TY 2016 IRS 990 e-File Render
Name:
THE ANDREW W MELLON FOUNDATION
EIN:
13-1879954
Name of Bond End of Year Book Value End of Year Fair Market Value
21ST CENTY FOX 5.65% 198,950 198,950
5TH 3RD AUTO TR .89% 303,540 303,540
5TH 3RD BK CIN OH 2.875% 202,379 202,379
ABBVIE INC 2% DUE 11-06-2018 175,107 175,107
ABBVIE INC 2.3% DUE 05-14-2021 305,693 305,693
ABBVIE INC 2.5% 05-14-2020 150,039 150,039
ABBVIE INC 3.2% 11-06-2022 79,052 79,052
ACCESS MIDSTREAM 4.875% 122,240 122,240
ACE INA HLDGS INC 2.3% 199,954 199,954
ACE INA HLDGS INC 3.35% 178,289 178,289
AETNA INC NEW 2.8% 48,265 48,265
AIG GLOBAL FDG SR 2.7% 199,570 199,570
AIR LEASE CORP 2.125% 133,970 133,970
AIR LEASE CORP 3% 77,386 77,386
ALABAMA PWR CO 3.55 114,908 114,908
ALLY AUTO 1.2% 202,173 202,173
ALLY AUTO 2015CLS A3 RT 1.21% 72,035 72,035
ALLY MAST. OWNER 2014-4 A1 500,103 500,103
ALLY MASTER OWNER 01-15-2019 1,000,105 1,000,105
AMAZON COM INC 3.8% 163,929 163,929
AMER AIRLINES 16-3AA PTT 3.0% 157,235 157,235
AMERICA MOVIL SAB DE CV 3.125 443,118 443,118
AMERICAN EXPRESS CR CORP 1.8% 215,276 215,276
AMERICAN EXPRESS NTS 2.25% 78,059 78,059
AMER.EXPCRED.2.375% 149,916 149,916
AMER.INTL GROUP 4.125 259,555 259,555
AMERICREDIT 1.15% 312,581 312,581
AMERICREDIT 1.42% 372,758 372,758
AMERICREDIT 1.53% 309,885 309,885
AMERICREDIT 1.54% 867,805 867,805
AMERICREDIT 1.6% 79,854 79,854
AMERICREDIT 1.81% 331,736 331,736
AMERIPRISE FINL 2.875% 75,397 75,397
AMERIPRISE FINL 4% 157,313 157,313
AMERN ELEC PWR CO 1.65% 300,100 300,100
AMERN EXPRESS CO 6.15% 180,221 180,221
AMEREXPCR MAST. SER 2014-4 1,001,821 1,001,821
AMERN HONDA FIN 2.3% 64,405 64,405
AMERN TOWER CORP 2.25% 191,574 191,574
ANADARKO PETE CORP 3.45% 382,842 382,842
ANALOG DEVICES INC 3.125% 199,984 199,984
ANHEUSER BUSCH COS 5.6% 216,488 216,488
ANHEUSER-BUSCH 2.2% 201,351 201,351
ANHEUSER-BUSCH 3.3% 690,022 690,022
AON PLC SR NT 4 DUE 11-27-2023 166,008 166,008
APACHE CORP 3.25 203,142 203,142
APPLE INC 2.15% DUE 02-09-2022 294,994 294,994
APPLE INC 2.7% DUE 05-13-2022 503,175 503,175
APPLE INC 2.85% DUE 05-06-2021 153,112 153,112
APPLE INC 3.45% DUE 05-06-2024 175,106 175,106
ARIZONA PUB SVC CO 2.2% 150,176 150,176
ARROW ELECTRS INC 3.5% 79,203 79,203
AT&T INC 2.625 DUE 12-01-2022 479,410 479,410
AT&T INC 3% DUE 06-30-2022 196,322 196,322
AT&T INC 3.6% DUE 02-17-2023 369,118 369,118
AT&T INC 4.125% DUE 02-17-2026 202,513 202,513
AT&T INC 5.8% DUE 02-15-2019 516,109 516,109
ATMOS ENERGY CORP 6.35% 178,990 178,990
AVALONBAY 2.9% DUE 10-15-2026 106,938 106,938
B2R MTG TR 2015-2 3.336% 391,757 391,757
BA CR CARD TR FLTG RT 1.05833% 1,000,694 1,000,694
BANK AMER CORP 2.625% 600,343 600,343
BANK AMER CORP 3.3% 627,088 627,088
BANK AMER CORP 4.45% 143,245 143,245
BANK AMER CORP CORP BD 4.125 426,093 426,093
BANK MONTREAL QUE NT 2.375% 233,000 233,000
BANK NEW YORK 3.55 09-23-2021 312,440 312,440
BOA CORP5.00 DUE 05-13-2021 1,089,038 1,089,038
BONY MELLON CORP 2.45% 78,028 78,028
BARCLAYSFLTG RT SER2014-1 900,000 900,000
BARCLAYS TR SER 2014-2 650,112 650,112
BARCLAYS PLC 3.2% 08-10-2021 345,937 345,937
BAXALTA INC 2% DUE 06-22-2018 180,010 180,010
BB&T CORP2.625% DUE 06-29-2020 251,959 251,959
BERKSHIRE HATHAWAY 3.125% 238,441 238,441
BHP BILLITON FIN 1.625% 250,188 250,188
BIOGEN INC 2.9% DUE 09-15-2020 88,110 88,110
BK AMER # 2.05% 382,036 382,036
BK NEW YORK MELLON 2.5% 72,080 72,080
BK NEW YORK MELLON 2.8% 404,465 404,465
BK NOVA SCOTIA B C 1.7% 158,054 158,054
BK NOVA SCOTIA B C 2.35% 398,566 398,566
BK NOVA SCOTIA B C 2.45% DUE 32,865 32,865
BLACKROCK INC 3.375 207,348 207,348
BMW US CAP LLC 2.25% 172,505 172,505
BMW VEH OWNER TR .97% 412,124 412,124
BOEING CO SR NT 4.875 271,796 271,796
BP CAP MKTS P L C 1.674% 500,505 500,505
BP CAP MKTS P L C 3.245 188,910 188,910
BSTN PPTYS LTD 3.85% 205,212 205,212
BUCKEYE PARTNERS L 4.875% 185,813 185,813
BUNGE LTD FIN CORP 3.25% 54,736 54,736
BUNGE LTD FIN CORP 3.5% 47,838 47,838
CA REP AUTO 1.62% 1,502,495 1,502,495
CAP 1 FINL CORP 3.5% 391,476 391,476
CAP 1 FINL CORP 4.2% 38,126 38,126
CAP 1 RT 1.08% 11-15-2019 1,000,000 1,000,000
CAP 1 USA GLEN ALLEN 3.375 503,231 503,231
CARDINAL HLTH INC 1.95% 67,146 67,146
CARDINAL HLTH INC 2.4% 322,332 322,332
CARMAX AUTO OWNER 1.16% 493,014 493,014
CARNOW AUTO 1.69% 72,893 72,893
CATERPILLAR SERVICE 1.8% 125,001 125,001
CATERPILLAR 2.1%DUE 06-09-2019 130,473 130,473
CBS CORP 4% DUE 01-15-2026 84,415 84,415
CBS CORP NEW 5.75% 110,384 110,384
CDN NAT RES LTD 3.8% 74,743 74,743
CDN NAT RES LTD 5.7% 228,350 228,350
CELGENE CORP 2.125% 75,301 75,301
CELGENE CORP 4% 208,531 208,531
CF INDS INC 3.4% 239,456 239,456
CHASE ISSUANCE TR 1.15% 700,002 700,002
CHASESERIES 2014-5 1,001,520 1,001,520
CHEVRON 2.355 DUE 12-05-2022 230,619 230,619
CHEVRON CORP 4.95% 96,171 96,171
CHEVRON CORP NEW 2.419% 191,353 191,353
CHEVRON CORP NEW 2.566% 123,236 123,236
CHRYSLER CAP AUTO 1.77% 371,329 371,329
CISCO SYS INC 2.125% 195,543 195,543
CISCO SYS INC 2.45% 350,501 350,501
CISCO SYS INC 3% 339,434 339,434
CITI ASSET SER 15 CL B 3.75% 1,162,138 1,162,138
CITIGROUP INC 2.15% 192,635 192,635
CITIGROUP INC 2.4% 449,087 449,087
CITIGROUP INC 2.7% 242,444 242,444
CITIGROUP INC 2.9% 199,460 199,460
CITIGROUP INC 3.875% 496,700 496,700
CITIGROUP INC 4.45% 101,585 101,585
CLEV ELEC ILLUM CO 8.875% 179,804 179,804
CR SUISSE 1ST BSTN MTG SECS CO 665,077 665,077
JOHN DEERE TR2014 CL A-3 .92% 251,959 251,959
NAT ST LN TR2015-2CLA 2.8826% 164,625 164,625
SEQUOIA MTG TR SER 2003-3CLA1 556,714 556,714
CMS ENERGY CORP 8.75% 173,206 173,206
CNH EQUIP TR .91% 429,532 429,532
COMCAST CORP NEW 1.625% 185,952 185,952
COMCAST CORP NEW 2.75% 106,235 106,235
COMCAST CORP NEW 5.15% 327,472 327,472
COMERICA BK DALLAS 2.5% 249,908 249,908
COMWLTH EDISON CO 4% 184,444 184,444
COMWLTH EDISON CO 5.8% 126,013 126,013
CONOCOPHILLIPS CO 1.05 99,489 99,489
CONOCOPHILLIPS CO 3.35% 99,424 99,424
CONOCOPHILLIPS CO 4.2% 237,938 237,938
COOPERATIEVE 4.625% 368,232 368,232
CPS AUTO 1.65% DUE 11-15-2019 466,737 466,737
CPS AUTO 2.25% DUE 10-15-2019 548,350 548,350
CR ACCEP AUTO LN 2.4% 942,239 942,239
CR SUISSE AG NEW 3% 504,778 504,778
CVS CAREMARK CORP 4 164,369 164,369
CVS HEALTH CORP BNDS 1.9% 321,230 321,230
CVS HEALTH CORP BNDS 2.125% 97,074 97,074
CWAB IN 2004-1ASTBKDCTFCL3-A 249,220 249,220
DEERE JOHN CAP 2.45% 175,726 175,726
DEERE JOHN CAP COR 326,214 326,214
DETROIT EDISON CO 3.9% 105,842 105,842
DET ED CO GEN 2012 SER A 2.65 171,096 171,096
DEUTSCHE BANK AG 2.95% 166,367 166,367
DEUTSCHE BK AG 1.875% 298,279 298,279
DEUTSCHE BK AG 3.375% 268,260 268,260
DEUTSCHE TELEKOM 6.75% 161,751 161,751
DIAMOND 1 FIN CORP 5.45% 131,532 131,532
DIAMOND OFFSH DRILL INC 3.45 258,000 258,000
DISCOVER BK NEW 3.1% 252,997 252,997
DISNEY WALT CO NEW NT 3.75 159,274 159,274
DOMINION GAS HLDGS 2.8% 239,157 239,157
DOMINION RES INC 3.625% 301,877 301,877
DR AUTO 3.84% DUE 07-15-2021 1,912,266 1,912,266
DR AUTO 4.18% DUE 03-15-2024 343,412 343,412
DR PEPPER SNAPPLE 2.53% 38,773 38,773
DR PEPPER SNAPPLE 2.55% 75,936 75,936
DT AUTO OWNER TR 2.02% 102,607 102,607
DT AUTO OWNER TR 3.77% 175,125 175,125
DTE ENERGY CO 3.3% 102,741 102,741
DUKE EN CAROLINAS DTD 128,277 128,277
DUKE ENERGY CORP 1.625% 220,355 220,355
EBAY INC 2.6 DUE 07-15-2022 315,014 315,014
ECOLAB INC 3.25% 224,018 224,018
EMERSON ELEC CO 5% DUE 160,429 160,429
ENBRIDGE INC 4.25% 275,427 275,427
ENLINK MIDSTREAM 2.7% 80,053 80,053
ENLINK MIDSTREAM 4.15% 45,621 45,621
ENTERGY LA LLC 2.4% 112,909 112,909
ENTERGY LA LLC 6.5% 188,121 188,121
ENTERPRISE PRODS 2.85% 171,293 171,293
ENTERPRISE PRODS 3.75% 162,570 162,570
ENTERPRISE PRODS FIXED 1.65% 334,059 334,059
EOG RES INC 4.1% 179,157 179,157
EQUIFAX INC 2.3% 58,800 58,800
EXETER AUTOMOBILE 2.84% 130,484 130,484
EXXON MOBIL CORP 2.397% 54,719 54,719
EXXON MOBIL CORP 2.726% 45,153 45,153
EXXON MOBIL CORP NT 1.819 370,607 370,607
FEDEX CORP 3.25% 53,629 53,629
FIFTH 3RD BANCORP 2.875% 54,594 54,594
FORD CR AUTO OWNER 2.26% 857,256 857,256
FORD CR FL MAS OTR A 900,154 900,154
FORD MTR CR CO LLC 2.551% 201,125 201,125
FORD MTR CR CO LLC 3.2% 275,401 275,401
FORD MTR CR CO LLC 3.336% 201,388 201,388
FORD MTR CR CO LLC FIXED2.24% 323,438 323,438
FREEPORT MORAN COP GLD IN3.55% 186,000 186,000
GE CAP INTL FDG CO 3.373% 1,728,179 1,728,179
GE DEAL FL PL MAST SER 2014-1 750,080 750,080
GEN MTRS FINL CO FIXED 3.2% 91,274 91,274
GENERAL ELEC CAP CORP 3.15% 526,990 526,990
GENERAL ELEC CAP CORP MED TERM 137,833 137,833
GILEAD SCIENCES 1.85% 100,378 100,378
GILEAD SCIENCES 2.05% 160,511 160,511
GILEAD SCIENCES 2.5% 32,787 32,787
GLS AUTO 2.73% 332,459 332,459
GO FINL AUTO 3.27% 321,310 321,310
GOLDMAN SACHS 2.6% 200,210 200,210
GOLDMAN SACHS 2.875% 120,555 120,555
GOLDMAN SACHS 3.5% 394,680 394,680
GOLDMAN SACHS 3.5% 214,937 214,937
GOLDMAN SACHS 3.85% 510,396 510,396
GOLDMAN SACHS GROUP INC 5.95 187,514 187,514
GOLDMAN SACHS GROUP INC 7.5 221,716 221,716
GOLDMAN SACHS GR IN MD 5.375% 542,493 542,493
GULF SOUTH PIPELINE CO LP 4 81,038 81,038
HALLIBURTON CO 2% 115,318 115,318
HALLIBURTON CO 3.5% 228,467 228,467
HARLEY-DAVIDSON 1.1% 585,404 585,404
HCP INC 3.875% 149,925 149,925
HLTH CARE REIT INC 4% 127,749 127,749
HLTH CARE REIT INC 6.125% 144,303 144,303
HOME DEPOT INC 2.125% 78,405 78,405
HOME DEPOT INC 2.625% 311,494 311,494
HOST HOTELS & 3.75% 98,172 98,172
HSBC HLDGS PLC 4.3% 207,373 207,373
HSBC HOLDINGS PLC 4.25 203,225 203,225
HSBC USA INC NEW 1.7% 199,888 199,888
HSBC USA INC NEW 2.35% 595,308 595,308
HUNTINGTON NATION BANK 2.875% 252,227 252,227
HUSKY ENERGY INC NT 7.25 170,546 170,546
HYUNDAI AUTO .9% 335,487 335,487
ILLINOIS TOOL WKS INC 3.375 182,642 182,642
INVESCO FIN PLC 4% 166,716 166,716
JEFFERIES GROUP 5.125% 206,729 206,729
JOHN DEERE OWNER TR SER 2014-B 505,763 505,763
JOHNSON & JOHNSON 2.05% 389,198 389,198
JOHNSON CTLS INTL 1.4% 200,320 200,320
KEYCORP MEDIUM TERM SR 546,767 546,767
KRAFT HEINZ FOODS 3.5% 355,287 355,287
KROGER CO 2.65% 185,811 185,811
KROGER CO 6.15% 190,408 190,408
KS CY PWR & LT CO 7.15% 138,326 138,326
KY UTILS CO 1ST MTG BD 3.25 103,285 103,285
LAB CORP AMER 2.625% 149,853 149,853
LABORATORY CORP AMER HLDGS 4 76,841 76,841
LEGG MASON INC 4.75% 28,982 28,982
LINCOLN NATL CORP 4.2 127,014 127,014
LOCKHEED MARTIN 1.85% 181,721 181,721
LOCKHEED MARTIN 3.1% 28,306 28,306
LOCKHEED MARTIN 3.35 206,536 206,536
LOWES COS INC 3.12% 204,904 204,904
MACYS RETAIL HLDGS 4.375% 308,466 308,466
MARATHON OIL CORP 2.8% 101,364 101,364
MARKETPLACE LOAN TRUST SER 15 1 1
MARSH & MCLENNAN COS IN 201,124 201,124
MCKESSON CORP 1.4 134,450 134,450
MEAD JOHNSON 3% 24,301 24,301
MEAD JOHNSON 4.9% 182,215 182,215
MEDCO HLTH NT 4.125 236,093 236,093
MEDTRONIC INC 3.125 130,778 130,778
MEDTRONIC INC 3.15% 124,955 124,955
MFRS & TRADERS TR 2.25% 251,991 251,991
MICROSOFT CORP 2% 195,940 195,940
MICROSOFT CORP 3.125% 202,234 202,234
MICROSOFT CORP 4.2% 318,787 318,787
MORGAN STANLEY 2.5% 104,848 104,848
MORGAN STANLEY 2.625% 296,389 296,389
MORGAN STANLEY 2.8% 476,871 476,871
MORGAN STANLEY 3.875% 1,025,570 1,025,570
NABORS INDS INC 6.15% 181,563 181,563
NATL RURAL UTILS 5.45% 156,439 156,439
NISOURCE FIN CORP 5.45% 276,273 276,273
NISSAN AUTO LEASE 1.12% 295,033 295,033
NISSAN MTR ACCEP 2.35% 201,001 201,001
NOBLE ENERGY INC 5.625% 62,597 62,597
NORFOLK SOUTHN 5.59% 183,020 183,020
NORTHN STS PWR CO 2.2% 200,307 200,307
NSTAR ELEC CO 5.625% 155,159 155,159
NUCOR CORP 4% 215,499 215,499
NUCOR CORP 5.85% 194,907 194,907
OCCIDENTAL PETE 2.7% 173,304 173,304
ONEOK PARTNERS L P 4.9% 337,875 337,875
OPORTUN FDG I LLC SER 2015 1,001,412 1,001,412
ORACLE CORP 2.4% 114,319 114,319
ORACLE CORP 5% 172,547 172,547
ORACLE CORP BNDS 3.625 340,626 340,626
PACCAR FINL CORP 1.3% 191,701 191,701
PACCAR FINL CORP 1.4% 36,959 36,959
PACCAR FINL CORP 2.5% 165,623 165,623
PACIFICORP 2.95 DUE 02-01-2022 336,069 336,069
PACIFICORP 5.5% DUE 01-15-2019 482,483 482,483
PEPSICO INC 1.35% 396,959 396,959
PEPSICO INC 1.5% 117,587 117,587
PEPSICO INC 3.1% 122,251 122,251
PLAINS ALL AM PI LN BNDS 4.65% 72,319 72,319
PLAINS ALL AMERN 3.6% 301,614 301,614
PNC BK PITT PA M TM SR 1.5% 250,127 250,127
PNC BK N A PITTSBURGH PA 2.7 467,598 467,598
PORSCHE INNOVATIVE 1.03% 35,504 35,504
POTASH CORP SASK 3.25% 202,608 202,608
PPG INDS INC 2.3% 241,169 241,169
PPL CAP FDG INC 1.9% 199,953 199,953
PRAXAIR INC 2.45 183,620 183,620
PRECISION CASTPARTS CORP 2.25% 160,591 160,591
PRIN LIFE GLOBAL 2.375% 202,180 202,180
PROGRESS RESIDEN SER 2015-SFR2 838,062 838,062
PROVID HLTH & SVCS 2.746% 53,959 53,959
PRUDENTIAL FINL INC MED TERM 337,712 337,712
PUB SVC ELEC GAS FIXED 3.05% 181,412 181,412
PVPTL CAM MTG LLC SER 2015 7,316 7,316
AM CR ACC RC SR 15-2 CLB 2.97% 1,485,365 1,485,365
PVTPL AMRN HNDA FN CRP MD TRM 274,902 274,902
PVTPL ARLP SECURITIZATION SR 1,005,838 1,005,838
PVTPL BK OF TO MI UFJ SR 1.7% 199,358 199,358
PVTPL BAY US FIN LLC 144A 1.5% 249,672 249,672
PVTPL BCC FDG XIII LLC EQUIP 284,526 284,526
PVTPL BNZ INTL FUNDING/LONDON 398,112 398,112
PVTPL CARFIN A TR 14-2 1.44% 127,619 127,619
PVTPL CARGILL INC 3.3 178,744 178,744
PVTPL CITI ASSET ISSUANCE 276,294 276,294
PVTPL CMO ANG OAKMT TR LLC2015 113,040 113,040
PVTPL CMO COMM 2013-WWP MTG 1,027,078 1,027,078
PVTPL CMO DBWF 2015-LCM MTG 667,604 667,604
PVTPL CMO FREMF MORTGAGE TRUST 631,068 631,068
PVTPL CMO IMPAC SECD ASS CO 142,310 142,310
PVTPL CMO PFP 2015-2 LTD 628,995 628,995
CO AMFIN 16-2 LTD/COAM 2.554% 1,555,513 1,555,513
PVTPL CPS AU RE TR 2015 1.77% 493,522 493,522
PVTPL CRH AMER INC BNDS 3.875% 203,648 203,648
PVTPL DAIM FIN N AMER LLC2.45% 199,597 199,597
PVTPL DRIVE AUTO REC TR 3.23% 630,510 630,510
PVTPL DT AU OWN TR 2016 3 1.75 832,961 832,961
PVTPL DT AUTO OWNER TRUST 2% 440,208 440,208
PVTPL FIRST INVS AU OW TR1.59% 268,340 268,340
FOREST LABS INC SR NT 4.375 519,569 519,569
PVTPL GCAT SR 15-2 802,940 802,940
PVTPL GLS AU RE TR 2015 4.43% 1,209,829 1,209,829
PVTPL HEINEKEN N V SR NT 3.4 179,752 179,752
PVTPL HYUNDAI CAP AMER 2.4% 100,417 100,417
PVTPL ING BK N V 144A 2.05% 243,366 243,366
PVTPL JACK NATL LIFE GL 2.25% 147,928 147,928
PVTPL LENDINGCLUB ISS TR 3% 249,970 249,970
PVTPL LENDMARK FD TR 2016 4.82 349,447 349,447
PVTPL MACQUARIE BANK LTD 4.0% 374,757 374,757
PVTPL MASSMUTUAL GL FDG II 2.5 181,664 181,664
PVTPL MET LIFE GLOBAL 2.3% 351,932 351,932
PVTPL MS REMI TR 2012-XACL A2 104,883 104,883
PVTPL MYLAN N V SR 3.95% 88,906 88,906
PVTPL NY LIFE GLOBAL FDG 1.55% 348,999 348,999
NIAGARA MOHA PWR CO NEW 3.508% 137,518 137,518
PVTPL NORDEA BK AG MED 1.625% 249,400 249,400
PVTPL NRPL TRUST SER 2015-2A 690,009 690,009
PVTPL NY LIFE GL FDG MED 2.1 200,828 200,828
PVTPL OCWEN MASTER ADV 3.211% 1,019,786 1,019,786
PENSKE TR LEASE PTL3.375% 211,776 211,776
PETROL MEXICANOS 144A 6.875% 126,600 126,600
PR RES TR S 2015SFR2 CLD3.684% 988,950 988,950
RELIANCE STANDARD TR 5 3.05% 72,573 72,573
PVTPL SCHLUMBERGER INVT SA 2.4 176,705 176,705
SELENE NON PERFORMING LNS LLC 133,390 133,390
VOLT SER 2015-NLP8 CL A-1 586,995 586,995
VOLT XL LLC SER 2015-NPL14 185,940 185,940
VOLT XLIX SER 16-NPL9 CL A1 456,355 456,355
DR AU REC TR S 2016-AA C4.15% 853,864 853,864
SER ST UP 2016-NPL10 144ACLA1 746,861 746,861
RAIT 2015-FL4 TR VAR RT 1.535% 147,178 147,178
RAYTHEON CO 2.5 DUE 12-15-2022 119,400 119,400
REALTY INCOME CORP 3% 120,511 120,511
REALTY INCOME CORP 3.875% 76,583 76,583
REALTY INCOME CORP 5.375% 71,804 71,804
REPUBLIC SVCS INC 2.9% 17,256 17,256
REPUBLIC SVCS INC 3.55% 155,820 155,820
RICE PK FING TR STEP CPN4.625% 956,986 956,986
RLTY INC CORP 3.25 447,585 447,585
ROGERS 6.8% 161,737 161,737
ROPER TECHNOLOGIES 2.8% 44,978 44,978
ROPER TECHNOLOGIES 3% 48,624 48,624
ROYAL BK CDA 1.8% 351,121 351,121
ROYAL BK CDA GL SR 235 2.5% 200,489 200,489
RYDER SYS INC MED TERM 2.875% 99,066 99,066
RYDER SYSTEM INC 2.5% 141,350 141,350
SANTANDER DR AUTO 1.5% 582,412 582,412
SANTANDER UK PLC 2.5% 160,934 160,934
SEMPRA ENERGY 6.15% 339,019 339,019
SHELL INTL FIN B V 2.125% 349,582 349,582
SHELL INTL FIN B V 2.5% 292,738 292,738
SHELL INTL FIN B V 2.875% 254,266 254,266
SHIRE ACQUISITIONS 2.875% 108,351 108,351
SIEMENS 2% DUE 09-15-2023 235,885 235,885
SIMON PPTY GROUP L P NT 2.2 176,423 176,423
SOUTHERN PWR CO 1.85% 115,304 115,304
SOUTHERN PWR CO 1.95% 168,575 168,575
SOUTHERN PWR CO 2.5% 195,862 195,862
SOUTHN CO GAS CAP 2.45% 36,446 36,446
SOUTHWESTN ELEC 2.75% 198,153 198,153
SPECTRA ENERGY CAP 3.3% 290,016 290,016
SPECTRA ENERGY CAP 6.2% 104,542 104,542
ST STR CORPORATION 3.1% 174,657 174,657
STARBUCKS CORP 2.7% 87,452 87,452
STATE STR CORP 1.95% 96,032 96,032
STATOIL ASA 3.15 306,120 306,120
STRYKER CORP 3.5% 22,208 22,208
SUMITOMO MITSUI 2.442% 32,464 32,464
SUMITOMO MITSUI BANKING 2.05% 299,133 299,133
SUNOCO LOGISTICS 4.25% 317,434 317,434
SUNOCO LOGISTICS 4.4% 240,107 240,107
SUNOCO LOGISTICS 4.65% 132,211 132,211
SUNTRUST BKS INC 2.7% 254,108 254,108
SYNCHRONY FINL 3.7% 193,215 193,215
SYSCO CORP 3.75% 42,507 42,507
TARGET CORP 2.5% 19,081 19,081
TCF AUTO 1.64% DUE 01-15-2019 317,248 317,248
TEVA 2.8% DUE 07-21-2023 71,941 71,941
THERMO FISHER 3% 35,383 35,383
THERMO FISHER SCIENT INC 2.4 201,520 201,520
THOMSON REUTERS 1.65% 115,128 115,128
TIME WARNER CABLE 6.75% 213,524 213,524
TIME WARNER COMPANIES 7.57 117,477 117,477
TIME WARNER INC 3.4% 70,409 70,409
TIME WARNER INC 4.875% 80,060 80,060
TIME WARNER INC FIXED 3.6% 377,872 377,872
TORONTO DOMINION 1.8% 77,469 77,469
TOR DOM BK SR MD TM BK 2.25% 316,874 316,874
TORONTO-DOMINION 2.125% 473,646 473,646
TOTAL CAP CDA LTD 2.75% 484,890 484,890
TOYOTA AUTO .93% 455,693 455,693
TOYOTA MTR CR CORP 1.9% 190,083 190,083
TOYOTA MTR CR CORP 2.85 353,106 353,106
TRANS-CDA PIPELINES SR NT 2.5 585,914 585,914
U S BANCORP MEDIUM FIXED 3.6% 378,076 378,076
UBS AG STAMF BRH MD TR SR 1.8% 250,173 250,173
UNION PAC CORP 5.75% 192,093 192,093
UNITEDHEALTH GROUP 1.625% 184,290 184,290
UNITEDHEALTH GROUP 1.7% 64,805 64,805
UNITEDHEALTH GROUP 2.125% 197,661 197,661
UNITEDHEALTH GROUP 3.35% 477,032 477,032
UTD AIRLS PASS 3.1% 90,710 90,710
UTD TECHNOLOGIES 3.1% 185,012 185,012
UTD TECH STEP CPN 1.778% 100,022 100,022
VALERO ENERGY CORP 9.375% 172,740 172,740
VENTAS RLTY LTD PART CAP3.25 126,182 126,182
VERICREST OP SR 15-NPL9 CLS A1 489,152 489,152
VERIZON 2.625% DUE 02-21-2020 1,034,834 1,034,834
VERIZON COMMUN 5.15 BDS 821,567 821,567
VIACOM INC NEW 3.125 237,561 237,561
VODAFONE GROUP PLC 1.5% 168,372 168,372
VODAFONE GROUP PLC 1.625% 166,033 166,033
WALGREENS BOOTS 3.1% 198,678 198,678
WASTE MGMT INC DEL 2.45 156,113 156,113
WASTE MGMT INC DEL 6.1% 115,855 115,855
WELLS FARGO & CO 2.6% 513,954 513,954
WELLS FARGO & CO 2.55% 421,481 421,481
WELLS FARGO & CO 3.5% 154,328 154,328
WELLS FARGO & CO 4.1% 759,892 759,892
WESTLAKE 1.57% DUE 06-17-2019 524,459 524,459
WESTN GAS PARTNERS 2.6% 100,193 100,193
WESTN GAS PARTNERS 3.95% 172,558 172,558
WESTPAC BKG CORP 4.875% 268,270 268,270
WI ENERGY CORP 2.45% 335,218 335,218
WO OM AUT L S2014A CLA3 1.16% 375,044 375,044
XCEL ENERGY INC 2.6% 199,184 199,184
XEROX CORP 5.625% 83,879 83,879
XYLEM INC 3.25% DUE 11-01-2026 69,916 69,916
ZOETIS INC 3.45% 28,738 28,738