|
Gold
|
GOLD BULL
|
Bullion
|
1,540,401
|
$2,459,204,684.00
|
8.81 %
|
|
Sands China Ltd.
|
B5B23W2
|
Common Stocks
|
297,901,217
|
$1,544,663,028.00
|
5.54 %
|
|
Wynn Resorts, Limited
|
983134107
|
Common Stocks
|
9,491,739
|
$1,187,986,053.00
|
4.26 %
|
|
Galaxy Entertainment Group Limited, ADR
|
6465874
|
Common Stocks
|
255,009,000
|
$1,064,378,535.00
|
3.81 %
|
|
AIA Group Limited
|
B4TX8S1
|
Common Stocks
|
239,123,300
|
$1,047,361,009.00
|
3.75 %
|
|
ConocoPhillips
|
20825C104
|
Common Stocks
|
14,124,495
|
$848,882,150.00
|
3.05 %
|
|
Hyundai Motor Company
|
6451055
|
Common Stocks
|
4,212,100
|
$846,130,101.00
|
3.03 %
|
|
CBS Corporation, Class B
|
124857202
|
Common Stocks
|
15,806,000
|
$737,982,140.00
|
2.64 %
|
|
Bayerische Motoren Werke AG
|
5756029
|
Common Stocks
|
7,229,300
|
$623,755,554.00
|
2.24 %
|
|
Delta Topco Limited
|
DELTA5678
|
Common Stocks
|
718,554,630
|
$606,238,074.00
|
2.18 %
|
|
Delta Topco Limited 10.00 %, 11/24/2060
|
DELTA2345
|
Corporate Debt Securities
|
594,107,406
|
$594,107,403.00
|
2.14 %
|
|
Philip Morris International Inc.
|
718172109
|
Common Stocks
|
6,166,000
|
$571,649,860.00
|
2.05 %
|
|
Baidu.com, Inc., ADR
|
056752108
|
Common Stocks
|
6,257,384
|
$548,772,577.00
|
1.97 %
|
|
Apple Inc.
|
037833100
|
Common Stocks
|
1,136,300
|
$502,960,469.00
|
1.80 %
|
|
Tencent Holdings Limited
|
B01CT30
|
Common Stocks
|
15,075,200
|
$479,296,025.00
|
1.72 %
|
|
Starwood Hotels & Resorts Worldwide, Inc.
|
85590A401
|
Common Stocks
|
7,264,895
|
$462,991,758.00
|
1.66 %
|
|
Phillips 66
|
718546104
|
Common Stocks
|
6,279,897
|
$439,404,393.00
|
1.57 %
|
|
Prada S.p.A.
|
B4PFFW4
|
Common Stocks
|
42,340,000
|
$430,897,063.00
|
1.54 %
|
|
Cognizant Technology Solutions Corporation, Class A
|
192446102
|
Common Stocks
|
5,416,835
|
$414,983,729.00
|
1.49 %
|
|
China Minsheng Banking Corp., Ltd., H Shares
|
B57JY24
|
Common Stocks
|
312,696,240
|
$398,395,606.00
|
1.43 %
|
|
ASML Holding N.V., Ordinary Shares
|
B929F46
|
Common Stocks
|
5,902,941
|
$397,025,220.00
|
1.42 %
|
|
Cummins Inc.
|
231021106
|
Common Stocks
|
3,308,600
|
$383,168,966.00
|
1.38 %
|
|
Legendary Pictures Funding, LLC and Legendary Finance, Inc. 8.00 %, 3/15/2018
|
52469UAB4
|
Corporate Debt Securities
|
351,700,000
|
$351,700,000.00
|
1.26 %
|
|
Legend Pictures LLC, Ltd.
|
LGND006
|
Common Stocks
|
190,354
|
$352,760,559.00
|
1.26 %
|
|
Caterpillar Inc.
|
149123101
|
Common Stocks
|
4,027,000
|
$350,228,190.00
|
1.25 %
|
|
American International Group, Inc.
|
026874784
|
Common Stocks
|
8,683,600
|
$337,097,352.00
|
1.21 %
|
|
Blackstone Group L.P. (The)
|
09253U108
|
Common Stocks
|
16,932,430
|
$334,923,465.00
|
1.20 %
|
|
Pfizer Inc.
|
717081103
|
Common Stocks
|
11,317,900
|
$326,634,594.00
|
1.17 %
|
|
Intuit Inc.
|
461202103
|
Common Stocks
|
4,847,906
|
$318,265,029.00
|
1.14 %
|
|
Ping An Insurance (Group) Company of China, Ltd., H Shares
|
B01FLR7
|
Common Stocks
|
40,454,000
|
$313,728,195.00
|
1.12 %
|
|
Formula One Holdings Ltd. and Alpha Topco Limited 6.00 %, 4/27/2019
|
BL0807448 00001
|
Senior Loans
|
297,120,658
|
$301,577,468.00
|
1.07 %
|
|
United States Treasury Bills 0.06 %, 4/18/2013
|
912796AA7 04/18/2013
|
Short-Term Securities
|
300,000,000
|
$299,990,367.00
|
1.06 %
|
|
Wells Fargo & Company
|
949746101
|
Common Stocks
|
7,938,900
|
$293,659,911.00
|
1.05 %
|
|
News Corporation Limited, Class A
|
65248E104
|
Common Stocks
|
9,189,600
|
$280,466,592.00
|
1.00 %
|
|
Occidental Petroleum Corporation
|
674599105
|
Common Stocks
|
3,203,100
|
$251,026,947.00
|
0.90 %
|
|
United States Treasury Bills 0.08 %, 4/25/2013
|
912796AB5 04/25/2013
|
Short-Term Securities
|
242,323,000
|
$242,308,894.00
|
0.86 %
|
|
KKR & Co. L.P.
|
48248M102
|
Common Stocks
|
12,023,400
|
$232,292,088.00
|
0.83 %
|
|
Formula One Holdings Ltd. and Alpha Topco Limited 9.25 %, 10/16/2019
|
BL0534XXX 00001
|
Senior Loans
|
176,800,000
|
$187,187,000.00
|
0.67 %
|
|
Apollo Global Management, LLC
|
037612306
|
Common Stocks
|
7,862,950
|
$170,154,238.00
|
0.61 %
|
|
Carlyle Group L.P. (The)
|
14309L102
|
Common Stocks
|
4,845,600
|
$146,579,400.00
|
0.53 %
|
|
Nestle Finance International Ltd.(GTD by Nestle S.A.) 0.12 %, 4/2/2013
|
64105RR28 04/02/2013
|
Short-Term Securities
|
140,000,000
|
$139,999,035.00
|
0.50 %
|
|
United States Treasury Bills 0.04 %, 5/16/2013
|
912796AG4 05/16/2013
|
Short-Term Securities
|
136,251,000
|
$136,244,036.00
|
0.49 %
|
|
General Electric Capital Corporation 0.08 %, 5/2/2013
|
36959HS24 05/02/2013
|
Short-Term Securities
|
130,000,000
|
$129,990,754.00
|
0.47 %
|
|
U.S. Foodservice, Inc. 8.50 %, 6/30/2019
|
91728CAE3
|
Corporate Debt Securities
|
119,124,000
|
$126,420,345.00
|
0.45 %
|
|
Amazon.com, Inc.
|
023135106
|
Common Stocks
|
453,300
|
$120,799,917.00
|
0.43 %
|
|
Total Capital Canada Ltd. (GTD by Total S.A.) 0.11 %, 4/12/2013
|
89153PRC8 04/12/2013
|
Short-Term Securities
|
109,000,000
|
$108,995,872.00
|
0.39 %
|
|
State Bank of India
|
6100799
|
Common Stocks
|
2,641,200
|
$100,727,641.00
|
0.36 %
|
|
ICICI Bank Limited
|
6100368
|
Common Stocks
|
4,667,000
|
$89,750,661.00
|
0.32 %
|
|
Pfizer Inc. 0.10 %, 4/11/2013
|
71708ERB3 04/11/2013
|
Short-Term Securities
|
89,526,000
|
$89,523,267.00
|
0.32 %
|
|
Federal Home Loan Bank 0.08 %, 5/22/2013
|
313385FX9 05/22/2013
|
Short-Term Securities
|
88,400,000
|
$88,390,423.00
|
0.32 %
|
|
Colgate-Palmolive Company 0.09 %, 4/5/2013
|
19416ER58 04/05/2013
|
Short-Term Securities
|
85,900,000
|
$85,898,926.00
|
0.31 %
|
|
Anheuser-Busch InBev S.A., ADR
|
03524A108
|
Common Stocks
|
877,900
|
$87,394,945.00
|
0.31 %
|
|
Federal Home Loan Bank 0.09 %, 5/17/2013
|
313385FS0 05/17/2013
|
Short-Term Securities
|
82,886,000
|
$82,876,801.00
|
0.30 %
|
|
Wal-Mart Stores, Inc. 0.08 %, 4/4/2013
|
93114ER41 04/04/2013
|
Short-Term Securities
|
75,000,000
|
$74,999,333.00
|
0.27 %
|
|
Unilever Capital Corporation (GTD by Unilever N.V.) 0.17 %, 5/8/2013
|
90477DS80 05/08/2013
|
Short-Term Securities
|
73,000,000
|
$72,986,894.00
|
0.26 %
|
|
Roche Holdings, Inc. 0.10 %, 5/14/2013
|
77119LSE0 05/14/2013
|
Short-Term Securities
|
71,000,000
|
$70,991,328.00
|
0.25 %
|
|
UnitedHealth Group Incorporated
|
91324P102
|
Common Stocks
|
1,175,000
|
$67,221,750.00
|
0.24 %
|
|
Citibank, N.A. 0.13 %, 5/28/2013
|
17304UCY4 05/28/2013
|
Short-Term Securities
|
63,000,000
|
$63,012,179.00
|
0.23 %
|
|
CVS Caremark Corporation 0.23 %, 4/1/2013
|
12665JR19 04/01/2013
|
Short-Term Securities
|
60,000,000
|
$59,999,631.00
|
0.21 %
|
|
Pfizer Inc. 0.08 %, 4/18/2013
|
71708ERJ6 04/18/2013
|
Short-Term Securities
|
60,000,000
|
$59,997,551.00
|
0.21 %
|
|
Honeywell International Inc. 0.16 %, 6/26/2013
|
43851TTS5 06/26/2013
|
Short-Term Securities
|
59,500,000
|
$59,477,688.00
|
0.21 %
|
|
Straight-A Funding, LLC (GTD by Federal FinancingBank) 0.18 %, 4/12/2013
|
86257FNU5 04/12/2013
|
Short-Term Securities
|
55,000,000
|
$54,996,677.00
|
0.20 %
|
|
International Business Machines Corporation 0.06 %, 4/3/2013
|
45920FR34 04/03/2013
|
Short-Term Securities
|
50,000,000
|
$49,999,751.00
|
0.18 %
|
|
Kroger Co. (The) 0.28 %, 4/2/2013
|
50104LR21 04/02/2013
|
Short-Term Securities
|
50,000,000
|
$49,999,139.00
|
0.18 %
|
|
Johnson & Johnson 0.07 %, 4/22/2013
|
47816FRN3 04/22/2013
|
Short-Term Securities
|
50,000,000
|
$49,997,861.00
|
0.18 %
|
|
Wal-Mart Stores, Inc. 0.11 %, 5/22/2013
|
93114ESN8 05/22/2013
|
Short-Term Securities
|
50,000,000
|
$49,992,057.00
|
0.18 %
|
|
Wal-Mart Stores, Inc. 0.08 %, 4/3/2013
|
93114ER33 04/03/2013
|
Short-Term Securities
|
50,000,000
|
$49,999,667.00
|
0.18 %
|
|
United States Treasury Bills 0.10 %, 4/11/2013
|
912795Z95 04/11/2013
|
Short-Term Securities
|
50,000,000
|
$49,998,474.00
|
0.18 %
|
|
Bank of Nova Scotia 0.07 %, 4/3/2013
|
06416JR39 04/03/2013
|
Short-Term Securities
|
50,000,000
|
$49,999,709.00
|
0.18 %
|
|
Toyota Motor Credit Corporation 0.17 %, 4/9/2013
|
89233GR99 04/09/2013
|
Short-Term Securities
|
49,946,000
|
$49,943,939.00
|
0.18 %
|
|
Honeywell International Inc. 0.17 %, 5/14/2013
|
43851TSE7 05/14/2013
|
Short-Term Securities
|
50,000,000
|
$49,989,607.00
|
0.18 %
|
|
Pfizer Inc. 0.08 %, 4/15/2013
|
71708ERF4 04/15/2013
|
Short-Term Securities
|
50,000,000
|
$49,998,333.00
|
0.18 %
|
|
Pfizer Inc. 0.06 %, 4/4/2013
|
71708ER49 04/04/2013
|
Short-Term Securities
|
50,000,000
|
$49,999,667.00
|
0.18 %
|
|
Federal Home Loan Bank 0.10 %, 4/3/2013
|
313385DW3 04/03/2013
|
Short-Term Securities
|
46,100,000
|
$46,099,636.00
|
0.17 %
|
|
St. Jude Medical, Inc. 0.25 %, 4/2/2013
|
8522W2R23 04/02/2013
|
Short-Term Securities
|
46,611,000
|
$46,610,519.00
|
0.17 %
|
|
Nestle Finance International Ltd.(GTD by Nestle S.A.) 0.13 %, 5/2/2013
|
64105RS27 05/02/2013
|
Short-Term Securities
|
48,650,000
|
$48,644,592.00
|
0.17 %
|
|
Total Capital Canada Ltd. (GTD by Total S.A.) 0.10 %, 4/2/2013
|
89153PR20 04/02/2013
|
Short-Term Securities
|
48,000,000
|
$47,999,734.00
|
0.17 %
|
|
Ecolab Inc. 0.24 %, 4/3/2013
|
27886LR31 04/03/2013
|
Short-Term Securities
|
45,000,000
|
$44,999,100.00
|
0.16 %
|
|
Caterpillar Financial Services Corporation (GTD byCaterpillar Inc.) 0.12 %, 5/24/2013
|
14912DSQ3 05/24/2013
|
Short-Term Securities
|
45,000,000
|
$44,991,900.00
|
0.16 %
|
|
Praxair, Inc. 0.07 %, 4/3/2013
|
74005HR38 04/03/2013
|
Short-Term Securities
|
45,500,000
|
$45,499,735.00
|
0.16 %
|
|
American Honda Finance Corp. (GTD by Honda Motor Co.) 0.20 %, 6/7/2013
|
02665JT75 06/07/2013
|
Short-Term Securities
|
45,000,000
|
$44,982,810.00
|
0.16 %
|
|
Ping An Insurance (Group) Company of China, Ltd.,A Shares
|
B1SVWB6
|
Common Stocks
|
6,886,971
|
$45,493,484.00
|
0.16 %
|
|
Fannie Mae Discount Notes 0.08 %, 4/3/2013
|
313589DW0 04/03/2013
|
Short-Term Securities
|
43,668,000
|
$43,667,727.00
|
0.16 %
|
|
Mosaic Company
|
61945C103
|
Common Stocks
|
708,900
|
$42,257,529.00
|
0.15 %
|
|
Banco del Estado de Chile 0.20 %, 5/7/2013
|
05962PWL9 05/07/2013
|
Short-Term Securities
|
43,000,000
|
$43,000,438.00
|
0.15 %
|
|
Coca-Cola Company (The) 0.10 %, 6/10/2013
|
19121ATA9 06/10/2013
|
Short-Term Securities
|
38,150,000
|
$38,142,156.00
|
0.14 %
|
|
Honeywell International Inc. 0.16 %, 6/24/2013
|
43851TTQ9 06/24/2013
|
Short-Term Securities
|
40,000,000
|
$39,985,332.00
|
0.14 %
|
|
Bank of Nova Scotia 0.12 %, 4/2/2013
|
06416JR21 04/02/2013
|
Short-Term Securities
|
40,000,000
|
$39,999,733.00
|
0.14 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.12 %, 4/11/2013
|
0554M2RB5 04/11/2013
|
Short-Term Securities
|
40,000,000
|
$39,998,533.00
|
0.14 %
|
|
PepsiCo, Inc. 0.07 %, 5/1/2013
|
71344TS11 05/01/2013
|
Short-Term Securities
|
35,000,000
|
$34,997,890.00
|
0.13 %
|
|
Illinois Tool Works Inc. 0.10 %, 4/9/2013
|
4523ELR98 04/09/2013
|
Short-Term Securities
|
35,000,000
|
$34,999,125.00
|
0.13 %
|
|
MS Business Fin Corp, Gulf Opp Zone Indl Dev Var Rev Bonds (Chevron U.S.A. Inc. Proj), Ser E (GTD byChevron Corporation) 0.14 %, 4/1/2013
|
60528ACH5 11/01/2035
|
Short-Term Securities
|
37,269,000
|
$37,269,000.00
|
0.13 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.14 %, 4/22/2013
|
0554M2RN9 04/22/2013
|
Short-Term Securities
|
36,760,000
|
$36,756,760.00
|
0.13 %
|
|
Siemens Capital Corp. (GTD by Siemens AG) 0.12 %, 4/19/2013
|
82619TRK5 04/19/2013
|
Short-Term Securities
|
35,000,000
|
$34,997,782.00
|
0.13 %
|
|
Overseas Private Investment Corporation (GTD by United States Government) 0.15 %, 4/7/2013
|
690353WV5 10/15/2027
|
Short-Term Securities
|
35,000,000
|
$35,000,000.00
|
0.13 %
|
|
Merck & Co., Inc. 0.10 %, 5/17/2013
|
58934ASH0 05/17/2013
|
Short-Term Securities
|
34,500,000
|
$34,495,496.00
|
0.12 %
|
|
Becton Dickinson & Co. 0.22 %, 4/10/2013
|
07588RRA5 04/10/2013
|
Short-Term Securities
|
32,690,000
|
$32,688,037.00
|
0.12 %
|
|
Diageo Capital plc (GTD by Diageo plc) 0.22 %, 4/2/2013
|
2524H4R28 04/02/2013
|
Short-Term Securities
|
32,100,000
|
$32,099,570.00
|
0.12 %
|
|
Kroger Co. (The) 0.37 %, 4/9/2013
|
50104LR96 04/09/2013
|
Short-Term Securities
|
32,250,000
|
$32,247,135.00
|
0.12 %
|
|
MS Business Fin Corp, Gulf Opp Zone Indl Dev Rev Bonds (Chevron U.S.A. Inc. Proj), Ser 2007D (GTD by Chevron Corporation) 0.14 %, 4/1/2013
|
60528AAV6 12/01/2030
|
Short-Term Securities
|
33,695,000
|
$33,695,000.00
|
0.12 %
|
|
Roche Holdings, Inc. 0.10 %, 5/15/2013
|
77119LSF7 05/15/2013
|
Short-Term Securities
|
34,000,000
|
$33,995,753.00
|
0.12 %
|
|
Illinois Tool Works Inc. 0.11 %, 4/12/2013
|
4523ELRC1 04/12/2013
|
Short-Term Securities
|
33,500,000
|
$33,498,772.00
|
0.12 %
|
|
Unilever Capital Corporation (GTD by Unilever N.V.) 0.17 %, 5/14/2013
|
90477DSE7 05/14/2013
|
Short-Term Securities
|
30,000,000
|
$29,993,764.00
|
0.11 %
|
|
Roche Holdings, Inc. 0.10 %, 5/13/2013
|
77119LSD2 05/13/2013
|
Short-Term Securities
|
30,000,000
|
$29,996,419.00
|
0.11 %
|
|
Nikkei 225 Index, JPY11,500.00, 4/12/2013
|
NKY4OC115
|
Call Options
|
3,178
|
$31,160,504.00
|
0.11 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.14 %, 4/2/2013
|
0554M2R25 04/02/2013
|
Short-Term Securities
|
29,750,000
|
$29,749,777.00
|
0.11 %
|
|
Straight-A Funding, LLC (GTD by Federal Financing Bank) 0.15 %, 6/14/2013
|
86257J4J3 06/14/2013
|
Short-Term Securities
|
30,700,000
|
$30,690,554.00
|
0.11 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.12 %, 4/25/2013
|
0554M2RR0 04/25/2013
|
Short-Term Securities
|
30,000,000
|
$29,997,500.00
|
0.11 %
|
|
John Deere Canada ULC (GTD by Deere & Company) 0.13 %, 4/10/2013
|
24423HRA1 04/10/2013
|
Short-Term Securities
|
30,000,000
|
$29,998,916.00
|
0.11 %
|
|
Kellogg Co. 0.18 %, 4/10/2013
|
48783CRA5 04/10/2013
|
Short-Term Securities
|
30,000,000
|
$29,998,500.00
|
0.11 %
|
|
Merck & Co., Inc. 0.11 %, 5/16/2013
|
58934ASG2 05/16/2013
|
Short-Term Securities
|
29,800,000
|
$29,795,812.00
|
0.11 %
|
|
Caterpillar Financial Services Corporation (GTD by Caterpillar Inc.) 0.11 %, 4/4/2013
|
14912DR43 04/04/2013
|
Short-Term Securities
|
29,200,000
|
$29,199,655.00
|
0.10 %
|
|
John Deere Financial Limited (GTD by John Deere Capital Corporation) 0.15 %, 4/5/2013
|
24423MR51 04/05/2013
|
Short-Term Securities
|
27,000,000
|
$26,999,455.00
|
0.10 %
|
|
Diageo Capital plc (GTD by Diageo plc) 0.26 %, 4/4/2013
|
2524H4R44 04/04/2013
|
Short-Term Securities
|
27,000,000
|
$26,999,220.00
|
0.10 %
|
|
Nestle Finance International Ltd.(GTD by Nestle S.A.) 0.13 %, 5/9/2013
|
64105RS92 05/09/2013
|
Short-Term Securities
|
28,200,000
|
$28,196,028.00
|
0.10 %
|
|
S&P 500 Index, USD1,560.00, 6/21/2013
|
SPX6C1560
|
Call Options
|
7,220
|
$28,410,700.00
|
0.10 %
|
|
Banco del Estado de Chile 0.19 %, 5/28/2013
|
05962PVJ5 05/28/2013
|
Short-Term Securities
|
27,000,000
|
$27,002,606.00
|
0.10 %
|
|
Straight-A Funding, LLC (GTD by Federal Financing Bank) 0.15 %, 6/10/2013
|
86257FQF5 06/10/2013
|
Short-Term Securities
|
28,000,000
|
$27,991,981.00
|
0.10 %
|
|
Procter & Gamble Company (The) 0.12 %, 5/13/2013
|
74271TSD6 05/13/2013
|
Short-Term Securities
|
25,000,000
|
$24,996,415.00
|
0.09 %
|
|
Procter & Gamble Company (The) 0.12 %, 4/22/2013
|
74271TRN5 04/22/2013
|
Short-Term Securities
|
25,000,000
|
$24,998,204.00
|
0.09 %
|
|
Roche Holdings, Inc. 0.10 %, 6/4/2013
|
77119LT41 06/04/2013
|
Short-Term Securities
|
25,000,000
|
$24,995,278.00
|
0.09 %
|
|
Toronto-Dominion Holdings USA Inc. (GTD by TorontoDominion Bank) 0.16 %, 4/18/2013
|
89116ERJ4 04/18/2013
|
Short-Term Securities
|
25,000,000
|
$24,998,000.00
|
0.09 %
|
|
Wal-Mart Stores, Inc. 0.07 %, 4/10/2013
|
93114ERA7 04/10/2013
|
Short-Term Securities
|
25,000,000
|
$24,999,514.00
|
0.09 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.12 %, 4/4/2013
|
0554M2R41 04/04/2013
|
Short-Term Securities
|
25,000,000
|
$24,999,667.00
|
0.09 %
|
|
Abbott Laboratories 0.12 %, 4/18/2013
|
00282CRJ3 04/18/2013
|
Short-Term Securities
|
24,000,000
|
$23,998,559.00
|
0.09 %
|
|
Corporacion Andina de Fomento 0.17 %, 4/25/2013
|
2198X2RR2 04/25/2013
|
Short-Term Securities
|
25,000,000
|
$24,997,107.00
|
0.09 %
|
|
Corporacion Andina de Fomento 0.09 %, 4/24/2013
|
2198X2RQ4 04/24/2013
|
Short-Term Securities
|
25,000,000
|
$24,998,500.00
|
0.09 %
|
|
Corporacion Andina de Fomento 0.07 %, 4/1/2013
|
2198X2R19 04/01/2013
|
Short-Term Securities
|
25,000,000
|
$24,999,952.00
|
0.09 %
|
|
Corporacion Andina de Fomento 0.23 %, 5/8/2013
|
2198X2S83 05/08/2013
|
Short-Term Securities
|
25,000,000
|
$24,993,906.00
|
0.09 %
|
|
McCormick & Co. Inc. 0.15 %, 4/2/2013
|
57978CR29 04/02/2013
|
Short-Term Securities
|
25,000,000
|
$24,999,792.00
|
0.09 %
|
|
Baxter International Inc. 0.22 %, 4/9/2013
|
0718A2R94 04/09/2013
|
Short-Term Securities
|
26,500,000
|
$26,498,542.00
|
0.09 %
|
|
Fannie Mae Discount Notes 0.06 %, 4/24/2013
|
313589ET6 04/24/2013
|
Short-Term Securities
|
25,000,000
|
$24,999,001.00
|
0.09 %
|
|
Nestle Finance International Ltd.(GTD by Nestle S.A.) 0.11 %, 4/22/2013
|
64105RRN2 04/22/2013
|
Short-Term Securities
|
23,000,000
|
$22,998,454.00
|
0.08 %
|
|
Kimberly-Clark Worldwide Inc. (GTD by Kimberly-Clark Corporation) 0.17 %, 4/9/2013
|
49438TR98 04/09/2013
|
Short-Term Securities
|
23,600,000
|
$23,599,469.00
|
0.08 %
|
|
Danaher Corporation 0.12 %, 4/26/2013
|
23585LRS9 04/26/2013
|
Short-Term Securities
|
22,830,000
|
$22,828,021.00
|
0.08 %
|
|
Federal Home Loan Bank 0.07 %, 5/8/2013
|
313385FH4 05/08/2013
|
Short-Term Securities
|
21,040,000
|
$21,038,445.00
|
0.08 %
|
|
Toronto-Dominion Holdings USA Inc. (GTD by TorontoDominion Bank) 0.15 %, 4/3/2013
|
89116ER39 04/03/2013
|
Short-Term Securities
|
21,000,000
|
$20,999,747.00
|
0.08 %
|
|
Abbott Laboratories 0.13 %, 4/23/2013
|
00282CRP9 04/23/2013
|
Short-Term Securities
|
21,199,000
|
$21,197,252.00
|
0.08 %
|
|
Unilever Capital Corporation (GTD by Unilever N.V.) 0.16 %, 6/4/2013
|
90477DT48 06/04/2013
|
Short-Term Securities
|
22,000,000
|
$21,993,767.00
|
0.08 %
|
|
MS Business Fin Corp, Gulf Opp Zone Indl Dev Rev Bonds (Chevron U.S.A. Inc. Proj), Ser 2010J (GTD by Chevron Corporation) 0.14 %, 4/1/2013
|
60528ACA0 11/01/2035
|
Short-Term Securities
|
22,238,000
|
$22,238,000.00
|
0.08 %
|
|
Straight-A Funding, LLC (GTD by Federal FinancingBank) 0.19 %, 4/17/2013
|
86257YLT9 04/17/2013
|
Short-Term Securities
|
20,000,000
|
$19,998,247.00
|
0.07 %
|
|
Kimberly-Clark Worldwide Inc. (GTD by Kimberly-Clark Corporation) 0.10 %, 4/23/2013
|
49438TRP2 04/23/2013
|
Short-Term Securities
|
20,000,000
|
$19,998,722.00
|
0.07 %
|
|
McDonald's Corporation 0.09 %, 4/24/2013
|
58013LRQ1 04/24/2013
|
Short-Term Securities
|
20,000,000
|
$19,998,800.00
|
0.07 %
|
|
Straight-A Funding, LLC (GTD by Federal FinancingBank) 0.19 %, 4/9/2013
|
86257J3E5 04/09/2013
|
Short-Term Securities
|
19,000,000
|
$18,999,124.00
|
0.07 %
|
|
Air Products and Chemicals, Inc. 0.11 %, 4/9/2013
|
00915SR95 04/09/2013
|
Short-Term Securities
|
20,000,000
|
$19,999,450.00
|
0.07 %
|
|
American Honda Finance Corp. (GTD by Honda Motor Co.) 0.19 %, 5/28/2013
|
02665JSU5 05/28/2013
|
Short-Term Securities
|
20,000,000
|
$19,993,867.00
|
0.07 %
|
|
L'Air Liquide S.A. 0.20 %, 4/26/2013
|
00912TRS4 04/26/2013
|
Short-Term Securities
|
20,000,000
|
$19,997,111.00
|
0.07 %
|
|
Coca-Cola Company (The) 0.10 %, 6/17/2013
|
19121ATH4 06/17/2013
|
Short-Term Securities
|
19,530,000
|
$19,525,606.00
|
0.07 %
|
|
Corporacion Andina de Fomento 0.23 %, 5/17/2013
|
2198X2SH3 05/17/2013
|
Short-Term Securities
|
20,000,000
|
$19,993,988.00
|
0.07 %
|
|
Walt Disney Company (The) 0.10 %, 5/23/2013
|
2546R2SP2 05/23/2013
|
Short-Term Securities
|
20,000,000
|
$19,997,056.00
|
0.07 %
|
|
Freddie Mac Discount Notes 0.10 %, 4/8/2013
|
313397EB3 04/08/2013
|
Short-Term Securities
|
20,000,000
|
$19,999,578.00
|
0.07 %
|
|
Nestle Finance International Ltd.(GTD by Nestle S.A.) 0.12 %, 5/21/2013
|
64105RSM3 05/21/2013
|
Short-Term Securities
|
20,000,000
|
$19,996,600.00
|
0.07 %
|
|
Campbell Soup Company 0.20 %, 5/22/2013
|
13443CSN2 05/22/2013
|
Short-Term Securities
|
20,500,000
|
$20,494,078.00
|
0.07 %
|
|
General Mills, Inc. 0.15 %, 4/8/2013
|
3703E0R85 04/08/2013
|
Short-Term Securities
|
20,000,000
|
$19,999,334.00
|
0.07 %
|
|
Coca-Cola Company (The) 0.13 %, 4/15/2013
|
19121ARF0 04/15/2013
|
Short-Term Securities
|
16,254,000
|
$16,253,141.00
|
0.06 %
|
|
Medtronic, Inc. 0.14 %, 4/11/2013
|
58505ERB5 04/11/2013
|
Short-Term Securities
|
16,200,000
|
$16,199,307.00
|
0.06 %
|
|
Johnson & Johnson 0.06 %, 5/8/2013
|
47816FS85 05/08/2013
|
Short-Term Securities
|
18,000,000
|
$17,998,861.00
|
0.06 %
|
|
John Deere Financial Limited (GTD by John Deere Capital Corporation) 0.14 %, 4/15/2013
|
24422CRF2 04/15/2013
|
Short-Term Securities
|
17,000,000
|
$16,999,009.00
|
0.06 %
|
|
Banco del Estado de Chile 0.24 %, 4/18/2013
|
05962PVC0 04/18/2013
|
Short-Term Securities
|
17,000,000
|
$17,000,000.00
|
0.06 %
|
|
Becton Dickinson & Co. 0.22 %, 4/5/2013
|
07588RR56 04/05/2013
|
Short-Term Securities
|
16,300,000
|
$16,299,518.00
|
0.06 %
|
|
Overseas Private Investment Corporation (GTD by United States Government) 0.15 %, 4/3/2013
|
690353TL1 06/15/2031
|
Short-Term Securities
|
16,448,397
|
$16,448,397.00
|
0.06 %
|
|
City of Whittier, Hlth Fac Rev Bonds (Presbyterian Intercmnty Hosp), Ser 2009 (GTD by U.S. Bank, N.A.) 0.11 %, 4/7/2013
|
966769CY5 06/01/2036
|
Short-Term Securities
|
15,400,000
|
$15,400,000.00
|
0.06 %
|
|
Air Products and Chemicals, Inc. 0.12 %, 4/17/2013
|
00915SRH7 04/17/2013
|
Short-Term Securities
|
17,496,000
|
$17,495,008.00
|
0.06 %
|
|
Wal-Mart Stores, Inc. 0.08 %, 4/8/2013
|
93114ER82 04/08/2013
|
Short-Term Securities
|
18,000,000
|
$17,999,680.00
|
0.06 %
|
|
United Parcel Service, Inc. 0.05 %, 4/15/2013
|
9113A2RF5 04/15/2013
|
Short-Term Securities
|
17,000,000
|
$16,999,646.00
|
0.06 %
|
|
Procter & Gamble Company (The) 0.13 %, 4/26/2013
|
74271TRS4 04/26/2013
|
Short-Term Securities
|
18,000,000
|
$17,998,342.00
|
0.06 %
|
|
NYC GO Bonds, Fiscal 2006 Ser E (GTD by Bank of America,N.A.) 0.13 %, 4/7/2013
|
64966FHP2 08/01/2034
|
Short-Term Securities
|
12,756,000
|
$12,756,000.00
|
0.05 %
|
|
Circuit of the Americas LLC 6.00 %, 6/30/2017
|
BL1234555 00001
|
Senior Loans
|
12,750,000
|
$12,742,095.00
|
0.05 %
|
|
Roche Holdings, Inc. 0.10 %, 5/21/2013
|
77119LSM2 05/21/2013
|
Short-Term Securities
|
15,000,000
|
$14,997,876.00
|
0.05 %
|
|
McCormick & Co. Inc. 0.17 %, 4/1/2013
|
57978CR11 04/01/2013
|
Short-Term Securities
|
15,000,000
|
$14,999,938.00
|
0.05 %
|
|
Virginia Electric and Power Company 0.33 %, 5/6/2013
|
92780JS69 05/06/2013
|
Short-Term Securities
|
15,000,000
|
$14,995,050.00
|
0.05 %
|
|
MA Hlth and Edu Fac Auth, Var Rate Rev Bonds, Dana-Farber Cancer Institute Issue, Ser 2008L-1 (GTD by JPMorgan Chase Bank, N.A.) 0.10 %, 4/7/2013
|
57586CY90 12/01/2046
|
Short-Term Securities
|
14,600,000
|
$14,600,000.00
|
0.05 %
|
|
Toronto-Dominion Holdings USA Inc. (GTD by TorontoDominion Bank) 0.18 %, 5/10/2013
|
89116ESA2 05/10/2013
|
Short-Term Securities
|
14,000,000
|
$13,997,200.00
|
0.05 %
|
|
St. Jude Medical, Inc. 0.25 %, 4/3/2013
|
8522W2R31 04/03/2013
|
Short-Term Securities
|
15,000,000
|
$14,999,698.00
|
0.05 %
|
|
Toronto-Dominion Holdings USA Inc. (GTD by TorontoDominion Bank) 0.18 %, 5/8/2013
|
89116ES87 05/08/2013
|
Short-Term Securities
|
15,040,000
|
$15,037,137.00
|
0.05 %
|
|
American Honda Finance Corp. (GTD by Honda Motor Co.) 0.12 %, 4/4/2013
|
02665JR44 04/04/2013
|
Short-Term Securities
|
15,000,000
|
$14,999,807.00
|
0.05 %
|
|
American Honda Finance Corp. (GTD by Honda Motor Co.) 0.14 %, 5/9/2013
|
02665JS92 05/09/2013
|
Short-Term Securities
|
15,000,000
|
$14,997,725.00
|
0.05 %
|
|
Honeywell International Inc. 0.15 %, 5/30/2013
|
43851TSW7 05/30/2013
|
Short-Term Securities
|
13,000,000
|
$12,996,643.00
|
0.05 %
|
|
Becton Dickinson & Co. 0.21 %, 4/8/2013
|
07588RR80 04/08/2013
|
Short-Term Securities
|
14,550,000
|
$14,549,341.00
|
0.05 %
|
|
Harley-Davidson Financial Services (GTD by Harley-Davidson Credit Corp.) 0.29 %, 4/16/2013
|
41282JRG8 04/16/2013
|
Short-Term Securities
|
15,000,000
|
$14,998,048.00
|
0.05 %
|
|
John Deere Financial Limited (GTD by John Deere Capital Corporation) 0.17 %, 5/6/2013
|
24423MS68 05/06/2013
|
Short-Term Securities
|
15,000,000
|
$14,997,449.00
|
0.05 %
|
|
Coca-Cola Company (The) 0.13 %, 4/23/2013
|
19121ARP8 04/23/2013
|
Short-Term Securities
|
13,200,000
|
$13,198,927.00
|
0.05 %
|
|
Banco del Estado de Chile 0.24 %, 5/15/2013
|
05962PVV8 05/15/2013
|
Short-Term Securities
|
14,700,000
|
$14,700,917.00
|
0.05 %
|
|
PACCAR Financial Corp. (GTD by PACCAR Inc.) 0.09 %, 4/24/2013
|
69372ARQ7 04/24/2013
|
Short-Term Securities
|
14,300,000
|
$14,299,142.00
|
0.05 %
|
|
PACCAR Financial Corp. (GTD by PACCAR Inc.) 0.10 %, 4/25/2013
|
69372ARR5 04/25/2013
|
Short-Term Securities
|
13,500,000
|
$13,499,063.00
|
0.05 %
|
|
Campbell Soup Company 0.19 %, 5/21/2013
|
13443CSM4 05/21/2013
|
Short-Term Securities
|
13,500,000
|
$13,496,366.00
|
0.05 %
|
|
Bank of Nova Scotia 0.08 %, 4/1/2013
|
06416JR13 04/01/2013
|
Short-Term Securities
|
14,090,000
|
$14,089,969.00
|
0.05 %
|
|
Campbell Soup Company 0.17 %, 5/2/2013
|
13443CS28 05/02/2013
|
Short-Term Securities
|
15,000,000
|
$14,997,733.00
|
0.05 %
|
|
Bemis Company, Inc. 0.35 %, 5/7/2013
|
08143TS73 05/07/2013
|
Short-Term Securities
|
11,250,000
|
$11,245,953.00
|
0.04 %
|
|
Caterpillar Financial Services Corporation (GTD byCaterpillar Inc.) 0.15 %, 5/28/2013
|
14912DSU4 05/28/2013
|
Short-Term Securities
|
10,000,000
|
$9,997,583.00
|
0.04 %
|
|
Nestle Finance International Ltd.(GTD by Nestle S.A.) 0.12 %, 4/24/2013
|
64105RRQ5 04/24/2013
|
Short-Term Securities
|
10,100,000
|
$10,099,192.00
|
0.04 %
|
|
McCormick & Co. Inc. 0.31 %, 5/31/2013
|
57978CSX0 05/31/2013
|
Short-Term Securities
|
12,000,000
|
$11,993,728.00
|
0.04 %
|
|
Peninsula Ports Auth of VA, Coal Terminal Rev Rfdg Bonds (Dominion Terminal Assoc Proj), Ser 1987-A(GTD by U.S. Bank, N.A.) 0.14 %, 4/1/2013
|
70716RLC0 04/01/2013
|
Short-Term Securities
|
10,000,000
|
$10,000,000.00
|
0.04 %
|
|
Clorox Company (The) 0.35 %, 4/3/2013
|
18905LR37 04/03/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,746.00
|
0.04 %
|
|
Danaher Corporation 0.12 %, 4/19/2013
|
23585LRK6 04/19/2013
|
Short-Term Securities
|
12,000,000
|
$11,999,240.00
|
0.04 %
|
|
Diageo Capital plc (GTD by Diageo plc) 0.26 %, 4/10/2013
|
2524H4RA0 04/10/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,278.00
|
0.04 %
|
|
General Mills, Inc. 0.15 %, 4/1/2013
|
3703E0R10 04/01/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,958.00
|
0.04 %
|
|
Banco del Estado de Chile 0.24 %, 5/2/2013
|
05962PVL0 05/02/2013
|
Short-Term Securities
|
10,000,000
|
$10,000,000.00
|
0.04 %
|
|
Harley-Davidson Financial Services (GTD by Harley-Davidson Credit Corp.) 0.31 %, 4/9/2013
|
41282JR94 04/09/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,247.00
|
0.04 %
|
|
American Honda Finance Corp. (GTD by Honda Motor Co.) 0.11 %, 4/19/2013
|
02665JRK8 04/19/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,420.00
|
0.04 %
|
|
CA Statewide Cmnty Dev Auth, Multifam Hsng Rev Bonds (Wyndover Apts), Ser 2004 LL (GTD by United States Government) 0.11 %, 4/7/2013
|
13077V6N7 11/15/2037
|
Short-Term Securities
|
12,375,000
|
$12,375,000.00
|
0.04 %
|
|
American Honda Finance Corp. (GTD by Honda Motor Co.) 0.15 %, 4/16/2013
|
02665JRG7 04/16/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,350.00
|
0.04 %
|
|
Roche Holdings, Inc. 0.10 %, 5/17/2013
|
77119LSH3 05/17/2013
|
Short-Term Securities
|
12,000,000
|
$11,998,382.00
|
0.04 %
|
|
St. Jude Medical, Inc. 0.25 %, 4/5/2013
|
8522W2R56 04/05/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,664.00
|
0.04 %
|
|
NY Hsng Fin Agy, Related West 30th Street Hsng Rev Bonds, Ser 2012 A-1 (GTD by Wells Fargo Bank, N.A.) 0.12 %, 4/7/2013
|
64986UMC8 05/01/2045
|
Short-Term Securities
|
12,000,000
|
$12,000,000.00
|
0.04 %
|
|
Virginia Electric and Power Company 0.33 %, 5/7/2013
|
92780JS77 05/07/2013
|
Short-Term Securities
|
10,000,000
|
$9,996,609.00
|
0.04 %
|
|
Virginia Electric and Power Company 0.30 %, 4/11/2013
|
92780JRB9 04/11/2013
|
Short-Term Securities
|
10,000,000
|
$9,999,083.00
|
0.04 %
|
|
Straight-A Funding, LLC (GTD by Federal Financing Bank) 0.14 %, 6/3/2013
|
86257YMC5 06/03/2013
|
Short-Term Securities
|
11,396,000
|
$11,393,144.00
|
0.04 %
|
|
MS Business Fin Corp, Gulf Opp Zone Indl Dev Rev Bonds (Chevron U.S.A. Inc. Proj), Ser 2007B (GTD byChevron Corporation) 0.14 %, 4/1/2013
|
60528AAT1 12/01/2030
|
Short-Term Securities
|
12,377,000
|
$12,377,000.00
|
0.04 %
|
|
U.S. Foodservice, Inc. 5.75 %, 5/11/2017
|
90343NAB2 00001
|
Senior Loans
|
10,446,701
|
$10,566,106.00
|
0.04 %
|
|
NY Hsng Fin Agy, Clinton Park Phase II Hsng Rev Bonds, Ser 2011 A-1 (GTD by Wells Fargo Bank, N.A.) 0.12 %, 4/7/2013
|
64986UKV8 11/01/2049
|
Short-Term Securities
|
9,084,000
|
$9,084,000.00
|
0.03 %
|
|
MI Strategic Fund, Var Rate Demand Ltd Oblig Rev Bonds (Air Products and Chemicals, Inc. Proj), Ser 2007 (GTD by Bank of New York (The)) 0.14 %, 4/1/2013
|
594698DF6 12/01/2042
|
Short-Term Securities
|
7,270,000
|
$7,270,000.00
|
0.03 %
|
|
CESP - Companhia Energetica de Sao Paulo 9.75 %, 1/15/2015
|
12517GAG0
|
Corporate Debt Securities
|
11,900,000
|
$9,054,367.00
|
0.03 %
|
|
Bank of America, N.A. 0.24 %, 4/15/2013
|
06052WVQ3 04/15/2013
|
Short-Term Securities
|
8,500,000
|
$8,500,000.00
|
0.03 %
|
|
St. Jude Medical, Inc. 0.25 %, 4/8/2013
|
8522W2R80 04/08/2013
|
Short-Term Securities
|
9,546,000
|
$9,545,540.00
|
0.03 %
|
|
River Fuel Funding Company #3, Inc. (GTD by Bank of Nova Scotia) 0.18 %, 4/15/2013
|
7682A0RF5 04/15/2013
|
Short-Term Securities
|
8,000,000
|
$7,999,400.00
|
0.03 %
|
|
CA Pollutn Ctl Fin Auth, Pollutn Ctl Rfdg Rev Bonds (Pacific Gas and Elec Co), Ser C (GTD by JPMorgan Chase Bank, N.A.) 0.14 %, 4/1/2013
|
130534XA3 11/01/2026
|
Short-Term Securities
|
7,000,300
|
$7,000,300.00
|
0.03 %
|
|
Air Products and Chemicals, Inc. 0.09 %, 4/3/2013
|
00915SR38 04/03/2013
|
Short-Term Securities
|
7,500,000
|
$7,499,944.00
|
0.03 %
|
|
Bemis Company, Inc. 0.33 %, 4/22/2013
|
08143TRN9 04/22/2013
|
Short-Term Securities
|
9,750,000
|
$9,748,034.00
|
0.03 %
|
|
PACCAR Financial Corp. (GTD by PACCAR Inc.) 0.11 %, 4/8/2013
|
69372AR87 04/08/2013
|
Short-Term Securities
|
8,000,000
|
$7,999,805.00
|
0.03 %
|
|
John Deere Capital Corporation 0.11 %, 4/26/2013
|
24422LRS4 04/26/2013
|
Short-Term Securities
|
8,000,000
|
$7,999,365.00
|
0.03 %
|
|
Bemis Company, Inc. 0.31 %, 4/10/2013
|
08143TRA7 04/10/2013
|
Short-Term Securities
|
7,100,000
|
$7,099,388.00
|
0.03 %
|
|
Prudential Funding LLC (GTD by Prudential Financial Inc.) 0.09 %, 4/1/2013
|
74433GR16 04/01/2013
|
Short-Term Securities
|
8,710,000
|
$8,709,978.00
|
0.03 %
|
|
Praxair, Inc. 0.07 %, 4/4/2013
|
74005HR46 04/04/2013
|
Short-Term Securities
|
9,602,000
|
$9,601,925.00
|
0.03 %
|
|
PACCAR Financial Corp. (GTD by PACCAR Inc.) 0.10 %, 4/17/2013
|
69372ARH7 04/17/2013
|
Short-Term Securities
|
8,500,000
|
$8,499,599.00
|
0.03 %
|
|
McCormick & Co. Inc. 0.15 %, 4/3/2013
|
57978CR37 04/03/2013
|
Short-Term Securities
|
7,000,000
|
$6,999,913.00
|
0.03 %
|
|
Caterpillar Financial Services Corporation (GTD byCaterpillar Inc.) 0.17 %, 5/9/2013
|
14912DS91 05/09/2013
|
Short-Term Securities
|
5,396,000
|
$5,394,990.00
|
0.02 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.22 %, 5/21/2013
|
0554M2SM0 05/21/2013
|
Short-Term Securities
|
5,000,000
|
$4,998,435.00
|
0.02 %
|
|
Clorox Company (The) 0.25 %, 4/25/2013
|
18905LRR4 04/25/2013
|
Short-Term Securities
|
6,250,000
|
$6,248,915.00
|
0.02 %
|
|
Coca-Cola Company (The) 0.08 %, 4/5/2013
|
19121AR52 04/05/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,944.00
|
0.02 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.15 %, 4/23/2013
|
0554M2RP4 04/23/2013
|
Short-Term Securities
|
5,000,000
|
$4,999,530.00
|
0.02 %
|
|
EURO STOXX 50 Index, EUR2,700.00, 6/21/2013
|
SX6OC2700
|
Call Options
|
11,916
|
$5,101,707.00
|
0.02 %
|
|
Dow Chemical Company (The)
|
260543103
|
Common Stocks
|
169,200
|
$5,387,328.00
|
0.02 %
|
|
BHP Billiton Finance (USA) Limited (GTD by BHP Billiton Limited) 0.14 %, 4/18/2013
|
0554M2RJ8 04/18/2013
|
Short-Term Securities
|
6,956,000
|
$6,955,524.00
|
0.02 %
|
|
iShares MSCI EAFE Index Fund, USD61.00, 6/24/2013
|
EFAOC61
|
Call Options
|
61,112
|
$4,357,286.00
|
0.02 %
|
|
Overseas Private Investment Corporation (GTD by United States Government) 0.15 %, 4/3/2013
|
690353UW5 03/15/2032
|
Short-Term Securities
|
5,846,154
|
$5,846,154.00
|
0.02 %
|
|
Abbott Laboratories 0.11 %, 4/29/2013
|
00282CRV6 04/29/2013
|
Short-Term Securities
|
5,194,000
|
$5,193,540.00
|
0.02 %
|
|
LA Pub Fac Auth, Rev Bonds (Air Products and Chemicals Proj), Ser 2008A (GTD by Air Products and Chemicals, Inc.) 0.14 %, 4/1/2013
|
546398YU6 08/01/2043
|
Short-Term Securities
|
5,000,000
|
$5,000,000.00
|
0.02 %
|
|
Toronto-Dominion Holdings USA Inc. (GTD by TorontoDominion Bank) 0.15 %, 4/9/2013
|
89116ER96 04/09/2013
|
Short-Term Securities
|
5,500,000
|
$5,499,796.00
|
0.02 %
|
|
Straight-A Funding, LLC (GTD by Federal FinancingBank) 0.18 %, 4/11/2013
|
86257P2C6 04/11/2013
|
Short-Term Securities
|
4,300,000
|
$4,299,757.00
|
0.02 %
|
|
CA Statewide Cmnty Dev Auth, Multifam Hsng Rev Bonds (1030 Post Street Apts), Ser 2005 Y 0.12 %, 4/7/2013
|
13079FAK1 02/01/2039
|
Short-Term Securities
|
5,300,000
|
$5,300,000.00
|
0.02 %
|
|
MS Business Fin Corp, Gulf Opp Zone Indl Dev Var Rev Bonds (Chevron U.S.A. Inc. Proj), Ser 2007D (GTD by Chevron Corporation) 0.14 %, 4/1/2013
|
60528ABL7 12/01/2030
|
Short-Term Securities
|
6,000,000
|
$6,000,000.00
|
0.02 %
|
|
NYC Hsng Dev Corp, Multi-Fam Mtg Rev Bonds (Target V Apt), Ser 2006 A (GTD by Citibank, N.A.) 0.13 %, 4/7/2013
|
64966TAE4 02/01/2038
|
Short-Term Securities
|
6,200,000
|
$6,200,000.00
|
0.02 %
|
|
FL Muni Power Agy, All-Requirements Power Supply Proj Var Rate Demand Rfdg Rev Bonds, Ser 2008C (Bank of America, N.A.) 0.15 %, 4/1/2013
|
342816WW1 10/01/2035
|
Short-Term Securities
|
5,060,000
|
$5,060,000.00
|
0.02 %
|
|
Freddie Mac Discount Notes 0.06 %, 7/1/2013
|
313397HP9 07/01/2013
|
Short-Term Securities
|
4,615,000
|
$4,614,299.00
|
0.02 %
|
|
General Dynamics Corporation
|
369550108
|
Common Stocks
|
40,300
|
$2,841,553.00
|
0.01 %
|
|
Oracle Corporation
|
68389X105
|
Common Stocks
|
86,000
|
$2,781,240.00
|
0.01 %
|
|
Goldman Sachs Group, Inc. (The)
|
38141G104
|
Common Stocks
|
19,100
|
$2,810,565.00
|
0.01 %
|
|
Monsanto Company
|
61166W101
|
Common Stocks
|
27,500
|
$2,904,825.00
|
0.01 %
|
|
Mitsui & Co., Ltd.
|
6597302
|
Common Stocks
|
189,300
|
$2,650,421.00
|
0.01 %
|
|
Overseas Private Investment Corporation (GTD by United States Government) 0.15 %, 4/3/2013
|
690353SR9 10/20/2017
|
Short-Term Securities
|
3,000,000
|
$2,985,030.00
|
0.01 %
|
|
Toyota Motor Corporation
|
6900643
|
Common Stocks
|
52,800
|
$2,706,326.00
|
0.01 %
|
|
Citigroup Inc.
|
172967424
|
Common Stocks
|
61,400
|
$2,716,336.00
|
0.01 %
|
|
Government National Mortgage Association Agency REMIC/CMO 7.00 %, 5/20/2033
|
38373QSA0
|
United States Government Agency Obligations
|
2,642,700
|
$653,435.00
|
0.01 %
|
|
Mizuho Financial Group, Inc.
|
6591014
|
Common Stocks
|
1,243,700
|
$2,655,587.00
|
0.01 %
|
|
Boeing Company (The)
|
097023105
|
Common Stocks
|
32,900
|
$2,824,465.00
|
0.01 %
|
|
Hosp Fac Auth of Clackamas Cnty, OR, Rev Bonds (Legacy Hlth Sys), Ser 2008B (GTD by U.S. Bank, N.A.) 0.12 %, 4/7/2013
|
179027VK0 06/01/2037
|
Short-Term Securities
|
1,905,000
|
$1,905,000.00
|
0.01 %
|
|
Straight-A Funding, LLC (GTD by Federal FinancingBank) 0.19 %, 4/3/2013
|
86257FNL5 04/03/2013
|
Short-Term Securities
|
4,000,000
|
$3,999,939.00
|
0.01 %
|
|
Comcast Corporation, Class A
|
20030N101
|
Common Stocks
|
68,800
|
$2,890,288.00
|
0.01 %
|
|
St. Jude Medical, Inc. 0.25 %, 4/10/2013
|
8522W2RA5 04/10/2013
|
Short-Term Securities
|
3,150,000
|
$3,149,781.00
|
0.01 %
|
|
British Sky Broadcasting Group plc
|
0141192
|
Common Stocks
|
206,700
|
$2,773,253.00
|
0.01 %
|
|
Canon Inc.
|
6172323
|
Common Stocks
|
74,600
|
$2,734,052.00
|
0.01 %
|
|
LyondellBasell Industries N.V., Class A
|
N53745100
|
Common Stocks
|
43,100
|
$2,727,799.00
|
0.01 %
|
|
Accenture plc, Class A
|
G1151C101
|
Common Stocks
|
37,400
|
$2,841,278.00
|
0.01 %
|
|
Dev Auth of Monroe Cty, Pollutn Ctl Rev Bonds (GA Power Co Plant Scherer Proj), First Ser 2008 (GTD by Georgia Power Company) 0.16 %, 4/1/2013
|
610530EU7 11/01/2048
|
Short-Term Securities
|
1,465,000
|
$1,465,000.00
|
0.01 %
|
|
Uinta Cnty, WY, Pollutn Ctl Rfdg Rev Bonds (Chevron U.S.A. Inc. Proj), Ser 1992 (GTD by Chevron Corporation) 0.14 %, 4/1/2013
|
903592AP8 12/01/2022
|
Short-Term Securities
|
2,250,000
|
$2,250,000.00
|
0.01 %
|
|
Sumitomo Mitsui Financial Group, Inc.
|
6563024
|
Common Stocks
|
65,900
|
$2,688,224.00
|
0.01 %
|
|
Toyota Motor Credit Corporation 0.13 %, 6/28/2013
|
892332MN4
|
Short-Term Securities
|
2,986,000
|
$2,986,000.00
|
0.01 %
|
|
Texas Instruments Incorporated
|
882508104
|
Common Stocks
|
81,000
|
$2,873,880.00
|
0.01 %
|
|
ING Groep N.V., Certicaaten Van Aandelen
|
7154182
|
Common Stocks
|
353,900
|
$2,511,850.00
|
0.01 %
|
|
BNP Paribas
|
7309681
|
Common Stocks
|
51,300
|
$2,632,995.00
|
0.01 %
|
|
Credit Suisse Group AG, Registered Shares
|
7171589
|
Common Stocks
|
104,000
|
$2,729,000.00
|
0.01 %
|
|
JPMorgan Chase & Co.
|
46625H100
|
Common Stocks
|
57,500
|
$2,728,950.00
|
0.01 %
|
|
Cisco Systems, Inc.
|
17275R102
|
Common Stocks
|
133,300
|
$2,787,303.00
|
0.01 %
|
|
Google Inc., Class A
|
38259P508
|
Common Stocks
|
3,400
|
$2,699,702.00
|
0.01 %
|
|
ACE Limited
|
H0023R105
|
Common Stocks
|
31,700
|
$2,820,349.00
|
0.01 %
|
|
Amgen Inc.
|
031162100
|
Common Stocks
|
29,500
|
$3,024,045.00
|
0.01 %
|
|
QUALCOMM Incorporated
|
747525103
|
Common Stocks
|
42,500
|
$2,845,375.00
|
0.01 %
|
|
Federal Home Loan Bank 0.07 %, 5/15/2013
|
313385FQ4 05/15/2013
|
Short-Term Securities
|
2,829,000
|
$2,828,764.00
|
0.01 %
|
|
Coca-Cola Company (The) 0.11 %, 5/13/2013
|
19121ASD4 05/13/2013
|
Short-Term Securities
|
1,680,000
|
$1,679,779.00
|
0.01 %
|
|
Illinois Tool Works Inc. 0.13 %, 4/2/2013
|
4523ELR23 04/02/2013
|
Short-Term Securities
|
2,409,000
|
$2,408,983.00
|
0.01 %
|
|
Kabushiki Kaisha Mitsubishi Tokyo Financial Group
|
6335171
|
Common Stocks
|
457,000
|
$2,738,068.00
|
0.01 %
|
|
Kimberly-Clark Worldwide Inc. (GTD by Kimberly-Clark Corporation) 0.10 %, 4/12/2013
|
49438TRC1 04/12/2013
|
Short-Term Securities
|
3,500,000
|
$3,499,883.00
|
0.01 %
|
|
EURO STOXX 50 Index, EUR2,750.00, 6/21/2013
|
SX5OC2750
|
Call Options
|
5,960
|
$1,569,989.00
|
0.01 %
|
|
EURO STOXX 50 Index, EUR2,725.00, 6/21/2013
|
SX5OC2725
|
Call Options
|
5,960
|
$2,020,740.00
|
0.01 %
|
|
Halliburton Company, USD44.00, 7/20/2013
|
HAL7OC44
|
Call Options
|
16,665
|
$1,508,183.00
|
0.01 %
|
|
Bemis Company, Inc. 0.30 %, 5/3/2013
|
08143TS32 05/03/2013
|
Short-Term Securities
|
4,000,000
|
$3,998,900.00
|
0.01 %
|
|
Coca-Cola Company (The) 0.09 %, 4/18/2013
|
19121ARJ2 04/18/2013
|
Short-Term Securities
|
1,500,000
|
$1,499,933.00
|
0.01 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.00 %, 4/15/2019
|
31395TV27
|
United States Government Agency Obligations
|
6,159
|
$41.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 6.00 %, 11/15/2035
|
31396FJ20
|
United States Government Agency Obligations
|
824,194
|
$138,087.00
|
0.00 %
|
|
Toyota Motor Credit Corporation 3.09 %, 1/18/2015
|
89233PSS6
|
Corporate Debt Securities
|
325,000
|
$326,453.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.00 %, 5/15/2018
|
31393R7G9
|
United States Government Agency Obligations
|
801,720
|
$51,909.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 7/20/2035
|
38374LWP2
|
United States Government Agency Obligations
|
50,183
|
$295.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.00 %, 8/15/2031
|
31396RNW3
|
United States Government Agency Obligations
|
179,425
|
$882.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.00 %, 11/25/2023
|
31394BM27
|
United States Government Agency Obligations
|
256,855
|
$7,082.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.00 %, 4/15/2019
|
31395KGL1
|
United States Government Agency Obligations
|
33,997
|
$808.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 12/25/2033
|
31394ENA2
|
United States Government Agency Obligations
|
1,160,524
|
$93,127.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 6/25/2023
|
31393CZK2
|
United States Government Agency Obligations
|
855,555
|
$114,588.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.00 %, 11/15/2017
|
31393PK37
|
United States Government Agency Obligations
|
131,288
|
$1,960.00
|
0.00 %
|
|
National Oilwell Varco, Inc., USD75.00, 5/20/2013
|
NOV5OC75
|
Call Options
|
9,522
|
$1,090,269.00
|
0.00 %
|
|
Goldman Sachs Group, Inc. (The), USD165.00, 4/22/2013
|
GS4OC165
|
Call Options
|
8,470
|
$114,345.00
|
0.00 %
|
|
Schlumberger Limited, USD85.00, 5/20/2013
|
SLB5OC85
|
Call Options
|
8,730
|
$117,855.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.00 %, 10/20/2032
|
38374KVR1
|
United States Government Agency Obligations
|
1,120,807
|
$65,553.00
|
0.00 %
|
|
Volkswagen AG, EUR170.00, 6/21/2013
|
VO36OC170
|
Call Options
|
1,545
|
$363,415.00
|
0.00 %
|
|
JPMorgan Chase & Co., USD49.00, 4/22/2013
|
JPM4OC49B
|
Call Options
|
21,584
|
$669,104.00
|
0.00 %
|
|
Roche Holdings, Inc. 0.11 %, 4/23/2013
|
77119LRP6 04/23/2013
|
Short-Term Securities
|
700,000
|
$699,951.00
|
0.00 %
|
|
Kimberly-Clark Worldwide Inc. (GTD by Kimberly-Clark Corporation) 0.10 %, 4/4/2013
|
49438TR49 04/04/2013
|
Short-Term Securities
|
1,000,000
|
$999,989.00
|
0.00 %
|
|
United States Treasury Bills 0.10 %, 4/15/2013
|
912796EH8 04/15/2013
|
Short-Term Securities
|
980,000
|
$979,957.00
|
0.00 %
|
|
JPMorgan Chase & Co., USD49.00, 4/22/2013
|
JPM4OC49A
|
Call Options
|
9,734
|
$301,754.00
|
0.00 %
|
|
JPMorgan Chase & Co., USD49.00, 4/22/2013
|
JPM4OC49
|
Call Options
|
2,395
|
$74,245.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.00 %, 8/25/2023
|
31394CRH7
|
United States Government Agency Obligations
|
42,465
|
$224.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 7/20/2035
|
38374LUZ2
|
United States Government Agency Obligations
|
943,852
|
$143,778.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 10/15/2025
|
31396CP53
|
United States Government Agency Obligations
|
1,016,741
|
$145,773.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 5/15/2033
|
31393QZF2
|
United States Government Agency Obligations
|
897,878
|
$113,946.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 8/25/2035
|
31394E3T3
|
United States Government Agency Obligations
|
1,505,311
|
$254,167.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 6/20/2035
|
38374LEU1
|
United States Government Agency Obligations
|
2,083,122
|
$305,330.00
|
0.00 %
|
|
Taxable Cert of Part, Denver Pub Sch, Var Rate Rfdg Ser 2011A-3 0.16 %, 4/7/2013
|
249218AE8 12/15/2037
|
Short-Term Securities
|
862,000
|
$862,000.00
|
0.00 %
|
|
Abbott Laboratories 0.09 %, 4/22/2013
|
00282CRN4 04/22/2013
|
Short-Term Securities
|
895,000
|
$894,951.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.00 %, 7/20/2033
|
38374KUS0
|
United States Government Agency Obligations
|
26,293
|
$1,048.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 7/16/2033
|
38374BLE1
|
United States Government Agency Obligations
|
1,327,727
|
$305,567.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 3/15/2023
|
31393PEQ3
|
United States Government Agency Obligations
|
625,080
|
$60,540.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 11/20/2033
|
38374KVN0
|
United States Government Agency Obligations
|
176,660
|
$10,252.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 10/15/2032
|
31394Y5M2
|
United States Government Agency Obligations
|
217,973
|
$2,681.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 11/25/2036
|
31396LVQ0
|
United States Government Agency Obligations
|
3,399,401
|
$435,735.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 10/16/2035
|
38374MCG2
|
United States Government Agency Obligations
|
2,054,972
|
$308,745.00
|
0.00 %
|
|
Desarrolladora Homex, S.A. de C.V. 7.50 %, 9/28/2015
|
25030WAB6
|
Corporate Debt Securities
|
470,000
|
$401,850.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 4/25/2034
|
31393XJD0
|
United States Government Agency Obligations
|
1,807,361
|
$223,612.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 9/15/2017
|
31392WNY2
|
United States Government Agency Obligations
|
550,391
|
$26,641.00
|
0.00 %
|
|
Federal National Mortgage Association Agency REMIC/CMO 5.50 %, 8/25/2033
|
31393EJP5
|
United States Government Agency Obligations
|
1,762,019
|
$253,991.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.50 %, 1/15/2033
|
31393JES3
|
United States Government Agency Obligations
|
503,316
|
$59,067.00
|
0.00 %
|
|
Federal Home Loan Mortgage Corporation Agency REMIC/CMO 5.00 %, 8/15/2023
|
31395MC72
|
United States Government Agency Obligations
|
8,792
|
$69.00
|
0.00 %
|
|
Government National Mortgage Association Agency REMIC/CMO 5.50 %, 3/20/2032
|
38374L7J4
|
United States Government Agency Obligations
|
660,492
|
$43,723.00
|
0.00 %
|