Nationwide Short Duration Bond Fund
Investment Objective
The Fund seeks to provide a high level of current income while preserving capital and minimizing fluctuations in share value.
Investment Strategy
Under normal circumstances, the Fund invests at least 80% of its assets in investment-grade corporate bonds, U.S. government securities, and mortgage-backed and asset-backed securities. These securities may pay interest on either a fixed-rate or variable-rate basis.
Portfolio Management
Morley Capital Management, Inc., Subadviser
Perpetua M. Phillips and Paul Rocheleau are responsible for the
day-to-day management of the Fund, including selection of the Fund's
investments.
Nationwide Fund Distributors LLC is not an affiliate of Morley
Capital Management, Inc.
Fund Documents
You can find more detailed information about the Fund in the summary prospectus, prospectus and other fund documents. You should carefully read the documents before investing.Top Holdings (all classes) as of 12/30/2011
View all holdings as of 12/30/2011 | 11/30/2011 | 10/31/2011
| Holding | Percent |
|---|---|
| FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS - | 9.47% |
| FEDERAL NATIONAL MORTGAGE ASSOC 1.5% NTS | 2.23% |
| FEDERAL HOME LOAN MORTGAGE CORP 0.375% BDS | 1.75% |
| UNITED STATES TREAS NTS 0.375% 15/NOV/2014 | 1.61% |
| UNITED STATES TREAS NTS 04.750% 15/MAY/2014 | 1.55% |
| CLECO KATRINA/RITA HURRICANE RECOVERY 2008-A A1 | 1.27% |
| AEP TEXAS CENTRAL TRANSITION 2006-2 A3 5.09% | 1.10% |
| UNITED TECHNOLOGIES CORP 01/MAY/2015 | 0.98% |
| FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS | 0.97% |
| FANNIE MAE 2009-76 MA 4.000% 25/SEP/2024 | 0.97% |
| Holding | Ticker | Security No | Shares | Market Value | Percent |
|---|---|---|---|---|---|
| FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS - | N/A | 89199B034 | 10,828,336 | 10,828,335.95 | 9.47% |
| FEDERAL NATIONAL MORTGAGE ASSOC 1.5% NTS | N/A | 31398AT44 | 2,500,000 | 2,543,990.00 | 2.23% |
| FEDERAL HOME LOAN MORTGAGE CORP 0.375% BDS | N/A | 3137EACP2 | 2,000,000 | 2,003,894.00 | 1.75% |
| UNITED STATES TREAS NTS 0.375% 15/NOV/2014 | N/A | 912828RQ5 | 1,835,000 | 1,836,146.88 | 1.61% |
| UNITED STATES TREAS NTS 04.750% 15/MAY/2014 | N/A | 912828CJ7 | 1,600,000 | 1,767,249.60 | 1.55% |
| CLECO KATRINA/RITA HURRICANE RECOVERY 2008-A A1 | N/A | 185506AA0 | 1,339,944 | 1,446,835.37 | 1.27% |
| AEP TEXAS CENTRAL TRANSITION 2006-2 A3 5.09% | N/A | 00110AAC8 | 1,150,000 | 1,261,355.77 | 1.10% |
| UNITED TECHNOLOGIES CORP 01/MAY/2015 | N/A | 913017BH1 | 1,000,000 | 1,123,323.00 | 0.98% |
| FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS | N/A | 31359MWJ8 | 1,000,000 | 1,111,141.00 | 0.97% |
| FANNIE MAE 2009-76 MA 4.000% 25/SEP/2024 | N/A | 31396Q2N8 | 1,062,384 | 1,111,125.43 | 0.97% |
| GENERAL ELECTRIC CAPITAL CORP 4.375% LN STK | N/A | 36962G4F8 | 1,000,000 | 1,075,721.00 | 0.94% |
| PROCTER & GAMBLE CO 3.15% NTS 01/SEP/2015 USD1000 | N/A | 742718DQ9 | 1,000,000 | 1,073,748.00 | 0.94% |
| FEDERAL NATIONAL MORTGAGE ASSOC 2.25% NTS | N/A | 3135G0AL7 | 1,000,000 | 1,048,210.00 | 0.92% |
| WELLS FARGO & COMPANY 3.625% 15/APR/2015 | N/A | 94974BEU0 | 1,000,000 | 1,046,845.00 | 0.92% |
| FREDDIE MAC 3846 CK 1.500% 15/SEP/2020 | N/A | 3137A9BB1 | 1,026,976 | 1,033,653.04 | 0.90% |
| FANNIE MAE 2011-69 AB 1.500% 25/MAY/2018 | N/A | 3136A0AQ0 | 1,013,689 | 1,019,717.49 | 0.89% |
| UNITED STATES TREAS NTS 1.375% 15/MAY/2013 | N/A | 912828NC0 | 1,000,000 | 1,015,859.00 | 0.89% |
| UNITED STATES TREAS NTS 0.75% 15/JUN/2014 | N/A | 912828QS2 | 1,000,000 | 1,010,859.00 | 0.88% |
| FEDERAL NATIONAL MORTGAGE ASSOC 0.875% BDS | N/A | 3135G0BY8 | 1,000,000 | 1,004,879.00 | 0.88% |
| UNITED STATES TREAS NTS 1.375% 15/MAY/2012 | N/A | 912828KP4 | 1,000,000 | 1,004,883.00 | 0.88% |
| JPMORGAN CHASE & CO 3.15% BDS 05/JUL/2016 USD100 | N/A | 46625HJA9 | 985,000 | 989,609.80 | 0.87% |
| FREDDIE MAC 3585 LA 3.500% 15/OCT/2024 | N/A | 31398K5J5 | 909,179 | 952,031.97 | 0.83% |
| WAL-MART STORES INC 7.25% BDS 01/JUN/2013 USD1000 | N/A | 931142AS2 | 800,000 | 874,836.00 | 0.77% |
| BLACKROCK INC 3.5% NTS 10/DEC/2014 USD1000 | N/A | 09247XAD3 | 800,000 | 854,260.80 | 0.75% |
| BAXTER INTERNATIONAL INC 4.0% BDS 01/MAR/2014 | N/A | 071813AZ2 | 800,000 | 851,784.00 | 0.75% |
| TXU ELECTRIC DELIVERY TRANSITION BOND COMPANY | N/A | 87316YAC5 | 750,000 | 842,271.45 | 0.74% |
| DISCOVER CARD MASTER TRUST 2008-A4 A4 5.65% | N/A | 254683AH8 | 775,000 | 829,323.55 | 0.73% |
| CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000 | N/A | 17275RAJ1 | 800,000 | 814,993.60 | 0.71% |
| BERKSHIRE HATHAWAY INC 2.125% BDS 11/FEB/2013 | N/A | 084670AU2 | 800,000 | 813,556.00 | 0.71% |
| BANK OF NEW YORK MELLON CORP 2.5% BDS 15/JAN/2016 | N/A | 06406HBS7 | 800,000 | 810,195.20 | 0.71% |
| CS FIRST BOSTON MORTGAGE SECURITIES 2005-C5 A3 | N/A | 225470AM5 | 794,860 | 808,844.26 | 0.71% |
| COSTCO WHOLESALE CORP 5.3% 15/MAR/2012 | N/A | 22160KAB1 | 800,000 | 807,411.20 | 0.71% |
| GE EQUIP MIDTICKET 0% BDS 14/JUL/2015 USD CL A-4 | N/A | 36161HAD3 | 790,000 | 793,741.20 | 0.69% |
| ORACLE CORP 4.95% NTS 15/APR/2013 USD1000 | N/A | 68389XAD7 | 750,000 | 792,036.00 | 0.69% |
| CREDIT SUISSE FB USA INC 5.125 15/AUG/2015 | N/A | 22541LBK8 | 735,000 | 774,216.66 | 0.68% |
| GLAXOSMITHKLINE CA 4.375% BDS 15/APR/2014 USD1000 | N/A | 377372AA5 | 700,000 | 757,562.40 | 0.66% |
| FEDERAL HOME LOAN MORTGAGE CORP 1.75% NTS | N/A | 3137EACC1 | 750,000 | 755,545.50 | 0.66% |
| CHASE ISSUANCE TRUST 2008-11 A 5.400% 15/JUL/2015 | N/A | 161571DA9 | 700,000 | 749,308.98 | 0.66% |
| FEDERAL NALT MTG ASSOC POOL #555547 4.5% DUE | N/A | 31385XEU7 | 698,741 | 748,179.86 | 0.65% |
| DELL INC 4.7% NTS 15/APR/2013 USD1000 | N/A | 24702RAD3 | 700,000 | 732,853.80 | 0.64% |
| DU PONT E I DE NEMOURS & CO 4.7500% DUE | N/A | 263534BK4 | 700,000 | 723,868.60 | 0.63% |
| CONOCOPHILLIPS 4.75% DUE 150CT12 | N/A | 20825CAE4 | 700,000 | 720,900.60 | 0.63% |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2011-1 A-4 | N/A | 92867DAD2 | 700,000 | 717,236.10 | 0.63% |
| NEW YORK LIFE GLOBAL FUNDING 1.85% BDS 13/DEC/2013 | N/A | 64952WAX1 | 700,000 | 706,266.40 | 0.62% |
| GE EQUIP.SMAL.TICK 1.45% A/BKD 21/JAN/2018 USD1000 | N/A | 36830HAC6 | 700,000 | 702,086.98 | 0.61% |
| GE EQUIPMENT TRANSPORTATION LLC 1.33% 20/MAY/2019 | N/A | 36161XAD8 | 700,000 | 701,450.19 | 0.61% |
| COCA-COLA CO 0.75% SNR NTS 15/NOV/2013 USD1000 | N/A | 191216AN0 | 700,000 | 701,281.00 | 0.61% |
| LOUISIANA PUBLIC FACS AUTH REVENUES 5.75% BDS | N/A | 546403AD8 | 600,000 | 669,438.00 | 0.59% |
| BOEING CO 1.875% 20/NOV/2012 | N/A | 097023BB0 | 650,000 | 656,778.85 | 0.57% |
| HEWLETT PACKARD CO 3% NTS 15/SEP/2016 USD1000 | N/A | 428236BP7 | 650,000 | 654,585.10 | 0.57% |
| UNITED PARCEL SERVICE INC 3.875% BDS 01/APR/2014 | N/A | 911312AL0 | 600,000 | 640,185.60 | 0.56% |
| MASSACHUSETTS RRB SPECIAL PURPOSE 4.4% MTG BDS | N/A | 575800AE7 | 618,233 | 634,049.28 | 0.55% |
| CITIBANK CC ISSU T 4.85% A/BKD NTS 22/APR/2015 USD | N/A | 17305EEH4 | 594,000 | 625,412.56 | 0.55% |
| LOWE'S COS INC 5.6% NTS 15/SEP/2012 USD1000 | N/A | 548661CM7 | 600,000 | 619,594.20 | 0.54% |
| FANNIE MAE 2011-69 AC 2.000% 25/MAY/2018 | N/A | 3136A0AR8 | 608,213 | 617,464.92 | 0.54% |
| FLORIDA POWER & LIGHT COMPANY 2007-A A-2 5.044% | N/A | 302583AB5 | 594,752 | 615,101.97 | 0.54% |
| OCCIDENTAL PETROLEUM CORP 1.45% BDS 13/DEC/2013 | N/A | 674599CA1 | 600,000 | 610,402.80 | 0.53% |
| TOYOTA AUTO RECEIVABLES OWNER TRUST 2011-A A4 | N/A | 89235XAD9 | 600,000 | 607,675.08 | 0.53% |
| FREDDIE MAC 3852 EA 4.500% 15/DEC/2021 | N/A | 3137AB6F3 | 558,809 | 597,015.34 | 0.52% |
| FANNIE MAE 2010-95 BK 1.500% 25/FEB/2020 | N/A | 31398NEG5 | 588,422 | 591,211.56 | 0.52% |
| CAPITAL AUTO RECEIVABLES 4.46% NTS 15/JUL/2014 | N/A | 13974WAK0 | 584,280 | 589,901.44 | 0.52% |
| FHLMCGLD MORTPASS 4% 01/FEB/2025 J1 PN# J11719 | N/A | 3128PQ4C2 | 558,470 | 586,290.98 | 0.51% |
| ONTARIO(PROVINCE OF) 1.875% BDS 19/NOV/2012 | N/A | 6832348E1 | 575,000 | 582,009.25 | 0.51% |
| HYUNDAI AUTO RECEIVABLES TST 2010-B 0.97% A/BKD | N/A | 44923YAC1 | 575,000 | 576,202.67 | 0.50% |
| MERCK & CO INC 2.25% NTS 15/JAN/2016 USD1000 | N/A | 58933YAB1 | 555,000 | 575,904.08 | 0.50% |
| FREDDIE MAC 3840 BA 2.000% 15/FEB/2018 | N/A | 3137A9E28 | 561,912 | 571,064.23 | 0.50% |
| FHLMCGLD MORTPASS 3.5% 01/NOV/2025 J1 PN# J13543 | N/A | 3128PS5C7 | 546,833 | 570,470.10 | 0.50% |
| CHASE ISSUANCE TRUST 5.12% MTN 15/OCT/2014 USD1000 | N/A | 161571CH5 | 550,000 | 569,303.46 | 0.50% |
| GINNIE MAE 2004-76 QA 4.000% 20/JAN/2034 | N/A | 38374JCK0 | 537,510 | 569,251.05 | 0.50% |
| CAPITAL ONE MULTI ASET EXECUTION TRUST SERIES | N/A | 14041NCH2 | 555,000 | 568,555.54 | 0.50% |
| JOHN DEERE OWNER TRUST 2010 A-4 2.130% 17/OCT/2016 | N/A | 47787AAE7 | 550,000 | 559,636.28 | 0.49% |
| BMW VEHICLE OWNER TRUST 2010-A A-4 2.100% | N/A | 09657MAD0 | 550,000 | 559,122.41 | 0.49% |
| CITIBANK CREDIT CARD ISSUANCE TRUST 2005-A2 CL A2 | N/A | 17305ECJ2 | 500,000 | 559,042.10 | 0.49% |
| CITIBANK CREDIT CARD ISSUANCE TRUST 17305EBU8 | N/A | 17305EBU8 | 500,000 | 552,975.55 | 0.48% |
| AMERICAN EXPRESS CREDIT CORP 5.875% BDS | N/A | 0258M0CW7 | 525,000 | 551,856.38 | 0.48% |
| ALABAMA POWER CO 4.85% BDS 15/DEC/2012 USD1000 | N/A | 010392EY0 | 530,000 | 550,979.52 | 0.48% |
| GS MORTGAGE SECURITIES CORPORATION II 2006-GG A-2 | N/A | 36228CWU3 | 544,383 | 547,980.98 | 0.48% |
| GENERAL DYNAMICS CORP 5.25% BDS 01/FEB/2014 | N/A | 369550AN8 | 500,000 | 545,563.50 | 0.48% |
| NOVARTIS CAPITAL 4.125% 10/FEB/2014 | N/A | 66989HAA6 | 500,000 | 534,961.50 | 0.47% |
| FNMA MORTPASS 3.5% 01/OCT/2025 CI PN# AE5487 | N/A | 31419GCZ5 | 510,986 | 534,834.69 | 0.47% |
| WALGREEN CO 4.875% BDS 01/AUG/2013 USD1000 | N/A | 931422AD1 | 500,000 | 533,446.50 | 0.47% |
| ONCOR ELECTRIC DELIVERY TRANSITION BOND CO 4.95% | N/A | 68233LAC3 | 520,934 | 531,694.51 | 0.47% |
| COLGATE-PALMOLIVE CO 1.375% MTN 01/NOV/2015 | N/A | 19416QDQ0 | 525,000 | 530,628.00 | 0.46% |
| MEDTRONIC INC 3.00% 15/MAR/2015 | N/A | 585055AR7 | 500,000 | 528,012.50 | 0.46% |
| ROYAL BANK OF CANADA 1.45% BDS 30/OCT/2014 USD1000 | N/A | 78008TXA7 | 525,000 | 527,725.28 | 0.46% |
| PEPSICO INC 0.75% BDS 25/AUG/2014 USD1000 | N/A | 713448BV9 | 525,000 | 524,561.10 | 0.46% |
| CANADIAN NATIONAL RAILWAY CO 5.8% BDS 01/JUN/2016 | N/A | 136375BM3 | 450,000 | 523,080.90 | 0.46% |
| JOHNSON & JOHNSON 2.15% BDS 15/MAY/2016 USD1000 | N/A | 478160AY0 | 500,000 | 521,479.50 | 0.46% |
| INTERNATIONAL BUS MACH CORP 0.875% BDS 31/OCT/2014 | N/A | 459200GZ8 | 520,000 | 520,187.20 | 0.46% |
| VERIZON COMMUNICATIONS INC 4.35% BDS 15/FEB/2013 | N/A | 92343VAJ3 | 500,000 | 519,578.00 | 0.45% |
| FREDDIE MAC 3815 DE 3.000% 15/OCT/2021 | N/A | 3137A6DE9 | 500,434 | 517,890.82 | 0.45% |
| FEDERAL HOME LOAN MORTGAGE CORP 2.175% NTS | N/A | 3128X9C73 | 500,000 | 517,583.50 | 0.45% |
| ASTRAZENECA PLC NT 5.4% 15/SEP/2012 | N/A | 046353AC2 | 500,000 | 517,271.00 | 0.45% |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2011-1 A-4 | N/A | 587728AD8 | 515,000 | 517,285.98 | 0.45% |
| WORLD OMNI AUTO RECEIVABLES TRUST 2008-A A-4 | N/A | 98156TAF9 | 509,613 | 516,131.24 | 0.45% |
| FREDDIE MAC 3639 AB 2.750% 15/FEB/2025 | N/A | 31398WQ56 | 497,433 | 512,732.66 | 0.45% |
| HONDA AUTO RECEIVABLES 2010-2 OWNER TRUST 2010-2 | N/A | 43812KAD5 | 500,000 | 507,370.30 | 0.44% |
| FNMA MORTPASS 4% 01/JAN/2026 CI PN# AE0705 | N/A | 31419AYB7 | 480,078 | 506,469.17 | 0.44% |
| FREDDIE MAC 3609 LE 3.000% 15/DEC/2024 | N/A | 31398LNM6 | 487,715 | 505,723.56 | 0.44% |
| FEDERAL NATIONAL MORTGAGE ASSOC 1% BDS 23/SEP/2013 | N/A | 31398A2S0 | 500,000 | 505,172.50 | 0.44% |
| WESTPAC BANKING CORP 2.1% BDS 02/AUG/2013 USD1000 | N/A | 961214BM4 | 500,000 | 504,884.50 | 0.44% |
| FNMA MORTPASS 6% 01/OCT/2039 CL PN# AD0496 | N/A | 31418MRS3 | 457,091 | 504,244.31 | 0.44% |
| FEDERAL HOME LOAN MORTGAGE CORP 0.875% NTS | N/A | 3137EACL1 | 500,000 | 503,915.00 | 0.44% |
| STATE STREET CORP 2.15% NTS 30/APR/2012 USD1000 | N/A | 85748KAA1 | 500,000 | 503,372.00 | 0.44% |
| CANADIAN IMPERIAL BANK OF COMMERCE 2.35% NTS | N/A | 136069DS7 | 500,000 | 503,035.50 | 0.44% |
| US BANCORP 1.375% BDS 13/SEP/2013 USD1000 | N/A | 91159HGY0 | 500,000 | 503,043.00 | 0.44% |
| METLIFE INC 2% NTS 10/JAN/2014 USD1000 144A | N/A | 59217GAE9 | 500,000 | 502,951.00 | 0.44% |
| US BANCORP FRN 13/MAR/2012 USD1000 | N/A | 91160HAA5 | 500,000 | 502,007.50 | 0.44% |
| FHLMC REMIC SERIES 2920 HC 4.500% 15/DEC/2018 | N/A | 31395LK75 | 488,950 | 501,203.31 | 0.44% |
| FEDERAL HOME LOAN BANKS 0.5% BDS 28/AUG/2013 | N/A | 313374Y61 | 500,000 | 500,912.00 | 0.44% |
| UNITED STATES TREAS NTS 0.25% 30/NOV/2013 | N/A | 912828RS1 | 500,000 | 500,058.50 | 0.44% |
| CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2 A-1 1.558% | N/A | 12527DAN0 | 500,000 | 499,702.00 | 0.44% |
| ALLY AUTO RECEIVABLES TRUST 2011-5 A-3 0.990% | N/A | 02005WAC4 | 500,000 | 499,108.75 | 0.44% |
| FREDDIE MAC 3755 AL 1.500% 15/NOV/2020 | N/A | 3137A2EL1 | 494,441 | 497,550.10 | 0.44% |
| PG&E ENERGY RECOVERY FUNDING LLC 2005-1 A5 4.47% | N/A | 693401AE1 | 475,000 | 487,292.57 | 0.43% |
| GS MORTGAGE SECURITIES TRUST 2011-GC5 A-1 1.468% | N/A | 36191YAY4 | 483,436 | 481,578.08 | 0.42% |
| FREDDIE MAC 3728 CA 1.500% 15/OCT/2018 | N/A | 3137A1W74 | 475,122 | 477,550.86 | 0.42% |
| BK OF AMERICA CORP 0% BDS 15/JUN/2017 USD | N/A | 06052MAD7 | 465,000 | 472,177.74 | 0.41% |
| BNP PARIBAS VAR 08/APR/2013 | N/A | 05567LH75 | 500,000 | 470,122.50 | 0.41% |
| FREDDIE MAC 3728 EA 3.500% 15/SEP/2020 | N/A | 3137A1WC3 | 449,676 | 463,885.94 | 0.41% |
| BANK OF AMERICA AUTO TRUST 2010-1 A-4 2.180% | N/A | 06052JAD4 | 455,000 | 462,742.55 | 0.40% |
| FANNIE MAE 2006-22 CB RCR 4.500% 25/NOV/2021 | N/A | 31395BD59 | 442,520 | 455,238.12 | 0.40% |
| WALT DISNEY(HLDG)CO .875% BDS 01/DEC/2014 USD100 | N/A | 25468PCQ7 | 450,000 | 452,106.90 | 0.40% |
| PACCAR INC 6.875% 15/FEB/2014 | N/A | 69373UAA5 | 400,000 | 448,121.20 | 0.39% |
| FANNIE MAE POOL# 254833 | N/A | 31371LBA6 | 418,398 | 448,001.49 | 0.39% |
| BANK OF AMERICA CORP 3.7% MTN 01/SEP/2015 USD5000 | N/A | 06051GED7 | 480,000 | 446,602.08 | 0.39% |
| WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2005-C21 | N/A | 9297667G2 | 400,000 | 438,436.40 | 0.38% |
| HYUNDAI AUTO RECEIVABLES TR 2010-A A4 2.45% | N/A | 44923WAD3 | 425,000 | 438,145.68 | 0.38% |
| GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013 | N/A | 369604AY9 | 420,000 | 437,679.90 | 0.38% |
| FREDDIE MAC 3718 BC 2.000% 15/FEB/2025 | N/A | 3137A1BX0 | 430,877 | 435,789.68 | 0.38% |
| BANC OF AMERICA COMMERCIAL MORTGAGE 4.668% MTG BDS | N/A | 05947UR83 | 400,000 | 433,150.80 | 0.38% |
| HONDA AUTO RECEIVABLES OWNER TR 1.98% MTG BDS | N/A | 43812BAH6 | 415,000 | 420,162.43 | 0.37% |
| LB UBS COML MTG TR 2005-C1 COML MTG PASSTHRU CTF | N/A | 52108H2U7 | 390,000 | 416,639.73 | 0.36% |
| FANNIE MAE 2010-66 QA 4.500% 25/AUG/2039 | N/A | 31398RFJ9 | 379,266 | 408,979.58 | 0.36% |
| FNMA MORTPASS 3.5% 01/JAN/2026 CI PN# AB2130 | N/A | 31416XLL2 | 390,588 | 408,818.02 | 0.36% |
| GE CAPITAL CREDIT CARD MASTER NOTE TRUST 2010-3 A | N/A | 36159JCC3 | 400,000 | 407,911.72 | 0.36% |
| FHLMCGLD MORTPASS 4% 01/OCT/2025 G1 PN# G13908 | N/A | 3128MCR56 | 360,230 | 378,175.18 | 0.33% |
| BEAR STEARNS COMM MTG SECURITIES 07383FA65 4.8% | N/A | 07383FA65 | 370,835 | 375,488.11 | 0.33% |
| ANHEUSER BUSCH INBEV WORLDWIDE INC 3.625% GTD NT | N/A | 03523TAT5 | 350,000 | 372,696.10 | 0.33% |
| TOYOTA MOTOR CRED 2.8% MTN 11/JAN/2016 USD1000 | N/A | 89233P4R4 | 360,000 | 371,943.36 | 0.33% |
| BROWN-FORMAN CORP 2.5% BDS 15/JAN/2016 USD1000 | N/A | 115637AK6 | 360,000 | 368,510.76 | 0.32% |
| WACHOVIA COMMERCIAL MORTGAGE TRUST 2005-C17 A2 | N/A | 929766B85 | 364,350 | 364,045.38 | 0.32% |
| STATE STREET CORP 2.875% BDS 07/MAR/2016 USD1000 | N/A | 857477AH6 | 350,000 | 360,244.50 | 0.32% |
| USAA AUTO OWNER TRUST 2010-1 A-4 2.140% | N/A | 90290FAD8 | 350,000 | 355,013.93 | 0.31% |
| WACHOVIA BNK COMMERCIAL MTG TR VAR DUE 15/JUL/2042 | N/A | 9297664P5 | 346,409 | 353,318.90 | 0.31% |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES | N/A | 46625MYT0 | 339,249 | 346,539.51 | 0.30% |
| FANNIE MAE 2010-30 DB 2.000% 25/AUG/2018 | N/A | 31398M5V4 | 340,326 | 346,375.26 | 0.30% |
| FHLMC REMIC SERIES 3501 AC 15/AUG/2023 4.00000 | N/A | 31397YS44 | 324,683 | 340,056.54 | 0.30% |
| FREDDIE MAC 3758 CD 1.500% 15/AUG/2017 | N/A | 3137A3CC1 | 328,330 | 329,949.27 | 0.29% |
| CONSUMERS FUNDING LLC 01-1 A-5 5.430% 20/APR/2015 | N/A | 210523AE6 | 315,130 | 326,405.51 | 0.29% |
| ABBOTT LABORATORIES BNDS DUE 15/MAR/2014 4.350 | N/A | 002824AQ3 | 300,000 | 324,435.30 | 0.28% |
| FANNIE MAE 2010-50 AD 3.000% 25/JAN/2024 | N/A | 31398PR76 | 309,547 | 316,583.11 | 0.28% |
| JOHN DEERE CAPITAL CORP 1.25% BDS 02/DEC/2014 | N/A | 24422ERK7 | 310,000 | 313,360.40 | 0.27% |
| JOHN DEERE CAPITAL CORP 1.875% NTS 17/JUN/2013 | N/A | 24422EQX0 | 300,000 | 305,432.10 | 0.27% |
| US BANCORP 2% MTN 14/JUN/2013 USD1000 165 | N/A | 91159HGW4 | 300,000 | 304,893.90 | 0.27% |
| PSE&G TRANSITION FUNDING LLG 6.61% AST BKD | N/A | 69361YAF0 | 285,709 | 299,616.41 | 0.26% |
| VOLVO FINANCIAL EQUIPMENT LLC 2010-1 A-3 1.560% | N/A | 92887BAC4 | 298,017 | 298,507.17 | 0.26% |
| ALLY AUTO RECEIVABLES TRUST 2010-1 A3 1.45% | N/A | 02005HAB9 | 293,582 | 294,851.05 | 0.26% |
| FREDDIE MAC 3645 EH 3.000% 15/DEC/2020 | N/A | 31398VEK8 | 277,569 | 287,766.69 | 0.25% |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2010-1 A-4 | N/A | 92869AAD6 | 280,000 | 284,506.32 | 0.25% |
| INTERNATIONAL BUS MACH CORP 1.00% BDS 05/AUG/2013 | N/A | 459200GT2 | 280,000 | 282,204.44 | 0.25% |
| TOYOTA AUTO RECEIVABLES OWNER TRUST 2010-A A-4 | N/A | 89232EAD4 | 275,000 | 278,049.92 | 0.24% |
| WESTERN UNION COMPANY (THE) 6.5% NTS 26/FEB/2014 | N/A | 959802AJ8 | 250,000 | 273,210.00 | 0.24% |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% MTG BDS | N/A | 31283K4G0 | 248,345 | 269,631.88 | 0.24% |
| PNC FUNDING CORP 4.25% 21/SEP/2015 | N/A | 693476BG7 | 250,000 | 268,007.50 | 0.23% |
| FREDDIE MAC 3627 QG 4.000% 15/JUL/2023 | N/A | 31398LW87 | 257,641 | 266,963.95 | 0.23% |
| OCCIDENTAL PETRLM 2.5% SRN 01/FEB/2016 USD1000 | N/A | 674599BZ7 | 250,000 | 261,482.25 | 0.23% |
| METROPOLITAN LIFE GLOBAL FUNDING I 5.125% SNR NTS | N/A | 592179JG1 | 250,000 | 261,158.25 | 0.23% |
| BANK OF NOVA SCOTIA 2.375% NTS 17/DEC/2013 USD2000 | N/A | 064149B97 | 250,000 | 256,674.75 | 0.22% |
| CATERPILLAR FINANCIAL SERVICES CORP 1.55% BDS | N/A | 14912L4Q1 | 250,000 | 253,391.25 | 0.22% |
| WORLD OMNI AUTO RECEIVABLES TRUST 2011-A A-4 | N/A | 98158KAD1 | 240,000 | 244,146.38 | 0.21% |
| FREDDIE MAC 2695 DE 4.000% 15/JAN/2017 | N/A | 31394L7F3 | 233,236 | 235,744.51 | 0.21% |
| ALLY AUTO RECEIVABLES TRUST 2010-2 A-4 2.090% | N/A | 02005LAD6 | 220,000 | 224,385.46 | 0.20% |
| FNMA MORTPASS 4% 01/JUN/2024 CI PN# AA5563 | N/A | 31416PFD4 | 197,722 | 208,591.15 | 0.18% |
| FORD CREDIT AUTO OWNER TRUST 2010-B A-3 0.980% | N/A | 34529MAC6 | 203,255 | 203,601.15 | 0.18% |
| CITIGROUP INC 5.3% SNR NTS 17/OCT/2012 USD1000 | N/A | 172967EL1 | 200,000 | 203,249.60 | 0.18% |
| RABOBANK NEDERLAND 2.65% BDS 17/AUG/2012 | N/A | 74977RBU7 | 195,000 | 196,820.72 | 0.17% |
| MICROSOFT CORP 1.625% BDS 25/SEP/2015 USD1000 | N/A | 594918AG9 | 190,000 | 195,471.81 | 0.17% |
| TEVA PHARMACEUTICAL FINANCE IV 1.7% BDS | N/A | 88166HAA5 | 185,000 | 186,430.24 | 0.16% |
| CATERPILLAR FINANCIAL SERVICES CORP 1.125% MTN | N/A | 14912L4Y4 | 185,000 | 185,229.96 | 0.16% |
| CITIGROUP COMMERCIAL MTGE 5.7206% MTG BDS | N/A | 17309DAB9 | 174,000 | 183,062.44 | 0.16% |
| CENTERPOINT ENERGY TRANS BD CO II 4.97% BDS | N/A | 15200DAB3 | 174,428 | 175,779.50 | 0.15% |
| DAIMLERCHRYSLER AUTO TRUST 2007-A A-4 5.280% | N/A | 233882AF6 | 172,669 | 172,837.55 | 0.15% |
| MORGAN STANLEY CAP I 2005-1Q10 AAB | N/A | 617451AE9 | 162,996 | 169,160.00 | 0.15% |
| UNITEDHEALTH GROUP INC 4.875% SNR NTS 15/FEB/2013 | N/A | 91324PBH4 | 160,000 | 166,610.56 | 0.15% |
| NISSAN AUTO RECEIVABLES OWNER TRUST 2008-A A-4 | N/A | 65475FAF2 | 161,878 | 162,107.59 | 0.14% |
| SBC COMMUNICATIONS INC5.875% | N/A | 78387GAK9 | 147,000 | 151,752.51 | 0.13% |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2006-C1 | N/A | 225470F57 | 140,450 | 148,546.71 | 0.13% |
| FANNIE MAE 2010-57 AQ 3.000% 25/AUG/2024 | N/A | 31398RB79 | 123,774 | 126,787.55 | 0.11% |
| TOYOTA MOTOR CREDIT CORP 1.25% BDS 17/NOV/2014 | N/A | 89233P5N2 | 125,000 | 125,697.38 | 0.11% |
| CONOCOPHILLIPS 4.4% BDS 15/MAY/2013 USD1000 | N/A | 20825CAM6 | 100,000 | 104,829.40 | 0.09% |
| TOYOTA AUTO RECEIVABLES OWNER TRUST 2010-A A-3 | N/A | 89232EAC6 | 84,279 | 84,494.02 | 0.07% |
| FREDDIE MAC 2625 JD 3.250% 15/JUL/2017 | N/A | 31393RJY7 | 80,092 | 80,713.75 | 0.07% |
| FREDDIE MAC 2692 AB 4.000% 15/MAY/2016 | N/A | 31394KU69 | 58,466 | 58,506.33 | 0.05% |
| PG & E ENERGY RECOVERY FUNDING LLC 5.03% | N/A | 693401AG6 | 52,640 | 53,177.03 | 0.05% |
| Holding | Ticker | Security No | Shares | Market Value | Percent |
|---|---|---|---|---|---|
| FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS - | N/A | 89199B034 | 4,229,178 | 4,229,177.53 | 4.07% |
| FEDERAL NATIONAL MORTGAGE ASSOC 1.5% NTS | N/A | 31398AT44 | 2,500,000 | 2,545,972.50 | 2.45% |
| FEDERAL HOME LOAN MORTGAGE CORP 0.375% BDS | N/A | 3137EACP2 | 2,000,000 | 2,004,072.00 | 1.93% |
| UNITED STATES TREAS NTS 0.375% 15/NOV/2014 | N/A | 912828RQ5 | 1,835,000 | 1,834,282.52 | 1.77% |
| UNITED STATES TREAS NTS 04.750% 15/MAY/2014 | N/A | 912828CJ7 | 1,600,000 | 1,772,499.20 | 1.71% |
| CLECO KATRINA/RITA HURRICANE RECOVERY 2008-A A1 | N/A | 185506AA0 | 1,339,944 | 1,458,026.57 | 1.40% |
| AEP TEXAS CENTRAL TRANSITION 2006-2 A3 5.09% | N/A | 00110AAC8 | 1,150,000 | 1,265,940.24 | 1.22% |
| FANNIE MAE 2009-76 MA 4.000% 25/SEP/2024 | N/A | 31396Q2N8 | 1,093,057 | 1,147,807.87 | 1.11% |
| UNITED TECHNOLOGIES CORP 01/MAY/2015 | N/A | 913017BH1 | 1,000,000 | 1,118,562.00 | 1.08% |
| FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS | N/A | 31359MWJ8 | 1,000,000 | 1,113,531.00 | 1.07% |
| FREDDIE MAC 3846 CK 1.500% 15/SEP/2020 | N/A | 3137A9BB1 | 1,062,609 | 1,071,858.62 | 1.03% |
| PROCTER & GAMBLE CO 3.15% NTS 01/SEP/2015 USD1000 | N/A | 742718DQ9 | 1,000,000 | 1,070,925.00 | 1.03% |
| GENERAL ELECTRIC CAPITAL CORP 4.375% LN STK | N/A | 36962G4F8 | 1,000,000 | 1,070,289.00 | 1.03% |
| FANNIE MAE 2011-69 AB 1.500% 25/MAY/2018 | N/A | 3136A0AQ0 | 1,051,582 | 1,061,053.92 | 1.02% |
| WELLS FARGO & COMPANY 3.625% 15/APR/2015 | N/A | 94974BEU0 | 1,000,000 | 1,045,111.00 | 1.01% |
| UNITED STATES TREAS NTS 1.375% 15/MAY/2013 | N/A | 912828NC0 | 1,000,000 | 1,016,719.00 | 0.98% |
| UNITED STATES TREAS NTS 0.75% 15/JUN/2014 | N/A | 912828QS2 | 1,000,000 | 1,010,312.00 | 0.97% |
| UNITED STATES TREAS NTS 1.375% 15/MAY/2012 | N/A | 912828KP4 | 1,000,000 | 1,005,938.00 | 0.97% |
| FEDERAL NATIONAL MORTGAGE ASSOC 0.875% BDS | N/A | 3135G0BY8 | 1,000,000 | 1,004,242.00 | 0.97% |
| FREDDIE MAC 3585 LA 3.500% 15/OCT/2024 | N/A | 31398K5J5 | 942,051 | 989,677.95 | 0.95% |
| JPMORGAN CHASE & CO 3.15% BDS 05/JUL/2016 USD100 | N/A | 46625HJA9 | 985,000 | 970,333.35 | 0.93% |
| WAL-MART STORES INC 7.25% BDS 01/JUN/2013 USD1000 | N/A | 931142AS2 | 800,000 | 877,804.00 | 0.85% |
| BLACKROCK INC 3.5% NTS 10/DEC/2014 USD1000 | N/A | 09247XAD3 | 800,000 | 854,352.80 | 0.82% |
| BAXTER INTERNATIONAL INC 4.0% BDS 01/MAR/2014 | N/A | 071813AZ2 | 800,000 | 853,216.00 | 0.82% |
| TXU ELECTRIC DELIVERY TRANSITION BOND COMPANY | N/A | 87316YAC5 | 750,000 | 843,386.10 | 0.81% |
| DISCOVER CARD MASTER TRUST 2008-A4 A4 5.65% | N/A | 254683AH8 | 775,000 | 833,279.38 | 0.80% |
| CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000 | N/A | 17275RAJ1 | 800,000 | 815,064.80 | 0.79% |
| BERKSHIRE HATHAWAY INC 2.125% BDS 11/FEB/2013 | N/A | 084670AU2 | 800,000 | 813,083.20 | 0.78% |
| CS FIRST BOSTON MORTGAGE SECURITIES 2005-C5 A3 | N/A | 225470AM5 | 794,860 | 811,127.10 | 0.78% |
| COSTCO WHOLESALE CORP 5.3% 15/MAR/2012 | N/A | 22160KAB1 | 800,000 | 810,522.40 | 0.78% |
| BANK OF NEW YORK MELLON CORP 2.5% BDS 15/JAN/2016 | N/A | 06406HBS7 | 800,000 | 810,194.40 | 0.78% |
| GE EQUIP MIDTICKET 0% BDS 14/JUL/2015 USD CL A-4 | N/A | 36161HAD3 | 790,000 | 794,899.98 | 0.77% |
| ORACLE CORP 4.95% NTS 15/APR/2013 USD1000 | N/A | 68389XAD7 | 750,000 | 792,504.75 | 0.76% |
| FEDERAL NALT MTG ASSOC POOL #555547 4.5% DUE | N/A | 31385XEU7 | 722,954 | 772,802.22 | 0.74% |
| CREDIT SUISSE FB USA INC 5.125 15/AUG/2015 | N/A | 22541LBK8 | 735,000 | 772,009.46 | 0.74% |
| GLAXOSMITHKLINE CA 4.375% BDS 15/APR/2014 USD1000 | N/A | 377372AA5 | 700,000 | 758,510.20 | 0.73% |
| FEDERAL HOME LOAN MORTGAGE CORP 1.75% NTS | N/A | 3137EACC1 | 750,000 | 756,440.25 | 0.73% |
| CHASE ISSUANCE TRUST 2008-11 A 5.400% 15/JUL/2015 | N/A | 161571DA9 | 700,000 | 752,792.53 | 0.73% |
| DELL INC 4.7% NTS 15/APR/2013 USD1000 | N/A | 24702RAD3 | 700,000 | 733,903.80 | 0.71% |
| DU PONT E I DE NEMOURS & CO 4.7500% DUE | N/A | 263534BK4 | 700,000 | 726,340.30 | 0.70% |
| CONOCOPHILLIPS 4.75% DUE 150CT12 | N/A | 20825CAE4 | 700,000 | 723,033.50 | 0.70% |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2011-1 A-4 | N/A | 92867DAD2 | 700,000 | 717,141.60 | 0.69% |
| NEW YORK LIFE GLOBAL FUNDING 1.85% BDS 13/DEC/2013 | N/A | 64952WAX1 | 700,000 | 706,482.00 | 0.68% |
| GE EQUIP.SMAL.TICK 1.45% A/BKD 21/JAN/2018 USD1000 | N/A | 36830HAC6 | 700,000 | 702,679.74 | 0.68% |
| GE EQUIPMENT TRANSPORTATION LLC 1.33% 20/MAY/2019 | N/A | 36161XAD8 | 700,000 | 702,329.60 | 0.68% |
| COCA-COLA CO 0.75% SNR NTS 15/NOV/2013 USD1000 | N/A | 191216AN0 | 700,000 | 701,295.70 | 0.68% |
| CAPITAL AUTO RECEIVABLES 4.46% NTS 15/JUL/2014 | N/A | 13974WAK0 | 668,299 | 675,584.41 | 0.65% |
| LOUISIANA PUBLIC FACS AUTH REVENUES 5.75% BDS | N/A | 546403AD8 | 600,000 | 667,554.00 | 0.64% |
| HEWLETT PACKARD CO 3% NTS 15/SEP/2016 USD1000 | N/A | 428236BP7 | 650,000 | 666,190.85 | 0.64% |
| BOEING CO 1.875% 20/NOV/2012 | N/A | 097023BB0 | 650,000 | 657,068.75 | 0.63% |
| FANNIE MAE 2011-69 AC 2.000% 25/MAY/2018 | N/A | 3136A0AR8 | 630,949 | 642,517.52 | 0.62% |
| UNITED PARCEL SERVICE INC 3.875% BDS 01/APR/2014 | N/A | 911312AL0 | 600,000 | 641,572.80 | 0.62% |
| MASSACHUSETTS RRB SPECIAL PURPOSE 4.4% MTG BDS | N/A | 575800AE7 | 618,233 | 636,191.15 | 0.61% |
| CITIBANK CC ISSU T 4.85% A/BKD NTS 22/APR/2015 USD | N/A | 17305EEH4 | 594,000 | 628,033.41 | 0.60% |
| LOWE'S COS INC 5.6% NTS 15/SEP/2012 USD1000 | N/A | 548661CM7 | 600,000 | 622,278.00 | 0.60% |
| FREDDIE MAC 3852 EA 4.500% 15/DEC/2021 | N/A | 3137AB6F3 | 579,704 | 621,554.21 | 0.60% |
| FLORIDA POWER & LIGHT COMPANY 2007-A A-2 5.044% | N/A | 302583AB5 | 594,752 | 617,494.30 | 0.59% |
| OCCIDENTAL PETROLEUM CORP 1.45% BDS 13/DEC/2013 | N/A | 674599CA1 | 600,000 | 610,795.80 | 0.59% |
| TOYOTA AUTO RECEIVABLES OWNER TRUST 2011-A A4 | N/A | 89235XAD9 | 600,000 | 608,595.18 | 0.59% |
| FHLMCGLD MORTPASS 4% 01/FEB/2025 J1 PN# J11719 | N/A | 3128PQ4C2 | 581,024 | 608,097.12 | 0.59% |
| FANNIE MAE 2010-95 BK 1.500% 25/FEB/2020 | N/A | 31398NEG5 | 601,326 | 605,356.97 | 0.58% |
| FREDDIE MAC 3840 BA 2.000% 15/FEB/2018 | N/A | 3137A9E28 | 579,802 | 590,758.54 | 0.57% |
| ONTARIO(PROVINCE OF) 1.875% BDS 19/NOV/2012 | N/A | 6832348E1 | 575,000 | 582,314.00 | 0.56% |
| WORLD OMNI AUTO RECEIVABLES TRUST 2008-A A-4 | N/A | 98156TAF9 | 570,538 | 578,937.82 | 0.56% |
| GINNIE MAE 2004-76 QA 4.000% 20/JAN/2034 | N/A | 38374JCK0 | 546,450 | 577,874.71 | 0.56% |
| HYUNDAI AUTO RECEIVABLES TST 2010-B 0.97% A/BKD | N/A | 44923YAC1 | 575,000 | 576,441.35 | 0.56% |
| MERCK & CO INC 2.25% NTS 15/JAN/2016 USD1000 | N/A | 58933YAB1 | 555,000 | 573,689.07 | 0.55% |
| CHASE ISSUANCE TRUST 5.12% MTN 15/OCT/2014 USD1000 | N/A | 161571CH5 | 550,000 | 571,649.60 | 0.55% |
| CAPITAL ONE MULTI ASET EXECUTION TRUST SERIES | N/A | 14041NCH2 | 555,000 | 570,553.88 | 0.55% |
| BMW VEHICLE OWNER TRUST 2010-A A-4 2.100% | N/A | 09657MAD0 | 550,000 | 561,157.91 | 0.54% |
| CITIBANK CREDIT CARD ISSUANCE TRUST 2005-A2 CL A2 | N/A | 17305ECJ2 | 500,000 | 560,958.20 | 0.54% |
| JOHN DEERE OWNER TRUST 2010 A-4 2.130% 17/OCT/2016 | N/A | 47787AAE7 | 550,000 | 560,819.71 | 0.54% |
| AMERICAN EXPRESS CREDIT CORP 5.875% BDS | N/A | 0258M0CW7 | 525,000 | 552,694.80 | 0.53% |
| FNMA MORTPASS 3.5% 01/OCT/2025 CI PN# AE5487 | N/A | 31419GCZ5 | 530,529 | 551,779.53 | 0.53% |
| GS MORTGAGE SECURITIES CORPORATION II 2006-GG A-2 | N/A | 36228CWU3 | 546,536 | 550,861.58 | 0.53% |
| GENERAL DYNAMICS CORP 5.25% BDS 01/FEB/2014 | N/A | 369550AN8 | 500,000 | 547,021.00 | 0.53% |
| FREDDIE MAC 3815 DE 3.000% 15/OCT/2021 | N/A | 3137A6DE9 | 521,335 | 542,535.93 | 0.52% |
| FHLMC REMIC SERIES 2920 HC 4.500% 15/DEC/2018 | N/A | 31395LK75 | 524,580 | 538,977.29 | 0.52% |
| NOVARTIS CAPITAL 4.125% 10/FEB/2014 | N/A | 66989HAA6 | 500,000 | 535,321.00 | 0.52% |
| WALGREEN CO 4.875% BDS 01/AUG/2013 USD1000 | N/A | 931422AD1 | 500,000 | 535,121.50 | 0.52% |
| FREDDIE MAC 3639 AB 2.750% 15/FEB/2025 | N/A | 31398WQ56 | 516,176 | 533,855.32 | 0.51% |
| ONCOR ELECTRIC DELIVERY TRANSITION BOND CO 4.95% | N/A | 68233LAC3 | 520,934 | 533,688.33 | 0.51% |
| COLGATE-PALMOLIVE CO 1.375% MTN 01/NOV/2015 | N/A | 19416QDQ0 | 525,000 | 528,413.55 | 0.51% |
| FREDDIE MAC 3609 LE 3.000% 15/DEC/2024 | N/A | 31398LNM6 | 504,849 | 526,765.41 | 0.51% |
| MEDTRONIC INC 3.00% 15/MAR/2015 | N/A | 585055AR7 | 500,000 | 526,787.50 | 0.51% |
| VERIZON COMMUNICATIONS INC 4.35% BDS 15/FEB/2013 | N/A | 92343VAJ3 | 500,000 | 520,112.50 | 0.50% |
| INTERNATIONAL BUS MACH CORP 0.875% BDS 31/OCT/2014 | N/A | 459200GZ8 | 520,000 | 519,806.04 | 0.50% |
| JOHNSON & JOHNSON 2.15% BDS 15/MAY/2016 USD1000 | N/A | 478160AY0 | 500,000 | 518,206.50 | 0.50% |
| FEDERAL HOME LOAN MORTGAGE CORP 2.175% NTS | N/A | 3128X9C73 | 500,000 | 518,110.00 | 0.50% |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2011-1 A-4 | N/A | 587728AD8 | 515,000 | 517,871.49 | 0.50% |
| CITIBANK CREDIT CARD ISSUANCE TRUST CLS'2009-A5' | N/A | 17305EER2 | 500,000 | 508,393.55 | 0.49% |
| HONDA AUTO RECEIVABLES 2010-2 OWNER TRUST 2010-2 | N/A | 43812KAD5 | 500,000 | 508,364.95 | 0.49% |
| FREDDIE MAC 3755 AL 1.500% 15/NOV/2020 | N/A | 3137A2EL1 | 505,785 | 507,902.47 | 0.49% |
| FEDERAL NATIONAL MORTGAGE ASSOC 1% BDS 23/SEP/2013 | N/A | 31398A2S0 | 500,000 | 505,289.50 | 0.49% |
| STATE STREET CORP 2.15% NTS 30/APR/2012 USD1000 | N/A | 85748KAA1 | 500,000 | 504,309.50 | 0.49% |
| FEDERAL HOME LOAN MORTGAGE CORP 0.875% NTS | N/A | 3137EACL1 | 500,000 | 503,933.50 | 0.49% |
| WESTPAC BANKING CORP 2.1% BDS 02/AUG/2013 USD1000 | N/A | 961214BM4 | 500,000 | 503,546.50 | 0.48% |
| US BANCORP 1.375% BDS 13/SEP/2013 USD1000 | N/A | 91159HGY0 | 500,000 | 503,248.00 | 0.48% |
| US BANCORP FRN 13/MAR/2012 USD1000 | N/A | 91160HAA5 | 500,000 | 503,072.50 | 0.48% |
| FEDERAL HOME LOAN BANKS 0.5% BDS 28/AUG/2013 | N/A | 313374Y61 | 500,000 | 500,832.50 | 0.48% |
| METLIFE INC 2% NTS 10/JAN/2014 USD1000 144A | N/A | 59217GAE9 | 500,000 | 500,876.00 | 0.48% |
| ALLY AUTO RECEIVABLES TRUST 2011-5 A-3 0.990% | N/A | 02005WAC4 | 500,000 | 499,581.10 | 0.48% |
| FREDDIE MAC 3728 CA 1.500% 15/OCT/2018 | N/A | 3137A1W74 | 489,493 | 493,640.63 | 0.48% |
| GS MORTGAGE SECURITIES TRUST 2011-GC5 A-1 1.468% | N/A | 36191YAY4 | 492,243 | 490,889.78 | 0.47% |
| PG&E ENERGY RECOVERY FUNDING LLC 2005-1 A5 4.47% | N/A | 693401AE1 | 475,000 | 488,983.91 | 0.47% |
| BNP PARIBAS VAR 08/APR/2013 | N/A | 05567LH75 | 500,000 | 484,530.00 | 0.47% |
| FANNIE MAE 2006-22 CB RCR 4.500% 25/NOV/2021 | N/A | 31395BD59 | 467,585 | 482,334.73 | 0.46% |
| FREDDIE MAC 3728 EA 3.500% 15/SEP/2020 | N/A | 3137A1WC3 | 462,797 | 481,191.10 | 0.46% |
| BK OF AMERICA CORP 0% BDS 15/JUN/2017 USD | N/A | 06052MAD7 | 465,000 | 473,124.57 | 0.46% |
| FANNIE MAE POOL# 254833 | N/A | 31371LBA6 | 433,597 | 463,494.11 | 0.45% |
| PACCAR INC 6.875% 15/FEB/2014 | N/A | 69373UAA5 | 400,000 | 450,556.00 | 0.43% |
| WALT DISNEY COMPANY/THE 0.875% 01/DEC/2014 | N/A | 25468PCQ7 | 450,000 | 449,166.15 | 0.43% |
| FREDDIE MAC 3718 BC 2.000% 15/FEB/2025 | N/A | 3137A1BX0 | 437,814 | 443,969.26 | 0.43% |
| HYUNDAI AUTO RECEIVABLES TR 2010-A A4 2.45% | N/A | 44923WAD3 | 425,000 | 438,713.09 | 0.42% |
| GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013 | N/A | 369604AY9 | 420,000 | 438,482.52 | 0.42% |
| BANK OF AMERICA CORP 3.7% MTN 01/SEP/2015 USD5000 | N/A | 06051GED7 | 480,000 | 430,034.40 | 0.41% |
| HONDA AUTO RECEIVABLES OWNER TR 1.98% MTG BDS | N/A | 43812BAH6 | 415,000 | 420,874.16 | 0.41% |
| FANNIE MAE 2010-66 QA 4.500% 25/AUG/2039 | N/A | 31398RFJ9 | 385,213 | 417,710.27 | 0.40% |
| FNMA MORTPASS 3.5% 01/JAN/2026 CI PN# AB2130 | N/A | 31416XLL2 | 399,051 | 415,034.90 | 0.40% |
| GE CAPITAL CREDIT CARD MASTER NOTE TRUST 2010-3 A | N/A | 36159JCC3 | 400,000 | 407,775.24 | 0.39% |
| FHLMCGLD MORTPASS 4% 01/OCT/2025 G1 PN# G13908 | N/A | 3128MCR56 | 371,623 | 388,938.89 | 0.37% |
| BEAR STEARNS COMM MTG SECURITIES 07383FA65 4.8% | N/A | 07383FA65 | 380,012 | 385,040.96 | 0.37% |
| ANHEUSER BUSCH INBEV WORLDWIDE INC 3.625% GTD NT | N/A | 03523TAT5 | 350,000 | 372,221.85 | 0.36% |
| TOYOTA MOTOR CRED 2.8% MTN 11/JAN/2016 USD1000 | N/A | 89233P4R4 | 360,000 | 370,504.44 | 0.36% |
| BROWN-FORMAN CORP 2.5% BDS 15/JAN/2016 USD1000 | N/A | 115637AK6 | 360,000 | 367,008.84 | 0.35% |
| WACHOVIA COMMERCIAL MORTGAGE TRUST 2005-C17 A2 | N/A | 929766B85 | 365,964 | 365,798.85 | 0.35% |
| FANNIE MAE 2010-30 DB 2.000% 25/AUG/2018 | N/A | 31398M5V4 | 354,290 | 361,926.99 | 0.35% |
| WACHOVIA BNK COMMERCIAL MTG TR VAR DUE 15/JUL/2042 | N/A | 9297664P5 | 353,674 | 361,206.69 | 0.35% |
| STATE STREET CORP 2.875% BDS 07/MAR/2016 USD1000 | N/A | 857477AH6 | 350,000 | 358,765.75 | 0.35% |
| 3501 AC 0.000% 15/AUG/2023 | N/A | 31397YS44 | 340,397 | 358,151.27 | 0.34% |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES | N/A | 46625MYT0 | 347,898 | 355,765.26 | 0.34% |
| USAA AUTO OWNER TRUST 2010-1 A-4 2.140% | N/A | 90290FAD8 | 350,000 | 355,630.21 | 0.34% |
| VOLVO FINANCIAL EQUIPMENT LLC 2010-1 A-3 1.560% | N/A | 92887BAC4 | 352,691 | 353,461.53 | 0.34% |
| PSE&G TRANSITION FUNDING LLG 6.61% AST BKD | N/A | 69361YAF0 | 335,561 | 351,186.49 | 0.34% |
| FREDDIE MAC 3758 CD 1.500% 15/AUG/2017 | N/A | 3137A3CC1 | 340,421 | 342,969.01 | 0.33% |
| FANNIE MAE 2010-50 AD 3.000% 25/JAN/2024 | N/A | 31398PR76 | 326,323 | 335,552.88 | 0.32% |
| CONSUMERS FUNDING LLC 01-1 A-5 5.430% 20/APR/2015 | N/A | 210523AE6 | 315,130 | 327,281.25 | 0.32% |
| ABBOTT LABORATORIES BNDS DUE 15/MAR/2014 4.350 | N/A | 002824AQ3 | 300,000 | 325,139.70 | 0.31% |
| ALLY AUTO RECEIVABLES TRUST 2010-1 A3 1.45% | N/A | 02005HAB9 | 321,304 | 322,910.36 | 0.31% |
| JOHN DEERE CAPITAL CORP 1.25% 02/DEC/2014 | N/A | 24422ERK7 | 310,000 | 310,563.27 | 0.30% |
| BANK OF AMERICA AUTO TRUST 2010-1 A-4 2.180% | N/A | 06052JAD4 | 300,000 | 305,722.83 | 0.29% |
| JOHN DEERE CAPITAL CORP 1.875% NTS 17/JUN/2013 | N/A | 24422EQX0 | 300,000 | 305,532.90 | 0.29% |
| US BANCORP 2% MTN 14/JUN/2013 USD1000 165 | N/A | 91159HGW4 | 300,000 | 305,427.30 | 0.29% |
| FREDDIE MAC 3645 EH 3.000% 15/DEC/2020 | N/A | 31398VEK8 | 287,047 | 299,604.74 | 0.29% |
| FREDDIE MAC 3627 QG 4.000% 15/JUL/2023 | N/A | 31398LW87 | 275,464 | 286,550.86 | 0.28% |
| INTERNATIONAL BUS MACH CORP 1.00% BDS 05/AUG/2013 | N/A | 459200GT2 | 280,000 | 281,835.40 | 0.27% |
| TOYOTA AUTO RECEIVABLES OWNER TRUST 2010-A A-4 | N/A | 89232EAD4 | 275,000 | 278,500.53 | 0.27% |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% MTG BDS | N/A | 31283K4G0 | 254,847 | 276,244.80 | 0.27% |
| PEPSICO INC 0.75% BDS 25/AUG/2014 USD1000 | N/A | 713448BV9 | 275,000 | 274,571.28 | 0.26% |
| WESTERN UNION COMPANY (THE) 6.5% NTS 26/FEB/2014 | N/A | 959802AJ8 | 250,000 | 274,043.50 | 0.26% |
| PNC FUNDING CORP 4.25% 21/SEP/2015 | N/A | 693476BG7 | 250,000 | 268,514.50 | 0.26% |
| FREDDIE MAC 2695 DE 4.000% 15/JAN/2017 | N/A | 31394L7F3 | 259,876 | 263,236.61 | 0.25% |
| METROPOLITAN LIFE GLOBAL FUNDING I 5.125% SNR NTS | N/A | 592179JG1 | 250,000 | 261,303.25 | 0.25% |
| OCCIDENTAL PETRLM 2.5% SRN 01/FEB/2016 USD1000 | N/A | 674599BZ7 | 250,000 | 260,505.50 | 0.25% |
| CATERPILLAR FINANCIAL SERVICES CORP 1.55% BDS | N/A | 14912L4Q1 | 250,000 | 253,412.00 | 0.24% |
| FNMA MORTPASS 4% 01/JUN/2024 CI PN# AA5563 | N/A | 31416PFD4 | 217,008 | 228,000.79 | 0.22% |
| DAIMLERCHRYSLER AUTO TRUST 2007-A A-4 5.280% | N/A | 233882AF6 | 218,443 | 219,302.15 | 0.21% |
| FORD CREDIT AUTO OWNER TRUST 2010-B A-3 0.980% | N/A | 34529MAC6 | 215,000 | 215,518.99 | 0.21% |
| CITIGROUP INC 5.3% SNR NTS 17/OCT/2012 USD1000 | N/A | 172967EL1 | 200,000 | 203,625.60 | 0.20% |
| RABOBANK NEDERLAND 2.65% BDS 17/AUG/2012 | N/A | 74977RBU7 | 195,000 | 197,144.03 | 0.19% |
| MICROSOFT CORP 1.625% BDS 25/SEP/2015 USD1000 | N/A | 594918AG9 | 190,000 | 194,393.75 | 0.19% |
| NISSAN AUTO RECEIVABLES OWNER TRUST 2008-A A-4 | N/A | 65475FAF2 | 185,305 | 186,467.64 | 0.18% |
| TEVA PHARMACEUTICAL FINANCE IV 1.7% BDS | N/A | 88166HAA5 | 185,000 | 185,431.79 | 0.18% |
| CITIGROUP COMMERCIAL MTGE 5.7206% MTG BDS | N/A | 17309DAB9 | 174,000 | 182,991.80 | 0.18% |
| CENTERPOINT ENERGY TRANS BD CO II 4.97% BDS | N/A | 15200DAB3 | 174,428 | 176,433.71 | 0.17% |
| UNITEDHEALTH GROUP INC 4.875% SNR NTS 15/FEB/2013 | N/A | 91324PBH4 | 160,000 | 166,883.68 | 0.16% |
| WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2005-C21 | N/A | 9297667G2 | 150,000 | 164,320.20 | 0.16% |
| CATERPILLAR FINANCIAL SE 2.00% 05/APR/2013 | N/A | 14912L4L2 | 150,000 | 152,755.95 | 0.15% |
| SBC COMMUNICATIONS INC5.875% | N/A | 78387GAK9 | 147,000 | 152,164.55 | 0.15% |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2006-C1 | N/A | 225470F57 | 140,450 | 148,167.22 | 0.14% |
| PG & E ENERGY RECOVERY FUNDING LLC 5.03% | N/A | 693401AG6 | 146,498 | 147,519.99 | 0.14% |
| FANNIE MAE 2010-57 AQ 3.000% 25/AUG/2024 | N/A | 31398RB79 | 132,614 | 136,602.01 | 0.13% |
| TOYOTA MOTOR CREDIT CORP 1.25% BDS 17/NOV/2014 | N/A | 89233P5N2 | 125,000 | 124,718.63 | 0.12% |
| CONOCOPHILLIPS 4.4% BDS 15/MAY/2013 USD1000 | N/A | 20825CAM6 | 100,000 | 105,109.00 | 0.10% |
| FREDDIE MAC 2625 JD 3.250% 15/JUL/2017 | N/A | 31393RJY7 | 93,820 | 94,717.33 | 0.09% |
| TOYOTA AUTO RECEIVABLES OWNER TRUST 2010-A A-3 | N/A | 89232EAC6 | 92,654 | 92,935.37 | 0.09% |
| FREDDIE MAC 2692 AB 4.000% 15/MAY/2016 | N/A | 31394KU69 | 86,397 | 86,549.12 | 0.08% |
| Holding | Ticker | Security No | Shares | Market Value | Percent |
|---|---|---|---|---|---|
| FIDELITY INSTITUTIONAL MMKT PORTFOLIO INST CLASS - | N/A | 89199B034 | 5,565,018 | 5,565,017.51 | 5.48% |
| FEDERAL NATIONAL MORTGAGE ASSOC 1.5% NTS | N/A | 31398AT44 | 2,500,000 | 2,548,267.50 | 2.51% |
| UNITED STATES TREAS NTS 1.375% 15/MAY/2012 | N/A | 912828KP4 | 2,000,000 | 2,013,672.00 | 1.98% |
| FEDERAL HOME LOAN MORTGAGE CORP 0.375% BDS | N/A | 3137EACP2 | 2,000,000 | 2,003,306.00 | 1.97% |
| UNITED STATES TREAS NTS 04.750% 15/MAY/2014 | N/A | 912828CJ7 | 1,600,000 | 1,777,500.80 | 1.75% |
| CLECO KATRINA/RITA HURRICANE RECOVERY 2008-A A1 | N/A | 185506AA0 | 1,339,944 | 1,458,026.57 | 1.44% |
| AEP TEXAS CENTRAL TRANSITION 2006-2 A3 5.09% | N/A | 00110AAC8 | 1,150,000 | 1,271,647.81 | 1.25% |
| FANNIE MAE 2009-76 MA 4.000% 25/SEP/2024 | N/A | 31396Q2N8 | 1,122,947 | 1,174,624.28 | 1.16% |
| UNITED TECHNOLOGIES CORP 01/MAY/2015 | N/A | 913017BH1 | 1,000,000 | 1,121,380.00 | 1.10% |
| FEDERAL NATIONAL MORTGAGE ASSOC 4.625% NTS | N/A | 31359MWJ8 | 1,000,000 | 1,116,183.00 | 1.10% |
| FANNIE MAE 2011-69 AB 1.500% 25/MAY/2018 | N/A | 3136A0AQ0 | 1,090,159 | 1,094,629.74 | 1.08% |
| GENERAL ELECTRIC CAPITAL CORP 4.375% LN STK | N/A | 36962G4F8 | 1,000,000 | 1,074,715.00 | 1.06% |
| PROCTER & GAMBLE CO 3.15% NTS 01/SEP/2015 USD1000 | N/A | 742718DQ9 | 1,000,000 | 1,070,401.00 | 1.05% |
| WELLS FARGO COMPANY 4.375% 31/JAN/2013 | N/A | 949746NY3 | 1,000,000 | 1,039,985.00 | 1.02% |
| FREDDIE MAC 3585 LA 3.500% 15/OCT/2024 | N/A | 31398K5J5 | 982,654 | 1,029,855.85 | 1.01% |
| UNITED STATES TREAS NTS 1.375% 15/MAY/2013 | N/A | 912828NC0 | 1,000,000 | 1,017,700.00 | 1.00% |
| UNITED STATES TREAS NTS 0.75% 15/JUN/2014 | N/A | 912828QS2 | 1,000,000 | 1,010,078.00 | 1.00% |
| FEDERAL NATIONAL MORTGAGE ASSOC 0.875% BDS | N/A | 3135G0BY8 | 1,000,000 | 1,006,901.00 | 0.99% |
| WAL-MART STORES INC 7.25% BDS 01/JUN/2013 USD1000 | N/A | 931142AS2 | 800,000 | 882,098.40 | 0.87% |
| BLACKROCK INC 3.5% NTS 10/DEC/2014 USD1000 | N/A | 09247XAD3 | 800,000 | 857,465.60 | 0.84% |
| BAXTER INTERNATIONAL INC 4.0% BDS 01/MAR/2014 | N/A | 071813AZ2 | 800,000 | 856,667.20 | 0.84% |
| TXU ELECTRIC DELIVERY TRANSITION BOND COMPANY | N/A | 87316YAC5 | 750,000 | 847,220.63 | 0.83% |
| DISCOVER CARD MASTER TRUST 2008-A4 A4 5.65% | N/A | 254683AH8 | 775,000 | 837,334.34 | 0.83% |
| BERKSHIRE HATHAWAY INC 2.125% BDS 11/FEB/2013 | N/A | 084670AU2 | 800,000 | 815,826.40 | 0.80% |
| BANK OF NEW YORK MELLON CORP 2.5% BDS 15/JAN/2016 | N/A | 06406HBS7 | 800,000 | 815,376.00 | 0.80% |
| CISCO SYSTEMS INC 1.625% BDS 14/MAR/2014 USD1000 | N/A | 17275RAJ1 | 800,000 | 815,100.80 | 0.80% |
| COSTCO WHOLESALE CORP 5.3% 15/MAR/2012 | N/A | 22160KAB1 | 800,000 | 814,106.40 | 0.80% |
| FEDERAL NALT MTG ASSOC POOL #555547 4.5% DUE | N/A | 31385XEU7 | 759,804 | 814,106.18 | 0.80% |
| CS FIRST BOSTON MORTGAGE SECURITIES 2005-C5 A3 | N/A | 225470AM5 | 794,860 | 812,991.04 | 0.80% |
| GE EQUIP MIDTICKET 0% BDS 14/JUL/2015 USD CL A-4 | N/A | 36161HAD3 | 790,000 | 797,133.23 | 0.79% |
| ORACLE CORP 4.95% NTS 15/APR/2013 USD1000 | N/A | 68389XAD7 | 750,000 | 796,191.75 | 0.78% |
| CREDIT SUISSE FB USA INC 5.125 15/AUG/2015 | N/A | 22541LBK8 | 735,000 | 777,474.92 | 0.77% |
| CAPITAL AUTO RECEIVABLES 4.46% NTS 15/JUL/2014 | N/A | 13974WAK0 | 757,816 | 767,043.10 | 0.76% |
| GLAXOSMITHKLINE CA 4.375% BDS 15/APR/2014 USD1000 | N/A | 377372AA5 | 700,000 | 762,500.20 | 0.75% |
| FEDERAL HOME LOAN MORTGAGE CORP 1.75% NTS | N/A | 3137EACC1 | 750,000 | 757,036.50 | 0.75% |
| CHASE ISSUANCE TRUST 2008-11 A 5.400% 15/JUL/2015 | N/A | 161571DA9 | 700,000 | 756,108.78 | 0.74% |
| DELL INC 4.7% NTS 15/APR/2013 USD1000 | N/A | 24702RAD3 | 700,000 | 738,627.40 | 0.73% |
| DU PONT E I DE NEMOURS & CO 4.7500% DUE | N/A | 263534BK4 | 700,000 | 729,419.60 | 0.72% |
| CONOCOPHILLIPS 4.75% DUE 150CT12 | N/A | 20825CAE4 | 700,000 | 726,371.80 | 0.72% |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2011-1 A-4 | N/A | 92867DAD2 | 700,000 | 720,106.03 | 0.71% |
| NEW YORK LIFE GLOBAL FUNDING 1.85% BDS 13/DEC/2013 | N/A | 64952WAX1 | 700,000 | 710,746.40 | 0.70% |
| GE EQUIP.SMAL.TICK 1.45% A/BKD 21/JAN/2018 USD1000 | N/A | 36830HAC6 | 700,000 | 704,991.35 | 0.69% |
| GE EQUIPMENT TRANSPORTATION LLC 1.33% 20/MAY/2019 | N/A | 36161XAD8 | 700,000 | 703,527.79 | 0.69% |
| COCA-COLA CO 0.75% SNR NTS 15/NOV/2013 USD1000 | N/A | 191216AN0 | 700,000 | 701,948.80 | 0.69% |
| LOUISIANA PUBLIC FACS AUTH REVENUES 5.75% BDS | N/A | 546403AD8 | 600,000 | 672,222.00 | 0.66% |
| FANNIE MAE 2011-69 AC 2.000% 25/MAY/2018 | N/A | 3136A0AR8 | 654,095 | 663,079.72 | 0.65% |
| BOEING CO 1.875% 20/NOV/2012 | N/A | 097023BB0 | 650,000 | 659,583.60 | 0.65% |
| WORLD OMNI AUTO RECEIVABLES TRUST 2008-A A-4 | N/A | 98156TAF9 | 636,949 | 647,410.70 | 0.64% |
| UNITED PARCEL SERVICE INC 3.875% BDS 01/APR/2014 | N/A | 911312AL0 | 600,000 | 643,030.80 | 0.63% |
| FREDDIE MAC 3852 EA 4.500% 15/DEC/2021 | N/A | 3137AB6F3 | 602,096 | 641,651.99 | 0.63% |
| MASSACHUSETTS RRB SPECIAL PURPOSE 4.4% MTG BDS | N/A | 575800AE7 | 618,233 | 638,362.14 | 0.63% |
| FHLMCGLD MORTPASS 4% 01/FEB/2025 PN# 1719 | N/A | 3128PQ4C2 | 606,331 | 636,249.59 | 0.63% |
| CITIBANK CC ISSU T 4.85% A/BKD NTS 22/APR/2015 USD | N/A | 17305EEH4 | 594,000 | 630,731.59 | 0.62% |
| LOWE'S COS INC 5.6% NTS 15/SEP/2012 USD1000 | N/A | 548661CM7 | 600,000 | 625,168.20 | 0.62% |
| FLORIDA POWER & LIGHT COMPANY 2007-A A-2 5.044% | N/A | 302583AB5 | 594,752 | 619,900.19 | 0.61% |
| FANNIE MAE 2010-95 BK 1.500% 25/FEB/2020 | N/A | 31398NEG5 | 615,673 | 616,115.35 | 0.61% |
| JOHN DEERE CAPITAL CORP 1.875% NTS 17/JUN/2013 | N/A | 24422EQX0 | 600,000 | 614,275.20 | 0.61% |
| OCCIDENTAL PETROLEUM CORP 1.45% BDS 13/DEC/2013 | N/A | 674599CA1 | 600,000 | 611,164.80 | 0.60% |
| TOYOTA AUTO RECEIVABLES OWNER TRUST 2011-A A4 | N/A | 89235XAD9 | 600,000 | 609,886.92 | 0.60% |
| FREDDIE MAC 3840 BA 2.000% 15/FEB/2018 | N/A | 3137A9E28 | 598,529 | 607,047.76 | 0.60% |
| FREDDIE MAC 3846 CK 1.500% 15/SEP/2020 | N/A | 3137A9BB1 | 590,519 | 589,648.12 | 0.58% |
| GINNIE MAE 2004-76 QA 4.000% 20/JAN/2034 | N/A | 38374JCK0 | 554,460 | 589,024.85 | 0.58% |
| ONTARIO(PROVINCE OF) 1.875% BDS 19/NOV/2012 | N/A | 6832348E1 | 575,000 | 582,858.53 | 0.57% |
| FNMA MORTPASS 3.5% 01/OCT/2025 CI PN# AE5487 | N/A | 31419GCZ5 | 559,774 | 582,421.67 | 0.57% |
| HYUNDAI AUTO RECEIVABLES TST 2010-B 0.97% A/BKD | N/A | 44923YAC1 | 575,000 | 577,067.13 | 0.57% |
| MERCK & CO INC 2.25% NTS 15/JAN/2016 USD1000 | N/A | 58933YAB1 | 555,000 | 575,093.22 | 0.57% |
| CHASE ISSUANCE TRUST 5.12% MTN 15/OCT/2014 USD1000 | N/A | 161571CH5 | 550,000 | 573,985.78 | 0.57% |
| CAPITAL ONE MULTI ASET EXECUTION TRUST SERIES | N/A | 14041NCH2 | 555,000 | 572,563.47 | 0.56% |
| FHLMC REMIC SERIES 2920 HC 4.500% 15/DEC/2018 | N/A | 31395LK75 | 555,745 | 571,757.72 | 0.56% |
| DISNEY(WALT)CO 6.2% MED TERM NTS 20/JUN/2014 | N/A | 25468PCA2 | 500,000 | 568,352.50 | 0.56% |
| BMW VEHICLE OWNER TRUST 2010-A A-4 2.100% | N/A | 09657MAD0 | 550,000 | 562,494.35 | 0.55% |
| JOHN DEERE OWNER TRUST 2010 A-4 2.130% 17/OCT/2016 | N/A | 47787AAE7 | 550,000 | 562,172.05 | 0.55% |
| GS MORTGAGE SECURITIES CORPORATION II 2006-GG A-2 | N/A | 36228CWU3 | 550,844 | 560,027.11 | 0.55% |
| FREDDIE MAC 3815 DE 3.000% 15/OCT/2021 | N/A | 3137A6DE9 | 541,082 | 559,468.86 | 0.55% |
| AMERICAN EXPRESS CREDIT CORP 5.875% BDS | N/A | 0258M0CW7 | 525,000 | 558,299.18 | 0.55% |
| FREDDIE MAC 3639 AB 2.750% 15/FEB/2025 | N/A | 31398WQ56 | 537,031 | 551,518.97 | 0.54% |
| GENERAL DYNAMICS CORP 5.25% BDS 01/FEB/2014 | N/A | 369550AN8 | 500,000 | 550,958.50 | 0.54% |
| FREDDIE MAC 3609 LE 3.000% 15/DEC/2024 | N/A | 31398LNM6 | 522,519 | 540,832.37 | 0.53% |
| NOVARTIS CAPITAL 4.125% 10/FEB/2014 | N/A | 66989HAA6 | 500,000 | 539,582.50 | 0.53% |
| ONCOR ELECTRIC DELIVERY TRANSITION BOND CO 4.95% | N/A | 68233LAC3 | 520,934 | 535,688.04 | 0.53% |
| WALGREEN CO 4.875% BDS 01/AUG/2013 USD1000 | N/A | 931422AD1 | 500,000 | 535,547.00 | 0.53% |
| MEDTRONIC INC 3.00% 15/MAR/2015 | N/A | 585055AR7 | 500,000 | 530,286.00 | 0.52% |
| COLGATE-PALMOLIVE CO 1.375% MTN 01/NOV/2015 | N/A | 19416QDQ0 | 525,000 | 527,344.65 | 0.52% |
| VERIZON COMMUNICATIONS INC 4.35% BDS 15/FEB/2013 | N/A | 92343VAJ3 | 500,000 | 522,533.50 | 0.51% |
| FREDDIE MAC 3755 AL 1.500% 15/NOV/2020 | N/A | 3137A2EL1 | 519,720 | 520,948.59 | 0.51% |
| IBM CORP 0.875% 31/OCT/2014 | N/A | 459200GZ8 | 520,000 | 520,493.48 | 0.51% |
| FEDERAL HOME LOAN MORTGAGE CORP 2.175% NTS | N/A | 3128X9C73 | 500,000 | 518,615.00 | 0.51% |
| JOHNSON & JOHNSON 2.15% BDS 15/MAY/2016 USD1000 | N/A | 478160AY0 | 500,000 | 518,426.00 | 0.51% |
| FANNIE MAE 2006-22 CB RCR 4.500% 25/NOV/2021 | N/A | 31395BD59 | 497,997 | 514,591.69 | 0.51% |
| WACHOVIA COMMERCIAL MORTGAGE TRUST 2005-C17 A2 | N/A | 929766B85 | 512,117 | 512,007.42 | 0.50% |
| CITIBANK CREDIT CARD ISSUANCE TRUST CLS'2009-A5' | N/A | 17305EER2 | 500,000 | 509,460.90 | 0.50% |
| HONDA AUTO RECEIVABLES 2010-2 OWNER TRUST 2010-2 | N/A | 43812KAD5 | 500,000 | 509,474.50 | 0.50% |
| WESTPAC BANKING CORP 2.1% BDS 02/AUG/2013 USD1000 | N/A | 961214BM4 | 500,000 | 507,823.50 | 0.50% |
| FREDDIE MAC 3728 EA 3.500% 15/SEP/2020 | N/A | 3137A1WC3 | 486,532 | 507,377.11 | 0.50% |
| FREDDIE MAC 3728 CA 1.500% 15/OCT/2018 | N/A | 3137A1W74 | 504,119 | 505,624.13 | 0.50% |
| FEDERAL NATIONAL MORTGAGE ASSOC 1% BDS 23/SEP/2013 | N/A | 31398A2S0 | 500,000 | 505,546.50 | 0.50% |
| US BANCORP 1.375% BDS 13/SEP/2013 USD1000 | N/A | 91159HGY0 | 500,000 | 504,909.50 | 0.50% |
| STATE STREET CORP 2.15% NTS 30/APR/2012 USD1000 | N/A | 85748KAA1 | 500,000 | 504,884.50 | 0.50% |
| FEDERAL HOME LOAN MORTGAGE CORP 0.875% NTS | N/A | 3137EACL1 | 500,000 | 504,322.00 | 0.50% |
| US BANCORP FRN 13/MAR/2012 USD1000 | N/A | 91160HAA5 | 500,000 | 503,974.50 | 0.50% |
| METLIFE INC 2% NTS 10/JAN/2014 USD1000 144A | N/A | 59217GAE9 | 500,000 | 503,072.00 | 0.50% |
| FEDERAL HOME LOAN BANKS 0.5% BDS 28/AUG/2013 | N/A | 313374Y61 | 500,000 | 500,706.50 | 0.49% |
| GS MORTGAGE SECURITIES TRUST 2011-GC5 A-1 1.468% | N/A | 36191YAY4 | 500,000 | 499,425.45 | 0.49% |
| PG&E ENERGY RECOVERY FUNDING LLC 2005-1 A5 4.47% | N/A | 693401AE1 | 475,000 | 490,698.70 | 0.48% |
| BNP PARIBAS VAR 08/APR/2013 | N/A | 05567LH75 | 500,000 | 483,473.50 | 0.48% |
| FANNIE MAE POOL# 254833 | N/A | 31371LBA6 | 446,297 | 478,192.83 | 0.47% |
| BK OF AMERICA CORP 0% BDS 15/JUN/2017 USD | N/A | 06052MAD7 | 465,000 | 474,213.65 | 0.47% |
| BANK OF AMERICA CORP 3.7% MTN 01/SEP/2015 USD5000 | N/A | 06051GED7 | 480,000 | 461,063.52 | 0.45% |
| PACCAR INC 6.875% 15/FEB/2014 | N/A | 69373UAA5 | 400,000 | 452,502.00 | 0.45% |
| FREDDIE MAC 3718 BC 2.000% 15/FEB/2025 | N/A | 3137A1BX0 | 444,623 | 448,849.95 | 0.44% |
| GENERAL ELECTRIC CO 369604AY9 5% 01/FEB/2013 | N/A | 369604AY9 | 420,000 | 440,440.14 | 0.43% |
| HYUNDAI AUTO RECEIVABLES TR 2010-A A4 2.45% | N/A | 44923WAD3 | 425,000 | 440,208.88 | 0.43% |
| JPMORGAN CHASE & CO 3.15% BDS 05/JUL/2016 USD100 | N/A | 46625HJA9 | 435,000 | 435,738.20 | 0.43% |
| FNMA MORTPASS 3.5% 01/JAN/2026 CI PN# AB2130 | N/A | 31416XLL2 | 412,819 | 429,521.00 | 0.42% |
| FANNIE MAE 2010-66 QA 4.500% 25/AUG/2039 | N/A | 31398RFJ9 | 391,203 | 424,642.24 | 0.42% |
| HONDA AUTO RECEIVABLES OWNER TR 1.98% MTG BDS | N/A | 43812BAH6 | 415,000 | 421,656.97 | 0.42% |
| HEWLETT-PACKARD CO 4.5% BDS 03/SEP/2013 USD1000 | N/A | 428236AQ6 | 400,000 | 416,292.00 | 0.41% |
| FHLMCGLD MORTPASS 4% 01/OCT/2025 G1 PN# G13908 | N/A | 3128MCR56 | 390,305 | 409,564.28 | 0.40% |
| GE CAPITAL CREDIT CARD MASTER NOTE TRUST 2010-3 A | N/A | 36159JCC3 | 400,000 | 408,722.28 | 0.40% |
| VOLVO FINANCIAL EQUIPMENT LLC 2010-1 A-3 1.560% | N/A | 92887BAC4 | 407,546 | 408,201.02 | 0.40% |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES | N/A | 46625MYT0 | 396,002 | 405,024.99 | 0.40% |
| BEAR STEARNS COMM MTG SECURITIES 07383FA65 4.8% | N/A | 07383FA65 | 388,569 | 394,417.58 | 0.39% |
| FANNIE MAE 2010-30 DB 2.000% 25/AUG/2018 | N/A | 31398M5V4 | 370,636 | 375,788.85 | 0.37% |
| TOYOTA MOTOR CRED 2.8% MTN 11/JAN/2016 USD1000 | N/A | 89233P4R4 | 360,000 | 374,161.68 | 0.37% |
| 3501 AC 0.000% 15/AUG/2023 | N/A | 31397YS44 | 355,453 | 373,195.56 | 0.37% |
| WACHOVIA BNK COMMERCIAL MTG TR VAR DUE 15/JUL/2042 | N/A | 9297664P5 | 359,983 | 368,607.60 | 0.36% |
| BROWN-FORMAN CORP 2.5% BDS 15/JAN/2016 USD1000 | N/A | 115637AK6 | 360,000 | 368,528.04 | 0.36% |
| STATE STREET CORP 2.875% BDS 07/MAR/2016 USD1000 | N/A | 857477AH6 | 350,000 | 361,790.80 | 0.36% |
| USAA AUTO OWNER TRUST 2010-1 A-4 2.140% | N/A | 90290FAD8 | 350,000 | 356,288.35 | 0.35% |
| FREDDIE MAC 3758 CD 1.500% 15/AUG/2017 | N/A | 3137A3CC1 | 354,129 | 355,555.63 | 0.35% |
| FANNIE MAE 2010-50 AD 3.000% 25/JAN/2024 | N/A | 31398PR76 | 344,340 | 353,052.87 | 0.35% |
| PSE&G TRANSITION FUNDING LLG 6.61% AST BKD | N/A | 69361YAF0 | 335,561 | 352,960.37 | 0.35% |
| ALLY AUTO RECEIVABLES TRUST 2010-1 A3 1.45% | N/A | 02005HAB9 | 349,650 | 351,460.19 | 0.35% |
| CONSUMERS FUNDING LLC 01-1 A-5 5.430% 20/APR/2015 | N/A | 210523AE6 | 315,130 | 328,654.88 | 0.32% |
| ABBOTT LABORATORIES BNDS DUE 15/MAR/2014 4.350 | N/A | 002824AQ3 | 300,000 | 325,381.20 | 0.32% |
| BANK OF AMERICA AUTO TRUST 2010-1 A-4 2.180% | N/A | 06052JAD4 | 300,000 | 306,401.76 | 0.30% |
| US BANCORP 2% MTN 14/JUN/2013 USD1000 165 | N/A | 91159HGW4 | 300,000 | 306,333.60 | 0.30% |
| FREDDIE MAC 3645 EH 3.000% 15/DEC/2020 | N/A | 31398VEK8 | 295,705 | 305,925.52 | 0.30% |
| FREDDIE MAC 3627 QG 4.000% 15/JUL/2023 | N/A | 31398LW87 | 293,117 | 305,057.45 | 0.30% |
| FREDDIE MAC 2695 DE 4.000% 15/JAN/2017 | N/A | 31394L7F3 | 286,995 | 290,897.68 | 0.29% |
| FEDERAL HOME LOAN MORTGAGE CORP 5.5% MTG BDS | N/A | 31283K4G0 | 261,158 | 282,374.65 | 0.28% |
| INTERNATIONAL BUS MACH CORP 1.00% BDS 05/AUG/2013 | N/A | 459200GT2 | 280,000 | 282,138.92 | 0.28% |
| TOYOTA AUTO RECEIVABLES OWNER TRUST 2010-A A-4 | N/A | 89232EAD4 | 275,000 | 279,011.56 | 0.27% |
| WESTERN UNION COMPANY (THE) 6.5% NTS 26/FEB/2014 | N/A | 959802AJ8 | 250,000 | 274,719.75 | 0.27% |
| PEPSICO INC 0.75% BDS 25/AUG/2014 USD1000 | N/A | 713448BV9 | 275,000 | 274,336.70 | 0.27% |
| CITIFINANCIAL MORTGAGE SECURITIES INC. | N/A | 17306UBW7 | 282,101 | 273,374.91 | 0.27% |
| DAIMLERCHRYSLER AUTO TRUST 2007-A A-4 5.280% | N/A | 233882AF6 | 269,292 | 271,026.53 | 0.27% |
| PNC FUNDING CORP 4.25% 21/SEP/2015 | N/A | 693476BG7 | 250,000 | 269,648.25 | 0.27% |
| METROPOLITAN LIFE GLOBAL FUNDING I 5.125% SNR NTS | N/A | 592179JG1 | 250,000 | 262,781.50 | 0.26% |
| OCCIDENTAL PETRLM 2.5% SRN 01/FEB/2016 USD1000 | N/A | 674599BZ7 | 250,000 | 261,712.75 | 0.26% |
| FNMA MORTPASS 4% 01/JUN/2024 CI PN# AA5563 | N/A | 31416PFD4 | 246,126 | 258,875.38 | 0.26% |
| CATERPILLAR FINANCIAL SERVICES CORP 1.55% BDS | N/A | 14912L4Q1 | 250,000 | 253,410.00 | 0.25% |
| HEWLETT-PACKARD CO 2.2% BDS 01/DEC/2015 USD1000 | N/A | 428236BE2 | 250,000 | 250,775.50 | 0.25% |
| JPMORGAN CHASE & CO 5.375% SNR NTS 01/OCT/2012 | N/A | 46625HGT1 | 225,000 | 234,608.40 | 0.23% |
| FORD CREDIT AUTO OWNER TRUST 2010-B A-3 0.980% | N/A | 34529MAC6 | 215,000 | 215,669.75 | 0.21% |
| NISSAN AUTO RECEIVABLES OWNER TRUST 2008-A A-4 | N/A | 65475FAF2 | 210,922 | 212,221.12 | 0.21% |
| ELI LILLY & CO 3.55% 06/MAR/2012 | N/A | 532457BD9 | 200,000 | 202,053.00 | 0.20% |
| RABOBANK NEDERLAND 2.65% BDS 17/AUG/2012 | N/A | 74977RBU7 | 195,000 | 197,968.10 | 0.19% |
| MICROSOFT CORP 1.625% BDS 25/SEP/2015 USD1000 | N/A | 594918AG9 | 190,000 | 194,450.75 | 0.19% |
| ANHEUSER-BUSCH INBEV SA 3% GTD NTS 15/OCT/2012 | N/A | 03523TAL2 | 185,000 | 188,840.23 | 0.19% |
| CITIGROUP COMMERCIAL MTGE 5.7206% MTG BDS | N/A | 17309DAB9 | 174,000 | 180,018.83 | 0.18% |
| CENTERPOINT ENERGY TRANS BD CO II 4.97% BDS | N/A | 15200DAB3 | 174,428 | 177,075.87 | 0.17% |
| SBC COMMUNICATIONS INC5.875% | N/A | 78387GAK9 | 147,000 | 152,858.10 | 0.15% |
| CATERPILLAR FINANCIAL SE 2.00% 05/APR/2013 | N/A | 14912L4L2 | 150,000 | 152,493.00 | 0.15% |
| CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2006-C1 | N/A | 225470F57 | 140,450 | 148,607.67 | 0.15% |
| PG & E ENERGY RECOVERY FUNDING LLC 5.03% | N/A | 693401AG6 | 146,498 | 148,061.83 | 0.15% |
| FANNIE MAE 2010-57 AQ 3.000% 25/AUG/2024 | N/A | 31398RB79 | 143,436 | 147,332.73 | 0.15% |
| FREDDIE MAC 2692 AB 4.000% 15/MAY/2016 | N/A | 31394KU69 | 116,510 | 116,829.50 | 0.12% |
| FREDDIE MAC 2625 JD 3.250% 15/JUL/2017 | N/A | 31393RJY7 | 105,249 | 106,373.73 | 0.10% |
| CONOCOPHILLIPS 4.4% BDS 15/MAY/2013 USD1000 | N/A | 20825CAM6 | 100,000 | 105,645.60 | 0.10% |
| TOYOTA AUTO RECEIVABLES OWNER TRUST 2010-A A-3 | N/A | 89232EAC6 | 101,597 | 101,956.31 | 0.10% |
| WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2006-C2 | N/A | 92977QAB4 | 1,761 | 1,758.84 | 0.00% |
Pricing and Performance
Pricing and performance for this fund
Pricing and Performance for all
funds
Principal Risks
The Fund is subject to credit and liquidity risks associated with the underlying bonds owned by the Fund.
The Fund also is subject to prepayment and call risk, extension risk, and mortgage- and asset-backed securities risk to varying degrees.
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