0001236835-11-000301.txt : 20110527
0001236835-11-000301.hdr.sgml : 20110527
20110527164851
ACCESSION NUMBER: 0001236835-11-000301
CONFORMED SUBMISSION TYPE: NSAR-A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110527
DATE AS OF CHANGE: 20110527
EFFECTIVENESS DATE: 20110527
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MORGAN STANLEY INCOME SECURITIES INC
CENTRAL INDEX KEY: 0000093284
IRS NUMBER: 132739671
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NSAR-A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02349
FILM NUMBER: 11878818
BUSINESS ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 800-869-6397
MAIL ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
FORMER COMPANY:
FORMER CONFORMED NAME: MORGAN STANLEY DEAN WITTER INCOME SECURITIES INC
DATE OF NAME CHANGE: 19981221
FORMER COMPANY:
FORMER CONFORMED NAME: INTERCAPITAL INCOME SECURITIES INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: STANDARD & POORS INTERCAPITAL INCOME SEC
DATE OF NAME CHANGE: 19780813
NSAR-A
1
answer.fil
INCOME SECURITIES ANSWER FILE
PAGE 1
000 A000000 03/31/2011
000 C000000 0000093284
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 6.1
000 J000000 A
001 A000000 MORGAN STANLEY INCOME SECURITIES INC.
001 B000000 811-02349
001 C000000 2122966963
002 A000000 522 FIFTH AVENUE
002 B000000 NEW YORK
002 C000000 NY
002 D010000 10036
003 000000 N
004 000000 N
005 000000 N
006 000000 N
007 A000000 N
007 B000000 0
007 C010100 1
008 A000001 MORGAN STANLEY INVESTMENT ADVISORS INC.
008 B000001 A
008 C000001 801-42061
008 D010001 NEW YORK
008 D020001 NY
008 D030001 10036
010 A000001 MORGAN STANLEY SERVICES COMPANY INC.
010 B000001 84-06270
010 C010001 JERSEY CITY
010 C020001 NJ
010 C030001 07311
012 A000001 COMPUTERSHARE TRUST COMPANY, N.A.
012 B000001 84-00000
012 C010001 PROVIDENCE
012 C020001 RI
012 C030001 02940
012 C040001 3078
013 A000001 DELOITTE & TOUCHE LLP
013 B010001 NEW YORK
013 B020001 NY
013 B030001 10281
014 A000001 ARIGIL MENKUL DEGERLER A.S.
014 B000001 8-00000
014 A000002 BANK MORGAN STANLEY AG
014 B000002 8-00000
014 A000003 BANK OF TOKYO - MITSUBISHI UFJ LTD.
014 B000003 8-00000
014 A000004 BETTER ALTERNATIVE TRADING SYSTEM
PAGE 2
014 B000004 8-00000
014 A000005 BLOCK INTEREST DISCOVERY SERVICE
014 B000005 8-00000
014 A000006 CHINA INTL CAPITAL HONG KONG SECURITIES LTD.
014 B000006 8-00000
014 A000007 H.C. SECURITIES AND INVESTMENTS
014 B000007 8-00000
014 A000008 HTI VALORI MOBILIARE S.A.
014 B000008 8-00000
014 A000009 MITSUBISHI UFJ MORGAN STANLEY SECURITIES CO.
014 B000009 8-00000
014 A000010 MITSUBISHI UFJ SECURITIES CO. LTD.
014 B000010 8-00000
014 A000011 MITSUBISHI UFJ SECURITIES INTERNATIONAL PLC
014 B000011 8-00000
014 A000012 MITSUBISHI UFJ TRUST & BANKING CORP.
014 B000012 8-00000
014 A000013 MORGAN STANLEY & CO. INCORPORATED
014 B000013 8-15869
014 A000014 MORGAN STANLEY & CO. INTERNATIONAL PLC
014 B000014 8-00000
014 A000015 MS ASIA (SINGAPORE) SECURITIES PTE LTD.
014 B000015 8-00000
014 A000016 MORGAN STANLEY ASIA LIMITED
014 B000016 8-00000
014 A000017 MORGAN STANLEY CANADA LIMITED
014 B000017 8-00000
014 A000018 MSDW ASIA (SINGAPORE) PTE
014 B000018 8-00000
014 A000019 MORGAN STANLEY DEAN WITTER AUSTRALIA LIMITED
014 B000019 8-00000
014 A000020 MSDW AUSTRALIA SECURITIES LIMITED
014 B000020 8-00000
014 A000021 MORGAN STANLEY DEAN WITTER C.T.V.M. S.A.
014 B000021 8-00000
014 A000022 MORGAN STANLEY DISTRIBUTION, INC.
014 B000022 8-44766
014 A000023 MORGAN STANLEY DISTRIBUTORS INC.
014 B000023 8-45262
014 A000024 MORGAN STANLEY FUTURES (HONG KONG) LIMITED
014 B000024 8-00000
014 A000025 MORGAN STANLEY HONG KONG SECURITIES LIMITED
014 B000025 8-00000
014 A000026 MORGAN STANLEY INDIA COMPANY PRIVATE LTD.
014 B000026 8-00000
014 A000027 MS INDIA FINANCIAL SERVICES PRIVATE LTD.
014 B000027 8-00000
014 A000028 MORGAN STANLEY JAPAN SECURITIES CO., LTD.
014 B000028 8-00000
014 A000029 MORGAN STANLEY MARKET PRODUCTS INC.
014 B000029 8-37795
PAGE 3
014 A000030 MORGAN STANLEY MUFG SECURITIES CO., LTD.
014 B000030 8-00000
014 A000031 MORGAN STANLEY SECURITIES LIMITED
014 B000031 8-00000
014 A000032 MS SMITH BARNEY AUSTRALIA PTY LTD.
014 B000032 8-00000
014 A000033 MORGAN STANLEY SMITH BARNEY FINANCING, LLC
014 B000033 8-00000
014 A000034 MORGAN STANLEY SMITH BARNEY, LLC
014 B000034 8-68191
014 A000035 MORGAN STANLEY TAIWAN LIMITED
014 B000035 8-00000
014 A000036 MORGAN STANLEY, S.V. S.A.
014 B000036 8-00000
014 A000037 MS SECURITIES SERVICES INC.
014 B000037 8-26804
014 A000038 MUNICENTER
014 B000038 8-00000
014 A000039 OLIVETREE SECURITIES LTD.
014 B000039 8-00000
014 A000040 OOO MORGAN STANLEY BANK
014 B000040 8-00000
014 A000041 PRIME DEALER SERVICES CORP.
014 B000041 8-47025
014 A000042 RMB MORGAN STANLEY
014 B000042 8-00000
014 A000043 UNIONBANC INVESTMENT SERVICES
014 B000043 8-30706
015 A000001 STATE STREET BANK AND TRUST COMPANY
015 B000001 C
015 C010001 BOSTON
015 C020001 MA
015 C030001 02111
015 E010001 X
018 000000 Y
019 A000000 Y
019 B000000 105
019 C000000 MORGANSTAN
020 A000001 GOLDMAN SACHS & CO.
020 B000001 13-5108880
020 C000001 6
021 000000 6
022 A000001 BANK OF AMERICA NT & SA
022 B000001 94-1687665
022 C000001 11721
022 D000001 9716
022 A000002 BNP PARIBAS SECURITIES CORP.
022 B000002 13-3235334
022 C000002 11636
022 D000002 3860
022 A000003 MORGAN (J.P.) SECURITIES INC.
PAGE 4
022 B000003 13-3224016
022 C000003 9180
022 D000003 5434
022 A000004 GOLDMAN SACHS & CO.
022 B000004 13-5108880
022 C000004 3677
022 D000004 6196
022 A000005 CREDIT SUISSE SECURITIES USA
022 B000005 13-5659485
022 C000005 7499
022 D000005 852
022 A000006 BARCLAYS CAPITAL GROUP
022 B000006 13-3551367
022 C000006 5735
022 D000006 2361
022 A000007 NOMURA SECURITIES INTERNATIONAL, INC.
022 B000007 13-2642206
022 C000007 829
022 D000007 4979
022 A000008 DEUTSCHE BANC
022 B000008 13-2730828
022 C000008 2837
022 D000008 2636
022 A000009 JEFFERIES & CO., INC.
022 B000009 95-2622900
022 C000009 942
022 D000009 3571
022 A000010 WELLS FARGO BANK
022 B000010 94-1347393
022 C000010 1743
022 D000010 2078
023 C000000 62626
023 D000000 54948
024 000000 Y
025 A000001 BANK OF AMERICA SECURITIES
025 B000001 94-1687665
025 C000001 E
025 D000001 253
025 A000002 BARCLAYS CAPITAL GROUP
025 B000002 13-3551367
025 C000002 D
025 D000002 1148
025 A000003 CREDIT SUISSE SECURITIES USA
025 B000003 13-5659485
025 C000003 D
025 D000003 445
025 A000004 GOLDMAN SACHS & CO.
025 B000004 13-5108880
025 C000004 D
025 D000004 823
025 A000005 MORGAN (J.P.) SECURITIES INC.
PAGE 5
025 B000005 13-3224016
025 C000005 D
025 D000005 1587
025 A000006 JEFFERIES GROUP & COMPANY, INC.
025 B000006 95-2622900
025 C000006 D
025 D000006 661
025 A000007 BNP PARIBAS SECURITIES CORP.
025 B000007 13-3235334
025 C000007 D
025 D000007 521
026 A000000 N
026 B000000 Y
026 C000000 N
026 D000000 Y
026 E000000 N
026 F000000 Y
026 G010000 N
026 G020000 N
026 H000000 N
027 000000 N
028 A010000 0
028 A020000 0
028 A030000 0
028 A040000 0
028 B010000 0
028 B020000 0
028 B030000 0
028 B040000 0
028 C010000 0
028 C020000 0
028 C030000 0
028 C040000 0
028 D010000 0
028 D020000 0
028 D030000 0
028 D040000 0
028 E010000 0
028 E020000 0
028 E030000 0
028 E040000 0
028 F010000 0
028 F020000 0
028 F030000 0
028 F040000 0
028 G010000 0
028 G020000 0
028 G030000 0
028 G040000 0
028 H000000 0
030 A000000 0
PAGE 6
030 B000000 0.00
030 C000000 0.00
031 A000000 0
031 B000000 0
032 000000 0
033 000000 0
035 000000 0
036 B000000 0
038 000000 0
042 A000000 0
042 B000000 0
042 C000000 0
042 D000000 0
042 E000000 0
042 F000000 0
042 G000000 0
042 H000000 0
043 000000 0
044 000000 0
045 000000 Y
046 000000 N
047 000000 Y
048 000000 0.000
048 A010000 500000
048 A020000 0.420
048 B010000 0
048 B020000 0.000
048 C010000 0
048 C020000 0.000
048 D010000 0
048 D020000 0.000
048 E010000 0
048 E020000 0.000
048 F010000 0
048 F020000 0.000
048 G010000 0
048 G020000 0.000
048 H010000 0
048 H020000 0.000
048 I010000 0
048 I020000 0.000
048 J010000 0
048 J020000 0.000
048 K010000 500000
048 K020000 0.350
049 000000 N
050 000000 N
051 000000 N
052 000000 N
053 A000000 N
054 A000000 Y
PAGE 7
054 B000000 Y
054 C000000 Y
054 D000000 N
054 E000000 N
054 F000000 N
054 G000000 Y
054 H000000 N
054 I000000 N
054 J000000 Y
054 K000000 N
054 L000000 N
054 M000000 Y
054 N000000 N
054 O000000 Y
055 A000000 N
055 B000000 N
056 000000 Y
057 000000 N
058 A000000 N
059 000000 Y
060 A000000 Y
060 B000000 Y
061 000000 0
062 A000000 Y
062 B000000 5.2
062 C000000 0.0
062 D000000 0.0
062 E000000 0.0
062 F000000 0.0
062 G000000 0.0
062 H000000 0.0
062 I000000 0.0
062 J000000 0.0
062 K000000 0.0
062 L000000 0.0
062 M000000 0.0
062 N000000 0.0
062 O000000 0.1
062 P000000 87.4
062 Q000000 5.2
062 R000000 0.4
063 A000000 0
063 B000000 0.0
064 A000000 N
064 B000000 N
066 A000000 N
067 000000 N
068 A000000 N
068 B000000 N
069 000000 N
070 A010000 Y
PAGE 8
070 A020000 N
070 B010000 N
070 B020000 N
070 C010000 Y
070 C020000 N
070 D010000 N
070 D020000 N
070 E010000 Y
070 E020000 Y
070 F010000 N
070 F020000 N
070 G010000 Y
070 G020000 N
070 H010000 N
070 H020000 N
070 I010000 N
070 I020000 N
070 J010000 Y
070 J020000 Y
070 K010000 Y
070 K020000 N
070 L010000 Y
070 L020000 Y
070 M010000 Y
070 M020000 N
070 N010000 Y
070 N020000 N
070 O010000 Y
070 O020000 N
070 P010000 Y
070 P020000 N
070 Q010000 N
070 Q020000 N
070 R010000 N
070 R020000 N
071 A000000 51144
071 B000000 55712
071 C000000 154788
071 D000000 33
072 A000000 6
072 B000000 4413
072 C000000 16
072 D000000 0
072 E000000 0
072 F000000 341
072 G000000 65
072 H000000 0
072 I000000 14
072 J000000 4
072 K000000 0
072 L000000 34
PAGE 9
072 M000000 2
072 N000000 0
072 O000000 0
072 P000000 0
072 Q000000 0
072 R000000 23
072 S000000 9
072 T000000 0
072 U000000 0
072 V000000 0
072 W000000 34
072 X000000 526
072 Y000000 0
072 Z000000 3903
072AA000000 6562
072BB000000 2154
072CC010000 0
072CC020000 7804
072DD010000 4266
072DD020000 0
072EE000000 0
073 A010000 0.4700
073 A020000 0.0000
073 B000000 0.0000
073 C000000 0.0000
074 A000000 10239
074 B000000 0
074 C000000 8418
074 D000000 150366
074 E000000 667
074 F000000 0
074 G000000 0
074 H000000 0
074 I000000 0
074 J000000 3442
074 K000000 11
074 L000000 2300
074 M000000 303
074 N000000 175746
074 O000000 12864
074 P000000 76
074 Q000000 0
074 R010000 0
074 R020000 0
074 R030000 0
074 R040000 614
074 S000000 0
074 T000000 162192
074 U010000 9029
074 U020000 0
074 V010000 17.96
PAGE 10
074 V020000 0.00
074 W000000 0.0000
074 X000000 2981
074 Y000000 0
075 A000000 0
075 B000000 163050
076 000000 16.29
077 A000000 Y
077 B000000 N
077 C000000 N
077 D000000 N
077 E000000 N
077 F000000 N
077 G000000 N
077 H000000 N
077 I000000 N
077 J000000 N
077 K000000 N
077 L000000 N
077 M000000 N
077 N000000 N
077 O000000 Y
077 P000000 N
078 000000 N
080 C000000 0
081 B000000 0
082 B000000 0
083 B000000 0
084 B000000 0
086 A010000 0
086 A020000 0
086 B010000 0
086 B020000 0
086 C010000 0
086 C020000 0
086 D010000 0
086 D020000 0
086 E010000 0
086 E020000 0
086 F010000 0
086 F020000 0
087 A010000 COMMON STOCK
087 A020000 61745P874
087 A030000 ICB
088 A000000 N
088 B000000 N
088 C000000 N
088 D000000 N
SIGNATURE LINDA CHENG
TITLE SUPERVISOR
EX-99.77O RULE 10F-3
2
tenf3incomesecurities.txt
INCOME SECURITIES 10F-3
Morgan Stanley Income Securities Inc.
Item 77O- Transactions effected pursuant to Rule 10f-3
Securities Purchased: Celgene Corp. 3.950% due 10/15/2020
Purchase/Trade Date: 10/4/2010
Offering Price of Shares: $99.745
Total Amount of Offering: $500,000,000
Amount Purchased by Fund: $286,000
Percentage of Offering Purchased by Fund: 0.057
Percentage of Funds Total Assets: 0.17
Brokers: Citi, JPMorgan, Morgan Stanley
Purchased from: JPMorgan
-------------------------------------------------------------------
------------------------
Securities Purchased: UIL Holdings Corp. 4.625% due 10/1/2010
Purchase/Trade Date: 10/4/2010
Offering Price of Shares: $99.204
Total Amount of Offering: $450,000,000
Amount Purchased by Fund: $825,000
Percentage of Offering Purchased by Fund: 0.183
Percentage of Funds Total Assets: 0.49
Brokers: Morgan Stanley, JPMorgan, BofA Merrill Lynch, Goldman Sachs,
Mitsubishi UFJ
Purchased from: Banc of America
--------------------------------------------------------------------
--------------------------
Securities Purchased: Georgia-Pacific LLC 5.400% due 11/1/2020
Purchase/Trade Date: 10/27/2010
Offering Price of Shares: $99.413
Total Amount of Offering: $1,250,000,000
Amount Purchased by Fund: $170,000
Percentage of Offering Purchased by Fund: 0.014
Percentage of Funds Total Assets: 0.10
Brokers: Deutsche Bank Securities, JPMorgan, BofA Merrill Lynch, Credit
Suisse, RBS, Mitsubishi UFJ Securities
Purchased from: JPMorgan
---------------------------------------------------------------------
----------------------------
Securities Purchased: Kilroy Realty LP 5.00% due 11/3/2015
Purchase/Trade Date: 10/27/2010
Offering Price of Shares: $99.939
Total Amount of Offering: $325,000,000
Amount Purchased by Fund: $450,000
Percentage of Offering Purchased by Fund: 0.138
Percentage of Funds Total Assets: 0.27
Brokers: Barclays Capital, BofA Merrill Lynch, JPMorgan, Mitsubishi
UFJ Securities
Purchased from: Barclays Capital
---------------------------------------------------------------------
------------------------------
Securities Purchased: Arrow Electronics Inc. 5.125% due 3/1/2021
Purchase/Trade Date: 10/29/2010
Offering Price of Shares: $99.674
Total Amount of Offering: $250,000,000
Amount Purchased by Fund: $215,000
Percentage of Offering Purchased by Fund: 0.086
Percentage of Funds Total Assets: 0.13
Brokers: BofA Merrill Lynch, JPMorgan, Morgan Stanley
Purchased from: Banc of America
----------------------------------------------------------------------
------------------------------
Securities Purchased: Stanley Black & Decker Inc. PFD 4.250% due
11/17/2015
Purchase/Trade Date: 11/1/2010
Offering Price of Shares: $100.00
Total Amount of Offering: $5,500,000
Amount Purchased by Fund: $1,400
Percentage of Offering Purchased by Fund: 0.025
Percentage of Funds Total Assets: 0.09
Brokers: BofA Merrill Lynch, Citi, JPMorgan, Morgan Stanley
Purchased from: Merrill Lynch
----------------------------------------------------------------------
-------------------------------
Securities Purchased: NCUA Guaranteed Notes 2010 C1 A2 2.900% due
10/29/2020
Purchase/Trade Date: 11/3/2010
Offering Price of Shares: $99.745
Total Amount of Offering: $1,360,800,000
Amount Purchased by Fund: $1,200,000
Percentage of Offering Purchased by Fund: 0.088
Percentage of Funds Total Assets: 1.39
Brokers: BofA Merrill Lynch, Credit Suisse Securities (USA) LLC, Morgan
Stanley, CastleOak Securities, LP, CU Investment Solutions Inc.,
Sandgrain Investment Securities Inc.
Purchased from: Barclays Capital Inc.
----------------------------------------------------------------------
---------------------------------
Securities Purchased: NCUA Guaranteed Notes 2010 C1 APT 2.650% due
10/29/2020
Purchase/Trade Date: 11/3/2010
Offering Price of Shares: $99.802
Total Amount of Offering: $1,786,000,000
Amount Purchased by Fund: $900,000
Percentage of Offering Purchased by Fund: 0.050
Percentage of Funds Total Assets: 1.05
Brokers: BofA Merrill Lynch, Credit Suisse Securities (USA) LLC, Morgan
Stanley, CastleOak Securities, LP, CU Investment Solutions Inc.,
Sandgrain Investment Securities Inc.
Purchased from: Barclays Capital Inc.
----------------------------------------------------------------------
--------------------------------
Securities Purchased: Dow Chemical Co. 4.250% due 11/15/2020
Purchase/Trade Date: 11/4/2010
Offering Price of Shares: $99.725
Total Amount of Offering: $1,750,000,000
Amount Purchased by Fund: $545,000
Percentage of Offering Purchased by Fund: 0.031
Percentage of Funds Total Assets: 0.33
Brokers: Barclays Capital, BNP Paribas, Deutsche Bank Securities,
Mitsubishi UFJ Securities
Purchased from: Barclays Capital
-----------------------------------------------------------------------
-------------------------------
Securities Purchased: American International Group 6.40% due
12/15/2020
Purchase/Trade Date: 11/30/2010
Offering Price of Shares: $99.741
Total Amount of Offering: $1,500,000,000
Amount Purchased by Fund: $380,000
Percentage of Offering Purchased by Fund: 0.025
Percentage of Funds Total Assets: 0.23
Brokers: BofA Merrill Lynch, Barclays Capital, Citi, Morgan Stanley
Purchased from: Banc of America
-----------------------------------------------------------------------
---------------------------------
Securities Purchased: American Tower Corp. 4.500% due 1/15/2018
Purchase/Trade Date: 12/2/2010
Offering Price of Shares: $99.921
Total Amount of Offering: $1,000,000,000
Amount Purchased by Fund: $1,250,000
Percentage of Offering Purchased by Fund: 0.125
Percentage of Funds Total Assets: 0.77
Brokers: Citi, Credit Suisse, Deutsche Bank Securities, JPMorgan, Morgan
Stanley, RBC Capital Markets, TD Securities, BNP Paribas, Credit Agricole
CIB, Mitsubishi UFJ Securities, Mizuho Securities USA Inc.
Purchased from: Credit Suisse
------------------------------------------------------------------------
----------------------------------
Securities Purchased: Albermarle Corp. 4.500% due 12/15/2020
Purchase/Trade Date: 12/7/2010
Offering Price of Shares: $99.101
Total Amount of Offering: $350,000,000
Amount Purchased by Fund: $285,000
Percentage of Offering Purchased by Fund: 0.081
Percentage of Funds Total Assets: 0.17
Brokers: BofA Merrill Lynch, JPMorgan, UBS Investment Bank, BNP Paribas,
Wells Fargo Securities, BNY Mellon Capital Markets, HSBC, Mitsubishi UFJ
Securities, RBS, SMBC Nikko, SunTrust Robinson Humphrey
Purchased from: Banc of America
------------------------------------------------------------------------
---------------------------------
Securities Purchased: Saic Inc. 4.450% due 12/1/2020
Purchase/Trade Date: 12/13/2010
Offering Price of Shares: $99.637
Total Amount of Offering: $450,000,000
Amount Purchased by Fund: $215,000
Percentage of Offering Purchased by Fund: 0.048
Percentage of Funds Total Assets: 0.13
Brokers: BofA Merrill Lynch, Citi, Morgan Stanley, BNY Mellon Capital
Markets LLC, Scotia Capital, RBS, US Bancorp, Wells Fargo Securities,
Societe Generale, UBS Investment Bank
Purchased from: Banc of America
------------------------------------------------------------------------
---------------------------------
Securities Purchased: First Horizon National Corp. 5.375% due 12/15/2015
Purchase/Trade Date: 12/15/2010
Offering Price of Shares: $99.669
Total Amount of Offering: $500,000,000
Amount Purchased by Fund: $270,000
Percentage of Offering Purchased by Fund: 0.054
Percentage of Funds Total Assets: 0.17
Brokers: Goldman Sachs, JPMorgan Securities LLC, Morgan Stanley & Co.
Incorporated, FTN Financial Securities Corp., Deutsche Bank Securities
Inc., RBC Capital Markets, LLC and UBS Securities LLC
Purchased from: Goldman Sachs
------------------------------------------------------------------------
---------------------------------
Securities Purchased: Huntington BancShares Inc. 7.00% due 12/15/2020
Purchase/Trade Date: 12/15/2010
Offering Price of Shares: $100.000
Total Amount of Offering: $300,000,000
Amount Purchased by Fund: $280,000
Percentage of Offering Purchased by Fund: 0.093
Percentage of Funds Total Assets: 0.18
Brokers: Goldman Sachs, Morgan Stanley, Sandler O'Neill & Partners, LP
and Barclays Capital
Purchased from: Goldman Sachs
------------------------------------------------------------------------
----------------------------------
Securities Purchased: Allegheny Technologies Inc. 5.950% due 1/15/2021
Purchase/Trade Date: 1/4/2011
Offering Price of Shares: $99.886
Total Amount of Offering: $500,000,000
Amount Purchased by Fund: $200,000
Percentage of Offering Purchased by Fund: 0.040
Percentage of Funds Total Assets: 0.12
Brokers: JPMorgan, Citi, Morgan Stanley, BofA Merrill Lynch, BNY Mellon
Capital Markets, LLC, Credit Suisse, HSBC, PNC Capital Markets LLC, Wells
Fargo Securities
Purchased from: JPMorgan
-------------------------------------------------------------------------
------------------------------
Securities Purchased: Enterprise Products Operating 5.950% due 2/1/2041
Purchase/Trade Date: 1/4/2011
Offering Price of Shares: $99.317
Total Amount of Offering: $750,000,000
Amount Purchased by Fund: $1,400,000
Percentage of Offering Purchased by Fund: 0.187
Percentage of Funds Total Assets: 0.86
Brokers: JPMorgan, BNP Paribas, Deutsche Bank Securities, DnB NOR Markets,
RBS, Scotia Capital
Purchased from: JPMorgan
-------------------------------------------------------------------------
-------------------------------
Securities Purchased: Chevron Phillips Chemical Co. 4.750% due 2/1/2021
Purchase/Trade Date: 1/13/2011
Offering Price of Shares: $99.502
Total Amount of Offering: $300,000,000
Amount Purchased by Fund: $175,000
Percentage of Offering Purchased by Fund: 0.058
Percentage of Funds Total Assets: 0.11
Brokers: JPMorgan, RBS, Mitsubishi UFJ Securities, Standard Chartered
Bank, DnB NOR Markets, ING, Scotia Capital, SMBC Nikko
Purchased from: Greenwich Capital
-------------------------------------------------------------------------
--------------------------------
Securities Purchased: HCP Inc. 5.375% due 2/1/2021
Purchase/Trade Date: 1/19/2011
Offering Price of Shares: $99.479
Total Amount of Offering: $1,200,000,000
Amount Purchased by Fund: $325,000
Percentage of Offering Purchased by Fund: 0.027
Percentage of Funds Total Assets: 0.20
Brokers: BofA Merrill Lynch, UBS Investment Bank, Wells Fargo Securities,
Citi, JPMorgan, Barclays Capital, Credit Agricole CIB, Credit Suisse,
Deutsche Bank Securities, Goldman, Sachs & Co., Morgan Stanley, BNY Mellon
Capital Markets, LLC, KeyBanc Capital Markets, PNC Capital Markets LLC,
RBS, Scotia Capital, SunTrust Robinson Humphrey, US Bancorp, Moelis &
Company
Purchased from: UBS Warburg
-------------------------------------------------------------------------
-----------------------------------
Securities Purchased: ABN Amro Bank NV 3.000% due 1/31/2014
Purchase/Trade Date: 1/27/2011
Offering Price of Shares: $99.917
Total Amount of Offering: $1,000,000,000
Amount Purchased by Fund: $485,000
Percentage of Offering Purchased by Fund: 0.049
Percentage of Funds Total Assets: 0.30
Brokers: Barclays Capital Inc., Citigroup Global Markets Inc., Goldman,
Sachs & Co., Merrill Lynch, Pierce, Fenner & Smith Incorporated, Morgan
Stanley & Co. Incorporated
Purchased from: Banc of America
-------------------------------------------------------------------------
------------------------------
Securities Purchased: Marathon Petroleum Corp. 5.125% due 3/1/2021
Purchase/Trade Date: 1/27/2011
Offering Price of Shares: $99.947
Total Amount of Offering: $1,000,000,000
Amount Purchased by Fund: $170,000
Percentage of Offering Purchased by Fund: 0.017
Percentage of Funds Total Assets: 0.11
Brokers: Morgan Stanley, BofA Merrill Lynch, Citi, JPMorgan, RBS, BNP
Paribas, Deutsche Bank Securities, DnB NOR Markets, Fifth Third Securities,
Inc., Mitsubishi UFJ Securities, PNC Capital Markets LLC, Scotia Capital,
Societe Generale, SMBC Nikko, US Bancorp, BBVA Securities, Comerica
Securities, The Williams Capital Growth, L.P.
Purchased from: JPMorgan
------------------------------------------------------------------------
------------------------------
Securities Purchased: Ford Motor Credit Co. LLC 5.75% due 2/1/2021
Purchase/Trade Date: 2/2/2011
Offering Price of Shares: $100.000
Total Amount of Offering: $1,250,000,000
Amount Purchased by Fund: $455,000
Percentage of Offering Purchased by Fund: 0.036
Percentage of Funds Total Assets: 0.28
Brokers: BofA Merrill Lynch, Deutsche bank Securities, JPMorgan, Morgan
Stanley
Purchased from: Deutsche Securities
------------------------------------------------------------------------
------------------------------
Securities Purchased: L-3 Communications Corp. 4.95% due 2/15/2021
Purchase/Trade Date: 2/2/2011
Offering Price of Shares: $99.429
Total Amount of Offering: $650,000,000
Amount Purchased by Fund: $435,000
Percentage of Offering Purchased by Fund: 0.067
Percentage of Funds Total Assets: 0.27
Brokers: Barclays Capital, BofA Merrill Lynch, Wells Fargo Securities,
RBS, Deutsche Bank Securities, Mitsubishi UFJ Securities, Credit Agricole
CIB, Scotia Capital, Societe Generale, SunTrust Robinson Humphrey, ANZ
Securities, BNY Capital Markets, LLC, Comerica Securities, HSBC, SMBC
Nikko, US Bancorp
Purchased from: Banc of America
------------------------------------------------------------------------
-------------------------------
Securities Purchased: Wyndham Worldwide Corp. 5.625% due 3/1/2021
Purchase/Trade Date: 2/23/2011
Offering Price of Shares: $99.134
Total Amount of Offering: $250,000,000
Amount Purchased by Fund: $575,000
Percentage of Offering Purchased by Fund: 0.230
Percentage of Funds Total Assets: 0.35
Brokers: BofA Merrill Lynch, Credit Suisse, JPMorgan, Deutsche Bank
Securities, Goldman, Sachs & Co., RBS, Scotia Capital, Mitsubishi UFJ
Securities, nabSecurities LLC, US Bancorp, BBVA Securities, SMBC Nikko
Purchased from: JPMorgan
------------------------------------------------------------------------
------------------------------------
Securities Purchased: Digital Realty Trust LP 5.250% due 3/15/2021
Purchase/Trade Date: 3/1/2011
Offering Price of Shares: $99.775
Total Amount of Offering: $400,000,000
Amount Purchased by Fund: $550,000
Percentage of Offering Purchased by Fund: 0.138
Percentage of Funds Total Assets: 0.34
Brokers: Morgan Stanley, Citi, BofA Merrill Lynch, Credit Suisse,
Deutsche Bank Securities, JPMorgan, RBC Capital Markets, RBS, RBC
Capital Markets
Purchased from: Banc of America
-----------------------------------------------------------------------
------------------------------------
Securities Purchased: GMAC Capital Trust PFD 8.125% due 2/15/2040
Purchase/Trade Date: 3/2/2011
Offering Price of Shares: $25.000
Total Amount of Offering: 106,680,000 shares
Amount Purchased by Fund: 10,950 shares
Percentage of Offering Purchased by Fund: 0.010
Percentage of Funds Total Assets: 0.17
Brokers: Citi, Deutsche Bank Securities, JPMorgan, Morgan Stanley,
Barclays Capital, Goldman, Sachs & Co., Aladdin Capital LLC, CastleOak
Securities, L.P., Blaylock Robert Van, LLC, C.L. King & Associates,
Loop Capital Markets
Purchased from: JPMorgan
-----------------------------------------------------------------------
-------------------------------------
Securities Purchased: Best Buy Co. Inc. 3.750% due 3/15/2016
Purchase/Trade Date: 3/8/2011
Offering Price of Shares: $99.606
Total Amount of Offering: $350,000,000
Amount Purchased by Fund: $685,000
Percentage of Offering Purchased by Fund: 0.196
Percentage of Funds Total Assets: 0.42
Brokers: BofA Merrill Lynch, Credit Suisse, JPMorgan, UBS Investment
Bank, Citi, Wells Fargo Securities, Fifth Third Securities Inc.,
Standard Chartered Bank, Goldman, Sachs & Co., HSBC, Mitsubishi UFJ
Securities, RBC Capital Markets, Scotia Capital, US Bancorp, Barclays
Capital, BBVA Securities, Deutsche Bank Securities, Morgan Stanley,
RBS
Purchased from: Credit Suisse Securities
-----------------------------------------------------------------------
-------------------------------------
Securities Purchased: Dexus Diversified Trust 5.600% due 3/15/2021
Purchase/Trade Date: 3/10/2011
Offering Price of Shares: $99.645
Total Amount of Offering: $250,000,000
Amount Purchased by Fund: $575,000
Percentage of Offering Purchased by Fund: 0.230
Percentage of Funds Total Assets: 0.35
Brokers: BofA Merrill Lynch, JPMorgan, Morgan Stanley, Deutsche Bank
Securities, HSBC
Purchased from: Banc of America
-----------------------------------------------------------------------
-------------------------------------
Securities Purchased: Willis Group Holdings PLC 4.125% due 3/15/2016
Purchase/Trade Date: 3/14/2011
Offering Price of Shares: $99.487
Total Amount of Offering: $300,000,000
Amount Purchased by Fund: $325,000
Percentage of Offering Purchased by Fund: 0.108
Percentage of Funds Total Assets: 0.20
Brokers: Barclays Capital, Goldman, Sachs & Co., Morgan Stanley, Willis
Capital Markets & Advisory, Citi, BofA Merrill Lynch, JPMorgan, Keefe,
Bruyette & Woods, RBS, SunTrust Robinson Humphrey, ING, Lloyds
Securities, Wells Fargo Securities
Purchased from: Barclays Capital Inc.
-----------------------------------------------------------------------
-------------------------------------
Securities Purchased: Quest Diagnostics Inc. 3.200% due 4/1/2016
Purchase/Trade Date: 3/21/2011
Offering Price of Shares: $99.907
Total Amount of Offering: $300,000,000
Amount Purchased by Fund: $75,000
Percentage of Offering Purchased by Fund: 0.025
Percentage of Funds Total Assets: 0.23
Brokers: Morgan Stanley, Goldman, Sachs & Co., RBS, JPMorgan, Wells
Fargo Securities, Credit Agricole CIB, BofA Merrill Lynch, Mitsubishi
UFJ Securities
Purchased from: Royal Bank of Scotland
-----------------------------------------------------------------------
-------------------------------------
Securities Purchased: Quest Diagnostics Inc. 4.70% due 4/1/2021
Purchase/Trade Date: 3/21/2011
Offering Price of Shares: $99.833
Total Amount of Offering: $550,000,000
Amount Purchased by Fund: $375,000
Percentage of Offering Purchased by Fund: 0.068
Percentage of Funds Total Assets: 0.23
Brokers: Morgan Stanley, Goldman, Sachs & Co., RBS, JPMorgan, Wells
Fargo Securities, Credit Agricole CIB, BofA Merrill Lynch, Mitsubishi
UFJ Securities
Purchased from: Royal Bank of Scotland
---------------------------------------------------------------------
--------------------------------------
Securities Purchased: Nationwide Financial Services 5.375% due
3/25/2021
Purchase/Trade Date: 3/22/2011
Offering Price of Shares: $99.420
Total Amount of Offering: $600,000,000
Amount Purchased by Fund: $575,000
Percentage of Offering Purchased by Fund: 0.096
Percentage of Funds Total Assets: 0.35
Brokers: Morgan Stanley, JPMorgan, Wells Fargo Securities, BofA Merrill
Lynch, Deutsche Bank Securities, Goldman, Sachs & Co., UBS Investment
Bank, BNP Paribas, Fifth Third Securities, Inc., Huntington Investment
Company, PNC Capital Markets LLC, RBS, The Williams Capital Group, L.P.
Purchased from: JPMorgan
----------------------------------------------------------------------
------------------------------------
Securities Purchased: Gilead Sciences Inc. 4.500% due 4/1/2021
Purchase/Trade Date: 3/23/2011
Offering Price of Shares: $99.142
Total Amount of Offering: $1,000,000,000
Amount Purchased by Fund: $490,000
Percentage of Offering Purchased by Fund: 0.049
Percentage of Funds Total Assets: 0.30
Brokers: BofA Merrill Lynch, JPMorgan, Morgan Stanley, Barclays Capital,
Credit Suisse, Deutsche Bank Securities, Leerink Swann
Purchased from: JPMorgan
-----------------------------------------------------------------------
-------------------------------------
Securities Purchased: Wells Operating Partnership II, L.P. 5.875% due
4/1/2018
Purchase/Trade Date: 3/28/2011
Offering Price of Shares: $99.295
Total Amount of Offering: $250,000,000
Amount Purchased by Fund: $1,000,000
Percentage of Offering Purchased by Fund: 0.400
Percentage of Funds Total Assets: 0.61
Brokers: JPMorgan, Morgan Stanley, BMO Capital Markets, Morgan Keegan,
PNC Capital Markets LLC, US Bancorp
Purchased from: JPMorgan