % |
1/25/18
|
328,885 | ||||||||||
SLM Student Ln Tr V/R~2004-6 Asset Bkd Ctf Cl A-5 'Fltr'
|
Asset backed security
|
0.512 | % |
4/27/20
|
664,549 | ||||||||||
SLM Student Ln Tr~2006-3 Ln Bkd Nt Cl A-3~A-3-Var Rate~030206
|
Asset backed security
|
4.266 | % |
4/25/17
|
46,957 | ||||||||||
Small Business Admin Gtd Partn~Ctfs~Ser Sbic-Ps 2003-10 A
|
Asset backed security
|
4.524 | % |
02/10/13
|
27,403 | ||||||||||
Soundview Home Ln Tr 2007-Opt3~Ctf Cl Ii-A-1
|
Asset backed security
|
0.320 | % |
07/25/37
|
41,135 | ||||||||||
Starm Mtg Ln Tr 2007-2~Mtg Passthru Ctf Cl 3-A-3~3-A-3-Var Rate~032907
|
Asset backed security
|
5.580 | % |
04/25/37
|
686,065 | ||||||||||
Steelriver Transmission Co Llc~Sr Nt
|
Asset backed security
|
4.710 | % |
6/30/17
|
319,540 | ||||||||||
Structured Adj Rate Mtg Ln Tr~2004-13 Mtg Passthru Ctf Cl
|
Asset backed security
|
0.560 | % |
09/25/34
|
67,632 | ||||||||||
Structured Asset Secs Corp *Pp*~2003-Al2 Asset Bkd Ctf Cl A~144A
|
Asset backed security
|
3.357 | % |
01/25/31
|
146,770 | ||||||||||
Thornburg Mtg Secs Tr 2006-6~Mtg Ln Passthru Ctf Cl A-1
|
Asset backed security
|
0.371 | % |
12/25/36
|
949,412 | ||||||||||
Thornburg Mtg Secs Tr 2007-1~Mtg-Bkd Nts Cl A-3A Var Rate
|
Asset backed security
|
0.362 | % |
03/25/37
|
352,161 | ||||||||||
Tiaa Seasoned Coml Mtg Tr~2007-C4~Mtg Passthru Ctf Cl A-1
|
Asset backed security
|
5.701 | % |
08/01/39
|
574,559 | ||||||||||
Txu Electric Delivery Transition Bond~Series 2004-1 Class A2
|
Asset backed security
|
4.810 | % |
11/17/14
|
601,401 | ||||||||||
Wachovia Bk Coml Mtg Tr Coml~Mtg Pass Thru Ctfs Ser~Mtg Pass Thru Ctf Cl A-4~Cmo Ser C33
|
Asset backed security
|
6.100 | % |
2/15/51
|
285,416 | ||||||||||
Wachovia Bk Coml Mtg Tr Coml~Mtg Pass-Through Ctfs Ser~Mtg Passthru Ctf Cl A-4~Cmo A4 Ser C29
|
Asset backed security
|
5.308 | % |
11/15/48
|
504,130 | ||||||||||
Wachovia Bk Coml Mtg Tr~2002-C1 Mtg Passthru Ctf A-1
|
Asset backed security
|
6.287 | % |
04/15/34
|
1,609,016 | ||||||||||
Wachovia Bk Coml Mtg Tr~2003-C6 Coml Mtg Passthru Ctf
|
Asset backed security
|
5.125 | % |
08/15/35
|
534,259 | ||||||||||
Wamu Mtg Pass Thru Ctfs Ser~2006-Ar18~Mtg Passthru Ctf Cl 1-A1 Var~Cmo 1A1 Ser Ar18
|
Asset backed security
|
5.372 | % |
1/25/37
|
298,319 | ||||||||||
Washington Mut Mtg Secs Corp~2002-Ar1 Msc Mtg Passthru Ctf~Var Rate
|
Asset backed security
|
2.760 | % |
11/25/30
|
36,366 | ||||||||||
Washington Mut Mtg Secs Corp~2002-Ms1 Mtg Passthru Ctf Cl~Ii-A-1-Fixed Rt
|
Asset backed security
|
6.250 | % |
02/25/32
|
1,580 | ||||||||||
Total Asset Backed Securities
|
74,745,039 | ||||||||||||||
Federal Home Ln Mtg Corp Remic Tr
|
Collateriz’d Mortg Oblig.
|
4.500 | % |
2/15/19
|
544,417 | ||||||||||
Federal Home Ln Mtg Corp Remic Tr~Multiclass Mtg Partn Ctfs Gtd~Preassign 00224~Cmo Cl Ep
|
Collateriz’d Mortg Oblig.
|
5.375 | % |
09/15/11
|
306,730 | ||||||||||
Federal Home Ln Mtg Corp~Cmo/Ser 2864 Cl-Na
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
01/15/31
|
136,784 | ||||||||||
FHLM Corp Grp # A71746~3128L45F7
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
1/1/38
|
482,667 | ||||||||||
Federal Natl Mtg Assn Gtd Remic~Cmo/Ser 2002-14 Cl-T-6
|
Collateriz’d Mortg Oblig.
|
3.310 | % |
02/25/32
|
104,761 | ||||||||||
Federal Natl Mtg Assn Remic Tr~Remic Pass Thru Tr Ser 2004-88 Cl-Ha
|
Collateriz’d Mortg Oblig.
|
6.500 | % |
7/25/34
|
44,359 | ||||||||||
Federal Natl Mtg Assn Remic Tr~Remic Pass Thru Tr~Pb-Rcr-Fixed Rt~061705
|
Collateriz’d Mortg Oblig.
|
5.750 | % |
07/25/35
|
207,210 | ||||||||||
Federal Nat'l Mtge Assn Pool # 254548
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
12/01/32
|
1,034,909 | ||||||||||
Federal Nat'l Mtge Assn Pool # 357802
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
6/1/20
|
63,795 | ||||||||||
Federal Nat'l Mtge Assn Pool # 545900
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
07/01/17
|
8,753 | ||||||||||
Federal Nat'l Mtge Assn Pool # 555591
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
07/01/33
|
350,718 | ||||||||||
Federal Nat'l Mtge Assn Pool # 617271
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
01/01/17
|
84,266 | ||||||||||
Federal Nat'l Mtge Assn Pool # 676654
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
1/1/33
|
1,218,680 | ||||||||||
Federal Nat'l Mtge Assn Pool # 735288
|
Collateriz’d Mortg Oblig.
|
5.000 | % |
3/1/35
|
4,373,035 | ||||||||||
Federal Nat'l Mtge Assn Pool # 735925
|
Collateriz’d Mortg Oblig.
|
5.000 | % |
10/1/35
|
396,574 | ||||||||||
Federal Nat'l Mtge Assn Pool # 735989
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
2/1/35
|
34,758 | ||||||||||
Federal Nat'l Mtge Assn Pool # 745922
|
Collateriz’d Mortg Oblig.
|
2.714 | % |
07/01/35
|
320,231 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost | (e) Current Value | |||||||||||
Federal Nat'l Mtge Assn Pool # 773501
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
08/01/19
|
$ | 293,672 | |||||||||
Federal Nat'l Mtge Assn Pool # 778519
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
4/1/19
|
18,308 | ||||||||||
Federal Nat'l Mtge Assn Pool # 780993
|
Collateriz’d Mortg Oblig.
|
2.675 | % |
05/01/34
|
681,519 | ||||||||||
Federal Nat'l Mtge Assn Pool # 828056
|
Collateriz’d Mortg Oblig.
|
2.737 | % |
06/01/35
|
299,538 | ||||||||||
Federal Nat'l Mtge Assn Pool # 833522
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
9/1/20
|
25,029 | ||||||||||
Federal Nat'l Mtge Assn Pool # 845326
|
Collateriz’d Mortg Oblig.
|
6.000 | % |
12/1/35
|
14,787 | ||||||||||
Federal Nat'l Mtge Assn Pool # 865807
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
3/1/21
|
17,178 | ||||||||||
Federal Nat'l Mtge Assn Pool # 880504
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
8/1/21
|
60,758 | ||||||||||
Federal Nat'l Mtge Assn Pool # 888250
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
01/01/21
|
295,316 | ||||||||||
Federal Nat'l Mtge Assn Pool # 888601
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
06/01/20
|
604,222 | ||||||||||
Federal Nat'l Mtge Assn Pool # 987325
|
Collateriz’d Mortg Oblig.
|
5.559 | % |
9/1/38
|
344,298 | ||||||||||
Federal Nat'l Mtge Assn Pool # 995320
|
Collateriz’d Mortg Oblig.
|
4.500 | % |
12/1/20
|
1,017,055 | ||||||||||
Federal Nat'l Mtge Assn Pool # 995324
|
Collateriz’d Mortg Oblig.
|
5.000 | % |
12/1/20
|
1,482,520 | ||||||||||
Federal Nat'l Mtge Assn Pool # Ad7595
|
Collateriz’d Mortg Oblig.
|
5.000 | % |
7/1/40
|
1,805,580 | ||||||||||
Federal Nat'l Mtge Assn Pool # Ah0942
|
Collateriz’d Mortg Oblig.
|
4.000 | % |
12/01/40
|
2,589,080 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # 1B2139
|
Collateriz’d Mortg Oblig.
|
2.770 | % |
03/01/35
|
303,638 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # 1G2511
|
Collateriz’d Mortg Oblig.
|
4.533 | % |
5/1/36
|
468,266 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # 1K1233
|
Collateriz’d Mortg Oblig.
|
5.362 | % |
5/1/36
|
245,696 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # A71746
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
1/1/38
|
513,997 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # A81740
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
9/1/38
|
650,492 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # E00627
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
02/01/14
|
34,926 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # E01216
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
10/01/17
|
143,729 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # E88978
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
04/01/17
|
38,993 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # E91860
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
10/01/17
|
26,301 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # G14010
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
05/01/22
|
2,200,324 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # J00252
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
10/1/20
|
77,322 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # J00813
|
Collateriz’d Mortg Oblig.
|
5.000 | % |
12/1/20
|
53,543 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # J03285
|
Collateriz’d Mortg Oblig.
|
5.000 | % |
8/1/21
|
56,028 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # J03286
|
Collateriz’d Mortg Oblig.
|
5.000 | % |
9/1/21
|
480,508 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # J05930
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
3/1/21
|
14,452 | ||||||||||
Fed'l Home Loan Mtge Corp Grp # A95821
|
Collateriz’d Mortg Oblig.
|
4.000 | % |
12/01/40
|
2,583,802 | ||||||||||
FHLMC TBA 15Yr Gold Sfm 05.50% Jan
|
Collateriz’d Mortg Oblig.
|
01/01/19
|
(107,156 | ) | |||||||||||
FHLMC TBA 30Yr Gold Sfm 04.50% Jan
|
Collateriz’d Mortg Oblig.
|
4.500 | % |
1/1/34
|
1,332,094 | ||||||||||
FHLMC TBA 30Yr Gold Sfm 05.00% Jan
|
Collateriz’d Mortg Oblig.
|
1/15/33
|
629,250 | ||||||||||||
FNMA Mtge Corp Grp # J02895~Swap Margin Collateral Held @ Citibank
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
6/21/21
|
851,627 | ||||||||||
FNMA TBA 30Yr Sfm 04.00% Jan
|
Collateriz’d Mortg Oblig.
|
4.000 | % |
1/25/39
|
13,030,406 | ||||||||||
FNMA TBA 15Yr Sfm 05.00% Jan
|
Collateriz’d Mortg Oblig.
|
01/01/20
|
(954,844 | ) | |||||||||||
FNMA TBA 15Yr Sfm 05.50% Jan
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
1/1/20
|
(537,500 | ) | |||||||||
FNMA TBA 15Yr Sfm 4.00 Jan
|
Collateriz’d Mortg Oblig.
|
1/1/20
|
617,906 | ||||||||||||
FNMA TBA 30Yr Sfm 04.50% Jan
|
Collateriz’d Mortg Oblig.
|
4.500 | % |
1/1/35
|
8,313,891 | ||||||||||
FNMA TBA 30Yr Sfm 05.00% Jan
|
Collateriz’d Mortg Oblig.
|
01/01/37
|
1,156,375 | ||||||||||||
FNMA TBA 30Yr Sfm 05.50% Jan
|
Collateriz’d Mortg Oblig.
|
2.500 | % |
01/01/35
|
3,209,531 | ||||||||||
FNMA TBA 30Yr Sfm 05.50% Jan
|
Collateriz’d Mortg Oblig.
|
2.500 | % |
01/01/35
|
4,921,281 | ||||||||||
FNMA TBA 30Yr Sfm 06.00% Jan
|
Collateriz’d Mortg Oblig.
|
6.000 | % |
1/1/35
|
4,238,813 | ||||||||||
FNMA TBA 30Yr Sfm 06.50% Jan
|
Collateriz’d Mortg Oblig.
|
1/1/39
|
1,666,875 | ||||||||||||
GNMA I TBA 30Yr Sfm 06.50% Jan
|
Collateriz’d Mortg Oblig.
|
6.500 | % |
1/1/35
|
450,625 | ||||||||||
GNMA II TBA 30Yr Jumbo 05.00% Jan
|
Collateriz’d Mortg Oblig.
|
1/1/37
|
1,488,172 | ||||||||||||
Gov't Nat'l Mtg Assn Pool# 781590
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
04/15/33
|
43,886 | ||||||||||
Gov't Nat'l Mtge Assn Pool # 80916
|
Collateriz’d Mortg Oblig.
|
1.875 | % |
05/20/34
|
379,641 | ||||||||||
Gov't Nat'l Mtge Assn Pool # 80947
|
Collateriz’d Mortg Oblig.
|
1.875 | % |
06/20/34
|
287,199 | ||||||||||
Gov't Nat'l Mtge Assn Pool # 499416
|
Collateriz’d Mortg Oblig.
|
6.000 | % |
02/15/29
|
2,220 | ||||||||||
Gov't Nat'l Mtge Assn Pool # 590089
|
Collateriz’d Mortg Oblig.
|
5.500 | % |
07/15/33
|
18,307 | ||||||||||
Gov't Nat'l Mtge Assn Pool # 781284
|
Collateriz’d Mortg Oblig.
|
6.000 | % |
02/15/11
|
61 | ||||||||||
Total Mortgage Backed Securities
|
68,192,184 | ||||||||||||||
Israel St~Gtd Nt Cl 3
|
Non U.S. Government
|
5.500 | % |
04/26/24
|
399,735 | ||||||||||
Israel St~Gtd Nt Dtd 09/18/2003 Cl1-B
|
Non U.S. Government
|
5.500 | % |
09/18/33
|
166,605 | ||||||||||
Province Of Ont~Global Nt Fltg Rate~For Future Issues See 683234
|
Non U.S. Government
|
05/22/12
|
746,825 | ||||||||||||
Structured Asset Receivables *Pp* Dflt~Tr~2003-2 Tr Ctf
|
Other fixed income
|
4.581 | % |
01/21/09
|
- | ||||||||||
Temasek Finl Ltd *Pp*~Nt 144A
|
Other fixed income
|
4.500 | % |
09/21/15
|
253,901 | ||||||||||
Total Other Bonds
|
1,567,066 | ||||||||||||||
Total Bonds and Debentures
|
321,429,864 | ||||||||||||||
Aeon Co Ltd~ADR
|
Common Stock
|
841,814 | |||||||||||||
Amada Co Ltd ADR
|
Common Stock
|
277,100 | |||||||||||||
Abb Ltd~Sponsored ADR
|
Common Stock
|
942,586 | |||||||||||||
Adidas Ag~Sponsored ADR
|
Common Stock
|
346,859 | |||||||||||||
Aegon N V
|
Common Stock
|
342,354 | |||||||||||||
Advantest Corp~Sponsored ADR New
|
Common Stock
|
368,217 | |||||||||||||
Ageas~Sponsored ADR~Exchanged For Sponsored ADR~New 12/17/2001
|
Common Stock
|
213,833 | |||||||||||||
Air Liquide ADR
|
Common Stock
|
705,748 | |||||||||||||
Air France-Klm~Sponsored ADR
|
Common Stock
|
528,583 | |||||||||||||
Ajinomoto Inc ADR
|
Common Stock
|
448,529 | |||||||||||||
Aktiebolgt Electrolux ADR
|
Common Stock
|
885,214 | |||||||||||||
Akzo Nobel N V ADR
|
Common Stock
|
362,261 | |||||||||||||
Alcatel-Lucent ADR
|
Common Stock
|
369,112 | |||||||||||||
All Nippon Awys Ltd~Sponsored ADR
|
Common Stock
|
526,776 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost | (e) Current Value | |||||||||||
Allianz Se ADR~Sponsored ADR Repstg 1/10 Sh
|
Common Stock
|
$ | 1,547,911 | ||||||||||||
Alpha Bk A E
|
Common Stock
|
104,254 | |||||||||||||
Alumina Ltd~Sponsored ADR
|
Common Stock
|
767,053 | |||||||||||||
Amcor Ltd ADR New
|
Common Stock
|
550,559 | |||||||||||||
Anglo Amern Plc~ADR New
|
Common Stock
|
1,457,072 | |||||||||||||
Arcelormittal Sa Luxembourg~N Y Registry Shs
|
Common Stock
|
477,921 | |||||||||||||
Asahi Glass ADR
|
Common Stock
|
561,648 | |||||||||||||
Asahi Kasei Corp ADR
|
Common Stock
|
477,019 | |||||||||||||
Astrazeneca Plc Spons ADR~Rep 1 Ord
|
Common Stock
|
1,302,558 | |||||||||||||
Atlas Copco Ab~Sponsored ADR New Repstg Cl B
|
Common Stock
|
938,692 | |||||||||||||
Atlas Copco Ab Sponsored ADR~New Repstg Com
|
Common Stock
|
995,519 | |||||||||||||
Australia & New Zealand Bkg~Group Ltd Sponsored ADR
|
Common Stock
|
1,460,035 | |||||||||||||
Axa ADR
|
Common Stock
|
944,431 | |||||||||||||
Bt Group Plc~ADR
|
Common Stock
|
475,990 | |||||||||||||
Bnp Paribas~Sponsored ADR Repstg 1/4 Sh
|
Common Stock
|
1,456,236 | |||||||||||||
Bae Sys Plc
|
Common Stock
|
25,317 | |||||||||||||
Banco Bilbao Vizcaya~ Argentaria S A~Sponsored ADR
|
Common Stock
|
882,115 | |||||||||||||
Banco Santander S A~ADR
|
Common Stock
|
1,886,115 | |||||||||||||
Bank Yokohama Ltd Japan ADR
|
Common Stock
|
384,119 | |||||||||||||
Barclays Plc ADR~ (Rep 4 Ord Gbp1)
|
Common Stock
|
907,361 | |||||||||||||
Basf Se~Sponsored ADR
|
Common Stock
|
1,708,820 | |||||||||||||
Bayer A G Sponsored ADR
|
Common Stock
|
1,311,095 | |||||||||||||
Bhp Billiton Limited~Sponsored ADR
|
Common Stock
|
3,868,538 | |||||||||||||
Bhp Billiton Plc~Sponsored ADR
|
Common Stock
|
1,901,813 | |||||||||||||
Bg Plc~ADR Final Installment New
|
Common Stock
|
1,413,559 | |||||||||||||
Bunzl Plc~Sponsored ADR New
|
Common Stock
|
217,710 | |||||||||||||
Boral Ltd New~Boral Ltd New~Sponsored ADR
|
Common Stock
|
459,730 | |||||||||||||
Bp Plc Spons ADR
|
Common Stock
|
2,870,741 | |||||||||||||
Bridgestone Corp ADR
|
Common Stock
|
444,947 | |||||||||||||
British Sky Broadcasting Group Spons ADR~Plc
|
Common Stock
|
329,565 | |||||||||||||
British Awys Plc ADR
|
Common Stock
|
426,768 | |||||||||||||
British American Tobacco
|
Common Stock
|
1,507,380 | |||||||||||||
British Ld Co Plc~Sponsored ADR
|
Common Stock
|
334,483 | |||||||||||||
Cairn Energy Plc~ADR
|
Common Stock
|
429,683 | |||||||||||||
Canon Inc ADR Repstg 5 Shs
|
Common Stock
|
1,365,644 | |||||||||||||
Cap Gemini S A~ADR
|
Common Stock
|
192,126 | |||||||||||||
Capitaland Ltd~Sponsored ADR
|
Common Stock
|
352,721 | |||||||||||||
Carnival Plc~ADR
|
Common Stock
|
467,873 | |||||||||||||
Centrica Plc~Sponsored ADR New 2004
|
Common Stock
|
700,242 | |||||||||||||
Cheung Kong Hldgs Ltd ADR
|
Common Stock
|
512,031 | |||||||||||||
City Devs Ltd Spons ADR
|
Common Stock
|
688,280 | |||||||||||||
Clp Holdings Ltd
|
Common Stock
|
424,089 | |||||||||||||
Coca Cola Amatil Ltd~Sponsored ADR
|
Common Stock
|
804,844 | |||||||||||||
Coca-Cola Hellenic Bottling Co~S A~Sponsored ADR
|
Common Stock
|
290,158 | |||||||||||||
Commerzbank A G Sponsored ADR
|
Common Stock
|
358,205 | |||||||||||||
Commonwealth Bk Australia Spnrd ADR 144A
|
Common Stock
|
1,483,197 | |||||||||||||
Compass Group Plc~Sponsored ADR New
|
Common Stock
|
445,535 | |||||||||||||
Computershare Ltd~Sponsored ADR
|
Common Stock
|
501,803 | |||||||||||||
Credit Agricole S A~ADR
|
Common Stock
|
399,394 | |||||||||||||
Credit Suisse Group Sponsored ADR
|
Common Stock
|
1,066,986 | |||||||||||||
Crh Plc ADR
|
Common Stock
|
223,371 | |||||||||||||
Dai Nippon Prtg Ltd Japan~Sponsored ADR
|
Common Stock
|
327,288 | |||||||||||||
Daimler Ag~Ord
|
Common Stock
|
1,654,291 | |||||||||||||
Daiwa House Ind Ltd ADR
|
Common Stock
|
602,945 | |||||||||||||
Daiwa Secs Group Inc~Sponsored ADR~Formerly Daiwa Secs Ltd Japan~To 04/26/1999
|
Common Stock
|
360,780 | |||||||||||||
Danske Bk A/S ADR~ADR
|
Common Stock
|
474,977 | |||||||||||||
Danone~Sponsored ADR
|
Common Stock
|
817,088 | |||||||||||||
Dassault Sys S A~Sponsored ADR
|
Common Stock
|
571,005 | |||||||||||||
Denso Corp~ADR
|
Common Stock
|
552,768 | |||||||||||||
Deutsche Bank Npv
|
Common Stock
|
1,324,829 | |||||||||||||
Deutsche Lufthansa A G~Sponsored ADR
|
Common Stock
|
553,907 | |||||||||||||
Deutsche Telekom Ag Sponsored ADR
|
Common Stock
|
772,018 | |||||||||||||
Diageo Plc Spon ADR New
|
Common Stock
|
886,385 | |||||||||||||
Dnb Nor Asa 144A Spon ADR
|
Common Stock
|
427,948 | |||||||||||||
E On Ag
|
Common Stock
|
1,456,954 | |||||||||||||
Edp-Energias De Portugal Sa ADR~Sponsored
|
Common Stock
|
273,693 | |||||||||||||
Eisai Ltd Spons ADR
|
Common Stock
|
1,087,470 | |||||||||||||
Elan Corp Plc ADR
|
Common Stock
|
238,185 | |||||||||||||
Enel Societa Per Azioni~ADR
|
Common Stock
|
793,720 | |||||||||||||
Eni S P A Sponsored ADR
|
Common Stock
|
1,408,078 | |||||||||||||
Erste Group Bank Ag
|
Common Stock
|
403,064 | |||||||||||||
Delhaize Group
|
Common Stock
|
970,024 | |||||||||||||
Essilor Intl~Sponsored ADR
|
Common Stock
|
535,055 | |||||||||||||
European Aeronautic Defence &~Space Co Eads Nv~Unsponsored ADR
|
Common Stock
|
214,214 | |||||||||||||
Experian Plc ADR
|
Common Stock
|
437,527 | |||||||||||||
Fiat S.P.A ADR New
|
Common Stock
|
740,998 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost | (e) Current Value | |||||||||||
Firstgroup~ADR
|
Common Stock
|
$ | 230,732 | ||||||||||||
Fosters Group Ltd ADR Ltd Spons~New
|
Common Stock
|
800,927 | |||||||||||||
France Telecom Sponsored ADR
|
Common Stock
|
588,132 | |||||||||||||
Fresenius Med Care Ag & Co. Kgaa ADR~Rep Ord Bearer Shs
|
Common Stock
|
341,929 | |||||||||||||
Fuji Heavy Industries Ltd ADR
|
Common Stock
|
419,456 | |||||||||||||
Fujitsu Ltd ADR Com
|
Common Stock
|
376,175 | |||||||||||||
Fujifilm Hldgs Corp~ADR 2 Ord
|
Common Stock
|
517,660 | |||||||||||||
Furukawa Elec Ltd ADR
|
Common Stock
|
324,517 | |||||||||||||
Gdf Suez~Sponsored ADR
|
Common Stock
|
922,040 | |||||||||||||
Glaxo Smithkline Plc~ADR
|
Common Stock
|
1,947,273 | |||||||||||||
Hsbc Hldgs Plc~Sponsored ADR New
|
Common Stock
|
3,601,382 | |||||||||||||
Hachijuni Bk Ltd~ADR
|
Common Stock
|
319,069 | |||||||||||||
Hang Seng Bk Ltd Spons ADR
|
Common Stock
|
378,120 | |||||||||||||
Hannover Reins Corp~Sponsored ADR
|
Common Stock
|
475,469 | |||||||||||||
Heineken N V ADR~Nlg5
|
Common Stock
|
242,591 | |||||||||||||
Hellenic Telecommun Org Spons ADR~Rep 1/2 Ord Shs
|
Common Stock
|
112,108 | |||||||||||||
Hennes & Mauritz Ab~ADR
|
Common Stock
|
876,249 | |||||||||||||
Henkel Ag And Co. Kgaa Spons ADR~Repstg Pfd Shs
|
Common Stock
|
578,745 | |||||||||||||
Henkel Ag & Company Kgaa Spons ADR~Repstg Ord Shs
|
Common Stock
|
260,767 | |||||||||||||
Hino Motors Ltd ADR
|
Common Stock
|
200,891 | |||||||||||||
Hitachi Ltd ADR 10 Com
|
Common Stock
|
453,475 | |||||||||||||
Honda Motor Co Ltd
|
Common Stock
|
1,477,300 | |||||||||||||
Hong Kong & China Gas Ltd Spnsrd ADR
|
Common Stock
|
499,380 | |||||||||||||
Hongkong Elec Hldgs Ltd~Sponsored ADR
|
Common Stock
|
369,810 | |||||||||||||
Hopewell Hldgs Ltd Sponsored ADR
|
Common Stock
|
3,767 | |||||||||||||
Hoya Corp~Sponsored ADR
|
Common Stock
|
267,454 | |||||||||||||
Hutchison Whampoa Ltd ADR
|
Common Stock
|
425,593 | |||||||||||||
Hysan Dev Ltd Sponsored ADR
|
Common Stock
|
743,017 | |||||||||||||
Icap Plc~Sponsored ADR Repstg 2 Ord Sh
|
Common Stock
|
353,807 | |||||||||||||
Iberdrola S A~Sponsored ADR Repstg 1 Ord Shs
|
Common Stock
|
1,346,412 | |||||||||||||
Imperial Tob Group Plc Sponsored ADR
|
Common Stock
|
622,402 | |||||||||||||
Ing Groep N V Sponsored ADR
|
Common Stock
|
1,029,702 | |||||||||||||
Intercontinental Hotels Group~Plc New~Sponsored ADR New June 2007
|
Common Stock
|
440,650 | |||||||||||||
International Pwr Plc~Sponsored ADR
|
Common Stock
|
501,104 | |||||||||||||
Intesa Sanpaolo S P A~Sponsored ADR Repstg Ord Shs
|
Common Stock
|
1,673,265 | |||||||||||||
Invensys Plc~Sponsored ADR New
|
Common Stock
|
291,232 | |||||||||||||
Isuzu Motors Ltd Unsponsored ADR
|
Common Stock
|
591,461 | |||||||||||||
Itochu Corp ADR
|
Common Stock
|
618,235 | |||||||||||||
J Sainsbury Plc~Sponsored ADR New
|
Common Stock
|
356,884 | |||||||||||||
James Hardie Industries Se.
|
Common Stock
|
622,233 | |||||||||||||
Johnson Matthey Pub Ltd Co~Johnson Matthey Pub Ltd Co~Sponsored ADR~Formerly Johnson Matthey & Co
|
Common Stock
|
308,423 | |||||||||||||
Kajima Corp ADR
|
Common Stock
|
221,046 | |||||||||||||
Kao Corp ADR~Sponsored ADR Repstg 10 Shs~Com
|
Common Stock
|
432,037 | |||||||||||||
Kawasaki Heavy Inds Ltd~Sponsored ADR
|
Common Stock
|
390,456 | |||||||||||||
Keppel Ltd Sponsored ADR
|
Common Stock
|
575,627 | |||||||||||||
Kingfisher Plc~Sponsored ADR Par 15 5/7 Pence
|
Common Stock
|
577,121 | |||||||||||||
Kirin Hldgs Co Ltd~Sponsored ADR
|
Common Stock
|
365,118 | |||||||||||||
Kobe Stl Ltd Sponsored ADR
|
Common Stock
|
497,840 | |||||||||||||
Komatsu Ltd New
|
Common Stock
|
668,770 | |||||||||||||
Koninklijke Ahold Nv~Sponsored ADR 2007
|
Common Stock
|
462,986 | |||||||||||||
Konami Corp~Sponsored ADR
|
Common Stock
|
176,707 | |||||||||||||
Koninklijke Philips Electrs~N V~Sponsored ADR New 2000
|
Common Stock
|
520,733 | |||||||||||||
Royal Kpn Nv~Sponsored ADR
|
Common Stock
|
508,355 | |||||||||||||
Kubota Corp ADR
|
Common Stock
|
436,288 | |||||||||||||
Kyocera Corp ADR
|
Common Stock
|
450,164 | |||||||||||||
Lloyds Banking Group Plc~Sponsored ADR
|
Common Stock
|
885,265 | |||||||||||||
L Oreal Co ADR
|
Common Stock
|
1,511,263 | |||||||||||||
Lafarge S.A. ADR~Sponsored ADR New
|
Common Stock
|
275,868 | |||||||||||||
Legal & General Plc ADR
|
Common Stock
|
470,088 | |||||||||||||
Lend Lease Ltd~Sponsored ADR
|
Common Stock
|
960,260 | |||||||||||||
Lonmin Pub Ltd Co
|
Common Stock
|
286,727 | |||||||||||||
Luxottica Group S P A ADR~Sponsored ADR
|
Common Stock
|
287,461 | |||||||||||||
Lvmh Moet Hennessy Louis~Vuitton~ADR
|
Common Stock
|
520,129 | |||||||||||||
Mtr Corp Ltd~Sponsored ADR
|
Common Stock
|
280,319 | |||||||||||||
Makita Corporation ADR
|
Common Stock
|
448,690 | |||||||||||||
Man Group Plc~ADR
|
Common Stock
|
450,420 | |||||||||||||
Marks & Spencer Group P L C~Sponsored ADR
|
Common Stock
|
322,865 | |||||||||||||
Mabubeni Corp ADR
|
Common Stock
|
457,620 | |||||||||||||
Marui Ltd ADR New
|
Common Stock
|
654,592 | |||||||||||||
Mediaset S P A~Sponsored ADR Repstg 3 Ord Shs
|
Common Stock
|
235,652 | |||||||||||||
Merck Kgaa~ADR
|
Common Stock
|
209,976 | |||||||||||||
Metso Corp~Sponsored ADR
|
Common Stock
|
864,819 | |||||||||||||
Minebea Ltd Spon ADR
|
Common Stock
|
389,058 | |||||||||||||
Mitsui & Co Ltd ADR
|
Common Stock
|
557,855 | |||||||||||||
Mitsubishi Corp ADR~Sponsored
|
Common Stock
|
1,002,719 | |||||||||||||
Mitsubishi Estate Ltd ADR
|
Common Stock
|
631,329 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost | (e) Current Value | |||||||||||
Mitsubishi Elec Corp ADR
|
Common Stock
|
577,775 | |||||||||||||
Mitsubishi Ufj Finl Group Inc~Sponsored ADR
|
Common Stock
|
1,063,444 | |||||||||||||
Mizuho Finl Group Inc~Sponsored ADR
|
Common Stock
|
361,500 | |||||||||||||
Ms&Ad Ins Group Hldgs~ADR
|
Common Stock
|
654,849 | |||||||||||||
Nsk Ltd ADR~Sponsored
|
Common Stock
|
515,850 | |||||||||||||
National Aust Bk Ltd ADR New
|
Common Stock
|
1,420,397 | |||||||||||||
National Bk Greece S A~Sponsored ADR
|
Common Stock
|
194,788 | |||||||||||||
National Grid Plc~Sponsored ADR New~Formerly National Grid Group~Plc To 10/21/2002 & Formerly
|
Common Stock
|
614,308 | |||||||||||||
Neptune Orient Lines Ltd~Sponsored ADR
|
Common Stock
|
662,416 | |||||||||||||
Nestle S A Sponsored ADR~Repstg Reg Sh
|
Common Stock
|
4,296,567 | |||||||||||||
Newcrest Mng Ltd Sponsored ADR
|
Common Stock
|
681,489 | |||||||||||||
Nice Sys Ltd Spons ADR
|
Common Stock
|
59,330 | |||||||||||||
Nidec Corp~Sponsored ADR
|
Common Stock
|
413,116 | |||||||||||||
Nintendo Ltd ADR
|
Common Stock
|
492,142 | |||||||||||||
Nikon Corp~ADR
|
Common Stock
|
223,377 | |||||||||||||
Nippon Yusen Kabushiki Kaisha~Sponsored ADR 2006
|
Common Stock
|
798,930 | |||||||||||||
Nippon Stl Corp~ADR
|
Common Stock
|
525,644 | |||||||||||||
Nippon Teleg & Tel Corp Sponsored ADR
|
Common Stock
|
486,328 | |||||||||||||
Nisshin Steel Ltd ADR
|
Common Stock
|
231,690 | |||||||||||||
Nissan Mtr Ltd ADR~Sponsored ADR
|
Common Stock
|
699,594 | |||||||||||||
Nitto Denko Corp ADR
|
Common Stock
|
471,611 | |||||||||||||
Nokia Corp ADR-A Shs~Sponsored
|
Common Stock
|
756,435 | |||||||||||||
Nomura Hldgs Inc~Sponsored ADR
|
Common Stock
|
452,342 | |||||||||||||
Norsk Hydro A S Sponsored ADR
|
Common Stock
|
212,467 | |||||||||||||
Ntt Docomo Inc
|
Common Stock
|
419,474 | |||||||||||||
Novartis Ag Spnsrd ADR
|
Common Stock
|
2,632,766 | |||||||||||||
Novo Nordisk A/S ADR
|
Common Stock
|
1,737,405 | |||||||||||||
Novozymes A/S~Sponsored ADR
|
Common Stock
|
182,681 | |||||||||||||
Oji Paper Co Ltd Sponsored ADR
|
Common Stock
|
337,205 | |||||||||||||
Olympus Corp~Sponsored ADR
|
Common Stock
|
606,120 | |||||||||||||
Omron Corp~Sponsored ADR~Formerly Omron Tateisi Electrs~Co To 04/01/1990
|
Common Stock
|
342,121 | |||||||||||||
Omv-Ag~Sponsored ADR New
|
Common Stock
|
225,132 | |||||||||||||
Orix Corp~Sponsored ADR
|
Common Stock
|
682,220 | |||||||||||||
Orkla A S~Sponsored ADR Repstg Ser A
|
Common Stock
|
202,758 | |||||||||||||
Panasonic Corp~ADR
|
Common Stock
|
449,790 | |||||||||||||
Pearson Plc
|
Common Stock
|
416,795 | |||||||||||||
Peugeot S.A. ADR
|
Common Stock
|
552,562 | |||||||||||||
Portugal Telecom Sgps S.A. ADR
|
Common Stock
|
262,434 | |||||||||||||
Prudential Plc ADR
|
Common Stock
|
873,200 | |||||||||||||
Publicis S A New~Sponsored ADR
|
Common Stock
|
760,942 | |||||||||||||
Randgold Res Ltd ADR~ADR
|
Common Stock
|
36,225 | |||||||||||||
Reed Elsevier P L C~Sponsored ADR New
|
Common Stock
|
236,027 | |||||||||||||
Reed Elsevier N V~Sponsored ADR New
|
Common Stock
|
222,871 | |||||||||||||
Repsol Ypf S.A. ADR
|
Common Stock
|
676,819 | |||||||||||||
Rexam Plc~Sponsored ADR New 2001
|
Common Stock
|
265,399 | |||||||||||||
Ricoh Ltd ADR New
|
Common Stock
|
234,758 | |||||||||||||
Rio Tinto Plc Spon ADR
|
Common Stock
|
2,234,072 | |||||||||||||
Roche Hldg Ltd Sponsored ADR
|
Common Stock
|
2,133,782 | |||||||||||||
Rolls-Royce Group Plc~Sponsored ADR
|
Common Stock
|
379,626 | |||||||||||||
Royal Dutch Shell Plc~Sponsored ADR Repstg B Shs
|
Common Stock
|
1,822,891 | |||||||||||||
Royal Dutch Shell Plc Spons ADR~Repstg A Shs
|
Common Stock
|
2,362,343 | |||||||||||||
Royal Dsm N V~Sponsored ADR
|
Common Stock
|
152,764 | |||||||||||||
Rwe Ag Spons ADR~Repstg Ord Par
|
Common Stock
|
724,583 | |||||||||||||
Sgs Societe Generale De~Surveillance Hldg Sa~ADR
|
Common Stock
|
351,759 | |||||||||||||
Shizuoka Bk Ltd ADR
|
Common Stock
|
415,571 | |||||||||||||
Sabmiller Plc~Sponsored ADR
|
Common Stock
|
759,574 | |||||||||||||
Sage Group Plc~Unsponsored ADR
|
Common Stock
|
196,800 | |||||||||||||
Sandvik Ab ADR
|
Common Stock
|
679,161 | |||||||||||||
Sanofi-Aventis~Sponsored ADR
|
Common Stock
|
1,443,904 | |||||||||||||
SAP Ag
|
Common Stock
|
815,631 | |||||||||||||
Scottish & Southn Energy Plc~Spons. ADR
|
Common Stock
|
472,993 | |||||||||||||
Secom Ltd ADR
|
Common Stock
|
379,264 | |||||||||||||
Seiko Epson Corp~Unsponsored ADR
|
Common Stock
|
273,720 | |||||||||||||
Sekisui House Ltd~Sponsored ADR~Formerly Sekisui Prefab Homes~Ltd To 04/28/1982
|
Common Stock
|
242,952 | |||||||||||||
Sharp Corp
|
Common Stock
|
268,320 | |||||||||||||
Shinsei Bk Ltd~Sponsored ADR
|
Common Stock
|
258,786 | |||||||||||||
Shiseido Ltd Sponsored ADR
|
Common Stock
|
373,744 | |||||||||||||
Siemens A G~Sponsored ADR
|
Common Stock
|
2,031,985 | |||||||||||||
Singapore Telecommunications~Ltd~Sponsored ADR New 2006
|
Common Stock
|
486,418 | |||||||||||||
Sino Ld Ltd Sponsored ADR
|
Common Stock
|
330,247 | |||||||||||||
Skf Ab ADR~Sponsored ADR Par S Kr 12.50
|
Common Stock
|
964,355 | |||||||||||||
Smith & Nephew P L C~Sponsored ADR New
|
Common Stock
|
340,524 | |||||||||||||
Societe Generale France Sponsored ADR
|
Common Stock
|
694,401 | |||||||||||||
Sodexo Spons ADR
|
Common Stock
|
795,605 |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost | (e) Current Value | |||||||||||
Sony Corp ADR Amern Sh New~Ea Rcpt Represents 1 Actual Japanese Sh~ADR
|
Common Stock
|
$ | 842,756 | ||||||||||||
Statoil Asa~Sponsored ADR
|
Common Stock
|
754,365 | |||||||||||||
Stora Enso Oyj~Sponsored ADR Repstg Ser R Shs
|
Common Stock
|
421,256 | |||||||||||||
Swiss Reins Co Sponsored ADR
|
Common Stock
|
687,717 | |||||||||||||
Swisscom~Sponsored ADR
|
Common Stock
|
307,721 | |||||||||||||
Sumitomo Corp~Sponsored ADR
|
Common Stock
|
467,511 | |||||||||||||
Sumitomo Elec Inds Ltd ADR
|
Common Stock
|
299,576 | |||||||||||||
Sumitomo Metal Inds Ltd ADR
|
Common Stock
|
522,771 | |||||||||||||
Sumitomo Tr & Bkg Ltd Spons ADR~Sumitomo Tr & Bkg Ltd~Sponsored ADR
|
Common Stock
|
410,313 | |||||||||||||
Sumitomo Mitsui Finl Group Inc~Sponsored ADR
|
Common Stock
|
647,863 | |||||||||||||
Sun Hung Kai Pptys Ltd~Sponsored ADR
|
Common Stock
|
608,730 | |||||||||||||
Svenska Cellulosa Aktiebolaget ADR~Sca Sponsored
|
Common Stock
|
518,580 | |||||||||||||
Swire Pac Ltd ADR~Sponsored Repstg 1 Cl A Sh
|
Common Stock
|
619,887 | |||||||||||||
Syngenta Ag Spons ADR
|
Common Stock
|
835,381 | |||||||||||||
Tdk Corp ADR
|
Common Stock
|
376,180 | |||||||||||||
Tnt N V~Sponsored ADR
|
Common Stock
|
491,509 | |||||||||||||
Technip Sa~Sponsored ADR
|
Common Stock
|
721,028 | |||||||||||||
Teijin Ltd ADR
|
Common Stock
|
466,346 | |||||||||||||
Telecom Corp New Zealand Ltd Spon ADR~(Each Conv Into 8 Ord Nzdi)
|
Common Stock
|
164,783 | |||||||||||||
Telecom Italia S P A New~Sponsored ADR Repstg Ord Shs
|
Common Stock
|
337,786 | |||||||||||||
Telecom Italia S P A New~Sponsored ADR Repstg Svgs Shs
|
Common Stock
|
282,580 | |||||||||||||
Ericsson (Lm) Telephone Co ADR (New)
|
Common Stock
|
702,892 | |||||||||||||
Telefonica S A Spon ADR
|
Common Stock
|
1,910,560 | |||||||||||||
Telenor Asa~Sponsored ADR
|
Common Stock
|
375,334 | |||||||||||||
Telstra Ltd~Sponsored ADR Final Instalment
|
Common Stock
|
443,329 | |||||||||||||
Tesco Plc Sponsored ADR
|
Common Stock
|
1,113,660 | |||||||||||||
Teva Pharmaceutical Inds Ltd ADR
|
Common Stock
|
886,210 | |||||||||||||
Tokio Marine Hldgs Inc~ADR
|
Common Stock
|
1,020,229 | |||||||||||||
Tokyu Ld Corp ADR
|
Common Stock
|
150,915 | |||||||||||||
Toppan Prtg Ltd ADR
|
Common Stock
|
320,201 | |||||||||||||
Toray Inds Inc ADR
|
Common Stock
|
448,493 | |||||||||||||
Total S.A. ADR
|
Common Stock
|
2,444,945 | |||||||||||||
Toto Ltd ADR
|
Common Stock
|
246,915 | |||||||||||||
Toyo Suisan Kaisha Ltd ADR
|
Common Stock
|
475,005 | |||||||||||||
Toyota Mtr Corp ADR 2 Com
|
Common Stock
|
1,942,161 | |||||||||||||
Trend Micro Inc~Sponsored ADR New
|
Common Stock
|
231,392 | |||||||||||||
UBS Ag
|
Common Stock
|
1,390,941 | |||||||||||||
Unilever Plc Amer Shs ADR New
|
Common Stock
|
615,624 | |||||||||||||
Unilever Nv Ny Share F New
|
Common Stock
|
1,120,980 | |||||||||||||
United Overseas Bk Ltd Sponsored ADR
|
Common Stock
|
644,998 | |||||||||||||
United Utils Group Plc~Sponsored ADR
|
Common Stock
|
362,473 | |||||||||||||
Upm Kymmene Corp Sponsored ADR
|
Common Stock
|
660,114 | |||||||||||||
Vodafone Group Plc New~Vodafone Group Plc New~Sponsored ADR New
|
Common Stock
|
2,741,320 | |||||||||||||
Veolia Environnement~Sponsored ADR
|
Common Stock
|
516,237 | |||||||||||||
Vestas Wind Sys A/S Utd~Kingdom~Unsponsored ADR Repstg 1 Ord~Shs
|
Common Stock
|
73,762 | |||||||||||||
Volkswagen A G Sponsored A ADR
|
Common Stock
|
362,553 | |||||||||||||
Volvo Aktiebolaget ADR B
|
Common Stock
|
792,624 | |||||||||||||
Westfield Hldgs Ltd /~Westfield Tr / Westfield Amer~Sponsored ADR Repstg Stapled~Secs
|
Common Stock
|
585,704 | |||||||||||||
Westpac Bkg Corp Sponsored ADR
|
Common Stock
|
1,579,548 | |||||||||||||
Wolters Kluwer N V Sponsored ADR
|
Common Stock
|
198,009 | |||||||||||||
Wolseley Plc Jersey~Sponsored ADR
|
Common Stock
|
128,237 | |||||||||||||
Woodside Pete Ltd Sponsored ADR
|
Common Stock
|
795,869 | |||||||||||||
Wpp Plc~ADR
|
Common Stock
|
399,988 | |||||||||||||
Yamazaki Baking Ltd ADR
|
Common Stock
|
258,919 | |||||||||||||
Yara Intl ADR~Sponsored ADR
|
Common Stock
|
225,869 | |||||||||||||
Zurich Finl Svcs~Sponsored ADR
|
Common Stock
|
1,021,118 | |||||||||||||
Total Common Stock
|
204,223,149 | ||||||||||||||
SCDS: (Wfc) 1.00 Dec-20-2015 Fix~Brsb1Ttv2
|
Credit Default Swap
|
12/20/15
|
(1,049,276 | ) | |||||||||||
SCDS: (Wfc) 1.00 Dec-20-2015 Flt~Brsb1Ttv2
|
Credit Default Swap
|
12/20/15
|
1,050,000 | ||||||||||||
Swp: Ifs 2.675000 20-Dec-2020 Fix~Brsb7Wzu4
|
Interest Rate Swap
|
12/20/20
|
104,979 | ||||||||||||
Swp: Ifs 20-Dec-2020 Flt~Brsb7Wzu4
|
Interest Rate Swap
|
12/20/20
|
(115,203 | ) | |||||||||||
Swp: Ifs 2.940000 17Dec2030 Fix~Brsb7Lzg9
|
Interest Rate Swap
|
12/17/30
|
110,487 | ||||||||||||
Swp: Ifs 17Dec2030 Flt~Brsb7Lzg9
|
Interest Rate Swap
|
12/17/30
|
(144,877 | ) | |||||||||||
Swp: USD 3.378750 05-Oct-2040 Fix~Brsarals2
|
Interest Rate Swap
|
10/5/40
|
(351,208 | ) | |||||||||||
Swp: USD 3.78750 05-Oct-2040 Flt~Brsarals2
|
Interest Rate Swap
|
10/5/40
|
400,000 | ||||||||||||
Swp: USD 2.695000 28Oct2020 Fix~Brsawu5E1
|
Interest Rate Swap
|
10/28/20
|
(663,092 | ) | |||||||||||
Swp: USD 28Oct2020 Flt~Brsawu5E1
|
Interest Rate Swap
|
10/28/20
|
700,000 | ||||||||||||
Swp: USD 2.845 7/06/2014 Float~Brs8Ev3Y2
|
Interest Rate Swap
|
7/6/14
|
1,200,000 | ||||||||||||
Swp: USD 2.845 7/6/2014 Fixed~Brs8Ev3Y2
|
Interest Rate Swap
|
7/6/14
|
(1,270,825 | ) | |||||||||||
Swp: USD 2.111250 15-Dec-2015 Fix~Brsb6V2F6
|
Interest Rate Swap
|
12/15/15
|
1,498,176 | ||||||||||||
Swp: USD 15-Dec-2015 Flt~Brsb6V2F6
|
Interest Rate Swap
|
12/15/15
|
(1,500,000 | ) |
(a) |
(b) Identity of issue, borrower,
lessor or similar party
|
(c) Description of investment including
maturity date, rate of interest, collateral,
par or maturity value
|
(d) Cost | (e) Current Value | |||||||||||
Swp: USD 20-Dec-2012 Flt~Brsb7X113
|
Interest Rate Swap
|
12/20/12
|
$ | 2,000,000 | |||||||||||
Swp: USD 0.937500 20-Dec-2012 Fix~Brsb7X113
|
Interest Rate Swap
|
12/20/12
|
(2,006,867 | ) | |||||||||||
Swp: USD 22 Dec 2020 Flt~Brsb93F79
|
Interest Rate Swap
|
12/22/20
|
(2,100,000 | ) | |||||||||||
Swp: USD 3.387500 22 Dec 2020 Fix~Brsb93F79
|
Interest Rate Swap
|
12/22/20
|
2,103,469 | ||||||||||||
Swp:USD 5.305000 10/15/2017~Swap/Swap Brs58Mfl0
|
Interest Rate Swap
|
10/15/17
|
3,700,000 | ||||||||||||
P Swp:USD 5.305000 10/15/2017~Swap/Swap Brs58Mfl0
|
Interest Rate Swap
|
10/15/17
|
(4,333,958 | ) | |||||||||||
Swp: USD 15-Dec-2012 Flt~Brsb6V639
|
Interest Rate Swap
|
12/15/12
|
4,000,000 | ||||||||||||
Swp: USD 0.818750 15-Dec-2012 Fix~Brsb6V639
|
Interest Rate Swap
|
12/15/12
|
(4,006,342 | ) | |||||||||||
Swp: USD 2.7275 9/10/2014 Float~Brs8Qeqa4
|
Interest Rate Swap
|
9/10/14
|
5,000,000 | ||||||||||||
Swp: USD 2.7275 9/10/2014 Fixed~Brs8Qeqa4
|
Interest Rate Swap
|
9/10/14
|
(5,244,836 | ) | |||||||||||
Swp: USD 07-Sep-2012 Flt~Brsakf1E1
|
Interest Rate Swap
|
9/7/12
|
7,500,000 | ||||||||||||
Swp: USD 0.695000 07-Sep-2012 Fix~Brsakf1E1
|
Interest Rate Swap
|
9/7/12
|
(7,520,247 | ) | |||||||||||
Swp: USD 27-Jul-2012 Flt Brsackjr1
|
Interest Rate Swap
|
7/27/12
|
9,700,000 | ||||||||||||
Swp: USD 0.825 27-Jul-2012 Fxd Brsackjr1
|
Interest Rate Swap
|
7/27/12
|
(9,762,355 | ) | |||||||||||
Total Derivatives
|
(1,001,975 | ) | |||||||||||||
Assets (Held and End of Year)
|
$ | 3,223,626,290 |
Computer Sciences Corporation
MATCHED ASSET PLAN
|
|||
Date: June 29, 2011
|
By:
|
/s/ Donald G. DeBuck | |
Donald G. DeBuck
Member, CSC Retirement and Employee Benefits Plans Committee
|
|
CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
|