N-Q 1 bondindex_final.htm bondindex_final.htm - Generated by SEC Publisher for SEC Filing

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

Investment Company Act file number: 811-04681

Name of Registrant: Vanguard Bond Index Funds

Address of Registrant:
P.O. Box 2600
Valley Forge, PA 19482

Name and address of agent for service:
Heidi Stam, Esquire
P.O. Box 876
Valley Forge, PA 19482

Date of fiscal year end: December 31

Date of reporting period: March 31, 2016

Item 1: Schedule of Investments


Vanguard Total Bond Market Index Fund

Schedule of Investments
As of March 31, 2016

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (63.4%)        
U.S. Government Securities (40.0%)        
United States Treasury Note/Bond 3.125% 1/31/17 230,980 235,780
United States Treasury Note/Bond 3.125% 4/30/17 7,319 7,512
United States Treasury Note/Bond 4.500% 5/15/17 41,605 43,373
United States Treasury Note/Bond 8.750% 5/15/17 183,135 199,617
United States Treasury Note/Bond 2.750% 5/31/17 262,075 268,341
United States Treasury Note/Bond 0.875% 6/15/17 301,455 302,209
United States Treasury Note/Bond 0.625% 6/30/17 4,920 4,917
United States Treasury Note/Bond 0.750% 6/30/17 110,110 110,214
United States Treasury Note/Bond 2.500% 6/30/17 559,395 571,981
United States Treasury Note/Bond 0.875% 7/15/17 313,175 313,908
United States Treasury Note/Bond 0.500% 7/31/17 139,446 139,098
United States Treasury Note/Bond 0.625% 7/31/17 35,000 34,967
United States Treasury Note/Bond 2.375% 7/31/17 170,594 174,379
United States Treasury Note/Bond 0.875% 8/15/17 498,645 499,812
United States Treasury Note/Bond 4.750% 8/15/17 641,705 676,896
United States Treasury Note/Bond 8.875% 8/15/17 115,330 128,250
United States Treasury Note/Bond 0.625% 8/31/17 99,731 99,622
United States Treasury Note/Bond 1.875% 8/31/17 16,875 17,154
United States Treasury Note/Bond 1.000% 9/15/17 473,982 475,982
United States Treasury Note/Bond 0.625% 9/30/17 103,215 103,086
United States Treasury Note/Bond 1.875% 9/30/17 55,175 56,123
United States Treasury Note/Bond 0.875% 10/15/17 500,190 501,360
United States Treasury Note/Bond 0.750% 10/31/17 301,377 301,519
United States Treasury Note/Bond 1.875% 10/31/17 298,321 303,682
United States Treasury Note/Bond 0.875% 11/15/17 604,081 605,591
United States Treasury Note/Bond 4.250% 11/15/17 215,725 227,894
United States Treasury Note/Bond 0.625% 11/30/17 474,865 474,124
United States Treasury Note/Bond 0.875% 11/30/17 88,000 88,220
United States Treasury Note/Bond 2.250% 11/30/17 30,600 31,365
United States Treasury Note/Bond 1.000% 12/15/17 356,470 358,085
United States Treasury Note/Bond 0.750% 12/31/17 44,235 44,249
United States Treasury Note/Bond 1.000% 12/31/17 33,300 33,461
United States Treasury Note/Bond 2.750% 12/31/17 400 414
United States Treasury Note/Bond 0.875% 1/15/18 236,175 236,765
United States Treasury Note/Bond 0.750% 1/31/18 200,000 200,094
United States Treasury Note/Bond 0.875% 1/31/18 541,950 543,392
United States Treasury Note/Bond 2.625% 1/31/18 278,308 287,832
United States Treasury Note/Bond 1.000% 2/15/18 383,000 384,854
United States Treasury Note/Bond 3.500% 2/15/18 182,405 191,810
United States Treasury Note/Bond 0.750% 2/28/18 54,233 54,258
United States Treasury Note/Bond 2.750% 2/28/18 428,100 444,488
United States Treasury Note/Bond 1.000% 3/15/18 593,068 596,033
United States Treasury Note/Bond 0.750% 3/31/18 138,065 138,087
United States Treasury Note/Bond 2.875% 3/31/18 94,354 98,306
United States Treasury Note/Bond 0.750% 4/15/18 222,110 222,041
United States Treasury Note/Bond 0.625% 4/30/18 63,983 63,803
United States Treasury Note/Bond 1.000% 5/15/18 156,559 157,317
United States Treasury Note/Bond 9.125% 5/15/18 20,890 24,592
United States Treasury Note/Bond 1.000% 5/31/18 652,760 655,919

 

 

United States Treasury Note/Bond 2.375% 5/31/18 370,620 383,418
United States Treasury Note/Bond 1.125% 6/15/18 358,106 360,903
United States Treasury Note/Bond 1.375% 6/30/18 137,070 138,912
United States Treasury Note/Bond 2.375% 6/30/18 394,585 408,703
United States Treasury Note/Bond 0.875% 7/15/18 443,519 444,353
United States Treasury Note/Bond 1.375% 7/31/18 222,793 225,787
United States Treasury Note/Bond 2.250% 7/31/18 26,604 27,494
United States Treasury Note/Bond 1.000% 8/15/18 251,158 252,374
United States Treasury Note/Bond 4.000% 8/15/18 400 431
United States Treasury Note/Bond 1.500% 8/31/18 578,775 588,632
United States Treasury Note/Bond 1.000% 9/15/18 786,785 790,719
United States Treasury Note/Bond 1.375% 9/30/18 275,200 279,157
United States Treasury Note/Bond 0.875% 10/15/18 105,401 105,599
United States Treasury Note/Bond 1.250% 10/31/18 153,280 154,957
United States Treasury Note/Bond 1.750% 10/31/18 159,775 163,619
United States Treasury Note/Bond 1.250% 11/15/18 447,557 452,520
United States Treasury Note/Bond 3.750% 11/15/18 257,786 277,605
United States Treasury Note/Bond 9.000% 11/15/18 125 152
United States Treasury Note/Bond 1.250% 11/30/18 295,160 298,481
United States Treasury Note/Bond 1.375% 11/30/18 400 406
United States Treasury Note/Bond 1.250% 12/15/18 286,483 289,795
United States Treasury Note/Bond 1.375% 12/31/18 68,175 69,176
United States Treasury Note/Bond 1.500% 12/31/18 177,440 180,655
United States Treasury Note/Bond 1.125% 1/15/19 295,153 297,505
United States Treasury Note/Bond 1.250% 1/31/19 94,800 95,882
United States Treasury Note/Bond 1.500% 1/31/19 275,000 280,027
United States Treasury Note/Bond 0.750% 2/15/19 626,537 624,776
United States Treasury Note/Bond 2.750% 2/15/19 258,075 271,947
United States Treasury Note/Bond 8.875% 2/15/19 72,220 88,752
United States Treasury Note/Bond 1.375% 2/28/19 122,070 123,863
United States Treasury Note/Bond 1.500% 2/28/19 70,545 71,823
United States Treasury Note/Bond 1.000% 3/15/19 478,180 480,121
United States Treasury Note/Bond 1.500% 3/31/19 30,965 31,541
United States Treasury Note/Bond 1.625% 3/31/19 331,485 338,738
United States Treasury Note/Bond 1.250% 4/30/19 12,781 12,921
United States Treasury Note/Bond 1.625% 4/30/19 375,075 383,282
United States Treasury Note/Bond 3.125% 5/15/19 479,984 513,132
United States Treasury Note/Bond 1.125% 5/31/19 203,315 204,714
United States Treasury Note/Bond 1.500% 5/31/19 260,755 265,441
United States Treasury Note/Bond 1.000% 6/30/19 13,462 13,502
United States Treasury Note/Bond 1.625% 6/30/19 259,575 265,415
United States Treasury Note/Bond 0.875% 7/31/19 83,706 83,523
United States Treasury Note/Bond 1.625% 7/31/19 230,496 235,611
United States Treasury Note/Bond 3.625% 8/15/19 735,167 800,185
United States Treasury Note/Bond 8.125% 8/15/19 6,636 8,212
United States Treasury Note/Bond 1.625% 8/31/19 387,144 395,672
United States Treasury Note/Bond 1.000% 9/30/19 38,600 38,636
United States Treasury Note/Bond 1.750% 9/30/19 354,421 363,668
United States Treasury Note/Bond 1.250% 10/31/19 600 605
United States Treasury Note/Bond 1.500% 10/31/19 505,710 514,560
United States Treasury Note/Bond 3.375% 11/15/19 578,485 627,477
United States Treasury Note/Bond 1.000% 11/30/19 147,175 147,175
United States Treasury Note/Bond 1.500% 11/30/19 503,150 511,719
United States Treasury Note/Bond 1.125% 12/31/19 95,000 95,296
United States Treasury Note/Bond 1.625% 12/31/19 39,053 39,889
United States Treasury Note/Bond 1.250% 1/31/20 556,865 560,869
United States Treasury Note/Bond 1.375% 1/31/20 160,508 162,415

 

 

United States Treasury Note/Bond 3.625% 2/15/20 477,635 524,352
United States Treasury Note/Bond 8.500% 2/15/20 15,275 19,609
United States Treasury Note/Bond 1.250% 2/29/20 77,506 78,039
United States Treasury Note/Bond 1.375% 2/29/20 196,685 198,898
United States Treasury Note/Bond 1.125% 3/31/20 300 301
United States Treasury Note/Bond 1.375% 3/31/20 175,643 177,619
United States Treasury Note/Bond 1.125% 4/30/20 209,925 210,252
United States Treasury Note/Bond 1.375% 4/30/20 128,298 129,661
United States Treasury Note/Bond 3.500% 5/15/20 601,005 658,569
United States Treasury Note/Bond 8.750% 5/15/20 70 91
United States Treasury Note/Bond 1.375% 5/31/20 292,855 295,874
United States Treasury Note/Bond 1.500% 5/31/20 118,577 120,392
United States Treasury Note/Bond 1.625% 6/30/20 102,480 104,546
United States Treasury Note/Bond 1.875% 6/30/20 270,460 278,785
United States Treasury Note/Bond 1.625% 7/31/20 334,265 341,004
United States Treasury Note/Bond 2.000% 7/31/20 105,803 109,572
United States Treasury Note/Bond 2.625% 8/15/20 375,247 398,816
United States Treasury Note/Bond 8.750% 8/15/20 192,190 254,231
United States Treasury Note/Bond 1.375% 8/31/20 375,500 379,195
United States Treasury Note/Bond 2.125% 8/31/20 155,666 162,112
United States Treasury Note/Bond 2.000% 9/30/20 30,741 31,870
United States Treasury Note/Bond 1.375% 10/31/20 205,217 206,949
United States Treasury Note/Bond 1.750% 10/31/20 232,227 238,033
United States Treasury Note/Bond 2.625% 11/15/20 606,099 644,738
United States Treasury Note/Bond 1.625% 11/30/20 394,003 402,005
United States Treasury Note/Bond 2.000% 11/30/20 304,455 315,491
United States Treasury Note/Bond 1.750% 12/31/20 283,948 291,047
United States Treasury Note/Bond 2.375% 12/31/20 342,770 361,194
United States Treasury Note/Bond 1.375% 1/31/21 459,027 462,470
United States Treasury Note/Bond 2.125% 1/31/21 104,586 109,096
United States Treasury Note/Bond 3.625% 2/15/21 391,842 436,230
United States Treasury Note/Bond 7.875% 2/15/21 209,734 275,276
United States Treasury Note/Bond 1.125% 2/28/21 139,264 138,764
United States Treasury Note/Bond 2.000% 2/28/21 426,858 442,464
United States Treasury Note/Bond 1.250% 3/31/21 781,675 783,019
United States Treasury Note/Bond 2.250% 3/31/21 364,501 382,270
United States Treasury Note/Bond 2.250% 4/30/21 369,725 387,749
United States Treasury Note/Bond 3.125% 5/15/21 391,810 427,931
United States Treasury Note/Bond 8.125% 5/15/21 110 147
United States Treasury Note/Bond 2.000% 5/31/21 190,660 197,602
United States Treasury Note/Bond 2.125% 6/30/21 344,450 359,089
United States Treasury Note/Bond 2.250% 7/31/21 224,925 235,960
United States Treasury Note/Bond 2.125% 8/15/21 51,200 53,336
United States Treasury Note/Bond 8.125% 8/15/21 35,690 48,271
United States Treasury Note/Bond 2.000% 8/31/21 359,915 372,570
United States Treasury Note/Bond 2.125% 9/30/21 363,791 378,797
United States Treasury Note/Bond 2.000% 10/31/21 287,265 297,049
United States Treasury Note/Bond 2.000% 11/15/21 335,482 347,066
United States Treasury Note/Bond 8.000% 11/15/21 49,276 67,062
United States Treasury Note/Bond 1.875% 11/30/21 362,398 372,364
United States Treasury Note/Bond 2.125% 12/31/21 308,010 320,426
United States Treasury Note/Bond 1.500% 1/31/22 170,965 171,873
United States Treasury Note/Bond 2.000% 2/15/22 81,791 84,615
United States Treasury Note/Bond 1.750% 2/28/22 548,357 558,639
United States Treasury Note/Bond 1.750% 3/31/22 204,550 208,256
United States Treasury Note/Bond 1.750% 4/30/22 257,300 261,844
United States Treasury Note/Bond 1.750% 5/15/22 31,220 31,761

 

 

United States Treasury Note/Bond 1.875% 5/31/22 259,720 266,213
United States Treasury Note/Bond 2.125% 6/30/22 220,235 228,837
United States Treasury Note/Bond 2.000% 7/31/22 246,925 254,718
United States Treasury Note/Bond 1.625% 8/15/22 38,789 39,177
United States Treasury Note/Bond 7.250% 8/15/22 3,014 4,078
United States Treasury Note/Bond 1.875% 8/31/22 410,019 419,691
United States Treasury Note/Bond 1.750% 9/30/22 322,915 327,911
United States Treasury Note/Bond 1.875% 10/31/22 371,940 380,599
United States Treasury Note/Bond 1.625% 11/15/22 135,200 136,236
United States Treasury Note/Bond 2.000% 11/30/22 277,520 286,018
United States Treasury Note/Bond 2.125% 12/31/22 323,473 336,059
United States Treasury Note/Bond 1.750% 1/31/23 309,602 313,955
United States Treasury Note/Bond 2.000% 2/15/23 60,251 62,096
United States Treasury Note/Bond 7.125% 2/15/23 163,535 223,634
United States Treasury Note/Bond 1.500% 2/28/23 244,620 244,008
United States Treasury Note/Bond 1.500% 3/31/23 261,100 260,325
United States Treasury Note/Bond 1.750% 5/15/23 671,148 680,484
United States Treasury Note/Bond 2.500% 8/15/23 526,785 561,521
United States Treasury Note/Bond 6.250% 8/15/23 308,228 409,173
United States Treasury Note/Bond 2.750% 11/15/23 419,162 454,137
United States Treasury Note/Bond 2.750% 2/15/24 459,279 497,454
United States Treasury Note/Bond 2.500% 5/15/24 657,918 699,755
United States Treasury Note/Bond 2.375% 8/15/24 455,390 479,794
United States Treasury Note/Bond 2.250% 11/15/24 600,474 626,276
United States Treasury Note/Bond 7.500% 11/15/24 1,325 1,945
United States Treasury Note/Bond 2.000% 2/15/25 284,279 290,454
United States Treasury Note/Bond 7.625% 2/15/25 2,112 3,143
United States Treasury Note/Bond 2.125% 5/15/25 860,242 887,124
United States Treasury Note/Bond 2.000% 8/15/25 628,325 640,501
United States Treasury Note/Bond 6.875% 8/15/25 17,689 25,547
United States Treasury Note/Bond 2.250% 11/15/25 750,907 781,882
United States Treasury Note/Bond 1.625% 2/15/26 676,865 667,348
United States Treasury Note/Bond 6.000% 2/15/26 35,679 49,365
United States Treasury Note/Bond 6.750% 8/15/26 32,360 47,539
United States Treasury Note/Bond 6.500% 11/15/26 50,779 73,733
United States Treasury Note/Bond 6.375% 8/15/27 63,585 92,914
United States Treasury Note/Bond 5.500% 8/15/28 39,225 54,578
United States Treasury Note/Bond 5.250% 11/15/28 3,485 4,768
United States Treasury Note/Bond 5.250% 2/15/29 53,395 73,335
United States Treasury Note/Bond 6.125% 8/15/29 75,455 112,298
United States Treasury Note/Bond 6.250% 5/15/30 98,628 150,500
United States Treasury Note/Bond 5.375% 2/15/31 285,200 409,085
United States Treasury Note/Bond 4.500% 2/15/36 209,729 287,853
United States Treasury Note/Bond 4.750% 2/15/37 33,000 46,715
United States Treasury Note/Bond 5.000% 5/15/37 16,000 23,420
United States Treasury Note/Bond 4.375% 2/15/38 79,403 107,368
United States Treasury Note/Bond 4.500% 5/15/38 32,613 44,838
United States Treasury Note/Bond 3.500% 2/15/39 167,651 199,583
United States Treasury Note/Bond 4.250% 5/15/39 101,385 134,224
United States Treasury Note/Bond 4.500% 8/15/39 71,772 98,328
United States Treasury Note/Bond 4.375% 11/15/39 184,026 247,716
United States Treasury Note/Bond 4.625% 2/15/40 226,077 314,918
United States Treasury Note/Bond 4.375% 5/15/40 216,060 290,836
United States Treasury Note/Bond 3.875% 8/15/40 118,672 148,785
United States Treasury Note/Bond 4.250% 11/15/40 256,090 339,160
United States Treasury Note/Bond 4.750% 2/15/41 208,930 296,908
United States Treasury Note/Bond 4.375% 5/15/41 124,898 168,730

 

 

United States Treasury Note/Bond 3.750% 8/15/41 10 12
United States Treasury Note/Bond 3.125% 11/15/41 79,150 88,103
United States Treasury Note/Bond 3.125% 2/15/42 36,027 40,080
United States Treasury Note/Bond 3.000% 5/15/42 128,799 139,908
United States Treasury Note/Bond 2.750% 8/15/42 456,815 471,945
United States Treasury Note/Bond 2.750% 11/15/42 546,619 563,701
United States Treasury Note/Bond 3.125% 2/15/43 200,938 222,633
United States Treasury Note/Bond 2.875% 5/15/43 425,940 448,966
United States Treasury Note/Bond 3.625% 8/15/43 281,900 342,554
United States Treasury Note/Bond 3.750% 11/15/43 268,181 333,298
United States Treasury Note/Bond 3.625% 2/15/44 401,117 486,731
United States Treasury Note/Bond 3.375% 5/15/44 259,981 301,456
United States Treasury Note/Bond 3.125% 8/15/44 320,450 354,699
United States Treasury Note/Bond 3.000% 11/15/44 349,027 376,733
United States Treasury Note/Bond 2.500% 2/15/45 400,489 390,541
United States Treasury Note/Bond 3.000% 5/15/45 514,065 554,547
United States Treasury Note/Bond 2.875% 8/15/45 396,828 417,538
United States Treasury Note/Bond 3.000% 11/15/45 314,329 339,425
United States Treasury Note/Bond 2.500% 2/15/46 370,575 361,311
        63,262,530
Agency Bonds and Notes (2.9%)        
1 AID-Israel 5.500% 9/18/23 542 671
1 AID-Israel 5.500% 12/4/23 3,268 4,057
1 AID-Israel 5.500% 4/26/24 20,405 25,532
1 AID-Jordan 1.945% 6/23/19 7,750 7,929
1 AID-Jordan 2.503% 10/30/20 10,100 10,585
1 AID-Jordan 2.578% 6/30/22 3,400 3,552
1 AID-Tunisia 2.452% 7/24/21 3,275 3,434
1 AID-Ukraine 1.844% 5/16/19 4,650 4,756
1 AID-Ukraine 1.847% 5/29/20 11,500 11,737
2 Federal Farm Credit Banks 1.125% 9/22/17 5,000 5,029
2 Federal Farm Credit Banks 1.000% 9/25/17 5,975 5,999
2 Federal Farm Credit Banks 1.125% 12/18/17 16,800 16,900
2 Federal Farm Credit Banks 1.110% 2/20/18 5,800 5,835
2 Federal Farm Credit Banks 1.100% 6/1/18 10,000 10,059
2 Federal Farm Credit Banks 5.150% 11/15/19 15,675 17,929
2 Federal Farm Credit Banks 3.500% 12/20/23 5,000 5,556
2 Federal Home Loan Banks 4.875% 5/17/17 114,335 119,720
2 Federal Home Loan Banks 0.875% 5/24/17 26,305 26,365
2 Federal Home Loan Banks 0.625% 5/30/17 75,000 74,957
2 Federal Home Loan Banks 1.000% 6/21/17 162,430 163,072
2 Federal Home Loan Banks 0.860% 8/1/17 13,800 13,830
2 Federal Home Loan Banks 0.750% 8/28/17 9,000 9,004
2 Federal Home Loan Banks 0.625% 10/26/17 53,000 52,901
2 Federal Home Loan Banks 5.000% 11/17/17 7,690 8,216
2 Federal Home Loan Banks 1.000% 12/19/17 52,000 52,199
2 Federal Home Loan Banks 1.375% 3/9/18 31,000 31,345
2 Federal Home Loan Banks 0.875% 3/19/18 49,650 49,727
2 Federal Home Loan Banks 1.125% 4/25/18 36,475 36,729
2 Federal Home Loan Banks 2.750% 6/8/18 26,950 28,071
2 Federal Home Loan Banks 5.375% 8/15/18 4,820 5,329
2 Federal Home Loan Banks 1.875% 3/13/20 795 816
2 Federal Home Loan Banks 4.125% 3/13/20 8,100 9,020
2 Federal Home Loan Banks 3.375% 6/12/20 25,725 27,981
2 Federal Home Loan Banks 5.250% 12/11/20 6,850 8,080
2 Federal Home Loan Banks 1.375% 2/18/21 24,475 24,510
2 Federal Home Loan Banks 2.250% 6/11/21 30,750 32,064

 

 

2 Federal Home Loan Banks 5.625% 6/11/21 19,450 23,559
2 Federal Home Loan Banks 2.125% 3/10/23 26,920 27,622
2 Federal Home Loan Banks 2.875% 6/14/24 40,400 42,996
2 Federal Home Loan Banks 5.375% 8/15/24 24,600 30,882
2 Federal Home Loan Banks 2.875% 9/13/24 14,985 15,927
2 Federal Home Loan Banks 5.500% 7/15/36 19,780 27,286
3 Federal Home Loan Mortgage Corp. 5.000% 4/18/17 10,000 10,451
3 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 90,225 90,800
3 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 36,050 36,195
3 Federal Home Loan Mortgage Corp. 0.750% 7/14/17 32,125 32,152
3 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 136,906 137,474
3 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 33,450 35,667
3 Federal Home Loan Mortgage Corp. 1.000% 9/29/17 87,850 88,195
3 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 26,045 27,874
3 Federal Home Loan Mortgage Corp. 1.000% 12/15/17 70,000 70,266
3 Federal Home Loan Mortgage Corp. 0.750% 1/12/18 31,725 31,711
3 Federal Home Loan Mortgage Corp. 0.875% 3/7/18 29,170 29,215
3 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 22,750 24,749
3 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 60,848 65,838
3 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 60,000 60,295
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 62,007 63,490
3 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 31,910 32,170
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 103,270 103,977
3 Federal Home Loan Mortgage Corp. 0.000% 11/29/19 150 142
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 63,970 64,454
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 99,914 104,770
3 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 3,606 5,390
3 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 68,494 103,518
3 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 8,104 11,846
3 Federal National Mortgage Assn. 0.750% 4/20/17 13,275 13,286
3 Federal National Mortgage Assn. 1.125% 4/27/17 117,475 118,039
3 Federal National Mortgage Assn. 5.000% 5/11/17 142,581 149,395
3 Federal National Mortgage Assn. 5.375% 6/12/17 91,640 96,766
3 Federal National Mortgage Assn. 0.875% 8/28/17 8,055 8,074
3 Federal National Mortgage Assn. 1.000% 9/27/17 25,000 25,098
3 Federal National Mortgage Assn. 0.875% 10/26/17 82,150 82,316
3,4 Federal National Mortgage Assn. 0.900% 11/7/17 70 70
3,4 Federal National Mortgage Assn. 1.000% 11/15/17 40 40
3 Federal National Mortgage Assn. 0.875% 12/20/17 51,400 51,487
3,4 Federal National Mortgage Assn. 1.000% 12/28/17 70 70
3 Federal National Mortgage Assn. 0.875% 2/8/18 79,070 79,244
3 Federal National Mortgage Assn. 0.875% 3/28/18 30,850 30,899
3 Federal National Mortgage Assn. 0.875% 5/21/18 159,665 159,868
3 Federal National Mortgage Assn. 1.125% 7/20/18 100,775 101,463
3 Federal National Mortgage Assn. 1.875% 9/18/18 41,050 42,038
3 Federal National Mortgage Assn. 1.125% 10/19/18 63,950 64,376
3 Federal National Mortgage Assn. 1.625% 11/27/18 70,440 71,814
3 Federal National Mortgage Assn. 1.125% 12/14/18 55,000 55,359
3 Federal National Mortgage Assn. 1.375% 1/28/19 75,000 75,991
3 Federal National Mortgage Assn. 1.875% 2/19/19 53,110 54,565
3 Federal National Mortgage Assn. 1.000% 2/26/19 32,450 32,524
3 Federal National Mortgage Assn. 1.750% 6/20/19 48,425 49,603
3 Federal National Mortgage Assn. 1.750% 9/12/19 67,575 69,241
3 Federal National Mortgage Assn. 0.000% 10/9/19 19,695 18,711
3 Federal National Mortgage Assn. 1.750% 11/26/19 61,950 63,387
3 Federal National Mortgage Assn. 1.625% 1/21/20 30,800 31,354
3 Federal National Mortgage Assn. 1.500% 6/22/20 52,100 52,689

 

 

3 Federal National Mortgage Assn. 1.500% 11/30/20 41,400 41,802
3 Federal National Mortgage Assn. 1.875% 12/28/20 40,000 41,064
3 Federal National Mortgage Assn. 1.375% 2/26/21 32,100 32,146
3 Federal National Mortgage Assn. 2.625% 9/6/24 40,795 42,988
3 Federal National Mortgage Assn. 6.250% 5/15/29 3,995 5,700
3 Federal National Mortgage Assn. 7.125% 1/15/30 26,389 40,425
3 Federal National Mortgage Assn. 7.250% 5/15/30 47,677 74,103
3 Federal National Mortgage Assn. 6.625% 11/15/30 24,700 36,763
3 Federal National Mortgage Assn. 5.625% 7/15/37 7,765 10,983
2 Financing Corp. 9.800% 4/6/18 1,750 2,061
2 Financing Corp. 10.350% 8/3/18 4,910 5,975
2 Financing Corp. 9.650% 11/2/18 10,615 12,956
2 Financing Corp. 9.700% 4/5/19 1,575 1,976
  Private Export Funding Corp. 2.250% 12/15/17 4,600 4,706
  Private Export Funding Corp. 1.875% 7/15/18 4,300 4,377
  Private Export Funding Corp. 4.375% 3/15/19 8,760 9,578
  Private Export Funding Corp. 1.450% 8/15/19 13,800 13,888
  Private Export Funding Corp. 2.250% 3/15/20 8,000 8,274
  Private Export Funding Corp. 2.300% 9/15/20 2,475 2,567
  Private Export Funding Corp. 4.300% 12/15/21 10,975 12,495
  Private Export Funding Corp. 2.800% 5/15/22 2,625 2,764
  Private Export Funding Corp. 2.050% 11/15/22 8,335 8,360
  Private Export Funding Corp. 3.550% 1/15/24 4,200 4,612
  Private Export Funding Corp. 2.450% 7/15/24 8,300 8,418
  Private Export Funding Corp. 3.250% 6/15/25 2,475 2,652
  Resolution Funding Corp. 8.125% 10/15/19 450 557
  Resolution Funding Corp. 8.875% 7/15/20 180 236
  Resolution Funding Corp. 8.625% 1/15/30 110 182
  Small Business Administration Variable Rate        
  Interest Only Custodial Receipts (U.S.        
  Government Guaranteed) 2.719% 7/15/17 4,449 2
2 Tennessee Valley Authority 5.500% 7/18/17 17,208 18,260
2 Tennessee Valley Authority 4.500% 4/1/18 6,360 6,824
2 Tennessee Valley Authority 1.750% 10/15/18 6,460 6,594
2 Tennessee Valley Authority 3.875% 2/15/21 10,915 12,186
2 Tennessee Valley Authority 1.875% 8/15/22 7,300 7,335
2 Tennessee Valley Authority 2.875% 9/15/24 9,637 10,029
2 Tennessee Valley Authority 6.750% 11/1/25 17,306 23,626
2 Tennessee Valley Authority 7.125% 5/1/30 27,165 39,995
2 Tennessee Valley Authority 4.650% 6/15/35 15,169 17,990
2 Tennessee Valley Authority 5.880% 4/1/36 10,200 13,865
2 Tennessee Valley Authority 6.150% 1/15/38 920 1,298
2 Tennessee Valley Authority 5.500% 6/15/38 2,550 3,327
2 Tennessee Valley Authority 5.250% 9/15/39 9,178 11,749
2 Tennessee Valley Authority 3.500% 12/15/42 9,015 8,859
2 Tennessee Valley Authority 4.875% 1/15/48 6,951 8,263
2 Tennessee Valley Authority 5.375% 4/1/56 6,250 8,062
2 Tennessee Valley Authority 4.625% 9/15/60 7,468 8,466
2 Tennessee Valley Authority 4.250% 9/15/65 14,725 15,413
          4,564,925
Conventional Mortgage-Backed Securities (20.2%)        
3,4 Fannie Mae Pool 2.000% 8/1/28–10/1/28 77,706 78,291
3,4,5Fannie Mae Pool 2.500% 11/1/26–2/1/43 904,099 928,361
3,4,5Fannie Mae Pool 3.000% 9/1/20–4/1/46 2,517,642 2,608,849
3,4,5Fannie Mae Pool 3.500% 10/1/18–4/1/46 3,670,451 3,862,767
3,4,5Fannie Mae Pool 4.000% 6/1/18–4/1/46 2,428,482 2,602,624
3,4 Fannie Mae Pool 4.500% 1/1/18–4/1/45 1,251,978 1,364,669

 

 

3,4,5Fannie Mae Pool 5.000% 3/1/17–4/1/46 687,744 760,035
3,4 Fannie Mae Pool 5.500% 11/1/16–2/1/42 543,178 609,323
3,4 Fannie Mae Pool 6.000% 4/1/16–5/1/41 353,456 403,437
3,4 Fannie Mae Pool 6.500% 4/1/16–10/1/39 105,296 121,453
3,4 Fannie Mae Pool 7.000% 5/1/16–11/1/38 34,838 40,047
3,4 Fannie Mae Pool 7.500% 7/1/16–12/1/32 2,934 3,275
3,4 Fannie Mae Pool 8.000% 7/1/17–9/1/31 1,019 1,140
3,4 Fannie Mae Pool 8.500% 11/1/18–5/1/32 446 511
3,4 Fannie Mae Pool 9.000% 2/1/17–8/1/30 108 118
3,4 Fannie Mae Pool 9.500% 3/1/17–11/1/25 145 168
3,4 Fannie Mae Pool 10.000% 10/1/16–12/1/17 1 1
3,4 Freddie Mac Gold Pool 2.000% 1/1/28–1/1/29 51,702 52,108
3,4,5Freddie Mac Gold Pool 2.500% 4/1/27–3/1/43 673,183 692,368
3,4,5Freddie Mac Gold Pool 3.000% 3/1/21–4/1/46 1,643,738 1,700,444
3,4,5Freddie Mac Gold Pool 3.500% 12/1/20–4/1/46 2,277,973 2,391,594
3,4,5Freddie Mac Gold Pool 4.000% 3/1/18–4/1/46 1,525,663 1,631,232
3,4,5Freddie Mac Gold Pool 4.500% 12/1/17–4/1/46 745,897 809,846
3,4,5Freddie Mac Gold Pool 5.000% 12/1/16–4/1/46 412,013 450,765
3,4 Freddie Mac Gold Pool 5.500% 4/1/16–6/1/41 331,587 369,628
3,4 Freddie Mac Gold Pool 6.000% 4/1/16–5/1/40 193,897 219,897
3,4 Freddie Mac Gold Pool 6.500% 4/1/16–9/1/39 56,216 65,166
3,4 Freddie Mac Gold Pool 7.000% 4/1/16–12/1/38 20,885 24,264
3,4 Freddie Mac Gold Pool 7.500% 5/1/16–2/1/32 1,692 1,946
3,4 Freddie Mac Gold Pool 8.000% 4/1/20–1/1/32 1,777 2,017
3,4 Freddie Mac Gold Pool 8.500% 3/1/21–7/1/31 340 388
3,4 Freddie Mac Gold Pool 9.000% 7/1/20–3/1/31 256 288
3,4 Freddie Mac Gold Pool 9.500% 2/1/17–6/1/25 31 34
3,4 Freddie Mac Gold Pool 10.000% 11/1/16–4/1/25 3 3
3,4 Freddie Mac Non Gold Pool 8.000% 2/1/17–6/1/17 1 1
3,4 Freddie Mac Non Gold Pool 8.500% 6/1/18 3 3
3,4 Freddie Mac Non Gold Pool 9.500% 3/1/20 2 2
4 Ginnie Mae I Pool 3.000% 1/15/26–6/15/45 267,913 278,041
4,5 Ginnie Mae I Pool 3.500% 11/15/25–4/1/46 337,124 356,580
4,5 Ginnie Mae I Pool 4.000% 8/15/18–4/1/46 406,927 436,138
4,5 Ginnie Mae I Pool 4.500% 5/15/18–4/1/46 396,432 433,451
4 Ginnie Mae I Pool 4.750% 8/15/33 13 14
4 Ginnie Mae I Pool 5.000% 1/15/17–4/15/41 239,340 265,416
4 Ginnie Mae I Pool 5.500% 2/15/17–2/15/41 130,545 147,119
4 Ginnie Mae I Pool 6.000% 7/15/16–6/15/41 98,367 111,318
4 Ginnie Mae I Pool 6.500% 9/15/23–1/15/39 25,631 29,172
4 Ginnie Mae I Pool 7.000% 9/15/22–9/15/36 6,387 7,202
4 Ginnie Mae I Pool 7.250% 9/15/25 30 32
4 Ginnie Mae I Pool 7.500% 5/15/17–6/15/32 2,919 3,227
4 Ginnie Mae I Pool 7.750% 2/15/30 2 2
4 Ginnie Mae I Pool 8.000% 1/15/17–12/15/30 1,933 2,160
4 Ginnie Mae I Pool 8.250% 6/15/27 1 2
4 Ginnie Mae I Pool 8.500% 1/15/17–3/15/31 417 442
4 Ginnie Mae I Pool 9.000% 6/15/16–1/15/31 428 453
4 Ginnie Mae I Pool 9.500% 7/15/16–9/15/25 132 146
4 Ginnie Mae I Pool 10.000% 2/15/18–2/15/25 30 32
4 Ginnie Mae I Pool 10.500% 9/15/17–4/15/25 20 20
4 Ginnie Mae II Pool 2.500% 6/20/27–1/20/43 34,615 35,799
4,5 Ginnie Mae II Pool 3.000% 10/20/26–4/1/46 1,424,829 1,481,803
4,5 Ginnie Mae II Pool 3.500% 9/20/25–4/1/46 2,989,400 3,164,589
4,5 Ginnie Mae II Pool 4.000% 9/20/25–4/1/46 1,614,690 1,732,380
4,5 Ginnie Mae II Pool 4.500% 4/20/18–4/1/46 849,730 915,692
4 Ginnie Mae II Pool 5.000%  12/20/32–11/20/44 403,631 443,852

 

 

4 Ginnie Mae II Pool 5.500% 8/20/23–4/20/45 133,433 147,384
4 Ginnie Mae II Pool 6.000% 7/20/23–12/20/41 50,938 57,230
4 Ginnie Mae II Pool 6.500% 12/20/23–9/20/40 21,883 24,831
4 Ginnie Mae II Pool 7.000% 3/20/28–11/20/38 4,240 4,876
4 Ginnie Mae II Pool 7.500% 8/20/30 5 6
4 Ginnie Mae II Pool 8.500% 10/20/30 11 13
          31,876,485
Nonconventional Mortgage-Backed Securities (0.3%)        
3,4,6Fannie Mae Pool 1.581% 4/1/37 1,833 1,904
3,4,6Fannie Mae Pool 2.007% 7/1/34 329 350
3,4,6Fannie Mae Pool 2.052% 9/1/37 2,054 2,200
3,4,6Fannie Mae Pool 2.114% 12/1/41 4,225 4,344
3,4 Fannie Mae Pool 2.115% 3/1/43 9,421 9,598
3,4 Fannie Mae Pool 2.187% 6/1/43 8,100 8,297
3,4 Fannie Mae Pool 2.188% 6/1/42 6,239 6,504
3,4,6Fannie Mae Pool 2.208% 1/1/35 216 224
3,4 Fannie Mae Pool 2.214% 9/1/42 6,358 6,628
3,4 Fannie Mae Pool 2.237% 10/1/42 5,470 5,612
3,4 Fannie Mae Pool 2.266% 7/1/43 10,909 11,087
3,4,6Fannie Mae Pool 2.327% 12/1/35 9 9
3,4,6Fannie Mae Pool 2.335% 2/1/37 4 4
3,4,6Fannie Mae Pool 2.341% 8/1/35 1,964 2,089
3,4,6Fannie Mae Pool 2.360% 6/1/37 1,429 1,509
3,4,6Fannie Mae Pool 2.366% 4/1/36 263 277
3,4,6Fannie Mae Pool 2.383% 10/1/34 21 22
3,4,6Fannie Mae Pool 2.385% 5/1/40 1,221 1,285
3,4 Fannie Mae Pool 2.387% 7/1/42 7,159 7,374
3,4 Fannie Mae Pool 2.399% 5/1/42 11,076 11,517
3,4,6Fannie Mae Pool 2.410% 9/1/40 2,638 2,800
3,4,6Fannie Mae Pool 2.415% 6/1/36 47 49
3,4,6Fannie Mae Pool 2.424% 1/1/35 6 6
3,4 Fannie Mae Pool 2.425% 5/1/43 16,029 16,410
3,4,6Fannie Mae Pool 2.427% 7/1/35 1,023 1,076
3,4,6Fannie Mae Pool 2.431% 4/1/37 284 299
3,4 Fannie Mae Pool 2.440% 10/1/42 6,296 6,478
3,4,6Fannie Mae Pool 2.441% 12/1/33 591 628
3,4,6Fannie Mae Pool 2.445% 7/1/39 501 522
3,4,6Fannie Mae Pool 2.450% 7/1/37 486 519
3,4,6Fannie Mae Pool 2.452% 8/1/40 3,144 3,298
3,4,6Fannie Mae Pool 2.453% 11/1/33 362 386
3,4,6Fannie Mae Pool 2.458% 7/1/36–9/1/43 1,923 1,984
3,4,6Fannie Mae Pool 2.463% 4/1/37 393 424
3,4,6Fannie Mae Pool 2.482% 9/1/34 787 821
3,4,6Fannie Mae Pool 2.485% 11/1/36 901 956
3,4,6Fannie Mae Pool 2.487% 7/1/38 423 448
3,4,6Fannie Mae Pool 2.501% 5/1/36 107 114
3,4,6Fannie Mae Pool 2.502% 12/1/36 16 16
3,4,6Fannie Mae Pool 2.517% 5/1/33–9/1/33 15 15
3,4,6Fannie Mae Pool 2.519% 2/1/36 1,526 1,553
3,4,6Fannie Mae Pool 2.524% 5/1/40 805 836
3,4,6Fannie Mae Pool 2.527% 8/1/37 2,346 2,475
3,4,6Fannie Mae Pool 2.534% 10/1/39 1,198 1,247
3,4,6Fannie Mae Pool 2.544% 10/1/40 3,690 3,890
3,4,6Fannie Mae Pool 2.553% 5/1/42 663 691
3,4,6Fannie Mae Pool 2.559% 7/1/42 2,172 2,306
3,4,6Fannie Mae Pool 2.573% 12/1/40 2,413 2,542
3,4,6Fannie Mae Pool 2.576% 7/1/38–11/1/39 1,143 1,200

 

 

3,4,6Fannie Mae Pool 2.583% 4/1/36 650 670
3,4,6Fannie Mae Pool 2.598% 5/1/35 1,349 1,418
3,4,6Fannie Mae Pool 2.599% 12/1/41 4,183 4,464
3,4 Fannie Mae Pool 2.618% 11/1/41 4,124 4,388
3,4,6Fannie Mae Pool 2.626% 12/1/35 1,489 1,578
3,4,6Fannie Mae Pool 2.634% 1/1/37 2,010 2,156
3,4,6Fannie Mae Pool 2.650% 11/1/32 16 17
3,4,6Fannie Mae Pool 2.670% 11/1/40 1,513 1,592
3,4,6Fannie Mae Pool 2.675% 10/1/40 2,528 2,661
3,4,6Fannie Mae Pool 2.676% 12/1/40 1,803 1,903
3,4,6Fannie Mae Pool 2.683% 11/1/34 889 933
3,4,6Fannie Mae Pool 2.685% 9/1/33–12/1/40 5,166 5,447
3,4,6Fannie Mae Pool 2.690% 11/1/36 32 34
3,4 Fannie Mae Pool 2.701% 1/1/42 3,772 3,991
3,4,6Fannie Mae Pool 2.707% 10/1/37 67 72
3,4,6Fannie Mae Pool 2.710% 11/1/35–1/1/40 1,786 1,854
3,4,6Fannie Mae Pool 2.723% 4/1/37 101 107
3,4,6Fannie Mae Pool 2.725% 2/1/36 890 949
3,4 Fannie Mae Pool 2.732% 12/1/43 5,770 5,959
3,4,6Fannie Mae Pool 2.739% 3/1/41 3,258 3,477
3,4,6Fannie Mae Pool 2.749% 2/1/41 1,582 1,586
3,4 Fannie Mae Pool 2.758% 3/1/42 6,133 6,415
3,4 Fannie Mae Pool 2.768% 1/1/42 4,182 4,380
3,4 Fannie Mae Pool 2.786% 11/1/41 4,051 4,365
3,4,6Fannie Mae Pool 2.793% 1/1/37 75 79
3,4,6Fannie Mae Pool 2.797% 1/1/35 1,522 1,633
3,4,6Fannie Mae Pool 2.827% 3/1/41 3,830 4,027
3,4 Fannie Mae Pool 2.887% 12/1/40 2,022 2,125
3,4,6Fannie Mae Pool 2.912% 3/1/42 1,899 2,026
3,4,6Fannie Mae Pool 2.938% 10/1/36 956 1,036
3,4 Fannie Mae Pool 2.941% 9/1/43 8,796 9,193
3,4,6Fannie Mae Pool 3.047% 2/1/42 3,803 4,047
3,4 Fannie Mae Pool 3.052% 2/1/41 2,038 2,146
3,4 Fannie Mae Pool 3.149% 2/1/41 1,921 2,025
3,4,6Fannie Mae Pool 3.190% 5/1/41 2,678 2,826
3,4 Fannie Mae Pool 3.353% 8/1/42 6,007 6,222
3,4 Fannie Mae Pool 3.564% 4/1/41 3,653 3,815
3,4 Fannie Mae Pool 3.569% 7/1/41 6,711 7,142
3,4 Fannie Mae Pool 3.580% 8/1/39 1,183 1,293
3,4 Fannie Mae Pool 3.582% 6/1/41 951 1,022
3,4 Fannie Mae Pool 3.756% 6/1/41 3,736 3,989
3,4 Fannie Mae Pool 3.833% 9/1/40 4,468 4,738
3,4,6Fannie Mae Pool 3.925% 8/1/39 3,006 3,108
3,4,6Fannie Mae Pool 4.065% 11/1/39 1,376 1,449
3,4,6Fannie Mae Pool 4.285% 12/1/39 2,397 2,493
3,4 Fannie Mae Pool 4.855% 3/1/38 537 553
3,4 Fannie Mae Pool 5.287% 5/1/36 91 92
3,4 Fannie Mae Pool 5.520% 4/1/37 1,127 1,185
3,4 Fannie Mae Pool 5.592% 10/1/37 1,688 1,752
3,4 Fannie Mae Pool 5.758% 12/1/37 1,230 1,334
3,4,6Fannie Mae Pool 6.076% 10/1/37 2,057 2,140
3,4,6Freddie Mac Non Gold Pool 1.735% 10/1/37 57 58
3,4,6Freddie Mac Non Gold Pool 1.895% 6/1/37 1,813 1,861
3,4,6Freddie Mac Non Gold Pool 1.990% 5/1/37 114 121
3,4,6Freddie Mac Non Gold Pool 2.167% 8/1/37 91 94
3,4,6Freddie Mac Non Gold Pool 2.265% 1/1/37 1,839 1,943
3,4,6Freddie Mac Non Gold Pool 2.282% 3/1/37 581 614

 

 

3,4 Freddie Mac Non Gold Pool 2.334% 5/1/42 1,184 1,214
3,4,6Freddie Mac Non Gold Pool 2.375% 4/1/33–5/1/38 214 225
3,4,6Freddie Mac Non Gold Pool 2.390% 4/1/35 99 104
3,4,6Freddie Mac Non Gold Pool 2.467% 4/1/37 36 37
3,4,6Freddie Mac Non Gold Pool 2.479% 7/1/35 853 900
3,4,6Freddie Mac Non Gold Pool 2.492% 10/1/37 1,309 1,382
3,4,6Freddie Mac Non Gold Pool 2.500% 6/1/34–1/1/38 2,049 2,168
3,4,6Freddie Mac Non Gold Pool 2.505% 5/1/40 814 856
3,4,6Freddie Mac Non Gold Pool 2.515% 12/1/36 723 770
3,4,6Freddie Mac Non Gold Pool 2.523% 6/1/36 10 10
3,4,6Freddie Mac Non Gold Pool 2.531% 11/1/36 455 471
3,4 Freddie Mac Non Gold Pool 2.560% 11/1/43 2,229 2,300
3,4 Freddie Mac Non Gold Pool 2.571% 2/1/42 2,365 2,481
3,4,6Freddie Mac Non Gold Pool 2.573% 5/1/40 706 737
3,4,6Freddie Mac Non Gold Pool 2.586% 12/1/34 35 37
3,4,6Freddie Mac Non Gold Pool 2.587% 12/1/34 1,203 1,259
3,4,6Freddie Mac Non Gold Pool 2.594% 3/1/36–6/1/37 1,485 1,586
3,4,6Freddie Mac Non Gold Pool 2.602% 1/1/35 246 266
3,4,6Freddie Mac Non Gold Pool 2.612% 12/1/36 1,535 1,596
3,4,6Freddie Mac Non Gold Pool 2.619% 12/1/40 3,548 3,678
3,4,6Freddie Mac Non Gold Pool 2.621% 11/1/34 1,578 1,657
3,4,6Freddie Mac Non Gold Pool 2.630% 6/1/40 1,523 1,567
3,4,6Freddie Mac Non Gold Pool 2.631% 6/1/40 1,583 1,656
3,4,6Freddie Mac Non Gold Pool 2.634% 12/1/34–12/1/35 1,138 1,201
3,4,6Freddie Mac Non Gold Pool 2.635% 7/1/38 815 828
3,4,6Freddie Mac Non Gold Pool 2.636% 3/1/36 13 13
3,4,6Freddie Mac Non Gold Pool 2.642% 3/1/37 309 328
3,4,6Freddie Mac Non Gold Pool 2.653% 2/1/37 397 423
3,4,6Freddie Mac Non Gold Pool 2.656% 5/1/33–3/1/37 141 147
3,4,6Freddie Mac Non Gold Pool 2.717% 1/1/37 852 904
3,4,6Freddie Mac Non Gold Pool 2.731% 6/1/37 1,354 1,444
3,4 Freddie Mac Non Gold Pool 2.753% 2/1/42 2,999 3,136
3,4,6Freddie Mac Non Gold Pool 2.755% 11/1/40–12/1/40 2,344 2,430
3,4,6Freddie Mac Non Gold Pool 2.762% 11/1/40 2,259 2,332
3,4,6Freddie Mac Non Gold Pool 2.772% 6/1/41 270 275
3,4 Freddie Mac Non Gold Pool 2.774% 1/1/41 3,953 4,145
3,4,6Freddie Mac Non Gold Pool 2.776% 11/1/33 3 4
3,4,6Freddie Mac Non Gold Pool 2.798% 3/1/37 103 103
3,4,6Freddie Mac Non Gold Pool 2.928% 3/1/41 1,109 1,179
3,4,6Freddie Mac Non Gold Pool 2.946% 3/1/37 1,417 1,508
3,4,6Freddie Mac Non Gold Pool 2.966% 10/1/36 1,086 1,176
3,4,6Freddie Mac Non Gold Pool 2.976% 2/1/36 570 584
3,4,6Freddie Mac Non Gold Pool 3.025% 2/1/41 925 984
3,4,6Freddie Mac Non Gold Pool 3.035% 2/1/41 4,116 4,380
3,4 Freddie Mac Non Gold Pool 3.065% 1/1/41 755 797
3,4 Freddie Mac Non Gold Pool 3.114% 6/1/41 1,625 1,682
3,4 Freddie Mac Non Gold Pool 3.444% 3/1/42 2,849 3,024
3,4 Freddie Mac Non Gold Pool 3.577% 6/1/40 3,203 3,389
3,4 Freddie Mac Non Gold Pool 3.672% 9/1/40 2,984 3,164
3,4 Freddie Mac Non Gold Pool 4.065% 12/1/39 607 650
3,4 Freddie Mac Non Gold Pool 5.253% 3/1/38 1,894 2,009
3,4 Freddie Mac Non Gold Pool 5.631% 9/1/37 1,457 1,496
3,4 Freddie Mac Non Gold Pool 5.861% 5/1/37 2,141 2,199
3,4 Freddie Mac Non Gold Pool 6.140% 12/1/36 1,104 1,182
3,4 Freddie Mac Non Gold Pool 6.282% 8/1/37 473 502
4,6 Ginnie Mae II Pool 1.750% 6/20/29–4/20/41 1,343 1,390
4,6 Ginnie Mae II Pool 2.000% 10/20/38–6/20/43 24,958 25,999

 

 

4,6 Ginnie Mae II Pool 2.250% 5/20/41 1,680 1,767
4,6 Ginnie Mae II Pool 2.500% 1/20/41–1/20/42 18,736 19,066
4,5,6Ginnie Mae II Pool 3.000% 7/20/38–11/20/41 11,427 12,039
4,5,6Ginnie Mae II Pool 3.500% 1/20/41–1/20/44 19,974 20,851
4,5 Ginnie Mae II Pool 4.000% 4/20/41–10/20/41 5,137 5,430
          434,537
Total U.S. Government and Agency Obligations (Cost $97,120,937)     100,138,477
Asset-Backed/Commercial Mortgage-Backed Securities (2.8%)      
4 AEP Texas Central Transition Funding II LLC        
  2006-A 5.170% 1/1/18 2,206 2,284
4 Ally Auto Receivables Trust 2013-2 0.790% 1/15/18 565 565
4 Ally Auto Receivables Trust 2013-2 1.240% 11/15/18 1,125 1,124
4 Ally Auto Receivables Trust 2014-1 0.970% 10/15/18 3,234 3,232
4 Ally Auto Receivables Trust 2014-1 1.530% 4/15/19 1,675 1,676
4 Ally Auto Receivables Trust 2014-3 1.280% 6/17/19 5,000 5,003
4 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 2,000 2,008
4 Ally Auto Receivables Trust 2014-SN1 0.750% 2/21/17 1,385 1,384
4 Ally Auto Receivables Trust 2014-SN1 0.950% 6/20/18 2,275 2,273
4 Ally Auto Receivables Trust 2014-SN2 1.030% 9/20/17 4,025 4,022
4 Ally Auto Receivables Trust 2014-SN2 1.210% 2/20/19 2,875 2,871
4 Ally Auto Receivables Trust 2015-1 1.390% 9/16/19 1,700 1,703
4 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 1,750 1,758
4 Ally Auto Receivables Trust 2015-2 1.490% 11/15/19 4,600 4,608
4 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 2,225 2,240
4 Ally Master Owner Trust Series 2014-4 1.430% 6/17/19 5,475 5,467
4 Ally Master Owner Trust Series 2015-3 1.630% 5/15/20 7,725 7,720
4 American Express Credit Account Secured        
  Note Trust 2013-3 0.980% 5/15/19 1,516 1,515
4 American Express Credit Account Secured        
  Note Trust 2014-3 1.490% 4/15/20 8,200 8,232
4 American Express Credit Account Secured        
  Note Trust 2014-4 1.430% 6/15/20 4,550 4,572
4 AmeriCredit Automobile Receivables Trust        
  2013-3 0.920% 4/9/18 452 452
4 AmeriCredit Automobile Receivables Trust        
  2013-4 0.960% 4/9/18 205 205
4 AmeriCredit Automobile Receivables Trust        
  2013-5 0.900% 9/10/18 496 496
4 AmeriCredit Automobile Receivables Trust        
  2013-5 1.520% 1/8/19 600 600
4 AmeriCredit Automobile Receivables Trust        
  2014-1 0.900% 2/8/19 534 534
4 AmeriCredit Automobile Receivables Trust        
  2014-1 1.680% 7/8/19 550 550
4 AmeriCredit Automobile Receivables Trust        
  2014-2 0.940% 2/8/19 1,632 1,629
4 AmeriCredit Automobile Receivables Trust        
  2014-3 1.150% 6/10/19 2,800 2,795
4 AmeriCredit Automobile Receivables Trust        
  2015-2 1.270% 1/8/20 3,700 3,689
4 Banc of America Commercial Mortgage Trust        
  2006-2 5.968% 5/10/45 3,290 3,291
4 Banc of America Commercial Mortgage Trust        
  2006-3 5.889% 7/10/44 488 488
4 Banc of America Commercial Mortgage Trust        
  2006-5 5.448% 9/10/47 2,175 2,209

 

 

4 Banc of America Commercial Mortgage Trust        
2008-1 6.219% 2/10/51 16,434 17,290
4 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.429% 9/15/48 2,350 2,485
4 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.705% 9/15/48 4,100 4,389
7 Banco Bilbao Vizcaya Argentaria SA 5.750% 7/20/17 1,975 2,082
Bank of Nova Scotia 2.125% 9/11/19 10,900 11,061
Bank of Nova Scotia 1.850% 4/14/20 25,000 25,083
4 Barclays Dryrock Issuance Trust 2015-2 1.560% 3/15/21 4,525 4,534
4 Bear Stearns Commercial Mortgage Securities        
Trust 2006-PWR12 5.797% 9/11/38 19 19
4 Bear Stearns Commercial Mortgage Securities        
Trust 2006-PWR13 5.582% 9/11/41 1,625 1,643
4 Bear Stearns Commercial Mortgage Securities        
Trust 2007-PWR16 5.721% 6/11/40 7,060 7,259
4 Bear Stearns Commercial Mortgage Securities        
Trust 2007-PWR17 5.694% 6/11/50 25,765 26,554
4 Bear Stearns Commercial Mortgage Securities        
Trust 2007-PWR17 5.885% 6/11/50 7,588 7,918
4 Bear Stearns Commercial Mortgage Securities        
Trust 2007-PWR18 5.700% 6/11/50 10,400 10,715
4 Bear Stearns Commercial Mortgage Securities        
Trust 2007-TOP26 5.471% 1/12/45 5,035 5,142
4 Bear Stearns Commercial Mortgage Securities        
Trust 2007-TOP26 5.513% 1/12/45 6,500 6,680
4 Bear Stearns Commercial Mortgage Securities        
Trust 2007-TOP28 5.742% 9/11/42 15,270 15,851
4 BMW Vehicle Owner Trust 2014-A 0.970% 11/26/18 5,100 5,098
4 BMW Vehicle Owner Trust 2014-A 1.500% 2/25/21 3,400 3,407
4 BMW Vehicle Owner Trust 2015-1 1.240% 12/20/17 5,950 5,952
4 BMW Vehicle Owner Trust 2015-2 1.400% 2/20/19 5,800 5,805
4 BMW Vehicle Owner Trust 2015-2 1.550% 2/20/19 2,075 2,072
4 Capital Auto Receivables Asset Trust 2013-3 1.310% 12/20/17 1,047 1,048
4 Capital Auto Receivables Asset Trust 2013-3 1.680% 4/20/18 1,605 1,607
4 Capital Auto Receivables Asset Trust 2013-4 1.090% 3/20/18 1,804 1,804
4 Capital Auto Receivables Asset Trust 2013-4 1.470% 7/20/18 1,300 1,302
4 Capital Auto Receivables Asset Trust 2013-4 2.060% 10/22/18 1,430 1,436
4 Capital Auto Receivables Asset Trust 2014-1 1.320% 6/20/18 3,266 3,267
4 Capital Auto Receivables Asset Trust 2014-1 1.690% 10/22/18 785 786
4 Capital Auto Receivables Asset Trust 2014-1 2.220% 1/22/19 1,042 1,043
4 Capital Auto Receivables Asset Trust 2014-2 0.910% 4/20/17 192 192
4 Capital Auto Receivables Asset Trust 2014-2 1.260% 5/21/18 1,375 1,375
4 Capital Auto Receivables Asset Trust 2014-2 1.620% 10/22/18 1,100 1,101
4 Capital Auto Receivables Asset Trust 2014-3 1.480% 11/20/18 2,100 2,101
4 Capital Auto Receivables Asset Trust 2014-3 1.830% 4/22/19 1,400 1,403
4 Capital Auto Receivables Asset Trust 2015-1 1.610% 6/20/19 11,475 11,463
4 Capital Auto Receivables Asset Trust 2015-1 1.860% 10/21/19 2,000 2,003
4 Capital Auto Receivables Asset Trust 2015-2 1.730% 9/20/19 5,800 5,806
4 Capital Auto Receivables Asset Trust 2015-3 1.720% 1/22/19 5,025 5,035
4 Capital Auto Receivables Asset Trust 2015-3 1.940% 1/21/20 5,025 5,038
4 Capital Auto Receivables Asset Trust 2015-3 1.970% 1/21/20 2,900 2,906
4 Capital Auto Receivables Asset Trust 2015-3 2.130% 5/20/20 3,000 3,016
4 Capital Auto Receivables Asset Trust 2015-4 1.830% 3/20/20 4,550 4,556
4 Capital Auto Receivables Asset Trust 2015-4 2.010% 7/20/20 2,950 2,957
4 Capital One Multi-asset Execution Trust 2007-        
A7 5.750% 7/15/20 10,300 10,960

 

 

4 Capital One Multi-Asset Execution Trust 2014-        
A2 1.260% 1/15/20 1,925 1,922
4 Capital One Multi-Asset Execution Trust 2014-        
A5 1.480% 7/15/20 7,000 7,031
4 Capital One Multi-Asset Execution Trust 2015-        
A2 2.080% 3/15/23 12,000 12,195
4 Capital One Multi-asset Execution Trust 2015-        
A5 1.600% 5/17/21 5,675 5,714
4 Capital One Multi-asset Execution Trust 2015-        
A8 2.050% 8/15/23 8,200 8,294
4 Carmax Auto Owner Trust 2012-3 0.790% 4/16/18 2,439 2,437
4 Carmax Auto Owner Trust 2013-2 0.640% 1/16/18 908 907
4 Carmax Auto Owner Trust 2013-2 0.840% 11/15/18 1,502 1,496
4 Carmax Auto Owner Trust 2013-3 0.970% 4/16/18 1,602 1,601
4 Carmax Auto Owner Trust 2013-3 1.490% 1/15/19 2,180 2,184
4 Carmax Auto Owner Trust 2013-4 0.800% 7/16/18 752 751
4 Carmax Auto Owner Trust 2013-4 1.280% 5/15/19 550 550
4 Carmax Auto Owner Trust 2014-1 0.790% 10/15/18 1,295 1,293
4 Carmax Auto Owner Trust 2014-1 1.320% 7/15/19 1,120 1,118
4 Carmax Auto Owner Trust 2014-2 0.980% 1/15/19 3,276 3,271
4 Carmax Auto Owner Trust 2014-2 1.610% 10/15/19 2,000 2,004
4 Carmax Auto Owner Trust 2014-3 1.160% 6/17/19 3,275 3,274
4 Carmax Auto Owner Trust 2014-3 1.730% 2/18/20 1,625 1,631
4 Carmax Auto Owner Trust 2014-4 1.250% 11/15/19 6,650 6,652
4 Carmax Auto Owner Trust 2015-2 1.370% 3/16/20 3,400 3,399
4 Carmax Auto Owner Trust 2015-2 1.800% 3/15/21 1,575 1,585
4 Carmax Auto Owner Trust 2015-3 1.630% 5/15/20 5,750 5,780
4 Carmax Auto Owner Trust 2015-3 1.980% 2/16/21 1,300 1,312
4 Carmax Auto Owner Trust 2015-4 1.560% 11/16/20 4,400 4,413
4 Carmax Auto Owner Trust 2015-4 1.830% 6/15/21 2,050 2,062
4 CD 2006-CD3 Mortgage Trust 5.617% 10/15/48 6,791 6,786
4 CD 2007-CD5 Mortgage Trust 5.886% 11/15/44 15,745 16,320
4 CenterPoint Energy Transition Bond Co. II LLC        
2005-A 5.170% 8/1/19 771 791
4 CenterPoint Energy Transition Bond Co. II LLC        
2005-A 5.302% 8/1/20 1,184 1,294
4 CenterPoint Energy Transition Bond Co. IV LLC        
2012-1 3.028% 10/15/25 9,483 10,087
4 CFCRE Commercial Mortgage Trust 2016-C3 3.865% 1/10/48 5,800 6,255
4 Chase Issuance Trust 2012-A4 1.580% 8/16/21 8,596 8,616
4 Chase Issuance Trust 2012-A7 2.160% 9/16/24 20,440 20,536
4 Chase Issuance Trust 2013-A1 1.300% 2/18/20 13,650 13,688
4 Chase Issuance Trust 2013-A8 1.010% 10/15/18 10,225 10,219
4 Chase Issuance Trust 2014-A1 1.150% 1/15/19 14,400 14,379
4 Chase Issuance Trust 2014-A2 2.770% 3/15/23 11,150 11,606
4 Chase Issuance Trust 2014-A6 1.260% 7/15/19 13,700 13,697
4 Chase Issuance Trust 2014-A7 1.380% 11/15/19 11,225 11,261
4 Chase Issuance Trust 2015-A2 1.590% 2/18/20 25,052 25,241
4 Chase Issuance Trust 2015-A4 1.840% 4/15/22 8,400 8,469
4 Chase Issuance Trust 2015-A5 1.360% 4/15/20 16,950 17,000
4 Citibank Credit Card Issuance Trust 2007-A8 5.650% 9/20/19 10,600 11,272
4 Citibank Credit Card Issuance Trust 2008-A1 5.350% 2/7/20 11,546 12,392
4 Citibank Credit Card Issuance Trust 2014-A1 2.880% 1/23/23 10,460 10,926
4 Citibank Credit Card Issuance Trust 2014-A4 1.230% 4/24/19 18,050 18,006
4 Citibank Credit Card Issuance Trust 2014-A5 2.680% 6/7/23 12,342 12,792
4 Citibank Credit Card Issuance Trust 2014-A6 2.150% 7/15/21 27,675 28,245
4 Citibank Credit Card Issuance Trust 2014-A8 1.730% 4/9/20 16,450 16,598

 

 

4 Citigroup Commercial Mortgage Trust 2006-C4 6.085% 3/15/49 184 183
4 Citigroup Commercial Mortgage Trust 2006-C5 5.431% 10/15/49 3,444 3,473
4 Citigroup Commercial Mortgage Trust 2006-C5 5.462% 10/15/49 3,375 3,428
4 Citigroup Commercial Mortgage Trust 2007-C6 5.705% 12/10/49 20,075 20,535
4 Citigroup Commercial Mortgage Trust 2008-C7 6.137% 12/10/49 18,814 19,539
4 Citigroup Commercial Mortgage Trust 2012-        
GC8 3.024% 9/10/45 5,450 5,658
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.093% 4/10/46 3,165 3,285
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.422% 4/10/46 2,000 2,062
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.161% 9/10/46 2,900 2,989
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.942% 9/10/46 1,200 1,288
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.371% 9/10/46 1,975 2,210
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.649% 9/10/46 2,875 3,195
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 3.675% 11/10/46 875 930
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.131% 11/10/46 2,900 3,202
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.544% 11/10/46 1,150 1,268
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 5.095% 11/10/46 1,150 1,290
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 2.790% 3/10/47 1,840 1,886
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 3.552% 3/10/47 1,150 1,217
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.023% 3/10/47 1,700 1,859
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.345% 3/10/47 1,425 1,530
4 Citigroup Commercial Mortgage Trust 2014-        
GC21 3.477% 5/10/47 625 663
4 Citigroup Commercial Mortgage Trust 2014-        
GC21 3.855% 5/10/47 3,025 3,275
4 Citigroup Commercial Mortgage Trust 2014-        
GC21 4.328% 5/10/47 2,450 2,630
4 Citigroup Commercial Mortgage Trust 2014-        
GC23 3.622% 7/10/47 3,875 4,122
4 Citigroup Commercial Mortgage Trust 2014-        
GC25 3.635% 10/10/47 8,525 9,007
4 Citigroup Commercial Mortgage Trust 2015-        
GC27 3.137% 2/10/48 11,450 11,661
4 Citigroup Commercial Mortgage Trust 2015-        
GC27 3.571% 2/10/48 4,550 4,672
4 Citigroup Commercial Mortgage Trust 2015-        
GC29 2.674% 4/10/48 2,275 2,331
4 Citigroup Commercial Mortgage Trust 2015-        
GC29 3.192% 4/10/48 9,075 9,299
4 Citigroup Commercial Mortgage Trust 2015-        
GC29 3.758% 4/10/48 4,365 4,422
4 Citigroup Commercial Mortgage Trust 2015-        
GC31 3.762% 6/10/48 4,625 4,954

 

 

4 Citigroup Commercial Mortgage Trust 2015-        
  GC33 3.778% 9/10/58 5,725 6,127
4 Citigroup Commercial Mortgage Trust 2016-        
  C32 3.616% 2/10/49 11,425 12,061
4 COBALT CMBS Commercial Mortgage Trust        
  2007-C2 5.484% 4/15/47 2,913 2,972
4 COBALT CMBS Commercial Mortgage Trust        
  2007-C3 5.762% 5/15/46 10,792 11,054
4 COMM 2006-C7 Mortgage Trust 5.844% 6/10/46 3,700 3,697
4 COMM 2007-C9 Mortgage Trust 5.813% 12/10/49 18,092 18,477
4 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 2,485 2,614
4 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 2,950 3,134
4,7 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 3,548 3,708
4 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 5,150 5,315
4 COMM 2012-CCRE5 Mortgage Trust 2.771% 12/10/45 1,500 1,541
4 COMM 2012-CR3 Mortgage Trust 2.822% 10/15/45 5,000 5,153
4 COMM 2013-CCRE11 Mortgage Trust 3.047% 10/10/46 1,430 1,472
4 COMM 2013-CCRE11 Mortgage Trust 3.660% 10/10/46 1,430 1,518
4 COMM 2013-CCRE11 Mortgage Trust 3.983% 10/10/46 1,910 2,094
4 COMM 2013-CCRE11 Mortgage Trust 4.258% 10/10/46 2,390 2,660
4 COMM 2013-CCRE11 Mortgage Trust 4.715% 10/10/46 1,430 1,614
4 COMM 2013-CCRE12 Mortgage Trust 1.295% 10/10/46 783 780
4 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 1,700 1,746
4 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 1,700 1,801
4 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 2,275 2,451
4 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 1,700 1,869
4 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 1,150 1,259
4 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 575 614
4 COMM 2013-CCRE13 Mortgage Trust 1.259% 11/10/18 549 547
4 COMM 2013-CCRE13 Mortgage Trust 3.039% 12/10/18 875 901
4 COMM 2013-CCRE13 Mortgage Trust 3.706% 10/10/23 575 617
4 COMM 2013-CCRE13 Mortgage Trust 4.449% 12/10/23 1,750 1,931
4 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 2,908 3,026
4 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 2,300 2,413
4 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 3,262 3,496
4 COMM 2013-CCRE9 Mortgage Trust 4.231% 7/10/45 4,060 4,541
4 COMM 2013-CR10 Mortgage Trust 4.210% 8/10/46 1,120 1,247
4 COMM 2013-CR13 Mortgage Trust 4.194% 11/10/23 5,850 6,512
4 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 1,680 1,728
4 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 1,680 1,874
4 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 5,246 5,424
4 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 2,547 2,623
4 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 2,375 2,446
4 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 1,950 2,163
4 COMM 2014-CCRE14 Mortgage Trust 4.606% 2/10/47 1,175 1,222
4 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 4,124 4,235
4 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 1,422 1,502
4 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 2,641 2,907
4 COMM 2014-CCRE15 Mortgage Trust 4.714% 2/10/47 1,320 1,471
4 COMM 2014-CCRE16 Mortgage Trust 3.653% 4/10/47 2,206 2,343
4 COMM 2014-CCRE16 Mortgage Trust 4.278% 4/10/47 2,950 3,225
4 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 8,400 9,096
4 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 2,250 2,422
4 COMM 2014-CCRE21 Mortgage Trust 3.095% 12/10/47 4,429 4,614
4 COMM 2014-CCRE21 Mortgage Trust 3.528% 12/10/47 8,575 9,116
4 COMM 2014-CR14 Mortgage Trust 4.236% 2/10/47 1,775 1,978
4 COMM 2014-CR17 Mortgage Trust 3.012% 5/10/47 2,800 2,885

 

 

4 COMM 2014-CR17 Mortgage Trust 3.598% 5/10/47 1,400 1,469
4 COMM 2014-CR17 Mortgage Trust 3.977% 5/10/47 2,225 2,436
4 COMM 2014-CR17 Mortgage Trust 4.377% 5/10/47 1,375 1,458
4 COMM 2014-CR18 Mortgage Trust 3.452% 7/15/47 4,315 4,531
4 COMM 2014-CR18 Mortgage Trust 3.828% 7/15/47 1,400 1,519
4 COMM 2014-CR18 Mortgage Trust 4.103% 7/15/47 1,845 1,994
4 COMM 2014-CR20 Mortgage Trust 3.590% 11/10/47 2,375 2,529
4 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 1,675 1,723
4 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 3,950 4,319
4 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 5,575 5,809
4 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 2,225 2,430
4 COMM 2014-LC19 Mortgage Trust 3.040% 2/10/48 1,150 1,181
4 COMM 2014-LC19 Mortgage Trust 3.183% 2/10/48 5,894 6,104
4 COMM 2014-LC19 Mortgage Trust 3.527% 2/10/48 2,687 2,791
4 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 1,129 1,155
4 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 981 1,032
4 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 2,533 2,739
4 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 709 761
4 COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 449 486
4 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 1,675 1,728
4 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 4,475 4,820
4 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 5,575 5,939
4 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 2,144 2,227
4 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 6,650 7,182
4 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 5,600 5,809
4 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 5,600 5,847
4 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 10,725 11,430
4 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 2,800 2,998
4 COMM 2015-CR22 Mortgage Trust 2.856% 3/10/48 2,850 2,929
4 COMM 2015-CR22 Mortgage Trust 3.309% 3/10/48 7,950 8,272
4 COMM 2015-CR22 Mortgage Trust 3.603% 3/10/48 2,850 2,954
4 COMM 2015-CR23 Mortgage Trust 3.257% 5/10/48 3,475 3,631
4 COMM 2015-CR23 Mortgage Trust 3.497% 5/10/48 5,219 5,506
4 COMM 2015-CR23 Mortgage Trust 3.801% 5/10/48 2,325 2,417
4 COMM 2015-CR25 Mortgage Trust 3.759% 8/10/48 5,725 6,161
4 COMM 2015-CR26 Mortgage Trust 3.630% 10/10/48 11,600 12,351
4 COMM 2015-CR27 Mortgage Trust 3.404% 10/10/48 5,900 6,231
4 COMM 2015-CR27 Mortgage Trust 3.612% 10/10/48 5,900 6,273
4 COMM 2016-CR28 Mortgage Trust 3.762% 2/10/49 8,575 9,195
4 COMM 2016-DC2 Mortgage Trust 3.550% 2/10/49 7,000 7,303
4 Commercial Mortgage Trust 2006-GG7 5.892% 7/10/38 403 404
4 Credit Suisse Commercial Mortgage Trust        
Series 2006-C4 5.509% 9/15/39 1,725 1,748
4 Credit Suisse Commercial Mortgage Trust        
Series 2006-C5 5.311% 12/15/39 13,082 13,225
4 Credit Suisse Commercial Mortgage Trust        
Series 2007-C1 5.383% 2/15/40 4,943 5,004
4 Credit Suisse Commercial Mortgage Trust        
Series 2007-C3 5.699% 6/15/39 15,672 15,874
4 CSAIL Commercial Mortgage Trust 2015-C1 3.505% 4/15/50 5,550 5,857
4 CSAIL Commercial Mortgage Trust 2015-C1 3.791% 4/15/50 2,825 2,986
4 CSAIL Commercial Mortgage Trust 2015-C1 4.044% 4/15/50 2,250 2,303
4 CSAIL Commercial Mortgage Trust 2015-C2 1.454% 6/15/57 4,101 4,089
4 CSAIL Commercial Mortgage Trust 2015-C2 3.504% 6/15/57 7,400 7,789
4 CSAIL Commercial Mortgage Trust 2015-C2 3.849% 6/15/57 2,900 3,047
4 CSAIL Commercial Mortgage Trust 2015-C3 3.448% 8/15/48 4,443 4,703
4 CSAIL Commercial Mortgage Trust 2015-C3 3.718% 8/15/48 5,700 6,093

 

 

4 CSAIL Commercial Mortgage Trust 2015-C3 4.111% 8/15/48 2,625 2,566
4 CSAIL Commercial Mortgage Trust 2015-C4 3.617% 11/15/48 2,950 3,136
4 CSAIL Commercial Mortgage Trust 2015-C4 3.808% 11/15/48 4,600 4,939
4 DBJPM 16-C1 3.276% 5/10/49 4,275 4,403
4 Discover Card Execution Note Trust 2007-A1 5.650% 3/16/20 14,891 15,824
4 Discover Card Execution Note Trust 2014-A3 1.220% 10/15/19 17,675 17,628
4 Discover Card Execution Note Trust 2014-A5 1.390% 4/15/20 16,025 16,094
4 Discover Card Execution Note Trust 2015-A2 1.900% 10/17/22 14,494 14,590
4 Discover Card Execution Note Trust 2015-A3 1.450% 3/15/21 11,575 11,614
4 Discover Card Execution Note Trust 2015-A4 2.190% 4/17/23 11,500 11,652
4 Discover Card Execution Note Trust 2016-A1 1.640% 7/15/21 17,900 18,000
3,4 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 2,160 2,345
3,4 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 8,412 9,236
3,4 Fannie Mae-Aces 2011-M4 3.726% 6/25/21 14,650 16,024
3,4 Fannie Mae-Aces 2012-M9 1.553% 4/25/22 1,286 1,293
3,4 Fannie Mae-Aces 2013-M12 2.395% 3/25/23 13,626 13,783
3,4 Fannie Mae-Aces 2013-M14 2.505% 4/25/23 16,811 17,242
3,4 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 17,850 19,096
3,4 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 1,000 1,046
3,4 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 5,600 5,671
3,4 Fannie Mae-Aces 2014-M1 2.323% 11/25/18 20,448 20,950
3,4 Fannie Mae-Aces 2014-M1 3.305% 7/25/23 22,275 23,920
3,4 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 11,300 11,598
3,4 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 16,850 17,553
3,4 Fannie Mae-Aces 2014-M13 1.637% 11/25/17 2,494 2,511
3,4 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 2,432 2,544
3,4 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 6,750 7,066
3,4 Fannie Mae-Aces 2014-M15 2.509% 7/25/22 6,200 6,359
3,4 Fannie Mae-Aces 2014-M2 1.916% 6/25/21 3,694 3,736
3,4 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 17,626 19,075
3,4 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 5,987 6,260
3,4 Fannie Mae-Aces 2014-M3 3.475% 1/25/24 7,825 8,513
3,4 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 8,175 8,828
3,4 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 19,990 20,812
3,4 Fannie Mae-Aces 2014-M7 3.248% 6/25/24 16,442 17,979
3,4 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 2,452 2,537
3,4 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 8,325 8,725
3,4 Fannie Mae-Aces 2014-M9 1.462% 4/25/17 11,201 11,231
3,4 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 10,459 11,029
3,4 Fannie Mae-Aces 2015-M1 1.626% 2/25/18 4,450 4,484
3,4 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 15,000 15,306
3,4 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 4,600 4,799
3,4 Fannie Mae-Aces 2015-M12 2.792% 5/25/25 11,600 11,859
3,4 Fannie Mae-Aces 2015-M15 2.923% 10/25/25 14,400 14,837
3,4 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 10,897 10,950
3,4 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 5,650 5,797
3,4 Fannie Mae-Aces 2015-M7 1.550% 4/25/18 2,850 2,873
3,4 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 10,125 10,313
3,4 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 5,536 5,738
3,4 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 5,700 5,905
3 Fannie Mae-Aces 2016-M2 2.152% 1/25/23 10,275 10,284
3,4 Fannie Mae-Aces 2016-M3 2.702% 2/25/26 5,800 5,918
  Federal Housing Administration 7.430% 10/1/20 1 1
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K005 3.484% 4/25/19 10,161 10,403
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K006 3.398% 7/25/19 7,331 7,558

 

 

3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K007 3.342% 12/25/19 5,582 5,706
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K009 2.757% 5/25/20 9,078 9,267
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K010 2.412% 8/25/18 3,648 3,720
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K010 3.320% 7/25/20 9,667 9,938
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K011 4.084% 11/25/20 13,725 15,132
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K012 4.184% 12/25/20 1,025 1,138
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K014 3.871% 4/25/21 6,800 7,489
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K017 2.873% 12/25/21 18,650 19,594
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K019 2.272% 3/25/22 7,835 7,978
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K020 2.373% 5/25/22 20,750 21,306
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K021 2.396% 6/25/22 11,840 12,123
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K021 3.490% 1/25/24 675 731
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K022 2.355% 7/25/22 870 888
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K026 2.510% 11/25/22 16,600 17,051
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K027 2.637% 1/25/23 16,625 17,191
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K028 3.111% 2/25/23 26,300 27,949
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K029 3.320% 2/25/23 16,425 17,779
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K030 2.779% 9/25/22 14,696 15,339
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K030 3.250% 4/25/23 17,675 18,931
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K031 3.300% 4/25/23 16,452 17,680
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.016% 2/25/23 14,318 15,084
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.310% 5/25/23 17,660 18,985
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K033 2.871% 2/25/23 14,911 15,688
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K033 3.060% 7/25/23 19,075 20,263
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K034 3.531% 7/25/23 15,354 16,705
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K035 3.458% 8/25/23 19,775 21,395
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K036 3.527% 10/25/23 17,403 19,046
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K038 2.604% 10/25/23 5,063 5,277

 

 

3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K038 3.389% 3/25/24 19,450 21,077
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K039 2.683% 12/25/23 3,578 3,743
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K039 3.303% 7/25/24 10,850 11,683
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K040 2.768% 4/25/24 5,535 5,813
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K040 3.241% 9/25/24 14,400 15,311
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K041 3.171% 10/25/24 14,025 14,927
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K042 2.267% 6/25/24 2,757 2,869
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K042 2.670% 12/25/24 6,450 6,580
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K043 2.532% 10/25/23 2,762 2,865
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K043 2.493% 11/25/24 5,654 5,931
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K043 3.062% 12/25/24 8,400 8,890
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K043 3.023% 1/25/25 9,050 9,528
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K046 3.205% 3/25/25 9,175 9,784
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K047 2.827% 12/25/24 2,837 2,992
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K047 3.329% 5/25/25 6,850 7,396
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K048 3.284% 6/25/25 11,600 12,464
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K049 3.010% 7/25/25 6,350 6,681
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K050 3.334% 8/25/25 10,325 11,139
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K052 3.151% 11/25/25 7,025 7,455
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K053 2.995% 12/25/25 4,050 4,255
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K503 1.384% 1/25/19 7,735 7,743
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K503 2.456% 8/25/19 17,225 17,724
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K504 2.566% 9/25/20 5,775 5,971
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K702 3.154% 2/25/18 23,911 24,622
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K706 2.323% 10/25/18 6,769 6,902
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K707 2.220% 12/25/18 7,650 7,785
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K708 1.670% 10/25/18 364 364
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K709 2.086% 3/25/19 350 355

 

 

3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K710 1.883% 5/25/19 1,475 1,487
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.321% 12/25/18 9,500 9,508
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.730% 7/25/19 23,375 23,454
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K712 1.869% 11/25/19 11,200 11,277
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K713 2.313% 3/25/20 27,800 28,418
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K714 3.034% 10/25/20 23,455 24,669
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K716 3.130% 6/25/21 18,645 19,788
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K716 2.413% 8/25/47 3,378 3,465
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K717 2.991% 9/25/21 11,200 11,821
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.375% 9/25/21 11,167 11,533
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.791% 1/25/22 10,825 11,326
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K715 2.856% 1/25/21 6,180 6,466
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K715 2.716% 6/25/22 7,525 7,845
4 Fifth Third Auto 2014-1 0.680% 4/16/18 1,555 1,553
4 Fifth Third Auto 2014-1 1.420% 3/16/20 5,900 5,911
4 Fifth Third Auto 2014-1 1.140% 10/15/20 2,370 2,367
4 Fifth Third Auto 2014-2 0.890% 11/15/18 2,039 2,036
4 Fifth Third Auto 2014-2 1.380% 12/15/20 1,425 1,427
4 Ford Credit Auto Lease Trust 2014-A 0.680% 4/15/17 283 283
4 Ford Credit Auto Lease Trust 2014-A 0.900% 6/15/17 850 850
4 Ford Credit Auto Lease Trust 2014-A 1.160% 8/15/17 1,575 1,574
4 Ford Credit Auto Lease Trust 2014-B 0.890% 9/15/17 2,732 2,731
4 Ford Credit Auto Lease Trust 2015-A 1.130% 6/15/18 4,575 4,572
4 Ford Credit Auto Lease Trust 2015-A 1.310% 8/15/18 1,150 1,148
4 Ford Credit Auto Lease Trust 2015-B 1.380% 12/15/18 4,125 4,125
4 Ford Credit Auto Lease Trust 2015-B 1.540% 2/15/19 2,950 2,950
4 Ford Credit Auto Owner Trust 2013-A 0.550% 7/15/17 52 52
4 Ford Credit Auto Owner Trust 2013-B 0.570% 10/15/17 278 278
4 Ford Credit Auto Owner Trust 2013-B 0.760% 8/15/18 1,500 1,497
4 Ford Credit Auto Owner Trust 2013-C 0.820% 12/15/17 781 780
4 Ford Credit Auto Owner Trust 2013-C 1.250% 10/15/18 1,180 1,181
4 Ford Credit Auto Owner Trust 2013-D 0.670% 4/15/18 1,391 1,390
4 Ford Credit Auto Owner Trust 2013-D 1.110% 2/15/19 550 550
4 Ford Credit Auto Owner Trust 2014-A 0.790% 5/15/18 1,606 1,604
4 Ford Credit Auto Owner Trust 2014-A 1.290% 4/15/19 600 600
4 Ford Credit Auto Owner Trust 2014-B 0.900% 10/15/18 4,040 4,039
4 Ford Credit Auto Owner Trust 2014-B 1.420% 8/15/19 850 851
4 Ford Credit Auto Owner Trust 2015-A 1.280% 9/15/19 2,700 2,706
4 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 850 855
4 Ford Credit Auto Owner Trust 2015-B 1.160% 11/15/19 3,675 3,672
4 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 1,450 1,453
4 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 2,825 2,832
4 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 1,300 1,309

 

 

4 Ford Credit Floorplan Master Owner Trust A        
Series 2013-5 1.500% 9/15/18 4,675 4,682
4 Ford Credit Floorplan Master Owner Trust A        
Series 2014-1 1.200% 2/15/19 5,400 5,395
4 Ford Credit Floorplan Master Owner Trust A        
Series 2014-4 1.400% 8/15/19 11,200 11,164
4 Ford Credit Floorplan Master Owner Trust A        
Series 2016-1 1.760% 2/15/21 11,400 11,412
4 GE Capital Credit Card Master Note Trust        
Series 2012-7 1.760% 9/15/22 6,545 6,577
4 GE Commercial Mortgage Corp. Series 2005-        
C4 Trust 5.428% 11/10/45 5,919 5,916
4 GE Commercial Mortgage Corp. Series 2007-        
C1 Trust 5.543% 12/10/49 6,775 6,835
4 GM Financial Leasing Trust 2015-2 1.680% 12/20/18 5,200 5,206
4 GM Financial Leasing Trust 2015-2 1.850% 7/22/19 2,630 2,632
4 GM Financial Leasing Trust 2015-3 1.690% 3/20/19 2,850 2,852
4 GM Financial Leasing Trust 2015-3 1.810% 11/20/19 2,975 2,980
4 GM Financial Leasing Trust 2016-1 1.790% 3/20/20 5,825 5,813
4 GS Mortgage Securities Trust 2007-GG10 5.794% 8/10/45 5,387 5,514
4 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 3,220 3,460
4 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 12,500 13,309
4 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 7,475 7,899
4 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 5,530 5,644
4 GS Mortgage Securities Trust 2013-GC10 2.943% 2/10/46 4,077 4,190
4 GS Mortgage Securities Trust 2013-GC10 3.279% 2/10/46 1,529 1,564
4 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 5,682 5,918
GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 1,792 1,857
4 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 2,055 2,105
4 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 1,470 1,568
4 GS Mortgage Securities Trust 2013-GCJ14 4.243% 8/10/46 7,350 8,182
4 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 2,600 2,671
4 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 1,100 1,182
4 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 1,525 1,698
4 GS Mortgage Securities Trust 2014-GC18 1.298% 1/10/47 2,391 2,372
4 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 5,950 6,513
4 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 1,975 2,156
4 GS Mortgage Securities Trust 2014-GC18 3.467% 6/10/47 2,225 2,360
4 GS Mortgage Securities Trust 2014-GC18 3.516% 6/10/47 500 526
4 GS Mortgage Securities Trust 2014-GC18 3.862% 6/10/47 1,950 2,111
4 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 6,125 6,638
4 GS Mortgage Securities Trust 2014-GC24 4.508% 9/10/47 1,675 1,800
4 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 1,850 1,917
4 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 3,400 3,579
4 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 11,450 12,252
4 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 2,000 2,103
4 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 1,700 1,775
4 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 6,200 6,435
4 GS Mortgage Securities Trust 2015-GC30 2.726% 5/10/50 4,025 4,135
4 GS Mortgage Securities Trust 2015-GC30 3.382% 5/10/50 5,700 5,929
4 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 5,775 6,115
4 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 2,275 2,434
4 GS Mortgage Securities Trust 2015-GC34 3.278% 10/10/48 5,900 6,164
4 GS Mortgage Securities Trust 2015-GC34 3.506% 10/10/48 5,600 5,868
4 Honda Auto Receivables 2013-1 Owner Trust 0.620% 3/21/19 3,794 3,794
4 Honda Auto Receivables 2013-2 Owner Trust 0.530% 2/16/17 108 108
4 Honda Auto Receivables 2013-2 Owner Trust 0.660% 6/17/19 1,718 1,717

 

 

4 Honda Auto Receivables 2013-4 Owner Trust 0.690% 9/18/17 760 759
4 Honda Auto Receivables 2013-4 Owner Trust 1.040% 2/18/20 1,650 1,649
4 Honda Auto Receivables 2014-1 Owner Trust 0.670% 11/21/17 2,356 2,354
4 Honda Auto Receivables 2014-1 Owner Trust 1.040% 2/21/20 1,707 1,706
4 Honda Auto Receivables 2014-2 Owner Trust 0.770% 3/19/18 1,927 1,924
4 Honda Auto Receivables 2014-2 Owner Trust 1.180% 5/18/20 1,375 1,374
4 Honda Auto Receivables 2014-3 Owner Trust 0.880% 6/15/18 4,783 4,779
4 Honda Auto Receivables 2014-3 Owner Trust 1.310% 10/15/20 3,025 3,026
4 Honda Auto Receivables 2015-1 Owner Trust 1.050% 10/15/18 5,050 5,049
4 Honda Auto Receivables 2015-1 Owner Trust 1.320% 11/16/20 3,675 3,669
4 Honda Auto Receivables 2015-2 Owner Trust 1.040% 2/21/19 4,275 4,270
4 Honda Auto Receivables 2015-2 Owner Trust 1.470% 8/23/21 2,500 2,503
4 Honda Auto Receivables 2015-3 Owner Trust 1.270% 4/18/19 4,625 4,632
4 Honda Auto Receivables 2015-3 Owner Trust 1.560% 10/18/21 1,150 1,153
4 Honda Auto Receivables 2015-4 Owner Trust 1.230% 9/23/19 5,900 5,894
4 Honda Auto Receivables 2015-4 Owner Trust 1.440% 1/21/22 1,600 1,599
4 Huntington Auto Trust 2015-1 1.240% 9/16/19 5,775 5,777
4 Hyundai Auto Receivables Trust 2012-C 0.730% 6/15/18 1,544 1,543
4 Hyundai Auto Receivables Trust 2013-A 0.750% 9/17/18 4,610 4,604
4 Hyundai Auto Receivables Trust 2013-B 0.710% 9/15/17 471 471
4 Hyundai Auto Receivables Trust 2013-B 1.010% 2/15/19 2,400 2,400
4 Hyundai Auto Receivables Trust 2013-C 1.550% 3/15/19 2,890 2,901
4 Hyundai Auto Receivables Trust 2014-A 0.790% 7/16/18 1,613 1,611
4 Hyundai Auto Receivables Trust 2014-B 0.900% 12/17/18 4,385 4,380
4 Hyundai Auto Receivables Trust 2014-B 1.460% 11/15/19 1,370 1,369
4 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 1,700 1,699
4 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 2,075 2,079
4 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 1,500 1,513
4 Hyundai Auto Receivables Trust 2016-A 1.560% 9/15/20 1,800 1,806
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-CIBC11 5.412% 8/12/37 267 267
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 5.935% 4/17/45 3,300 3,296
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP8 5.440% 5/15/45 4,525 4,569
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.794% 2/12/51 25,007 25,818
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.878% 2/12/51 3,645 3,847
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP11 5.743% 6/15/49 8,610 8,687
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP12 5.882% 2/15/51 13,170 13,480
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 9,250 9,913
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 6,675 6,898
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 7,490 7,997
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-LC9 2.840% 12/15/47 3,750 3,867
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.143% 12/15/47 2,314 2,423
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 1,735 1,809
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 1,600 1,709

 

 

4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 2,300 2,506
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 3,100 3,437
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 1,600 1,772
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.926% 12/15/46 1,600 1,803
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 11,478 11,852
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 2,250 2,323
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 850 919
4 JPMBB Commercial Mortgage Securities Trust        
2013-C12 3.664% 7/15/45 1,776 1,911
4 JPMBB Commercial Mortgage Securities Trust        
2013-C12 4.025% 7/15/45 1,184 1,279
4 JPMBB Commercial Mortgage Securities Trust        
2013-C14 3.761% 8/15/46 1,680 1,800
4 JPMBB Commercial Mortgage Securities Trust        
2013-C14 4.133% 8/15/46 4,470 4,947
4 JPMBB Commercial Mortgage Securities Trust        
2013-C14 4.409% 8/15/46 1,260 1,386
4 JPMBB Commercial Mortgage Securities Trust        
2013-C15 2.977% 11/15/45 3,256 3,349
4 JPMBB Commercial Mortgage Securities Trust        
2013-C15 3.659% 11/15/45 420 448
4 JPMBB Commercial Mortgage Securities Trust        
2013-C15 4.131% 11/15/45 2,940 3,255
4 JPMBB Commercial Mortgage Securities Trust        
2013-C15 4.420% 11/15/45 1,680 1,848
4 JPMBB Commercial Mortgage Securities Trust        
2013-C17 3.003% 1/15/47 2,200 2,270
4 JPMBB Commercial Mortgage Securities Trust        
2013-C17 3.705% 1/15/47 1,650 1,768
4 JPMBB Commercial Mortgage Securities Trust        
2013-C17 4.199% 1/15/47 5,500 6,107
4 JPMBB Commercial Mortgage Securities Trust        
2013-C17 4.458% 1/15/47 1,100 1,213
4 JPMBB Commercial Mortgage Securities Trust        
2013-C17 4.887% 1/15/47 1,650 1,837
4 JPMBB Commercial Mortgage Securities Trust        
2014-C18 4.079% 2/15/47 6,590 7,259
4 JPMBB Commercial Mortgage Securities Trust        
2014-C18 4.439% 2/15/47 1,173 1,285
4 JPMBB Commercial Mortgage Securities Trust        
2014-C18 4.811% 2/15/47 1,422 1,557
4 JPMBB Commercial Mortgage Securities Trust        
2014-C19 3.046% 4/15/47 2,225 2,306
4 JPMBB Commercial Mortgage Securities Trust        
2014-C19 3.669% 4/15/47 2,800 2,954
4 JPMBB Commercial Mortgage Securities Trust        
2014-C19 3.997% 4/15/47 2,800 3,067
4 JPMBB Commercial Mortgage Securities Trust        
2014-C19 4.243% 4/15/47 2,225 2,408

 

 

4 JPMBB Commercial Mortgage Securities Trust        
2014-C19 4.110% 9/15/47 2,225 2,372
4 JPMBB Commercial Mortgage Securities Trust        
2014-C21 3.428% 8/15/47 1,411 1,492
4 JPMBB Commercial Mortgage Securities Trust        
2014-C21 3.775% 8/15/47 1,375 1,483
4 JPMBB Commercial Mortgage Securities Trust        
2014-C21 3.997% 8/15/47 850 904
4 JPMBB Commercial Mortgage Securities Trust        
2014-C22 3.801% 9/15/47 8,325 8,975
4 JPMBB Commercial Mortgage Securities Trust        
2014-C23 3.934% 9/15/47 4,175 4,556
4 JPMBB Commercial Mortgage Securities Trust        
2014-C23 4.202% 9/15/47 2,462 2,660
4 JPMBB Commercial Mortgage Securities Trust        
2014-C24 2.940% 11/15/47 2,850 2,956
4 JPMBB Commercial Mortgage Securities Trust        
2014-C24 3.639% 11/15/47 2,275 2,433
4 JPMBB Commercial Mortgage Securities Trust        
2014-C24 3.914% 11/15/47 4,125 4,376
4 JPMBB Commercial Mortgage Securities Trust        
2014-C25 3.672% 11/15/47 9,975 10,693
4 JPMBB Commercial Mortgage Securities Trust        
2014-C25 4.065% 11/15/47 2,775 2,977
4 JPMBB Commercial Mortgage Securities Trust        
2014-C26 3.019% 1/15/48 5,725 5,958
4 JPMBB Commercial Mortgage Securities Trust        
2014-C26 3.494% 1/15/48 8,450 8,938
4 JPMBB Commercial Mortgage Securities Trust        
2014-C26 3.800% 1/15/48 2,875 2,998
4 JPMBB Commercial Mortgage Securities Trust        
2014-C26 3.951% 1/15/48 2,875 3,007
4 JPMBB Commercial Mortgage Securities Trust        
2015-C27 2.734% 2/15/48 4,575 4,715
4 JPMBB Commercial Mortgage Securities Trust        
2015-C27 3.017% 2/15/48 5,715 5,904
4 JPMBB Commercial Mortgage Securities Trust        
2015-C27 3.179% 2/15/48 3,048 3,135
4 JPMBB Commercial Mortgage Securities Trust        
2015-C28 2.773% 10/15/48 5,725 5,903
4 JPMBB Commercial Mortgage Securities Trust        
2015-C28 3.227% 10/15/48 6,775 6,975
4 JPMBB Commercial Mortgage Securities Trust        
2015-C28 3.532% 10/15/48 1,725 1,744
4 JPMBB Commercial Mortgage Securities Trust        
2015-C29 2.921% 5/15/48 5,000 5,196
4 JPMBB Commercial Mortgage Securities Trust        
2015-C29 3.304% 5/15/48 2,963 3,110
4 JPMBB Commercial Mortgage Securities Trust        
2015-C29 3.611% 5/15/48 4,650 4,926
4 JPMBB Commercial Mortgage Securities Trust        
2015-C30 3.559% 7/15/48 5,775 6,145
4 JPMBB Commercial Mortgage Securities Trust        
2015-C30 3.822% 7/15/48 5,675 6,109
4 JPMBB Commercial Mortgage Securities Trust        
2015-C30 4.226% 7/15/48 2,900 3,122

 

 

4 JPMBB Commercial Mortgage Securities Trust        
2015-C31 3.540% 8/15/48 2,772 2,951
4 JPMBB Commercial Mortgage Securities Trust        
2015-C31 3.801% 8/15/48 2,960 3,179
4 JPMBB Commercial Mortgage Securities Trust        
2015-C32 3.358% 11/15/48 5,875 6,187
4 JPMBB Commercial Mortgage Securities Trust        
2015-C32 3.598% 11/15/48 5,875 6,212
4 JPMBB Commercial Mortgage Securities Trust        
2015-C33 3.770% 12/15/48 4,230 4,544
4 JPMBB Commercial Mortgage Securities Trust        
2016-C1 3.316% 3/15/49 4,675 4,900
4 JPMCC Commercial Mortgage Securities Trust        
2015-JP1 3.914% 1/15/49 4,600 4,989
4 LB Commercial Mortgage Trust 2007-C3 5.897% 7/15/44 643 658
4 LB-UBS Commercial Mortgage Trust 2006-C4 5.856% 6/15/38 2,759 2,756
4 LB-UBS Commercial Mortgage Trust 2006-C6 5.372% 9/15/39 12,937 12,957
4 LB-UBS Commercial Mortgage Trust 2006-C6 5.413% 9/15/39 1,175 1,186
4 LB-UBS Commercial Mortgage Trust 2006-C7 5.347% 11/15/38 3,838 3,875
4 LB-UBS Commercial Mortgage Trust 2006-C7 5.378% 11/15/38 3,125 3,176
4 LB-UBS Commercial Mortgage Trust 2007-C1 5.424% 2/15/40 24,320 24,512
4 LB-UBS Commercial Mortgage Trust 2007-C2 5.430% 2/15/40 10,234 10,410
4 LB-UBS Commercial Mortgage Trust 2007-C7 5.866% 9/15/45 17,655 18,379
4 LB-UBS Commercial Mortgage Trust 2008-C1 6.084% 4/15/41 20,304 21,448
4 Mercedes-Benz Auto Lease Trust 2015-A 1.210% 10/15/20 8,550 8,551
4 Mercedes-Benz Auto Lease Trust 2015-B 1.340% 7/16/18 2,950 2,949
4 Mercedes-Benz Auto Lease Trust 2015-B 1.530% 5/17/21 1,750 1,753
4 Mercedes-Benz Auto Receivables Trust 2013-1 0.780% 8/15/17 202 202
4 Mercedes-Benz Auto Receivables Trust 2013-1 1.130% 11/15/19 1,180 1,181
4 Mercedes-Benz Auto Receivables Trust 2014-1 0.870% 10/15/18 2,461 2,459
4 Mercedes-Benz Auto Receivables Trust 2014-1 1.310% 11/16/20 825 824
4 Mercedes-Benz Auto Receivables Trust 2015-1 1.340% 12/16/19 3,400 3,405
4 Mercedes-Benz Auto Receivables Trust 2015-1 1.750% 12/15/21 1,175 1,185
4 Merrill Lynch Mortgage Trust 2006-C1 5.761% 5/12/39 1,825 1,829
4 Merrill Lynch Mortgage Trust 2006-C2 5.782% 8/12/43 2,865 2,872
4 Merrill Lynch Mortgage Trust 2007-C1 5.837% 6/12/50 24,868 25,316
4 Merrill Lynch Mortgage Trust 2008-C1 5.690% 2/12/51 15,806 16,551
4 ML-CFC Commercial Mortgage Trust 2006-2 5.947% 6/12/46 1,674 1,669
4 ML-CFC Commercial Mortgage Trust 2006-3 5.456% 7/12/46 3,770 3,790
4 ML-CFC Commercial Mortgage Trust 2006-4 5.204% 12/12/49 2,496 2,545
4 ML-CFC Commercial Mortgage Trust 2007-5 5.378% 8/12/48 12,715 12,881
4 ML-CFC Commercial Mortgage Trust 2007-7 5.737% 6/12/50 8,062 8,219
4 ML-CFC Commercial Mortgage Trust 2007-9 5.700% 9/12/49 14,583 15,054
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C5 3.176% 8/15/45 3,025 3,167
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C6 2.858% 11/15/45 3,000 3,084
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C10 4.081% 7/15/46 8,000 8,807
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.214% 8/15/46 1,680 1,859
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.414% 8/15/46 840 920
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 3.001% 10/15/46 2,340 2,409
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 4.259% 10/15/46 3,915 4,344

 

 

4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 2.936% 11/15/46 1,750 1,801
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.039% 11/15/46 3,500 3,834
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.740% 11/15/46 1,750 1,906
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 2.918% 2/15/46 3,011 3,093
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 3.214% 2/15/46 599 612
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.134% 12/15/48 3,475 3,610
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.376% 12/15/48 1,800 1,856
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.102% 5/15/46 2,475 2,560
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.456% 5/15/46 1,800 1,862
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 1.250% 2/15/47 1,177 1,164
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 2.916% 2/15/47 2,200 2,266
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 3.669% 2/15/47 4,475 4,733
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.064% 2/15/47 4,475 4,913
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.642% 2/15/47 1,600 1,754
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 2.849% 6/15/47 850 876
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.477% 6/15/47 1,125 1,189
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.892% 6/15/47 4,200 4,558
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 4.324% 6/15/47 1,675 1,777
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.194% 10/15/47 5,000 5,217
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.923% 10/15/47 1,400 1,522
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 4.444% 10/15/47 1,675 1,821
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.101% 12/15/47 5,700 5,905
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.326% 12/15/47 3,025 3,176
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.526% 12/15/47 5,050 5,338
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.069% 2/15/48 2,875 2,976
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.249% 2/15/48 10,125 10,479
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C21 3.338% 3/15/48 2,500 2,602
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.040% 4/15/48 5,725 5,914

 

 

4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.306% 4/15/48 4,500 4,671
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.883% 4/15/48 2,875 2,939
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 2.982% 7/15/50 2,900 3,015
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.398% 7/15/50 1,750 1,844
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.719% 7/15/50 5,775 6,178
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C25 3.383% 10/15/48 6,550 6,897
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C25 3.635% 10/15/48 3,475 3,691
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C26 3.323% 10/15/48 3,825 4,018
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C26 3.531% 10/15/48 4,325 4,561
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C27 3.557% 12/15/47 2,950 3,136
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C27 3.753% 12/15/47 3,500 3,751
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C28 3.288% 1/15/49 4,175 4,363
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C28 3.544% 1/15/49 11,975 12,605
4 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 2,356 2,355
4 Morgan Stanley Capital I Trust 2005-TOP17 4.840% 12/13/41 138 138
4 Morgan Stanley Capital I Trust 2005-TOP19 4.985% 6/12/47 188 188
4 Morgan Stanley Capital I Trust 2006-HQ10 5.328% 11/12/41 5,364 5,367
4 Morgan Stanley Capital I Trust 2006-HQ9 5.773% 7/12/44 4,721 4,752
4 Morgan Stanley Capital I Trust 2006-HQ9 5.793% 7/12/44 4,100 4,126
4 Morgan Stanley Capital I Trust 2006-IQ11 5.871% 10/15/42 468 467
4 Morgan Stanley Capital I Trust 2006-IQ12 5.370% 12/15/43 1,960 1,984
4 Morgan Stanley Capital I Trust 2006-T23 5.891% 8/12/41 759 761
4 Morgan Stanley Capital I Trust 2006-TOP23 5.891% 8/12/41 2,175 2,193
4 Morgan Stanley Capital I Trust 2007-IQ14 5.654% 4/15/49 356 358
4 Morgan Stanley Capital I Trust 2007-IQ14 5.692% 4/15/49 14,295 14,526
4 Morgan Stanley Capital I Trust 2007-IQ15 5.918% 6/11/49 16,385 16,651
4 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 15,122 15,622
4 Morgan Stanley Capital I Trust 2007-IQ16 6.054% 12/12/49 5,300 5,558
4 Morgan Stanley Capital I Trust 2007-TOP25 5.514% 11/12/49 1,897 1,917
4 Morgan Stanley Capital I Trust 2007-TOP25 5.544% 11/12/49 4,525 4,642
4 Morgan Stanley Capital I Trust 2007-TOP27 5.645% 6/11/42 5,375 5,597
4 Morgan Stanley Capital I Trust 2007-TOP27 5.645% 6/11/42 20,290 20,976
4 Morgan Stanley Capital I Trust 2008-TOP29 6.268% 1/11/43 21,006 22,134
4 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 7,000 7,353
4 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 2,900 3,059
4 Morgan Stanley Capital I Trust 2015-UBS8 3.809% 12/15/48 4,100 4,407
7 National Australia Bank Ltd. 2.250% 3/16/21 16,000 16,154
4 Nissan Auto Lease Trust 2014-B 1.120% 9/15/17 1,700 1,699
4 Nissan Auto Lease Trust 2015-B 1.540% 4/16/18 4,100 4,109
4 Nissan Auto Lease Trust 2015-B 1.700% 4/15/21 2,625 2,625
4 Nissan Auto Receivables 2013-A Owner Trust 0.750% 7/15/19 9,317 9,304
4 Nissan Auto Receivables 2013-B Owner Trust 0.840% 11/15/17 695 695
4 Nissan Auto Receivables 2013-B Owner Trust 1.310% 10/15/19 1,770 1,773
4 Nissan Auto Receivables 2013-C Owner Trust 0.670% 8/15/18 1,342 1,340

 

 

4 Nissan Auto Receivables 2013-C Owner Trust 1.300% 6/15/20 1,600 1,603
4 Nissan Auto Receivables 2014-A Owner Trust 0.720% 8/15/18 1,294 1,292
4 Nissan Auto Receivables 2014-A Owner Trust 1.340% 8/17/20 2,250 2,251
4 Nissan Auto Receivables 2014-B Owner Trust 1.110% 5/15/19 2,800 2,799
4 Nissan Auto Receivables 2015-B Owner Trust 1.050% 10/15/19 5,050 5,043
4 Nissan Auto Receivables 2015-B Owner Trust 1.340% 3/16/20 3,400 3,406
4 Nissan Auto Receivables 2015-B Owner Trust 1.790% 1/17/22 1,750 1,761
4 Nissan Auto Receivables 2015-C Owner Trust 1.370% 5/15/20 1,800 1,803
4 Nissan Auto Receivables 2015-C Owner Trust 1.670% 2/15/22 2,975 2,995
4 Royal Bank of Canada 1.200% 9/19/18 11,315 11,311
Royal Bank of Canada 2.200% 9/23/19 19,475 19,768
4 Royal Bank of Canada 2.000% 10/1/19 20,000 20,243
Royal Bank of Canada 2.100% 10/14/20 58,400 58,943
4 Royal Bank of Canada 1.875% 2/5/21 8,625 8,647
4 Santander Drive Auto Receivables Trust 2013-        
4 1.590% 10/15/18 1,980 1,980
4 Santander Drive Auto Receivables Trust 2014-        
2 0.800% 4/16/18 182 182
4 Santander Drive Auto Receivables Trust 2014-        
3 0.810% 7/16/18 294 294
4 Santander Drive Auto Receivables Trust 2014-        
4 1.080% 9/17/18 2,633 2,632
4 Synchrony Credit Card Master Note Trust        
2014-1 1.610% 11/15/20 3,325 3,335
4 Synchrony Credit Card Master Note Trust        
2015-2 1.600% 4/15/21 3,375 3,384
4 TIAA Seasoned Commercial Mortgage Trust        
2007-C4 5.528% 8/15/39 1,014 1,014
4 Toyota Auto Receivables 2013-A Owner Trust 0.550% 1/17/17 6 6
4 Toyota Auto Receivables 2013-A Owner Trust 0.690% 11/15/18 1,625 1,623
4 Toyota Auto Receivables 2014-A Owner Trust 1.180% 6/17/19 1,250 1,250
4 Toyota Auto Receivables 2014-B Owner Trust 0.760% 3/15/18 1,207 1,207
4 Toyota Auto Receivables 2014-B Owner Trust 1.310% 9/16/19 1,125 1,123
4 Toyota Auto Receivables 2015-B Owner Trust 1.270% 5/15/19 8,500 8,507
4 Toyota Auto Receivables 2015-B Owner Trust 1.740% 9/15/20 5,200 5,242
4 Toyota Auto Receivables 2015-C Owner Trust 1.340% 6/17/19 5,325 5,336
4 Toyota Auto Receivables Owner Trust 2015-C 1.690% 12/15/20 5,000 5,037
4 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 4,636 4,807
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 2,875 2,974
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 1,150 1,189
4 USAA Auto Owner Trust 2014-1 0.580% 12/15/17 633 632
4 USAA Auto Owner Trust 2014-1 0.940% 5/15/19 1,150 1,150
4 Volkswagen Auto Lease Trust 2014-A 0.800% 4/20/17 567 567
4 Volkswagen Auto Lease Trust 2014-A 0.990% 7/20/18 1,120 1,117
4 Volkswagen Auto Loan Enhanced Trust 2013-2 0.700% 4/20/18 908 906
4 Volkswagen Auto Loan Enhanced Trust 2013-2 1.160% 3/20/20 875 871
4 Volkswagen Auto Loan Enhanced Trust 2014-1 0.910% 10/22/18 2,975 2,961
4 Volkswagen Auto Loan Enhanced Trust 2014-1 1.450% 9/21/20 2,775 2,757
4 Volkswagen Auto Loan Enhanced Trust 2014-2 0.950% 4/22/19 8,625 8,564
4 Volkswagen Auto Loan Enhanced Trust 2014-2 1.390% 5/20/21 2,850 2,811
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.303% 10/15/44 158 158
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C26 6.018% 6/15/45 1,300 1,307

 

 

4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C27 5.765% 7/15/45 5,077 5,110
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C29 5.339% 11/15/48 2,225 2,251
4 Wachovia Bank Commercial Mortgage Trust        
Series 2007-C33 5.946% 2/15/51 6,705 6,846
4 Wells Fargo Commercial Mortgage Trust 2012-        
LC5 2.918% 10/15/45 3,675 3,793
4 Wells Fargo Commercial Mortgage Trust 2014-        
LC16 2.819% 8/15/50 1,675 1,720
4 Wells Fargo Commercial Mortgage Trust 2014-        
LC16 3.477% 8/15/50 1,125 1,187
4 Wells Fargo Commercial Mortgage Trust 2014-        
LC16 3.817% 8/15/50 3,925 4,228
4 Wells Fargo Commercial Mortgage Trust 2014-        
LC16 4.020% 8/15/50 550 587
4 Wells Fargo Commercial Mortgage Trust 2014-        
LC18 2.954% 12/15/47 3,400 3,521
4 Wells Fargo Commercial Mortgage Trust 2014-        
LC18 3.244% 12/15/47 1,961 2,042
4 Wells Fargo Commercial Mortgage Trust 2014-        
LC18 3.271% 12/15/47 4,000 4,141
4 Wells Fargo Commercial Mortgage Trust 2014-        
LC18 3.405% 12/15/47 5,650 5,862
4 Wells Fargo Commercial Mortgage Trust 2014-        
LC18 3.808% 12/15/47 2,850 3,038
4 Wells Fargo Commercial Mortgage Trust 2015-        
C26 2.991% 2/15/48 5,725 5,872
4 Wells Fargo Commercial Mortgage Trust 2015-        
C26 3.166% 2/15/48 3,150 3,210
4 Wells Fargo Commercial Mortgage Trust 2015-        
C26 3.580% 2/15/48 2,275 2,301
4 Wells Fargo Commercial Mortgage Trust 2015-        
C27 3.190% 2/15/48 14,150 14,546
4 Wells Fargo Commercial Mortgage Trust 2015-        
C28 3.540% 5/15/48 8,500 8,950
4 Wells Fargo Commercial Mortgage Trust 2015-        
C28 3.872% 5/15/48 1,619 1,695
4 Wells Fargo Commercial Mortgage Trust 2015-        
C29 3.400% 6/15/48 5,800 6,079
4 Wells Fargo Commercial Mortgage Trust 2015-        
C29 3.637% 6/15/48 8,500 9,009
4 Wells Fargo Commercial Mortgage Trust 2015-        
LC20 2.978% 4/15/50 1,536 1,574
4 Wells Fargo Commercial Mortgage Trust 2015-        
LC20 3.184% 4/15/50 11,350 11,636
4 Wells Fargo Commercial Mortgage Trust 2015-        
LC20 3.719% 4/15/50 2,850 2,859
4 Wells Fargo Commercial Mortgage Trust 2015-        
LC22 3.571% 9/15/58 2,350 2,500
4 Wells Fargo Commercial Mortgage Trust 2015-        
LC22 3.839% 9/15/58 3,425 3,660
4 Wells Fargo Commercial Mortgage Trust 2015-        
LC22 4.207% 9/15/58 2,925 3,094
4 Wells Fargo Commercial Mortgage Trust 2015-        
NSX1 2.632% 5/15/48 2,425 2,487

 

 

4 Wells Fargo Commercial Mortgage Trust 2015-        
NSX1 2.934% 5/15/48 1,700 1,741
4 Wells Fargo Commercial Mortgage Trust 2015-        
NSX1 3.148% 5/15/48 2,275 2,323
4 Wells Fargo Commercial Mortgage Trust 2015-        
P2 3.656% 12/15/48 4,700 4,998
4 Wells Fargo Commercial Mortgage Trust 2015-        
P2 3.809% 12/15/48 2,950 3,176
4 Wells Fargo Commercial Mortgage Trust 2015-        
SG1 3.789% 12/15/47 4,000 4,295
4 Wells Fargo Commercial Mortgage Trust 2016-        
C32 3.324% 1/15/59 3,084 3,204
4 Wells Fargo Commercial Mortgage Trust 2016-        
C32 3.560% 1/15/59 6,700 7,057
4 Wells Fargo Commercial Mortgage Trust 2016-        
C33 3.426% 3/15/59 2,350 2,420
4 WFRBS Commercial Mortgage Trust 2012-C10 2.875% 12/15/45 3,000 3,092
4 WFRBS Commercial Mortgage Trust 2012-C6 3.440% 4/15/45 7,425 7,865
4 WFRBS Commercial Mortgage Trust 2012-C7 3.431% 6/15/45 4,975 5,300
4 WFRBS Commercial Mortgage Trust 2012-C7 4.090% 6/15/45 4,400 4,756
4 WFRBS Commercial Mortgage Trust 2012-C8 3.001% 8/15/45 3,100 3,215
4 WFRBS Commercial Mortgage Trust 2012-C9 2.870% 11/15/45 6,125 6,351
4 WFRBS Commercial Mortgage Trust 2013-C11 3.071% 3/15/45 4,148 4,304
4 WFRBS Commercial Mortgage Trust 2013-C12 3.198% 3/15/48 1,733 1,806
4 WFRBS Commercial Mortgage Trust 2013-C12 3.560% 3/15/48 820 873
4 WFRBS Commercial Mortgage Trust 2013-C13 3.001% 5/15/45 3,436 3,530
4 WFRBS Commercial Mortgage Trust 2013-C13 3.345% 5/15/45 673 690
4 WFRBS Commercial Mortgage Trust 2013-C14 3.337% 6/15/46 6,000 6,333
4 WFRBS Commercial Mortgage Trust 2013-C14 3.488% 6/15/46 3,000 3,103
4 WFRBS Commercial Mortgage Trust 2013-C15 3.720% 8/15/46 1,120 1,196
4 WFRBS Commercial Mortgage Trust 2013-C15 4.153% 8/15/46 4,470 4,917
4 WFRBS Commercial Mortgage Trust 2013-C15 4.358% 8/15/46 1,120 1,222
4 WFRBS Commercial Mortgage Trust 2013-C16 3.223% 9/15/46 2,100 2,167
4 WFRBS Commercial Mortgage Trust 2013-C16 3.963% 9/15/46 1,250 1,351
4 WFRBS Commercial Mortgage Trust 2013-C16 4.415% 9/15/46 1,250 1,397
4 WFRBS Commercial Mortgage Trust 2013-C16 4.668% 9/15/46 2,100 2,336
4 WFRBS Commercial Mortgage Trust 2013-C17 2.921% 12/15/46 1,150 1,182
4 WFRBS Commercial Mortgage Trust 2013-C17 3.558% 12/15/46 1,150 1,221
4 WFRBS Commercial Mortgage Trust 2013-C17 4.023% 12/15/46 1,450 1,589
4 WFRBS Commercial Mortgage Trust 2013-C17 4.255% 12/15/46 1,150 1,248
4 WFRBS Commercial Mortgage Trust 2013-C17 4.788% 12/15/46 1,150 1,251
4 WFRBS Commercial Mortgage Trust 2013-C18 3.027% 12/15/46 1,150 1,187
4 WFRBS Commercial Mortgage Trust 2013-C18 3.651% 12/15/46 2,300 2,431
4 WFRBS Commercial Mortgage Trust 2013-C18 4.162% 12/15/46 5,010 5,515
4 WFRBS Commercial Mortgage Trust 2013-C18 4.387% 12/15/46 575 630
4 WFRBS Commercial Mortgage Trust 2013-C18 4.668% 12/15/46 862 951
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 3,100 3,191
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 1,750 1,845
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 2,350 2,574
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.629% 3/15/46 575 629
4 WFRBS Commercial Mortgage Trust 2014-C19 1.233% 3/15/47 870 866
4 WFRBS Commercial Mortgage Trust 2014-C19 3.618% 3/15/47 950 1,009
4 WFRBS Commercial Mortgage Trust 2014-C19 3.660% 3/15/47 1,250 1,319

 

 

4 WFRBS Commercial Mortgage Trust 2014-C19 4.101% 3/15/47 2,825 3,109
4 WFRBS Commercial Mortgage Trust 2014-C19 4.723% 3/15/47 950 1,029
4 WFRBS Commercial Mortgage Trust 2014-C20 3.036% 5/15/47 1,100 1,139
4 WFRBS Commercial Mortgage Trust 2014-C20 3.638% 5/15/47 1,100 1,170
4 WFRBS Commercial Mortgage Trust 2014-C20 3.995% 5/15/47 1,675 1,824
4 WFRBS Commercial Mortgage Trust 2014-C20 4.176% 5/15/47 1,675 1,825
4 WFRBS Commercial Mortgage Trust 2014-C21 3.678% 8/15/47 4,000 4,249
4 WFRBS Commercial Mortgage Trust 2014-C22 3.752% 9/15/57 8,200 8,862
4 WFRBS Commercial Mortgage Trust 2014-C22 4.371% 9/15/57 1,675 1,775
4 WFRBS Commercial Mortgage Trust 2014-C23 3.636% 10/15/57 3,143 3,346
4 WFRBS Commercial Mortgage Trust 2014-C23 3.917% 10/15/57 1,675 1,817
4 WFRBS Commercial Mortgage Trust 2014-C23 4.210% 10/15/57 1,125 1,200
4 WFRBS Commercial Mortgage Trust 2014-C24 3.428% 11/15/47 2,860 3,033
4 WFRBS Commercial Mortgage Trust 2014-C24 3.607% 11/15/47 2,860 3,054
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 1.193% 3/15/47 1,510 1,504
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 2.862% 3/15/47 1,120 1,153
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 3.522% 3/15/47 2,800 2,960
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.045% 3/15/47 6,720 7,311
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.351% 3/15/47 2,800 3,067
4 World Omni Auto Receivables Trust 2012-B 0.810% 1/15/19 2,610 2,608
4 World Omni Auto Receivables Trust 2013-B 0.830% 8/15/18 932 931
4 World Omni Auto Receivables Trust 2013-B 1.320% 1/15/20 825 825
4 World Omni Auto Receivables Trust 2014-A 0.940% 4/15/19 2,244 2,242
4 World Omni Auto Receivables Trust 2014-A 1.530% 6/15/20 2,775 2,786
4 World Omni Auto Receivables Trust 2014-B 1.140% 1/15/20 3,850 3,848
4 World Omni Auto Receivables Trust 2014-B 1.680% 12/15/20 1,530 1,532
4 World Omni Auto Receivables Trust 2015-B 1.490% 12/15/20 2,975 2,982
4 World Omni Auto Receivables Trust 2015-B 1.840% 1/17/22 2,975 2,992
4 World Omni Automobile Lease Securitization        
Trust 2014-A 1.160% 9/15/17 2,800 2,798
4 World Omni Automobile Lease Securitization        
Trust 2014-A 1.370% 1/15/20 850 850
4 World Omni Automobile Lease Securitization        
Trust 2015-A 1.540% 10/15/18 2,875 2,879
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,312,253)   4,423,395
Corporate Bonds (27.3%)        
Finance (8.7%)        
Banking (6.1%)        
Abbey National Treasury Services plc 1.375% 3/13/17 9,333 9,342
Abbey National Treasury Services plc 1.650% 9/29/17 10,100 10,111
Abbey National Treasury Services plc 3.050% 8/23/18 8,275 8,506
Abbey National Treasury Services plc 2.000% 8/24/18 10,195 10,222
Abbey National Treasury Services plc 2.500% 3/14/19 19,300 19,486
Abbey National Treasury Services plc 2.350% 9/10/19 8,035 8,066
Abbey National Treasury Services plc 2.375% 3/16/20 5,150 5,150
Abbey National Treasury Services plc 4.000% 3/13/24 17,625 18,758
American Express Bank FSB 6.000% 9/13/17 13,151 13,968
American Express Centurion Bank 5.950% 6/12/17 2,650 2,782
American Express Centurion Bank 6.000% 9/13/17 23,425 24,894
American Express Co. 6.150% 8/28/17 6,339 6,749
American Express Co. 7.000% 3/19/18 60,072 65,919
American Express Co. 2.650% 12/2/22 5,615 5,571

 

 

American Express Co. 3.625% 12/5/24 9,600 9,667
American Express Co. 4.050% 12/3/42 1,898 1,888
American Express Credit Corp. 2.375% 3/24/17 3,050 3,088
American Express Credit Corp. 1.125% 6/5/17 16,000 15,987
American Express Credit Corp. 2.125% 7/27/18 875 881
American Express Credit Corp. 1.800% 7/31/18 650 653
American Express Credit Corp. 2.125% 3/18/19 5,300 5,354
American Express Credit Corp. 2.250% 8/15/19 9,825 9,920
American Express Credit Corp. 2.375% 5/26/20 5,225 5,286
American Express Credit Corp. 2.600% 9/14/20 24,250 24,761
Australia & New Zealand Banking Group Ltd. 1.250% 6/13/17 5,775 5,775
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 4,590 4,631
Australia & New Zealand Banking Group Ltd. 1.450% 5/15/18 250 248
Australia & New Zealand Banking Group Ltd. 2.000% 11/16/18 20,000 20,145
Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 16,800 16,944
Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 14,275 14,672
Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 12,425 13,199
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 13,575 13,693
Bancolombia SA 5.950% 6/3/21 6,425 6,952
Bank of America Corp. 5.625% 10/14/16 3 3
Bank of America Corp. 5.420% 3/15/17 14,400 14,895
Bank of America Corp. 3.875% 3/22/17 13,120 13,426
Bank of America Corp. 5.700% 5/2/17 10,806 11,238
Bank of America Corp. 1.700% 8/25/17 10,803 10,808
Bank of America Corp. 6.400% 8/28/17 5,481 5,824
Bank of America Corp. 6.000% 9/1/17 6,716 7,093
Bank of America Corp. 5.750% 12/1/17 15,128 16,063
Bank of America Corp. 2.000% 1/11/18 43,830 44,023
Bank of America Corp. 6.875% 4/25/18 80,369 88,262
Bank of America Corp. 5.650% 5/1/18 64,219 68,946
Bank of America Corp. 6.500% 7/15/18 3,125 3,430
Bank of America Corp. 6.875% 11/15/18 635 711
Bank of America Corp. 2.600% 1/15/19 43,150 43,821
Bank of America Corp. 2.650% 4/1/19 5,347 5,436
Bank of America Corp. 7.625% 6/1/19 37,970 44,189
Bank of America Corp. 2.250% 4/21/20 22,619 22,411
Bank of America Corp. 5.625% 7/1/20 57,288 64,369
Bank of America Corp. 2.625% 10/19/20 15,900 15,998
Bank of America Corp. 5.875% 1/5/21 3,930 4,486
Bank of America Corp. 5.000% 5/13/21 11,110 12,332
Bank of America Corp. 5.700% 1/24/22 21,298 24,460
Bank of America Corp. 3.300% 1/11/23 35,917 36,218
Bank of America Corp. 4.100% 7/24/23 10,983 11,570
Bank of America Corp. 4.125% 1/22/24 34,280 36,111
Bank of America Corp. 4.000% 4/1/24 20,314 21,319
Bank of America Corp. 4.200% 8/26/24 30,526 31,064
Bank of America Corp. 4.000% 1/22/25 25,875 25,925
Bank of America Corp. 3.950% 4/21/25 18,780 18,666
Bank of America Corp. 3.875% 8/1/25 25,550 26,572
Bank of America Corp. 4.450% 3/3/26 23,225 23,898
Bank of America Corp. 4.250% 10/22/26 18,200 18,461
Bank of America Corp. 6.110% 1/29/37 10,935 12,584
Bank of America Corp. 7.750% 5/14/38 22,973 31,400
Bank of America Corp. 5.875% 2/7/42 27,084 32,826
Bank of America Corp. 5.000% 1/21/44 24,820 27,316
Bank of America Corp. 4.875% 4/1/44 10,025 10,922
Bank of America Corp. 4.750% 4/21/45 1,210 1,189

 

 

Bank of America NA 5.300% 3/15/17 42,323 43,811
Bank of America NA 6.100% 6/15/17 6,575 6,885
Bank of America NA 1.650% 3/26/18 4,150 4,143
Bank of America NA 1.750% 6/5/18 12,000 12,001
Bank of America NA 2.050% 12/7/18 25,625 25,801
Bank of America NA 6.000% 10/15/36 11,205 13,593
Bank of Montreal 1.300% 7/14/17 6,646 6,657
Bank of Montreal 1.400% 9/11/17 1,945 1,952
Bank of Montreal 1.450% 4/9/18 5,825 5,819
Bank of Montreal 1.400% 4/10/18 10,300 10,307
Bank of Montreal 2.375% 1/25/19 9,250 9,438
Bank of Montreal 2.550% 11/6/22 22,185 22,475
Bank of New York Mellon Corp. 1.969% 6/20/17 6,800 6,869
Bank of New York Mellon Corp. 1.300% 1/25/18 3,250 3,252
Bank of New York Mellon Corp. 2.100% 1/15/19 30,326 30,910
Bank of New York Mellon Corp. 2.200% 3/4/19 6,643 6,735
Bank of New York Mellon Corp. 2.200% 5/15/19 375 380
Bank of New York Mellon Corp. 5.450% 5/15/19 5,285 5,878
Bank of New York Mellon Corp. 2.300% 9/11/19 15,000 15,369
Bank of New York Mellon Corp. 4.600% 1/15/20 6,375 6,970
Bank of New York Mellon Corp. 2.150% 2/24/20 5,000 5,039
Bank of New York Mellon Corp. 2.600% 8/17/20 4,875 5,007
Bank of New York Mellon Corp. 2.450% 11/27/20 6,275 6,402
Bank of New York Mellon Corp. 2.500% 4/15/21 10,000 10,194
Bank of New York Mellon Corp. 3.550% 9/23/21 4,455 4,751
Bank of New York Mellon Corp. 3.650% 2/4/24 6,625 6,999
Bank of New York Mellon Corp. 3.250% 9/11/24 13,750 14,180
Bank of New York Mellon Corp. 3.000% 2/24/25 4,700 4,762
Bank of Nova Scotia 1.250% 4/11/17 5,095 5,107
Bank of Nova Scotia 1.300% 7/21/17 6,275 6,291
Bank of Nova Scotia 1.375% 12/18/17 15,175 15,177
Bank of Nova Scotia 1.450% 4/25/18 2,750 2,748
Bank of Nova Scotia 1.700% 6/11/18 6,000 6,029
Bank of Nova Scotia 2.050% 10/30/18 16,785 16,947
Bank of Nova Scotia 1.950% 1/15/19 11,600 11,706
Bank of Nova Scotia 2.050% 6/5/19 10,515 10,582
Bank of Nova Scotia 2.350% 10/21/20 21,500 21,868
Bank of Nova Scotia 4.375% 1/13/21 1,560 1,716
Bank of Nova Scotia 2.450% 3/22/21 10,250 10,334
Bank of Nova Scotia 2.800% 7/21/21 40,325 41,437
Bank of Nova Scotia 4.500% 12/16/25 31,750 31,795
Bank One Capital III 8.750% 9/1/30 1,675 2,428
Bank One Corp. 7.625% 10/15/26 2,055 2,647
Bank One Corp. 8.000% 4/29/27 2,500 3,238
Barclays Bank plc 2.500% 2/20/19 11,250 11,435
Barclays Bank plc 6.750% 5/22/19 6,850 7,761
Barclays Bank plc 5.125% 1/8/20 4,800 5,266
Barclays Bank plc 5.140% 10/14/20 1,680 1,800
Barclays plc 2.000% 3/16/18 4,350 4,306
Barclays plc 2.750% 11/8/19 13,623 13,604
Barclays plc 2.875% 6/8/20 4,550 4,493
Barclays plc 3.250% 1/12/21 20,000 19,987
Barclays plc 4.375% 9/11/24 12,650 11,894
Barclays plc 3.650% 3/16/25 32,000 30,125
Barclays plc 4.375% 1/12/26 24,090 23,813
Barclays plc 5.250% 8/17/45 7,015 7,098
BB&T Corp. 2.150% 3/22/17 6,475 6,540

 

 

  BB&T Corp. 4.900% 6/30/17 1,240 1,291
  BB&T Corp. 1.600% 8/15/17 4,940 4,954
  BB&T Corp. 1.450% 1/12/18 5,010 5,016
  BB&T Corp. 2.050% 6/19/18 11,805 11,980
  BB&T Corp. 2.250% 2/1/19 3,950 4,015
  BB&T Corp. 6.850% 4/30/19 3,754 4,286
  BB&T Corp. 5.250% 11/1/19 10,240 11,207
  BB&T Corp. 2.450% 1/15/20 14,620 14,879
  Bear Stearns Cos. LLC 5.550% 1/22/17 26,310 27,158
  Bear Stearns Cos. LLC 6.400% 10/2/17 19,700 21,081
  Bear Stearns Cos. LLC 7.250% 2/1/18 36,083 39,629
  Bear Stearns Cos. LLC 4.650% 7/2/18 2,235 2,375
  BNP Paribas SA 1.375% 3/17/17 395 396
  BNP Paribas SA 2.375% 9/14/17 29,441 29,800
  BNP Paribas SA 2.700% 8/20/18 3,175 3,253
  BNP Paribas SA 2.400% 12/12/18 12,105 12,306
  BNP Paribas SA 2.450% 3/17/19 2,575 2,620
  BNP Paribas SA 2.375% 5/21/20 6,925 6,969
  BNP Paribas SA 5.000% 1/15/21 37,855 42,336
  BNP Paribas SA 3.250% 3/3/23 21,280 21,904
  BNP Paribas SA 4.250% 10/15/24 2,750 2,787
  BPCE SA 1.613% 7/25/17 8,000 8,004
  BPCE SA 2.500% 12/10/18 14,225 14,475
  BPCE SA 2.500% 7/15/19 10,600 10,781
  BPCE SA 2.250% 1/27/20 4,600 4,623
  BPCE SA 2.650% 2/3/21 7,355 7,467
  BPCE SA 4.000% 4/15/24 19,575 20,875
  Branch Banking & Trust Co. 1.350% 10/1/17 5,925 5,932
  Branch Banking & Trust Co. 2.300% 10/15/18 8,200 8,320
  Branch Banking & Trust Co. 3.625% 9/16/25 18,400 19,277
  Branch Banking & Trust Co. 3.800% 10/30/26 2,500 2,656
  Canadian Imperial Bank of Commerce 1.550% 1/23/18 175 175
  Capital One Bank USA NA 1.300% 6/5/17 6,700 6,683
  Capital One Bank USA NA 2.150% 11/21/18 10,850 10,846
  Capital One Bank USA NA 2.250% 2/13/19 10,950 10,920
  Capital One Bank USA NA 2.300% 6/5/19 10,500 10,449
  Capital One Bank USA NA 8.800% 7/15/19 5,975 7,034
  Capital One Bank USA NA 3.375% 2/15/23 19,850 19,963
  Capital One Financial Corp. 6.150% 9/1/16 8,324 8,495
  Capital One Financial Corp. 6.750% 9/15/17 10,310 11,003
  Capital One Financial Corp. 2.450% 4/24/19 10,275 10,344
  Capital One Financial Corp. 4.750% 7/15/21 3,060 3,357
  Capital One Financial Corp. 3.500% 6/15/23 3,832 3,878
  Capital One Financial Corp. 3.750% 4/24/24 7,100 7,309
  Capital One Financial Corp. 4.200% 10/29/25 8,450 8,576
  Capital One NA 1.500% 9/5/17 4,075 4,058
  Capital One NA 1.650% 2/5/18 12,500 12,411
  Capital One NA 2.400% 9/5/19 7,275 7,239
  Capital One NA 2.950% 7/23/21 7,000 7,041
4,7 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 14,225 16,650
  Citigroup Inc. 5.500% 2/15/17 4,190 4,330
  Citigroup Inc. 1.350% 3/10/17 6,000 6,004
  Citigroup Inc. 1.550% 8/14/17 7,825 7,824
  Citigroup Inc. 6.000% 8/15/17 9,052 9,573
  Citigroup Inc. 6.125% 11/21/17 9,830 10,493
  Citigroup Inc. 1.850% 11/24/17 27,890 27,959
  Citigroup Inc. 1.800% 2/5/18 11,025 11,016

 

 

Citigroup Inc. 1.700% 4/27/18 38,060 37,933
Citigroup Inc. 1.750% 5/1/18 21,947 21,945
Citigroup Inc. 6.125% 5/15/18 9,065 9,870
Citigroup Inc. 2.150% 7/30/18 17,000 17,098
Citigroup Inc. 2.500% 9/26/18 25,468 25,839
Citigroup Inc. 2.050% 12/7/18 45,000 45,168
Citigroup Inc. 2.550% 4/8/19 19,245 19,530
Citigroup Inc. 2.500% 7/29/19 3,700 3,746
Citigroup Inc. 2.400% 2/18/20 14,040 14,081
Citigroup Inc. 5.375% 8/9/20 10,375 11,604
Citigroup Inc. 2.650% 10/26/20 4,600 4,633
Citigroup Inc. 2.700% 3/30/21 16,790 16,883
Citigroup Inc. 4.500% 1/14/22 15,332 16,789
Citigroup Inc. 4.050% 7/30/22 6,250 6,504
Citigroup Inc. 3.375% 3/1/23 7,000 7,084
Citigroup Inc. 3.500% 5/15/23 16,658 16,626
Citigroup Inc. 3.875% 10/25/23 7,117 7,456
Citigroup Inc. 3.750% 6/16/24 20,000 20,669
Citigroup Inc. 4.000% 8/5/24 21,925 22,155
Citigroup Inc. 3.875% 3/26/25 2,000 1,974
Citigroup Inc. 3.300% 4/27/25 10,700 10,716
Citigroup Inc. 4.400% 6/10/25 60,095 60,996
Citigroup Inc. 5.500% 9/13/25 10,249 11,211
Citigroup Inc. 4.600% 3/9/26 9,175 9,372
Citigroup Inc. 4.300% 11/20/26 100 100
Citigroup Inc. 4.450% 9/29/27 20,325 20,396
Citigroup Inc. 6.625% 6/15/32 4,340 5,084
Citigroup Inc. 6.000% 10/31/33 7,445 8,169
Citigroup Inc. 6.125% 8/25/36 13,964 15,667
Citigroup Inc. 8.125% 7/15/39 26,316 38,932
Citigroup Inc. 5.875% 1/30/42 13,155 15,829
Citigroup Inc. 6.675% 9/13/43 10,100 12,161
Citigroup Inc. 4.950% 11/7/43 906 976
Citigroup Inc. 5.300% 5/6/44 8,150 8,528
Citigroup Inc. 4.650% 7/30/45 8,625 8,976
Citizens Bank NA 1.600% 12/4/17 4,575 4,553
Citizens Bank NA 2.300% 12/3/18 5,025 5,038
Citizens Bank NA 2.500% 3/14/19 4,000 4,035
Citizens Bank NA 2.450% 12/4/19 4,550 4,545
Citizens Financial Group Inc. 4.300% 12/3/25 6,300 6,516
Comerica Bank 5.200% 8/22/17 4,600 4,785
Comerica Bank 4.000% 7/27/25 2,800 2,810
Comerica Inc. 2.125% 5/23/19 2,260 2,236
Commonwealth Bank of Australia 1.400% 9/8/17 10,475 10,516
Commonwealth Bank of Australia 1.900% 9/18/17 4,200 4,233
Commonwealth Bank of Australia 1.625% 3/12/18 30,910 31,027
Commonwealth Bank of Australia 2.500% 9/20/18 2,925 2,982
Commonwealth Bank of Australia 1.750% 11/2/18 9,050 9,074
Commonwealth Bank of Australia 2.250% 3/13/19 5,875 5,947
Commonwealth Bank of Australia 2.050% 3/15/19 8,400 8,482
Commonwealth Bank of Australia 2.300% 9/6/19 17,200 17,421
Commonwealth Bank of Australia 2.400% 11/2/20 12,850 12,987
Commonwealth Bank of Australia 2.550% 3/15/21 7,325 7,433
7 Commonwealth Bank of Australia 4.500% 12/9/25 11,150 11,244
Compass Bank 1.850% 9/29/17 2,675 2,672
Compass Bank 6.400% 10/1/17 2,875 3,023
Compass Bank 2.750% 9/29/19 3,110 3,093

 

 

Cooperatieve Rabobank UA 1.700% 3/19/18 14,000 14,087
Cooperatieve Rabobank UA 2.250% 1/14/19 21,630 21,951
Cooperatieve Rabobank UA 4.500% 1/11/21 5,038 5,537
Cooperatieve Rabobank UA 2.500% 1/19/21 51,475 52,022
Cooperatieve Rabobank UA 3.875% 2/8/22 40,044 42,672
Cooperatieve Rabobank UA 3.950% 11/9/22 29,642 30,378
Cooperatieve Rabobank UA 4.625% 12/1/23 17,015 17,915
Cooperatieve Rabobank UA 3.375% 5/21/25 15,950 16,423
Cooperatieve Rabobank UA 4.375% 8/4/25 4,500 4,637
Cooperatieve Rabobank UA 5.250% 5/24/41 8,130 9,643
Cooperatieve Rabobank UA 5.750% 12/1/43 10,575 12,317
Cooperatieve Rabobank UA 5.250% 8/4/45 2,100 2,271
4 Cooperatieve Rabobank UA 8.400% 11/29/49 125 132
Credit Suisse 1.375% 5/26/17 17,538 17,490
Credit Suisse 6.000% 2/15/18 27,275 29,084
Credit Suisse 1.700% 4/27/18 24,625 24,543
Credit Suisse 2.300% 5/28/19 43,359 43,740
Credit Suisse 5.300% 8/13/19 12,525 13,740
Credit Suisse 5.400% 1/14/20 8,511 9,171
Credit Suisse 3.000% 10/29/21 24,819 25,265
Credit Suisse 3.625% 9/9/24 22,375 22,690
Credit Suisse Group Funding Guernsey Ltd. 2.750% 3/26/20 3,300 3,264
Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 16,800 16,757
Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 31,500 30,287
Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 13,500 12,901
Credit Suisse USA Inc. 7.125% 7/15/32 10,954 13,906
Deutsche Bank AG 1.350% 5/30/17 21,585 21,427
Deutsche Bank AG 6.000% 9/1/17 17,955 18,900
Deutsche Bank AG 1.875% 2/13/18 7,764 7,716
Deutsche Bank AG 2.500% 2/13/19 17,175 17,407
Deutsche Bank AG 2.950% 8/20/20 7,100 7,067
Deutsche Bank AG 3.125% 1/13/21 10,800 10,757
Deutsche Bank AG 3.700% 5/30/24 22,280 22,000
Deutsche Bank AG 4.100% 1/13/26 8,775 8,649
Discover Bank 2.000% 2/21/18 14,600 14,516
Discover Bank 2.600% 11/13/18 5,250 5,290
Discover Bank 3.100% 6/4/20 4,000 4,029
Discover Bank 3.200% 8/9/21 4,440 4,431
Discover Bank 4.200% 8/8/23 13,275 13,844
Discover Bank 4.250% 3/13/26 2,150 2,162
Discover Financial Services 6.450% 6/12/17 2,235 2,346
Discover Financial Services 5.200% 4/27/22 1,867 1,993
Discover Financial Services 3.850% 11/21/22 9,495 9,467
Discover Financial Services 3.750% 3/4/25 5,525 5,389
Fifth Third Bancorp 5.450% 1/15/17 10,415 10,716
Fifth Third Bancorp 4.500% 6/1/18 1,555 1,635
Fifth Third Bancorp 2.300% 3/1/19 4,395 4,437
Fifth Third Bancorp 2.875% 7/27/20 75 76
Fifth Third Bancorp 3.500% 3/15/22 2,136 2,226
Fifth Third Bancorp 4.300% 1/16/24 9,045 9,521
Fifth Third Bancorp 8.250% 3/1/38 9,170 13,298
Fifth Third Bank 1.350% 6/1/17 3,800 3,799
Fifth Third Bank 1.450% 2/28/18 500 499
Fifth Third Bank 2.150% 8/20/18 16,425 16,564
Fifth Third Bank 2.300% 3/15/19 3,250 3,277
Fifth Third Bank 2.375% 4/25/19 10,400 10,515
Fifth Third Bank 2.875% 10/1/21 7,250 7,381

 

 

Fifth Third Bank 3.850% 3/15/26 4,550 4,667
First Horizon National Corp. 3.500% 12/15/20 3,500 3,492
First Niagara Financial Group Inc. 6.750% 3/19/20 1,875 2,117
First Republic Bank 2.375% 6/17/19 4,100 4,095
FirstMerit Bank NA 4.270% 11/25/26 5,750 5,715
FirstMerit Corp. 4.350% 2/4/23 2,750 2,810
Goldman Sachs Capital I 6.345% 2/15/34 12,175 14,218
Goldman Sachs Group Inc. 6.250% 9/1/17 21,570 22,928
Goldman Sachs Group Inc. 5.950% 1/18/18 34,798 37,314
Goldman Sachs Group Inc. 2.375% 1/22/18 45,520 46,122
Goldman Sachs Group Inc. 6.150% 4/1/18 40,658 43,985
Goldman Sachs Group Inc. 2.900% 7/19/18 23,750 24,314
Goldman Sachs Group Inc. 2.625% 1/31/19 22,785 23,222
Goldman Sachs Group Inc. 7.500% 2/15/19 23,912 27,507
Goldman Sachs Group Inc. 2.550% 10/23/19 23,800 24,181
Goldman Sachs Group Inc. 5.375% 3/15/20 38,960 43,249
Goldman Sachs Group Inc. 2.600% 4/23/20 19,674 19,840
Goldman Sachs Group Inc. 6.000% 6/15/20 33,854 38,499
Goldman Sachs Group Inc. 2.750% 9/15/20 13,750 13,934
Goldman Sachs Group Inc. 2.875% 2/25/21 15,500 15,780
Goldman Sachs Group Inc. 5.250% 7/27/21 11,489 12,935
Goldman Sachs Group Inc. 5.750% 1/24/22 55,268 63,716
Goldman Sachs Group Inc. 3.625% 1/22/23 26,450 27,293
Goldman Sachs Group Inc. 4.000% 3/3/24 29,879 31,344
Goldman Sachs Group Inc. 3.850% 7/8/24 9,417 9,753
Goldman Sachs Group Inc. 3.500% 1/23/25 25,925 26,098
Goldman Sachs Group Inc. 4.250% 10/21/25 9,850 9,965
Goldman Sachs Group Inc. 3.750% 2/25/26 15,000 15,360
Goldman Sachs Group Inc. 5.950% 1/15/27 18,831 21,381
Goldman Sachs Group Inc. 6.125% 2/15/33 25,214 30,517
Goldman Sachs Group Inc. 6.450% 5/1/36 32,690 37,471
Goldman Sachs Group Inc. 6.750% 10/1/37 40,411 48,042
Goldman Sachs Group Inc. 6.250% 2/1/41 26,152 32,357
Goldman Sachs Group Inc. 4.800% 7/8/44 13,645 14,270
Goldman Sachs Group Inc. 5.150% 5/22/45 28,203 28,624
Goldman Sachs Group Inc. 4.750% 10/21/45 9,300 9,723
HSBC Bank USA NA 6.000% 8/9/17 775 816
HSBC Bank USA NA 4.875% 8/24/20 26,300 28,199
HSBC Bank USA NA 5.875% 11/1/34 7,275 8,364
HSBC Bank USA NA 5.625% 8/15/35 3,782 4,218
HSBC Bank USA NA 7.000% 1/15/39 7,909 9,843
HSBC Holdings plc 3.400% 3/8/21 26,183 26,714
HSBC Holdings plc 5.100% 4/5/21 41,250 45,417
HSBC Holdings plc 4.875% 1/14/22 4,140 4,529
HSBC Holdings plc 4.000% 3/30/22 14,126 14,852
HSBC Holdings plc 4.250% 3/14/24 29,100 29,391
HSBC Holdings plc 4.250% 8/18/25 12,000 12,082
HSBC Holdings plc 4.300% 3/8/26 32,070 33,008
HSBC Holdings plc 7.625% 5/17/32 1,925 2,377
HSBC Holdings plc 7.350% 11/27/32 2,040 2,391
HSBC Holdings plc 6.500% 5/2/36 27,345 31,849
HSBC Holdings plc 6.500% 9/15/37 30,075 34,958
HSBC Holdings plc 6.800% 6/1/38 6,135 7,307
HSBC Holdings plc 6.100% 1/14/42 6,825 8,503
HSBC Holdings plc 5.250% 3/14/44 10,575 10,697
HSBC USA Inc. 1.500% 11/13/17 2,750 2,747
HSBC USA Inc. 1.625% 1/16/18 22,275 22,228

 

 

HSBC USA Inc. 1.700% 3/5/18 2,500 2,494
HSBC USA Inc. 2.000% 8/7/18 11,000 11,039
HSBC USA Inc. 2.250% 6/23/19 6,550 6,568
HSBC USA Inc. 2.375% 11/13/19 21,650 21,750
HSBC USA Inc. 2.350% 3/5/20 15,650 15,453
HSBC USA Inc. 2.750% 8/7/20 4,875 4,885
HSBC USA Inc. 5.000% 9/27/20 8,200 8,829
HSBC USA Inc. 3.500% 6/23/24 7,350 7,454
Huntington Bancshares Inc. 7.000% 12/15/20 4,200 4,878
Huntington Bancshares Inc. 3.150% 3/14/21 3,575 3,627
Huntington National Bank 1.350% 8/2/16 1,125 1,126
Huntington National Bank 1.375% 4/24/17 950 950
Huntington National Bank 2.000% 6/30/18 5,000 4,999
Huntington National Bank 2.200% 11/6/18 6,225 6,244
Huntington National Bank 2.400% 4/1/20 12,575 12,457
Huntington National Bank 2.875% 8/20/20 7,750 7,783
Intesa Sanpaolo SPA 3.875% 1/16/18 10,350 10,595
Intesa Sanpaolo SPA 3.875% 1/15/19 9,500 9,784
Intesa Sanpaolo SPA 5.250% 1/12/24 28,381 30,648
JPMorgan Chase & Co. 1.350% 2/15/17 27,100 27,154
JPMorgan Chase & Co. 6.125% 6/27/17 7,131 7,507
JPMorgan Chase & Co. 2.000% 8/15/17 34,900 35,269
JPMorgan Chase & Co. 6.000% 1/15/18 24,384 26,259
JPMorgan Chase & Co. 1.800% 1/25/18 13,666 13,725
JPMorgan Chase & Co. 1.700% 3/1/18 21,200 21,273
JPMorgan Chase & Co. 1.625% 5/15/18 17,925 17,966
JPMorgan Chase & Co. 2.350% 1/28/19 8,050 8,200
JPMorgan Chase & Co. 1.850% 3/22/19 25,000 25,100
JPMorgan Chase & Co. 6.300% 4/23/19 26,995 30,532
JPMorgan Chase & Co. 2.200% 10/22/19 12,395 12,612
JPMorgan Chase & Co. 2.250% 1/23/20 40,857 41,093
JPMorgan Chase & Co. 2.750% 6/23/20 49,245 50,448
JPMorgan Chase & Co. 4.400% 7/22/20 4,985 5,421
JPMorgan Chase & Co. 4.250% 10/15/20 14,604 15,795
JPMorgan Chase & Co. 2.550% 10/29/20 22,025 22,281
JPMorgan Chase & Co. 2.550% 3/1/21 17,850 17,981
JPMorgan Chase & Co. 4.625% 5/10/21 1,794 1,987
JPMorgan Chase & Co. 4.350% 8/15/21 25,609 27,984
JPMorgan Chase & Co. 4.500% 1/24/22 28,905 31,893
JPMorgan Chase & Co. 3.250% 9/23/22 18,585 19,355
JPMorgan Chase & Co. 3.200% 1/25/23 38,594 39,541
JPMorgan Chase & Co. 3.375% 5/1/23 24,590 24,673
JPMorgan Chase & Co. 3.875% 2/1/24 18,910 20,095
JPMorgan Chase & Co. 3.625% 5/13/24 46,015 47,865
JPMorgan Chase & Co. 3.875% 9/10/24 34,483 35,316
JPMorgan Chase & Co. 3.125% 1/23/25 26,295 26,323
JPMorgan Chase & Co. 3.900% 7/15/25 25,400 26,878
JPMorgan Chase & Co. 3.300% 4/1/26 31,000 31,050
JPMorgan Chase & Co. 4.125% 12/15/26 22,100 22,861
JPMorgan Chase & Co. 4.250% 10/1/27 850 878
JPMorgan Chase & Co. 6.400% 5/15/38 25,112 33,230
JPMorgan Chase & Co. 5.500% 10/15/40 27,737 33,267
JPMorgan Chase & Co. 5.600% 7/15/41 11,645 14,187
JPMorgan Chase & Co. 5.400% 1/6/42 7,874 9,406
JPMorgan Chase & Co. 5.625% 8/16/43 6,565 7,526
JPMorgan Chase & Co. 4.850% 2/1/44 9,175 10,458
JPMorgan Chase & Co. 4.950% 6/1/45 15,950 16,837

 

 

JPMorgan Chase Bank NA 6.000% 7/5/17 1,075 1,134
JPMorgan Chase Bank NA 6.000% 10/1/17 21,265 22,563
KeyBank NA 1.650% 2/1/18 19,965 19,974
KeyBank NA 1.700% 6/1/18 5,000 5,000
KeyBank NA 2.350% 3/8/19 8,650 8,721
KeyBank NA 2.500% 12/15/19 3,000 3,031
KeyBank NA 2.250% 3/16/20 1,250 1,250
KeyBank NA 3.300% 6/1/25 6,125 6,280
KeyBank NA 6.950% 2/1/28 1,275 1,581
KeyCorp 5.100% 3/24/21 9,200 10,184
Lloyds Bank plc 4.200% 3/28/17 17,219 17,698
Lloyds Bank plc 1.750% 3/16/18 4,750 4,753
Lloyds Bank plc 1.750% 5/14/18 5,700 5,695
Lloyds Bank plc 2.300% 11/27/18 9,350 9,430
Lloyds Bank plc 2.050% 1/22/19 3,775 3,778
Lloyds Bank plc 2.350% 9/5/19 9,925 10,026
Lloyds Bank plc 2.400% 3/17/20 1,275 1,279
Lloyds Bank plc 2.700% 8/17/20 7,200 7,279
Lloyds Bank plc 6.375% 1/21/21 11,050 12,998
Lloyds Bank plc 3.500% 5/14/25 13,675 14,138
Lloyds Banking Group plc 4.500% 11/4/24 6,975 6,984
7 Lloyds Banking Group plc 4.582% 12/10/25 28,550 28,112
Lloyds Banking Group plc 4.650% 3/24/26 21,900 21,657
7 Lloyds Banking Group plc 5.300% 12/1/45 2,400 2,368
Manufacturers & Traders Trust Co. 1.400% 7/25/17 4,000 3,994
Manufacturers & Traders Trust Co. 6.625% 12/4/17 5,950 6,418
Manufacturers & Traders Trust Co. 2.300% 1/30/19 28,700 29,005
Manufacturers & Traders Trust Co. 2.250% 7/25/19 8,000 8,058
Manufacturers & Traders Trust Co. 2.100% 2/6/20 14,000 13,907
Manufacturers & Traders Trust Co. 2.900% 2/6/25 7,075 6,885
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 12,000 12,267
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 28,150 29,277
Morgan Stanley 4.750% 3/22/17 24,458 25,265
Morgan Stanley 5.550% 4/27/17 11,870 12,368
Morgan Stanley 6.250% 8/28/17 13,610 14,454
Morgan Stanley 5.950% 12/28/17 21,075 22,556
Morgan Stanley 1.875% 1/5/18 18,206 18,268
Morgan Stanley 6.625% 4/1/18 38,385 41,912
Morgan Stanley 2.125% 4/25/18 31,495 31,716
Morgan Stanley 2.200% 12/7/18 1,000 1,007
Morgan Stanley 2.500% 1/24/19 30,172 30,705
Morgan Stanley 2.450% 2/1/19 16,000 16,214
Morgan Stanley 7.300% 5/13/19 37,764 43,501
Morgan Stanley 2.375% 7/23/19 20,053 20,259
Morgan Stanley 5.625% 9/23/19 34,125 37,981
Morgan Stanley 5.500% 1/26/20 10,414 11,610
Morgan Stanley 2.650% 1/27/20 21,755 22,023
Morgan Stanley 2.800% 6/16/20 17,800 18,132
Morgan Stanley 5.500% 7/24/20 1,245 1,399
Morgan Stanley 5.750% 1/25/21 21,100 24,083
Morgan Stanley 5.500% 7/28/21 11,900 13,589
Morgan Stanley 4.875% 11/1/22 20,783 22,548
Morgan Stanley 3.750% 2/25/23 36,365 37,887
Morgan Stanley 4.100% 5/22/23 20,730 21,270
Morgan Stanley 3.875% 4/29/24 41,610 43,650
Morgan Stanley 3.700% 10/23/24 35,034 36,173
Morgan Stanley 4.000% 7/23/25 19,770 20,643

 

 

Morgan Stanley 5.000% 11/24/25 23,390 25,242
Morgan Stanley 3.875% 1/27/26 26,950 28,122
Morgan Stanley 6.250% 8/9/26 10,075 11,997
Morgan Stanley 4.350% 9/8/26 17,523 18,040
Morgan Stanley 3.950% 4/23/27 17,450 17,479
Morgan Stanley 7.250% 4/1/32 7,442 10,054
Morgan Stanley 6.375% 7/24/42 17,217 22,577
Morgan Stanley 4.300% 1/27/45 19,200 19,322
MUFG Americas Holdings Corp. 1.625% 2/9/18 4,800 4,779
MUFG Americas Holdings Corp. 2.250% 2/10/20 10,500 10,442
MUFG Americas Holdings Corp. 3.500% 6/18/22 11,410 11,874
MUFG Americas Holdings Corp. 3.000% 2/10/25 7,000 6,824
MUFG Union Bank NA 5.950% 5/11/16 4,275 4,296
MUFG Union Bank NA 1.500% 9/26/16 3,775 3,782
MUFG Union Bank NA 2.125% 6/16/17 2,695 2,710
MUFG Union Bank NA 2.625% 9/26/18 17,575 17,867
MUFG Union Bank NA 2.250% 5/6/19 4,925 4,954
Murray Street Investment Trust I 4.647% 3/9/17 18,003 18,509
National Australia Bank Ltd. 2.750% 3/9/17 4,095 4,157
National Australia Bank Ltd. 2.300% 7/25/18 11,200 11,358
National Australia Bank Ltd. 2.000% 1/14/19 4,900 4,938
National Australia Bank Ltd. 2.625% 1/14/21 10,095 10,305
National Australia Bank Ltd. 3.000% 1/20/23 5,050 5,153
National Australia Bank Ltd. 3.375% 1/14/26 7,500 7,801
National Bank of Canada 1.450% 11/7/17 8,250 8,254
National Bank of Canada 2.100% 12/14/18 1,000 1,009
National City Bank 5.800% 6/7/17 1,800 1,888
National City Corp. 6.875% 5/15/19 1,640 1,842
Northern Trust Co. 6.500% 8/15/18 1,625 1,809
Northern Trust Corp. 3.450% 11/4/20 7,820 8,321
Northern Trust Corp. 3.375% 8/23/21 1,690 1,796
Northern Trust Corp. 2.375% 8/2/22 6,300 6,432
Northern Trust Corp. 3.950% 10/30/25 8,475 9,052
People's United Bank NA 4.000% 7/15/24 3,850 3,791
People's United Financial Inc. 3.650% 12/6/22 4,650 4,658
PNC Bank NA 4.875% 9/21/17 9,969 10,427
PNC Bank NA 1.500% 10/18/17 10,595 10,602
PNC Bank NA 6.000% 12/7/17 1,050 1,116
PNC Bank NA 1.500% 2/23/18 2,425 2,425
PNC Bank NA 1.600% 6/1/18 8,000 8,014
PNC Bank NA 1.850% 7/20/18 4,500 4,539
PNC Bank NA 1.800% 11/5/18 10,525 10,579
PNC Bank NA 1.950% 3/4/19 4,750 4,796
PNC Bank NA 2.250% 7/2/19 5,475 5,557
PNC Bank NA 2.400% 10/18/19 21,345 21,789
PNC Bank NA 2.300% 6/1/20 10,730 10,827
PNC Bank NA 2.600% 7/21/20 5,320 5,435
PNC Bank NA 2.450% 11/5/20 7,800 7,918
PNC Bank NA 2.700% 11/1/22 7,317 7,286
PNC Bank NA 2.950% 1/30/23 10,077 10,095
PNC Bank NA 3.800% 7/25/23 15,575 16,375
PNC Bank NA 3.300% 10/30/24 8,375 8,640
PNC Bank NA 2.950% 2/23/25 8,425 8,437
PNC Bank NA 3.250% 6/1/25 3,600 3,665
PNC Financial Services Group Inc. 2.854% 11/9/22 14,450 14,627
PNC Financial Services Group Inc. 3.900% 4/29/24 20,585 21,631
PNC Funding Corp. 6.700% 6/10/19 6,479 7,402

 

 

PNC Funding Corp. 5.125% 2/8/20 11,808 13,078
PNC Funding Corp. 4.375% 8/11/20 19,200 20,964
PNC Funding Corp. 3.300% 3/8/22 12,200 12,775
Regions Bank 7.500% 5/15/18 2,546 2,806
Regions Bank 6.450% 6/26/37 3,100 3,678
Regions Financial Corp. 2.000% 5/15/18 20,190 20,068
Regions Financial Corp. 7.375% 12/10/37 3,380 4,272
Royal Bank of Canada 1.000% 4/27/17 11,950 11,968
Royal Bank of Canada 1.250% 6/16/17 18,750 18,778
Royal Bank of Canada 1.400% 10/13/17 14,781 14,853
Royal Bank of Canada 1.500% 1/16/18 614 616
Royal Bank of Canada 2.200% 7/27/18 20,080 20,414
Royal Bank of Canada 1.800% 7/30/18 16,300 16,387
Royal Bank of Canada 2.000% 12/10/18 8,800 8,893
Royal Bank of Canada 2.350% 10/30/20 22,400 22,726
Royal Bank of Canada 2.500% 1/19/21 17,500 17,902
Royal Bank of Canada 2.300% 3/22/21 8,750 8,744
Royal Bank of Canada 4.650% 1/27/26 8,940 9,115
Royal Bank of Scotland Group plc 1.875% 3/31/17 5,500 5,490
Royal Bank of Scotland Group plc 6.400% 10/21/19 25,480 28,536
Royal Bank of Scotland Group plc 4.800% 4/5/26 6,750 6,760
Santander Bank NA 8.750% 5/30/18 820 914
Santander Holdings USA Inc. 3.450% 8/27/18 9,072 9,234
Santander Holdings USA Inc. 2.650% 4/17/20 4,750 4,699
Santander Holdings USA Inc. 4.500% 7/17/25 5,800 5,954
Santander Issuances SAU 5.179% 11/19/25 23,400 22,621
Santander UK Group Holdings plc 2.875% 10/16/20 14,450 14,389
Santander UK Group Holdings plc 3.125% 1/8/21 13,500 13,637
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 15,000 15,195
Societe Generale SA 2.750% 10/12/17 9,275 9,424
Societe Generale SA 2.625% 10/1/18 14,000 14,254
State Street Bank & Trust Co. 5.250% 10/15/18 275 298
State Street Corp. 4.956% 3/15/18 5,986 6,287
State Street Corp. 1.350% 5/15/18 9,075 9,085
State Street Corp. 4.375% 3/7/21 700 770
State Street Corp. 3.100% 5/15/23 7,500 7,547
State Street Corp. 3.700% 11/20/23 6,076 6,505
State Street Corp. 3.300% 12/16/24 7,600 7,897
State Street Corp. 3.550% 8/18/25 21,237 22,522
Sumitomo Mitsui Banking Corp. 1.300% 1/10/17 4,275 4,279
Sumitomo Mitsui Banking Corp. 1.350% 7/11/17 10,650 10,627
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 12,375 12,412
Sumitomo Mitsui Banking Corp. 2.500% 7/19/18 3,325 3,374
Sumitomo Mitsui Banking Corp. 1.950% 7/23/18 6,625 6,643
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 6,825 6,933
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 3,850 3,891
Sumitomo Mitsui Banking Corp. 2.650% 7/23/20 4,700 4,783
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 3,000 3,024
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 5,025 5,171
Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 550 561
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 9,998 10,703
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 9,850 10,493
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 14,050 14,437
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 3,100 3,267
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 13,135 13,389
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 9,425 9,719
SunTrust Bank 7.250% 3/15/18 950 1,045

 

 

SunTrust Bank 2.750% 5/1/23 6,600 6,483
SunTrust Banks Inc. 6.000% 9/11/17 2,508 2,652
SunTrust Banks Inc. 2.500% 5/1/19 4,040 4,077
SunTrust Banks Inc. 2.900% 3/3/21 4,500 4,568
SVB Financial Group 3.500% 1/29/25 3,375 3,334
Svenska Handelsbanken AB 2.875% 4/4/17 30,925 31,429
Svenska Handelsbanken AB 1.625% 3/21/18 4,700 4,720
Svenska Handelsbanken AB 2.500% 1/25/19 9,775 10,013
Svenska Handelsbanken AB 2.250% 6/17/19 13,680 13,896
Svenska Handelsbanken AB 2.400% 10/1/20 4,600 4,644
Svenska Handelsbanken AB 2.450% 3/30/21 8,975 9,057
Synchrony Financial 1.875% 8/15/17 705 702
Synchrony Financial 2.600% 1/15/19 12,600 12,630
Synchrony Financial 3.000% 8/15/19 5,024 5,095
Synchrony Financial 2.700% 2/3/20 7,225 7,162
Synchrony Financial 3.750% 8/15/21 6,263 6,425
Synchrony Financial 4.250% 8/15/24 29,691 30,127
Synchrony Financial 4.500% 7/23/25 14,750 15,155
Toronto-Dominion Bank 1.125% 5/2/17 4,865 4,869
Toronto-Dominion Bank 1.625% 3/13/18 34,500 34,651
Toronto-Dominion Bank 1.400% 4/30/18 27,452 27,416
Toronto-Dominion Bank 1.750% 7/23/18 6,000 6,028
Toronto-Dominion Bank 2.625% 9/10/18 30,276 31,038
Toronto-Dominion Bank 2.125% 7/2/19 3,300 3,345
Toronto-Dominion Bank 2.250% 11/5/19 27,447 27,825
Toronto-Dominion Bank 2.500% 12/14/20 7,600 7,757
7 Toronto-Dominion Bank 2.250% 3/15/21 28,700 29,084
Toronto-Dominion Bank 2.125% 4/7/21 17,000 16,971
UBS AG 1.375% 6/1/17 13,200 13,185
UBS AG 1.375% 8/14/17 10,000 9,984
UBS AG 5.875% 12/20/17 3,674 3,936
UBS AG 1.800% 3/26/18 28,475 28,566
UBS AG 5.750% 4/25/18 2,092 2,264
UBS AG 2.375% 8/14/19 5,250 5,329
UBS AG 2.350% 3/26/20 7,400 7,473
UBS AG 4.875% 8/4/20 2,510 2,787
US Bancorp 1.650% 5/15/17 4,300 4,326
US Bancorp 1.950% 11/15/18 6,225 6,324
US Bancorp 2.200% 4/25/19 15,555 15,827
US Bancorp 2.350% 1/29/21 9,000 9,135
US Bancorp 4.125% 5/24/21 7,185 7,886
US Bancorp 3.000% 3/15/22 2,240 2,339
US Bancorp 2.950% 7/15/22 15,399 15,790
US Bancorp 3.600% 9/11/24 2,175 2,275
US Bank NA 1.375% 9/11/17 6,775 6,776
US Bank NA 1.350% 1/26/18 12,600 12,619
US Bank NA 1.450% 1/29/18 12,700 12,751
US Bank NA 2.125% 10/28/19 14,500 14,732
US Bank NA 2.800% 1/27/25 16,400 16,642
Wachovia Bank NA 5.850% 2/1/37 16,347 20,036
Wachovia Corp. 5.750% 6/15/17 26,695 28,109
Wachovia Corp. 5.750% 2/1/18 9,665 10,409
Wachovia Corp. 6.605% 10/1/25 3,175 3,825
Wachovia Corp. 5.500% 8/1/35 13,800 15,547
Wachovia Corp. 6.550% 10/15/35 7,625 9,237
Wells Fargo & Co. 2.625% 12/15/16 42,239 42,752
Wells Fargo & Co. 2.100% 5/8/17 21,150 21,389

 

 

Wells Fargo & Co. 1.150% 6/2/17 7,260 7,257
Wells Fargo & Co. 1.400% 9/8/17 26,375 26,425
Wells Fargo & Co. 5.625% 12/11/17 33,870 36,303
Wells Fargo & Co. 1.500% 1/16/18 3,562 3,581
Wells Fargo & Co. 2.150% 1/15/19 5,810 5,903
Wells Fargo & Co. 2.125% 4/22/19 14,690 14,927
Wells Fargo & Co. 2.150% 1/30/20 6,225 6,280
Wells Fargo & Co. 2.600% 7/22/20 22,575 23,110
Wells Fargo & Co. 2.550% 12/7/20 18,000 18,326
Wells Fargo & Co. 3.000% 1/22/21 13,070 13,555
Wells Fargo & Co. 2.500% 3/4/21 20,275 20,514
Wells Fargo & Co. 4.600% 4/1/21 20,769 23,008
Wells Fargo & Co. 3.500% 3/8/22 22,690 24,176
Wells Fargo & Co. 3.450% 2/13/23 16,648 17,077
Wells Fargo & Co. 4.125% 8/15/23 14,214 15,098
Wells Fargo & Co. 4.480% 1/16/24 10,987 11,924
Wells Fargo & Co. 3.300% 9/9/24 21,300 21,980
Wells Fargo & Co. 3.000% 2/19/25 18,965 19,126
Wells Fargo & Co. 3.550% 9/29/25 8,900 9,293
Wells Fargo & Co. 4.100% 6/3/26 24,050 25,167
Wells Fargo & Co. 4.300% 7/22/27 21,400 22,635
Wells Fargo & Co. 5.375% 2/7/35 13,700 16,560
Wells Fargo & Co. 5.375% 11/2/43 17,535 19,761
Wells Fargo & Co. 5.606% 1/15/44 9,065 10,422
Wells Fargo & Co. 4.650% 11/4/44 9,390 9,644
Wells Fargo & Co. 3.900% 5/1/45 14,750 14,670
Wells Fargo & Co. 4.900% 11/17/45 26,500 28,445
Wells Fargo Bank NA 6.000% 11/15/17 8,775 9,412
Wells Fargo Bank NA 1.650% 1/22/18 9,250 9,325
Wells Fargo Bank NA 5.950% 8/26/36 10,653 13,171
Wells Fargo Bank NA 6.600% 1/15/38 10,135 13,476
4 Wells Fargo Capital X 5.950% 12/1/86 3,907 3,966
Westpac Banking Corp. 1.200% 5/19/17 7,990 7,983
Westpac Banking Corp. 2.000% 8/14/17 5,920 6,002
Westpac Banking Corp. 1.500% 12/1/17 11,500 11,544
Westpac Banking Corp. 1.600% 1/12/18 11,200 11,230
Westpac Banking Corp. 1.550% 5/25/18 500 500
Westpac Banking Corp. 2.250% 7/30/18 17,025 17,254
Westpac Banking Corp. 1.950% 11/23/18 9,800 9,882
Westpac Banking Corp. 2.250% 1/17/19 11,980 12,155
Westpac Banking Corp. 4.875% 11/19/19 16,450 18,167
Westpac Banking Corp. 2.300% 5/26/20 12,750 12,848
Westpac Banking Corp. 2.600% 11/23/20 20,915 21,342
 
Brokerage (0.3%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 8,625 8,868
Affiliated Managers Group Inc. 3.500% 8/1/25 10,650 10,425
Ameriprise Financial Inc. 7.300% 6/28/19 2,227 2,590
Ameriprise Financial Inc. 5.300% 3/15/20 3,942 4,412
Ameriprise Financial Inc. 4.000% 10/15/23 9,075 9,607
Ameriprise Financial Inc. 3.700% 10/15/24 6,740 6,994
Apollo Investment Corp. 5.250% 3/3/25 3,700 3,705
BGC Partners Inc. 5.375% 12/9/19 500 520
BlackRock Inc. 6.250% 9/15/17 4,415 4,739
BlackRock Inc. 5.000% 12/10/19 7,598 8,489
BlackRock Inc. 4.250% 5/24/21 6,540 7,238
BlackRock Inc. 3.375% 6/1/22 10,125 10,740

 

 

BlackRock Inc. 3.500% 3/18/24 16,025 16,959
Brookfield Asset Management Inc. 4.000% 1/15/25 6,475 6,663
Brookfield Asset Management Inc. 7.375% 3/1/33 2,215 2,624
Charles Schwab Corp. 4.450% 7/22/20 10,525 11,586
Charles Schwab Corp. 3.225% 9/1/22 4,005 4,193
Charles Schwab Corp. 3.450% 2/13/26 5,925 6,181
CME Group Inc. 3.000% 9/15/22 7,870 8,179
CME Group Inc. 3.000% 3/15/25 5,675 5,723
CME Group Inc. 5.300% 9/15/43 6,995 8,304
E*TRADE Financial Corp. 5.375% 11/15/22 4,900 5,157
Eaton Vance Corp. 3.625% 6/15/23 1,900 1,982
7 FMR LLC 7.490% 6/15/19 800 929
Franklin Resources Inc. 1.375% 9/15/17 2,775 2,782
Franklin Resources Inc. 4.625% 5/20/20 1,550 1,697
Franklin Resources Inc. 2.800% 9/15/22 10,550 10,655
Franklin Resources Inc. 2.850% 3/30/25 1,885 1,866
Intercontinental Exchange Inc. 2.500% 10/15/18 4,795 4,884
Intercontinental Exchange Inc. 2.750% 12/1/20 12,060 12,335
Intercontinental Exchange Inc. 4.000% 10/15/23 16,071 16,782
Intercontinental Exchange Inc. 3.750% 12/1/25 9,910 10,094
Invesco Finance plc 3.125% 11/30/22 7,000 7,132
Invesco Finance plc 4.000% 1/30/24 4,253 4,471
Invesco Finance plc 3.750% 1/15/26 1,590 1,655
Invesco Finance plc 5.375% 11/30/43 10,960 12,316
Janus Capital Group Inc. 4.875% 8/1/25 3,950 4,191
Jefferies Group LLC 5.125% 4/13/18 5,870 6,075
Jefferies Group LLC 8.500% 7/15/19 2,132 2,432
Jefferies Group LLC 6.875% 4/15/21 12,400 13,967
Jefferies Group LLC 5.125% 1/20/23 1,025 1,036
Jefferies Group LLC 6.450% 6/8/27 2,475 2,610
Jefferies Group LLC 6.250% 1/15/36 2,925 2,825
Jefferies Group LLC 6.500% 1/20/43 5,525 5,061
Lazard Group LLC 6.850% 6/15/17 1,245 1,312
Lazard Group LLC 3.750% 2/13/25 125 115
Legg Mason Inc. 2.700% 7/15/19 950 959
Legg Mason Inc. 3.950% 7/15/24 1,775 1,764
Legg Mason Inc. 4.750% 3/15/26 3,550 3,595
Legg Mason Inc. 5.625% 1/15/44 7,270 7,123
Leucadia National Corp. 5.500% 10/18/23 4,650 4,368
Leucadia National Corp. 6.625% 10/23/43 2,765 2,206
Nasdaq Inc. 5.550% 1/15/20 10,175 11,221
Nomura Holdings Inc. 2.750% 3/19/19 22,209 22,509
Nomura Holdings Inc. 6.700% 3/4/20 7,880 9,122
NYSE Euronext 2.000% 10/5/17 6,800 6,857
Raymond James Financial Inc. 4.250% 4/15/16 375 375
Stifel Financial Corp. 4.250% 7/18/24 2,825 2,794
TD Ameritrade Holding Corp. 5.600% 12/1/19 2,400 2,681
TD Ameritrade Holding Corp. 2.950% 4/1/22 6,900 7,037
TD Ameritrade Holding Corp. 3.625% 4/1/25 6,200 6,468
 
Finance Companies (0.4%)        
Air Lease Corp. 5.625% 4/1/17 9,725 9,992
Air Lease Corp. 2.125% 1/15/18 4,500 4,421
Air Lease Corp. 2.625% 9/4/18 225 222
Air Lease Corp. 3.375% 1/15/19 26,435 26,402
Air Lease Corp. 4.750% 3/1/20 11,700 12,197
Air Lease Corp. 3.875% 4/1/21 4,245 4,309

 

 

Air Lease Corp. 3.750% 2/1/22 3,925 3,886
Ares Capital Corp. 4.875% 11/30/18 9,500 9,727
Ares Capital Corp. 3.875% 1/15/20 1,800 1,820
FS Investment Corp. 4.000% 7/15/19 3,775 3,784
FS Investment Corp. 4.250% 1/15/20 2,150 2,151
FS Investment Corp. 4.750% 5/15/22 2,250 2,223
GATX Corp. 2.375% 7/30/18 7,060 7,049
GATX Corp. 2.500% 3/15/19 350 349
GATX Corp. 2.500% 7/30/19 2,250 2,231
GATX Corp. 4.850% 6/1/21 125 133
GATX Corp. 4.750% 6/15/22 4,800 5,115
GATX Corp. 3.250% 3/30/25 3,500 3,248
GATX Corp. 5.200% 3/15/44 1,025 991
GATX Corp. 4.500% 3/30/45 2,322 2,033
7 GE Capital International Funding Co. 0.964% 4/15/16 196,929 196,953
7 GE Capital International Funding Co. 2.342% 11/15/20 104,526 107,019
7 GE Capital International Funding Co. 3.373% 11/15/25 31,442 33,466
7 GE Capital International Funding Co. 4.418% 11/15/35 120,117 130,290
HSBC Finance Corp. 6.676% 1/15/21 45,704 52,447
7 International Lease Finance Corp. 7.125% 9/1/18 11,440 12,470
Prospect Capital Corp. 5.000% 7/15/19 3,650 3,298
Prospect Capital Corp. 5.875% 3/15/23 1,860 1,609
 
Insurance (1.3%)        
ACE Capital Trust II 9.700% 4/1/30 1,689 2,398
AEGON Funding Co. LLC 5.750% 12/15/20 12,100 13,912
Aetna Inc. 1.750% 5/15/17 2,975 2,990
Aetna Inc. 1.500% 11/15/17 9,397 9,428
Aetna Inc. 2.200% 3/15/19 3,580 3,627
Aetna Inc. 4.125% 6/1/21 375 405
Aetna Inc. 2.750% 11/15/22 9,300 9,255
Aetna Inc. 3.500% 11/15/24 6,955 7,095
Aetna Inc. 6.625% 6/15/36 8,011 10,239
Aetna Inc. 6.750% 12/15/37 3,205 4,191
Aetna Inc. 4.500% 5/15/42 4,653 4,716
Aetna Inc. 4.125% 11/15/42 1,842 1,774
Aetna Inc. 4.750% 3/15/44 3,325 3,505
Aflac Inc. 2.400% 3/16/20 12,856 13,223
Aflac Inc. 4.000% 2/15/22 1,150 1,240
Aflac Inc. 3.625% 6/15/23 4,200 4,385
Aflac Inc. 6.900% 12/17/39 5,225 6,820
Aflac Inc. 6.450% 8/15/40 4,958 6,174
Alleghany Corp. 5.625% 9/15/20 3,450 3,820
Alleghany Corp. 4.950% 6/27/22 4,100 4,507
Alleghany Corp. 4.900% 9/15/44 7,864 7,628
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 25,050 25,106
Allied World Assurance Co. Ltd. 5.500% 11/15/20 1,850 2,031
Allstate Corp. 7.450% 5/16/19 500 582
Allstate Corp. 3.150% 6/15/23 9,790 10,088
Allstate Corp. 5.350% 6/1/33 1,654 1,927
Allstate Corp. 5.550% 5/9/35 2,906 3,443
Allstate Corp. 5.950% 4/1/36 28 35
Allstate Corp. 4.500% 6/15/43 5,985 6,572
4 Allstate Corp. 5.750% 8/15/53 3,400 3,451
4 Allstate Corp. 6.125% 5/15/67 1,456 1,420
4 Allstate Corp. 6.500% 5/15/67 4,425 4,790
Alterra Finance LLC 6.250% 9/30/20 2,235 2,542

 

 

American Financial Group Inc. 9.875% 6/15/19 8,054 9,772
American International Group Inc. 5.850% 1/16/18 16,881 18,075
American International Group Inc. 2.300% 7/16/19 11,841 11,964
American International Group Inc. 3.375% 8/15/20 15,150 15,662
American International Group Inc. 6.400% 12/15/20 22,513 26,161
American International Group Inc. 4.875% 6/1/22 11,923 13,121
American International Group Inc. 4.125% 2/15/24 13,215 13,749
American International Group Inc. 3.900% 4/1/26 3,000 3,010
American International Group Inc. 3.875% 1/15/35 9,735 8,683
American International Group Inc. 4.700% 7/10/35 4,445 4,411
American International Group Inc. 6.250% 5/1/36 9,390 10,917
American International Group Inc. 4.500% 7/16/44 20,200 19,054
American International Group Inc. 4.800% 7/10/45 7,975 7,862
American International Group Inc. 4.375% 1/15/55 4,640 4,052
4 American International Group Inc. 8.175% 5/15/68 5,875 7,334
Anthem Inc. 5.875% 6/15/17 450 473
Anthem Inc. 1.875% 1/15/18 9,558 9,591
Anthem Inc. 7.000% 2/15/19 875 989
Anthem Inc. 2.250% 8/15/19 5,595 5,622
Anthem Inc. 4.350% 8/15/20 6,275 6,757
Anthem Inc. 3.700% 8/15/21 6,125 6,444
Anthem Inc. 3.125% 5/15/22 7,340 7,382
Anthem Inc. 3.300% 1/15/23 8,695 8,784
Anthem Inc. 3.500% 8/15/24 6,059 6,111
Anthem Inc. 5.950% 12/15/34 7,525 8,644
Anthem Inc. 5.850% 1/15/36 6,985 7,952
Anthem Inc. 6.375% 6/15/37 6,403 7,724
Anthem Inc. 4.625% 5/15/42 13,092 12,923
Anthem Inc. 4.650% 1/15/43 12,618 12,500
Anthem Inc. 5.100% 1/15/44 4,925 5,188
Anthem Inc. 4.850% 8/15/54 2,200 2,158
Aon Corp. 5.000% 9/30/20 6,235 6,926
Aon Corp. 8.205% 1/1/27 1,669 2,123
Aon Corp. 6.250% 9/30/40 3,600 4,225
Aon plc 2.800% 3/15/21 13,425 13,565
Aon plc 3.500% 6/14/24 6,250 6,271
Aon plc 3.875% 12/15/25 725 739
Aon plc 4.450% 5/24/43 2,025 1,894
Aon plc 4.600% 6/14/44 7,075 6,909
Aon plc 4.750% 5/15/45 2,700 2,720
Arch Capital Group Ltd. 7.350% 5/1/34 4,510 5,895
Arch Capital Group US Inc. 5.144% 11/1/43 625 654
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 5,325 5,881
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 11,065 11,313
Assurant Inc. 4.000% 3/15/23 2,925 2,942
Assurant Inc. 6.750% 2/15/34 6,000 7,205
Assured Guaranty US Holdings Inc. 5.000% 7/1/24 775 825
AXA SA 8.600% 12/15/30 15,132 19,942
AXIS Specialty Finance LLC 5.875% 6/1/20 11,775 12,823
AXIS Specialty Finance plc 2.650% 4/1/19 1,000 1,007
AXIS Specialty Finance plc 5.150% 4/1/45 1,375 1,415
Berkshire Hathaway Finance Corp. 1.600% 5/15/17 7,950 8,026
Berkshire Hathaway Finance Corp. 1.450% 3/7/18 10,950 11,040
Berkshire Hathaway Finance Corp. 1.300% 5/15/18 12,350 12,408
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 4,985 5,430
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 5,900 6,028
Berkshire Hathaway Finance Corp. 1.700% 3/15/19 8,500 8,618

 

 

Berkshire Hathaway Finance Corp. 2.900% 10/15/20 4,800 5,050
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 3,000 3,325
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 12,975 13,542
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 7,355 9,224
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 4,250 4,588
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 4,775 5,026
Berkshire Hathaway Inc. 1.550% 2/9/18 1,199 1,206
Berkshire Hathaway Inc. 2.100% 8/14/19 10,025 10,201
Berkshire Hathaway Inc. 2.200% 3/15/21 4,575 4,661
Berkshire Hathaway Inc. 3.750% 8/15/21 3,070 3,350
Berkshire Hathaway Inc. 3.000% 2/11/23 3,806 3,949
Berkshire Hathaway Inc. 2.750% 3/15/23 21,555 21,982
Berkshire Hathaway Inc. 3.125% 3/15/26 39,800 40,808
Berkshire Hathaway Inc. 4.500% 2/11/43 9,140 9,949
Brown & Brown Inc. 4.200% 9/15/24 8,215 8,272
Chubb Corp. 5.750% 5/15/18 5,885 6,471
Chubb Corp. 6.000% 5/11/37 5,450 7,029
Chubb Corp. 6.500% 5/15/38 2,140 2,955
4 Chubb Corp. 6.375% 3/29/67 11,300 9,831
Chubb INA Holdings Inc. 5.900% 6/15/19 2,755 3,108
Chubb INA Holdings Inc. 5.700% 2/15/17 2,968 3,087
Chubb INA Holdings Inc. 5.800% 3/15/18 1,756 1,905
Chubb INA Holdings Inc. 2.300% 11/3/20 6,000 6,110
Chubb INA Holdings Inc. 2.875% 11/3/22 18,025 18,642
Chubb INA Holdings Inc. 2.700% 3/13/23 8,648 8,724
Chubb INA Holdings Inc. 3.350% 5/15/24 4,999 5,212
Chubb INA Holdings Inc. 3.150% 3/15/25 6,990 7,176
Chubb INA Holdings Inc. 3.350% 5/3/26 13,625 14,192
Chubb INA Holdings Inc. 6.700% 5/15/36 740 1,023
Chubb INA Holdings Inc. 4.150% 3/13/43 2,808 2,919
Chubb INA Holdings Inc. 4.350% 11/3/45 11,975 13,002
Cigna Corp. 5.125% 6/15/20 8,339 9,233
Cigna Corp. 4.375% 12/15/20 3,600 3,889
Cigna Corp. 4.500% 3/15/21 1,300 1,401
Cigna Corp. 4.000% 2/15/22 6,390 6,819
Cigna Corp. 3.250% 4/15/25 8,350 8,304
Cigna Corp. 7.875% 5/15/27 1,325 1,802
Cigna Corp. 6.150% 11/15/36 4,443 5,280
Cigna Corp. 5.875% 3/15/41 2,800 3,275
Cigna Corp. 5.375% 2/15/42 896 984
Cincinnati Financial Corp. 6.920% 5/15/28 3,575 4,498
Cincinnati Financial Corp. 6.125% 11/1/34 2,045 2,386
CNA Financial Corp. 7.350% 11/15/19 9,475 10,942
CNA Financial Corp. 5.875% 8/15/20 5,870 6,555
CNA Financial Corp. 5.750% 8/15/21 4,118 4,620
CNA Financial Corp. 3.950% 5/15/24 100 99
CNA Financial Corp. 4.500% 3/1/26 3,850 3,902
Coventry Health Care Inc. 5.950% 3/15/17 2,265 2,366
Coventry Health Care Inc. 5.450% 6/15/21 4,895 5,533
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 6,975 8,055
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 4,500 4,403
Fidelity National Financial Inc. 5.500% 9/1/22 500 543
First American Financial Corp. 4.300% 2/1/23 2,675 2,687
First American Financial Corp. 4.600% 11/15/24 4,950 5,045
Hartford Financial Services Group Inc. 6.300% 3/15/18 8,020 8,645
Hartford Financial Services Group Inc. 6.000% 1/15/19 3,309 3,647
Hartford Financial Services Group Inc. 5.125% 4/15/22 1,455 1,630

 

 

Hartford Financial Services Group Inc. 5.950% 10/15/36 3,270 3,823
Hartford Financial Services Group Inc. 6.625% 3/30/40 2,100 2,621
Hartford Financial Services Group Inc. 6.100% 10/1/41 3,150 3,661
Hartford Financial Services Group Inc. 4.300% 4/15/43 6,615 6,250
Horace Mann Educators Corp. 4.500% 12/1/25 1,300 1,344
Humana Inc. 7.200% 6/15/18 5,815 6,467
Humana Inc. 6.300% 8/1/18 705 772
Humana Inc. 2.625% 10/1/19 2,100 2,133
Humana Inc. 3.150% 12/1/22 6,325 6,408
Humana Inc. 3.850% 10/1/24 8,475 8,735
Humana Inc. 8.150% 6/15/38 5,518 7,617
Humana Inc. 4.625% 12/1/42 4,328 4,176
Humana Inc. 4.950% 10/1/44 1,675 1,711
Infinity Property & Casualty Corp. 5.000% 9/19/22 9,075 9,560
Kemper Corp. 4.350% 2/15/25 7,000 7,081
Lincoln National Corp. 8.750% 7/1/19 743 885
Lincoln National Corp. 6.250% 2/15/20 1,268 1,416
Lincoln National Corp. 4.850% 6/24/21 400 437
Lincoln National Corp. 4.200% 3/15/22 2,850 2,987
Lincoln National Corp. 4.000% 9/1/23 3,455 3,517
Lincoln National Corp. 3.350% 3/9/25 2,547 2,446
Lincoln National Corp. 6.150% 4/7/36 7,625 8,590
Lincoln National Corp. 6.300% 10/9/37 2,068 2,331
Lincoln National Corp. 7.000% 6/15/40 2,946 3,550
4 Lincoln National Corp. 6.050% 4/20/67 3,200 2,076
Loews Corp. 2.625% 5/15/23 11,490 11,324
Loews Corp. 6.000% 2/1/35 718 838
Loews Corp. 4.125% 5/15/43 14,966 14,224
Manulife Financial Corp. 4.900% 9/17/20 14,484 15,777
Manulife Financial Corp. 4.150% 3/4/26 3,345 3,421
Manulife Financial Corp. 5.375% 3/4/46 4,850 5,068
Markel Corp. 7.125% 9/30/19 6,665 7,734
Markel Corp. 4.900% 7/1/22 700 765
Markel Corp. 3.625% 3/30/23 625 631
Markel Corp. 5.000% 3/30/43 3,400 3,470
Markel Corp. 5.000% 4/5/46 6,350 6,359
Marsh & McLennan Cos. Inc. 2.300% 4/1/17 475 479
Marsh & McLennan Cos. Inc. 2.550% 10/15/18 3,225 3,281
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 1,225 1,239
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 6,700 6,750
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 1,945 2,148
Marsh & McLennan Cos. Inc. 4.050% 10/15/23 4,568 4,826
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 8,525 8,512
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 6,160 6,264
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 3,650 3,741
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 2,909 3,480
MetLife Inc. 1.756% 12/15/17 7,363 7,411
MetLife Inc. 1.903% 12/15/17 9,540 9,608
MetLife Inc. 6.817% 8/15/18 3,840 4,283
MetLife Inc. 7.717% 2/15/19 4,896 5,673
MetLife Inc. 4.750% 2/8/21 6,515 7,248
MetLife Inc. 3.048% 12/15/22 7,250 7,364
MetLife Inc. 4.368% 9/15/23 5,435 5,929
MetLife Inc. 3.600% 4/10/24 14,195 14,664
MetLife Inc. 3.000% 3/1/25 13,675 13,442
MetLife Inc. 3.600% 11/13/25 6,975 7,151
MetLife Inc. 6.500% 12/15/32 1,800 2,229

 

 

MetLife Inc. 6.375% 6/15/34 2,025 2,528
MetLife Inc. 5.700% 6/15/35 10,890 12,694
MetLife Inc. 5.875% 2/6/41 14,415 17,333
MetLife Inc. 4.125% 8/13/42 9,220 8,811
MetLife Inc. 4.875% 11/13/43 7,475 7,975
MetLife Inc. 4.721% 12/15/44 9,575 9,976
MetLife Inc. 4.050% 3/1/45 8,600 8,108
MetLife Inc. 4.600% 5/13/46 5,625 5,791
4 MetLife Inc. 6.400% 12/15/66 19,972 20,596
4 MetLife Inc. 10.750% 8/1/69 885 1,347
Montpelier Re Holdings Ltd. 4.700% 10/15/22 600 616
Munich Re America Corp. 7.450% 12/15/26 2,350 3,042
4 Nationwide Financial Services Inc. 6.750% 5/15/87 500 502
Navigators Group Inc. 5.750% 10/15/23 2,000 2,194
Old Republic International Corp. 4.875% 10/1/24 7,815 8,086
OneBeacon US Holdings Inc. 4.600% 11/9/22 7,225 7,327
PartnerRe Finance B LLC 5.500% 6/1/20 14,734 16,259
Primerica Inc. 4.750% 7/15/22 200 217
Principal Financial Group Inc. 1.850% 11/15/17 1,300 1,303
Principal Financial Group Inc. 8.875% 5/15/19 8,163 9,689
Principal Financial Group Inc. 3.300% 9/15/22 2,675 2,722
Principal Financial Group Inc. 3.125% 5/15/23 3,645 3,598
Principal Financial Group Inc. 6.050% 10/15/36 4,625 5,502
Principal Financial Group Inc. 4.625% 9/15/42 2,680 2,686
Principal Financial Group Inc. 4.350% 5/15/43 968 929
4 Principal Financial Group Inc. 4.700% 5/15/55 3,750 3,649
ProAssurance Corp. 5.300% 11/15/23 1,415 1,545
Progressive Corp. 3.750% 8/23/21 10,088 10,856
Progressive Corp. 6.625% 3/1/29 4,600 6,020
Progressive Corp. 6.250% 12/1/32 275 349
Progressive Corp. 4.350% 4/25/44 2,985 3,180
4 Progressive Corp. 6.700% 6/15/67 7,050 6,715
Protective Life Corp. 7.375% 10/15/19 4,855 5,621
Protective Life Corp. 8.450% 10/15/39 3,285 4,410
Prudential Financial Inc. 6.000% 12/1/17 4,199 4,491
Prudential Financial Inc. 2.300% 8/15/18 165 167
Prudential Financial Inc. 7.375% 6/15/19 1,090 1,260
Prudential Financial Inc. 2.350% 8/15/19 11,150 11,272
Prudential Financial Inc. 5.375% 6/21/20 6,005 6,703
Prudential Financial Inc. 4.500% 11/15/20 8,775 9,534
Prudential Financial Inc. 4.500% 11/16/21 620 680
Prudential Financial Inc. 3.500% 5/15/24 3,440 3,498
Prudential Financial Inc. 5.750% 7/15/33 445 500
Prudential Financial Inc. 5.400% 6/13/35 9,160 9,890
Prudential Financial Inc. 5.900% 3/17/36 11,787 13,503
Prudential Financial Inc. 5.700% 12/14/36 12,043 13,520
Prudential Financial Inc. 6.625% 12/1/37 10,538 12,929
Prudential Financial Inc. 6.625% 6/21/40 5,775 7,045
Prudential Financial Inc. 6.200% 11/15/40 2,975 3,486
4 Prudential Financial Inc. 5.875% 9/15/42 4,700 4,906
4 Prudential Financial Inc. 5.625% 6/15/43 13,575 13,779
Prudential Financial Inc. 5.100% 8/15/43 3,150 3,263
4 Prudential Financial Inc. 5.200% 3/15/44 5,490 5,270
Prudential Financial Inc. 4.600% 5/15/44 3,025 3,039
4 Prudential Financial Inc. 5.375% 5/15/45 5,070 5,007
4 Prudential Financial Inc. 8.875% 6/15/68 705 773
Reinsurance Group of America Inc. 5.000% 6/1/21 1,175 1,275

 

 

Reinsurance Group of America Inc. 4.700% 9/15/23 3,575 3,774
StanCorp Financial Group Inc. 5.000% 8/15/22 2,775 3,002
4 StanCorp Financial Group Inc. 6.900% 6/1/67 15 12
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 1,309 1,678
Torchmark Corp. 3.800% 9/15/22 90 92
Transatlantic Holdings Inc. 8.000% 11/30/39 9,888 13,329
Travelers Cos. Inc. 5.750% 12/15/17 3,740 4,013
Travelers Cos. Inc. 5.800% 5/15/18 160 174
Travelers Cos. Inc. 5.900% 6/2/19 11,225 12,705
Travelers Cos. Inc. 3.900% 11/1/20 2,965 3,227
Travelers Cos. Inc. 6.750% 6/20/36 10 14
Travelers Cos. Inc. 6.250% 6/15/37 4,667 6,229
Travelers Cos. Inc. 5.350% 11/1/40 1,990 2,447
Travelers Cos. Inc. 4.600% 8/1/43 14,785 16,699
Travelers Cos. Inc. 4.300% 8/25/45 550 594
Travelers Property Casualty Corp. 6.375% 3/15/33 710 925
Trinity Acquisition plc 4.625% 8/15/23 1,675 1,753
Trinity Acquisition plc 6.125% 8/15/43 3,800 4,190
UnitedHealth Group Inc. 6.000% 6/15/17 7,990 8,443
UnitedHealth Group Inc. 1.450% 7/17/17 10,100 10,157
UnitedHealth Group Inc. 1.400% 10/15/17 20 20
UnitedHealth Group Inc. 1.400% 12/15/17 7,550 7,590
UnitedHealth Group Inc. 6.000% 2/15/18 10,645 11,559
UnitedHealth Group Inc. 1.900% 7/16/18 10,000 10,151
UnitedHealth Group Inc. 1.625% 3/15/19 5,035 5,075
UnitedHealth Group Inc. 2.300% 12/15/19 12,050 12,191
UnitedHealth Group Inc. 2.700% 7/15/20 12,835 13,335
UnitedHealth Group Inc. 3.875% 10/15/20 205 222
UnitedHealth Group Inc. 4.700% 2/15/21 4,775 5,381
UnitedHealth Group Inc. 2.125% 3/15/21 5,125 5,167
UnitedHealth Group Inc. 3.375% 11/15/21 4,025 4,306
UnitedHealth Group Inc. 2.875% 12/15/21 7,925 8,257
UnitedHealth Group Inc. 2.875% 3/15/22 2,485 2,572
UnitedHealth Group Inc. 3.350% 7/15/22 10,825 11,518
UnitedHealth Group Inc. 2.750% 2/15/23 10,030 10,155
UnitedHealth Group Inc. 2.875% 3/15/23 1,896 1,940
UnitedHealth Group Inc. 3.750% 7/15/25 31,900 34,412
UnitedHealth Group Inc. 3.100% 3/15/26 7,850 8,032
UnitedHealth Group Inc. 4.625% 7/15/35 11,026 12,291
UnitedHealth Group Inc. 5.800% 3/15/36 2,243 2,848
UnitedHealth Group Inc. 6.500% 6/15/37 1,425 1,916
UnitedHealth Group Inc. 6.625% 11/15/37 9,025 12,332
UnitedHealth Group Inc. 6.875% 2/15/38 17,083 24,003
UnitedHealth Group Inc. 5.700% 10/15/40 170 215
UnitedHealth Group Inc. 5.950% 2/15/41 2,705 3,525
UnitedHealth Group Inc. 4.625% 11/15/41 6,905 7,674
UnitedHealth Group Inc. 4.375% 3/15/42 270 290
UnitedHealth Group Inc. 3.950% 10/15/42 11,581 11,617
UnitedHealth Group Inc. 4.250% 3/15/43 5,825 6,132
UnitedHealth Group Inc. 4.750% 7/15/45 17,749 20,364
Unum Group 5.625% 9/15/20 2,200 2,424
Unum Group 4.000% 3/15/24 2,190 2,171
Unum Group 3.875% 11/5/25 175 168
Unum Group 5.750% 8/15/42 2,325 2,452
Validus Holdings Ltd. 8.875% 1/26/40 3,850 4,960
Voya Financial Inc. 2.900% 2/15/18 9,057 9,196
Voya Financial Inc. 5.500% 7/15/22 4,309 4,829

 

 

Voya Financial Inc. 5.700% 7/15/43 9,125 10,379
Willis Towers Watson PLC 5.750% 3/15/21 9,351 10,404
WR Berkley Corp. 5.375% 9/15/20 595 656
WR Berkley Corp. 4.625% 3/15/22 2,550 2,738
WR Berkley Corp. 4.750% 8/1/44 3,313 3,297
XLIT Ltd. 2.300% 12/15/18 3,050 3,056
XLIT Ltd. 5.750% 10/1/21 7,655 8,703
XLIT Ltd. 6.375% 11/15/24 1,060 1,233
XLIT Ltd. 4.450% 3/31/25 2,700 2,670
XLIT Ltd. 6.250% 5/15/27 2,500 2,927
XLIT Ltd. 5.250% 12/15/43 7,925 8,182
XLIT Ltd. 5.500% 3/31/45 6,450 6,170
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 825 849
ORIX Corp. 3.750% 3/9/17 6,900 7,030
XTRA Finance Corp. 5.150% 4/1/17 11,395 11,862
 
Real Estate Investment Trusts (0.6%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 4,225 4,219
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 5,225 5,641
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 450 457
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 400 410
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 3,350 3,363
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 3,000 3,073
American Campus Communities Operating        
Partnership LP 3.750% 4/15/23 1,040 1,053
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 3,200 3,293
AvalonBay Communities Inc. 2.850% 3/15/23 5,944 5,895
AvalonBay Communities Inc. 4.200% 12/15/23 1,555 1,678
AvalonBay Communities Inc. 3.500% 11/15/24 3,300 3,424
AvalonBay Communities Inc. 3.450% 6/1/25 11,180 11,498
AvalonBay Communities Inc. 3.500% 11/15/25 600 622
Boston Properties LP 3.700% 11/15/18 3,000 3,138
Boston Properties LP 5.875% 10/15/19 1,295 1,449
Boston Properties LP 5.625% 11/15/20 9,225 10,503
Boston Properties LP 4.125% 5/15/21 3,665 3,942
Boston Properties LP 3.850% 2/1/23 10,998 11,549
Boston Properties LP 3.125% 9/1/23 3,900 3,924
Boston Properties LP 3.800% 2/1/24 5,025 5,256
Boston Properties LP 3.650% 2/1/26 5,425 5,633
Brandywine Operating Partnership LP 5.700% 5/1/17 7,070 7,323
Brandywine Operating Partnership LP 4.950% 4/15/18 3,325 3,467
Brandywine Operating Partnership LP 4.100% 10/1/24 5,140 5,096
Brandywine Operating Partnership LP 4.550% 10/1/29 6,125 6,070
Brixmor Operating Partnership LP 3.875% 8/15/22 5,950 5,817
Brixmor Operating Partnership LP 3.850% 2/1/25 14,435 13,378
Camden Property Trust 2.950% 12/15/22 4,850 4,809
Camden Property Trust 4.875% 6/15/23 1,470 1,619
Camden Property Trust 4.250% 1/15/24 2,350 2,503
CBL & Associates LP 5.250% 12/1/23 5,300 5,033
CBL & Associates LP 4.600% 10/15/24 5,125 4,667
Columbia Property Trust Operating Partnership        
LP 4.150% 4/1/25 3,000 3,029
Corporate Office Properties LP 3.700% 6/15/21 1,660 1,648

 

 

Corporate Office Properties LP 3.600% 5/15/23 7,431 6,971
CubeSmart LP 4.375% 12/15/23 9,425 9,937
CubeSmart LP 4.000% 11/15/25 2,265 2,314
DCT Industrial Operating Partnership LP 4.500% 10/15/23 2,550 2,622
DDR Corp. 7.875% 9/1/20 10,975 13,187
DDR Corp. 3.500% 1/15/21 11,005 11,243
DDR Corp. 4.625% 7/15/22 8,940 9,466
DDR Corp. 3.375% 5/15/23 8,225 7,978
DDR Corp. 3.625% 2/1/25 10,630 10,297
DDR Corp. 4.250% 2/1/26 2,140 2,164
Digital Realty Trust LP 5.875% 2/1/20 2,175 2,420
Digital Realty Trust LP 3.400% 10/1/20 5,600 5,729
Digital Realty Trust LP 5.250% 3/15/21 9,170 10,093
Digital Realty Trust LP 3.950% 7/1/22 11,650 11,947
Digital Realty Trust LP 4.750% 10/1/25 6,050 6,170
Duke Realty LP 4.375% 6/15/22 100 106
Duke Realty LP 3.875% 10/15/22 923 945
Duke Realty LP 3.625% 4/15/23 2,748 2,762
Duke Realty LP 3.750% 12/1/24 2,325 2,323
EPR Properties 5.750% 8/15/22 1,350 1,459
EPR Properties 5.250% 7/15/23 6,300 6,448
EPR Properties 4.500% 4/1/25 3,025 2,933
Equity CommonWealth 6.250% 6/15/17 5,075 5,212
Equity CommonWealth 5.875% 9/15/20 3,200 3,487
Equity One Inc. 3.750% 11/15/22 3,000 3,014
ERP Operating LP 5.750% 6/15/17 2,747 2,896
ERP Operating LP 2.375% 7/1/19 1,170 1,180
ERP Operating LP 4.750% 7/15/20 2,810 3,067
ERP Operating LP 4.625% 12/15/21 6,516 7,254
ERP Operating LP 3.000% 4/15/23 2,603 2,641
ERP Operating LP 4.500% 7/1/44 7,355 7,779
Essex Portfolio LP 5.500% 3/15/17 40 41
Essex Portfolio LP 3.375% 1/15/23 3,409 3,466
Essex Portfolio LP 3.250% 5/1/23 3,150 3,134
Essex Portfolio LP 3.500% 4/1/25 10,915 10,906
Federal Realty Investment Trust 3.000% 8/1/22 4,348 4,433
Federal Realty Investment Trust 2.750% 6/1/23 2,685 2,650
Federal Realty Investment Trust 4.500% 12/1/44 13,925 14,590
HCP Inc. 5.625% 5/1/17 115 120
HCP Inc. 6.700% 1/30/18 2,944 3,171
HCP Inc. 3.750% 2/1/19 10,400 10,737
HCP Inc. 2.625% 2/1/20 775 765
HCP Inc. 5.375% 2/1/21 6,917 7,564
HCP Inc. 3.150% 8/1/22 700 671
HCP Inc. 4.000% 12/1/22 28,750 28,865
HCP Inc. 4.250% 11/15/23 2,802 2,811
HCP Inc. 4.200% 3/1/24 2,950 2,915
HCP Inc. 3.875% 8/15/24 5,985 5,857
HCP Inc. 3.400% 2/1/25 775 714
HCP Inc. 6.750% 2/1/41 480 552
Healthcare Realty Trust Inc. 5.750% 1/15/21 2,575 2,867
Healthcare Realty Trust Inc. 3.750% 4/15/23 425 419
Healthcare Realty Trust Inc. 3.875% 5/1/25 4,450 4,319
Healthcare Trust of America Holdings LP 3.375% 7/15/21 3,840 3,882
Healthcare Trust of America Holdings LP 3.700% 4/15/23 1,500 1,477
Highwoods Realty LP 3.200% 6/15/21 14,100 14,066
Highwoods Realty LP 3.625% 1/15/23 100 99

 

 

Hospitality Properties Trust 6.700% 1/15/18 10,380 10,909
Hospitality Properties Trust 4.250% 2/15/21 3,350 3,403
Hospitality Properties Trust 5.000% 8/15/22 1,130 1,183
Hospitality Properties Trust 4.500% 6/15/23 4,050 4,027
Hospitality Properties Trust 4.650% 3/15/24 1,200 1,176
Hospitality Properties Trust 4.500% 3/15/25 650 626
Hospitality Properties Trust 5.250% 2/15/26 200 200
Host Hotels & Resorts LP 6.000% 10/1/21 10,550 11,828
Host Hotels & Resorts LP 5.250% 3/15/22 4,880 5,264
Host Hotels & Resorts LP 4.750% 3/1/23 1,100 1,146
Host Hotels & Resorts LP 3.750% 10/15/23 8,550 8,341
Host Hotels & Resorts LP 4.000% 6/15/25 2,050 1,985
Kilroy Realty LP 4.800% 7/15/18 10,850 11,397
Kilroy Realty LP 3.800% 1/15/23 3,050 3,110
Kilroy Realty LP 4.250% 8/15/29 550 559
Kimco Realty Corp. 5.700% 5/1/17 5,630 5,871
Kimco Realty Corp. 4.300% 2/1/18 1,430 1,485
Kimco Realty Corp. 6.875% 10/1/19 5,657 6,520
Kimco Realty Corp. 3.200% 5/1/21 5,515 5,642
Kimco Realty Corp. 3.125% 6/1/23 3,300 3,267
Lexington Realty Trust 4.400% 6/15/24 2,775 2,797
Liberty Property LP 5.500% 12/15/16 1,875 1,921
Liberty Property LP 6.625% 10/1/17 2,917 3,121
Liberty Property LP 4.750% 10/1/20 545 589
Liberty Property LP 3.375% 6/15/23 1,250 1,229
Liberty Property LP 4.400% 2/15/24 1,300 1,373
Liberty Property LP 3.750% 4/1/25 5,900 5,895
Mack-Cali Realty LP 2.500% 12/15/17 650 649
Mack-Cali Realty LP 7.750% 8/15/19 6,550 7,198
Mack-Cali Realty LP 4.500% 4/18/22 3,550 3,597
Mack-Cali Realty LP 3.150% 5/15/23 2,000 1,755
Mid-America Apartments LP 4.300% 10/15/23 12,500 13,164
Mid-America Apartments LP 3.750% 6/15/24 4,335 4,402
National Retail Properties Inc. 6.875% 10/15/17 10,360 11,120
National Retail Properties Inc. 5.500% 7/15/21 2,000 2,254
National Retail Properties Inc. 3.800% 10/15/22 3,000 3,103
National Retail Properties Inc. 3.300% 4/15/23 2,999 2,975
Omega Healthcare Investors Inc. 5.875% 3/15/24 1,474 1,548
Omega Healthcare Investors Inc. 4.950% 4/1/24 4,075 4,136
Omega Healthcare Investors Inc. 4.500% 1/15/25 2,750 2,695
Omega Healthcare Investors Inc. 5.250% 1/15/26 5,792 5,886
Omega Healthcare Investors Inc. 4.500% 4/1/27 24,000 22,860
Piedmont Operating Partnership LP 3.400% 6/1/23 1,912 1,848
Piedmont Operating Partnership LP 4.450% 3/15/24 4,125 4,171
Post Apartment Homes LP 3.375% 12/1/22 1,825 1,823
ProLogis LP 2.750% 2/15/19 2,430 2,479
ProLogis LP 3.350% 2/1/21 1,840 1,918
ProLogis LP 4.250% 8/15/23 3,445 3,739
Realty Income Corp. 2.000% 1/31/18 1,175 1,180
Realty Income Corp. 6.750% 8/15/19 8,577 9,780
Realty Income Corp. 5.750% 1/15/21 5,175 5,863
Realty Income Corp. 3.875% 7/15/24 3,150 3,200
Realty Income Corp. 5.875% 3/15/35 8,085 9,233
Regency Centers LP 3.750% 6/15/24 4,849 4,959
Retail Opportunity Investments Partnership LP 5.000% 12/15/23 1,675 1,722
Retail Properties of America Inc. 4.000% 3/15/25 10,400 9,822
Select Income REIT 2.850% 2/1/18 2,300 2,302

 

 

Select Income REIT 3.600% 2/1/20 206 207
Select Income REIT 4.150% 2/1/22 4,000 3,971
Select Income REIT 4.500% 2/1/25 9,075 8,641
Senior Housing Properties Trust 3.250% 5/1/19 5,040 5,024
Senior Housing Properties Trust 4.750% 5/1/24 3,775 3,657
Simon Property Group LP 2.150% 9/15/17 6,610 6,686
Simon Property Group LP 5.650% 2/1/20 13,895 15,697
Simon Property Group LP 2.500% 9/1/20 600 611
Simon Property Group LP 4.375% 3/1/21 8,445 9,294
Simon Property Group LP 2.500% 7/15/21 7,260 7,426
Simon Property Group LP 4.125% 12/1/21 10,433 11,425
Simon Property Group LP 3.375% 3/15/22 2,775 2,933
Simon Property Group LP 2.750% 2/1/23 5,700 5,760
Simon Property Group LP 3.750% 2/1/24 6,014 6,439
Simon Property Group LP 3.500% 9/1/25 3,640 3,834
Simon Property Group LP 3.300% 1/15/26 6,000 6,218
Simon Property Group LP 6.750% 2/1/40 11,243 15,300
Simon Property Group LP 4.750% 3/15/42 2,271 2,486
Simon Property Group LP 4.250% 10/1/44 10 10
Tanger Properties LP 3.875% 12/1/23 3,445 3,526
Tanger Properties LP 3.750% 12/1/24 1,325 1,340
UDR Inc. 3.700% 10/1/20 6,800 7,141
UDR Inc. 4.625% 1/10/22 11,645 12,665
Ventas Realty LP 1.250% 4/17/17 4,000 3,993
Ventas Realty LP 3.750% 5/1/24 2,000 2,003
Ventas Realty LP 3.500% 2/1/25 2,900 2,852
Ventas Realty LP 4.125% 1/15/26 975 1,001
Ventas Realty LP 5.700% 9/30/43 4,525 4,995
Ventas Realty LP 4.375% 2/1/45 6,405 5,878
Ventas Realty LP / Ventas Capital Corp. 2.000% 2/15/18 6,423 6,424
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 100 105
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 5,625 5,648
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 4,925 5,418
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,140 1,210
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 10,563 10,599
Vornado Realty LP 2.500% 6/30/19 8,525 8,642
Washington Prime Group LP 3.850% 4/1/20 4,525 4,641
Washington REIT 4.950% 10/1/20 825 884
Washington REIT 3.950% 10/15/22 1,900 1,911
Weingarten Realty Investors 3.375% 10/15/22 1,275 1,271
Weingarten Realty Investors 3.500% 4/15/23 3,925 3,857
Weingarten Realty Investors 4.450% 1/15/24 450 465
Welltower Inc. 4.700% 9/15/17 4,750 4,937
Welltower Inc. 2.250% 3/15/18 4,653 4,683
Welltower Inc. 4.125% 4/1/19 4,555 4,788
Welltower Inc. 4.950% 1/15/21 7,680 8,352
Welltower Inc. 5.250% 1/15/22 8,184 8,958
Welltower Inc. 3.750% 3/15/23 4,650 4,641
Welltower Inc. 4.000% 6/1/25 16,925 16,949
Welltower Inc. 4.250% 4/1/26 10,200 10,340
Welltower Inc. 6.500% 3/15/41 4,525 5,362
Welltower Inc. 5.125% 3/15/43 5,050 5,157
WP Carey Inc. 4.600% 4/1/24 6,201 6,308
WP Carey Inc. 4.000% 2/1/25 2,050 1,930
        13,694,814

 

 

Industrial (16.6%)        
Basic Industry (1.0%)        
Agrium Inc. 6.750% 1/15/19 7,095 7,875
Agrium Inc. 3.150% 10/1/22 2,721 2,727
Agrium Inc. 3.500% 6/1/23 11,500 11,427
Agrium Inc. 3.375% 3/15/25 6,025 5,823
Agrium Inc. 4.125% 3/15/35 4,750 4,006
Agrium Inc. 6.125% 1/15/41 7,043 7,775
Agrium Inc. 4.900% 6/1/43 3,200 3,052
Agrium Inc. 5.250% 1/15/45 10,290 10,364
Air Products & Chemicals Inc. 3.000% 11/3/21 1,325 1,384
Air Products & Chemicals Inc. 2.750% 2/3/23 7,125 7,160
Air Products & Chemicals Inc. 3.350% 7/31/24 6,350 6,655
Airgas Inc. 3.050% 8/1/20 6,750 6,912
Airgas Inc. 3.650% 7/15/24 7,000 7,160
Albemarle Corp. 3.000% 12/1/19 1,975 1,974
Albemarle Corp. 4.500% 12/15/20 500 519
Albemarle Corp. 4.150% 12/1/24 4,525 4,482
Albemarle Corp. 5.450% 12/1/44 5,075 4,861
Barrick Gold Corp. 4.100% 5/1/23 3,445 3,376
Barrick Gold Corp. 5.250% 4/1/42 7,150 6,051
Barrick North America Finance LLC 4.400% 5/30/21 7,962 8,163
Barrick North America Finance LLC 7.500% 9/15/38 2,650 2,652
Barrick North America Finance LLC 5.700% 5/30/41 10,638 9,292
Barrick North America Finance LLC 5.750% 5/1/43 3,633 3,287
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 6,043 5,430
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 220 228
BHP Billiton Finance USA Ltd. 2.050% 9/30/18 2,400 2,401
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 13,517 15,206
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 6,396 6,563
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 18,494 18,424
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 8,546 8,784
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 12,183 11,036
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 26,018 26,563
Braskem Finance Ltd. 6.450% 2/3/24 1,600 1,500
Cabot Corp. 2.550% 1/15/18 1,004 1,022
Cabot Corp. 3.700% 7/15/22 800 799
Carpenter Technology Corp. 5.200% 7/15/21 9,025 9,024
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 1,225 1,390
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 2,300 2,461
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 6,863 7,167
Celulosa Arauco y Constitucion SA 4.500% 8/1/24 500 514
CF Industries Inc. 6.875% 5/1/18 18,123 19,614
CF Industries Inc. 7.125% 5/1/20 9,175 10,414
CF Industries Inc. 5.150% 3/15/34 21,694 20,407
CF Industries Inc. 4.950% 6/1/43 4,076 3,569
CF Industries Inc. 5.375% 3/15/44 8,000 7,396
Cytec Industries Inc. 3.500% 4/1/23 1,250 1,217
Domtar Corp. 6.250% 9/1/42 850 838
Domtar Corp. 6.750% 2/15/44 5,000 5,024
Dow Chemical Co. 8.550% 5/15/19 21,204 25,223
Dow Chemical Co. 4.250% 11/15/20 17,570 19,157
Dow Chemical Co. 4.125% 11/15/21 1,996 2,177
Dow Chemical Co. 3.000% 11/15/22 14,425 14,773
Dow Chemical Co. 3.500% 10/1/24 2,825 2,913
Dow Chemical Co. 7.375% 11/1/29 2,398 3,075
Dow Chemical Co. 4.250% 10/1/34 8,436 8,182

 

 

Dow Chemical Co. 9.400% 5/15/39 12,993 19,711
Dow Chemical Co. 5.250% 11/15/41 8,027 8,530
Dow Chemical Co. 4.375% 11/15/42 7,280 7,018
Eastman Chemical Co. 2.400% 6/1/17 12,643 12,752
Eastman Chemical Co. 5.500% 11/15/19 4,771 5,286
Eastman Chemical Co. 2.700% 1/15/20 12,980 13,256
Eastman Chemical Co. 4.500% 1/15/21 775 839
Eastman Chemical Co. 3.600% 8/15/22 13,180 13,719
Eastman Chemical Co. 3.800% 3/15/25 2,500 2,534
Eastman Chemical Co. 4.800% 9/1/42 6,749 6,409
Eastman Chemical Co. 4.650% 10/15/44 4,850 4,664
Ecolab Inc. 1.450% 12/8/17 5,807 5,790
Ecolab Inc. 1.550% 1/12/18 2,000 2,003
Ecolab Inc. 2.000% 1/14/19 3,800 3,856
Ecolab Inc. 2.250% 1/12/20 3,243 3,278
Ecolab Inc. 4.350% 12/8/21 3,714 4,104
Ecolab Inc. 3.250% 1/14/23 4,475 4,595
Ecolab Inc. 5.500% 12/8/41 9,790 11,204
EI du Pont de Nemours & Co. 6.000% 7/15/18 9,965 10,981
EI du Pont de Nemours & Co. 4.625% 1/15/20 5,302 5,814
EI du Pont de Nemours & Co. 3.625% 1/15/21 14,975 15,930
EI du Pont de Nemours & Co. 4.250% 4/1/21 2,950 3,244
EI du Pont de Nemours & Co. 2.800% 2/15/23 9,685 9,708
EI du Pont de Nemours & Co. 6.500% 1/15/28 1,400 1,735
EI du Pont de Nemours & Co. 4.900% 1/15/41 10,628 11,256
EI du Pont de Nemours & Co. 4.150% 2/15/43 2,950 2,789
Fibria Overseas Finance Ltd. 5.250% 5/12/24 350 341
FMC Corp. 3.950% 2/1/22 1,425 1,466
FMC Corp. 4.100% 2/1/24 11,210 11,611
Georgia-Pacific LLC 8.000% 1/15/24 7,829 10,073
Georgia-Pacific LLC 7.375% 12/1/25 5,750 7,333
Georgia-Pacific LLC 7.750% 11/15/29 3,318 4,533
Georgia-Pacific LLC 8.875% 5/15/31 4,665 6,671
Glencore Canada Corp. 5.500% 6/15/17 4,680 4,727
Goldcorp Inc. 2.125% 3/15/18 16,285 16,001
Goldcorp Inc. 3.625% 6/9/21 1,250 1,268
Goldcorp Inc. 3.700% 3/15/23 9,575 9,385
Goldcorp Inc. 5.450% 6/9/44 3,400 3,129
International Flavors & Fragrances Inc. 3.200% 5/1/23 1,785 1,784
International Paper Co. 7.950% 6/15/18 9,758 10,968
International Paper Co. 7.500% 8/15/21 13,510 16,203
International Paper Co. 3.650% 6/15/24 7,410 7,498
International Paper Co. 3.800% 1/15/26 3,825 3,900
International Paper Co. 5.000% 9/15/35 4,125 4,254
International Paper Co. 8.700% 6/15/38 1,200 1,625
International Paper Co. 7.300% 11/15/39 4,268 5,048
International Paper Co. 6.000% 11/15/41 2,250 2,439
International Paper Co. 4.800% 6/15/44 14,430 13,804
International Paper Co. 5.150% 5/15/46 12,249 12,340
Lubrizol Corp. 8.875% 2/1/19 875 1,042
Lubrizol Corp. 6.500% 10/1/34 6,025 7,885
LYB International Finance BV 4.000% 7/15/23 1,250 1,310
LYB International Finance BV 5.250% 7/15/43 1,600 1,654
LYB International Finance BV 4.875% 3/15/44 11,000 10,956
LyondellBasell Industries NV 5.000% 4/15/19 20,560 21,963
LyondellBasell Industries NV 6.000% 11/15/21 15,125 17,167
LyondellBasell Industries NV 5.750% 4/15/24 4,950 5,722

 

 

LyondellBasell Industries NV 4.625% 2/26/55 11,275 10,024
Meadwestvaco Corp. 7.950% 2/15/31 5,253 6,553
Methanex Corp. 3.250% 12/15/19 7,850 7,306
Methanex Corp. 4.250% 12/1/24 865 723
Monsanto Co. 1.150% 6/30/17 8,700 8,679
Monsanto Co. 5.125% 4/15/18 3,105 3,321
Monsanto Co. 2.125% 7/15/19 4,400 4,441
Monsanto Co. 2.750% 7/15/21 11,810 12,066
Monsanto Co. 2.200% 7/15/22 7,580 7,440
Monsanto Co. 3.375% 7/15/24 7,279 7,407
Monsanto Co. 2.850% 4/15/25 3,800 3,690
Monsanto Co. 5.500% 8/15/25 2,353 2,742
Monsanto Co. 4.200% 7/15/34 9,175 8,745
Monsanto Co. 5.875% 4/15/38 5,631 6,439
Monsanto Co. 3.600% 7/15/42 6,341 5,186
Monsanto Co. 4.650% 11/15/43 2,450 2,361
Monsanto Co. 4.400% 7/15/44 13,000 12,083
Monsanto Co. 3.950% 4/15/45 15,000 13,033
Monsanto Co. 4.700% 7/15/64 10,460 9,031
Mosaic Co. 3.750% 11/15/21 3,050 3,174
Mosaic Co. 4.250% 11/15/23 17,532 18,319
Mosaic Co. 5.450% 11/15/33 2,750 2,841
Mosaic Co. 4.875% 11/15/41 1,468 1,379
Mosaic Co. 5.625% 11/15/43 3,675 3,819
Newmont Mining Corp. 5.125% 10/1/19 1,495 1,602
Newmont Mining Corp. 3.500% 3/15/22 4,493 4,464
Newmont Mining Corp. 5.875% 4/1/35 2,605 2,494
Newmont Mining Corp. 6.250% 10/1/39 11,004 11,002
Newmont Mining Corp. 4.875% 3/15/42 5,394 4,625
Nucor Corp. 5.750% 12/1/17 4,144 4,412
Nucor Corp. 5.850% 6/1/18 6,865 7,411
Nucor Corp. 4.125% 9/15/22 382 398
Nucor Corp. 4.000% 8/1/23 5,795 6,045
Nucor Corp. 6.400% 12/1/37 5,788 6,426
Nucor Corp. 5.200% 8/1/43 13,250 13,500
Packaging Corp. of America 3.900% 6/15/22 6,015 6,188
Packaging Corp. of America 4.500% 11/1/23 15,870 16,679
Packaging Corp. of America 3.650% 9/15/24 4,525 4,518
Placer Dome Inc. 6.450% 10/15/35 2,175 2,022
Plum Creek Timberlands LP 4.700% 3/15/21 3,605 3,885
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 4,441 4,529
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 190 214
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 7,128 7,748
Potash Corp. of Saskatchewan Inc. 3.625% 3/15/24 5,375 5,406
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 9,096 8,761
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 875 1,001
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 4,918 5,538
PPG Industries Inc. 2.300% 11/15/19 6,043 6,127
PPG Industries Inc. 3.600% 11/15/20 4,650 4,851
PPG Industries Inc. 5.500% 11/15/40 3,725 4,257
Praxair Inc. 4.500% 8/15/19 2,640 2,880
Praxair Inc. 3.000% 9/1/21 5,900 6,207
Praxair Inc. 2.450% 2/15/22 20,085 20,672
Praxair Inc. 2.200% 8/15/22 4,319 4,332
Praxair Inc. 2.650% 2/5/25 4,500 4,486
Praxair Inc. 3.200% 1/30/26 4,000 4,242
Praxair Inc. 3.550% 11/7/42 2,250 2,078

 

 

Rayonier Inc. 3.750% 4/1/22 2,875 2,843
Reliance Steel & Aluminum Co. 6.200% 11/15/16 260 267
Reliance Steel & Aluminum Co. 4.500% 4/15/23 1,790 1,724
Reliance Steel & Aluminum Co. 6.850% 11/15/36 1,635 1,660
Rio Tinto Alcan Inc. 5.750% 6/1/35 9,254 9,338
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 18,935 20,612
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 7,873 9,292
Rio Tinto Finance USA Ltd. 3.500% 11/2/20 11,961 12,404
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 4,750 5,040
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 5,139 5,328
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 42,650 41,671
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 7,009 8,270
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 13,381 13,621
Rio Tinto Finance USA plc 2.000% 3/22/17 7,470 7,443
Rio Tinto Finance USA plc 1.625% 8/21/17 7,025 6,982
Rio Tinto Finance USA plc 2.250% 12/14/18 9,615 9,596
Rio Tinto Finance USA plc 3.500% 3/22/22 5,972 5,990
Rio Tinto Finance USA plc 2.875% 8/21/22 12,205 11,844
Rio Tinto Finance USA plc 4.750% 3/22/42 418 406
Rio Tinto Finance USA plc 4.125% 8/21/42 120 107
Rohm & Haas Co. 6.000% 9/15/17 2,811 2,972
Rohm & Haas Co. 7.850% 7/15/29 2,950 3,919
RPM International Inc. 6.125% 10/15/19 2,493 2,766
RPM International Inc. 3.450% 11/15/22 4,585 4,513
RPM International Inc. 5.250% 6/1/45 200 199
Sherwin-Williams Co. 3.450% 8/1/25 9,200 9,324
Sherwin-Williams Co. 4.000% 12/15/42 2,000 1,899
Sherwin-Williams Co. 4.550% 8/1/45 2,790 2,807
Southern Copper Corp. 5.375% 4/16/20 1,238 1,318
Southern Copper Corp. 3.875% 4/23/25 2,725 2,609
Southern Copper Corp. 7.500% 7/27/35 24,894 25,703
Southern Copper Corp. 6.750% 4/16/40 2,565 2,494
Southern Copper Corp. 5.250% 11/8/42 12,320 10,102
Southern Copper Corp. 5.875% 4/23/45 12,750 11,252
Syngenta Finance NV 3.125% 3/28/22 4,100 4,107
Syngenta Finance NV 4.375% 3/28/42 2,675 2,386
The Dow Chemical Company 4.625% 10/1/44 1,500 1,506
Vale Canada Ltd. 7.200% 9/15/32 1,375 976
Vale Overseas Ltd. 5.625% 9/15/19 6,075 5,938
Vale Overseas Ltd. 4.625% 9/15/20 7,600 6,973
Vale Overseas Ltd. 4.375% 1/11/22 13,935 11,862
Vale Overseas Ltd. 8.250% 1/17/34 2,537 2,331
Vale Overseas Ltd. 6.875% 11/21/36 28,209 22,285
Vale Overseas Ltd. 6.875% 11/10/39 14,964 11,681
Vale SA 5.625% 9/11/42 20,459 14,424
Valspar Corp. 7.250% 6/15/19 675 771
Valspar Corp. 4.200% 1/15/22 1,000 1,051
Valspar Corp. 3.950% 1/15/26 8,700 9,014
Westlake Chemical Corp. 3.600% 7/15/22 775 771
WestRock MWV LLC 8.200% 1/15/30 2,268 2,923
WestRock RKT Co. 4.450% 3/1/19 9,150 9,558
WestRock RKT Co. 3.500% 3/1/20 3,755 3,811
WestRock RKT Co. 4.900% 3/1/22 3,650 3,926
Weyerhaeuser Co. 7.375% 10/1/19 8,291 9,528
Weyerhaeuser Co. 4.625% 9/15/23 8,125 8,550
Weyerhaeuser Co. 8.500% 1/15/25 2,400 3,114
Weyerhaeuser Co. 7.375% 3/15/32 7,567 9,232

 

 

Weyerhaeuser Co. 6.875% 12/15/33 2,775 3,251
Worthington Industries Inc. 4.550% 4/15/26 1,300 1,298
Yamana Gold Inc. 4.950% 7/15/24 2,105 1,779
 
Capital Goods (1.4%)        
3M Co. 1.375% 8/7/18 4,650 4,704
3M Co. 2.000% 8/7/20 4,650 4,759
3M Co. 3.000% 8/7/25 4,450 4,753
3M Co. 6.375% 2/15/28 3,650 4,928
3M Co. 5.700% 3/15/37 9,823 12,786
ABB Finance USA Inc. 1.625% 5/8/17 2,400 2,416
ABB Finance USA Inc. 2.875% 5/8/22 5,005 5,116
ABB Finance USA Inc. 4.375% 5/8/42 1,678 1,765
Avery Dennison Corp. 3.350% 4/15/23 6,675 6,725
Boeing Capital Corp. 2.900% 8/15/18 150 156
Boeing Capital Corp. 4.700% 10/27/19 6,025 6,671
Boeing Co. 0.950% 5/15/18 6,425 6,410
Boeing Co. 6.000% 3/15/19 640 726
Boeing Co. 4.875% 2/15/20 13,790 15,513
Boeing Co. 1.650% 10/30/20 1,495 1,496
Boeing Co. 8.750% 8/15/21 1,500 1,972
Boeing Co. 2.350% 10/30/21 9,645 9,909
Boeing Co. 2.200% 10/30/22 4,500 4,492
Boeing Co. 7.950% 8/15/24 3,023 4,109
Boeing Co. 2.850% 10/30/24 7,433 7,731
Boeing Co. 2.500% 3/1/25 9,800 9,909
Boeing Co. 7.250% 6/15/25 675 912
Boeing Co. 2.600% 10/30/25 2,500 2,542
Boeing Co. 8.750% 9/15/31 850 1,327
Boeing Co. 6.125% 2/15/33 4,556 6,006
Boeing Co. 3.300% 3/1/35 6,150 5,997
Boeing Co. 6.625% 2/15/38 2,905 4,083
Boeing Co. 6.875% 3/15/39 2,003 2,904
Boeing Co. 5.875% 2/15/40 3,760 4,983
Boeing Co. 3.500% 3/1/45 5,880 5,621
Carlisle Cos. Inc. 3.750% 11/15/22 3,080 3,147
Caterpillar Financial Services Corp. 2.050% 8/1/16 28,475 28,592
Caterpillar Financial Services Corp. 1.000% 3/3/17 5,975 5,986
Caterpillar Financial Services Corp. 1.250% 8/18/17 6,000 6,022
Caterpillar Financial Services Corp. 1.250% 11/6/17 8,024 8,027
Caterpillar Financial Services Corp. 1.500% 2/23/18 9,000 9,056
Caterpillar Financial Services Corp. 5.450% 4/15/18 134 145
Caterpillar Financial Services Corp. 7.050% 10/1/18 2,151 2,436
Caterpillar Financial Services Corp. 1.800% 11/13/18 4,000 4,056
Caterpillar Financial Services Corp. 7.150% 2/15/19 20,178 23,120
Caterpillar Financial Services Corp. 2.100% 6/9/19 5,625 5,745
Caterpillar Financial Services Corp. 2.250% 12/1/19 1,740 1,782
Caterpillar Financial Services Corp. 2.000% 3/5/20 3,760 3,783
Caterpillar Financial Services Corp. 2.500% 11/13/20 2,950 3,030
Caterpillar Financial Services Corp. 2.750% 8/20/21 3,400 3,501
Caterpillar Financial Services Corp. 2.850% 6/1/22 800 826
Caterpillar Financial Services Corp. 3.750% 11/24/23 3,000 3,199
Caterpillar Financial Services Corp. 3.300% 6/9/24 2,000 2,061
Caterpillar Financial Services Corp. 3.250% 12/1/24 4,315 4,493
Caterpillar Inc. 7.900% 12/15/18 475 554
Caterpillar Inc. 3.900% 5/27/21 11,578 12,689
Caterpillar Inc. 3.400% 5/15/24 20,490 21,496

 

 

Caterpillar Inc. 6.050% 8/15/36 14,322 18,523
Caterpillar Inc. 5.200% 5/27/41 950 1,096
Caterpillar Inc. 3.803% 8/15/42 17,753 17,183
Caterpillar Inc. 4.300% 5/15/44 4,700 4,903
Caterpillar Inc. 4.750% 5/15/64 2,550 2,643
Crane Co. 2.750% 12/15/18 2,525 2,559
Crane Co. 4.450% 12/15/23 8,650 9,045
CRH America Inc. 8.125% 7/15/18 9,420 10,569
CRH America Inc. 5.750% 1/15/21 6,950 7,870
Danaher Corp. 2.300% 6/23/16 1,760 1,766
Danaher Corp. 5.625% 1/15/18 2,385 2,569
Danaher Corp. 1.650% 9/15/18 6,850 6,948
Danaher Corp. 5.400% 3/1/19 1,725 1,908
Danaher Corp. 2.400% 9/15/20 6,800 7,018
Danaher Corp. 3.900% 6/23/21 12,185 13,332
Danaher Corp. 3.350% 9/15/25 5,000 5,320
Danaher Corp. 4.375% 9/15/45 17,475 19,475
Deere & Co. 4.375% 10/16/19 6,097 6,731
Deere & Co. 2.600% 6/8/22 22,078 22,507
Deere & Co. 5.375% 10/16/29 10,357 12,459
Deere & Co. 8.100% 5/15/30 5,465 8,043
Deere & Co. 7.125% 3/3/31 825 1,143
Deere & Co. 3.900% 6/9/42 7,370 7,380
Dover Corp. 5.450% 3/15/18 7,160 7,708
Dover Corp. 4.300% 3/1/21 850 933
Dover Corp. 3.150% 11/15/25 8,500 8,763
Dover Corp. 5.375% 10/15/35 550 653
Dover Corp. 6.600% 3/15/38 3,115 4,207
Dover Corp. 5.375% 3/1/41 1,759 2,163
Eaton Corp. 1.500% 11/2/17 14,165 14,175
Eaton Corp. 5.600% 5/15/18 11,960 12,935
Eaton Corp. 2.750% 11/2/22 9,985 10,002
Eaton Corp. 4.000% 11/2/32 9,896 9,942
Eaton Corp. 4.150% 11/2/42 1,145 1,150
Eaton Electric Holdings LLC 3.875% 12/15/20 2,325 2,448
Emerson Electric Co. 5.250% 10/15/18 6,645 7,300
Emerson Electric Co. 4.875% 10/15/19 3,595 3,961
Emerson Electric Co. 4.250% 11/15/20 745 811
Emerson Electric Co. 2.625% 12/1/21 13,250 13,569
Emerson Electric Co. 2.625% 2/15/23 4,350 4,398
Emerson Electric Co. 3.150% 6/1/25 5,900 6,070
Emerson Electric Co. 6.000% 8/15/32 940 1,158
Emerson Electric Co. 6.125% 4/15/39 1,960 2,544
Exelis Inc. 4.250% 10/1/16 3,525 3,568
Flowserve Corp. 3.500% 9/15/22 12,800 12,697
Flowserve Corp. 4.000% 11/15/23 4,325 4,445
Fortune Brands Home & Security Inc. 3.000% 6/15/20 4,430 4,482
Fortune Brands Home & Security Inc. 4.000% 6/15/25 5,500 5,614
General Dynamics Corp. 1.000% 11/15/17 12,300 12,352
General Dynamics Corp. 3.875% 7/15/21 5,869 6,356
General Dynamics Corp. 2.250% 11/15/22 8,965 9,097
General Dynamics Corp. 3.600% 11/15/42 2,443 2,451
General Electric Capital Corp. 5.625% 9/15/17 60 64
General Electric Capital Corp. 6.000% 8/7/19 10,750 12,372
General Electric Capital Corp. 2.100% 12/11/19 1,865 1,908
General Electric Capital Corp. 5.500% 1/8/20 18,874 21,644
General Electric Capital Corp. 2.200% 1/9/20 11,157 11,483

 

 

General Electric Capital Corp. 5.550% 5/4/20 7,926 9,110
General Electric Capital Corp. 4.375% 9/16/20 14,858 16,573
General Electric Capital Corp. 4.625% 1/7/21 10,971 12,404
General Electric Capital Corp. 5.300% 2/11/21 10,072 11,676
General Electric Capital Corp. 4.650% 10/17/21 15,116 17,255
General Electric Capital Corp. 3.150% 9/7/22 4,493 4,806
General Electric Capital Corp. 3.100% 1/9/23 12,856 13,636
General Electric Capital Corp. 3.450% 5/15/24 4,545 4,922
General Electric Capital Corp. 6.750% 3/15/32 26,782 36,549
General Electric Capital Corp. 7.500% 8/21/35 100 144
General Electric Capital Corp. 6.150% 8/7/37 8,417 11,319
General Electric Capital Corp. 5.875% 1/14/38 25,403 32,933
General Electric Capital Corp. 6.875% 1/10/39 12,046 17,394
General Electric Co. 5.250% 12/6/17 60,680 65,037
General Electric Co. 2.700% 10/9/22 32,245 33,535
General Electric Co. 3.375% 3/11/24 6,260 6,721
General Electric Co. 4.125% 10/9/42 24,665 25,907
General Electric Co. 4.500% 3/11/44 25,790 28,827
Harris Corp. 1.999% 4/27/18 5,850 5,835
Harris Corp. 2.700% 4/27/20 2,540 2,542
Harris Corp. 4.400% 12/15/20 3,795 4,052
Harris Corp. 3.832% 4/27/25 9,780 10,075
Harris Corp. 4.854% 4/27/35 8,375 8,707
Harris Corp. 6.150% 12/15/40 7,828 9,332
Harris Corp. 5.054% 4/27/45 4,800 5,122
Hexcel Corp. 4.700% 8/15/25 1,400 1,406
Honeywell International Inc. 5.300% 3/15/17 6,520 6,794
Honeywell International Inc. 5.300% 3/1/18 5,900 6,377
Honeywell International Inc. 5.000% 2/15/19 5,836 6,447
Honeywell International Inc. 4.250% 3/1/21 22,150 24,786
Honeywell International Inc. 3.350% 12/1/23 9,160 9,758
Honeywell International Inc. 5.700% 3/15/36 1,435 1,809
Honeywell International Inc. 5.700% 3/15/37 6,851 8,695
Honeywell International Inc. 5.375% 3/1/41 13,790 17,238
Hubbell Inc. 3.350% 3/1/26 4,750 4,754
Illinois Tool Works Inc. 1.950% 3/1/19 1,000 1,022
Illinois Tool Works Inc. 6.250% 4/1/19 12,700 14,453
Illinois Tool Works Inc. 3.375% 9/15/21 1,450 1,550
Illinois Tool Works Inc. 3.500% 3/1/24 1,750 1,889
Illinois Tool Works Inc. 4.875% 9/15/41 45 52
Illinois Tool Works Inc. 3.900% 9/1/42 15,500 15,676
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 12,340 13,616
Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 6,850 7,011
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 5,925 6,389
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 3,800 4,526
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 4,000 4,008
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 2,200 2,247
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 3,500 3,595
John Deere Capital Corp. 5.500% 4/13/17 4,360 4,560
John Deere Capital Corp. 1.125% 6/12/17 2,480 2,486
John Deere Capital Corp. 2.800% 9/18/17 8,000 8,181
John Deere Capital Corp. 1.200% 10/10/17 3,200 3,204
John Deere Capital Corp. 1.550% 12/15/17 7,000 7,050
John Deere Capital Corp. 1.350% 1/16/18 2,450 2,462
John Deere Capital Corp. 1.300% 3/12/18 13,769 13,789
John Deere Capital Corp. 1.600% 7/13/18 1,000 1,004
John Deere Capital Corp. 1.750% 8/10/18 4,500 4,540

 

 

John Deere Capital Corp. 5.750% 9/10/18 3,890 4,305
John Deere Capital Corp. 1.950% 12/13/18 9,500 9,636
John Deere Capital Corp. 1.950% 1/8/19 4,100 4,160
John Deere Capital Corp. 1.950% 3/4/19 10,200 10,362
John Deere Capital Corp. 2.250% 4/17/19 5,300 5,383
John Deere Capital Corp. 1.700% 1/15/20 5,735 5,722
John Deere Capital Corp. 2.050% 3/10/20 4,500 4,513
John Deere Capital Corp. 2.375% 7/14/20 1,000 1,018
John Deere Capital Corp. 2.450% 9/11/20 3,500 3,583
John Deere Capital Corp. 2.800% 3/4/21 7,100 7,314
John Deere Capital Corp. 3.900% 7/12/21 5,850 6,357
John Deere Capital Corp. 3.150% 10/15/21 7,349 7,734
John Deere Capital Corp. 2.750% 3/15/22 1,145 1,170
John Deere Capital Corp. 2.800% 1/27/23 6,060 6,123
John Deere Capital Corp. 2.800% 3/6/23 9,500 9,661
John Deere Capital Corp. 3.350% 6/12/24 16,425 17,129
John Deere Capital Corp. 3.400% 9/11/25 3,550 3,749
Kennametal Inc. 2.650% 11/1/19 3,650 3,434
Kennametal Inc. 3.875% 2/15/22 2,700 2,591
L-3 Communications Corp. 1.500% 5/28/17 3,200 3,170
L-3 Communications Corp. 5.200% 10/15/19 12,950 13,798
L-3 Communications Corp. 4.750% 7/15/20 11,850 12,404
L-3 Communications Corp. 4.950% 2/15/21 11,525 12,160
L-3 Communications Corp. 3.950% 5/28/24 466 445
Lafarge SA 7.125% 7/15/36 5,300 6,398
Leggett & Platt Inc. 3.800% 11/15/24 4,600 4,708
Legrand France SA 8.500% 2/15/25 3,225 4,347
Lockheed Martin Corp. 1.850% 11/23/18 8,169 8,265
Lockheed Martin Corp. 4.250% 11/15/19 9,281 10,158
Lockheed Martin Corp. 2.500% 11/23/20 9,260 9,480
Lockheed Martin Corp. 3.350% 9/15/21 15,103 15,989
Lockheed Martin Corp. 3.100% 1/15/23 4,710 4,906
Lockheed Martin Corp. 2.900% 3/1/25 2,350 2,389
Lockheed Martin Corp. 3.550% 1/15/26 26,200 27,752
Lockheed Martin Corp. 3.600% 3/1/35 6,435 6,236
Lockheed Martin Corp. 4.500% 5/15/36 4,600 4,948
Lockheed Martin Corp. 6.150% 9/1/36 18,810 23,502
Lockheed Martin Corp. 5.500% 11/15/39 1,900 2,251
Lockheed Martin Corp. 5.720% 6/1/40 5,360 6,541
Lockheed Martin Corp. 4.850% 9/15/41 4,622 5,221
Lockheed Martin Corp. 4.070% 12/15/42 50 51
Lockheed Martin Corp. 3.800% 3/1/45 2,832 2,759
Lockheed Martin Corp. 4.700% 5/15/46 20,875 23,336
Martin Marietta Materials Inc. 6.600% 4/15/18 4,455 4,764
Mohawk Industries Inc. 3.850% 2/1/23 16,690 17,214
Northrop Grumman Corp. 5.050% 8/1/19 2,810 3,107
Northrop Grumman Corp. 3.500% 3/15/21 14,828 15,826
Northrop Grumman Corp. 3.250% 8/1/23 5,342 5,586
Northrop Grumman Corp. 5.050% 11/15/40 6,925 7,996
Northrop Grumman Corp. 4.750% 6/1/43 7,727 8,666
Northrop Grumman Corp. 3.850% 4/15/45 1,450 1,435
Northrop Grumman Systems Corp. 7.875% 3/1/26 3,275 4,578
Northrop Grumman Systems Corp. 7.750% 2/15/31 381 529
Owens Corning 4.200% 12/15/22 9,154 9,303
Owens Corning 4.200% 12/1/24 2,040 2,032
Owens Corning 7.000% 12/1/36 1,635 1,806
Parker Hannifin Corp. 5.500% 5/15/18 965 1,052

 

 

Parker Hannifin Corp. 3.500% 9/15/22 3,350 3,585
Parker Hannifin Corp. 6.250% 5/15/38 4,203 5,559
Parker-Hannifin Corp. 3.300% 11/21/24 7,575 7,988
Parker-Hannifin Corp. 4.200% 11/21/34 5,550 5,889
Parker-Hannifin Corp. 4.450% 11/21/44 4,625 5,060
Pentair Finance SA 2.650% 12/1/19 2,204 2,164
Pentair Finance SA 3.625% 9/15/20 2,000 2,001
Pentair Finance SA 5.000% 5/15/21 1,210 1,284
Pentair Finance SA 3.150% 9/15/22 880 845
Pentair Finance SA 4.650% 9/15/25 125 129
Precision Castparts Corp. 1.250% 1/15/18 12,358 12,366
Precision Castparts Corp. 2.250% 6/15/20 4,800 4,854
Precision Castparts Corp. 2.500% 1/15/23 10,525 10,577
Precision Castparts Corp. 3.250% 6/15/25 7,005 7,293
Precision Castparts Corp. 4.200% 6/15/35 1,500 1,566
Precision Castparts Corp. 3.900% 1/15/43 3,625 3,709
Precision Castparts Corp. 4.375% 6/15/45 2,000 2,198
Raytheon Co. 6.400% 12/15/18 240 272
Raytheon Co. 4.400% 2/15/20 2,820 3,117
Raytheon Co. 3.125% 10/15/20 4,235 4,518
Raytheon Co. 2.500% 12/15/22 12,670 13,008
Raytheon Co. 7.200% 8/15/27 4,310 5,966
Raytheon Co. 4.875% 10/15/40 1,915 2,234
Raytheon Co. 4.700% 12/15/41 8,175 9,329
Raytheon Co. 4.200% 12/15/44 2,000 2,172
Republic Services Inc. 3.800% 5/15/18 6,400 6,675
Republic Services Inc. 5.500% 9/15/19 15,040 16,635
Republic Services Inc. 5.000% 3/1/20 5,810 6,370
Republic Services Inc. 5.250% 11/15/21 11,494 13,087
Republic Services Inc. 3.550% 6/1/22 3,700 3,907
Republic Services Inc. 4.750% 5/15/23 2,650 2,963
Republic Services Inc. 3.200% 3/15/25 8,100 8,137
Republic Services Inc. 6.086% 3/15/35 2,600 3,030
Republic Services Inc. 6.200% 3/1/40 5,873 7,157
Republic Services Inc. 5.700% 5/15/41 10,998 12,932
Rockwell Automation Inc. 5.650% 12/1/17 1,650 1,768
Rockwell Automation Inc. 2.050% 3/1/20 5,900 5,966
Rockwell Automation Inc. 6.700% 1/15/28 4,025 5,332
Rockwell Automation Inc. 6.250% 12/1/37 4,385 5,706
Rockwell Collins Inc. 5.250% 7/15/19 265 295
Rockwell Collins Inc. 3.100% 11/15/21 2,350 2,445
Rockwell Collins Inc. 4.800% 12/15/43 3,400 3,767
Roper Technologies Inc. 1.850% 11/15/17 3,550 3,560
Roper Technologies Inc. 2.050% 10/1/18 16,700 16,864
Roper Technologies Inc. 6.250% 9/1/19 3,760 4,191
Roper Technologies Inc. 3.000% 12/15/20 1,200 1,227
Roper Technologies Inc. 3.125% 11/15/22 3,968 3,969
Roper Technologies Inc. 3.850% 12/15/25 1,200 1,242
Snap-on Inc. 6.125% 9/1/21 3,700 4,411
Sonoco Products Co. 4.375% 11/1/21 745 801
Sonoco Products Co. 5.750% 11/1/40 7,050 8,031
Stanley Black & Decker Inc. 2.451% 11/17/18 2,150 2,183
Stanley Black & Decker Inc. 3.400% 12/1/21 4,340 4,599
Stanley Black & Decker Inc. 2.900% 11/1/22 1,881 1,903
Stanley Black & Decker Inc. 5.200% 9/1/40 2,525 2,858
Textron Inc. 5.600% 12/1/17 1,895 1,991
Textron Inc. 7.250% 10/1/19 4,140 4,747

 

 

Textron Inc. 4.300% 3/1/24 3,725 3,851
Textron Inc. 3.875% 3/1/25 6,335 6,413
Textron Inc. 4.000% 3/15/26 3,000 3,079
Tyco International Finance SA 5.125% 9/14/45 400 427
United Technologies Corp. 1.800% 6/1/17 2,461 2,489
United Technologies Corp. 5.375% 12/15/17 10,376 11,127
United Technologies Corp. 6.125% 2/1/19 2,420 2,721
United Technologies Corp. 4.500% 4/15/20 29,953 33,130
United Technologies Corp. 3.100% 6/1/22 10,956 11,579
United Technologies Corp. 6.700% 8/1/28 2,397 3,168
United Technologies Corp. 7.500% 9/15/29 4,821 6,791
United Technologies Corp. 5.400% 5/1/35 7,075 8,481
United Technologies Corp. 6.050% 6/1/36 4,912 6,177
United Technologies Corp. 6.125% 7/15/38 6,796 8,851
United Technologies Corp. 5.700% 4/15/40 7,595 9,480
United Technologies Corp. 4.500% 6/1/42 41,083 44,526
United Technologies Corp. 4.150% 5/15/45 4,000 4,102
Valmont Industries Inc. 6.625% 4/20/20 140 157
Valmont Industries Inc. 5.000% 10/1/44 1,500 1,351
Valmont Industries Inc. 5.250% 10/1/54 4,550 3,924
Waste Management Inc. 2.600% 9/1/16 7,250 7,290
Waste Management Inc. 6.100% 3/15/18 450 492
Waste Management Inc. 4.750% 6/30/20 10,824 11,999
Waste Management Inc. 4.600% 3/1/21 9,470 10,228
Waste Management Inc. 3.500% 5/15/24 2,600 2,719
Waste Management Inc. 3.125% 3/1/25 3,500 3,580
Waste Management Inc. 3.900% 3/1/35 2,000 1,955
Waste Management Inc. 4.100% 3/1/45 4,909 4,950
WW Grainger Inc. 4.600% 6/15/45 15,600 17,460
Xylem Inc. 4.875% 10/1/21 150 162
 
Communication (2.7%)        
21st Century Fox America Inc. 8.000% 10/17/16 3,830 3,967
21st Century Fox America Inc. 7.250% 5/18/18 165 183
21st Century Fox America Inc. 6.900% 3/1/19 3,045 3,470
21st Century Fox America Inc. 4.500% 2/15/21 7,900 8,714
21st Century Fox America Inc. 3.000% 9/15/22 3,250 3,352
21st Century Fox America Inc. 3.700% 9/15/24 275 289
21st Century Fox America Inc. 3.700% 10/15/25 4,900 5,132
21st Century Fox America Inc. 7.700% 10/30/25 1,225 1,609
21st Century Fox America Inc. 6.550% 3/15/33 13,365 15,950
21st Century Fox America Inc. 6.200% 12/15/34 15,141 18,217
21st Century Fox America Inc. 6.400% 12/15/35 24,265 29,805
21st Century Fox America Inc. 8.150% 10/17/36 2,075 2,790
21st Century Fox America Inc. 6.150% 3/1/37 10,123 11,897
21st Century Fox America Inc. 6.650% 11/15/37 785 978
21st Century Fox America Inc. 6.900% 8/15/39 7,260 9,065
21st Century Fox America Inc. 6.150% 2/15/41 4,180 4,986
21st Century Fox America Inc. 5.400% 10/1/43 10,250 11,298
21st Century Fox America Inc. 4.750% 9/15/44 8,050 8,265
21st Century Fox America Inc. 4.950% 10/15/45 500 535
21st Century Fox America Inc. 7.750% 12/1/45 5,160 6,838
America Movil SAB de CV 5.625% 11/15/17 6,550 6,956
America Movil SAB de CV 5.000% 10/16/19 2,125 2,337
America Movil SAB de CV 5.000% 3/30/20 8,325 9,212
America Movil SAB de CV 3.125% 7/16/22 35,500 36,377
America Movil SAB de CV 6.375% 3/1/35 21,267 25,365

 

 

America Movil SAB de CV 6.125% 11/15/37 4,818 5,655
America Movil SAB de CV 6.125% 3/30/40 12,100 14,156
America Movil SAB de CV 4.375% 7/16/42 10,175 9,871
American Tower Corp. 4.500% 1/15/18 20,740 21,639
American Tower Corp. 3.400% 2/15/19 3,325 3,412
American Tower Corp. 2.800% 6/1/20 6,675 6,696
American Tower Corp. 5.050% 9/1/20 5,025 5,460
American Tower Corp. 3.300% 2/15/21 3,050 3,105
American Tower Corp. 3.450% 9/15/21 18,125 18,467
American Tower Corp. 5.900% 11/1/21 7,025 8,024
American Tower Corp. 3.500% 1/31/23 18,325 18,533
American Tower Corp. 4.000% 6/1/25 4,450 4,591
American Tower Corp. 4.400% 2/15/26 2,000 2,116
Ameritech Capital Funding Corp. 6.550% 1/15/28 445 523
AT&T Corp. 8.250% 11/15/31 18,084 24,978
AT&T Inc. 2.400% 8/15/16 1,055 1,060
AT&T Inc. 2.400% 3/15/17 15,525 15,701
AT&T Inc. 1.700% 6/1/17 28,800 28,969
AT&T Inc. 1.400% 12/1/17 2,150 2,152
AT&T Inc. 5.500% 2/1/18 6,171 6,617
AT&T Inc. 5.600% 5/15/18 8,995 9,746
AT&T Inc. 2.375% 11/27/18 18,990 19,406
AT&T Inc. 5.800% 2/15/19 28,560 31,782
AT&T Inc. 2.300% 3/11/19 6,242 6,376
AT&T Inc. 5.875% 10/1/19 25,645 28,601
AT&T Inc. 5.200% 3/15/20 16,889 18,759
AT&T Inc. 2.450% 6/30/20 41,300 41,764
AT&T Inc. 4.600% 2/15/21 8,540 9,347
AT&T Inc. 2.800% 2/17/21 4,500 4,624
AT&T Inc. 5.000% 3/1/21 6,215 6,925
AT&T Inc. 3.875% 8/15/21 23,823 25,320
AT&T Inc. 3.000% 2/15/22 12,461 12,702
AT&T Inc. 3.800% 3/15/22 21,601 22,775
AT&T Inc. 3.000% 6/30/22 26,900 27,251
AT&T Inc. 2.625% 12/1/22 17,204 17,073
AT&T Inc. 4.450% 4/1/24 5,675 6,138
AT&T Inc. 3.950% 1/15/25 1,410 1,463
AT&T Inc. 3.400% 5/15/25 9,150 9,142
AT&T Inc. 4.125% 2/17/26 11,875 12,539
AT&T Inc. 6.450% 6/15/34 8,835 10,043
AT&T Inc. 6.150% 9/15/34 100 113
AT&T Inc. 4.500% 5/15/35 17,900 17,671
AT&T Inc. 6.500% 9/1/37 15,028 17,812
AT&T Inc. 6.300% 1/15/38 11,300 12,906
AT&T Inc. 6.400% 5/15/38 6,945 8,041
AT&T Inc. 6.550% 2/15/39 27,599 32,583
AT&T Inc. 6.350% 3/15/40 11,125 12,863
AT&T Inc. 6.000% 8/15/40 9,547 10,621
AT&T Inc. 5.350% 9/1/40 39,793 41,793
AT&T Inc. 6.375% 3/1/41 8,732 10,167
AT&T Inc. 5.550% 8/15/41 6,335 6,812
AT&T Inc. 5.150% 3/15/42 28,534 28,856
AT&T Inc. 4.300% 12/15/42 18,950 17,350
AT&T Inc. 4.800% 6/15/44 29,090 28,294
AT&T Inc. 4.350% 6/15/45 12,011 11,006
AT&T Inc. 4.750% 5/15/46 34,044 33,132
AT&T Inc. 5.650% 2/15/47 5,000 5,524

 

 

AT&T Mobility LLC 7.125% 12/15/31 7,865 9,823
Bellsouth Capital Funding Corp. 7.875% 2/15/30 7,565 9,349
Bellsouth Capital Funding Corp. 7.120% 7/15/97 350 393
BellSouth LLC 6.875% 10/15/31 7,765 9,020
BellSouth LLC 6.550% 6/15/34 2,805 3,106
BellSouth LLC 6.000% 11/15/34 2,262 2,425
BellSouth Telecommunications LLC 6.375% 6/1/28 6,748 7,565
British Telecommunications plc 1.625% 6/28/16 4,400 4,404
British Telecommunications plc 5.950% 1/15/18 18,400 19,840
British Telecommunications plc 2.350% 2/14/19 1,700 1,733
British Telecommunications plc 9.625% 12/15/30 7,975 12,424
CBS Corp. 1.950% 7/1/17 1,025 1,030
CBS Corp. 4.625% 5/15/18 4,924 5,204
CBS Corp. 2.300% 8/15/19 6,360 6,430
CBS Corp. 5.750% 4/15/20 12,060 13,651
CBS Corp. 4.300% 2/15/21 7,575 8,127
CBS Corp. 3.375% 3/1/22 6,437 6,662
CBS Corp. 3.700% 8/15/24 1,775 1,816
CBS Corp. 4.000% 1/15/26 7,000 7,287
CBS Corp. 7.875% 7/30/30 2,339 3,156
CBS Corp. 5.500% 5/15/33 668 702
CBS Corp. 5.900% 10/15/40 1,525 1,654
CBS Corp. 4.850% 7/1/42 3,443 3,338
CBS Corp. 4.900% 8/15/44 7,974 7,711
CBS Corp. 4.600% 1/15/45 7,650 7,206
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 11,001 11,355
7 CCO Safari II LLC 3.579% 7/23/20 21,975 22,430
7 CCO Safari II LLC 4.464% 7/23/22 8,325 8,712
7 CCO Safari II LLC 4.908% 7/23/25 41,990 44,320
7 CCO Safari II LLC 6.384% 10/23/35 16,540 18,233
7 CCO Safari II LLC 6.484% 10/23/45 37,580 41,817
7 CCO Safari II LLC 6.834% 10/23/55 4,600 4,970
Comcast Cable Communications Holdings Inc. 9.455% 11/15/22 7,156 10,123
Comcast Cable Communications LLC 8.875% 5/1/17 3,375 3,657
Comcast Corp. 6.300% 11/15/17 39,453 42,736
Comcast Corp. 5.875% 2/15/18 21,178 23,009
Comcast Corp. 5.700% 5/15/18 9,062 9,908
Comcast Corp. 5.700% 7/1/19 7,575 8,597
Comcast Corp. 5.150% 3/1/20 8,843 9,955
Comcast Corp. 3.125% 7/15/22 3,654 3,871
Comcast Corp. 2.850% 1/15/23 250 259
Comcast Corp. 2.750% 3/1/23 7,325 7,565
Comcast Corp. 3.600% 3/1/24 1,125 1,219
Comcast Corp. 3.375% 2/15/25 3,632 3,856
Comcast Corp. 3.375% 8/15/25 12,000 12,757
Comcast Corp. 3.150% 3/1/26 9,850 10,249
Comcast Corp. 4.250% 1/15/33 15,320 16,245
Comcast Corp. 7.050% 3/15/33 3,150 4,328
Comcast Corp. 4.200% 8/15/34 9,350 9,877
Comcast Corp. 5.650% 6/15/35 3,671 4,521
Comcast Corp. 4.400% 8/15/35 7,500 8,133
Comcast Corp. 6.500% 11/15/35 17,200 23,115
Comcast Corp. 6.450% 3/15/37 9,729 12,903
Comcast Corp. 6.950% 8/15/37 12,076 16,918
Comcast Corp. 6.400% 5/15/38 15,421 20,542
Comcast Corp. 6.550% 7/1/39 2,436 3,306

 

 

Comcast Corp. 6.400% 3/1/40 1,800 2,443
Comcast Corp. 4.650% 7/15/42 21,822 23,885
Comcast Corp. 4.500% 1/15/43 7,450 7,980
Comcast Corp. 4.750% 3/1/44 6,840 7,709
Comcast Corp. 4.600% 8/15/45 17,325 19,171
Crown Castle International Corp. 3.400% 2/15/21 8,250 8,353
Crown Castle International Corp. 4.875% 4/15/22 6,800 7,259
Crown Castle International Corp. 5.250% 1/15/23 4,150 4,472
Crown Castle International Corp. 4.450% 2/15/26 15,100 15,742
Deutsche Telekom International Finance BV 6.750% 8/20/18 4,965 5,563
Deutsche Telekom International Finance BV 6.000% 7/8/19 11,075 12,409
Deutsche Telekom International Finance BV 8.750% 6/15/30 38,020 56,576
Deutsche Telekom International Finance BV 9.250% 6/1/32 100 155
Discovery Communications LLC 5.050% 6/1/20 9,925 10,614
Discovery Communications LLC 4.375% 6/15/21 4,925 5,159
Discovery Communications LLC 3.300% 5/15/22 6,850 6,646
Discovery Communications LLC 3.250% 4/1/23 2,500 2,384
Discovery Communications LLC 3.450% 3/15/25 3,950 3,728
Discovery Communications LLC 4.900% 3/11/26 10,000 10,317
Discovery Communications LLC 6.350% 6/1/40 295 300
Discovery Communications LLC 4.950% 5/15/42 13,075 11,335
Discovery Communications LLC 4.875% 4/1/43 973 852
Electronic Arts Inc. 3.700% 3/1/21 5,200 5,408
Frontier Florida LLC 6.860% 2/1/28 1,080 950
Grupo Televisa SAB 6.625% 3/18/25 3,439 4,101
Grupo Televisa SAB 4.625% 1/30/26 2,550 2,648
Grupo Televisa SAB 8.500% 3/11/32 735 949
Grupo Televisa SAB 6.625% 1/15/40 5,918 6,518
Grupo Televisa SAB 5.000% 5/13/45 7,400 6,745
Grupo Televisa SAB 6.125% 1/31/46 13,355 14,258
GTE Corp. 8.750% 11/1/21 3,435 4,452
GTE Corp. 6.940% 4/15/28 13,105 16,368
Historic TW Inc. 9.150% 2/1/23 8,925 11,896
Historic TW Inc. 6.625% 5/15/29 8,355 10,116
Interpublic Group of Cos. Inc. 3.750% 2/15/23 6,300 6,217
Interpublic Group of Cos. Inc. 4.200% 4/15/24 16,600 17,113
Koninklijke KPN NV 8.375% 10/1/30 6,596 8,765
McGraw Hill Financial Inc. 5.900% 11/15/17 3,505 3,737
McGraw Hill Financial Inc. 2.500% 8/15/18 4,175 4,232
McGraw Hill Financial Inc. 3.300% 8/14/20 6,125 6,362
McGraw Hill Financial Inc. 4.000% 6/15/25 5,375 5,606
McGraw Hill Financial Inc. 4.400% 2/15/26 10,900 11,863
McGraw Hill Financial Inc. 6.550% 11/15/37 6,950 8,058
Moody's Corp. 2.750% 7/15/19 3,404 3,492
Moody's Corp. 5.500% 9/1/20 1,000 1,120
Moody's Corp. 4.500% 9/1/22 15,750 17,213
Moody's Corp. 4.875% 2/15/24 6,910 7,607
Moody's Corp. 5.250% 7/15/44 8,175 9,092
NBCUniversal Media LLC 5.150% 4/30/20 13,225 15,033
NBCUniversal Media LLC 4.375% 4/1/21 18,670 20,906
NBCUniversal Media LLC 2.875% 1/15/23 17,820 18,481
NBCUniversal Media LLC 6.400% 4/30/40 23,725 31,620
NBCUniversal Media LLC 5.950% 4/1/41 7,883 10,090
NBCUniversal Media LLC 4.450% 1/15/43 13,155 14,052
New Cingular Wireless Services Inc. 8.750% 3/1/31 695 1,025
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 2,125 2,126
Omnicom Group Inc. 6.250% 7/15/19 520 585

 

 

Omnicom Group Inc. 4.450% 8/15/20 21,640 23,625
Omnicom Group Inc. 3.625% 5/1/22 24,678 25,933
Omnicom Group Inc. 3.650% 11/1/24 10,653 10,945
Omnicom Group Inc. 3.600% 4/15/26 6,000 6,142
Orange SA 2.750% 2/6/19 1,125 1,160
Orange SA 5.375% 7/8/19 9,559 10,645
Orange SA 4.125% 9/14/21 23,300 25,470
Orange SA 9.000% 3/1/31 22,269 33,984
Orange SA 5.375% 1/13/42 12,685 14,772
Orange SA 5.500% 2/6/44 7,636 9,057
Pacific Bell Telephone Co. 7.125% 3/15/26 625 782
Qwest Corp. 6.500% 6/1/17 5,325 5,569
Qwest Corp. 6.750% 12/1/21 13,124 14,175
Qwest Corp. 7.250% 9/15/25 1,360 1,461
Qwest Corp. 6.875% 9/15/33 26,408 25,781
Qwest Corp. 7.125% 11/15/43 14,410 13,798
RELX Capital Inc. 3.125% 10/15/22 18,518 18,431
Rogers Communications Inc. 6.800% 8/15/18 29,811 33,200
Rogers Communications Inc. 3.000% 3/15/23 3,175 3,245
Rogers Communications Inc. 7.500% 8/15/38 1,275 1,652
Rogers Communications Inc. 4.500% 3/15/43 3,690 3,712
Rogers Communications Inc. 5.000% 3/15/44 14,807 16,326
Scripps Networks Interactive Inc. 2.750% 11/15/19 5,850 5,878
Scripps Networks Interactive Inc. 2.800% 6/15/20 5,375 5,364
Scripps Networks Interactive Inc. 3.500% 6/15/22 9,100 9,104
Scripps Networks Interactive Inc. 3.900% 11/15/24 2,875 2,819
TCI Communications Inc. 7.875% 2/15/26 4,968 6,802
TCI Communications Inc. 7.125% 2/15/28 2,022 2,731
Telefonica Emisiones SAU 6.221% 7/3/17 201 213
Telefonica Emisiones SAU 3.192% 4/27/18 15,850 16,302
Telefonica Emisiones SAU 5.877% 7/15/19 9,193 10,284
Telefonica Emisiones SAU 5.134% 4/27/20 8,605 9,537
Telefonica Emisiones SAU 5.462% 2/16/21 11,839 13,427
Telefonica Emisiones SAU 4.570% 4/27/23 14,075 15,377
Telefonica Emisiones SAU 7.045% 6/20/36 19,216 24,402
Telefonica Europe BV 8.250% 9/15/30 14,427 20,220
Thomson Reuters Corp. 1.650% 9/29/17 8,125 8,110
Thomson Reuters Corp. 4.700% 10/15/19 1,850 2,006
Thomson Reuters Corp. 4.300% 11/23/23 8,558 9,178
Thomson Reuters Corp. 3.850% 9/29/24 7,050 7,292
Thomson Reuters Corp. 5.500% 8/15/35 8,375 8,997
Thomson Reuters Corp. 5.850% 4/15/40 6,375 6,994
Thomson Reuters Corp. 4.500% 5/23/43 1,325 1,212
Thomson Reuters Corp. 5.650% 11/23/43 7,000 7,468
Time Warner Cable Inc. 5.850% 5/1/17 19,250 20,079
Time Warner Cable Inc. 6.750% 7/1/18 30,969 34,047
Time Warner Cable Inc. 8.750% 2/14/19 11,200 13,136
Time Warner Cable Inc. 8.250% 4/1/19 12,426 14,463
Time Warner Cable Inc. 5.000% 2/1/20 16,735 18,174
Time Warner Cable Inc. 4.125% 2/15/21 1,850 1,941
Time Warner Cable Inc. 4.000% 9/1/21 11,025 11,554
Time Warner Cable Inc. 6.550% 5/1/37 11,321 12,344
Time Warner Cable Inc. 7.300% 7/1/38 13,200 15,524
Time Warner Cable Inc. 6.750% 6/15/39 13,825 15,561
Time Warner Cable Inc. 5.875% 11/15/40 20,658 21,379
Time Warner Cable Inc. 5.500% 9/1/41 9,250 9,173
Time Warner Cable Inc. 4.500% 9/15/42 12,600 11,188

 

 

Time Warner Cos. Inc. 7.570% 2/1/24 1,680 2,114
Time Warner Cos. Inc. 6.950% 1/15/28 7,912 9,824
Time Warner Entertainment Co. LP 8.375% 7/15/33 6,975 8,863
Time Warner Inc. 2.100% 6/1/19 12,155 12,259
Time Warner Inc. 4.875% 3/15/20 6,505 7,141
Time Warner Inc. 4.700% 1/15/21 7,920 8,726
Time Warner Inc. 4.750% 3/29/21 6,851 7,596
Time Warner Inc. 4.000% 1/15/22 3,200 3,424
Time Warner Inc. 3.400% 6/15/22 100 104
Time Warner Inc. 4.050% 12/15/23 550 590
Time Warner Inc. 3.550% 6/1/24 7,525 7,750
Time Warner Inc. 3.600% 7/15/25 20,250 20,779
Time Warner Inc. 3.875% 1/15/26 19,450 20,342
Time Warner Inc. 7.625% 4/15/31 14,810 18,882
Time Warner Inc. 7.700% 5/1/32 12,809 16,430
Time Warner Inc. 6.500% 11/15/36 6,250 7,251
Time Warner Inc. 6.200% 3/15/40 4,895 5,619
Time Warner Inc. 6.100% 7/15/40 10,976 12,475
Time Warner Inc. 6.250% 3/29/41 12,090 14,001
Time Warner Inc. 5.375% 10/15/41 2,475 2,641
Time Warner Inc. 4.900% 6/15/42 500 506
Time Warner Inc. 5.350% 12/15/43 7,860 8,317
Time Warner Inc. 4.650% 6/1/44 8,260 8,080
Time Warner Inc. 4.850% 7/15/45 2,775 2,831
Verizon Communications Inc. 1.350% 6/9/17 10,040 10,070
Verizon Communications Inc. 1.100% 11/1/17 2,300 2,297
Verizon Communications Inc. 5.500% 2/15/18 22,890 24,588
Verizon Communications Inc. 6.100% 4/15/18 5,614 6,127
Verizon Communications Inc. 3.650% 9/14/18 53,305 56,140
Verizon Communications Inc. 6.350% 4/1/19 41,201 46,761
Verizon Communications Inc. 2.625% 2/21/20 18,299 18,820
Verizon Communications Inc. 4.500% 9/15/20 30,040 33,191
Verizon Communications Inc. 3.450% 3/15/21 12,545 13,306
Verizon Communications Inc. 4.600% 4/1/21 13,400 14,885
Verizon Communications Inc. 3.000% 11/1/21 10,435 10,842
Verizon Communications Inc. 3.500% 11/1/21 16,590 17,625
Verizon Communications Inc. 2.450% 11/1/22 23,750 23,606
Verizon Communications Inc. 5.150% 9/15/23 73,215 84,274
Verizon Communications Inc. 4.150% 3/15/24 17,260 18,767
Verizon Communications Inc. 3.500% 11/1/24 12,374 12,962
Verizon Communications Inc. 7.750% 12/1/30 12,676 17,325
Verizon Communications Inc. 6.400% 9/15/33 22,600 27,810
Verizon Communications Inc. 5.050% 3/15/34 12,825 13,883
Verizon Communications Inc. 4.400% 11/1/34 20,424 20,550
Verizon Communications Inc. 5.850% 9/15/35 10,465 12,162
Verizon Communications Inc. 4.272% 1/15/36 38,915 38,507
Verizon Communications Inc. 6.250% 4/1/37 2,775 3,307
Verizon Communications Inc. 6.400% 2/15/38 7,302 8,837
Verizon Communications Inc. 6.900% 4/15/38 14,345 18,273
Verizon Communications Inc. 8.950% 3/1/39 75 114
Verizon Communications Inc. 7.350% 4/1/39 8,959 11,800
Verizon Communications Inc. 6.000% 4/1/41 22,690 27,260
Verizon Communications Inc. 4.750% 11/1/41 8,060 8,300
Verizon Communications Inc. 3.850% 11/1/42 5,845 5,275
Verizon Communications Inc. 6.550% 9/15/43 55,677 73,122
Verizon Communications Inc. 4.862% 8/21/46 33,336 35,164
Verizon Communications Inc. 4.522% 9/15/48 53,488 53,585

 

 

Verizon Communications Inc. 5.012% 8/21/54 54,716 54,910
Verizon Communications Inc. 4.672% 3/15/55 50,160 48,169
Verizon Maryland LLC 5.125% 6/15/33 7,180 7,207
Verizon New England Inc. 7.875% 11/15/29 1,585 2,031
Verizon New York Inc. 7.375% 4/1/32 11,447 13,203
Viacom Inc. 3.500% 4/1/17 12,025 12,223
Viacom Inc. 6.125% 10/5/17 6,415 6,770
Viacom Inc. 2.500% 9/1/18 440 443
Viacom Inc. 2.200% 4/1/19 12,100 12,114
Viacom Inc. 5.625% 9/15/19 20,325 22,239
Viacom Inc. 3.875% 12/15/21 3,450 3,585
Viacom Inc. 4.250% 9/1/23 2,364 2,420
Viacom Inc. 3.875% 4/1/24 4,040 4,027
Viacom Inc. 4.850% 12/15/34 5,100 4,524
Viacom Inc. 6.875% 4/30/36 19,236 20,145
Viacom Inc. 4.500% 2/27/42 3,175 2,531
Viacom Inc. 4.375% 3/15/43 1,328 1,027
Viacom Inc. 5.850% 9/1/43 6,365 6,137
Viacom Inc. 5.250% 4/1/44 9,350 8,392
Vodafone Group plc 1.625% 3/20/17 24,025 24,128
Vodafone Group plc 1.250% 9/26/17 21,065 21,011
Vodafone Group plc 1.500% 2/19/18 3,150 3,150
Vodafone Group plc 4.625% 7/15/18 210 223
Vodafone Group plc 5.450% 6/10/19 8,215 9,073
Vodafone Group plc 4.375% 3/16/21 3,025 3,298
Vodafone Group plc 2.500% 9/26/22 5,775 5,646
Vodafone Group plc 2.950% 2/19/23 9,185 9,139
Vodafone Group plc 7.875% 2/15/30 880 1,125
Vodafone Group plc 6.250% 11/30/32 7,725 8,872
Vodafone Group plc 6.150% 2/27/37 10,288 11,593
Vodafone Group plc 4.375% 2/19/43 27,470 24,729
Walt Disney Co. 0.875% 5/30/17 5,625 5,635
Walt Disney Co. 1.100% 12/1/17 5,739 5,765
Walt Disney Co. 5.875% 12/15/17 5,375 5,811
Walt Disney Co. 1.650% 1/8/19 2,000 2,034
Walt Disney Co. 1.850% 5/30/19 8,291 8,460
Walt Disney Co. 2.150% 9/17/20 4,000 4,108
Walt Disney Co. 2.300% 2/12/21 5,475 5,650
Walt Disney Co. 2.750% 8/16/21 11,318 11,900
Walt Disney Co. 2.550% 2/15/22 9,806 10,130
Walt Disney Co. 2.350% 12/1/22 5,768 5,900
Walt Disney Co. 3.150% 9/17/25 5,200 5,559
Walt Disney Co. 3.000% 2/13/26 13,900 14,714
Walt Disney Co. 7.000% 3/1/32 2,943 4,155
Walt Disney Co. 4.375% 8/16/41 3,835 4,217
Walt Disney Co. 4.125% 12/1/41 13,425 14,224
Walt Disney Co. 3.700% 12/1/42 6,104 6,123
Walt Disney Co. 4.125% 6/1/44 12,975 13,908
WPP Finance 2010 4.750% 11/21/21 14,204 15,659
WPP Finance 2010 3.625% 9/7/22 11,006 11,279
WPP Finance 2010 3.750% 9/19/24 2,600 2,615
WPP Finance 2010 5.625% 11/15/43 2,250 2,322
 
Consumer Cyclical (2.1%)        
Advance Auto Parts Inc. 4.500% 1/15/22 3,225 3,375
Advance Auto Parts Inc. 4.500% 12/1/23 5,221 5,444
Alibaba Group Holding Ltd. 1.625% 11/28/17 14,145 14,136

 

 

Alibaba Group Holding Ltd. 2.500% 11/28/19 26,125 26,388
Alibaba Group Holding Ltd. 3.125% 11/28/21 12,590 12,859
Alibaba Group Holding Ltd. 3.600% 11/28/24 11,700 11,838
Alibaba Group Holding Ltd. 4.500% 11/28/34 7,650 7,863
Amazon.com Inc. 1.200% 11/29/17 5,265 5,281
Amazon.com Inc. 2.600% 12/5/19 16,819 17,501
Amazon.com Inc. 3.300% 12/5/21 9,800 10,419
Amazon.com Inc. 2.500% 11/29/22 7,538 7,696
Amazon.com Inc. 3.800% 12/5/24 6,730 7,352
Amazon.com Inc. 4.800% 12/5/34 16,300 18,229
Amazon.com Inc. 4.950% 12/5/44 13,925 15,932
American Honda Finance Corp. 1.200% 7/14/17 5,499 5,506
American Honda Finance Corp. 1.550% 12/11/17 14,175 14,263
American Honda Finance Corp. 1.600% 7/13/18 5,700 5,735
American Honda Finance Corp. 2.125% 10/10/18 7,998 8,144
American Honda Finance Corp. 2.250% 8/15/19 9,975 10,196
American Honda Finance Corp. 2.450% 9/24/20 20,267 20,847
Automatic Data Processing Inc. 2.250% 9/15/20 9,826 10,116
Automatic Data Processing Inc. 3.375% 9/15/25 6,300 6,755
AutoNation Inc. 6.750% 4/15/18 2,600 2,802
AutoNation Inc. 5.500% 2/1/20 2,375 2,573
AutoNation Inc. 3.350% 1/15/21 2,755 2,791
AutoNation Inc. 4.500% 10/1/25 2,750 2,820
AutoZone Inc. 7.125% 8/1/18 7,950 8,880
AutoZone Inc. 2.500% 4/15/21 3,605 3,639
AutoZone Inc. 3.700% 4/15/22 10,136 10,593
AutoZone Inc. 2.875% 1/15/23 3,760 3,697
AutoZone Inc. 3.125% 7/15/23 375 379
AutoZone Inc. 3.250% 4/15/25 2,775 2,779
Bed Bath & Beyond Inc. 3.749% 8/1/24 1,590 1,609
Bed Bath & Beyond Inc. 4.915% 8/1/34 2,350 2,124
Bed Bath & Beyond Inc. 5.165% 8/1/44 8,725 7,362
Best Buy Co. Inc. 5.500% 3/15/21 2,066 2,169
Block Financial LLC 4.125% 10/1/20 5,375 5,568
Block Financial LLC 5.500% 11/1/22 2,000 2,166
Block Financial LLC 5.250% 10/1/25 9,475 9,988
BorgWarner Inc. 4.625% 9/15/20 1,000 1,084
BorgWarner Inc. 3.375% 3/15/25 3,000 2,942
BorgWarner Inc. 4.375% 3/15/45 5,615 5,361
Brinker International Inc. 2.600% 5/15/18 5,925 5,967
Brinker International Inc. 3.875% 5/15/23 7,400 7,266
Carnival Corp. 1.875% 12/15/17 1,950 1,957
Carnival Corp. 3.950% 10/15/20 4,050 4,303
Coach Inc. 4.250% 4/1/25 3,425 3,392
Costco Wholesale Corp. 5.500% 3/15/17 9,882 10,329
Costco Wholesale Corp. 1.125% 12/15/17 3,850 3,870
Costco Wholesale Corp. 1.700% 12/15/19 7,908 8,073
Costco Wholesale Corp. 1.750% 2/15/20 5,475 5,538
Costco Wholesale Corp. 2.250% 2/15/22 2,000 2,034
Cummins Inc. 3.650% 10/1/23 4,425 4,668
Cummins Inc. 7.125% 3/1/28 1,250 1,639
Cummins Inc. 4.875% 10/1/43 5,850 6,448
CVS Health Corp. 5.750% 6/1/17 6,002 6,325
CVS Health Corp. 1.900% 7/20/18 23,800 24,156
CVS Health Corp. 2.250% 12/5/18 21,150 21,666
CVS Health Corp. 2.250% 8/12/19 19,480 19,994
CVS Health Corp. 4.750% 5/18/20 925 1,019

 

 

CVS Health Corp. 2.800% 7/20/20 25,700 26,691
CVS Health Corp. 3.500% 7/20/22 13,875 14,878
CVS Health Corp. 2.750% 12/1/22 14,735 15,160
7 CVS Health Corp. 4.750% 12/1/22 5,000 5,607
CVS Health Corp. 4.000% 12/5/23 9,848 10,836
CVS Health Corp. 3.375% 8/12/24 11,060 11,622
7 CVS Health Corp. 5.000% 12/1/24 6,700 7,692
CVS Health Corp. 3.875% 7/20/25 27,130 29,337
CVS Health Corp. 4.875% 7/20/35 17,120 19,092
CVS Health Corp. 6.125% 9/15/39 3,750 4,741
CVS Health Corp. 5.750% 5/15/41 2,736 3,375
CVS Health Corp. 5.300% 12/5/43 12,295 14,492
CVS Health Corp. 5.125% 7/20/45 34,200 39,621
Daimler Finance North America LLC 8.500% 1/18/31 12,942 19,810
Delphi Automotive plc 3.150% 11/19/20 7,750 7,921
Delphi Automotive plc 4.250% 1/15/26 9,250 9,662
Delphi Corp. 4.150% 3/15/24 7,020 7,221
Dollar General Corp. 4.125% 7/15/17 1,150 1,188
Dollar General Corp. 3.250% 4/15/23 10,770 10,736
Dollar General Corp. 4.150% 11/1/25 2,200 2,313
eBay Inc. 1.350% 7/15/17 11,881 11,864
eBay Inc. 2.500% 3/9/18 3,250 3,301
eBay Inc. 2.200% 8/1/19 8,425 8,462
eBay Inc. 3.250% 10/15/20 4,840 4,996
eBay Inc. 2.875% 8/1/21 7,390 7,435
eBay Inc. 3.800% 3/9/22 5,000 5,150
eBay Inc. 2.600% 7/15/22 6,675 6,408
eBay Inc. 3.450% 8/1/24 7,900 7,798
eBay Inc. 4.000% 7/15/42 6,333 4,939
Expedia Inc. 7.456% 8/15/18 2,650 2,966
Expedia Inc. 5.950% 8/15/20 8,546 9,539
Expedia Inc. 4.500% 8/15/24 4,855 4,881
7 Expedia Inc. 5.000% 2/15/26 11,975 11,999
Ford Holdings LLC 9.300% 3/1/30 4,125 5,480
Ford Motor Co. 6.625% 10/1/28 5,546 6,704
Ford Motor Co. 6.375% 2/1/29 6,944 8,156
Ford Motor Co. 7.450% 7/16/31 21,380 27,872
Ford Motor Co. 4.750% 1/15/43 4,770 4,762
Ford Motor Co. 7.400% 11/1/46 5,525 7,030
Ford Motor Credit Co. LLC 4.250% 2/3/17 10,050 10,274
Ford Motor Credit Co. LLC 1.461% 3/27/17 2,200 2,198
Ford Motor Credit Co. LLC 3.000% 6/12/17 12,450 12,616
Ford Motor Credit Co. LLC 6.625% 8/15/17 18,693 19,818
Ford Motor Credit Co. LLC 1.724% 12/6/17 10,900 10,827
Ford Motor Credit Co. LLC 2.145% 1/9/18 1,500 1,499
Ford Motor Credit Co. LLC 2.375% 1/16/18 11,113 11,148
Ford Motor Credit Co. LLC 5.000% 5/15/18 23,920 25,265
Ford Motor Credit Co. LLC 2.875% 10/1/18 8,195 8,315
Ford Motor Credit Co. LLC 2.551% 10/5/18 12,500 12,541
Ford Motor Credit Co. LLC 2.375% 3/12/19 23,905 24,016
Ford Motor Credit Co. LLC 2.597% 11/4/19 10,200 10,237
Ford Motor Credit Co. LLC 8.125% 1/15/20 18,545 21,994
Ford Motor Credit Co. LLC 2.459% 3/27/20 1,500 1,489
Ford Motor Credit Co. LLC 3.157% 8/4/20 1,800 1,837
Ford Motor Credit Co. LLC 3.200% 1/15/21 15,925 16,264
Ford Motor Credit Co. LLC 5.750% 2/1/21 24,550 27,735
Ford Motor Credit Co. LLC 3.336% 3/18/21 14,550 14,983

 

 

Ford Motor Credit Co. LLC 5.875% 8/2/21 21,379 24,404
Ford Motor Credit Co. LLC 3.219% 1/9/22 6,400 6,521
Ford Motor Credit Co. LLC 4.250% 9/20/22 8,890 9,457
Ford Motor Credit Co. LLC 4.375% 8/6/23 14,695 15,637
Ford Motor Credit Co. LLC 3.664% 9/8/24 4,575 4,616
Ford Motor Credit Co. LLC 4.134% 8/4/25 11,600 12,030
Ford Motor Credit Co. LLC 4.389% 1/8/26 5,000 5,292
Gap Inc. 5.950% 4/12/21 13,526 14,708
General Motors Co. 3.500% 10/2/18 8,825 9,035
General Motors Co. 4.875% 10/2/23 13,490 14,131
General Motors Co. 4.000% 4/1/25 4,581 4,466
General Motors Co. 5.000% 4/1/35 10,930 10,356
General Motors Co. 6.600% 4/1/36 3,250 3,583
General Motors Co. 6.250% 10/2/43 11,245 11,976
General Motors Co. 5.200% 4/1/45 26,437 24,785
General Motors Co. 6.750% 4/1/46 5,745 6,549
General Motors Financial Co. Inc. 2.625% 7/10/17 3,515 3,541
General Motors Financial Co. Inc. 4.750% 8/15/17 6,518 6,762
General Motors Financial Co. Inc. 3.000% 9/25/17 2,195 2,211
General Motors Financial Co. Inc. 3.250% 5/15/18 5,615 5,706
General Motors Financial Co. Inc. 6.750% 6/1/18 9,000 9,742
General Motors Financial Co. Inc. 3.100% 1/15/19 16,850 17,103
General Motors Financial Co. Inc. 3.500% 7/10/19 9,944 10,193
General Motors Financial Co. Inc. 3.150% 1/15/20 10,225 10,302
General Motors Financial Co. Inc. 3.200% 7/13/20 36,325 35,962
General Motors Financial Co. Inc. 3.700% 11/24/20 15,120 15,347
General Motors Financial Co. Inc. 4.200% 3/1/21 14,000 14,420
General Motors Financial Co. Inc. 4.375% 9/25/21 5,100 5,266
General Motors Financial Co. Inc. 3.450% 4/10/22 7,806 7,728
General Motors Financial Co. Inc. 4.250% 5/15/23 5,663 5,691
General Motors Financial Co. Inc. 4.000% 1/15/25 10,425 10,112
General Motors Financial Co. Inc. 4.300% 7/13/25 9,069 8,865
General Motors Financial Co. Inc. 5.250% 3/1/26 8,300 8,674
Harley-Davidson Inc. 3.500% 7/28/25 5,325 5,526
Harley-Davidson Inc. 4.625% 7/28/45 5,660 5,755
Harman International Industries Inc. 4.150% 5/15/25 4,075 4,026
Home Depot Inc. 2.000% 6/15/19 8,050 8,261
Home Depot Inc. 3.950% 9/15/20 4,825 5,253
Home Depot Inc. 2.000% 4/1/21 8,675 8,765
Home Depot Inc. 4.400% 4/1/21 33,523 37,578
Home Depot Inc. 2.625% 6/1/22 11,700 12,121
Home Depot Inc. 2.700% 4/1/23 3,715 3,854
Home Depot Inc. 3.750% 2/15/24 8,783 9,713
Home Depot Inc. 3.350% 9/15/25 1,305 1,415
Home Depot Inc. 3.000% 4/1/26 8,900 9,290
Home Depot Inc. 5.875% 12/16/36 29,536 38,357
Home Depot Inc. 5.400% 9/15/40 4,668 5,798
Home Depot Inc. 5.950% 4/1/41 14,008 18,509
Home Depot Inc. 4.200% 4/1/43 15,800 16,997
Home Depot Inc. 4.875% 2/15/44 8,399 9,957
Home Depot Inc. 4.400% 3/15/45 5,714 6,354
Home Depot Inc. 4.250% 4/1/46 8,705 9,566
Hyatt Hotels Corp. 5.375% 8/15/21 1,347 1,494
Hyatt Hotels Corp. 3.375% 7/15/23 3,646 3,575
Hyatt Hotels Corp. 4.850% 3/15/26 1,700 1,769
Johnson Controls Inc. 5.000% 3/30/20 18,687 20,227
Johnson Controls Inc. 4.250% 3/1/21 750 793

 

 

Johnson Controls Inc. 3.750% 12/1/21 50 51
Johnson Controls Inc. 6.000% 1/15/36 1,920 2,113
Johnson Controls Inc. 5.700% 3/1/41 1,500 1,624
Johnson Controls Inc. 5.250% 12/1/41 5,183 5,285
Johnson Controls Inc. 4.625% 7/2/44 1,610 1,540
Johnson Controls Inc. 4.950% 7/2/64 4,020 3,640
Kohl's Corp. 4.000% 11/1/21 6,025 6,297
Kohl's Corp. 3.250% 2/1/23 2,518 2,364
Kohl's Corp. 4.750% 12/15/23 2,650 2,739
Kohl's Corp. 4.250% 7/17/25 3,000 2,959
Kohl's Corp. 5.550% 7/17/45 4,000 3,610
Lowe's Cos. Inc. 1.625% 4/15/17 7,060 7,115
Lowe's Cos. Inc. 6.100% 9/15/17 3,350 3,599
Lowe's Cos. Inc. 4.625% 4/15/20 100 110
Lowe's Cos. Inc. 3.750% 4/15/21 1,000 1,087
Lowe's Cos. Inc. 3.800% 11/15/21 3,350 3,668
Lowe's Cos. Inc. 3.120% 4/15/22 5,675 6,017
Lowe's Cos. Inc. 3.875% 9/15/23 9,183 10,029
Lowe's Cos. Inc. 3.125% 9/15/24 12,569 13,231
Lowe's Cos. Inc. 3.375% 9/15/25 6,600 7,077
Lowe's Cos. Inc. 6.875% 2/15/28 560 744
Lowe's Cos. Inc. 6.500% 3/15/29 3,694 4,940
Lowe's Cos. Inc. 5.500% 10/15/35 318 383
Lowe's Cos. Inc. 5.800% 10/15/36 8,699 10,876
Lowe's Cos. Inc. 5.800% 4/15/40 1,075 1,370
Lowe's Cos. Inc. 5.125% 11/15/41 5,800 6,787
Lowe's Cos. Inc. 4.650% 4/15/42 13,923 15,766
Lowe's Cos. Inc. 5.000% 9/15/43 3,000 3,564
Lowe's Cos. Inc. 4.250% 9/15/44 3,525 3,799
Lowe's Cos. Inc. 4.375% 9/15/45 7,725 8,506
Macy's Retail Holdings Inc. 7.450% 7/15/17 6,050 6,483
Macy's Retail Holdings Inc. 3.450% 1/15/21 4,625 4,773
Macy's Retail Holdings Inc. 3.875% 1/15/22 7,618 7,854
Macy's Retail Holdings Inc. 2.875% 2/15/23 1,280 1,215
Macy's Retail Holdings Inc. 4.375% 9/1/23 1,175 1,207
Macy's Retail Holdings Inc. 6.650% 7/15/24 105 120
Macy's Retail Holdings Inc. 6.900% 4/1/29 15,660 16,873
Macy's Retail Holdings Inc. 6.900% 1/15/32 25 27
Macy's Retail Holdings Inc. 6.700% 7/15/34 118 121
Macy's Retail Holdings Inc. 4.500% 12/15/34 6,250 5,106
Macy's Retail Holdings Inc. 6.375% 3/15/37 5,025 4,919
Macy's Retail Holdings Inc. 5.125% 1/15/42 2,640 2,258
Macy's Retail Holdings Inc. 4.300% 2/15/43 3,143 2,363
Magna International Inc. 3.625% 6/15/24 6,350 6,369
Magna International Inc. 4.150% 10/1/25 3,500 3,717
Marriott International Inc. 6.375% 6/15/17 1,750 1,853
Marriott International Inc. 3.000% 3/1/19 2,721 2,780
Marriott International Inc. 3.375% 10/15/20 9,658 10,034
Marriott International Inc. 2.875% 3/1/21 4,600 4,647
Marriott International Inc. 3.125% 10/15/21 4,892 4,960
Marriott International Inc. 3.250% 9/15/22 3,000 3,038
Marriott International Inc. 3.750% 10/1/25 6,825 7,006
MasterCard Inc. 2.000% 4/1/19 6,875 7,040
MasterCard Inc. 3.375% 4/1/24 9,035 9,665
McDonald's Corp. 5.300% 3/15/17 3,350 3,491
McDonald's Corp. 5.800% 10/15/17 5,780 6,185
McDonald's Corp. 5.350% 3/1/18 9,445 10,165

 

 

McDonald's Corp. 2.100% 12/7/18 1,750 1,784
McDonald's Corp. 5.000% 2/1/19 4,165 4,560
McDonald's Corp. 1.875% 5/29/19 7,100 7,195
McDonald's Corp. 3.500% 7/15/20 115 123
McDonald's Corp. 2.750% 12/9/20 5,967 6,182
McDonald's Corp. 3.625% 5/20/21 750 806
McDonald's Corp. 2.625% 1/15/22 6,105 6,315
McDonald's Corp. 3.375% 5/26/25 8,165 8,554
McDonald's Corp. 3.700% 1/30/26 19,135 20,281
McDonald's Corp. 4.700% 12/9/35 11,925 12,832
McDonald's Corp. 6.300% 10/15/37 4,753 6,000
McDonald's Corp. 6.300% 3/1/38 9,225 11,686
McDonald's Corp. 5.700% 2/1/39 7,602 8,905
McDonald's Corp. 3.700% 2/15/42 6,439 6,010
McDonald's Corp. 3.625% 5/1/43 4,933 4,439
McDonald's Corp. 4.600% 5/26/45 5,084 5,326
McDonald's Corp. 4.875% 12/9/45 17,100 18,614
Metropolitan Museum of Art New York Revenue 3.400% 7/1/45 3,400 3,259
NIKE Inc. 2.250% 5/1/23 830 850
NIKE Inc. 3.625% 5/1/43 1,718 1,704
NIKE Inc. 3.875% 11/1/45 14,800 15,506
Nordstrom Inc. 6.250% 1/15/18 8,125 8,758
Nordstrom Inc. 4.750% 5/1/20 2,875 3,116
Nordstrom Inc. 4.000% 10/15/21 12,166 12,857
Nordstrom Inc. 6.950% 3/15/28 1,425 1,742
Nordstrom Inc. 5.000% 1/15/44 6,635 6,930
NVR Inc. 3.950% 9/15/22 7,751 8,068
O'Reilly Automotive Inc. 4.875% 1/14/21 900 987
O'Reilly Automotive Inc. 4.625% 9/15/21 5,593 6,129
O'Reilly Automotive Inc. 3.800% 9/1/22 3,906 4,087
O'Reilly Automotive Inc. 3.850% 6/15/23 6,325 6,603
O'Reilly Automotive Inc. 3.550% 3/15/26 1,650 1,699
PACCAR Financial Corp. 1.600% 3/15/17 1,165 1,174
PACCAR Financial Corp. 1.100% 6/6/17 500 501
PACCAR Financial Corp. 1.400% 11/17/17 3,795 3,810
PACCAR Financial Corp. 1.450% 3/9/18 3,175 3,173
PACCAR Financial Corp. 1.400% 5/18/18 3,000 2,999
PACCAR Financial Corp. 1.750% 8/14/18 1,100 1,109
PACCAR Financial Corp. 2.200% 9/15/19 2,350 2,388
PACCAR Financial Corp. 2.500% 8/14/20 3,200 3,273
PACCAR Financial Corp. 2.250% 2/25/21 3,000 3,004
Priceline Group Inc. 3.650% 3/15/25 1,325 1,358
QVC Inc. 3.125% 4/1/19 3,135 3,143
QVC Inc. 5.125% 7/2/22 2,260 2,371
QVC Inc. 4.375% 3/15/23 1,574 1,501
QVC Inc. 4.850% 4/1/24 6,313 6,206
QVC Inc. 5.450% 8/15/34 2,800 2,476
QVC Inc. 5.950% 3/15/43 4,478 3,882
Ralph Lauren Corp. 2.125% 9/26/18 2,900 2,941
Ralph Lauren Corp. 2.625% 8/18/20 3,000 3,078
Ross Stores Inc. 3.375% 9/15/24 2,115 2,145
Signet UK Finance plc 4.700% 6/15/24 3,665 3,625
Staples Inc. 2.750% 1/12/18 10,700 10,756
Staples Inc. 4.375% 1/12/23 3,300 3,299
Starbucks Corp. 2.000% 12/5/18 4,975 5,081
Starbucks Corp. 2.100% 2/4/21 3,500 3,566
Starbucks Corp. 2.700% 6/15/22 3,275 3,447

 

 

Starbucks Corp. 3.850% 10/1/23 5,980 6,536
Starbucks Corp. 4.300% 6/15/45 3,525 3,900
Starwood Hotels & Resorts Worldwide Inc. 6.750% 5/15/18 510 556
Starwood Hotels & Resorts Worldwide Inc. 3.125% 2/15/23 6,416 6,359
Starwood Hotels & Resorts Worldwide Inc. 3.750% 3/15/25 4,300 4,465
Starwood Hotels & Resorts Worldwide Inc. 4.500% 10/1/34 2,850 2,672
Target Corp. 5.375% 5/1/17 11,305 11,845
Target Corp. 6.000% 1/15/18 12,775 13,906
Target Corp. 2.300% 6/26/19 8,060 8,308
Target Corp. 3.875% 7/15/20 2,675 2,929
Target Corp. 2.900% 1/15/22 10,505 11,118
Target Corp. 3.500% 7/1/24 10,990 12,000
Target Corp. 6.350% 11/1/32 7,645 9,881
Target Corp. 6.500% 10/15/37 8,567 11,852
Target Corp. 7.000% 1/15/38 7,075 10,126
Target Corp. 4.000% 7/1/42 14,569 15,447
Tiffany & Co. 4.900% 10/1/44 2,535 2,372
TJX Cos. Inc. 6.950% 4/15/19 10,140 11,832
TJX Cos. Inc. 2.750% 6/15/21 9,070 9,472
TJX Cos. Inc. 2.500% 5/15/23 1,450 1,443
Toyota Motor Credit Corp. 1.125% 5/16/17 7,475 7,492
Toyota Motor Credit Corp. 1.750% 5/22/17 2,025 2,042
Toyota Motor Credit Corp. 1.250% 10/5/17 6,300 6,314
Toyota Motor Credit Corp. 1.375% 1/10/18 13,305 13,379
Toyota Motor Credit Corp. 1.450% 1/12/18 8,350 8,389
Toyota Motor Credit Corp. 2.000% 10/24/18 5,875 5,974
Toyota Motor Credit Corp. 2.100% 1/17/19 10,425 10,641
Toyota Motor Credit Corp. 1.700% 2/19/19 14,000 14,133
Toyota Motor Credit Corp. 2.125% 7/18/19 14,985 15,308
Toyota Motor Credit Corp. 2.150% 3/12/20 18,000 18,348
Toyota Motor Credit Corp. 4.500% 6/17/20 10,285 11,412
Toyota Motor Credit Corp. 4.250% 1/11/21 2,575 2,847
Toyota Motor Credit Corp. 2.750% 5/17/21 7,275 7,514
Toyota Motor Credit Corp. 3.400% 9/15/21 8,636 9,243
Toyota Motor Credit Corp. 3.300% 1/12/22 14,830 15,833
Toyota Motor Credit Corp. 2.800% 7/13/22 2,875 2,950
Toyota Motor Credit Corp. 2.625% 1/10/23 9,625 9,771
VF Corp. 5.950% 11/1/17 3,955 4,225
VF Corp. 3.500% 9/1/21 6,750 7,205
VF Corp. 6.450% 11/1/37 5,519 7,259
Visa Inc. 1.200% 12/14/17 41,250 41,502
Visa Inc. 2.200% 12/14/20 32,625 33,446
Visa Inc. 2.800% 12/14/22 26,575 27,729
Visa Inc. 3.150% 12/14/25 43,200 44,994
Visa Inc. 4.150% 12/14/35 13,025 13,950
Visa Inc. 4.300% 12/14/45 33,000 35,914
Wal-Mart Stores Inc. 5.375% 4/5/17 2,570 2,688
Wal-Mart Stores Inc. 5.800% 2/15/18 20,850 22,749
Wal-Mart Stores Inc. 1.125% 4/11/18 1,651 1,664
Wal-Mart Stores Inc. 1.950% 12/15/18 650 667
Wal-Mart Stores Inc. 3.625% 7/8/20 38,219 41,721
Wal-Mart Stores Inc. 3.250% 10/25/20 30,025 32,537
Wal-Mart Stores Inc. 4.250% 4/15/21 9,608 10,784
Wal-Mart Stores Inc. 2.550% 4/11/23 13,560 13,920
Wal-Mart Stores Inc. 3.300% 4/22/24 12,725 13,703
Wal-Mart Stores Inc. 5.875% 4/5/27 22,730 29,281
Wal-Mart Stores Inc. 7.550% 2/15/30 12,890 19,181

 

 

Wal-Mart Stores Inc. 5.250% 9/1/35 13,951 17,231
Wal-Mart Stores Inc. 6.500% 8/15/37 30,767 42,837
Wal-Mart Stores Inc. 6.200% 4/15/38 7,894 10,688
Wal-Mart Stores Inc. 5.625% 4/1/40 6,650 8,499
Wal-Mart Stores Inc. 4.875% 7/8/40 5,475 6,488
Wal-Mart Stores Inc. 5.000% 10/25/40 8,670 10,382
Wal-Mart Stores Inc. 5.625% 4/15/41 26,846 34,604
Wal-Mart Stores Inc. 4.000% 4/11/43 11,151 11,796
Wal-Mart Stores Inc. 4.750% 10/2/43 14,290 16,862
Wal-Mart Stores Inc. 4.300% 4/22/44 7,420 8,289
Walgreen Co. 5.250% 1/15/19 3,862 4,183
Walgreen Co. 3.100% 9/15/22 7,822 7,913
Walgreen Co. 4.400% 9/15/42 7,750 7,243
Walgreens Boots Alliance Inc. 1.750% 11/17/17 4,700 4,713
Walgreens Boots Alliance Inc. 2.700% 11/18/19 13,455 13,735
Walgreens Boots Alliance Inc. 3.300% 11/18/21 12,895 13,289
Walgreens Boots Alliance Inc. 3.800% 11/18/24 14,396 14,822
Walgreens Boots Alliance Inc. 4.500% 11/18/34 1,470 1,428
Walgreens Boots Alliance Inc. 4.800% 11/18/44 15,481 15,382
Western Union Co. 5.253% 4/1/20 4,126 4,468
Western Union Co. 6.200% 11/17/36 5,973 6,119
Western Union Co. 6.200% 6/21/40 4,475 4,364
Wyndham Worldwide Corp. 2.950% 3/1/17 915 924
Wyndham Worldwide Corp. 2.500% 3/1/18 1,950 1,943
Wyndham Worldwide Corp. 4.250% 3/1/22 12,898 13,277
Wyndham Worldwide Corp. 3.900% 3/1/23 2,650 2,650
 
Consumer Noncyclical (4.3%)        
Abbott Laboratories 5.125% 4/1/19 19,628 21,531
Abbott Laboratories 2.000% 3/15/20 6,500 6,576
Abbott Laboratories 4.125% 5/27/20 9,493 10,378
Abbott Laboratories 2.550% 3/15/22 6,050 6,143
Abbott Laboratories 2.950% 3/15/25 6,100 6,205
Abbott Laboratories 6.150% 11/30/37 5,221 6,684
Abbott Laboratories 6.000% 4/1/39 1,175 1,489
Abbott Laboratories 5.300% 5/27/40 803 955
AbbVie Inc. 1.750% 11/6/17 29,005 29,166
AbbVie Inc. 1.800% 5/14/18 29,679 30,008
AbbVie Inc. 2.000% 11/6/18 14,850 14,998
AbbVie Inc. 2.500% 5/14/20 40,313 41,055
AbbVie Inc. 2.900% 11/6/22 28,375 28,800
AbbVie Inc. 3.200% 11/6/22 22,017 22,770
AbbVie Inc. 3.600% 5/14/25 34,525 36,331
AbbVie Inc. 4.500% 5/14/35 22,145 23,008
AbbVie Inc. 4.400% 11/6/42 25,983 26,263
AbbVie Inc. 4.700% 5/14/45 27,865 29,651
Actavis Funding SCS 1.300% 6/15/17 16,810 16,778
Actavis Funding SCS 2.350% 3/12/18 27,815 28,102
Actavis Funding SCS 2.450% 6/15/19 4,100 4,152
Actavis Funding SCS 3.000% 3/12/20 35,895 36,911
Actavis Funding SCS 3.450% 3/15/22 22,754 23,545
Actavis Funding SCS 3.850% 6/15/24 11,251 11,881
Actavis Funding SCS 3.800% 3/15/25 43,077 44,791
Actavis Funding SCS 4.550% 3/15/35 22,553 23,204
Actavis Funding SCS 4.850% 6/15/44 19,705 20,926
Actavis Funding SCS 4.750% 3/15/45 21,225 22,394
Actavis Inc. 1.875% 10/1/17 12,065 12,122

 

 

Actavis Inc. 6.125% 8/15/19 5,410 6,044
Actavis Inc. 3.250% 10/1/22 21,763 22,457
Actavis Inc. 4.625% 10/1/42 11,988 12,405
Agilent Technologies Inc. 5.000% 7/15/20 10,905 12,079
Agilent Technologies Inc. 3.200% 10/1/22 6,200 6,317
Agilent Technologies Inc. 3.875% 7/15/23 5,781 6,047
Ahold Finance USA LLC 6.875% 5/1/29 200 254
Allergan Inc. 3.375% 9/15/20 3,335 3,468
Allergan Inc. 2.800% 3/15/23 4,250 4,171
4 Allina Health System 4.805% 11/15/45 1,700 1,878
Altria Group Inc. 9.250% 8/6/19 10,904 13,474
Altria Group Inc. 2.625% 1/14/20 9,335 9,653
Altria Group Inc. 4.750% 5/5/21 14,400 16,334
Altria Group Inc. 2.850% 8/9/22 17,515 18,164
Altria Group Inc. 2.950% 5/2/23 7,860 8,134
Altria Group Inc. 4.000% 1/31/24 9,605 10,614
Altria Group Inc. 9.950% 11/10/38 6,134 10,791
Altria Group Inc. 10.200% 2/6/39 8,000 14,462
Altria Group Inc. 4.250% 8/9/42 9,597 9,967
Altria Group Inc. 4.500% 5/2/43 10,667 11,468
Altria Group Inc. 5.375% 1/31/44 12,535 15,383
AmerisourceBergen Corp. 1.150% 5/15/17 5,000 4,988
AmerisourceBergen Corp. 4.875% 11/15/19 5,395 5,925
AmerisourceBergen Corp. 3.500% 11/15/21 7,419 7,849
AmerisourceBergen Corp. 3.400% 5/15/24 5,725 5,872
AmerisourceBergen Corp. 3.250% 3/1/25 5,990 6,082
AmerisourceBergen Corp. 4.250% 3/1/45 4,775 4,589
Amgen Inc. 2.125% 5/15/17 12,620 12,766
Amgen Inc. 5.850% 6/1/17 11,530 12,149
Amgen Inc. 5.700% 2/1/19 19,088 21,295
Amgen Inc. 2.200% 5/22/19 12,933 13,233
Amgen Inc. 2.125% 5/1/20 8,585 8,704
Amgen Inc. 3.450% 10/1/20 2,200 2,343
Amgen Inc. 4.100% 6/15/21 12,330 13,442
Amgen Inc. 3.875% 11/15/21 10,955 11,882
Amgen Inc. 2.700% 5/1/22 3,000 3,056
Amgen Inc. 3.625% 5/15/22 17,929 19,201
Amgen Inc. 3.625% 5/22/24 10,080 10,635
Amgen Inc. 3.125% 5/1/25 9,082 9,214
Amgen Inc. 6.375% 6/1/37 3,043 3,787
Amgen Inc. 6.900% 6/1/38 11,080 14,429
Amgen Inc. 6.400% 2/1/39 13,121 16,412
Amgen Inc. 5.750% 3/15/40 5,835 6,868
Amgen Inc. 4.950% 10/1/41 6,090 6,570
Amgen Inc. 5.150% 11/15/41 29,380 32,402
Amgen Inc. 5.650% 6/15/42 8,690 10,216
Amgen Inc. 5.375% 5/15/43 5,000 5,697
Amgen Inc. 4.400% 5/1/45 11,498 11,743
Anheuser-Busch Cos. LLC 5.500% 1/15/18 12,468 13,418
Anheuser-Busch Cos. LLC 5.000% 3/1/19 2,250 2,469
Anheuser-Busch Cos. LLC 6.800% 8/20/32 2,275 2,944
Anheuser-Busch Cos. LLC 5.950% 1/15/33 10 12
Anheuser-Busch Cos. LLC 5.750% 4/1/36 5,995 7,161
Anheuser-Busch Cos. LLC 6.450% 9/1/37 670 857
Anheuser-Busch Cos. LLC 6.500% 5/1/42 2,336 3,027
Anheuser-Busch InBev Finance Inc. 1.250% 1/17/18 8,450 8,486
Anheuser-Busch InBev Finance Inc. 1.900% 2/1/19 38,850 39,374

 

 

Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 21,755 22,223
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 71,390 73,344
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 26,396 26,549
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 59,850 62,145
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 11,900 12,690
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 116,040 121,898
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 57,688 62,422
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 10,585 10,411
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 6,680 7,245
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 116,450 130,421
Anheuser-Busch InBev Worldwide Inc. 1.375% 7/15/17 23,633 23,768
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 18,592 21,663
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 6,925 8,167
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 16,122 18,198
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 9,765 10,937
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 2,624 2,902
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 30,869 31,118
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 2,818 4,272
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 10,603 13,539
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 10,805 10,248
Archer-Daniels-Midland Co. 5.450% 3/15/18 6,872 7,450
Archer-Daniels-Midland Co. 4.479% 3/1/21 3,818 4,254
Archer-Daniels-Midland Co. 5.935% 10/1/32 3,505 4,322
Archer-Daniels-Midland Co. 5.375% 9/15/35 2,438 2,851
Archer-Daniels-Midland Co. 4.535% 3/26/42 3,700 4,042
Archer-Daniels-Midland Co. 4.016% 4/16/43 4,082 4,160
4 Ascension Health 4.847% 11/15/53 8,450 9,797
AstraZeneca plc 5.900% 9/15/17 3,578 3,818
AstraZeneca plc 1.750% 11/16/18 14,825 14,969
AstraZeneca plc 1.950% 9/18/19 4,795 4,835
AstraZeneca plc 2.375% 11/16/20 25,225 25,713
AstraZeneca plc 3.375% 11/16/25 17,200 17,806
AstraZeneca plc 6.450% 9/15/37 26,086 34,501
AstraZeneca plc 4.000% 9/18/42 9,806 9,804
AstraZeneca plc 4.375% 11/16/45 8,375 8,915
7 Baxalta Inc. 2.000% 6/22/18 2,955 2,933
7 Baxalta Inc. 2.875% 6/23/20 9,365 9,366
7 Baxalta Inc. 3.600% 6/23/22 4,765 4,866
7 Baxalta Inc. 4.000% 6/23/25 16,440 16,717
7 Baxalta Inc. 5.250% 6/23/45 8,975 9,487
Beam Suntory Inc. 1.875% 5/15/17 1,025 1,029
Beam Suntory Inc. 1.750% 6/15/18 2,775 2,766
Beam Suntory Inc. 3.250% 5/15/22 2,050 2,086
Beam Suntory Inc. 3.250% 6/15/23 550 542
Becton Dickinson & Co. 1.450% 5/15/17 2,810 2,816
Becton Dickinson & Co. 1.800% 12/15/17 13,816 13,888
Becton Dickinson & Co. 5.000% 5/15/19 1,575 1,712
Becton Dickinson & Co. 6.375% 8/1/19 15,747 17,923
Becton Dickinson & Co. 2.675% 12/15/19 10,868 11,135
Becton Dickinson & Co. 3.250% 11/12/20 6,349 6,622
Becton Dickinson & Co. 3.125% 11/8/21 18,143 18,750
Becton Dickinson & Co. 3.875% 5/15/24 125 133
Becton Dickinson & Co. 3.734% 12/15/24 13,470 14,337
Becton Dickinson & Co. 6.000% 5/15/39 3,095 3,737
Becton Dickinson & Co. 5.000% 11/12/40 675 721
Becton Dickinson & Co. 4.875% 5/15/44 300 325
Becton Dickinson & Co. 4.685% 12/15/44 10,900 11,851

 

 

Biogen Inc. 6.875% 3/1/18 10,350 11,341
Biogen Inc. 2.900% 9/15/20 17,865 18,399
Biogen Inc. 3.625% 9/15/22 8,825 9,342
Biogen Inc. 4.050% 9/15/25 14,400 15,390
Biogen Inc. 5.200% 9/15/45 21,050 23,363
Boston Scientific Corp. 2.650% 10/1/18 9,650 9,822
Boston Scientific Corp. 6.000% 1/15/20 9,784 11,052
Boston Scientific Corp. 3.375% 5/15/22 3,350 3,418
Boston Scientific Corp. 4.125% 10/1/23 2,650 2,787
Boston Scientific Corp. 3.850% 5/15/25 6,050 6,276
Boston Scientific Corp. 7.000% 11/15/35 7,650 9,307
Boston Scientific Corp. 7.375% 1/15/40 4,180 5,310
Bottling Group LLC 5.125% 1/15/19 5,450 6,033
Bristol-Myers Squibb Co. 0.875% 8/1/17 9,990 9,997
Bristol-Myers Squibb Co. 1.750% 3/1/19 1,790 1,826
Bristol-Myers Squibb Co. 2.000% 8/1/22 8,215 8,283
Bristol-Myers Squibb Co. 7.150% 6/15/23 400 517
Bristol-Myers Squibb Co. 3.250% 11/1/23 2,975 3,179
Bristol-Myers Squibb Co. 5.875% 11/15/36 8,602 11,034
Bristol-Myers Squibb Co. 6.125% 5/1/38 1,858 2,449
Bristol-Myers Squibb Co. 3.250% 8/1/42 5,621 5,278
Bristol-Myers Squibb Co. 6.875% 8/1/97 655 987
Brown-Forman Corp. 1.000% 1/15/18 1,300 1,289
Brown-Forman Corp. 2.250% 1/15/23 2,435 2,421
Brown-Forman Corp. 3.750% 1/15/43 2,775 2,692
Brown-Forman Corp. 4.500% 7/15/45 4,350 4,762
Bunge Ltd. Finance Corp. 8.500% 6/15/19 9,480 11,022
Bunge Ltd. Finance Corp. 3.500% 11/24/20 2,900 2,970
Campbell Soup Co. 3.050% 7/15/17 1,275 1,305
Campbell Soup Co. 4.250% 4/15/21 1,741 1,883
Campbell Soup Co. 2.500% 8/2/22 3,575 3,513
Campbell Soup Co. 3.300% 3/19/25 3,975 4,112
Campbell Soup Co. 3.800% 8/2/42 3,228 2,979
Cardinal Health Inc. 1.700% 3/15/18 3,340 3,350
Cardinal Health Inc. 1.950% 6/15/18 3,000 3,016
Cardinal Health Inc. 4.625% 12/15/20 15,165 16,846
Cardinal Health Inc. 3.200% 6/15/22 3,220 3,328
Cardinal Health Inc. 3.200% 3/15/23 7,533 7,717
Cardinal Health Inc. 3.750% 9/15/25 6,900 7,334
Cardinal Health Inc. 4.600% 3/15/43 1,200 1,226
Cardinal Health Inc. 4.500% 11/15/44 3,525 3,587
Cardinal Health Inc. 4.900% 9/15/45 4,150 4,397
4 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 9,350 9,206
Celgene Corp. 1.900% 8/15/17 2,625 2,647
Celgene Corp. 2.125% 8/15/18 6,400 6,474
Celgene Corp. 2.300% 8/15/18 3,075 3,125
Celgene Corp. 2.250% 5/15/19 7,775 7,892
Celgene Corp. 2.875% 8/15/20 11,358 11,694
Celgene Corp. 3.950% 10/15/20 16,455 17,630
Celgene Corp. 3.250% 8/15/22 7,225 7,464
Celgene Corp. 3.550% 8/15/22 5,800 6,086
Celgene Corp. 4.000% 8/15/23 5,345 5,677
Celgene Corp. 3.625% 5/15/24 13,375 13,825
Celgene Corp. 3.875% 8/15/25 27,384 28,798
Celgene Corp. 5.700% 10/15/40 3,250 3,798
Celgene Corp. 5.250% 8/15/43 5,425 6,060
Celgene Corp. 4.625% 5/15/44 8,980 9,185

 

 

Celgene Corp. 5.000% 8/15/45 17,275 18,670
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 2,100 2,176
Church & Dwight Co. Inc. 2.450% 12/15/19 4,825 4,919
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 4,985 5,271
Clorox Co. 5.950% 10/15/17 15,525 16,602
Clorox Co. 3.800% 11/15/21 450 481
Clorox Co. 3.050% 9/15/22 1,072 1,092
Clorox Co. 3.500% 12/15/24 6,425 6,669
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 5,300 5,552
Coca-Cola Co. 1.150% 4/1/18 7,896 7,957
Coca-Cola Co. 1.650% 11/1/18 25,664 26,188
Coca-Cola Co. 1.875% 10/27/20 3,750 3,808
Coca-Cola Co. 2.450% 11/1/20 15,120 15,772
Coca-Cola Co. 3.150% 11/15/20 8,364 8,969
Coca-Cola Co. 3.300% 9/1/21 6,027 6,516
Coca-Cola Co. 2.500% 4/1/23 1,600 1,643
Coca-Cola Co. 3.200% 11/1/23 12,719 13,647
Coca-Cola Co. 2.875% 10/27/25 20,525 21,298
Coca-Cola Enterprises Inc. 3.500% 9/15/20 5,600 5,909
Coca-Cola Enterprises Inc. 3.250% 8/19/21 1,575 1,630
Coca-Cola Enterprises Inc. 4.500% 9/1/21 2,045 2,258
Coca-Cola Femsa SAB de CV 2.375% 11/26/18 600 609
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,300 1,410
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 16,500 17,045
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 13,150 15,016
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 6,361 8,457
Colgate-Palmolive Co. 2.625% 5/1/17 700 714
Colgate-Palmolive Co. 1.750% 3/15/19 1,000 1,024
Colgate-Palmolive Co. 2.950% 11/1/20 2,370 2,526
Colgate-Palmolive Co. 2.450% 11/15/21 3,500 3,647
Colgate-Palmolive Co. 2.300% 5/3/22 7,000 7,233
Colgate-Palmolive Co. 1.950% 2/1/23 9,575 9,562
Colgate-Palmolive Co. 2.100% 5/1/23 5,133 5,146
Colgate-Palmolive Co. 3.250% 3/15/24 4,475 4,836
Colgate-Palmolive Co. 4.000% 8/15/45 5,375 5,875
ConAgra Foods Inc. 1.900% 1/25/18 10,860 10,888
ConAgra Foods Inc. 7.000% 4/15/19 137 155
ConAgra Foods Inc. 3.250% 9/15/22 10,012 10,210
ConAgra Foods Inc. 3.200% 1/25/23 8,041 8,094
ConAgra Foods Inc. 7.125% 10/1/26 1,568 1,933
ConAgra Foods Inc. 7.000% 10/1/28 1,020 1,244
ConAgra Foods Inc. 8.250% 9/15/30 4,799 6,437
Covidien International Finance SA 6.000% 10/15/17 5,368 5,763
Covidien International Finance SA 3.200% 6/15/22 15,875 16,704
Covidien International Finance SA 2.950% 6/15/23 10,600 10,792
Covidien International Finance SA 6.550% 10/15/37 13,673 18,170
CR Bard Inc. 1.375% 1/15/18 7,557 7,560
CR Bard Inc. 4.400% 1/15/21 3,862 4,172
CR Bard Inc. 6.700% 12/1/26 5,250 6,798
Delhaize America LLC 9.000% 4/15/31 4,705 6,298
Delhaize Group SA 5.700% 10/1/40 2,400 2,582
Diageo Capital plc 1.500% 5/11/17 15,725 15,812
Diageo Capital plc 5.750% 10/23/17 4,497 4,799
Diageo Capital plc 1.125% 4/29/18 3,312 3,324
Diageo Capital plc 4.828% 7/15/20 5,795 6,521
Diageo Capital plc 2.625% 4/29/23 18,021 18,294
Diageo Capital plc 5.875% 9/30/36 2,622 3,229

 

 

Diageo Capital plc 3.875% 4/29/43 5,676 5,814
Diageo Investment Corp. 2.875% 5/11/22 19,525 20,250
Diageo Investment Corp. 7.450% 4/15/35 1,250 1,742
Diageo Investment Corp. 4.250% 5/11/42 4,097 4,330
Dignity Health California GO 2.637% 11/1/19 3,000 3,072
Dignity Health California GO 3.125% 11/1/22 2,100 2,150
Dignity Health California GO 3.812% 11/1/24 2,775 2,935
Dignity Health California GO 4.500% 11/1/42 8,325 8,336
Dignity Health California GO 5.267% 11/1/64 2,100 2,262
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 5,847 6,489
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 7,050 7,221
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 2,185 2,180
Dr Pepper Snapple Group Inc. 3.200% 11/15/21 10,839 11,205
Dr Pepper Snapple Group Inc. 2.700% 11/15/22 2,697 2,720
Dr Pepper Snapple Group Inc. 3.400% 11/15/25 500 517
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 1,470 2,049
Dr Pepper Snapple Group Inc. 4.500% 11/15/45 2,150 2,254
Edwards Lifesciences Corp. 2.875% 10/15/18 5,400 5,526
Eli Lilly & Co. 1.250% 3/1/18 6,700 6,750
Eli Lilly & Co. 1.950% 3/15/19 9,424 9,639
Eli Lilly & Co. 2.750% 6/1/25 9,095 9,309
Eli Lilly & Co. 5.550% 3/15/37 1,734 2,204
Eli Lilly & Co. 3.700% 3/1/45 8,040 8,167
Estee Lauder Cos. Inc. 2.350% 8/15/22 8,000 8,109
Estee Lauder Cos. Inc. 6.000% 5/15/37 2,767 3,495
Estee Lauder Cos. Inc. 3.700% 8/15/42 7,790 7,647
Estee Lauder Cos. Inc. 4.375% 6/15/45 2,700 2,942
Express Scripts Holding Co. 2.250% 6/15/19 2,000 2,015
Express Scripts Holding Co. 7.250% 6/15/19 1,950 2,257
Express Scripts Holding Co. 3.300% 2/25/21 3,000 3,078
Express Scripts Holding Co. 4.750% 11/15/21 13,886 15,117
Express Scripts Holding Co. 3.900% 2/15/22 17,032 17,765
Express Scripts Holding Co. 4.500% 2/25/26 15,780 16,378
Express Scripts Holding Co. 6.125% 11/15/41 11,888 13,359
Flowers Foods Inc. 4.375% 4/1/22 3,650 3,902
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 1,000 965
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 4,215 4,094
General Mills Inc. 1.400% 10/20/17 2,500 2,515
General Mills Inc. 5.650% 2/15/19 21,143 23,509
General Mills Inc. 2.200% 10/21/19 9,000 9,248
General Mills Inc. 3.150% 12/15/21 13,578 14,212
General Mills Inc. 5.400% 6/15/40 2,850 3,424
General Mills Inc. 4.150% 2/15/43 2,875 2,940
Gilead Sciences Inc. 1.850% 9/4/18 11,100 11,302
Gilead Sciences Inc. 2.050% 4/1/19 5,505 5,616
Gilead Sciences Inc. 2.550% 9/1/20 17,500 18,023
Gilead Sciences Inc. 4.500% 4/1/21 10,031 11,216
Gilead Sciences Inc. 4.400% 12/1/21 19,634 21,918
Gilead Sciences Inc. 3.250% 9/1/22 8,400 8,867
Gilead Sciences Inc. 3.700% 4/1/24 28,100 30,147
Gilead Sciences Inc. 3.500% 2/1/25 5,940 6,272
Gilead Sciences Inc. 3.650% 3/1/26 25,655 27,299
Gilead Sciences Inc. 4.600% 9/1/35 7,875 8,529
Gilead Sciences Inc. 5.650% 12/1/41 8,585 10,404
Gilead Sciences Inc. 4.800% 4/1/44 16,115 17,695
Gilead Sciences Inc. 4.500% 2/1/45 16,900 17,855
Gilead Sciences Inc. 4.750% 3/1/46 26,865 29,265

 

 

GlaxoSmithKline Capital Inc. 5.650% 5/15/18 22,538 24,689
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 10,175 10,500
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 4,023 4,768
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 27,549 37,085
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 4,500 4,833
GlaxoSmithKline Capital plc 1.500% 5/8/17 23,440 23,601
GlaxoSmithKline Capital plc 2.850% 5/8/22 8,506 8,903
Hasbro Inc. 6.300% 9/15/17 3,800 4,042
Hasbro Inc. 6.350% 3/15/40 7,026 8,253
Hasbro Inc. 5.100% 5/15/44 5,345 5,416
Hershey Co. 1.600% 8/21/18 3,160 3,190
Hershey Co. 4.125% 12/1/20 7,295 8,063
Hershey Co. 2.625% 5/1/23 7,400 7,541
Hershey Co. 3.200% 8/21/25 3,620 3,796
Hershey Co. 7.200% 8/15/27 14 19
Hillshire Brands Co. 4.100% 9/15/20 2,002 2,089
Hormel Foods Corp. 4.125% 4/15/21 1,275 1,397
Ingredion Inc. 4.625% 11/1/20 935 1,008
Ingredion Inc. 6.625% 4/15/37 1,475 1,815
JM Smucker Co. 1.750% 3/15/18 2,900 2,912
JM Smucker Co. 2.500% 3/15/20 11,380 11,521
JM Smucker Co. 3.500% 10/15/21 7,525 7,939
JM Smucker Co. 3.000% 3/15/22 3,500 3,608
JM Smucker Co. 3.500% 3/15/25 7,080 7,423
JM Smucker Co. 4.250% 3/15/35 5,800 6,022
JM Smucker Co. 4.375% 3/15/45 6,200 6,486
Johnson & Johnson 5.550% 8/15/17 7,731 8,224
Johnson & Johnson 1.125% 11/21/17 6,100 6,137
Johnson & Johnson 5.150% 7/15/18 6,459 7,071
Johnson & Johnson 1.650% 12/5/18 13,556 13,811
Johnson & Johnson 1.125% 3/1/19 6,050 6,066
Johnson & Johnson 1.875% 12/5/19 6,000 6,162
Johnson & Johnson 2.950% 9/1/20 4,125 4,406
Johnson & Johnson 1.650% 3/1/21 10,000 10,061
Johnson & Johnson 2.450% 12/5/21 2,800 2,910
Johnson & Johnson 2.050% 3/1/23 8,975 9,038
Johnson & Johnson 3.375% 12/5/23 8,050 8,881
Johnson & Johnson 2.450% 3/1/26 17,500 17,514
Johnson & Johnson 6.950% 9/1/29 3,920 5,716
Johnson & Johnson 4.950% 5/15/33 5,025 6,079
Johnson & Johnson 4.375% 12/5/33 13,599 15,542
Johnson & Johnson 3.550% 3/1/36 9,925 10,327
Johnson & Johnson 5.950% 8/15/37 9,053 12,268
Johnson & Johnson 5.850% 7/15/38 4,067 5,551
Johnson & Johnson 4.500% 9/1/40 8,483 10,005
Johnson & Johnson 4.850% 5/15/41 210 255
Johnson & Johnson 4.500% 12/5/43 100 115
Johnson & Johnson 3.700% 3/1/46 18,700 19,635
Kaiser Foundation Hospitals 3.500% 4/1/22 3,365 3,515
Kaiser Foundation Hospitals 4.875% 4/1/42 8,775 9,869
Kellogg Co. 3.250% 5/21/18 7,600 7,873
Kellogg Co. 4.150% 11/15/19 1,300 1,399
Kellogg Co. 4.000% 12/15/20 8,125 8,819
Kellogg Co. 3.250% 4/1/26 7,000 7,174
Kellogg Co. 4.500% 4/1/46 5,000 5,107
Kimberly-Clark Corp. 6.125% 8/1/17 14,518 15,518
Kimberly-Clark Corp. 6.250% 7/15/18 185 205

 

 

Kimberly-Clark Corp. 1.400% 2/15/19 6,125 6,183
Kimberly-Clark Corp. 1.850% 3/1/20 1,250 1,267
Kimberly-Clark Corp. 3.625% 8/1/20 8,424 9,130
Kimberly-Clark Corp. 2.150% 8/15/20 2,175 2,232
Kimberly-Clark Corp. 3.875% 3/1/21 575 628
Kimberly-Clark Corp. 2.400% 3/1/22 5,925 6,106
Kimberly-Clark Corp. 2.400% 6/1/23 4,372 4,429
Kimberly-Clark Corp. 2.650% 3/1/25 2,000 2,032
Kimberly-Clark Corp. 3.050% 8/15/25 4,025 4,184
Kimberly-Clark Corp. 2.750% 2/15/26 6,075 6,217
Kimberly-Clark Corp. 6.625% 8/1/37 2,010 2,776
Kimberly-Clark Corp. 5.300% 3/1/41 8,468 10,484
Kimberly-Clark Corp. 3.700% 6/1/43 2,485 2,589
Koninklijke Philips NV 5.750% 3/11/18 11,875 12,667
Koninklijke Philips NV 3.750% 3/15/22 10,250 10,771
Koninklijke Philips NV 6.875% 3/11/38 2,623 3,109
Koninklijke Philips NV 5.000% 3/15/42 4,709 4,735
Kraft Foods Group Inc. 2.250% 6/5/17 9,000 9,095
Kraft Foods Group Inc. 6.125% 8/23/18 18,266 20,152
Kraft Foods Group Inc. 5.375% 2/10/20 8,138 9,063
Kraft Foods Group Inc. 3.500% 6/6/22 16,556 17,448
Kraft Foods Group Inc. 6.875% 1/26/39 13,766 17,673
Kraft Foods Group Inc. 6.500% 2/9/40 5,155 6,424
Kraft Foods Group Inc. 5.000% 6/4/42 17,667 19,213
7 Kraft Heinz Foods Co. 1.600% 6/30/17 11,725 11,766
7 Kraft Heinz Foods Co. 2.000% 7/2/18 10,480 10,566
7 Kraft Heinz Foods Co. 2.800% 7/2/20 14,355 14,707
7 Kraft Heinz Foods Co. 3.500% 7/15/22 8,050 8,448
7 Kraft Heinz Foods Co. 3.950% 7/15/25 17,730 18,876
7 Kraft Heinz Foods Co. 5.000% 7/15/35 9,115 10,070
7 Kraft Heinz Foods Co. 5.200% 7/15/45 15,255 17,086
Kroger Co. 6.400% 8/15/17 8,710 9,312
Kroger Co. 6.800% 12/15/18 2,185 2,481
Kroger Co. 2.000% 1/15/19 1,350 1,369
Kroger Co. 2.300% 1/15/19 10,790 11,030
Kroger Co. 6.150% 1/15/20 11,449 13,219
Kroger Co. 3.300% 1/15/21 5,775 6,099
Kroger Co. 2.600% 2/1/21 3,584 3,691
Kroger Co. 2.950% 11/1/21 5,034 5,247
Kroger Co. 3.400% 4/15/22 3,890 4,118
Kroger Co. 3.850% 8/1/23 2,525 2,718
Kroger Co. 4.000% 2/1/24 5,250 5,682
Kroger Co. 3.500% 2/1/26 4,650 4,886
Kroger Co. 7.700% 6/1/29 8,550 11,456
Kroger Co. 8.000% 9/15/29 4,185 5,701
Kroger Co. 7.500% 4/1/31 7,570 9,860
Kroger Co. 6.900% 4/15/38 4,668 6,136
Kroger Co. 5.400% 7/15/40 1,518 1,750
Kroger Co. 5.000% 4/15/42 925 1,051
Kroger Co. 5.150% 8/1/43 700 815
Laboratory Corp. of America Holdings 2.200% 8/23/17 2,375 2,393
Laboratory Corp. of America Holdings 2.500% 11/1/18 2,025 2,044
Laboratory Corp. of America Holdings 2.625% 2/1/20 2,825 2,842
Laboratory Corp. of America Holdings 3.200% 2/1/22 5,775 5,827
Laboratory Corp. of America Holdings 3.750% 8/23/22 860 890
Laboratory Corp. of America Holdings 4.000% 11/1/23 1,800 1,853
Laboratory Corp. of America Holdings 3.600% 2/1/25 9,150 9,267

 

 

Laboratory Corp. of America Holdings 4.700% 2/1/45 7,300 7,287
Life Technologies Corp. 6.000% 3/1/20 1,700 1,910
Life Technologies Corp. 5.000% 1/15/21 3,725 4,068
Mattel Inc. 1.700% 3/15/18 2,710 2,704
Mattel Inc. 2.350% 5/6/19 5,150 5,216
Mattel Inc. 3.150% 3/15/23 2,350 2,310
Mattel Inc. 5.450% 11/1/41 3,943 4,104
4 Mayo Clinic 3.774% 11/15/43 6,502 6,494
4 Mayo Clinic 4.000% 11/15/47 4,025 4,110
4 Mayo Clinic 4.128% 11/15/52 2,150 2,223
McCormick & Co. Inc. 3.900% 7/15/21 3,025 3,315
McCormick & Co. Inc. 3.500% 9/1/23 1,891 2,002
McCormick & Co. Inc. 3.250% 11/15/25 2,100 2,192
McKesson Corp. 7.500% 2/15/19 3,484 4,014
McKesson Corp. 2.284% 3/15/19 12,175 12,322
McKesson Corp. 4.750% 3/1/21 14,920 16,345
McKesson Corp. 2.700% 12/15/22 4,550 4,525
McKesson Corp. 3.796% 3/15/24 10,158 10,608
McKesson Corp. 6.000% 3/1/41 4,439 5,272
McKesson Corp. 4.883% 3/15/44 6,400 6,829
Mead Johnson Nutrition Co. 4.900% 11/1/19 5,460 5,991
Mead Johnson Nutrition Co. 3.000% 11/15/20 5,044 5,184
Mead Johnson Nutrition Co. 4.125% 11/15/25 9,675 10,269
Mead Johnson Nutrition Co. 5.900% 11/1/39 7,150 8,251
Mead Johnson Nutrition Co. 4.600% 6/1/44 1,000 1,020
Medco Health Solutions Inc. 7.125% 3/15/18 15,037 16,537
Medtronic Inc. 1.500% 3/15/18 8,000 8,078
Medtronic Inc. 1.375% 4/1/18 17,750 17,858
Medtronic Inc. 5.600% 3/15/19 1,450 1,622
Medtronic Inc. 2.500% 3/15/20 30,714 31,826
Medtronic Inc. 4.450% 3/15/20 4,145 4,603
Medtronic Inc. 3.125% 3/15/22 3,000 3,142
Medtronic Inc. 3.150% 3/15/22 26,604 28,156
Medtronic Inc. 2.750% 4/1/23 17,100 17,560
Medtronic Inc. 3.625% 3/15/24 8,750 9,370
Medtronic Inc. 3.500% 3/15/25 36,795 39,208
Medtronic Inc. 4.375% 3/15/35 34,245 37,026
Medtronic Inc. 6.500% 3/15/39 2,445 3,246
Medtronic Inc. 5.550% 3/15/40 4,350 5,230
Medtronic Inc. 4.500% 3/15/42 7,125 7,780
Medtronic Inc. 4.000% 4/1/43 4,925 5,047
Medtronic Inc. 4.625% 3/15/44 5,068 5,643
Medtronic Inc. 4.625% 3/15/45 30,750 34,190
Memorial Sloan-Kettering Cancer Center 4.200% 7/1/55 1,500 1,529
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 1,250 1,458
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 8,100 8,121
Merck & Co. Inc. 1.100% 1/31/18 6,169 6,192
Merck & Co. Inc. 1.300% 5/18/18 12,820 12,923
Merck & Co. Inc. 1.850% 2/10/20 10,210 10,408
Merck & Co. Inc. 3.875% 1/15/21 13,995 15,338
Merck & Co. Inc. 2.350% 2/10/22 11,800 12,013
Merck & Co. Inc. 2.400% 9/15/22 4,900 5,003
Merck & Co. Inc. 2.800% 5/18/23 21,800 22,700
Merck & Co. Inc. 2.750% 2/10/25 22,825 23,383
Merck & Co. Inc. 6.500% 12/1/33 3,793 5,160

 

 

Merck & Co. Inc. 6.550% 9/15/37 6,063 8,242
Merck & Co. Inc. 3.600% 9/15/42 4,997 4,988
Merck & Co. Inc. 4.150% 5/18/43 14,473 15,761
Merck & Co. Inc. 3.700% 2/10/45 16,029 16,311
Merck Sharp & Dohme Corp. 5.000% 6/30/19 13,415 14,969
Merck Sharp & Dohme Corp. 5.950% 12/1/28 150 194
Merck Sharp & Dohme Corp. 5.750% 11/15/36 2,000 2,494
Molson Coors Brewing Co. 2.000% 5/1/17 1,300 1,307
Molson Coors Brewing Co. 3.500% 5/1/22 1,450 1,492
Molson Coors Brewing Co. 5.000% 5/1/42 11,540 12,090
Mondelez International Inc. 6.500% 8/11/17 3,305 3,527
Mondelez International Inc. 6.125% 2/1/18 1,335 1,447
Mondelez International Inc. 6.125% 8/23/18 5,000 5,515
Mondelez International Inc. 2.250% 2/1/19 8,175 8,321
Mondelez International Inc. 5.375% 2/10/20 13,431 15,149
Mondelez International Inc. 4.000% 2/1/24 22,550 24,240
Mondelez International Inc. 6.500% 11/1/31 7,290 9,077
Mondelez International Inc. 6.500% 2/9/40 6,860 8,699
Mylan Inc. 2.600% 6/24/18 1,106 1,099
Mylan Inc. 2.550% 3/28/19 11,211 11,208
Mylan Inc. 4.200% 11/29/23 14,508 14,744
Mylan Inc. 5.400% 11/29/43 4,475 4,461
New York & Presbyterian Hospital 4.024% 8/1/45 4,100 4,116
Newell Brands Inc. 2.050% 12/1/17 2,525 2,535
Newell Brands Inc. 2.150% 10/15/18 2,700 2,700
Newell Brands Inc. 2.600% 3/29/19 6,790 6,880
Newell Brands Inc. 2.875% 12/1/19 7,025 7,106
Newell Brands Inc. 3.150% 4/1/21 4,000 4,110
Newell Brands Inc. 4.000% 6/15/22 1,400 1,444
Newell Brands Inc. 3.850% 4/1/23 8,000 8,287
Newell Brands Inc. 4.000% 12/1/24 6,275 6,394
Newell Brands Inc. 3.900% 11/1/25 4,625 4,595
Newell Brands Inc. 4.200% 4/1/26 17,225 18,055
Newell Brands Inc. 5.375% 4/1/36 5,975 6,412
Newell Brands Inc. 5.500% 4/1/46 20,260 21,988
Novant Health Inc. 5.850% 11/1/19 6,125 6,977
Novant Health Inc. 4.371% 11/1/43 6,600 6,663
Novartis Capital Corp. 4.400% 4/24/20 2,101 2,334
Novartis Capital Corp. 2.400% 9/21/22 23,379 23,957
Novartis Capital Corp. 3.400% 5/6/24 16,520 17,726
Novartis Capital Corp. 3.000% 11/20/25 15,100 15,702
Novartis Capital Corp. 3.700% 9/21/42 3,875 3,920
Novartis Capital Corp. 4.400% 5/6/44 21,221 24,282
Novartis Capital Corp. 4.000% 11/20/45 11,000 11,837
Novartis Securities Investment Ltd. 5.125% 2/10/19 14,245 15,763
NYU Hospitals Center 4.784% 7/1/44 4,425 4,795
Owens & Minor Inc. 4.375% 12/15/24 2,250 2,313
Partners Healthcare System Inc. 4.117% 7/1/55 1,950 1,900
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 2,450 2,597
PepsiAmericas Inc. 5.000% 5/15/17 3,805 3,981
PepsiCo Inc. 1.125% 7/17/17 12,825 12,887
PepsiCo Inc. 1.250% 8/13/17 12,275 12,348
PepsiCo Inc. 1.000% 10/13/17 5,700 5,713
PepsiCo Inc. 1.250% 4/30/18 6,300 6,350
PepsiCo Inc. 5.000% 6/1/18 19,560 21,204
PepsiCo Inc. 7.900% 11/1/18 4,974 5,793

 

 

PepsiCo Inc. 2.250% 1/7/19 14,450 14,884
PepsiCo Inc. 4.500% 1/15/20 8,155 9,085
PepsiCo Inc. 1.850% 4/30/20 14,746 15,048
PepsiCo Inc. 2.150% 10/14/20 19,315 19,785
PepsiCo Inc. 3.125% 11/1/20 5,800 6,159
PepsiCo Inc. 3.000% 8/25/21 8,037 8,560
PepsiCo Inc. 2.750% 3/5/22 11,590 12,145
PepsiCo Inc. 3.100% 7/17/22 5,375 5,748
PepsiCo Inc. 2.750% 3/1/23 1,600 1,666
PepsiCo Inc. 3.600% 3/1/24 7,450 8,157
PepsiCo Inc. 2.750% 4/30/25 17,199 17,629
PepsiCo Inc. 3.500% 7/17/25 11,650 12,619
PepsiCo Inc. 5.500% 1/15/40 11,585 14,192
PepsiCo Inc. 4.875% 11/1/40 4,670 5,368
PepsiCo Inc. 4.000% 3/5/42 11,975 12,305
PepsiCo Inc. 3.600% 8/13/42 4,571 4,478
PepsiCo Inc. 4.250% 10/22/44 7,300 7,788
PepsiCo Inc. 4.600% 7/17/45 8,195 9,282
PepsiCo Inc. 4.450% 4/14/46 7,050 7,838
PerkinElmer Inc. 5.000% 11/15/21 4,725 5,163
Perrigo Co. plc 2.300% 11/8/18 6,160 6,124
Perrigo Co. plc 4.000% 11/15/23 15,635 15,917
Perrigo Co. plc 5.300% 11/15/43 1,900 1,883
Perrigo Finance plc 3.500% 12/15/21 3,800 3,872
Perrigo Finance plc 3.900% 12/15/24 4,650 4,619
Perrigo Finance plc 4.900% 12/15/44 4,800 4,517
Perrigo Finance Unlimited Co. 3.500% 3/15/21 4,800 4,920
Perrigo Finance Unlimited Co. 4.375% 3/15/26 5,225 5,385
Pfizer Inc. 1.100% 5/15/17 5,075 5,093
Pfizer Inc. 1.500% 6/15/18 6,450 6,529
Pfizer Inc. 6.200% 3/15/19 24,402 27,753
Pfizer Inc. 2.100% 5/15/19 14,000 14,427
Pfizer Inc. 3.000% 6/15/23 9,585 10,112
Pfizer Inc. 3.400% 5/15/24 14,309 15,368
Pfizer Inc. 7.200% 3/15/39 10,010 14,651
Pfizer Inc. 4.300% 6/15/43 1,518 1,670
Pfizer Inc. 4.400% 5/15/44 5,400 6,117
Pharmacia Corp. 6.600% 12/1/28 7,500 10,145
Philip Morris International Inc. 1.250% 8/11/17 3,125 3,138
Philip Morris International Inc. 1.125% 8/21/17 275 276
Philip Morris International Inc. 1.250% 11/9/17 7,350 7,387
Philip Morris International Inc. 5.650% 5/16/18 18,756 20,507
Philip Morris International Inc. 1.875% 1/15/19 13,650 13,867
Philip Morris International Inc. 1.875% 2/25/21 4,375 4,398
Philip Morris International Inc. 4.125% 5/17/21 3,050 3,386
Philip Morris International Inc. 2.900% 11/15/21 1,840 1,945
Philip Morris International Inc. 2.500% 8/22/22 1,100 1,131
Philip Morris International Inc. 2.625% 3/6/23 5,340 5,474
Philip Morris International Inc. 3.600% 11/15/23 11,000 12,057
Philip Morris International Inc. 3.250% 11/10/24 9,350 10,001
Philip Morris International Inc. 3.375% 8/11/25 5,964 6,422
Philip Morris International Inc. 2.750% 2/25/26 6,950 7,070
Philip Morris International Inc. 6.375% 5/16/38 17,967 23,963
Philip Morris International Inc. 4.375% 11/15/41 9,150 9,710
Philip Morris International Inc. 4.500% 3/20/42 7,938 8,494
Philip Morris International Inc. 3.875% 8/21/42 7,285 7,183
Philip Morris International Inc. 4.125% 3/4/43 5,045 5,223

 

 

Philip Morris International Inc. 4.875% 11/15/43 7,823 8,959
Philip Morris International Inc. 4.250% 11/10/44 500 528
4 Procter & Gamble - Esop 9.360% 1/1/21 3,075 3,692
Procter & Gamble Co. 1.600% 11/15/18 6,700 6,792
Procter & Gamble Co. 4.700% 2/15/19 4,105 4,516
Procter & Gamble Co. 1.900% 11/1/19 8,800 9,046
Procter & Gamble Co. 1.850% 2/2/21 6,250 6,425
Procter & Gamble Co. 2.300% 2/6/22 17,625 18,120
Procter & Gamble Co. 3.100% 8/15/23 8,042 8,599
Procter & Gamble Co. 6.450% 1/15/26 5,186 6,899
Procter & Gamble Co. 2.700% 2/2/26 5,950 6,121
Procter & Gamble Co. 5.500% 2/1/34 6,363 8,058
Procter & Gamble Co. 5.800% 8/15/34 95 124
Procter & Gamble Co. 5.550% 3/5/37 17,685 23,403
Quest Diagnostics Inc. 2.700% 4/1/19 6,950 7,078
Quest Diagnostics Inc. 4.750% 1/30/20 2,700 2,927
Quest Diagnostics Inc. 2.500% 3/30/20 3,000 3,014
Quest Diagnostics Inc. 4.700% 4/1/21 2,000 2,164
Quest Diagnostics Inc. 4.250% 4/1/24 3,087 3,236
Quest Diagnostics Inc. 3.500% 3/30/25 3,900 3,927
Quest Diagnostics Inc. 5.750% 1/30/40 1,055 1,125
Quest Diagnostics Inc. 4.700% 3/30/45 2,149 2,082
Reynolds American Inc. 2.300% 8/21/17 175 177
Reynolds American Inc. 2.300% 6/12/18 11,610 11,838
Reynolds American Inc. 8.125% 6/23/19 7,728 9,233
Reynolds American Inc. 6.875% 5/1/20 1,400 1,648
Reynolds American Inc. 3.250% 6/12/20 11,335 11,864
Reynolds American Inc. 4.000% 6/12/22 8,250 8,979
Reynolds American Inc. 4.850% 9/15/23 3,425 3,862
Reynolds American Inc. 4.450% 6/12/25 31,950 35,130
Reynolds American Inc. 5.700% 8/15/35 10,500 12,294
Reynolds American Inc. 7.250% 6/15/37 3,008 3,904
Reynolds American Inc. 8.125% 5/1/40 2,569 3,326
Reynolds American Inc. 7.000% 8/4/41 3,375 4,004
Reynolds American Inc. 6.150% 9/15/43 4,800 5,909
Reynolds American Inc. 5.850% 8/15/45 19,900 24,211
Sanofi 1.250% 4/10/18 13,285 13,360
Sanofi 4.000% 3/29/21 17,973 19,768
Southern Baptist Hospital of Florida Inc. 4.857% 7/15/45 1,900 2,119
St. Jude Medical Inc. 2.000% 9/15/18 4,650 4,701
St. Jude Medical Inc. 2.800% 9/15/20 4,650 4,738
St. Jude Medical Inc. 3.250% 4/15/23 9,575 9,701
St. Jude Medical Inc. 3.875% 9/15/25 3,400 3,532
St. Jude Medical Inc. 4.750% 4/15/43 9,950 10,561
Stryker Corp. 2.000% 3/8/19 6,125 6,191
Stryker Corp. 4.375% 1/15/20 811 879
Stryker Corp. 2.625% 3/15/21 7,325 7,473
Stryker Corp. 3.375% 5/15/24 11,300 11,651
Stryker Corp. 3.375% 11/1/25 8,775 9,017
Stryker Corp. 3.500% 3/15/26 10,365 10,735
Stryker Corp. 4.375% 5/15/44 3,400 3,485
Stryker Corp. 4.625% 3/15/46 11,685 12,441
Sysco Corp. 5.250% 2/12/18 3,045 3,229
Sysco Corp. 1.900% 4/1/19 4,700 4,726
Sysco Corp. 2.600% 10/1/20 5,575 5,689
Sysco Corp. 2.500% 7/15/21 4,950 5,006
Sysco Corp. 3.750% 10/1/25 4,075 4,277

 

 

Sysco Corp. 3.300% 7/15/26 10,250 10,402
Sysco Corp. 5.375% 9/21/35 6,655 7,629
Sysco Corp. 4.850% 10/1/45 2,100 2,262
Sysco Corp. 4.500% 4/1/46 3,275 3,340
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 7,342 7,675
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 15,225 15,335
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 1,670 1,977
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 5,270 5,528
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 12,567 12,553
4 Texas Health Resources 4.330% 11/15/55 1,575 1,620
The Pepsi Bottling Group Inc. 7.000% 3/1/29 12,449 17,304
Thermo Fisher Scientific Inc. 1.850% 1/15/18 4,360 4,369
Thermo Fisher Scientific Inc. 2.150% 12/14/18 3,525 3,551
Thermo Fisher Scientific Inc. 2.400% 2/1/19 8,512 8,607
Thermo Fisher Scientific Inc. 4.700% 5/1/20 750 819
Thermo Fisher Scientific Inc. 4.500% 3/1/21 8,800 9,514
Thermo Fisher Scientific Inc. 3.600% 8/15/21 1,609 1,673
Thermo Fisher Scientific Inc. 3.300% 2/15/22 11,420 11,645
Thermo Fisher Scientific Inc. 3.150% 1/15/23 6,350 6,307
Thermo Fisher Scientific Inc. 4.150% 2/1/24 6,599 6,959
Thermo Fisher Scientific Inc. 3.650% 12/15/25 8,775 8,947
Thermo Fisher Scientific Inc. 5.300% 2/1/44 5,197 5,790
Trinity Health Corp. 4.125% 12/1/45 2,200 2,216
Tupperware Brands Corp. 4.750% 6/1/21 4,935 5,117
Tyson Foods Inc. 6.600% 4/1/16 92 92
Tyson Foods Inc. 2.650% 8/15/19 9,181 9,434
Tyson Foods Inc. 4.500% 6/15/22 19,493 21,411
Tyson Foods Inc. 3.950% 8/15/24 11,730 12,467
Tyson Foods Inc. 4.875% 8/15/34 7,224 7,746
Tyson Foods Inc. 5.150% 8/15/44 3,725 4,174
Unilever Capital Corp. 0.850% 8/2/17 5,500 5,502
Unilever Capital Corp. 4.800% 2/15/19 6,986 7,684
Unilever Capital Corp. 2.200% 3/6/19 6,600 6,785
Unilever Capital Corp. 2.100% 7/30/20 7,600 7,764
Unilever Capital Corp. 4.250% 2/10/21 12,820 14,338
Unilever Capital Corp. 3.100% 7/30/25 6,200 6,635
Unilever Capital Corp. 5.900% 11/15/32 4,250 5,686
Whirlpool Corp. 1.350% 3/1/17 4,765 4,766
Whirlpool Corp. 1.650% 11/1/17 3,300 3,308
Whirlpool Corp. 4.850% 6/15/21 2,763 3,084
Whirlpool Corp. 4.700% 6/1/22 2,655 2,885
Whirlpool Corp. 3.700% 3/1/23 1,450 1,503
Whirlpool Corp. 4.000% 3/1/24 5,234 5,461
Whirlpool Corp. 3.700% 5/1/25 3,305 3,356
Whirlpool Corp. 5.150% 3/1/43 3,320 3,402
7 Whole Foods Market Inc. 5.200% 12/3/25 15,350 16,145
Wyeth LLC 5.450% 4/1/17 3,345 3,496
Wyeth LLC 7.250% 3/1/23 2,400 3,049
Wyeth LLC 6.450% 2/1/24 1,925 2,454
Wyeth LLC 6.500% 2/1/34 6,675 8,837
Wyeth LLC 6.000% 2/15/36 5,940 7,585
Wyeth LLC 5.950% 4/1/37 33,708 43,315
Zeneca Wilmington Inc. 7.000% 11/15/23 3,175 4,056
Zimmer Biomet Holdings Inc. 1.450% 4/1/17 6,050 6,052
Zimmer Biomet Holdings Inc. 2.000% 4/1/18 9,000 9,025
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 1,850 1,990
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 10,400 10,589

 

 

Zimmer Biomet Holdings Inc. 3.375% 11/30/21 5,675 5,865
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 8,480 8,610
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 18,200 18,437
Zimmer Biomet Holdings Inc. 4.250% 8/15/35 7,460 7,295
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 4,058 4,668
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 9,000 8,824
Zoetis Inc. 1.875% 2/1/18 2,550 2,548
Zoetis Inc. 3.450% 11/13/20 5,000 5,139
Zoetis Inc. 3.250% 2/1/23 12,985 12,804
Zoetis Inc. 4.500% 11/13/25 5,025 5,355
Zoetis Inc. 4.700% 2/1/43 8,703 8,183
 
Energy (2.5%)        
Anadarko Finance Co. 7.500% 5/1/31 9,851 10,369
Anadarko Petroleum Corp. 6.375% 9/15/17 23,900 25,023
Anadarko Petroleum Corp. 8.700% 3/15/19 700 782
Anadarko Petroleum Corp. 3.450% 7/15/24 6,589 5,849
Anadarko Petroleum Corp. 5.550% 3/15/26 17,590 17,762
Anadarko Petroleum Corp. 6.450% 9/15/36 14,026 13,992
Anadarko Petroleum Corp. 7.950% 6/15/39 3,475 3,782
Anadarko Petroleum Corp. 6.200% 3/15/40 13,865 13,345
Anadarko Petroleum Corp. 4.500% 7/15/44 300 235
Anadarko Petroleum Corp. 6.600% 3/15/46 2,800 2,859
Apache Corp. 6.900% 9/15/18 7,110 7,704
Apache Corp. 3.625% 2/1/21 5,800 5,781
Apache Corp. 3.250% 4/15/22 6,163 5,949
Apache Corp. 2.625% 1/15/23 175 160
Apache Corp. 6.000% 1/15/37 19,005 18,911
Apache Corp. 5.100% 9/1/40 12,718 11,500
Apache Corp. 5.250% 2/1/42 10,400 9,559
Apache Corp. 4.750% 4/15/43 5,049 4,578
Apache Finance Canada Corp. 7.750% 12/15/29 5,215 6,188
Baker Hughes Inc. 3.200% 8/15/21 10,502 10,673
Baker Hughes Inc. 6.875% 1/15/29 990 1,186
Baker Hughes Inc. 5.125% 9/15/40 15,030 15,058
BJ Services Co. 6.000% 6/1/18 4,465 4,730
Boardwalk Pipelines LP 5.750% 9/15/19 50 50
Boardwalk Pipelines LP 3.375% 2/1/23 3,525 2,976
Boardwalk Pipelines LP 4.950% 12/15/24 8,250 7,548
BP Capital Markets plc 1.846% 5/5/17 18,295 18,358
BP Capital Markets plc 1.375% 11/6/17 3,840 3,822
BP Capital Markets plc 1.375% 5/10/18 35,765 35,552
BP Capital Markets plc 2.241% 9/26/18 6,375 6,442
BP Capital Markets plc 4.750% 3/10/19 12,310 13,283
BP Capital Markets plc 2.237% 5/10/19 23,986 24,257
BP Capital Markets plc 2.315% 2/13/20 6,550 6,614
BP Capital Markets plc 4.742% 3/11/21 15,503 17,197
BP Capital Markets plc 3.561% 11/1/21 14,445 15,214
BP Capital Markets plc 3.062% 3/17/22 3,425 3,478
BP Capital Markets plc 3.245% 5/6/22 18,766 19,230
BP Capital Markets plc 2.500% 11/6/22 13,082 12,847
BP Capital Markets plc 2.750% 5/10/23 24,420 23,954
BP Capital Markets plc 3.994% 9/26/23 5,800 6,119
BP Capital Markets plc 3.814% 2/10/24 5,722 5,951
BP Capital Markets plc 3.535% 11/4/24 23,119 23,607
BP Capital Markets plc 3.506% 3/17/25 14,373 14,588
Buckeye Partners LP 6.050% 1/15/18 370 390

 

 

Buckeye Partners LP 2.650% 11/15/18 7,000 6,952
Buckeye Partners LP 4.150% 7/1/23 2,575 2,336
Buckeye Partners LP 4.350% 10/15/24 400 359
Buckeye Partners LP 5.850% 11/15/43 5,275 4,618
Buckeye Partners LP 5.600% 10/15/44 1,425 1,209
Burlington Resources Finance Co. 7.200% 8/15/31 750 836
Burlington Resources Finance Co. 7.400% 12/1/31 4,150 4,573
Cameron International Corp. 6.375% 7/15/18 6,834 7,552
Cameron International Corp. 4.000% 12/15/23 4,390 4,498
Cameron International Corp. 3.700% 6/15/24 10,810 10,786
Cameron International Corp. 7.000% 7/15/38 1,407 1,764
Cameron International Corp. 5.950% 6/1/41 2,918 3,307
Cameron International Corp. 5.125% 12/15/43 3,175 3,307
Canadian Natural Resources Ltd. 5.700% 5/15/17 10,074 10,383
Canadian Natural Resources Ltd. 3.450% 11/15/21 725 675
Canadian Natural Resources Ltd. 3.800% 4/15/24 4,573 4,126
Canadian Natural Resources Ltd. 3.900% 2/1/25 200 181
Canadian Natural Resources Ltd. 7.200% 1/15/32 5,318 5,161
Canadian Natural Resources Ltd. 6.450% 6/30/33 5,865 5,532
Canadian Natural Resources Ltd. 5.850% 2/1/35 175 151
Canadian Natural Resources Ltd. 6.500% 2/15/37 6,997 6,492
Canadian Natural Resources Ltd. 6.250% 3/15/38 3,439 3,126
Chevron Corp. 1.344% 11/9/17 11,100 11,165
Chevron Corp. 1.345% 11/15/17 1,750 1,761
Chevron Corp. 1.104% 12/5/17 7,250 7,258
Chevron Corp. 1.365% 3/2/18 30,350 30,458
Chevron Corp. 1.718% 6/24/18 17,465 17,641
Chevron Corp. 1.790% 11/16/18 11,300 11,449
Chevron Corp. 4.950% 3/3/19 28,300 31,028
Chevron Corp. 2.193% 11/15/19 12,650 12,930
Chevron Corp. 1.961% 3/3/20 18,390 18,640
Chevron Corp. 2.427% 6/24/20 6,700 6,842
Chevron Corp. 2.419% 11/17/20 11,000 11,300
Chevron Corp. 2.411% 3/3/22 6,700 6,815
Chevron Corp. 2.355% 12/5/22 10,371 10,355
Chevron Corp. 3.191% 6/24/23 11,205 11,555
Chevron Corp. 3.326% 11/17/25 3,100 3,194
Cimarex Energy Co. 5.875% 5/1/22 3,500 3,614
Cimarex Energy Co. 4.375% 6/1/24 11,950 11,741
7 Columbia Pipeline Group Inc. 2.450% 6/1/18 3,475 3,441
7 Columbia Pipeline Group Inc. 3.300% 6/1/20 1,350 1,342
7 Columbia Pipeline Group Inc. 4.500% 6/1/25 9,050 8,982
7 Columbia Pipeline Group Inc. 5.800% 6/1/45 4,200 4,270
ConocoPhillips 6.650% 7/15/18 45 49
ConocoPhillips 5.750% 2/1/19 15,755 17,096
ConocoPhillips 6.000% 1/15/20 400 445
ConocoPhillips 5.900% 10/15/32 12,926 13,254
ConocoPhillips 5.900% 5/15/38 4,312 4,413
ConocoPhillips 6.500% 2/1/39 17,593 19,473
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 4,470 4,571
ConocoPhillips Co. 1.050% 12/15/17 1,928 1,900
ConocoPhillips Co. 2.200% 5/15/20 1,150 1,130
ConocoPhillips Co. 4.200% 3/15/21 9,800 10,235
ConocoPhillips Co. 2.875% 11/15/21 2,200 2,159
ConocoPhillips Co. 2.400% 12/15/22 8,475 7,971
ConocoPhillips Co. 3.350% 11/15/24 7,463 7,133
ConocoPhillips Co. 3.350% 5/15/25 250 240

 

 

ConocoPhillips Co. 4.950% 3/15/26 16,350 16,986
ConocoPhillips Co. 4.150% 11/15/34 6,361 5,597
ConocoPhillips Co. 4.300% 11/15/44 18,350 15,780
ConocoPhillips Co. 5.950% 3/15/46 6,700 7,201
ConocoPhillips Holding Co. 6.950% 4/15/29 8,715 9,835
Devon Energy Corp. 2.250% 12/15/18 5,255 4,900
Devon Energy Corp. 6.300% 1/15/19 35 35
Devon Energy Corp. 4.000% 7/15/21 4,965 4,406
Devon Energy Corp. 3.250% 5/15/22 11,285 9,536
Devon Energy Corp. 5.850% 12/15/25 11,450 11,014
Devon Energy Corp. 7.950% 4/15/32 8,155 8,332
Devon Energy Corp. 5.600% 7/15/41 9,081 7,179
Devon Energy Corp. 4.750% 5/15/42 1,797 1,327
Devon Energy Corp. 5.000% 6/15/45 4,300 3,231
Devon Financing Co. LLC 7.875% 9/30/31 16,736 16,478
Dominion Gas Holdings LLC 2.800% 11/15/20 4,800 4,902
Dominion Gas Holdings LLC 3.550% 11/1/23 13,825 14,045
Dominion Gas Holdings LLC 3.600% 12/15/24 7,825 7,941
Dominion Gas Holdings LLC 4.800% 11/1/43 5,400 5,440
Dominion Gas Holdings LLC 4.600% 12/15/44 4,925 4,839
El Paso Natural Gas Co. LLC 5.950% 4/15/17 11,645 11,989
El Paso Natural Gas Co. LLC 8.625% 1/15/22 6,694 7,642
El Paso Natural Gas Co. LLC 8.375% 6/15/32 1,405 1,472
Enable Midstream Partners LP 2.400% 5/15/19 4,000 3,485
Enable Midstream Partners LP 5.000% 5/15/44 1,275 899
Enbridge Energy Partners LP 6.500% 4/15/18 6,305 6,531
Enbridge Energy Partners LP 9.875% 3/1/19 8,235 9,222
Enbridge Energy Partners LP 4.375% 10/15/20 1,400 1,364
Enbridge Energy Partners LP 5.875% 10/15/25 3,600 3,632
Enbridge Energy Partners LP 7.500% 4/15/38 11,035 10,928
Enbridge Energy Partners LP 5.500% 9/15/40 8,518 6,937
Enbridge Energy Partners LP 7.375% 10/15/45 2,225 2,250
Enbridge Inc. 5.600% 4/1/17 3,975 4,054
Enbridge Inc. 4.500% 6/10/44 4,100 3,136
Encana Corp. 3.900% 11/15/21 2,500 2,191
Encana Corp. 6.500% 8/15/34 4,050 3,443
Energy Transfer Partners LP 2.500% 6/15/18 3,530 3,416
Energy Transfer Partners LP 6.700% 7/1/18 8,372 8,789
Energy Transfer Partners LP 9.000% 4/15/19 22,188 23,752
Energy Transfer Partners LP 4.150% 10/1/20 7,251 7,020
Energy Transfer Partners LP 4.650% 6/1/21 4,500 4,349
Energy Transfer Partners LP 5.200% 2/1/22 6,966 6,613
Energy Transfer Partners LP 3.600% 2/1/23 18,833 16,312
Energy Transfer Partners LP 4.900% 2/1/24 1,620 1,483
Energy Transfer Partners LP 7.600% 2/1/24 4,822 4,912
Energy Transfer Partners LP 4.050% 3/15/25 5,775 5,084
Energy Transfer Partners LP 4.750% 1/15/26 13,660 12,484
Energy Transfer Partners LP 8.250% 11/15/29 10 11
Energy Transfer Partners LP 4.900% 3/15/35 3,000 2,355
Energy Transfer Partners LP 6.625% 10/15/36 3,495 3,190
Energy Transfer Partners LP 7.500% 7/1/38 7,457 7,289
Energy Transfer Partners LP 6.050% 6/1/41 4,300 3,697
Energy Transfer Partners LP 6.500% 2/1/42 13,710 12,352
Energy Transfer Partners LP 5.150% 2/1/43 1,524 1,191
Energy Transfer Partners LP 5.950% 10/1/43 3,935 3,387
Energy Transfer Partners LP 5.150% 3/15/45 500 392
Energy Transfer Partners LP 6.125% 12/15/45 7,600 6,797

 

 

EnLink Midstream Partners LP 2.700% 4/1/19 750 668
EnLink Midstream Partners LP 4.400% 4/1/24 6,075 4,860
EnLink Midstream Partners LP 4.150% 6/1/25 5,599 4,318
EnLink Midstream Partners LP 5.600% 4/1/44 2,350 1,622
Ensco plc 4.700% 3/15/21 8,493 5,924
Enterprise Products Operating LLC 6.300% 9/15/17 13,515 14,311
Enterprise Products Operating LLC 6.650% 4/15/18 5,950 6,408
Enterprise Products Operating LLC 1.650% 5/7/18 8,040 8,013
Enterprise Products Operating LLC 6.500% 1/31/19 9,444 10,421
Enterprise Products Operating LLC 2.550% 10/15/19 10,685 10,717
Enterprise Products Operating LLC 5.250% 1/31/20 845 916
Enterprise Products Operating LLC 5.200% 9/1/20 3,143 3,440
Enterprise Products Operating LLC 4.050% 2/15/22 225 231
Enterprise Products Operating LLC 3.350% 3/15/23 10,686 10,639
Enterprise Products Operating LLC 3.900% 2/15/24 18,570 18,909
Enterprise Products Operating LLC 3.750% 2/15/25 15,350 15,314
Enterprise Products Operating LLC 3.700% 2/15/26 7,515 7,465
Enterprise Products Operating LLC 6.875% 3/1/33 6,843 7,659
Enterprise Products Operating LLC 6.650% 10/15/34 1,485 1,625
Enterprise Products Operating LLC 5.750% 3/1/35 4,500 4,520
Enterprise Products Operating LLC 7.550% 4/15/38 2,969 3,511
Enterprise Products Operating LLC 6.125% 10/15/39 5,335 5,619
Enterprise Products Operating LLC 6.450% 9/1/40 743 799
Enterprise Products Operating LLC 5.950% 2/1/41 5,419 5,553
Enterprise Products Operating LLC 5.700% 2/15/42 7,145 7,231
Enterprise Products Operating LLC 4.850% 8/15/42 7,775 7,166
Enterprise Products Operating LLC 4.450% 2/15/43 13,742 12,256
Enterprise Products Operating LLC 4.850% 3/15/44 18,087 16,979
Enterprise Products Operating LLC 5.100% 2/15/45 10,940 10,600
Enterprise Products Operating LLC 4.900% 5/15/46 18,045 17,301
Enterprise Products Operating LLC 4.950% 10/15/54 4,320 3,810
4 Enterprise Products Operating LLC 7.000% 6/1/67 2,450 1,770
EOG Resources Inc. 5.875% 9/15/17 5,425 5,749
EOG Resources Inc. 5.625% 6/1/19 1,006 1,098
EOG Resources Inc. 4.400% 6/1/20 6,675 7,027
EOG Resources Inc. 4.100% 2/1/21 9,735 10,306
EOG Resources Inc. 2.625% 3/15/23 14,403 13,648
EOG Resources Inc. 3.150% 4/1/25 7,500 7,270
EOG Resources Inc. 4.150% 1/15/26 4,500 4,672
EOG Resources Inc. 3.900% 4/1/35 5,075 4,707
EQT Corp. 6.500% 4/1/18 16,650 17,087
EQT Corp. 8.125% 6/1/19 4,400 4,742
EQT Corp. 4.875% 11/15/21 6,600 6,341
EQT Midstream Partners LP 4.000% 8/1/24 3,210 2,788
Exxon Mobil Corp. 1.439% 3/1/18 38,800 39,110
Exxon Mobil Corp. 1.305% 3/6/18 25,000 25,109
Exxon Mobil Corp. 1.819% 3/15/19 2,078 2,109
Exxon Mobil Corp. 1.912% 3/6/20 8,041 8,136
Exxon Mobil Corp. 2.222% 3/1/21 21,000 21,384
Exxon Mobil Corp. 2.397% 3/6/22 29,350 29,734
Exxon Mobil Corp. 2.726% 3/1/23 29,000 29,464
Exxon Mobil Corp. 2.709% 3/6/25 19,700 19,775
Exxon Mobil Corp. 3.043% 3/1/26 12,300 12,577
Exxon Mobil Corp. 3.567% 3/6/45 9,225 9,006
Exxon Mobil Corp. 4.114% 3/1/46 14,350 15,121
FMC Technologies Inc. 2.000% 10/1/17 5,075 4,930
FMC Technologies Inc. 3.450% 10/1/22 1,292 1,152

 

 

Gulf South Pipeline Co. LP 4.000% 6/15/22 1,050 959
Halliburton Co. 1.000% 8/1/16 5,125 5,124
Halliburton Co. 2.000% 8/1/18 5,375 5,407
Halliburton Co. 5.900% 9/15/18 2,970 3,232
Halliburton Co. 6.150% 9/15/19 2,145 2,406
Halliburton Co. 2.700% 11/15/20 8,020 8,135
Halliburton Co. 3.375% 11/15/22 6,650 6,782
Halliburton Co. 3.500% 8/1/23 4,942 4,980
Halliburton Co. 3.800% 11/15/25 30,000 30,021
Halliburton Co. 4.850% 11/15/35 5,085 5,084
Halliburton Co. 6.700% 9/15/38 10,240 12,320
Halliburton Co. 7.450% 9/15/39 5,484 7,002
Halliburton Co. 4.500% 11/15/41 5,196 4,724
Halliburton Co. 4.750% 8/1/43 9,150 8,551
Halliburton Co. 5.000% 11/15/45 15,575 15,172
Hess Corp. 8.125% 2/15/19 13,174 14,471
Hess Corp. 3.500% 7/15/24 5,250 4,794
Hess Corp. 7.875% 10/1/29 5,933 6,446
Hess Corp. 7.300% 8/15/31 4,628 4,923
Hess Corp. 7.125% 3/15/33 4,642 4,666
Hess Corp. 6.000% 1/15/40 10,668 9,713
Hess Corp. 5.600% 2/15/41 8,231 7,285
Husky Energy Inc. 6.150% 6/15/19 800 839
Husky Energy Inc. 7.250% 12/15/19 6,616 7,212
Husky Energy Inc. 3.950% 4/15/22 2,921 2,903
Husky Energy Inc. 4.000% 4/15/24 9,830 9,333
Husky Energy Inc. 6.800% 9/15/37 2,600 2,425
Kerr-McGee Corp. 6.950% 7/1/24 9,270 9,816
Kerr-McGee Corp. 7.875% 9/15/31 1,704 1,864
Kinder Morgan Energy Partners LP 5.950% 2/15/18 11,440 11,977
Kinder Morgan Energy Partners LP 2.650% 2/1/19 13,765 13,595
Kinder Morgan Energy Partners LP 6.850% 2/15/20 4,960 5,422
Kinder Morgan Energy Partners LP 6.500% 4/1/20 2,200 2,351
Kinder Morgan Energy Partners LP 3.500% 3/1/21 5,625 5,413
Kinder Morgan Energy Partners LP 5.800% 3/1/21 5,415 5,685
Kinder Morgan Energy Partners LP 5.000% 10/1/21 10,450 10,722
Kinder Morgan Energy Partners LP 4.150% 3/1/22 4,000 3,879
Kinder Morgan Energy Partners LP 3.950% 9/1/22 8,000 7,753
Kinder Morgan Energy Partners LP 3.450% 2/15/23 6,880 6,350
Kinder Morgan Energy Partners LP 3.500% 9/1/23 9,699 8,790
Kinder Morgan Energy Partners LP 4.300% 5/1/24 4,300 4,091
Kinder Morgan Energy Partners LP 4.250% 9/1/24 7,870 7,442
Kinder Morgan Energy Partners LP 7.400% 3/15/31 10 10
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,465 2,511
Kinder Morgan Energy Partners LP 5.800% 3/15/35 5,680 5,129
Kinder Morgan Energy Partners LP 6.500% 2/1/37 20,690 19,646
Kinder Morgan Energy Partners LP 6.950% 1/15/38 3,650 3,653
Kinder Morgan Energy Partners LP 6.500% 9/1/39 5,695 5,393
Kinder Morgan Energy Partners LP 6.550% 9/15/40 5,000 4,704
Kinder Morgan Energy Partners LP 7.500% 11/15/40 6,331 6,554
Kinder Morgan Energy Partners LP 5.625% 9/1/41 10,600 9,204
Kinder Morgan Energy Partners LP 5.000% 8/15/42 1,645 1,371
Kinder Morgan Energy Partners LP 4.700% 11/1/42 7,369 5,809
Kinder Morgan Energy Partners LP 5.000% 3/1/43 2,091 1,726
Kinder Morgan Energy Partners LP 5.500% 3/1/44 10,845 9,594
Kinder Morgan Energy Partners LP 5.400% 9/1/44 809 701
Kinder Morgan Inc. 7.000% 6/15/17 6,600 6,928

 

 

Kinder Morgan Inc. 2.000% 12/1/17 5,000 4,952
Kinder Morgan Inc. 3.050% 12/1/19 9,925 9,786
Kinder Morgan Inc. 4.300% 6/1/25 2,050 1,938
Kinder Morgan Inc. 7.800% 8/1/31 4,550 5,038
Kinder Morgan Inc. 7.750% 1/15/32 9,450 9,815
Kinder Morgan Inc. 5.300% 12/1/34 10,475 9,064
Kinder Morgan Inc. 5.550% 6/1/45 18,950 16,921
Kinder Morgan Inc. 5.050% 2/15/46 3,625 3,078
Magellan Midstream Partners LP 6.400% 7/15/18 9,010 9,736
Magellan Midstream Partners LP 6.550% 7/15/19 9,640 10,761
Magellan Midstream Partners LP 4.250% 2/1/21 3,945 4,130
Magellan Midstream Partners LP 3.200% 3/15/25 925 878
Magellan Midstream Partners LP 5.000% 3/1/26 1,500 1,622
Magellan Midstream Partners LP 6.400% 5/1/37 2,900 3,124
Magellan Midstream Partners LP 4.200% 12/1/42 2,400 1,963
Magellan Midstream Partners LP 5.150% 10/15/43 125 117
Magellan Midstream Partners LP 4.200% 3/15/45 2,200 1,866
Marathon Oil Corp. 6.000% 10/1/17 13,905 14,097
Marathon Oil Corp. 5.900% 3/15/18 4,057 4,057
Marathon Oil Corp. 2.700% 6/1/20 4,515 3,815
Marathon Oil Corp. 2.800% 11/1/22 11,596 9,393
Marathon Oil Corp. 3.850% 6/1/25 8,115 6,583
Marathon Oil Corp. 6.800% 3/15/32 7,117 6,156
Marathon Oil Corp. 6.600% 10/1/37 4,438 3,650
Marathon Oil Corp. 5.200% 6/1/45 6,275 4,377
Marathon Petroleum Corp. 2.700% 12/14/18 4,500 4,492
Marathon Petroleum Corp. 3.400% 12/15/20 5,950 5,853
Marathon Petroleum Corp. 5.125% 3/1/21 11,615 12,060
Marathon Petroleum Corp. 3.625% 9/15/24 6,325 5,781
Marathon Petroleum Corp. 6.500% 3/1/41 14,480 14,371
Marathon Petroleum Corp. 4.750% 9/15/44 1,800 1,451
Marathon Petroleum Corp. 5.850% 12/15/45 5,257 4,733
Marathon Petroleum Corp. 5.000% 9/15/54 2,100 1,642
7 MPLX LP 4.500% 7/15/23 21,932 20,177
7 MPLX LP 4.875% 12/1/24 14,810 13,625
Nabors Industries Inc. 6.150% 2/15/18 20,735 20,631
Nabors Industries Inc. 9.250% 1/15/19 1,725 1,736
Nabors Industries Inc. 5.000% 9/15/20 2,325 1,982
Nabors Industries Inc. 5.100% 9/15/23 4,825 3,739
National Fuel Gas Co. 6.500% 4/15/18 3,000 3,224
National Fuel Gas Co. 8.750% 5/1/19 1,600 1,817
National Fuel Gas Co. 4.900% 12/1/21 550 538
National Fuel Gas Co. 3.750% 3/1/23 3,760 3,342
National Fuel Gas Co. 5.200% 7/15/25 1,900 1,777
National Oilwell Varco Inc. 1.350% 12/1/17 12,150 11,837
National Oilwell Varco Inc. 2.600% 12/1/22 23,091 19,631
National Oilwell Varco Inc. 3.950% 12/1/42 8,598 6,115
Noble Energy Inc. 8.250% 3/1/19 9,799 10,780
Noble Energy Inc. 4.150% 12/15/21 8,965 8,955
Noble Energy Inc. 3.900% 11/15/24 400 375
Noble Energy Inc. 8.000% 4/1/27 725 775
Noble Energy Inc. 6.000% 3/1/41 22,601 20,924
Noble Energy Inc. 5.250% 11/15/43 8,325 7,186
Noble Energy Inc. 5.050% 11/15/44 3,025 2,602
Occidental Petroleum Corp. 1.500% 2/15/18 2,350 2,342
Occidental Petroleum Corp. 4.100% 2/1/21 20,135 21,751
Occidental Petroleum Corp. 3.125% 2/15/22 4,885 4,997

 

 

Occidental Petroleum Corp. 2.700% 2/15/23 10,968 10,791
Occidental Petroleum Corp. 3.500% 6/15/25 26,550 27,092
Occidental Petroleum Corp. 3.400% 4/15/26 7,250 7,311
Occidental Petroleum Corp. 4.625% 6/15/45 7,750 8,072
Occidental Petroleum Corp. 4.400% 4/15/46 10,000 10,031
Oceaneering International Inc. 4.650% 11/15/24 4,331 3,711
ONEOK Partners LP 2.000% 10/1/17 200 194
ONEOK Partners LP 3.200% 9/15/18 100 97
ONEOK Partners LP 8.625% 3/1/19 10,150 11,044
ONEOK Partners LP 3.375% 10/1/22 14,402 12,890
ONEOK Partners LP 4.900% 3/15/25 5,700 5,372
ONEOK Partners LP 6.650% 10/1/36 14,219 13,228
ONEOK Partners LP 6.850% 10/15/37 1,825 1,721
ONEOK Partners LP 6.125% 2/1/41 5,165 4,743
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 13,357 13,787
Panhandle Eastern Pipe Line Co. LP 7.000% 6/15/18 300 319
Petro-Canada 6.050% 5/15/18 13,010 13,781
Petro-Canada 7.875% 6/15/26 2,800 3,306
Petro-Canada 5.350% 7/15/33 4,825 4,579
Petro-Canada 5.950% 5/15/35 8,560 8,686
Petro-Canada 6.800% 5/15/38 8,559 9,312
Phillips 66 2.950% 5/1/17 47,560 48,441
Phillips 66 4.300% 4/1/22 17,440 18,585
Phillips 66 4.650% 11/15/34 3,887 3,853
Phillips 66 5.875% 5/1/42 13,488 14,655
Phillips 66 4.875% 11/15/44 23,056 23,104
Phillips 66 Partners LP 2.646% 2/15/20 1,850 1,781
Phillips 66 Partners LP 3.605% 2/15/25 7,618 6,723
Phillips 66 Partners LP 4.680% 2/15/45 2,050 1,702
Pioneer Natural Resources Co. 6.875% 5/1/18 9,800 10,430
Pioneer Natural Resources Co. 3.450% 1/15/21 3,100 3,092
Pioneer Natural Resources Co. 3.950% 7/15/22 10,310 10,481
Pioneer Natural Resources Co. 4.450% 1/15/26 5,750 5,799
Pioneer Natural Resources Co. 7.200% 1/15/28 2,400 2,602
Plains All American Pipeline LP / PAA Finance        
Corp. 6.500% 5/1/18 4,210 4,389
Plains All American Pipeline LP / PAA Finance        
Corp. 8.750% 5/1/19 2,986 3,251
Plains All American Pipeline LP / PAA Finance        
Corp. 2.600% 12/15/19 100 93
Plains All American Pipeline LP / PAA Finance        
Corp. 5.750% 1/15/20 9,856 10,279
Plains All American Pipeline LP / PAA Finance        
Corp. 5.000% 2/1/21 6,512 6,528
Plains All American Pipeline LP / PAA Finance        
Corp. 3.650% 6/1/22 4,154 3,808
Plains All American Pipeline LP / PAA Finance        
Corp. 2.850% 1/31/23 12,470 10,577
Plains All American Pipeline LP / PAA Finance        
Corp. 3.850% 10/15/23 3,834 3,353
Plains All American Pipeline LP / PAA Finance        
Corp. 3.600% 11/1/24 17,220 14,857
Plains All American Pipeline LP / PAA Finance        
Corp. 4.650% 10/15/25 3,558 3,291
Plains All American Pipeline LP / PAA Finance        
Corp. 6.700% 5/15/36 400 378

 

 

Plains All American Pipeline LP / PAA Finance        
Corp. 6.650% 1/15/37 2,075 1,950
Plains All American Pipeline LP / PAA Finance        
Corp. 5.150% 6/1/42 6,925 5,458
Plains All American Pipeline LP / PAA Finance        
Corp. 4.300% 1/31/43 13,297 9,655
Plains All American Pipeline LP / PAA Finance        
Corp. 4.700% 6/15/44 4,310 3,219
Plains All American Pipeline LP / PAA Finance        
Corp. 4.900% 2/15/45 200 154
Pride International Inc. 6.875% 8/15/20 7,000 5,110
Regency Energy Partners LP / Regency Energy        
Finance Corp. 5.750% 9/1/20 50 50
Regency Energy Partners LP / Regency Energy        
Finance Corp. 6.500% 7/15/21 11,489 11,432
Regency Energy Partners LP / Regency Energy        
Finance Corp. 5.875% 3/1/22 7,565 7,338
Regency Energy Partners LP / Regency Energy        
Finance Corp. 5.000% 10/1/22 20,550 19,266
Regency Energy Partners LP / Regency Energy        
Finance Corp. 5.500% 4/15/23 9,100 8,190
Regency Energy Partners LP / Regency Energy        
Finance Corp. 4.500% 11/1/23 13,800 12,075
Repsol Oil & Gas Canada Inc. 7.750% 6/1/19 4,347 4,412
Repsol Oil & Gas Canada Inc. 3.750% 2/1/21 5,579 5,021
Schlumberger Investment SA 3.650% 12/1/23 10,525 10,930
Shell International Finance BV 1.125% 8/21/17 9,185 9,171
Shell International Finance BV 1.250% 11/10/17 4,000 4,001
Shell International Finance BV 1.900% 8/10/18 31,340 31,639
Shell International Finance BV 1.625% 11/10/18 7,700 7,720
Shell International Finance BV 2.000% 11/15/18 10,450 10,582
Shell International Finance BV 4.300% 9/22/19 28,250 30,621
Shell International Finance BV 4.375% 3/25/20 7,950 8,647
Shell International Finance BV 2.125% 5/11/20 12,375 12,477
Shell International Finance BV 2.250% 11/10/20 1,450 1,469
Shell International Finance BV 2.375% 8/21/22 7,015 6,922
Shell International Finance BV 2.250% 1/6/23 11,653 11,408
Shell International Finance BV 3.400% 8/12/23 9,520 9,896
Shell International Finance BV 3.250% 5/11/25 19,850 19,957
Shell International Finance BV 4.125% 5/11/35 17,700 18,181
Shell International Finance BV 6.375% 12/15/38 30,792 37,639
Shell International Finance BV 5.500% 3/25/40 6,908 7,826
Shell International Finance BV 4.550% 8/12/43 12,891 13,425
Shell International Finance BV 4.375% 5/11/45 22,525 22,612
7 Southern Natural Gas Co. LLC 5.900% 4/1/17 5,715 5,897
Southern Natural Gas Co. LLC 8.000% 3/1/32 8,150 8,617
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 6,443 6,384
Spectra Energy Capital LLC 6.200% 4/15/18 14,500 15,226
Spectra Energy Capital LLC 6.750% 2/15/32 3,050 2,946
Spectra Energy Capital LLC 7.500% 9/15/38 995 1,032
Spectra Energy Partners LP 2.950% 9/25/18 575 578
Spectra Energy Partners LP 4.750% 3/15/24 2,600 2,801
Spectra Energy Partners LP 3.500% 3/15/25 13,570 13,113
Spectra Energy Partners LP 5.950% 9/25/43 500 527
Spectra Energy Partners LP 4.500% 3/15/45 9,550 8,475
Suncor Energy Inc. 6.100% 6/1/18 1,775 1,894

 

 

Suncor Energy Inc. 3.600% 12/1/24 1,265 1,248
Suncor Energy Inc. 7.150% 2/1/32 4,903 5,462
Suncor Energy Inc. 5.950% 12/1/34 260 268
Suncor Energy Inc. 6.500% 6/15/38 18,602 20,017
Suncor Energy Inc. 6.850% 6/1/39 3,109 3,428
Sunoco Logistics Partners Operations LP 5.500% 2/15/20 3,305 3,391
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 23,900 23,532
Sunoco Logistics Partners Operations LP 3.450% 1/15/23 1,164 1,040
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 2,250 2,066
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 6,700 6,733
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 750 709
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 10,440 9,198
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 225 177
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 4,375 3,600
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 5,725 4,784
Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 1,720 1,809
Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 1,342 1,396
Texas Eastern Transmission LP 7.000% 7/15/32 5,000 5,677
Tosco Corp. 7.800% 1/1/27 875 1,046
Tosco Corp. 8.125% 2/15/30 17,805 21,555
Total Capital Canada Ltd. 1.450% 1/15/18 7,264 7,305
Total Capital Canada Ltd. 2.750% 7/15/23 22,615 22,584
Total Capital International SA 1.550% 6/28/17 10,000 10,023
Total Capital International SA 2.125% 1/10/19 13,160 13,317
Total Capital International SA 2.100% 6/19/19 8,400 8,515
Total Capital International SA 2.750% 6/19/21 26,898 27,656
Total Capital International SA 2.875% 2/17/22 6,465 6,623
Total Capital International SA 2.700% 1/25/23 8,800 8,772
Total Capital International SA 3.700% 1/15/24 14,825 15,539
Total Capital International SA 3.750% 4/10/24 9,480 9,948
Total Capital SA 2.125% 8/10/18 11,460 11,647
Total Capital SA 4.450% 6/24/20 13,365 14,630
Total Capital SA 4.125% 1/28/21 9,002 9,779
TransCanada PipeLines Ltd. 1.625% 11/9/17 24,500 24,550
TransCanada PipeLines Ltd. 6.500% 8/15/18 16,655 18,344
TransCanada PipeLines Ltd. 7.125% 1/15/19 925 1,026
TransCanada PipeLines Ltd. 3.800% 10/1/20 17,050 17,681
TransCanada PipeLines Ltd. 2.500% 8/1/22 11,655 10,996
TransCanada PipeLines Ltd. 4.875% 1/15/26 15,800 16,696
TransCanada PipeLines Ltd. 4.625% 3/1/34 5,100 4,892
TransCanada PipeLines Ltd. 5.600% 3/31/34 3,055 3,082
TransCanada PipeLines Ltd. 5.850% 3/15/36 14,410 14,978
TransCanada PipeLines Ltd. 6.200% 10/15/37 7,835 8,256
TransCanada PipeLines Ltd. 7.250% 8/15/38 5,436 6,192
TransCanada PipeLines Ltd. 7.625% 1/15/39 7,774 9,351
TransCanada PipeLines Ltd. 5.000% 10/16/43 6,400 6,295
4 TransCanada PipeLines Ltd. 6.350% 5/15/67 14,811 10,034
Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 18 15
Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 650 500
Valero Energy Corp. 9.375% 3/15/19 9,926 11,706
Valero Energy Corp. 6.125% 2/1/20 13,770 15,103
Valero Energy Corp. 3.650% 3/15/25 1,050 1,035
Valero Energy Corp. 7.500% 4/15/32 10,671 12,172
Valero Energy Corp. 6.625% 6/15/37 9,803 10,679
Valero Energy Corp. 10.500% 3/15/39 323 444
Valero Energy Corp. 4.900% 3/15/45 6,725 6,000
Western Gas Partners LP 2.600% 8/15/18 5,700 5,415

 

 

Western Gas Partners LP 5.375% 6/1/21 5,075 4,897
Western Gas Partners LP 3.950% 6/1/25 4,755 4,066
Western Gas Partners LP 5.450% 4/1/44 8,150 6,449
Williams Partners LP 5.250% 3/15/20 7,375 7,062
Williams Partners LP 4.000% 11/15/21 4,425 3,833
Williams Partners LP 3.600% 3/15/22 21,260 17,380
Williams Partners LP 3.350% 8/15/22 9,500 7,731
Williams Partners LP 4.500% 11/15/23 3,800 3,221
Williams Partners LP 4.300% 3/4/24 13,325 11,060
Williams Partners LP 3.900% 1/15/25 5,391 4,353
Williams Partners LP 4.000% 9/15/25 6,560 5,273
Williams Partners LP 6.300% 4/15/40 2,840 2,357
Williams Partners LP 5.800% 11/15/43 14,705 11,470
Williams Partners LP 5.400% 3/4/44 4,000 2,980
Williams Partners LP 4.900% 1/15/45 1,085 779
Williams Partners LP 5.100% 9/15/45 16,440 11,816
Williams Partners LP / ACMP Finance Corp. 4.875% 5/15/23 6,305 5,470
Williams Partners LP / ACMP Finance Corp. 4.875% 3/15/24 16,343 14,178
XTO Energy Inc. 6.250% 8/1/17 9,075 9,723
XTO Energy Inc. 5.500% 6/15/18 500 542
XTO Energy Inc. 6.750% 8/1/37 600 850
 
Other Industrial (0.1%)        
California Institute of Technology GO 4.321% 8/1/45 700 781
California Institute of Technology GO 4.700% 11/1/11 11,700 12,077
CBRE Services Inc. 5.250% 3/15/25 5,425 5,574
CBRE Services Inc. 4.875% 3/1/26 13,435 13,603
Cintas Corp. No 2 6.125% 12/1/17 1,625 1,745
Cintas Corp. No 2 3.250% 6/1/22 4,015 4,186
Fluor Corp. 3.375% 9/15/21 2,025 2,109
Fluor Corp. 3.500% 12/15/24 10,459 10,775
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 8,641 9,276
4 Johns Hopkins University Maryland GO 4.083% 7/1/53 4,125 4,366
4 Massachusetts Institute of Technology GO 3.959% 7/1/38 7,975 8,733
Massachusetts Institute of Technology GO 5.600% 7/1/11 9,085 11,623
Massachusetts Institute of Technology GO 4.678% 7/1/14 4,450 4,856
4 Northwestern University Illinois GO 3.688% 12/1/38 6,150 6,448
4 Northwestern University Illinois GO 4.643% 12/1/44 3,750 4,556
4 Northwestern University Illinois GO 3.868% 12/1/48 100 106
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 2,500 2,567
4 University of Notre Dame DU LAC Indiana GO 3.438% 2/15/45 4,500 4,481
University of Pennsylvania GO 4.674% 9/1/12 10,350 11,130
Yale University Connecticut GO 2.086% 4/15/19 7,865 8,055
 
Technology (1.8%)        
Adobe Systems Inc. 4.750% 2/1/20 6,150 6,779
Adobe Systems Inc. 3.250% 2/1/25 9,833 10,160
Altera Corp. 1.750% 5/15/17 10,210 10,309
Altera Corp. 2.500% 11/15/18 16,365 16,806
Altera Corp. 4.100% 11/15/23 7,030 7,748
Amphenol Corp. 1.550% 9/15/17 1,650 1,648
Amphenol Corp. 2.550% 1/30/19 14,890 15,056
Amphenol Corp. 4.000% 2/1/22 640 672
Analog Devices Inc. 2.875% 6/1/23 5,525 5,609
Analog Devices Inc. 5.300% 12/15/45 400 448
Apple Inc. 1.050% 5/5/17 11,750 11,795

 

 

Apple Inc. 0.900% 5/12/17 6,100 6,110
Apple Inc. 1.300% 2/23/18 6,000 6,047
Apple Inc. 1.000% 5/3/18 31,468 31,516
Apple Inc. 2.100% 5/6/19 17,300 17,786
Apple Inc. 1.550% 2/7/20 9,620 9,656
Apple Inc. 2.000% 5/6/20 7,300 7,464
Apple Inc. 2.250% 2/23/21 14,500 14,790
Apple Inc. 2.850% 5/6/21 61,485 64,485
Apple Inc. 2.150% 2/9/22 14,595 14,731
Apple Inc. 2.700% 5/13/22 23,675 24,415
Apple Inc. 2.850% 2/23/23 14,400 14,919
Apple Inc. 2.400% 5/3/23 53,334 53,504
Apple Inc. 3.450% 5/6/24 15,662 16,685
Apple Inc. 2.500% 2/9/25 15,120 15,000
Apple Inc. 3.200% 5/13/25 13,800 14,432
Apple Inc. 3.250% 2/23/26 49,850 52,077
Apple Inc. 4.500% 2/23/36 1,250 1,342
Apple Inc. 3.850% 5/4/43 35,420 34,424
Apple Inc. 4.450% 5/6/44 9,975 10,535
Apple Inc. 3.450% 2/9/45 11,717 10,580
Apple Inc. 4.375% 5/13/45 11,427 11,956
Apple Inc. 4.650% 2/23/46 53,000 57,886
Applied Materials Inc. 2.625% 10/1/20 8,025 8,288
Applied Materials Inc. 4.300% 6/15/21 8,105 8,911
Applied Materials Inc. 3.900% 10/1/25 12,650 13,422
Applied Materials Inc. 5.100% 10/1/35 4,575 4,972
Applied Materials Inc. 5.850% 6/15/41 7,036 8,315
Arrow Electronics Inc. 3.000% 3/1/18 2,500 2,524
Arrow Electronics Inc. 5.125% 3/1/21 1,185 1,279
Arrow Electronics Inc. 3.500% 4/1/22 4,350 4,352
Arrow Electronics Inc. 4.500% 3/1/23 2,154 2,261
Arrow Electronics Inc. 4.000% 4/1/25 6,400 6,433
Autodesk Inc. 1.950% 12/15/17 9,014 8,956
Autodesk Inc. 3.125% 6/15/20 2,500 2,538
Autodesk Inc. 3.600% 12/15/22 1,675 1,672
Autodesk Inc. 4.375% 6/15/25 2,900 2,962
Avnet Inc. 5.875% 6/15/20 120 132
Avnet Inc. 4.875% 12/1/22 4,725 5,004
Avnet Inc. 4.625% 4/15/26 5,600 5,655
Baidu Inc. 2.250% 11/28/17 5,250 5,271
Baidu Inc. 3.250% 8/6/18 2,800 2,871
Baidu Inc. 2.750% 6/9/19 14,475 14,655
Baidu Inc. 3.500% 11/28/22 14,925 15,285
Broadridge Financial Solutions Inc. 3.950% 9/1/20 2,425 2,555
CA Inc. 2.875% 8/15/18 3,000 3,051
CA Inc. 5.375% 12/1/19 3,525 3,857
CA Inc. 3.600% 8/1/20 6,525 6,733
CA Inc. 4.500% 8/15/23 4,950 5,258
Cadence Design Systems Inc. 4.375% 10/15/24 725 733
Cisco Systems Inc. 1.100% 3/3/17 8,005 8,033
Cisco Systems Inc. 3.150% 3/14/17 7,190 7,354
Cisco Systems Inc. 1.400% 2/28/18 10,000 10,091
Cisco Systems Inc. 4.950% 2/15/19 30,350 33,568
Cisco Systems Inc. 1.600% 2/28/19 21,000 21,298
Cisco Systems Inc. 2.125% 3/1/19 20,885 21,538
Cisco Systems Inc. 4.450% 1/15/20 31,850 35,312
Cisco Systems Inc. 2.450% 6/15/20 25,350 26,346

 

 

Cisco Systems Inc. 2.200% 2/28/21 27,850 28,435
Cisco Systems Inc. 2.900% 3/4/21 1,800 1,895
Cisco Systems Inc. 3.625% 3/4/24 5,625 6,178
Cisco Systems Inc. 2.950% 2/28/26 500 519
Cisco Systems Inc. 5.900% 2/15/39 29,658 38,199
Cisco Systems Inc. 5.500% 1/15/40 2,941 3,660
Corning Inc. 1.450% 11/15/17 1,350 1,346
Corning Inc. 1.500% 5/8/18 6,750 6,715
Corning Inc. 6.625% 5/15/19 3,860 4,346
Corning Inc. 4.250% 8/15/20 7,474 7,941
Corning Inc. 2.900% 5/15/22 6,000 6,016
Corning Inc. 3.700% 11/15/23 4,925 5,016
Corning Inc. 7.250% 8/15/36 75 84
Corning Inc. 4.700% 3/15/37 7,168 7,017
Corning Inc. 5.750% 8/15/40 5,256 5,806
Dun & Bradstreet Corp. 3.250% 12/1/17 800 809
Dun & Bradstreet Corp. 4.375% 12/1/22 1,955 1,961
EMC Corp. 1.875% 6/1/18 21,929 21,451
EMC Corp. 2.650% 6/1/20 10,925 10,241
EMC Corp. 3.375% 6/1/23 16,013 13,379
Equifax Inc. 6.300% 7/1/17 1,075 1,136
Fidelity National Information Services Inc. 1.450% 6/5/17 150 149
Fidelity National Information Services Inc. 2.000% 4/15/18 1,917 1,908
Fidelity National Information Services Inc. 2.850% 10/15/18 5,475 5,564
Fidelity National Information Services Inc. 3.625% 10/15/20 18,950 19,577
Fidelity National Information Services Inc. 5.000% 3/15/22 8,294 8,615
Fidelity National Information Services Inc. 3.500% 4/15/23 9,000 8,983
Fidelity National Information Services Inc. 3.875% 6/5/24 3,100 3,094
Fidelity National Information Services Inc. 5.000% 10/15/25 9,582 10,350
Fiserv Inc. 2.700% 6/1/20 6,015 6,119
Fiserv Inc. 4.750% 6/15/21 175 191
Fiserv Inc. 3.500% 10/1/22 8,431 8,850
Fiserv Inc. 3.850% 6/1/25 11,519 12,174
Flextronics International Ltd. 4.625% 2/15/20 3,740 3,880
Flextronics International Ltd. 4.750% 6/15/25 4,720 4,590
Google Inc. 3.625% 5/19/21 12,755 14,093
7 Hewlett Packard Enterprise Co. 2.450% 10/5/17 27,800 28,010
7 Hewlett Packard Enterprise Co. 2.850% 10/5/18 18,300 18,608
7 Hewlett Packard Enterprise Co. 3.600% 10/15/20 22,525 23,432
7 Hewlett Packard Enterprise Co. 4.400% 10/15/22 20,925 21,952
7 Hewlett Packard Enterprise Co. 4.900% 10/15/25 27,350 28,166
7 Hewlett Packard Enterprise Co. 6.200% 10/15/35 4,775 4,690
7 Hewlett Packard Enterprise Co. 6.350% 10/15/45 22,875 22,541
HP Enterprise Services LLC 7.450% 10/15/29 1,950 2,239
HP Inc. 3.750% 12/1/20 1,149 1,196
HP Inc. 4.300% 6/1/21 14,455 15,051
HP Inc. 4.375% 9/15/21 16,420 17,109
HP Inc. 4.650% 12/9/21 26,900 28,323
HP Inc. 6.000% 9/15/41 8,993 8,116
Ingram Micro Inc. 4.950% 12/15/24 12,750 12,406
Intel Corp. 1.350% 12/15/17 16,646 16,787
Intel Corp. 2.450% 7/29/20 22,000 22,748
Intel Corp. 3.300% 10/1/21 15,644 16,805
Intel Corp. 3.100% 7/29/22 12,000 12,699
Intel Corp. 2.700% 12/15/22 12,770 13,165
Intel Corp. 3.700% 7/29/25 15,600 17,051
Intel Corp. 4.000% 12/15/32 5,200 5,432

 

 

Intel Corp. 4.800% 10/1/41 24,804 27,655
Intel Corp. 4.250% 12/15/42 14,091 14,592
Intel Corp. 4.900% 7/29/45 6,725 7,549
International Business Machines Corp. 1.250% 2/6/17 7,100 7,137
International Business Machines Corp. 5.700% 9/14/17 19,086 20,382
International Business Machines Corp. 1.125% 2/6/18 22,925 22,971
International Business Machines Corp. 1.250% 2/8/18 1,300 1,306
International Business Machines Corp. 7.625% 10/15/18 10,506 12,137
International Business Machines Corp. 1.950% 2/12/19 15,350 15,624
International Business Machines Corp. 1.875% 5/15/19 1,000 1,014
International Business Machines Corp. 1.800% 5/17/19 2,750 2,786
International Business Machines Corp. 8.375% 11/1/19 4,691 5,790
International Business Machines Corp. 2.250% 2/19/21 15,400 15,743
International Business Machines Corp. 2.900% 11/1/21 800 840
International Business Machines Corp. 1.875% 8/1/22 3,300 3,248
International Business Machines Corp. 2.875% 11/9/22 22,600 23,460
International Business Machines Corp. 3.375% 8/1/23 14,100 14,968
International Business Machines Corp. 3.625% 2/12/24 18,800 20,173
International Business Machines Corp. 7.000% 10/30/25 3,315 4,407
International Business Machines Corp. 6.220% 8/1/27 10,050 13,113
International Business Machines Corp. 6.500% 1/15/28 620 827
International Business Machines Corp. 5.600% 11/30/39 10,380 12,811
International Business Machines Corp. 4.000% 6/20/42 10,042 10,187
International Business Machines Corp. 4.700% 2/19/46 6,875 7,580
Jabil Circuit Inc. 5.625% 12/15/20 2,200 2,277
Jabil Circuit Inc. 4.700% 9/15/22 150 148
Juniper Networks Inc. 3.125% 2/26/19 6,350 6,460
Juniper Networks Inc. 3.300% 6/15/20 4,000 4,056
Juniper Networks Inc. 4.600% 3/15/21 3,830 4,046
Juniper Networks Inc. 4.500% 3/15/24 2,150 2,183
Juniper Networks Inc. 4.350% 6/15/25 1,550 1,535
Juniper Networks Inc. 5.950% 3/15/41 2,925 2,667
Keysight Technologies Inc. 3.300% 10/30/19 4,540 4,572
Keysight Technologies Inc. 4.550% 10/30/24 5,325 5,177
KLA-Tencor Corp. 2.375% 11/1/17 3,975 3,997
KLA-Tencor Corp. 3.375% 11/1/19 2,615 2,665
KLA-Tencor Corp. 4.125% 11/1/21 10,250 10,698
KLA-Tencor Corp. 4.650% 11/1/24 5,174 5,225
KLA-Tencor Corp. 5.650% 11/1/34 625 625
Lam Research Corp. 2.750% 3/15/20 4,465 4,394
Lam Research Corp. 3.800% 3/15/25 5,500 5,254
Lexmark International Inc. 6.650% 6/1/18 5,310 5,615
Maxim Integrated Products Inc. 3.375% 3/15/23 6,050 6,145
Microsoft Corp. 0.875% 11/15/17 1,350 1,353
Microsoft Corp. 1.000% 5/1/18 4,300 4,307
Microsoft Corp. 1.300% 11/3/18 28,900 29,175
Microsoft Corp. 4.200% 6/1/19 9,120 10,000
Microsoft Corp. 1.850% 2/12/20 4,650 4,751
Microsoft Corp. 3.000% 10/1/20 7,930 8,516
Microsoft Corp. 2.000% 11/3/20 40,125 41,080
Microsoft Corp. 4.000% 2/8/21 4,775 5,349
Microsoft Corp. 2.375% 2/12/22 11,850 12,193
Microsoft Corp. 2.650% 11/3/22 13,000 13,502
Microsoft Corp. 2.125% 11/15/22 3,168 3,214
Microsoft Corp. 2.375% 5/1/23 2,210 2,239
Microsoft Corp. 3.625% 12/15/23 3,090 3,386
Microsoft Corp. 2.700% 2/12/25 9,550 9,738

 

 

Microsoft Corp. 3.125% 11/3/25 44,150 46,291
Microsoft Corp. 3.500% 2/12/35 13,025 12,689
Microsoft Corp. 4.200% 11/3/35 8,765 9,370
Microsoft Corp. 5.200% 6/1/39 5,563 6,677
Microsoft Corp. 4.500% 10/1/40 5,893 6,456
Microsoft Corp. 5.300% 2/8/41 5,985 7,244
Microsoft Corp. 3.500% 11/15/42 12,875 12,271
Microsoft Corp. 3.750% 5/1/43 1,981 1,981
Microsoft Corp. 4.875% 12/15/43 1,575 1,827
Microsoft Corp. 3.750% 2/12/45 16,500 16,438
Microsoft Corp. 4.450% 11/3/45 41,185 45,361
Microsoft Corp. 4.000% 2/12/55 24,980 24,443
Microsoft Corp. 4.750% 11/3/55 9,050 10,023
Motorola Solutions Inc. 3.750% 5/15/22 5,975 5,863
Motorola Solutions Inc. 3.500% 3/1/23 900 826
Motorola Solutions Inc. 4.000% 9/1/24 3,825 3,533
Motorola Solutions Inc. 7.500% 5/15/25 410 464
Motorola Solutions Inc. 5.500% 9/1/44 6,050 4,722
NetApp Inc. 2.000% 12/15/17 5,905 5,893
NetApp Inc. 3.250% 12/15/22 1,025 999
Oracle Corp. 1.200% 10/15/17 20,175 20,290
Oracle Corp. 5.750% 4/15/18 19,802 21,654
Oracle Corp. 2.375% 1/15/19 20,425 21,181
Oracle Corp. 5.000% 7/8/19 17,162 19,239
Oracle Corp. 2.250% 10/8/19 15,135 15,611
Oracle Corp. 3.875% 7/15/20 13,690 15,038
Oracle Corp. 2.800% 7/8/21 11,455 11,997
Oracle Corp. 2.500% 5/15/22 15,390 15,696
Oracle Corp. 2.500% 10/15/22 11,663 11,874
Oracle Corp. 3.625% 7/15/23 450 488
Oracle Corp. 3.400% 7/8/24 37,035 39,419
Oracle Corp. 2.950% 5/15/25 28,580 29,244
Oracle Corp. 3.250% 5/15/30 12,345 12,427
Oracle Corp. 4.300% 7/8/34 11,770 12,378
Oracle Corp. 3.900% 5/15/35 11,244 11,212
Oracle Corp. 6.500% 4/15/38 5,740 7,624
Oracle Corp. 6.125% 7/8/39 7,878 10,169
Oracle Corp. 5.375% 7/15/40 33,888 40,250
Oracle Corp. 4.500% 7/8/44 9,800 10,399
Oracle Corp. 4.125% 5/15/45 10,750 10,996
Oracle Corp. 4.375% 5/15/55 16,175 16,186
Pitney Bowes Inc. 5.750% 9/15/17 6,980 7,322
Pitney Bowes Inc. 6.250% 3/15/19 200 217
Pitney Bowes Inc. 4.625% 3/15/24 12,525 12,889
QUALCOMM Inc. 1.400% 5/18/18 12,000 12,066
QUALCOMM Inc. 2.250% 5/20/20 9,435 9,675
QUALCOMM Inc. 3.000% 5/20/22 18,675 19,482
QUALCOMM Inc. 3.450% 5/20/25 23,815 24,663
QUALCOMM Inc. 4.650% 5/20/35 5,700 5,912
QUALCOMM Inc. 4.800% 5/20/45 16,695 16,485
Seagate HDD Cayman 3.750% 11/15/18 10,550 10,497
Seagate HDD Cayman 4.750% 6/1/23 11,850 9,836
Seagate HDD Cayman 4.750% 1/1/25 10,275 8,015
7 Seagate HDD Cayman 4.875% 6/1/27 8,275 6,248
Seagate HDD Cayman 5.750% 12/1/34 6,000 4,260
Symantec Corp. 2.750% 6/15/17 4,415 4,449
Symantec Corp. 4.200% 9/15/20 7,125 7,373

 

 

Symantec Corp. 3.950% 6/15/22 4,925 4,954
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 6,294 6,632
Texas Instruments Inc. 1.650% 8/3/19 9,540 9,630
Total System Services Inc. 2.375% 6/1/18 3,045 3,027
Total System Services Inc. 3.800% 4/1/21 7,395 7,608
Total System Services Inc. 4.800% 4/1/26 9,500 9,772
Trimble Navigation Ltd. 4.750% 12/1/24 4,800 4,895
Tyco Electronics Group SA 6.550% 10/1/17 3,743 4,016
Tyco Electronics Group SA 2.350% 8/1/19 3,906 3,943
Tyco Electronics Group SA 3.500% 2/3/22 2,225 2,313
Tyco Electronics Group SA 3.450% 8/1/24 4,400 4,479
Tyco Electronics Group SA 3.700% 2/15/26 1,000 1,031
Tyco Electronics Group SA 7.125% 10/1/37 9,950 12,901
Verisk Analytics Inc. 5.800% 5/1/21 2,125 2,381
Verisk Analytics Inc. 4.125% 9/12/22 5,414 5,617
Verisk Analytics Inc. 4.000% 6/15/25 14,050 14,167
Verisk Analytics Inc. 5.500% 6/15/45 8,525 8,329
Xerox Corp. 6.350% 5/15/18 17,155 18,298
Xerox Corp. 2.750% 3/15/19 7,646 7,522
Xerox Corp. 5.625% 12/15/19 5,700 5,886
Xerox Corp. 2.800% 5/15/20 4,300 4,059
Xerox Corp. 2.750% 9/1/20 2,700 2,528
Xerox Corp. 4.500% 5/15/21 6,215 6,291
Xilinx Inc. 2.125% 3/15/19 600 603
Xilinx Inc. 3.000% 3/15/21 13,675 14,152
 
Transportation (0.7%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 7/31/22 1,147 1,230
4 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 2,377 2,448
4 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 10,796 11,525
4 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 6,546 6,595
4 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 13,643 13,439
4 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 2,494 2,394
4 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 2,021 2,079
4 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 3,425 3,545
4 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 8,500 8,723
Burlington Northern Santa Fe LLC 5.750% 3/15/18 7,047 7,611
Burlington Northern Santa Fe LLC 4.700% 10/1/19 50 55
Burlington Northern Santa Fe LLC 3.600% 9/1/20 5,800 6,189
Burlington Northern Santa Fe LLC 3.450% 9/15/21 6,875 7,357
Burlington Northern Santa Fe LLC 3.050% 3/15/22 2,890 3,048
Burlington Northern Santa Fe LLC 3.050% 9/1/22 4,537 4,761
Burlington Northern Santa Fe LLC 3.000% 3/15/23 7,566 7,825
Burlington Northern Santa Fe LLC 3.750% 4/1/24 5,562 6,016
Burlington Northern Santa Fe LLC 3.400% 9/1/24 5,290 5,624
Burlington Northern Santa Fe LLC 3.000% 4/1/25 15,000 15,526
Burlington Northern Santa Fe LLC 3.650% 9/1/25 3,900 4,212
Burlington Northern Santa Fe LLC 7.000% 12/15/25 5,486 7,249

 

 

Burlington Northern Santa Fe LLC 7.950% 8/15/30 2,830 4,085
Burlington Northern Santa Fe LLC 6.200% 8/15/36 3,200 4,069
Burlington Northern Santa Fe LLC 6.150% 5/1/37 3,259 4,120
Burlington Northern Santa Fe LLC 5.750% 5/1/40 8,005 9,885
Burlington Northern Santa Fe LLC 5.050% 3/1/41 8,255 9,372
Burlington Northern Santa Fe LLC 5.400% 6/1/41 7,175 8,490
Burlington Northern Santa Fe LLC 4.950% 9/15/41 2,050 2,271
Burlington Northern Santa Fe LLC 4.400% 3/15/42 5,623 5,955
Burlington Northern Santa Fe LLC 4.375% 9/1/42 6,800 7,144
Burlington Northern Santa Fe LLC 4.450% 3/15/43 9,995 10,645
Burlington Northern Santa Fe LLC 5.150% 9/1/43 7,075 8,238
Burlington Northern Santa Fe LLC 4.900% 4/1/44 6,795 7,731
Burlington Northern Santa Fe LLC 4.550% 9/1/44 7,485 8,098
Burlington Northern Santa Fe LLC 4.150% 4/1/45 4,080 4,170
Burlington Northern Santa Fe LLC 4.700% 9/1/45 2,950 3,283
Canadian National Railway Co. 5.850% 11/15/17 175 187
Canadian National Railway Co. 5.550% 3/1/19 2,410 2,675
Canadian National Railway Co. 2.850% 12/15/21 2,085 2,183
Canadian National Railway Co. 2.250% 11/15/22 2,765 2,736
Canadian National Railway Co. 2.950% 11/21/24 1,150 1,180
Canadian National Railway Co. 2.750% 3/1/26 9,000 9,259
Canadian National Railway Co. 6.900% 7/15/28 2,875 3,997
Canadian National Railway Co. 6.250% 8/1/34 1,225 1,618
Canadian National Railway Co. 6.200% 6/1/36 2,468 3,271
Canadian National Railway Co. 6.375% 11/15/37 2,068 2,752
Canadian National Railway Co. 3.500% 11/15/42 9,925 9,638
Canadian Pacific Railway Co. 6.500% 5/15/18 250 272
Canadian Pacific Railway Co. 7.250% 5/15/19 5,764 6,608
Canadian Pacific Railway Co. 9.450% 8/1/21 1,000 1,300
Canadian Pacific Railway Co. 4.450% 3/15/23 6,303 6,847
Canadian Pacific Railway Co. 2.900% 2/1/25 6,764 6,558
Canadian Pacific Railway Co. 3.700% 2/1/26 2,125 2,174
Canadian Pacific Railway Co. 7.125% 10/15/31 2,735 3,520
Canadian Pacific Railway Co. 5.750% 3/15/33 375 423
Canadian Pacific Railway Co. 4.800% 9/15/35 725 743
Canadian Pacific Railway Co. 5.950% 5/15/37 14,754 17,094
Canadian Pacific Railway Co. 4.800% 8/1/45 1,800 1,857
Canadian Pacific Railway Co. 6.125% 9/15/15 3,960 4,283
Canadian Pacific Railway Ltd. 4.500% 1/15/22 8,500 9,235
Canadian Pacific Railway Ltd. 5.750% 1/15/42 13,430 15,455
4 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 10/19/23 3,410 3,768
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 180 203
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 1,727 1,827
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 13,146 13,557
4 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 3,878 3,994
CSX Corp. 7.900% 5/1/17 1,795 1,921
CSX Corp. 6.250% 3/15/18 2,870 3,126
CSX Corp. 7.375% 2/1/19 34,610 39,833
CSX Corp. 3.700% 10/30/20 1,155 1,225
CSX Corp. 4.250% 6/1/21 4,690 5,125
CSX Corp. 3.700% 11/1/23 2,500 2,670
CSX Corp. 3.350% 11/1/25 10,575 10,898

 

 

  CSX Corp. 6.000% 10/1/36 6,119 7,329
  CSX Corp. 6.150% 5/1/37 2,995 3,686
  CSX Corp. 6.220% 4/30/40 9,085 11,196
  CSX Corp. 5.500% 4/15/41 9,000 10,297
  CSX Corp. 4.750% 5/30/42 4,290 4,507
  CSX Corp. 4.400% 3/1/43 93 91
  CSX Corp. 4.100% 3/15/44 9,800 9,654
  CSX Corp. 3.950% 5/1/50 4,400 4,029
  CSX Corp. 4.500% 8/1/54 25 24
4 Delta Air Lines 2007-1 Class A Pass Through        
  Trust 6.821% 2/10/24 4,020 4,608
4 Delta Air Lines 2009-1 Class A Pass Through        
  Trust 7.750% 6/17/21 3,858 4,350
4 Delta Air Lines 2010-2 Class A Pass Through        
  Trust 4.950% 11/23/20 2,009 2,117
4 Delta Air Lines 2012-1 Class A Pass Through        
  Trust 4.750% 11/7/21 763 803
4 Delta Air Lines 2015-1 Class AA Pass Through        
  Trust 3.625% 7/30/27 3,945 4,074
  FedEx Corp. 8.000% 1/15/19 5,680 6,657
  FedEx Corp. 2.300% 2/1/20 4,200 4,271
  FedEx Corp. 2.625% 8/1/22 4,565 4,625
  FedEx Corp. 3.200% 2/1/25 5,000 5,092
  FedEx Corp. 3.250% 4/1/26 6,400 6,565
  FedEx Corp. 4.900% 1/15/34 300 325
  FedEx Corp. 3.900% 2/1/35 2,400 2,310
  FedEx Corp. 3.875% 8/1/42 1,675 1,561
  FedEx Corp. 4.100% 4/15/43 4,260 4,058
  FedEx Corp. 5.100% 1/15/44 7,500 8,348
  FedEx Corp. 4.100% 2/1/45 550 524
  FedEx Corp. 4.750% 11/15/45 7,875 8,340
  FedEx Corp. 4.550% 4/1/46 8,000 8,211
  FedEx Corp. 4.500% 2/1/65 740 690
4 Hawaiian Airlines 2013-1 Class A Pass        
  Through Certificates 3.900% 1/15/26 11,013 10,683
  JB Hunt Transport Services Inc. 2.400% 3/15/19 1,270 1,270
  JB Hunt Transport Services Inc. 3.300% 8/15/22 7,650 7,808
7 Kansas City Southern 2.350% 5/15/20 3,800 3,738
7 Kansas City Southern 3.000% 5/15/23 4,955 4,806
7 Kansas City Southern 4.300% 5/15/43 5,300 4,930
7 Kansas City Southern 4.950% 8/15/45 4,750 4,853
4,7 Latam Airlines 2015-1 Pass Through Trust A 4.200% 11/15/27 5,680 4,942
  Norfolk Southern Corp. 7.700% 5/15/17 3,240 3,464
  Norfolk Southern Corp. 5.750% 4/1/18 2,595 2,807
  Norfolk Southern Corp. 5.900% 6/15/19 9,350 10,469
  Norfolk Southern Corp. 3.250% 12/1/21 4,759 4,900
  Norfolk Southern Corp. 3.000% 4/1/22 5,758 5,875
  Norfolk Southern Corp. 2.903% 2/15/23 3,468 3,483
  Norfolk Southern Corp. 3.850% 1/15/24 1,750 1,860
  Norfolk Southern Corp. 5.590% 5/17/25 2,302 2,704
  Norfolk Southern Corp. 7.800% 5/15/27 4,800 6,553
  Norfolk Southern Corp. 7.250% 2/15/31 3,912 5,246
  Norfolk Southern Corp. 7.050% 5/1/37 2,000 2,579
  Norfolk Southern Corp. 4.837% 10/1/41 19,881 21,650
  Norfolk Southern Corp. 3.950% 10/1/42 100 96
  Norfolk Southern Corp. 4.450% 6/15/45 3,750 3,867
  Norfolk Southern Corp. 4.650% 1/15/46 1,800 1,914

 

 

Norfolk Southern Corp. 7.900% 5/15/97 205 293
Norfolk Southern Corp. 6.000% 3/15/05 2,350 2,627
Norfolk Southern Corp. 6.000% 5/23/11 12,425 13,818
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 660 738
Ryder System Inc. 3.500% 6/1/17 1,625 1,658
Ryder System Inc. 2.500% 3/1/18 4,107 4,147
Ryder System Inc. 2.450% 11/15/18 13,240 13,369
Ryder System Inc. 2.350% 2/26/19 13,637 13,728
Ryder System Inc. 2.550% 6/1/19 10,195 10,216
Ryder System Inc. 2.450% 9/3/19 120 120
Ryder System Inc. 2.500% 5/11/20 3,050 2,986
Ryder System Inc. 2.875% 9/1/20 3,325 3,324
Southern Railway Co. 9.750% 6/15/20 1,559 2,006
Southwest Airlines Co. 2.750% 11/6/19 3,650 3,749
Southwest Airlines Co. 2.650% 11/5/20 6,680 6,822
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 1,261 1,406
4 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 4,500 4,511
Trinity Industries Inc. 4.550% 10/1/24 2,930 2,446
Union Pacific Corp. 5.750% 11/15/17 155 166
Union Pacific Corp. 5.700% 8/15/18 1,181 1,296
Union Pacific Corp. 1.800% 2/1/20 2,525 2,531
Union Pacific Corp. 2.250% 6/19/20 11,775 12,003
Union Pacific Corp. 4.000% 2/1/21 4,475 4,897
Union Pacific Corp. 4.163% 7/15/22 24,264 26,771
Union Pacific Corp. 2.750% 4/15/23 1,475 1,505
Union Pacific Corp. 3.646% 2/15/24 1,405 1,505
Union Pacific Corp. 3.750% 3/15/24 1,063 1,158
Union Pacific Corp. 3.250% 8/15/25 23,325 24,936
Union Pacific Corp. 2.750% 3/1/26 6,300 6,398
Union Pacific Corp. 6.625% 2/1/29 2,310 3,128
Union Pacific Corp. 3.375% 2/1/35 7,000 6,738
Union Pacific Corp. 4.750% 9/15/41 9,047 10,076
Union Pacific Corp. 4.250% 4/15/43 1,156 1,203
Union Pacific Corp. 4.750% 12/15/43 3,909 4,389
Union Pacific Corp. 4.821% 2/1/44 3,984 4,514
Union Pacific Corp. 4.850% 6/15/44 645 735
Union Pacific Corp. 4.150% 1/15/45 1,000 1,032
Union Pacific Corp. 4.050% 11/15/45 1,880 1,925
Union Pacific Corp. 4.050% 3/1/46 12,000 12,356
Union Pacific Corp. 3.875% 2/1/55 8,775 8,261
Union Pacific Corp. 4.375% 11/15/65 10,480 10,363
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 1,032 1,226
4 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 6,165 6,427
4 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 11,843 12,213
4 United Airlines 2014-2 Class A Pass Through        
Trust 3.750% 3/3/28 7,355 7,465
United Airlines 2015-1 Class A Pass Through        
Trust 3.700% 12/1/22 2,880 2,912
4 United Airlines 2015-1 Class AA Pass Through        
Trust 3.450% 12/1/27 11,625 11,770
United Parcel Service Inc. 1.125% 10/1/17 2,525 2,538

 

 

United Parcel Service Inc. 5.500% 1/15/18 2,815 3,042
United Parcel Service Inc. 5.125% 4/1/19 6,708 7,449
United Parcel Service Inc. 3.125% 1/15/21 8,574 9,169
United Parcel Service Inc. 2.450% 10/1/22 9,265 9,632
United Parcel Service Inc. 6.200% 1/15/38 17,891 24,468
United Parcel Service Inc. 4.875% 11/15/40 3,492 4,176
United Parcel Service Inc. 3.625% 10/1/42 3,768 3,764
United Parcel Service of America Inc. 8.375% 4/1/20 10 13
United Parcel Service of America Inc. 8.375% 4/1/30 1,513 2,175
4 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 1,018 1,043
4 US Airways Inc. 2012-2 Class A Pass Through        
Trust 4.625% 12/3/26 891 947
        26,297,860
Utilities (2.0%)        
Electric (1.9%)        
AEP Texas Central Co. 6.650% 2/15/33 4,550 5,790
Alabama Power Co. 3.550% 12/1/23 1,000 1,065
Alabama Power Co. 2.800% 4/1/25 3,600 3,637
Alabama Power Co. 6.125% 5/15/38 275 353
Alabama Power Co. 6.000% 3/1/39 145 182
Alabama Power Co. 5.500% 3/15/41 475 582
Alabama Power Co. 5.200% 6/1/41 2,800 3,295
Alabama Power Co. 4.100% 1/15/42 8,425 8,612
Alabama Power Co. 3.850% 12/1/42 1,050 1,039
Alabama Power Co. 4.150% 8/15/44 3,575 3,727
Alabama Power Co. 3.750% 3/1/45 3,750 3,678
Alabama Power Co. 4.300% 1/2/46 14,850 15,859
Ameren Corp. 2.700% 11/15/20 10,275 10,472
Ameren Corp. 3.650% 2/15/26 4,690 4,811
Ameren Illinois Co. 6.125% 11/15/17 1,424 1,525
Ameren Illinois Co. 2.700% 9/1/22 12,731 12,979
Ameren Illinois Co. 3.250% 3/1/25 1,335 1,401
Ameren Illinois Co. 4.800% 12/15/43 3,015 3,488
Ameren Illinois Co. 4.300% 7/1/44 3,324 3,609
Ameren Illinois Co. 4.150% 3/15/46 2,700 2,883
American Electric Power Co. Inc. 1.650% 12/15/17 5,325 5,297
American Electric Power Co. Inc. 2.950% 12/15/22 4,850 4,918
Appalachian Power Co. 4.600% 3/30/21 5,372 5,855
Appalachian Power Co. 3.400% 6/1/25 2,825 2,894
Appalachian Power Co. 5.800% 10/1/35 2,693 3,151
Appalachian Power Co. 6.375% 4/1/36 2,900 3,445
Appalachian Power Co. 4.450% 6/1/45 6,700 6,910
Arizona Public Service Co. 8.750% 3/1/19 1,555 1,849
Arizona Public Service Co. 3.350% 6/15/24 2,625 2,742
Arizona Public Service Co. 3.150% 5/15/25 4,350 4,510
Arizona Public Service Co. 5.500% 9/1/35 3,580 4,310
Arizona Public Service Co. 4.500% 4/1/42 8,388 9,247
Arizona Public Service Co. 4.700% 1/15/44 4,651 5,260
Arizona Public Service Co. 4.350% 11/15/45 725 790
Atlantic City Electric Co. 7.750% 11/15/18 2,680 3,087
Baltimore Gas & Electric Co. 3.500% 11/15/21 1,738 1,850
Baltimore Gas & Electric Co. 2.800% 8/15/22 175 179
Baltimore Gas & Electric Co. 3.350% 7/1/23 7,650 7,974
Baltimore Gas & Electric Co. 6.350% 10/1/36 643 846
Berkshire Hathaway Energy Co. 1.100% 5/15/17 9,900 9,897
Berkshire Hathaway Energy Co. 5.750% 4/1/18 19,708 21,236

 

 

Berkshire Hathaway Energy Co. 2.000% 11/15/18 2,500 2,528
Berkshire Hathaway Energy Co. 2.400% 2/1/20 5,500 5,605
Berkshire Hathaway Energy Co. 3.750% 11/15/23 7,699 8,218
Berkshire Hathaway Energy Co. 3.500% 2/1/25 6,750 7,116
Berkshire Hathaway Energy Co. 8.480% 9/15/28 555 825
Berkshire Hathaway Energy Co. 6.125% 4/1/36 4,116 5,084
Berkshire Hathaway Energy Co. 5.950% 5/15/37 8,250 10,020
Berkshire Hathaway Energy Co. 6.500% 9/15/37 1,305 1,702
Berkshire Hathaway Energy Co. 5.150% 11/15/43 7,199 8,348
Berkshire Hathaway Energy Co. 4.500% 2/1/45 6,800 7,256
Black Hills Corp. 2.500% 1/11/19 6,725 6,813
Black Hills Corp. 3.950% 1/15/26 2,700 2,869
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 5,300 5,235
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 300 423
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 10,922 10,521
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 1,200 1,322
CenterPoint Energy Inc. 6.500% 5/1/18 470 509
Cleco Power LLC 6.500% 12/1/35 4,300 4,947
Cleco Power LLC 6.000% 12/1/40 4,075 4,567
Cleveland Electric Illuminating Co. 7.880% 11/1/17 2,767 3,026
Cleveland Electric Illuminating Co. 5.500% 8/15/24 5,690 6,656
CMS Energy Corp. 8.750% 6/15/19 9,710 11,738
CMS Energy Corp. 6.250% 2/1/20 3,476 3,995
CMS Energy Corp. 5.050% 3/15/22 1,275 1,426
CMS Energy Corp. 3.875% 3/1/24 3,249 3,438
CMS Energy Corp. 3.600% 11/15/25 1,750 1,809
CMS Energy Corp. 4.700% 3/31/43 6,300 6,555
CMS Energy Corp. 4.875% 3/1/44 2,400 2,558
Commonwealth Edison Co. 6.150% 9/15/17 13,675 14,626
Commonwealth Edison Co. 5.800% 3/15/18 10,705 11,578
Commonwealth Edison Co. 4.000% 8/1/20 3,795 4,113
Commonwealth Edison Co. 3.400% 9/1/21 4,650 4,972
Commonwealth Edison Co. 3.100% 11/1/24 625 651
Commonwealth Edison Co. 5.875% 2/1/33 590 736
Commonwealth Edison Co. 5.900% 3/15/36 3,086 3,857
Commonwealth Edison Co. 6.450% 1/15/38 9,223 12,371
Commonwealth Edison Co. 3.800% 10/1/42 2,314 2,314
Commonwealth Edison Co. 4.600% 8/15/43 3,315 3,690
Commonwealth Edison Co. 4.700% 1/15/44 5,263 5,982
Commonwealth Edison Co. 3.700% 3/1/45 8,550 8,414
Commonwealth Edison Co. 4.350% 11/15/45 11,950 13,087
Connecticut Light & Power Co. 5.500% 2/1/19 11,695 12,969
Connecticut Light & Power Co. 2.500% 1/15/23 6,940 6,927
Connecticut Light & Power Co. 6.350% 6/1/36 5,100 6,621
Connecticut Light & Power Co. 4.300% 4/15/44 7,075 7,667
Consolidated Edison Co. of New York Inc. 5.850% 4/1/18 765 827
Consolidated Edison Co. of New York Inc. 7.125% 12/1/18 1,200 1,369
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 13,090 14,884
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 2,250 2,470
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 6,475 7,640
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 4,890 6,124
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 3,020 3,817
Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 750 963
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 1,080 1,480
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 428 516
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 6,650 8,295
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 22,535 24,386

 

 

Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 10,950 11,913
Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 5,012 5,426
Constellation Energy Group Inc. 5.150% 12/1/20 9,038 10,021
Consumers Energy Co. 6.125% 3/15/19 19,856 22,362
Consumers Energy Co. 6.700% 9/15/19 12,412 14,430
Consumers Energy Co. 2.850% 5/15/22 9,850 10,123
Consumers Energy Co. 3.375% 8/15/23 3,185 3,360
Consumers Energy Co. 3.950% 5/15/43 3,493 3,610
Consumers Energy Co. 4.100% 11/15/45 925 977
Consumers Energy Co. 4.350% 8/31/64 2,225 2,298
Delmarva Power & Light Co. 3.500% 11/15/23 3,525 3,742
Delmarva Power & Light Co. 4.000% 6/1/42 375 379
Dominion Resources Inc. 1.900% 6/15/18 1,300 1,303
Dominion Resources Inc. 2.500% 12/1/19 4,688 4,740
Dominion Resources Inc. 4.450% 3/15/21 9,454 10,215
Dominion Resources Inc. 3.625% 12/1/24 4,550 4,619
Dominion Resources Inc. 6.300% 3/15/33 7,775 9,106
Dominion Resources Inc. 5.250% 8/1/33 2,195 2,318
Dominion Resources Inc. 5.950% 6/15/35 10,385 11,998
Dominion Resources Inc. 4.900% 8/1/41 3,845 3,923
Dominion Resources Inc. 4.050% 9/15/42 825 761
Dominion Resources Inc. 4.700% 12/1/44 7,525 7,547
4 Dominion Resources Inc. 5.750% 10/1/54 4,300 4,124
DTE Electric Co. 3.450% 10/1/20 2,800 2,991
DTE Electric Co. 3.900% 6/1/21 600 651
DTE Electric Co. 2.650% 6/15/22 5,975 6,084
DTE Electric Co. 3.650% 3/15/24 8,100 8,682
DTE Electric Co. 3.375% 3/1/25 9,875 10,544
DTE Electric Co. 5.700% 10/1/37 1,170 1,459
DTE Electric Co. 3.950% 6/15/42 11,055 11,400
DTE Electric Co. 4.000% 4/1/43 6,575 6,828
DTE Electric Co. 4.300% 7/1/44 375 409
DTE Electric Co. 3.700% 3/15/45 3,975 3,925
DTE Energy Co. 2.400% 12/1/19 5,858 5,926
DTE Energy Co. 3.500% 6/1/24 7,556 7,766
DTE Energy Co. 6.375% 4/15/33 4,275 5,273
Duke Energy Carolinas LLC 5.250% 1/15/18 1,149 1,229
Duke Energy Carolinas LLC 5.100% 4/15/18 5,237 5,647
Duke Energy Carolinas LLC 7.000% 11/15/18 910 1,041
Duke Energy Carolinas LLC 4.300% 6/15/20 5,900 6,518
Duke Energy Carolinas LLC 3.900% 6/15/21 1,100 1,205
Duke Energy Carolinas LLC 6.000% 12/1/28 5,170 6,464
Duke Energy Carolinas LLC 6.450% 10/15/32 1,575 2,040
Duke Energy Carolinas LLC 6.100% 6/1/37 11,276 14,424
Duke Energy Carolinas LLC 6.000% 1/15/38 6,145 7,908
Duke Energy Carolinas LLC 6.050% 4/15/38 4,586 5,945
Duke Energy Carolinas LLC 5.300% 2/15/40 3,223 3,970
Duke Energy Carolinas LLC 4.250% 12/15/41 5,600 5,991
Duke Energy Carolinas LLC 4.000% 9/30/42 3,045 3,151
Duke Energy Carolinas LLC 3.750% 6/1/45 5,375 5,336
Duke Energy Corp. 1.625% 8/15/17 10,116 10,132
Duke Energy Corp. 2.100% 6/15/18 9,575 9,623
Duke Energy Corp. 5.050% 9/15/19 11,200 12,257
Duke Energy Corp. 3.550% 9/15/21 7,139 7,485
Duke Energy Corp. 3.050% 8/15/22 13,015 13,142
Duke Energy Corp. 3.750% 4/15/24 700 732
Duke Energy Corp. 4.800% 12/15/45 1,075 1,144

 

 

Duke Energy Florida LLC 6.350% 9/15/37 10,725 14,404
Duke Energy Florida LLC 6.400% 6/15/38 8,500 11,465
Duke Energy Florida LLC 5.650% 4/1/40 1,000 1,253
Duke Energy Indiana LLC 3.750% 7/15/20 539 581
Duke Energy Indiana LLC 6.120% 10/15/35 4,848 5,910
Duke Energy Indiana LLC 6.350% 8/15/38 9,004 11,933
Duke Energy Indiana LLC 6.450% 4/1/39 1,350 1,829
Duke Energy Indiana LLC 4.200% 3/15/42 2,875 3,005
Duke Energy Indiana LLC 4.900% 7/15/43 1,450 1,652
Duke Energy Ohio Inc. 3.800% 9/1/23 160 173
Duke Energy Progress LLC 5.300% 1/15/19 14,805 16,355
Duke Energy Progress LLC 3.000% 9/15/21 5,800 6,087
Duke Energy Progress LLC 2.800% 5/15/22 100 103
Duke Energy Progress LLC 3.250% 8/15/25 5,050 5,299
Duke Energy Progress LLC 6.300% 4/1/38 6,099 8,290
Duke Energy Progress LLC 4.100% 5/15/42 18 19
Duke Energy Progress LLC 4.100% 3/15/43 525 546
Duke Energy Progress LLC 4.375% 3/30/44 6,375 6,932
Duke Energy Progress LLC 4.150% 12/1/44 5,634 5,914
Duke Energy Progress LLC 4.200% 8/15/45 2,125 2,262
Edison International 3.750% 9/15/17 2,000 2,071
Edison International 2.950% 3/15/23 950 963
El Paso Electric Co. 6.000% 5/15/35 1,725 2,102
El Paso Electric Co. 5.000% 12/1/44 4,375 4,732
Entergy Arkansas Inc. 3.750% 2/15/21 10,575 11,402
Entergy Arkansas Inc. 3.500% 4/1/26 4,930 5,268
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 3,735 4,073
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 2,305 2,715
Entergy Louisiana LLC 4.050% 9/1/23 6,600 7,245
Entergy Louisiana LLC 5.400% 11/1/24 2,725 3,214
Entergy Louisiana LLC 4.950% 1/15/45 9,800 10,116
Entergy Mississippi Inc. 3.100% 7/1/23 1,787 1,807
Entergy Texas Inc. 7.125% 2/1/19 11,785 13,381
Entergy Texas Inc. 5.150% 6/1/45 4,125 4,270
Eversource Energy 1.450% 5/1/18 2,340 2,333
Eversource Energy 4.500% 11/15/19 5,753 6,220
Eversource Energy 2.500% 3/15/21 4,275 4,335
Eversource Energy 3.150% 1/15/25 5,400 5,408
Eversource Energy 3.350% 3/15/26 4,875 4,966
Exelon Corp. 1.550% 6/9/17 3,100 3,095
Exelon Corp. 2.850% 6/15/20 3,195 3,262
7 Exelon Corp. 3.950% 6/15/25 21,350 22,131
7 Exelon Corp. 4.950% 6/15/35 6,500 6,941
Exelon Corp. 5.625% 6/15/35 5,765 6,504
7 Exelon Corp. 5.100% 6/15/45 3,850 4,216
Exelon Generation Co. LLC 6.200% 10/1/17 5,465 5,823
Exelon Generation Co. LLC 5.200% 10/1/19 888 970
Exelon Generation Co. LLC 4.000% 10/1/20 11,323 11,892
Exelon Generation Co. LLC 4.250% 6/15/22 20,625 21,631
Exelon Generation Co. LLC 6.250% 10/1/39 7,912 8,173
Exelon Generation Co. LLC 5.750% 10/1/41 1,825 1,808
Exelon Generation Co. LLC 5.600% 6/15/42 11,586 11,303
FirstEnergy Solutions Corp. 6.800% 8/15/39 5,153 4,778
Florida Power & Light Co. 5.550% 11/1/17 730 779
Florida Power & Light Co. 2.750% 6/1/23 7,625 7,814
Florida Power & Light Co. 3.250% 6/1/24 9,925 10,508
Florida Power & Light Co. 3.125% 12/1/25 10,700 11,232

 

 

Florida Power & Light Co. 5.625% 4/1/34 3,000 3,771
Florida Power & Light Co. 4.950% 6/1/35 645 756
Florida Power & Light Co. 5.650% 2/1/37 3,297 4,141
Florida Power & Light Co. 5.950% 2/1/38 10,050 13,197
Florida Power & Light Co. 5.250% 2/1/41 500 620
Florida Power & Light Co. 4.125% 2/1/42 15,168 16,310
Florida Power & Light Co. 3.800% 12/15/42 5,095 5,215
Florida Power & Light Co. 4.050% 10/1/44 4,200 4,487
Georgia Power Co. 5.700% 6/1/17 16,459 17,289
Georgia Power Co. 1.950% 12/1/18 6,870 6,944
Georgia Power Co. 4.250% 12/1/19 45 49
Georgia Power Co. 2.400% 4/1/21 7,500 7,577
Georgia Power Co. 2.850% 5/15/22 8,675 8,782
Georgia Power Co. 3.250% 4/1/26 5,300 5,436
Georgia Power Co. 5.650% 3/1/37 1,133 1,322
Georgia Power Co. 5.950% 2/1/39 2,000 2,433
Georgia Power Co. 5.400% 6/1/40 6,090 6,999
Georgia Power Co. 4.750% 9/1/40 4,837 5,170
Georgia Power Co. 4.300% 3/15/42 14,123 14,523
Georgia Power Co. 4.300% 3/15/43 4,055 4,126
Great Plains Energy Inc. 4.850% 6/1/21 1,253 1,365
Iberdrola International BV 6.750% 7/15/36 3,375 4,206
Indiana Michigan Power Co. 7.000% 3/15/19 4,490 5,091
Indiana Michigan Power Co. 3.200% 3/15/23 7,277 7,427
Indiana Michigan Power Co. 6.050% 3/15/37 7,250 8,480
Indiana Michigan Power Co. 4.550% 3/15/46 1,655 1,718
Interstate Power & Light Co. 3.250% 12/1/24 2,375 2,466
Interstate Power & Light Co. 3.400% 8/15/25 3,650 3,826
Interstate Power & Light Co. 6.250% 7/15/39 4,814 6,321
ITC Holdings Corp. 4.050% 7/1/23 2,925 3,036
ITC Holdings Corp. 3.650% 6/15/24 4,465 4,471
ITC Holdings Corp. 5.300% 7/1/43 11,810 12,224
Jersey Central Power & Light Co. 5.650% 6/1/17 4,185 4,357
Jersey Central Power & Light Co. 6.150% 6/1/37 7,073 8,066
4 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,458 2,761
Kansas City Power & Light Co. 5.850% 6/15/17 275 288
Kansas City Power & Light Co. 7.150% 4/1/19 2,890 3,335
Kansas City Power & Light Co. 3.150% 3/15/23 2,750 2,767
Kansas City Power & Light Co. 3.650% 8/15/25 50 52
Kansas City Power & Light Co. 6.050% 11/15/35 1,440 1,791
Kansas City Power & Light Co. 5.300% 10/1/41 5,718 6,558
Kentucky Utilities Co. 3.250% 11/1/20 3,375 3,569
Kentucky Utilities Co. 5.125% 11/1/40 3,081 3,673
Kentucky Utilities Co. 4.650% 11/15/43 11,820 13,416
LG&E & KU Energy LLC 3.750% 11/15/20 26,786 28,283
LG&E & KU Energy LLC 4.375% 10/1/21 75 82
Louisville Gas & Electric Co. 5.125% 11/15/40 1,675 1,994
Louisville Gas & Electric Co. 4.650% 11/15/43 8,400 9,473
Metropolitan Edison Co. 7.700% 1/15/19 4,611 5,244
MidAmerican Energy Co. 5.950% 7/15/17 1,835 1,945
MidAmerican Energy Co. 5.300% 3/15/18 815 877
MidAmerican Energy Co. 3.500% 10/15/24 5,185 5,556
MidAmerican Energy Co. 6.750% 12/30/31 9,000 12,032
MidAmerican Energy Co. 5.750% 11/1/35 1,400 1,766
MidAmerican Energy Co. 5.800% 10/15/36 275 346
MidAmerican Energy Co. 4.800% 9/15/43 825 957
MidAmerican Energy Co. 4.250% 5/1/46 200 215

 

 

Mississippi Power Co. 4.250% 3/15/42 7,875 6,064
National Rural Utilities Cooperative Finance        
Corp. 5.450% 4/10/17 520 543
National Rural Utilities Cooperative Finance        
Corp. 0.950% 4/24/17 6,735 6,737
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 7,940 8,520
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 18,190 22,188
National Rural Utilities Cooperative Finance        
Corp. 2.150% 2/1/19 6,275 6,378
National Rural Utilities Cooperative Finance        
Corp. 1.650% 2/8/19 14,900 14,945
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 5,000 5,112
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 3,500 3,526
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 6,900 7,019
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 4,500 4,584
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 2,117 2,182
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 9,800 9,961
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 8,970 9,053
National Rural Utilities Cooperative Finance        
Corp. 3.250% 11/1/25 650 682
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 12,687 13,157
4 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 1,450 1,405
Nevada Power Co. 6.500% 5/15/18 5,722 6,306
Nevada Power Co. 7.125% 3/15/19 18,555 21,521
Nevada Power Co. 6.650% 4/1/36 5,600 7,263
Nevada Power Co. 6.750% 7/1/37 6,572 8,842
Nevada Power Co. 5.375% 9/15/40 3,905 4,648
Nevada Power Co. 5.450% 5/15/41 2,225 2,685
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 15,600 17,162
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 8,075 8,075
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 2,575 2,604
NextEra Energy Capital Holdings Inc. 3.625% 6/15/23 7,000 7,198
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 2,450 1,899
Northern States Power Co. 5.250% 3/1/18 2,840 3,045
Northern States Power Co. 2.200% 8/15/20 2,700 2,751
Northern States Power Co. 5.250% 7/15/35 730 883
Northern States Power Co. 6.250% 6/1/36 3,670 4,871
Northern States Power Co. 6.200% 7/1/37 5,443 7,343
Northern States Power Co. 5.350% 11/1/39 9,296 11,441
Northern States Power Co. 4.850% 8/15/40 525 613
Northern States Power Co. 3.400% 8/15/42 18 17
Northern States Power Co. 4.000% 8/15/45 3,250 3,381
NorthWestern Corp. 6.340% 4/1/19 4,500 5,092
NorthWestern Corp. 4.176% 11/15/44 3,425 3,666
NSTAR Electric Co. 5.625% 11/15/17 5,365 5,710
NSTAR Electric Co. 2.375% 10/15/22 7,950 7,933

 

 

NSTAR Electric Co. 3.250% 11/15/25 700 734
NSTAR Electric Co. 5.500% 3/15/40 4,871 6,006
NV Energy Inc. 6.250% 11/15/20 12,485 14,358
Oglethorpe Power Corp. 5.950% 11/1/39 1,700 2,033
Oglethorpe Power Corp. 5.375% 11/1/40 4,650 5,280
Oglethorpe Power Corp. 5.250% 9/1/50 18 20
Ohio Edison Co. 6.875% 7/15/36 1,150 1,457
Ohio Edison Co. 8.250% 10/15/38 3,000 4,437
Ohio Power Co. 5.375% 10/1/21 4,466 5,076
Ohio Power Co. 6.600% 2/15/33 2,000 2,455
Ohio Power Co. 5.850% 10/1/35 4,518 5,355
Oklahoma Gas & Electric Co. 5.850% 6/1/40 2,925 3,689
Oklahoma Gas & Electric Co. 3.900% 5/1/43 3,825 3,805
Oklahoma Gas & Electric Co. 4.550% 3/15/44 135 148
Oklahoma Gas & Electric Co. 4.000% 12/15/44 5,225 5,268
Oncor Electric Delivery Co. LLC 5.000% 9/30/17 2,620 2,739
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 5,785 6,453
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 5,910 5,958
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 5,496 6,826
Oncor Electric Delivery Co. LLC 2.950% 4/1/25 5,000 4,941
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 2,500 3,256
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 3,180 4,242
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,721 2,381
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 1,300 1,490
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 4,404 4,552
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 225 263
Pacific Gas & Electric Co. 5.625% 11/30/17 6,945 7,415
Pacific Gas & Electric Co. 3.500% 10/1/20 23,475 24,958
Pacific Gas & Electric Co. 4.250% 5/15/21 9,150 10,028
Pacific Gas & Electric Co. 3.250% 9/15/21 750 787
Pacific Gas & Electric Co. 3.250% 6/15/23 9,980 10,362
Pacific Gas & Electric Co. 3.850% 11/15/23 1,500 1,618
Pacific Gas & Electric Co. 3.750% 2/15/24 9,975 10,668
Pacific Gas & Electric Co. 3.400% 8/15/24 5,575 5,818
Pacific Gas & Electric Co. 3.500% 6/15/25 5,800 6,136
Pacific Gas & Electric Co. 6.050% 3/1/34 30,587 39,368
Pacific Gas & Electric Co. 5.800% 3/1/37 8,995 11,184
Pacific Gas & Electric Co. 6.350% 2/15/38 1,275 1,658
Pacific Gas & Electric Co. 6.250% 3/1/39 4,575 5,905
Pacific Gas & Electric Co. 5.400% 1/15/40 160 194
Pacific Gas & Electric Co. 4.450% 4/15/42 9,769 10,557
Pacific Gas & Electric Co. 3.750% 8/15/42 175 167
Pacific Gas & Electric Co. 4.600% 6/15/43 14,500 15,778
Pacific Gas & Electric Co. 5.125% 11/15/43 55 64
Pacific Gas & Electric Co. 4.750% 2/15/44 4,893 5,567
Pacific Gas & Electric Co. 4.300% 3/15/45 1,950 2,081
Pacific Gas & Electric Co. 4.250% 3/15/46 10,800 11,521
PacifiCorp 5.650% 7/15/18 7,504 8,203
PacifiCorp 5.500% 1/15/19 10,477 11,543
PacifiCorp 2.950% 2/1/22 8,000 8,335
PacifiCorp 3.600% 4/1/24 9,564 10,249
PacifiCorp 7.700% 11/15/31 1,174 1,707
PacifiCorp 5.250% 6/15/35 100 118
PacifiCorp 5.750% 4/1/37 3,175 3,938
PacifiCorp 6.250% 10/15/37 8,355 10,963
PacifiCorp 6.000% 1/15/39 3,300 4,256
PacifiCorp 4.100% 2/1/42 3,545 3,712

 

 

Peco Energy Co. 5.350% 3/1/18 695 746
Peco Energy Co. 2.375% 9/15/22 2,925 2,955
Peco Energy Co. 3.150% 10/15/25 200 209
Pennsylvania Electric Co. 5.200% 4/1/20 3,850 4,060
Pennsylvania Electric Co. 6.150% 10/1/38 11,215 12,426
PG&E Corp. 2.400% 3/1/19 3,700 3,750
Potomac Electric Power Co. 3.600% 3/15/24 3,650 3,897
Potomac Electric Power Co. 6.500% 11/15/37 7,757 10,475
PPL Capital Funding Inc. 1.900% 6/1/18 1,245 1,249
PPL Capital Funding Inc. 4.200% 6/15/22 1,265 1,364
PPL Capital Funding Inc. 3.500% 12/1/22 1,795 1,868
PPL Capital Funding Inc. 3.400% 6/1/23 3,495 3,580
PPL Capital Funding Inc. 3.950% 3/15/24 1,065 1,128
PPL Capital Funding Inc. 4.700% 6/1/43 2,750 2,831
PPL Capital Funding Inc. 5.000% 3/15/44 11,571 12,407
PPL Electric Utilities Corp. 3.000% 9/15/21 1,300 1,367
PPL Electric Utilities Corp. 6.250% 5/15/39 5,552 7,443
PPL Electric Utilities Corp. 5.200% 7/15/41 3,915 4,685
PPL Electric Utilities Corp. 4.750% 7/15/43 800 910
PPL Electric Utilities Corp. 4.125% 6/15/44 2,700 2,846
Progress Energy Inc. 4.875% 12/1/19 4,310 4,727
Progress Energy Inc. 4.400% 1/15/21 9,782 10,563
Progress Energy Inc. 7.750% 3/1/31 2,185 2,970
Progress Energy Inc. 7.000% 10/30/31 500 641
Progress Energy Inc. 6.000% 12/1/39 5,445 6,465
PSEG Power LLC 5.125% 4/15/20 1,286 1,389
PSEG Power LLC 4.150% 9/15/21 4,269 4,487
PSEG Power LLC 4.300% 11/15/23 350 359
PSEG Power LLC 8.625% 4/15/31 350 419
Public Service Co. of Colorado 5.800% 8/1/18 1,485 1,626
Public Service Co. of Colorado 5.125% 6/1/19 7,575 8,376
Public Service Co. of Colorado 3.200% 11/15/20 4,100 4,327
Public Service Co. of Colorado 2.250% 9/15/22 5,650 5,670
Public Service Co. of Colorado 2.900% 5/15/25 5,200 5,347
Public Service Co. of Colorado 6.250% 9/1/37 495 667
Public Service Co. of Colorado 4.750% 8/15/41 3,000 3,429
Public Service Co. of Colorado 3.600% 9/15/42 11,100 10,930
Public Service Co. of Colorado 4.300% 3/15/44 120 132
Public Service Co. of New Hampshire 3.500% 11/1/23 2,054 2,173
Public Service Co. of New Mexico 3.850% 8/1/25 2,250 2,347
Public Service Co. of Oklahoma 5.150% 12/1/19 100 110
Public Service Co. of Oklahoma 6.625% 11/15/37 4,675 5,843
Public Service Electric & Gas Co. 2.300% 9/15/18 6,150 6,280
Public Service Electric & Gas Co. 1.800% 6/1/19 2,125 2,146
Public Service Electric & Gas Co. 3.500% 8/15/20 525 560
Public Service Electric & Gas Co. 1.900% 3/15/21 3,100 3,122
Public Service Electric & Gas Co. 2.375% 5/15/23 225 226
Public Service Electric & Gas Co. 3.150% 8/15/24 4,200 4,372
Public Service Electric & Gas Co. 3.050% 11/15/24 1,575 1,638
Public Service Electric & Gas Co. 3.000% 5/15/25 3,360 3,471
Public Service Electric & Gas Co. 5.700% 12/1/36 4,207 5,343
Public Service Electric & Gas Co. 5.800% 5/1/37 1,700 2,184
Public Service Electric & Gas Co. 5.375% 11/1/39 7,972 9,871
Public Service Electric & Gas Co. 3.950% 5/1/42 15,365 15,948
Public Service Electric & Gas Co. 3.650% 9/1/42 200 197
Public Service Electric & Gas Co. 4.000% 6/1/44 2,875 3,004
Public Service Electric & Gas Co. 4.050% 5/1/45 2,700 2,842

 

 

Public Service Electric & Gas Co. 3.800% 3/1/46 16,180 16,467
Puget Energy Inc. 6.500% 12/15/20 18,200 21,107
Puget Energy Inc. 6.000% 9/1/21 7,865 8,962
Puget Energy Inc. 5.625% 7/15/22 2,400 2,696
Puget Energy Inc. 3.650% 5/15/25 7,550 7,590
Puget Sound Energy Inc. 7.020% 12/1/27 1,000 1,357
Puget Sound Energy Inc. 5.483% 6/1/35 805 960
Puget Sound Energy Inc. 6.274% 3/15/37 5,475 7,164
Puget Sound Energy Inc. 5.757% 10/1/39 2,675 3,386
Puget Sound Energy Inc. 5.795% 3/15/40 1,774 2,277
Puget Sound Energy Inc. 5.764% 7/15/40 2,145 2,768
Puget Sound Energy Inc. 5.638% 4/15/41 3,718 4,675
Puget Sound Energy Inc. 4.434% 11/15/41 4,009 4,360
Puget Sound Energy Inc. 4.300% 5/20/45 7,225 7,790
San Diego Gas & Electric Co. 3.000% 8/15/21 3,000 3,177
San Diego Gas & Electric Co. 3.600% 9/1/23 3,675 3,941
San Diego Gas & Electric Co. 5.350% 5/15/35 1,200 1,458
San Diego Gas & Electric Co. 6.125% 9/15/37 118 158
San Diego Gas & Electric Co. 6.000% 6/1/39 905 1,193
San Diego Gas & Electric Co. 5.350% 5/15/40 2,760 3,436
San Diego Gas & Electric Co. 4.500% 8/15/40 2,870 3,196
San Diego Gas & Electric Co. 3.950% 11/15/41 8,725 8,965
San Diego Gas & Electric Co. 4.300% 4/1/42 1,945 2,101
SCANA Corp. 4.750% 5/15/21 5,600 5,855
SCANA Corp. 4.125% 2/1/22 6,805 6,962
Sierra Pacific Power Co. 3.375% 8/15/23 8,448 8,883
Sierra Pacific Power Co. 6.750% 7/1/37 4,250 5,704
South Carolina Electric & Gas Co. 6.500% 11/1/18 1,620 1,821
South Carolina Electric & Gas Co. 6.625% 2/1/32 5,725 7,210
South Carolina Electric & Gas Co. 5.300% 5/15/33 343 393
South Carolina Electric & Gas Co. 6.050% 1/15/38 3,685 4,572
South Carolina Electric & Gas Co. 5.450% 2/1/41 4,220 4,955
South Carolina Electric & Gas Co. 4.350% 2/1/42 7,418 7,532
South Carolina Electric & Gas Co. 4.600% 6/15/43 8,708 9,238
South Carolina Electric & Gas Co. 4.500% 6/1/64 3,250 3,294
South Carolina Electric & Gas Co. 5.100% 6/1/65 6,225 7,042
Southern California Edison Co. 3.875% 6/1/21 24,450 26,596
4 Southern California Edison Co. 1.845% 2/1/22 4,693 4,629
Southern California Edison Co. 2.400% 2/1/22 10,100 10,220
Southern California Edison Co. 6.650% 4/1/29 2,056 2,618
Southern California Edison Co. 6.000% 1/15/34 6,035 7,738
Southern California Edison Co. 5.750% 4/1/35 2,913 3,658
Southern California Edison Co. 5.350% 7/15/35 7,323 8,840
Southern California Edison Co. 5.550% 1/15/36 1,400 1,718
Southern California Edison Co. 5.625% 2/1/36 6,925 8,573
Southern California Edison Co. 5.550% 1/15/37 7,350 9,040
Southern California Edison Co. 5.950% 2/1/38 5,713 7,362
Southern California Edison Co. 6.050% 3/15/39 1,185 1,551
Southern California Edison Co. 5.500% 3/15/40 1,148 1,424
Southern California Edison Co. 4.500% 9/1/40 4,575 4,988
Southern California Edison Co. 3.900% 12/1/41 300 305
Southern California Edison Co. 4.050% 3/15/42 5,925 6,157
Southern California Edison Co. 4.650% 10/1/43 4,429 5,026
Southern California Edison Co. 3.600% 2/1/45 8,250 8,074
Southern Co. 1.300% 8/15/17 3,400 3,393
Southern Co. 2.150% 9/1/19 3,500 3,517
Southern Co. 2.750% 6/15/20 12,210 12,392

 

 

Southern Power Co. 1.850% 12/1/17 1,800 1,814
Southern Power Co. 4.150% 12/1/25 12,250 12,632
Southern Power Co. 5.150% 9/15/41 11,215 11,150
Southern Power Co. 5.250% 7/15/43 150 152
Southwestern Electric Power Co. 5.875% 3/1/18 1,327 1,431
Southwestern Electric Power Co. 6.450% 1/15/19 3,735 4,173
Southwestern Electric Power Co. 3.550% 2/15/22 7,044 7,378
Southwestern Electric Power Co. 6.200% 3/15/40 2,060 2,494
Southwestern Electric Power Co. 3.900% 4/1/45 3,975 3,669
Southwestern Public Service Co. 3.300% 6/15/24 3,500 3,637
Southwestern Public Service Co. 4.500% 8/15/41 3,645 4,013
System Energy Resources Inc. 4.100% 4/1/23 2,950 3,051
Tampa Electric Co. 6.100% 5/15/18 275 300
Tampa Electric Co. 5.400% 5/15/21 2,262 2,581
Tampa Electric Co. 2.600% 9/15/22 5,290 5,287
Tampa Electric Co. 6.550% 5/15/36 800 1,068
Tampa Electric Co. 4.100% 6/15/42 100 101
Tampa Electric Co. 4.350% 5/15/44 6,925 7,330
Tampa Electric Co. 4.200% 5/15/45 4,250 4,409
TECO Finance Inc. 6.572% 11/1/17 2,520 2,702
TECO Finance Inc. 5.150% 3/15/20 3,367 3,687
Toledo Edison Co. 6.150% 5/15/37 300 348
TransAlta Corp. 1.900% 6/3/17 2,200 2,126
TransAlta Corp. 6.900% 5/15/18 1,135 1,129
TransAlta Corp. 4.500% 11/15/22 950 705
TransAlta Corp. 6.500% 3/15/40 3,439 1,995
Tri-State Generation & Transmission        
Association Inc. 3.700% 11/1/24 1,500 1,553
Tri-State Generation & Transmission        
Association Inc. 4.700% 11/1/44 2,350 2,320
Tucson Electric Power Co. 5.150% 11/15/21 2,350 2,633
Tucson Electric Power Co. 3.050% 3/15/25 2,375 2,317
UIL Holdings Corp. 4.625% 10/1/20 1,650 1,750
Union Electric Co. 6.700% 2/1/19 4,641 5,265
Union Electric Co. 3.500% 4/15/24 7,160 7,650
Union Electric Co. 5.300% 8/1/37 3,745 4,468
Union Electric Co. 8.450% 3/15/39 1,775 2,846
Union Electric Co. 3.900% 9/15/42 2,625 2,699
Union Electric Co. 3.650% 4/15/45 1,800 1,755
Virginia Electric & Power Co. 5.400% 4/30/18 5,170 5,586
Virginia Electric & Power Co. 5.000% 6/30/19 4,800 5,276
Virginia Electric & Power Co. 2.950% 1/15/22 3,600 3,740
Virginia Electric & Power Co. 3.450% 9/1/22 1,165 1,230
Virginia Electric & Power Co. 3.450% 2/15/24 2,850 2,988
Virginia Electric & Power Co. 3.100% 5/15/25 4,130 4,249
Virginia Electric & Power Co. 3.150% 1/15/26 9,800 10,108
Virginia Electric & Power Co. 6.000% 1/15/36 5,575 7,070
Virginia Electric & Power Co. 6.000% 5/15/37 3,325 4,216
Virginia Electric & Power Co. 6.350% 11/30/37 3,450 4,550
Virginia Electric & Power Co. 8.875% 11/15/38 28 45
Virginia Electric & Power Co. 4.000% 1/15/43 4,058 4,151
Virginia Electric & Power Co. 4.650% 8/15/43 7,655 8,572
Virginia Electric & Power Co. 4.450% 2/15/44 9,475 10,353
Virginia Electric & Power Co. 4.200% 5/15/45 5,450 5,732
WEC Energy Group Inc. 1.650% 6/15/18 3,500 3,502
WEC Energy Group Inc. 2.450% 6/15/20 3,000 3,053
WEC Energy Group Inc. 3.550% 6/15/25 4,775 4,965

 

 

4 WEC Energy Group Inc. 6.250% 5/15/67 13,490 10,927
Westar Energy Inc. 3.250% 12/1/25 670 703
Westar Energy Inc. 4.125% 3/1/42 8,530 8,919
Westar Energy Inc. 4.100% 4/1/43 5,475 5,769
Westar Energy Inc. 4.625% 9/1/43 1,425 1,613
Westar Energy Inc. 4.250% 12/1/45 1,225 1,329
Western Massachusetts Electric Co. 3.500% 9/15/21 2,650 2,808
Wisconsin Electric Power Co. 1.700% 6/15/18 400 402
Wisconsin Electric Power Co. 4.250% 12/15/19 4,600 4,977
Wisconsin Electric Power Co. 2.950% 9/15/21 2,500 2,601
Wisconsin Electric Power Co. 5.625% 5/15/33 1,025 1,259
Wisconsin Electric Power Co. 5.700% 12/1/36 1,250 1,581
Wisconsin Electric Power Co. 3.650% 12/15/42 418 407
Wisconsin Electric Power Co. 4.250% 6/1/44 2,125 2,277
Wisconsin Power & Light Co. 2.250% 11/15/22 3,075 3,047
Wisconsin Power & Light Co. 6.375% 8/15/37 4,875 6,577
Wisconsin Power & Light Co. 4.100% 10/15/44 1,325 1,391
Wisconsin Public Service Corp. 1.650% 12/4/18 3,450 3,464
Wisconsin Public Service Corp. 3.671% 12/1/42 1,625 1,587
Xcel Energy Inc. 5.613% 4/1/17 1,223 1,276
Xcel Energy Inc. 1.200% 6/1/17 2,400 2,396
Xcel Energy Inc. 4.700% 5/15/20 825 906
Xcel Energy Inc. 2.400% 3/15/21 6,000 6,067
Xcel Energy Inc. 3.300% 6/1/25 4,800 4,926
Xcel Energy Inc. 6.500% 7/1/36 8,190 10,633
 
Natural Gas (0.1%)        
AGL Capital Corp. 5.250% 8/15/19 885 962
AGL Capital Corp. 3.500% 9/15/21 2,815 2,879
AGL Capital Corp. 3.875% 11/15/25 2,000 2,074
AGL Capital Corp. 5.875% 3/15/41 4,225 4,908
AGL Capital Corp. 4.400% 6/1/43 3,825 3,507
Atmos Energy Corp. 8.500% 3/15/19 1,110 1,315
Atmos Energy Corp. 5.500% 6/15/41 10,395 12,572
Atmos Energy Corp. 4.150% 1/15/43 9,290 9,531
British Transco Finance Inc. 6.625% 6/1/18 4,465 4,909
CenterPoint Energy Resources Corp. 4.500% 1/15/21 16,687 17,587
CenterPoint Energy Resources Corp. 5.850% 1/15/41 7,150 8,050
KeySpan Corp. 8.000% 11/15/30 360 490
Laclede Group Inc. 4.700% 8/15/44 4,925 4,730
NiSource Finance Corp. 6.400% 3/15/18 8,234 8,947
NiSource Finance Corp. 6.800% 1/15/19 1,270 1,421
NiSource Finance Corp. 5.450% 9/15/20 6,732 7,529
NiSource Finance Corp. 6.250% 12/15/40 8,375 10,603
NiSource Finance Corp. 5.950% 6/15/41 4,390 5,342
NiSource Finance Corp. 5.800% 2/1/42 11,798 14,349
NiSource Finance Corp. 5.250% 2/15/43 1,300 1,486
NiSource Finance Corp. 4.800% 2/15/44 950 1,023
ONE Gas Inc. 2.070% 2/1/19 4,249 4,263
ONE Gas Inc. 4.658% 2/1/44 1,325 1,437
Piedmont Natural Gas Co. Inc. 4.100% 9/18/34 80 82
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 2,450 2,678
Sempra Energy 2.300% 4/1/17 6,470 6,520
Sempra Energy 6.150% 6/15/18 3,190 3,464
Sempra Energy 9.800% 2/15/19 6,755 8,131
Sempra Energy 2.400% 3/15/20 3,211 3,225
Sempra Energy 2.850% 11/15/20 4,679 4,758

 

 

Sempra Energy 2.875% 10/1/22 3,406 3,373
Sempra Energy 4.050% 12/1/23 7,685 8,093
Sempra Energy 6.000% 10/15/39 21,466 24,509
Southern California Gas Co. 3.150% 9/15/24 125 131
Southern California Gas Co. 5.750% 11/15/35 960 1,191
Southern California Gas Co. 3.750% 9/15/42 5,270 5,269
Southern California Gas Co. 4.450% 3/15/44 1,700 1,898
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 7,045 7,536
American Water Capital Corp. 3.850% 3/1/24 3,475 3,755
American Water Capital Corp. 3.400% 3/1/25 1,100 1,153
American Water Capital Corp. 6.593% 10/15/37 5,670 7,717
American Water Capital Corp. 4.300% 9/1/45 5,500 5,842
United Utilities plc 5.375% 2/1/19 2,475 2,649
United Utilities plc 6.875% 8/15/28 1,185 1,324
Veolia Environnement SA 6.750% 6/1/38 3,849 5,009
        3,232,993
Total Corporate Bonds (Cost $41,879,703)       43,225,667
Sovereign Bonds (U.S. Dollar-Denominated) (4.9%)        
African Development Bank 1.125% 3/15/17 8,485 8,520
African Development Bank 0.875% 5/15/17 3,015 3,015
African Development Bank 0.875% 3/15/18 9,175 9,166
African Development Bank 1.625% 10/2/18 23,650 24,019
African Development Bank 1.375% 2/12/20 9,600 9,640
African Development Bank 2.375% 9/23/21 29,400 30,661
Agricultural Bank Of China 2.000% 5/21/18 4,750 4,758
Agricultural Bank Of China 2.750% 5/21/20 2,650 2,700
Asian Development Bank 0.750% 1/11/17 35,600 35,622
Asian Development Bank 1.125% 3/15/17 20,920 20,992
Asian Development Bank 5.250% 6/12/17 600 631
Asian Development Bank 1.125% 6/5/18 15,500 15,541
Asian Development Bank 5.593% 7/16/18 3,528 3,876
Asian Development Bank 1.750% 9/11/18 21,365 21,765
Asian Development Bank 1.875% 10/23/18 13,850 14,161
Asian Development Bank 1.375% 1/15/19 14,500 14,605
Asian Development Bank 1.750% 3/21/19 3,970 4,045
Asian Development Bank 1.875% 4/12/19 5,770 5,904
Asian Development Bank 1.500% 1/22/20 17,100 17,236
Asian Development Bank 1.375% 3/23/20 12,525 12,569
Asian Development Bank 1.625% 8/26/20 600 607
Asian Development Bank 1.625% 3/16/21 44,000 44,483
Asian Development Bank 2.125% 11/24/21 20,000 20,602
Asian Development Bank 1.875% 2/18/22 25,950 26,327
Asian Development Bank 2.000% 1/22/25 15,850 15,874
Asian Development Bank 6.220% 8/15/27 375 515
Asian Development Bank 5.820% 6/16/28 148 195
7 Bank of England 1.250% 3/14/19 4,700 4,719
Canada 1.125% 3/19/18 29,070 29,216
Canada 1.625% 2/27/19 1,460 1,485
CNOOC Curtis Funding No 1 pty Ltd. 4.500% 10/3/23 5,000 5,306
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 6,250 6,062
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 21,275 21,202
CNOOC Finance 2015 Australia Pty Ltd. 4.200% 5/5/45 4,500 4,240
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 27,000 26,584

 

 

CNOOC Nexen Finance 2014 ULC 1.625% 4/30/17 20,460 20,447
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 31,900 32,985
Corp. Andina de Fomento 8.125% 6/4/19 19,700 23,505
Corp. Andina de Fomento 4.375% 6/15/22 26,425 28,957
Council Of Europe Development Bank 1.500% 6/19/17 8,325 8,393
Council Of Europe Development Bank 1.000% 3/7/18 13,440 13,454
Council Of Europe Development Bank 1.125% 5/31/18 12,695 12,720
Council Of Europe Development Bank 1.750% 11/14/19 2,900 2,947
Council Of Europe Development Bank 1.625% 3/10/20 17,620 17,829
Council Of Europe Development Bank 1.625% 3/16/21 8,500 8,472
Ecopetrol SA 4.250% 9/18/18 3,015 3,064
Ecopetrol SA 7.625% 7/23/19 6,500 7,158
Ecopetrol SA 5.875% 9/18/23 11,000 10,849
Ecopetrol SA 4.125% 1/16/25 18,650 15,853
Ecopetrol SA 5.375% 6/26/26 10,050 9,133
Ecopetrol SA 7.375% 9/18/43 1,200 1,089
Ecopetrol SA 5.875% 5/28/45 22,175 17,435
Emirates Telecommunications Group Co PJSC 3.500% 6/18/24 5,000 5,177
European Bank for Reconstruction &        
Development 1.000% 2/16/17 5,870 5,882
European Bank for Reconstruction &        
Development 0.750% 9/1/17 11,400 11,391
European Bank for Reconstruction &        
Development 1.000% 6/15/18 5,340 5,342
European Bank for Reconstruction &        
Development 1.000% 9/17/18 4,650 4,652
European Bank for Reconstruction &        
Development 1.625% 11/15/18 9,600 9,754
European Bank for Reconstruction &        
Development 1.750% 6/14/19 20,600 20,960
European Bank for Reconstruction &        
Development 1.750% 11/26/19 14,550 14,816
European Bank for Reconstruction &        
Development 1.500% 3/16/20 23,050 23,249
European Bank for Reconstruction &        
Development 1.875% 2/23/22 13,800 14,016
European Investment Bank 1.750% 3/15/17 44,955 45,369
European Investment Bank 0.875% 4/18/17 19,120 19,136
European Investment Bank 5.125% 5/30/17 44,885 47,126
European Investment Bank 1.625% 6/15/17 5,570 5,625
European Investment Bank 1.000% 8/17/17 24,025 24,072
European Investment Bank 1.125% 9/15/17 31,655 31,786
European Investment Bank 1.000% 12/15/17 23,000 23,037
European Investment Bank 1.000% 3/15/18 17,575 17,577
European Investment Bank 1.250% 5/15/18 38,850 39,101
European Investment Bank 1.000% 6/15/18 30,700 30,746
European Investment Bank 1.125% 8/15/18 41,060 41,122
European Investment Bank 1.625% 12/18/18 23,145 23,480
European Investment Bank 1.875% 3/15/19 78,430 80,139
European Investment Bank 1.250% 5/15/19 45,000 45,082
European Investment Bank 1.750% 6/17/19 68,060 69,187
European Investment Bank 1.625% 3/16/20 58,370 59,065
European Investment Bank 1.375% 6/15/20 19,000 19,031
European Investment Bank 2.875% 9/15/20 12,445 13,214
European Investment Bank 1.625% 12/15/20 37,500 37,755
European Investment Bank 4.000% 2/16/21 30,490 34,045
European Investment Bank 2.000% 3/15/21 5,700 5,840

 

 

European Investment Bank 2.500% 4/15/21 40,760 42,738
European Investment Bank 1.625% 6/15/21 12,000 12,024
European Investment Bank 2.125% 10/15/21 4,550 4,663
European Investment Bank 2.250% 8/15/22 31,825 32,866
European Investment Bank 3.250% 1/29/24 18,900 20,830
European Investment Bank 2.500% 10/15/24 23,660 24,657
European Investment Bank 1.875% 2/10/25 41,300 41,013
European Investment Bank 4.875% 2/15/36 1,090 1,409
Export Development Canada 1.250% 10/26/16 12,820 12,876
8 Export Development Canada 1.000% 5/15/17 6,450 6,465
Export Development Canada 0.750% 12/15/17 14,975 14,939
Export Development Canada 1.000% 6/15/18 9,500 9,505
Export Development Canada 1.500% 10/3/18 4,275 4,326
Export Development Canada 1.000% 11/1/18 7,750 7,744
Export Development Canada 1.250% 2/4/19 10,900 10,948
8 Export Development Canada 1.750% 8/19/19 8,200 8,354
8 Export Development Canada 1.625% 12/3/19 4,000 4,056
Export-Import Bank of Korea 3.750% 10/20/16 11,550 11,710
Export-Import Bank of Korea 1.750% 2/27/18 17,810 17,818
Export-Import Bank of Korea 2.875% 9/17/18 10,400 10,688
Export-Import Bank of Korea 2.375% 8/12/19 7,000 7,107
Export-Import Bank of Korea 5.125% 6/29/20 10,000 11,278
Export-Import Bank of Korea 2.625% 12/30/20 2,450 2,517
Export-Import Bank of Korea 4.000% 1/29/21 4,324 4,716
Export-Import Bank of Korea 2.125% 2/11/21 500 502
Export-Import Bank of Korea 2.500% 5/10/21 5,200 5,296
Export-Import Bank of Korea 4.375% 9/15/21 3,925 4,392
Export-Import Bank of Korea 5.000% 4/11/22 4,150 4,798
Export-Import Bank of Korea 4.000% 1/14/24 34,750 37,947
Export-Import Bank of Korea 3.250% 11/10/25 6,000 6,313
FMS Wertmanagement AoeR 1.125% 9/5/17 8,500 8,530
FMS Wertmanagement AoeR 1.000% 11/21/17 8,500 8,510
FMS Wertmanagement AoeR 1.625% 11/20/18 22,200 22,518
FMS Wertmanagement AoeR 1.750% 3/17/20 8,000 8,124
9 Hydro-Quebec 2.000% 6/30/16 26,495 26,585
Hydro-Quebec 1.375% 6/19/17 3,775 3,795
Hydro-Quebec 8.400% 1/15/22 8,195 10,815
Hydro-Quebec 8.050% 7/7/24 3,310 4,582
Hydro-Quebec 8.500% 12/1/29 825 1,296
Industrial & Commercial Bank of China Ltd. 2.351% 11/13/17 5,450 5,499
Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 4,400 4,562
Inter-American Development Bank 1.125% 3/15/17 22,990 23,058
Inter-American Development Bank 1.000% 7/14/17 20,190 20,248
Inter-American Development Bank 2.375% 8/15/17 25,256 25,767
Inter-American Development Bank 0.875% 3/15/18 19,260 19,282
Inter-American Development Bank 1.750% 8/24/18 5,600 5,700
Inter-American Development Bank 1.125% 8/28/18 40,150 40,230
Inter-American Development Bank 4.250% 9/10/18 2,980 3,212
Inter-American Development Bank 1.125% 9/12/19 2,150 2,142
Inter-American Development Bank 3.875% 9/17/19 56,980 62,067
Inter-American Development Bank 1.250% 10/15/19 12,750 12,754
Inter-American Development Bank 1.750% 10/15/19 31,400 31,951
Inter-American Development Bank 3.875% 2/14/20 6,475 7,102
Inter-American Development Bank 1.875% 6/16/20 28,100 28,741
Inter-American Development Bank 2.125% 11/9/20 10,470 10,800
Inter-American Development Bank 1.875% 3/15/21 2,500 2,548
Inter-American Development Bank 1.750% 4/14/22 31,450 31,729

 

 

Inter-American Development Bank 3.000% 10/4/23 7,600 8,251
Inter-American Development Bank 3.000% 2/21/24 18,095 19,640
Inter-American Development Bank 2.125% 1/15/25 19,810 20,119
Inter-American Development Bank 7.000% 6/15/25 2,950 4,022
Inter-American Development Bank 3.875% 10/28/41 45 52
Inter-American Development Bank 3.200% 8/7/42 5,575 5,776
Inter-American Development Bank 4.375% 1/24/44 8,125 10,219
International Bank for Reconstruction &        
Development 0.875% 4/17/17 60,570 60,614
International Bank for Reconstruction &        
Development 9.250% 7/15/17 10 11
International Bank for Reconstruction &        
Development 1.125% 7/18/17 2,500 2,508
International Bank for Reconstruction &        
Development 1.000% 11/15/17 39,300 39,397
International Bank for Reconstruction &        
Development 1.375% 4/10/18 32,960 33,236
International Bank for Reconstruction &        
Development 1.000% 6/15/18 34,110 34,099
International Bank for Reconstruction &        
Development 1.000% 10/5/18 18,000 18,026
International Bank for Reconstruction &        
Development 1.875% 3/15/19 66,430 67,919
International Bank for Reconstruction &        
Development 1.250% 7/26/19 65,400 65,484
International Bank for Reconstruction &        
Development 1.875% 10/7/19 44,825 45,813
International Bank for Reconstruction &        
Development 1.375% 3/30/20 18,000 18,069
International Bank for Reconstruction &        
Development 2.125% 11/1/20 18,500 19,105
International Bank for Reconstruction &        
Development 1.625% 3/9/21 12,000 12,086
International Bank for Reconstruction &        
Development 2.250% 6/24/21 22,460 23,286
International Bank for Reconstruction &        
Development 1.625% 2/10/22 24,225 24,265
International Bank for Reconstruction &        
Development 1.875% 10/7/22 100 101
International Bank for Reconstruction &        
Development 7.625% 1/19/23 4,000 5,512
International Bank for Reconstruction &        
Development 2.500% 11/25/24 63,450 66,156
International Bank for Reconstruction &        
Development 2.125% 3/3/25 100 101
International Bank for Reconstruction &        
Development 2.500% 7/29/25 30,500 31,947
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,050 1,651
International Bank for Reconstruction &        
Development 4.750% 2/15/35 3,523 4,560
International Finance Corp. 1.125% 11/23/16 34,220 34,274
International Finance Corp. 1.000% 4/24/17 3,975 3,978
International Finance Corp. 2.125% 11/17/17 16,975 17,254
International Finance Corp. 0.625% 12/21/17 12,270 12,172
International Finance Corp. 0.875% 6/15/18 2,325 2,316
International Finance Corp. 1.250% 7/16/18 8,600 8,634

 

 

  International Finance Corp. 1.750% 9/4/18 29,050 29,495
  International Finance Corp. 1.750% 9/16/19 15,600 15,899
  International Finance Corp. 1.625% 7/16/20 30,500 30,975
  International Finance Corp. 2.125% 4/7/26 20,000 20,061
10 Japan Bank for International Cooperation 1.125% 7/19/17 39,500 39,434
10 Japan Bank for International Cooperation 1.750% 7/31/18 17,900 18,021
10 Japan Bank for International Cooperation 1.750% 11/13/18 19,000 19,101
10 Japan Bank for International Cooperation 3.375% 7/31/23 6,600 7,147
10 Japan Bank for International Cooperation 3.000% 5/29/24 25,500 26,985
10 Japan Bank for International Cooperation 2.125% 2/10/25 25,900 25,414
10 Japan Bank for International Cooperation 2.500% 5/28/25 1,750 1,774
10 Japan Bank for International Cooperation 2.750% 1/21/26 4,800 4,962
10 Japan Finance Organization for Municipalities 5.000% 5/16/17 4,050 4,216
10 Japan Finance Organization for Municipalities 4.000% 1/13/21 10,400 11,439
11 KFW 0.750% 3/17/17 37,400 37,391
11 KFW 0.875% 9/5/17 26,710 26,729
11 KFW 0.875% 12/15/17 44,000 43,993
11 KFW 1.000% 1/26/18 21,810 21,847
11 KFW 4.375% 3/15/18 19,230 20,498
11 KFW 1.000% 6/11/18 36,000 36,000
11 KFW 4.500% 7/16/18 14,415 15,553
11 KFW 1.125% 8/6/18 28,000 28,080
11 KFW 1.125% 11/16/18 29,500 29,564
11 KFW 1.875% 4/1/19 39,030 39,893
11 KFW 4.875% 6/17/19 38,975 43,457
11 KFW 1.750% 10/15/19 13,800 14,030
11 KFW 4.000% 1/27/20 39,145 42,994
11 KFW 1.500% 4/20/20 40,275 40,473
11 KFW 1.875% 6/30/20 53,350 54,378
11 KFW 2.750% 9/8/20 55,130 58,277
11 KFW 2.750% 10/1/20 46,289 48,948
11 KFW 1.625% 3/15/21 42,300 42,542
11 KFW 2.375% 8/25/21 12,375 12,891
11 KFW 2.000% 10/4/22 23,650 24,019
11 KFW 2.125% 1/17/23 39,630 40,564
11 KFW 2.500% 11/20/24 45,400 47,333
11 KFW 2.000% 5/2/25 14,750 14,761
11 KFW 0.000% 4/18/36 14,775 8,231
11 KFW 0.000% 6/29/37 6,950 3,731
  Korea Development Bank 4.000% 9/9/16 4,250 4,306
  Korea Development Bank 3.250% 9/20/16 11,100 11,218
  Korea Development Bank 3.875% 5/4/17 15,500 15,939
  Korea Development Bank 2.250% 8/7/17 850 860
  Korea Development Bank 3.500% 8/22/17 5,400 5,556
  Korea Development Bank 1.500% 1/22/18 11,000 10,995
  Korea Development Bank 3.000% 3/17/19 8,000 8,260
  Korea Development Bank 2.500% 3/11/20 2,500 2,555
  Korea Development Bank 2.500% 1/13/21 500 508
  Korea Development Bank 4.625% 11/16/21 5,975 6,755
  Korea Development Bank 3.000% 9/14/22 15,000 15,603
  Korea Development Bank 3.750% 1/22/24 24,400 26,206
  Landesbank Baden-Wuerttemberg 7.625% 2/1/23 1,000 1,275
11 Landwirtschaftliche Rentenbank 0.875% 9/12/17 11,825 11,839
11 Landwirtschaftliche Rentenbank 1.000% 4/4/18 7,525 7,529
11 Landwirtschaftliche Rentenbank 1.875% 9/17/18 12,540 12,782
11 Landwirtschaftliche Rentenbank 1.750% 4/15/19 3,425 3,485
11 Landwirtschaftliche Rentenbank 1.375% 10/23/19 13,665 13,691

 

 

11 Landwirtschaftliche Rentenbank 2.000% 1/13/25 45,060 45,201
11 Landwirtschaftliche Rentenbank 2.375% 6/10/25 22,575 23,127
  Nexen Energy ULC 6.200% 7/30/19 3,505 3,877
  Nexen Energy ULC 7.875% 3/15/32 9,765 12,721
  Nexen Energy ULC 5.875% 3/10/35 4,687 5,142
  Nexen Energy ULC 6.400% 5/15/37 9,880 11,372
  Nexen Energy ULC 7.500% 7/30/39 7,105 9,181
  Nordic Investment Bank 5.000% 2/1/17 5,700 5,899
  Nordic Investment Bank 1.000% 3/7/17 2,650 2,654
  Nordic Investment Bank 0.750% 1/17/18 18,350 18,322
  Nordic Investment Bank 1.125% 3/19/18 10,250 10,288
  Nordic Investment Bank 1.875% 6/14/19 20,900 21,393
  Nordic Investment Bank 1.500% 9/29/20 2,300 2,325
  North American Development Bank 2.300% 10/10/18 2,138 2,187
  North American Development Bank 4.375% 2/11/20 2,600 2,829
  North American Development Bank 2.400% 10/26/22 6,000 6,024
12 Oesterreichische Kontrollbank AG 5.000% 4/25/17 20,170 21,062
12 Oesterreichische Kontrollbank AG 0.750% 5/19/17 11,830 11,823
12 Oesterreichische Kontrollbank AG 1.125% 5/29/18 8,150 8,169
12 Oesterreichische Kontrollbank AG 1.375% 2/10/20 8,175 8,148
12 Oesterreichische Kontrollbank AG 1.500% 10/21/20 24,100 24,148
12 Oesterreichische Kontrollbank AG 1.875% 1/20/21 7,900 8,013
12 Oesterreichische Kontrollbank AG 2.375% 10/1/21 5,000 5,188
4 Oriental Republic of Uruguay 4.500% 8/14/24 13,531 14,508
4 Oriental Republic of Uruguay 4.375% 10/27/27 24,519 25,040
4 Oriental Republic of Uruguay 7.625% 3/21/36 4,845 6,171
4 Oriental Republic of Uruguay 4.125% 11/20/45 14,775 12,504
4 Oriental Republic of Uruguay 5.100% 6/18/50 27,490 25,429
  Petroleos Mexicanos 5.750% 3/1/18 52,215 54,928
  Petroleos Mexicanos 3.500% 7/18/18 12,720 12,869
7 Petroleos Mexicanos 5.500% 2/4/19 21,550 22,529
  Petroleos Mexicanos 8.000% 5/3/19 18,816 20,974
  Petroleos Mexicanos 6.000% 3/5/20 12,393 13,115
  Petroleos Mexicanos 3.500% 7/23/20 13,260 12,998
  Petroleos Mexicanos 5.500% 1/21/21 18,090 18,739
7 Petroleos Mexicanos 6.375% 2/4/21 30,649 32,700
  Petroleos Mexicanos 4.875% 1/24/22 19,000 18,735
  Petroleos Mexicanos 3.500% 1/30/23 18,475 16,759
  Petroleos Mexicanos 4.875% 1/18/24 17,258 16,933
4 Petroleos Mexicanos 2.290% 2/15/24 1,900 1,931
  Petroleos Mexicanos 2.378% 4/15/25 2,684 2,731
  Petroleos Mexicanos 4.500% 1/23/26 6,450 5,989
7 Petroleos Mexicanos 6.875% 8/4/26 25,155 27,230
  Petroleos Mexicanos 6.625% 6/15/35 22,811 22,003
  Petroleos Mexicanos 6.625% 6/15/38 6,975 6,711
  Petroleos Mexicanos 6.500% 6/2/41 19,030 17,928
  Petroleos Mexicanos 5.500% 6/27/44 52,626 43,791
  Petroleos Mexicanos 6.375% 1/23/45 21,600 20,032
  Petroleos Mexicanos 5.625% 1/23/46 37,150 30,943
  Province of British Columbia 1.200% 4/25/17 7,040 7,068
  Province of British Columbia 2.650% 9/22/21 16,660 17,559
  Province of British Columbia 2.000% 10/23/22 6,400 6,461
  Province of British Columbia 6.500% 1/15/26 266 356
  Province of Manitoba 4.900% 12/6/16 13,470 13,814
  Province of Manitoba 1.300% 4/3/17 3,635 3,651
  Province of Manitoba 1.125% 6/1/18 3,470 3,470
  Province of Manitoba 1.750% 5/30/19 4,000 4,050

 

 

Province of Manitoba 2.100% 9/6/22 6,375 6,415
Province of Manitoba 3.050% 5/14/24 24,750 26,352
Province of New Brunswick 2.750% 6/15/18 14,750 15,196
Province of Ontario 1.100% 10/25/17 17,865 17,897
Province of Ontario 3.150% 12/15/17 13,025 13,489
Province of Ontario 1.200% 2/14/18 2,000 2,004
Province of Ontario 3.000% 7/16/18 8,475 8,813
Province of Ontario 2.000% 9/27/18 11,090 11,292
Province of Ontario 1.625% 1/18/19 25,800 26,092
Province of Ontario 2.000% 1/30/19 5,795 5,894
Province of Ontario 1.650% 9/27/19 11,070 11,126
Province of Ontario 4.000% 10/7/19 21,240 23,024
Province of Ontario 4.400% 4/14/20 33,100 36,725
Province of Ontario 1.875% 5/21/20 23,770 24,039
Province of Ontario 2.500% 9/10/21 34,550 35,715
Province of Ontario 2.450% 6/29/22 9,975 10,264
Province of Ontario 3.200% 5/16/24 2,050 2,204
Quebec 4.625% 5/14/18 12,310 13,173
Quebec 3.500% 7/29/20 17,120 18,409
Quebec 2.750% 8/25/21 17,205 17,911
Quebec 2.625% 2/13/23 24,960 25,591
Quebec 7.500% 7/15/23 250 331
Quebec 7.125% 2/9/24 5,675 7,446
Quebec 2.875% 10/16/24 12,400 12,949
Quebec 7.500% 9/15/29 11,060 16,376
Republic of Chile 3.250% 9/14/21 200 212
Republic of Chile 2.250% 10/30/22 9,975 9,924
Republic of Chile 3.125% 3/27/25 500 523
Republic of Chile 3.125% 1/21/26 38,738 39,027
Republic of Chile 3.625% 10/30/42 9,700 9,244
Republic of Colombia 7.375% 3/18/19 9,050 10,227
Republic of Colombia 11.750% 2/25/20 3,350 4,360
Republic of Colombia 4.375% 7/12/21 17,361 18,055
4 Republic of Colombia 2.625% 3/15/23 31,835 29,594
Republic of Colombia 4.000% 2/26/24 17,685 17,597
Republic of Colombia 8.125% 5/21/24 6,440 8,060
4 Republic of Colombia 4.500% 1/28/26 18,350 18,579
Republic of Colombia 10.375% 1/28/33 500 715
Republic of Colombia 7.375% 9/18/37 19,672 23,164
Republic of Colombia 6.125% 1/18/41 26,475 27,771
4 Republic of Colombia 5.625% 2/26/44 16,800 16,716
4 Republic of Colombia 5.000% 6/15/45 25,175 23,381
Republic of Finland 6.950% 2/15/26 1,905 2,611
Republic of Italy 5.375% 6/12/17 9,150 9,555
Republic of Italy 6.875% 9/27/23 38,715 48,842
Republic of Italy 5.375% 6/15/33 16,695 19,571
Republic of Korea 5.125% 12/7/16 1,100 1,131
Republic of Korea 7.125% 4/16/19 19,588 22,723
Republic of Korea 3.875% 9/11/23 18,100 20,286
Republic of Korea 5.625% 11/3/25 425 540
Republic of Korea 4.125% 6/10/44 1,650 2,063
Republic of Panama 5.200% 1/30/20 16,125 17,778
4 Republic of Panama 4.000% 9/22/24 1,350 1,421
4 Republic of Panama 3.750% 3/16/25 15,750 16,262
Republic of Panama 7.125% 1/29/26 22,150 28,629
Republic of Panama 8.875% 9/30/27 650 930
4 Republic of Panama 3.875% 3/17/28 10,700 10,796

 

 

Republic of Panama 9.375% 4/1/29 6,645 9,901
4 Republic of Panama 6.700% 1/26/36 18,895 24,099
4 Republic of Panama 4.300% 4/29/53 5,000 4,725
Republic of Peru 7.125% 3/30/19 21,740 24,967
Republic of Peru 7.350% 7/21/25 14,650 19,364
Republic of Peru 4.125% 8/25/27 1,000 1,049
Republic of Peru 8.750% 11/21/33 21,687 32,095
4 Republic of Peru 6.550% 3/14/37 12,131 15,102
Republic of Peru 5.625% 11/18/50 28,945 32,576
Republic of Poland 6.375% 7/15/19 42,012 47,818
Republic of Poland 5.125% 4/21/21 24,025 26,884
Republic of Poland 5.000% 3/23/22 18,102 20,259
Republic of Poland 3.000% 3/17/23 16,050 16,118
Republic of Poland 4.000% 1/22/24 8,995 9,636
Republic of Poland 3.250% 4/6/26 23,500 23,324
Republic of South Africa 6.875% 5/27/19 3,675 4,048
Republic of South Africa 5.500% 3/9/20 14,350 15,193
Republic of South Africa 5.875% 5/30/22 1,425 1,544
Republic of South Africa 4.665% 1/17/24 10,255 10,371
Republic of South Africa 5.875% 9/16/25 27,150 29,588
Republic of South Africa 6.250% 3/8/41 2,100 2,310
Republic of South Africa 5.375% 7/24/44 11,900 11,900
Republic of the Philippines 8.375% 6/17/19 20,650 25,090
Republic of the Philippines 4.000% 1/15/21 13,075 14,366
Republic of the Philippines 9.500% 10/21/24 900 1,359
Republic of the Philippines 10.625% 3/16/25 17,325 28,391
Republic of the Philippines 5.500% 3/30/26 26,625 33,315
Republic of the Philippines 9.500% 2/2/30 6,250 10,563
Republic of the Philippines 7.750% 1/14/31 21,920 33,373
Republic of the Philippines 6.375% 1/15/32 9,500 13,110
Republic of the Philippines 6.375% 10/23/34 38,690 54,746
Republic of the Philippines 5.000% 1/13/37 975 1,224
Republic of the Philippines 3.950% 1/20/40 6,950 7,558
Republic of the Philippines 3.700% 3/1/41 15,900 16,655
Republic of Turkey 7.500% 7/14/17 11,175 11,933
Republic of Turkey 6.750% 4/3/18 35,225 37,910
Republic of Turkey 7.000% 3/11/19 23,850 26,370
Republic of Turkey 7.000% 6/5/20 19,875 22,508
Republic of Turkey 5.625% 3/30/21 29,687 32,037
Republic of Turkey 5.125% 3/25/22 13,085 13,772
Republic of Turkey 6.250% 9/26/22 24,000 26,695
Republic of Turkey 3.250% 3/23/23 13,200 12,425
Republic of Turkey 5.750% 3/22/24 35,710 38,747
Republic of Turkey 7.375% 2/5/25 29,275 35,124
Republic of Turkey 4.250% 4/14/26 20,750 20,128
Republic of Turkey 4.875% 10/9/26 16,700 16,846
Republic of Turkey 11.875% 1/15/30 5,300 9,019
Republic of Turkey 8.000% 2/14/34 2,450 3,202
Republic of Turkey 6.875% 3/17/36 23,400 27,608
Republic of Turkey 6.750% 5/30/40 25,550 30,005
Republic of Turkey 6.000% 1/14/41 29,082 31,391
Republic of Turkey 4.875% 4/16/43 47,700 44,420
Republic of Turkey 6.625% 2/17/45 350 418
State of Israel 5.125% 3/26/19 15,595 17,203
State of Israel 4.000% 6/30/22 16,600 18,235
State of Israel 3.150% 6/30/23 10,000 10,472
State of Israel 2.875% 3/16/26 25,000 25,095

 

 

State of Israel 4.500% 1/30/43 14,750 15,701
Statoil ASA 3.125% 8/17/17 11,097 11,338
Statoil ASA 1.250% 11/9/17 8,135 8,121
Statoil ASA 1.200% 1/17/18 2,050 2,035
Statoil ASA 1.950% 11/8/18 5,733 5,766
Statoil ASA 5.250% 4/15/19 25,144 27,525
Statoil ASA 2.250% 11/8/19 15,050 15,293
Statoil ASA 2.900% 11/8/20 4,475 4,598
Statoil ASA 2.750% 11/10/21 16,000 16,187
Statoil ASA 3.150% 1/23/22 11,340 11,646
Statoil ASA 2.450% 1/17/23 9,050 8,784
Statoil ASA 7.750% 6/15/23 25 32
Statoil ASA 2.650% 1/15/24 18,041 17,555
Statoil ASA 3.700% 3/1/24 10,462 10,898
Statoil ASA 3.250% 11/10/24 8,060 8,180
Statoil ASA 7.250% 9/23/27 5,375 6,980
7 Statoil ASA 6.500% 12/1/28 975 1,244
Statoil ASA 7.150% 1/15/29 2,950 3,709
Statoil ASA 5.100% 8/17/40 7,860 8,601
Statoil ASA 4.250% 11/23/41 8,395 8,239
Statoil ASA 3.950% 5/15/43 6,280 6,026
Statoil ASA 4.800% 11/8/43 7,700 8,278
Svensk Exportkredit AB 1.750% 5/30/17 8,970 9,059
Svensk Exportkredit AB 1.875% 6/17/19 12,000 12,223
Svensk Exportkredit AB 1.875% 6/23/20 10,700 10,857
Svensk Exportkredit AB 1.750% 3/10/21 12,350 12,371
United Mexican States 5.950% 3/19/19 10,430 11,641
United Mexican States 5.125% 1/15/20 22,560 24,849
United Mexican States 3.500% 1/21/21 10,675 11,015
United Mexican States 3.625% 3/15/22 35,150 36,271
United Mexican States 4.000% 10/2/23 67,714 70,605
United Mexican States 3.600% 1/30/25 2,537 2,581
United Mexican States 4.125% 1/21/26 100 105
United Mexican States 7.500% 4/8/33 16,775 22,982
United Mexican States 6.750% 9/27/34 30,641 39,450
United Mexican States 6.050% 1/11/40 29,041 34,051
United Mexican States 4.750% 3/8/44 69,121 68,948
United Mexican States 5.550% 1/21/45 28,100 31,034
United Mexican States 4.600% 1/23/46 10,739 10,531
United Mexican States 5.750% 10/12/10 19,064 19,396
Total Sovereign Bonds (Cost $7,569,208)       7,723,309
Taxable Municipal Bonds (1.0%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 2,250 3,173
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 50 62
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 2,300 3,317
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 1,000 1,215
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 8,600 10,452
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 2,175 2,650
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 1,550 2,183

 

 

American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 7,725 11,823
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 2,375 3,040
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 4,075 5,611
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 16,535 23,420
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 1,000 1,470
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 7,930 11,639
California GO 5.750% 3/1/17 10,750 11,228
California GO 6.200% 3/1/19 1,400 1,589
California GO 6.200% 10/1/19 11,600 13,463
California GO 5.700% 11/1/21 24,250 29,035
California GO 7.500% 4/1/34 37,850 55,105
California GO 7.950% 3/1/36 550 667
California GO 7.550% 4/1/39 11,030 16,847
California GO 7.300% 10/1/39 6,010 8,793
California GO 7.350% 11/1/39 22,025 32,382
California GO 7.625% 3/1/40 14,900 22,785
California GO 7.600% 11/1/40 11,200 17,348
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 1,510 1,942
Chicago IL GO 7.375% 1/1/33 1,800 1,838
Chicago IL GO 7.781% 1/1/35 2,010 2,121
Chicago IL GO 6.314% 1/1/44 3,800 3,428
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 10,100 12,262
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 1,450 1,647
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,745 2,301
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 2,850 3,197
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 7,135 8,531
Chicago IL Wastewater Transmission Revenue 6.900% 1/1/40 4,200 4,960
Chicago IL Water Revenue 6.742% 11/1/40 5,750 6,735
Clark County NV Airport System Revenue 6.881% 7/1/42 475 535
Clark County NV Airport System Revenue 6.820% 7/1/45 3,745 5,555
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 2,000 2,604
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 6,375 7,746
Connecticut GO 5.090% 10/1/30 8,770 10,184
Connecticut GO 5.850% 3/15/32 6,610 8,126
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 3,300 3,977
Cook County IL GO 6.229% 11/15/34 5,550 6,160
Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 3,000 3,890
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 3,000 4,079
Dallas County TX Hospital District Revenue 5.621% 8/15/44 2,100 2,660
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 6,850 8,311
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,050 1,451

 

 

  Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 4,000 5,009
  Dallas TX Convention Center Hotel        
  Development Corp. Hotel Revenue 7.088% 1/1/42 8,090 10,962
  Dallas TX Independent School District GO 6.450% 2/15/35 3,750 4,424
  Dartmouth College New Hampshire GO 4.750% 6/1/19 1,190 1,316
  Denver CO City & County School District No. 1        
  COP 4.242% 12/15/37 215 229
  Denver CO City & County School District No. 1        
  COP 7.017% 12/15/37 2,100 2,909
  Denver CO City & County School District No. 1        
  GO 5.664% 12/1/33 1,325 1,707
  District of Columbia Income Tax Revenue 5.591% 12/1/34 1,175 1,486
  District of Columbia Income Tax Revenue 5.582% 12/1/35 1,600 2,048
  District of Columbia Water & Sewer Authority        
  Public Utility Revenue 5.522% 10/1/44 700 873
  District of Columbia Water & Sewer Authority        
  Public Utility Revenue 4.814% 10/1/14 11,700 12,669
  East Baton Rouge LA Sewer Commission        
  Revenue 6.087% 2/1/45 2,300 2,573
  East Bay CA Municipal Utility District Water        
  System Revenue 5.874% 6/1/40 5,620 7,393
  Emory University Georgia GO 5.625% 9/1/19 7,000 7,995
  Energy Northwest Washington Electric        
  Revenue (Columbia Generating Station) 2.197% 7/1/19 4,000 4,105
  Energy Northwest Washington Electric        
  Revenue (Columbia Generating Station) 2.814% 7/1/24 2,000 2,065
  Florida Hurricane Catastrophe Fund Finance        
  Corp. Revenue 2.107% 7/1/18 7,800 7,877
  Florida Hurricane Catastrophe Fund Finance        
  Corp. Revenue 2.995% 7/1/20 14,565 15,056
  George Washington University District of        
  Columbia GO 3.485% 9/15/22 7,450 7,811
  George Washington University District of        
  Columbia GO 4.300% 9/15/44 5,750 5,911
  Georgia GO 4.503% 11/1/25 7,220 8,246
  Georgia Municipal Electric Power Authority        
  Revenue 6.637% 4/1/57 12,500 15,472
  Georgia Municipal Electric Power Authority        
  Revenue 6.655% 4/1/57 5,980 7,162
  Georgia Municipal Electric Power Authority        
  Revenue 7.055% 4/1/57 3,650 4,287
  Houston TX GO 6.290% 3/1/32 5,475 6,821
  Houston TX Utility System Revenue 3.828% 5/15/28 3,050 3,321
  Illinois GO 5.365% 3/1/17 15,925 16,416
  Illinois GO 5.665% 3/1/18 130 137
  Illinois GO 4.350% 6/1/18 15 15
  Illinois GO 5.877% 3/1/19 8,695 9,353
  Illinois GO 4.950% 6/1/23 14,875 15,562
  Illinois GO 5.100% 6/1/33 52,224 48,930
  Illinois GO 6.630% 2/1/35 8,155 8,572
  Illinois GO 6.725% 4/1/35 5,975 6,334
  Illinois GO 7.350% 7/1/35 7,900 8,619
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34 5,230 6,827
  Illinois Toll Highway Authority Revenue 5.851% 12/1/34 1,650 2,074
  Indianapolis IN Local Public Improvement        
  Revenue 6.116% 1/15/40 9,700 12,838
13 Industry CA Sales Tax Revenue 5.125% 1/1/51 2,400 2,521

 

 

  JobsOhio Beverage System Statewide Liquor        
  Profits Revenue 3.985% 1/1/29 6,600 7,249
  JobsOhio Beverage System Statewide Liquor        
  Profits Revenue 4.532% 1/1/35 4,175 4,662
  Kansas Department of Transportation Highway        
  Revenue 4.596% 9/1/35 2,000 2,288
  Kansas Development Finance Authority        
  Revenue 4.727% 4/15/37 5,700 6,012
  Kansas Development Finance Authority        
  Revenue 4.927% 4/15/45 400 425
13 Kansas Development Finance Authority        
  Revenue (Public Employees Retirement        
  System) 5.501% 5/1/34 4,300 5,098
  Kentucky Asset/Liability Commission General        
  Fund Revenue 3.165% 4/1/18 370 375
  Los Angeles CA Community College District        
  GO 6.600% 8/1/42 5,400 7,724
  Los Angeles CA Community College District        
  GO 6.750% 8/1/49 3,500 5,235
  Los Angeles CA Department of Airports        
  International Airport Revenue 6.582% 5/15/39 20 26
  Los Angeles CA Department of Water & Power        
  Revenue 5.716% 7/1/39 3,540 4,499
  Los Angeles CA Department of Water & Power        
  Revenue 6.008% 7/1/39 6,350 7,999
  Los Angeles CA Department of Water & Power        
  Revenue 6.166% 7/1/40 1,550 1,768
  Los Angeles CA Department of Water & Power        
  Revenue 6.574% 7/1/45 2,700 3,839
  Los Angeles CA Department of Water & Power        
  Revenue 6.603% 7/1/50 5,150 7,420
  Los Angeles CA Unified School District GO 5.750% 7/1/34 9,225 11,643
  Los Angeles CA Unified School District GO 6.758% 7/1/34 7,210 9,959
  Los Angeles County CA Metropolitan        
  Transportation Authority Sales Tax Revenue 5.735% 6/1/39 8,875 11,428
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.488% 8/1/33 4,300 5,923
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 2,250 3,341
  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 2,330 3,029
  Massachusetts GO 4.200% 12/1/21 5,020 5,552
  Massachusetts GO 4.500% 8/1/31 500 563
  Massachusetts GO 5.456% 12/1/39 4,650 5,848
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 3,100 3,921
  Massachusetts Transportation Fund Revenue 5.731% 6/1/40 1,000 1,301
  Massachusetts Water Pollution Abatement        
  Trust Revenue 5.192% 8/1/40 2,825 3,420
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 2,360 3,144
  Metropolitan Government of Nashville &        
  Davidson County TN GO 5.707% 7/1/34 2,625 3,262

 

 

  Metropolitan Government of Nashville &        
  Davidson County TN Health & Educational        
  Facilities Board Revenue (Vanderbilt        
  University Medical Center) 4.053% 7/1/26 825 862
  Metropolitan Washington DC/VA Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 1,475 2,072
  Metropolitan Water District of Southern        
  California Revenue 6.947% 7/1/40 1,670 1,967
  Mississippi GO 5.245% 11/1/34 1,375 1,657
  Missouri Highways & Transportation        
  Commission Road Revenue 5.445% 5/1/33 1,650 2,045
13 New Jersey Economic Development Authority        
  Revenue 0.000% 2/15/20 225 199
14 New Jersey Economic Development Authority        
  Revenue (State Pension Funding) 7.425% 2/15/29 16,650 20,171
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 5.754% 12/15/28 12,075 12,606
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.104% 12/15/28 14,355 14,950
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.561% 12/15/40 8,885 9,891
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 14,300 21,410
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41 8,450 12,267
  New York City NY GO 6.646% 12/1/31 20 24
  New York City NY GO 6.246% 6/1/35 2,150 2,463
  New York City NY GO 5.968% 3/1/36 3,200 4,119
  New York City NY GO 5.985% 12/1/36 1,650 2,104
  New York City NY GO 5.517% 10/1/37 7,150 8,862
  New York City NY GO 6.271% 12/1/37 2,200 2,954
  New York City NY GO 5.846% 6/1/40 2,100 2,754
  New York City NY Housing Development Corp.        
  Multi-Family Mortgage Revenue (8 Spruce        
  Street) 3.709% 2/15/48 150 157
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.750% 6/15/41 1,435 1,900
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.724% 6/15/42 470 622
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.952% 6/15/42 2,900 3,940
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 6.011% 6/15/42 1,050 1,437
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.440% 6/15/43 4,400 5,615
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.882% 6/15/44 21,450 29,216
  New York City NY Transitional Finance        
  Authority Building Aid Revenue 6.828% 7/15/40 6,300 8,677
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.267% 5/1/27 75 89
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.767% 8/1/36 2,125 2,680
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.508% 8/1/37 8,650 10,867
  New York Metropolitan Transportation Authority        
  Revenue (Dedicated Tax Fund) 7.336% 11/15/39 19,905 30,441
  New York Metropolitan Transportation Authority        
  Revenue (Dedicated Tax Fund) 6.089% 11/15/40 975 1,297

 

 

  New York Metropolitan Transportation Authority        
  Revenue (Transit Revenue) 6.548% 11/15/31 700 926
  New York Metropolitan Transportation Authority        
  Revenue (Transit Revenue) 5.871% 11/15/39 2,200 2,737
  New York Metropolitan Transportation Authority        
  Revenue (Transit Revenue) 6.648% 11/15/39 4,170 5,651
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.500% 3/15/30 6,900 8,491
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.289% 3/15/33 3,150 3,785
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.628% 3/15/39 2,215 2,809
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.389% 3/15/40 1,425 1,792
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.770% 3/15/39 5,875 7,416
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.838% 3/15/40 1,600 2,034
  New York University Hospitals Center GO 4.428% 7/1/42 3,500 3,569
  New York University Hospitals Center Revenue 5.750% 7/1/43 5,125 6,234
  North Texas Tollway Authority System        
  Revenue 6.718% 1/1/49 11,070 16,045
  Ohio State University General Receipts        
  Revenue 4.910% 6/1/40 5,010 5,931
  Ohio State University General Receipts        
  Revenue 4.800% 6/1/11 3,275 3,529
  Ohio State University General Receipts        
  Revenue 5.590% 12/1/14 5,450 6,124
  Ohio Water Development Authority Water        
  Pollution Control Loan Fund Revenue 4.879% 12/1/34 2,550 3,002
  Orange County CA Local Transportation        
  Authority Sales Tax Revenue 6.908% 2/15/41 2,090 2,935
  Oregon Department of Transportation Highway        
  User Tax Revenue 5.834% 11/15/34 2,425 3,200
  Oregon GO 5.762% 6/1/23 1,950 2,286
  Oregon GO 5.892% 6/1/27 2,730 3,385
15 Oregon School Boards Association GO 4.759% 6/30/28 9,955 11,303
13 Oregon School Boards Association GO 5.528% 6/30/28 1,200 1,433
14 Oregon School Boards Association GO 5.680% 6/30/28 1,475 1,802
  Pennsylvania GO 4.650% 2/15/26 2,875 3,145
  Pennsylvania GO 5.350% 5/1/30 7,400 8,174
  Pennsylvania Public School Building Authority        
  Lease Revenue (School District of        
  Philadelphia) 5.000% 9/15/27 2,617 2,783
  Pennsylvania Turnpike Commission Revenue 6.105% 12/1/39 400 528
  Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 2,150 2,686
  Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 1,475 1,887
  Philadelphia PA Industrial Development        
  Authority City Service Agreement Revenue 3.964% 4/15/26 2,285 2,356
  Phoenix AZ GO 5.269% 7/1/34 5 6
  Port Authority of New York & New Jersey        
  Revenue 6.040% 12/1/29 2,550 3,207
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 11,575 14,404
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 6,955 8,655

 

 

Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 6,300 7,341
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 4,625 4,996
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 4,200 4,812
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 21,400 22,355
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 7,450 9,153
Princeton University New Jersey GO 4.950% 3/1/19 65 72
Princeton University New Jersey GO 5.700% 3/1/39 3,732 5,104
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 3,500 4,824
Rutgers State University New Jersey Revenue 5.665% 5/1/40 3,225 3,970
Sacramento CA Public Financing Authority        
Lease Revenue 5.637% 4/1/50 7,095 7,939
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 1,900 2,290
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 4,335 5,793
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 2,725 3,566
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 6,750 8,953
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 5,300 5,922
San Diego County CA Regional Airport        
Authority Revenue 5.594% 7/1/43 3,350 3,676
San Diego County CA Regional Transportation        
Commission Sales Tax Revenue 5.911% 4/1/48 2,225 3,004
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 14,020 18,956
San Francisco CA City & County Public Utilities        
Commission Water Revenue 6.000% 11/1/40 4,950 6,311
San Francisco CA City & County Public Utilities        
Commission Water Revenue 6.950% 11/1/50 5,000 7,251
Santa Clara Valley CA Transportation Authority        
Sales Tax Revenue 5.876% 4/1/32 8,800 11,031
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 2,935 3,591
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 8,500 11,324
Stanford University California GO 4.750% 5/1/19 30 33
Stanford University California GO 3.460% 5/1/47 2,300 2,321
Texas GO 5.517% 4/1/39 4,815 6,346
Texas Transportation Commission Revenue 5.028% 4/1/26 2,100 2,485
Texas Transportation Commission Revenue 5.178% 4/1/30 5,035 6,185
Texas Transportation Commission Revenue 4.631% 4/1/33 7,950 9,107
Texas Transportation Commission Revenue 4.681% 4/1/40 2,850 3,368
Tufts University Massachusetts GO 5.017% 4/15/12 8,425 9,501
University of California Regents Medical Center        
Revenue 6.548% 5/15/48 4,250 5,774
University of California Regents Medical Center        
Revenue 6.583% 5/15/49 2,575 3,503
University of California Revenue 1.796% 7/1/19 13,165 13,452
University of California Revenue 6.270% 5/15/31 500 562

 

 

  University of California Revenue 5.770% 5/15/43 1,220 1,567
  University of California Revenue 4.765% 5/15/44 5,350 5,579
  University of California Revenue 5.946% 5/15/45 13,100 16,875
  University of California Revenue 4.858% 5/15/12 18,000 18,519
  University of California Revenue 4.767% 5/15/15 8,000 8,130
  University of Massachusetts Building Authority        
  Revenue 5.450% 11/1/40 1,700 2,106
  University of North Carolina at Chapel Hill        
  Revenue 3.847% 12/1/34 4,050 4,353
  University of Southern California GO 5.250% 10/1/11 3,900 4,735
  University of Texas System Revenue Financing        
  System Revenue 5.262% 7/1/39 1,650 2,085
  University of Texas System Revenue Financing        
  System Revenue 6.276% 8/15/41 1,535 1,749
  University of Texas System Revenue Financing        
  System Revenue 5.134% 8/15/42 100 125
  University of Texas System Revenue Financing        
  System Revenue 4.794% 8/15/46 1,310 1,585
  University of Virginia Revenue 6.200% 9/1/39 3,350 4,815
  Utah GO 4.554% 7/1/24 2,525 2,921
  Utah GO 3.539% 7/1/25 8,710 9,598
  Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 3,330 4,432
  Washington Convention Center Public Facilities        
  District Revenue 6.790% 7/1/40 400 514
  Washington GO 5.090% 8/1/33 9,025 10,881
  Washington GO 5.481% 8/1/39 870 1,102
  Washington GO 5.140% 8/1/40 6,035 7,470
13 Wisconsin GO 5.700% 5/1/26 2,800 3,348
Total Taxable Municipal Bonds (Cost $1,340,407)       1,540,340
        Shares  
Temporary Cash Investment (2.5%)        
Money Market Fund (2.5%)        
16 Vanguard Market Liquidity Fund (Cost        
  $3,906,094) 0.495%   3,906,094,188 3,906,094
Total Investments (101.9%) (Cost $156,128,602)       160,957,282
Other Assets and Liabilities-Net (-1.9%)       (2,991,990)
Net Assets (100%)       157,965,292

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2016.
6 Adjustable-rate security.
7 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2016, the aggregate value of these securities was $1,263,702,000, representing 0.8% of net assets.
8 Guaranteed by the Government of Canada.
9 Guaranteed by Province of Quebec.
10 Guaranteed by the Government of Japan.
11 Guaranteed by the Federal Republic of Germany.

 

12 Guaranteed by the Republic of Austria.
13 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
14 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
15 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
16 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
COP—Certificate of Participation.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.

At March 31, 2016, counterparties had deposited in segregated accounts securities and cash with a value of $2,788,000 in connection with TBA transactions.

C. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund has also entered into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security

 

Total Bond Market Index Fund

pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold (Other Assets) or Payables for Investment Securities Purchased (Liabilities).

D. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2016, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 100,138,475 2
Asset-Backed/Commercial Mortgage-Backed Securities — 4,416,571 6,824
Corporate Bonds — 43,208,696 16,971
Sovereign Bonds — 7,699,985 23,324
Taxable Municipal Bonds — 1,540,340 —
Temporary Cash Investments 3,906,094 — —
Total 3,906,094 157,004,067 47,121

 

E. At March 31, 2016, the cost of investment securities for tax purposes was $156,128,602,000. Net unrealized appreciation of investment securities for tax purposes was $4,828,680,000, consisting of unrealized gains of $5,290,585,000 on securities that had risen in value since their purchase and $461,905,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Inflation-Protected Securities Fund

Schedule of Investments        
As of March 31, 2016        
 
      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (99.8%)        
U.S. Government Securities (99.8%)        
1 United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/17 718,193 757,793
United States Treasury Inflation Indexed        
Bonds 2.625% 7/15/17 170,040 204,611
United States Treasury Inflation Indexed        
Bonds 1.625% 1/15/18 302,915 358,136
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/18 1,122,521 1,170,962
United States Treasury Inflation Indexed        
Bonds 1.375% 7/15/18 278,795 323,098
United States Treasury Inflation Indexed        
Bonds 2.125% 1/15/19 282,097 336,046
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/19 1,136,480 1,174,030
United States Treasury Inflation Indexed        
Bonds 1.875% 7/15/19 318,876 384,667
United States Treasury Inflation Indexed        
Bonds 1.375% 1/15/20 397,584 466,350
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/20 1,170,000 1,208,818
United States Treasury Inflation Indexed        
Bonds 1.250% 7/15/20 844,410 986,409
United States Treasury Inflation Indexed        
Bonds 1.125% 1/15/21 764,199 884,808
United States Treasury Inflation Indexed        
Bonds 0.625% 7/15/21 777,801 858,481
United States Treasury Inflation Indexed        
Bonds 0.125% 1/15/22 865,171 919,628
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/22 903,719 947,770
United States Treasury Inflation Indexed        
Bonds 0.125% 1/15/23 911,030 943,263
United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/23 910,936 955,626
United States Treasury Inflation Indexed        
Bonds 0.625% 1/15/24 910,956 963,694
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/24 911,471 912,995
United States Treasury Inflation Indexed        
Bonds 0.250% 1/15/25 909,000 917,047
United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/25 474,151 709,920
United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/25 1,278,495 1,305,214
United States Treasury Inflation Indexed        
Bonds 0.625% 1/15/26 572,280 596,549
United States Treasury Inflation Indexed        
Bonds 2.000% 1/15/26 366,627 512,646

 

 

United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/27 301,247 432,317
United States Treasury Inflation Indexed        
Bonds 1.750% 1/15/28 312,466 409,623
United States Treasury Inflation Indexed        
Bonds 3.625% 4/15/28 202,675 409,042
United States Treasury Inflation Indexed        
Bonds 2.500% 1/15/29 308,770 428,192
United States Treasury Inflation Indexed        
Bonds 3.875% 4/15/29 247,542 510,927
United States Treasury Inflation Indexed        
Bonds 3.375% 4/15/32 101,629 196,478
United States Treasury Inflation Indexed        
Bonds 2.125% 2/15/40 171,456 240,267
United States Treasury Inflation Indexed        
Bonds 2.125% 2/15/41 221,358 308,551
United States Treasury Inflation Indexed        
Bonds 0.750% 2/15/42 395,145 402,456
United States Treasury Inflation Indexed        
Bonds 0.625% 2/15/43 297,255 287,885
United States Treasury Inflation Indexed        
Bonds 1.375% 2/15/44 451,035 513,877
United States Treasury Inflation Indexed        
Bonds 0.750% 2/15/45 505,500 492,604
United States Treasury Inflation Indexed        
Bonds 1.000% 2/15/46 154,300 160,959
Total U.S. Government and Agency Obligations (Cost $22,287,952)     23,591,739

 

 

    Shares  
Temporary Cash Investment (0.1%)      
Money Market Fund (0.1%)      
2 Vanguard Market Liquidity Fund (Cost      
$24,732) 0.495% 24,732,389 24,732
 
Total Investments (99.9%) (Cost $22,312,684)     23,616,471
 
  Expiration Date Contracts  
Liability for Options Written (0.0%)      
 
Call Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $130.00 4/22/16 369 (288)
Call Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $129.50 4/22/16 183 (203)
Call Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $130.50 4/22/16 369 (190)
Call Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $130.50 5/20/16 312 (268)
Call Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $131.00 5/20/16 313 (201)
Call Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $131.50 5/20/16 310 (150)
Call Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $132.00 5/20/16 311 (112)
Put Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $128.50 4/22/16 369 (29)
Put Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $128.00 4/22/16 369 (17)
Put Options on 10-year U.S. Treasury Note      
Futures Contracts, Strike Price $127.50 4/22/16 183 (6)
Total Liability for Options Written (Premiums Received $1,343)   (1,464)
Other Assets and Liabilities-Net (0.1%)     35,074
Net Assets (100%)     23,650,081
1 Securities with a value of $5,260,000 have been segregated as initial margin for open futures contracts.
2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

 

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

 

Inflation-Protected Securities Fund

B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2016, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 23,591,739 —
Temporary Cash Investments 24,732 — —
Liability for Options Written (1,464) — —
Futures Contracts—Assets1 854 — —
Futures Contracts—Liabilities1 (1,670) — —
Total 22,452 23,591,739 —
1 Represents variation margin on the last day of the reporting period.      

 

C. Futures and Options: The fund uses futures contracts and options on futures contracts to invest in fixed income asset classes with greater efficiency and lower cost than is possible through direct investment, to add value when these instruments are attractively priced, or to adjust sensitivity to changes in interest rates. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of bonds held by the fund and the prices of futures contracts, and the possibility of an illiquid market. The primary risk associated with purchasing options is that interest rates move such that the option is out-of-the-money, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with writing options is that interest rates move such that the option is in-the-money, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving futures and exchange-traded options is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures and options on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund's performance and requires daily settlement of variation margin representing changes in the market value of each contract.

Futures contracts are valued at their quoted daily settlement prices. The aggregate settlement values of the contracts are not recorded in the Schedule of Investments. Fluctuations in the value of the contracts are recorded as an asset (liability).

Options on futures contracts are also valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. Fluctuations in the value of the options are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

 

Inflation-Protected Securities Fund

At March 31, 2016, the aggregate settlement value of open futures contracts and the related unrealized appreciation (depreciation) were:

        ($000)
      Aggregate  
    Number of Settlement Unrealized
    Long (Short) Value Long Appreciation
Futures Contracts Expiration Contracts (Short)  (Depreciation)
2-Year U.S. Treasury Note June 2016 5,400 1,181,250 2,074
Ultra 10-Year U.S. Treasury Note June 2016 (2,879) (405,219) (3,628)
5-Year U.S. Treasury Note June 2016 750 90,873 752
10-Year U.S. Treasury Note June 2016 (170) (22,166) (54)
        (856)

 

Unrealized appreciation (depreciation) on open futures contracts is required to be treated as realized gain (loss) for tax purposes.

D. At March 31, 2016, the cost of investment securities for tax purposes was $22,314,798,000. Net unrealized appreciation of investment securities for tax purposes was $1,301,673,000, consisting of unrealized gains of $1,375,092,000 on securities that had risen in value since their purchase and $73,419,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Short-Term Bond Index Fund

Schedule of Investments
As of March 31, 2016

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (64.9%)        
U.S. Government Securities (59.5%)        
United States Treasury Note/Bond 1.500% 6/30/16 27,546 27,628
United States Treasury Note/Bond 0.875% 12/31/16 106,059 106,291
United States Treasury Note/Bond 3.000% 2/28/17 70,485 71,983
United States Treasury Note/Bond 0.750% 3/15/17 150,668 150,832
United States Treasury Note/Bond 1.000% 3/31/17 310,915 312,031
United States Treasury Note/Bond 3.250% 3/31/17 1,830 1,877
United States Treasury Note/Bond 0.875% 4/15/17 425,200 426,195
United States Treasury Note/Bond 0.875% 4/30/17 347,339 348,152
United States Treasury Note/Bond 0.875% 5/15/17 67,475 67,633
United States Treasury Note/Bond 4.500% 5/15/17 68,310 71,213
United States Treasury Note/Bond 0.625% 5/31/17 298,795 298,610
United States Treasury Note/Bond 2.750% 5/31/17 4,644 4,755
United States Treasury Note/Bond 0.875% 6/15/17 295,100 295,838
United States Treasury Note/Bond 0.625% 6/30/17 52,553 52,520
United States Treasury Note/Bond 0.750% 6/30/17 308,210 308,500
United States Treasury Note/Bond 0.875% 7/15/17 122,125 122,411
United States Treasury Note/Bond 0.500% 7/31/17 314,520 313,733
United States Treasury Note/Bond 0.625% 7/31/17 74,853 74,783
United States Treasury Note/Bond 2.375% 7/31/17 86,596 88,518
United States Treasury Note/Bond 0.875% 8/15/17 298,815 299,514
United States Treasury Note/Bond 4.750% 8/15/17 68,295 72,040
United States Treasury Note/Bond 0.625% 8/31/17 314,972 314,629
United States Treasury Note/Bond 1.875% 8/31/17 67,155 68,267
United States Treasury Note/Bond 1.000% 9/15/17 321,935 323,294
United States Treasury Note/Bond 0.625% 9/30/17 565,125 564,419
United States Treasury Note/Bond 1.875% 9/30/17 69,825 71,025
United States Treasury Note/Bond 0.875% 10/15/17 306,475 307,192
United States Treasury Note/Bond 0.750% 10/31/17 64,454 64,484
United States Treasury Note/Bond 1.875% 10/31/17 249,746 254,234
United States Treasury Note/Bond 0.875% 11/15/17 252,417 253,048
United States Treasury Note/Bond 0.625% 11/30/17 279,970 279,533
United States Treasury Note/Bond 0.875% 11/30/17 227,328 227,896
United States Treasury Note/Bond 2.250% 11/30/17 12,620 12,936
United States Treasury Note/Bond 1.000% 12/15/17 172,111 172,891
United States Treasury Note/Bond 0.750% 12/31/17 189,250 189,309
United States Treasury Note/Bond 1.000% 12/31/17 8,839 8,882
United States Treasury Note/Bond 2.750% 12/31/17 140,990 145,881
United States Treasury Note/Bond 0.875% 1/15/18 36,850 36,942
United States Treasury Note/Bond 0.750% 1/31/18 80,000 80,038
United States Treasury Note/Bond 0.875% 1/31/18 179,320 179,797
United States Treasury Note/Bond 2.625% 1/31/18 86,529 89,490
United States Treasury Note/Bond 1.000% 2/15/18 98,380 98,856
United States Treasury Note/Bond 3.500% 2/15/18 80,105 84,235
United States Treasury Note/Bond 0.750% 2/28/18 240,425 240,538
United States Treasury Note/Bond 2.750% 2/28/18 56,165 58,315
United States Treasury Note/Bond 1.000% 3/15/18 362,819 364,633
United States Treasury Note/Bond 0.750% 3/31/18 160,380 160,406
United States Treasury Note/Bond 2.875% 3/31/18 68,794 71,675
United States Treasury Note/Bond 0.750% 4/15/18 189,530 189,471

 

 

United States Treasury Note/Bond 0.625% 4/30/18 192,675 192,134
United States Treasury Note/Bond 1.000% 5/15/18 254,995 256,229
United States Treasury Note/Bond 9.125% 5/15/18 900 1,059
United States Treasury Note/Bond 1.000% 5/31/18 479,115 481,434
United States Treasury Note/Bond 2.375% 5/31/18 38,470 39,798
United States Treasury Note/Bond 1.125% 6/15/18 145,724 146,862
United States Treasury Note/Bond 1.375% 6/30/18 270,390 274,024
United States Treasury Note/Bond 2.375% 6/30/18 38,867 40,258
United States Treasury Note/Bond 0.875% 7/15/18 319,460 320,061
United States Treasury Note/Bond 1.375% 7/31/18 242,360 245,617
United States Treasury Note/Bond 1.000% 8/15/18 552,769 555,444
United States Treasury Note/Bond 1.500% 8/31/18 308,780 314,039
United States Treasury Note/Bond 1.000% 9/15/18 312,335 313,897
United States Treasury Note/Bond 1.375% 9/30/18 376,790 382,208
United States Treasury Note/Bond 0.875% 10/15/18 249,430 249,899
United States Treasury Note/Bond 1.250% 10/31/18 185,900 187,934
United States Treasury Note/Bond 1.250% 11/15/18 23,436 23,696
United States Treasury Note/Bond 3.750% 11/15/18 5,932 6,388
United States Treasury Note/Bond 1.250% 11/30/18 743,004 751,362
United States Treasury Note/Bond 1.375% 11/30/18 13,360 13,556
United States Treasury Note/Bond 1.250% 12/15/18 43,036 43,534
United States Treasury Note/Bond 1.500% 12/31/18 164,859 167,846
United States Treasury Note/Bond 1.125% 1/15/19 431,800 435,241
United States Treasury Note/Bond 1.250% 1/31/19 2,020 2,043
United States Treasury Note/Bond 1.500% 1/31/19 347,060 353,404
United States Treasury Note/Bond 0.750% 2/15/19 277,354 276,575
United States Treasury Note/Bond 2.750% 2/15/19 15,115 15,927
United States Treasury Note/Bond 1.375% 2/28/19 9,070 9,203
United States Treasury Note/Bond 1.500% 2/28/19 402,200 409,488
United States Treasury Note/Bond 1.000% 3/15/19 190,050 190,822
United States Treasury Note/Bond 1.500% 3/31/19 3,885 3,957
United States Treasury Note/Bond 1.625% 3/31/19 268,390 274,262
United States Treasury Note/Bond 1.250% 4/30/19 16 16
United States Treasury Note/Bond 1.625% 4/30/19 321,394 328,426
United States Treasury Note/Bond 3.125% 5/15/19 1,140 1,219
United States Treasury Note/Bond 1.125% 5/31/19 800 806
United States Treasury Note/Bond 1.500% 5/31/19 458,140 466,373
United States Treasury Note/Bond 1.000% 6/30/19 11,185 11,218
United States Treasury Note/Bond 1.625% 6/30/19 411,606 420,867
United States Treasury Note/Bond 0.875% 7/31/19 52,544 52,429
United States Treasury Note/Bond 1.625% 7/31/19 294,605 301,142
United States Treasury Note/Bond 1.000% 8/31/19 2,660 2,664
United States Treasury Note/Bond 1.625% 8/31/19 461,569 471,737
United States Treasury Note/Bond 1.750% 9/30/19 368,231 377,838
United States Treasury Note/Bond 1.500% 10/31/19 189,151 192,461
United States Treasury Note/Bond 1.500% 11/30/19 729,865 742,295
United States Treasury Note/Bond 1.125% 12/31/19 8,000 8,025
United States Treasury Note/Bond 1.625% 12/31/19 182,309 186,212
United States Treasury Note/Bond 1.250% 1/31/20 433,842 436,961
United States Treasury Note/Bond 1.375% 1/31/20 3,000 3,036
United States Treasury Note/Bond 3.625% 2/15/20 65,000 71,358
United States Treasury Note/Bond 1.375% 2/29/20 536,907 542,947
United States Treasury Note/Bond 1.125% 3/31/20 15,000 15,030
United States Treasury Note/Bond 1.375% 3/31/20 494,988 500,557
United States Treasury Note/Bond 1.375% 4/30/20 312,770 316,092
United States Treasury Note/Bond 1.500% 5/31/20 418,712 425,122
United States Treasury Note/Bond 1.625% 6/30/20 250,465 255,514

 

 

United States Treasury Note/Bond 1.625% 7/31/20 543,474 554,430
United States Treasury Note/Bond 1.375% 8/31/20 648,220 654,598
United States Treasury Note/Bond 2.125% 8/31/20 27,598 28,741
United States Treasury Note/Bond 1.375% 9/30/20 380,798 384,130
United States Treasury Note/Bond 2.000% 9/30/20 9,633 9,987
United States Treasury Note/Bond 1.375% 10/31/20 530,380 534,856
United States Treasury Note/Bond 1.750% 10/31/20 129,040 132,266
United States Treasury Note/Bond 1.625% 11/30/20 674,255 687,949
United States Treasury Note/Bond 2.000% 11/30/20 4,000 4,145
United States Treasury Note/Bond 1.750% 12/31/20 220,419 225,929
United States Treasury Note/Bond 2.375% 12/31/20 4,000 4,215
United States Treasury Note/Bond 1.375% 1/31/21 277,010 279,088
United States Treasury Note/Bond 2.125% 1/31/21 6,000 6,259
United States Treasury Note/Bond 1.125% 2/28/21 448,180 446,571
United States Treasury Note/Bond 2.000% 2/28/21 74,000 76,705
United States Treasury Note/Bond 1.250% 3/31/21 965,425 967,086
        26,532,874
Agency Bonds and Notes (5.4%)        
1 AID-Jordan 1.945% 6/23/19 5,600 5,729
1 AID-Jordan 2.503% 10/30/20 7,250 7,598
1 AID-Ukraine 1.844% 5/16/19 3,400 3,477
1 AID-Ukraine 1.847% 5/29/20 6,000 6,124
2 Federal Farm Credit Banks 1.125% 9/22/17 6,000 6,035
2 Federal Farm Credit Banks 1.000% 9/25/17 4,150 4,167
2 Federal Farm Credit Banks 1.125% 12/18/17 15,000 15,089
2 Federal Farm Credit Banks 1.110% 2/20/18 4,150 4,175
2 Federal Farm Credit Banks 1.100% 6/1/18 2,000 2,012
2 Federal Farm Credit Banks 5.150% 11/15/19 7,621 8,717
2 Federal Home Loan Banks 4.875% 5/17/17 79,920 83,684
2 Federal Home Loan Banks 0.875% 5/24/17 15,860 15,896
2 Federal Home Loan Banks 0.625% 5/30/17 40,000 39,977
2 Federal Home Loan Banks 1.000% 6/21/17 47,520 47,708
2 Federal Home Loan Banks 0.860% 8/1/17 9,500 9,521
2 Federal Home Loan Banks 0.625% 10/26/17 53,500 53,400
2 Federal Home Loan Banks 1.125% 12/8/17 12,500 12,573
2 Federal Home Loan Banks 1.000% 12/19/17 40,000 40,153
2 Federal Home Loan Banks 1.375% 3/9/18 20,000 20,223
2 Federal Home Loan Banks 0.875% 3/19/18 34,710 34,764
2 Federal Home Loan Banks 1.125% 4/25/18 61,885 62,315
2 Federal Home Loan Banks 2.750% 6/8/18 15,675 16,327
2 Federal Home Loan Banks 5.375% 8/15/18 14,025 15,507
2 Federal Home Loan Banks 5.375% 5/15/19 11,920 13,531
2 Federal Home Loan Banks 5.125% 8/15/19 7,350 8,350
2 Federal Home Loan Banks 1.250% 12/13/19 8,875 8,923
2 Federal Home Loan Banks 1.875% 3/13/20 16,525 16,971
2 Federal Home Loan Banks 4.125% 3/13/20 40,670 45,288
2 Federal Home Loan Banks 3.375% 6/12/20 7,025 7,641
2 Federal Home Loan Banks 5.250% 12/11/20 3,400 4,011
2 Federal Home Loan Banks 1.375% 2/18/21 17,600 17,625
3 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 40,710 40,969
3 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 15,778 15,841
3 Federal Home Loan Mortgage Corp. 0.750% 7/14/17 15,000 15,012
3 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 53,953 54,177
3 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 51,130 54,518
3 Federal Home Loan Mortgage Corp. 1.000% 9/29/17 33,700 33,832
3 Federal Home Loan Mortgage Corp. 1.000% 12/15/17 45,800 45,974
3 Federal Home Loan Mortgage Corp. 0.750% 1/12/18 91,765 91,725

 

 

3 Federal Home Loan Mortgage Corp. 0.875% 3/7/18 77,175 77,293
3 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 11,500 12,510
3 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 23,680 25,622
3 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 20,000 20,098
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 27,305 27,958
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 120,560 121,386
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 42,530 42,852
3 Federal National Mortgage Assn. 0.750% 4/20/17 23,875 23,894
3 Federal National Mortgage Assn. 1.125% 4/27/17 116,370 116,929
3 Federal National Mortgage Assn. 0.875% 8/28/17 48,325 48,440
3 Federal National Mortgage Assn. 1.000% 9/27/17 17,000 17,067
3 Federal National Mortgage Assn. 0.875% 10/26/17 59,200 59,320
3 Federal National Mortgage Assn. 0.875% 12/20/17 58,750 58,850
3 Federal National Mortgage Assn. 0.875% 2/8/18 58,475 58,604
3 Federal National Mortgage Assn. 0.875% 3/28/18 20,000 20,032
3 Federal National Mortgage Assn. 0.875% 5/21/18 46,360 46,419
3 Federal National Mortgage Assn. 1.125% 7/20/18 25,000 25,171
3 Federal National Mortgage Assn. 1.875% 9/18/18 31,025 31,772
3 Federal National Mortgage Assn. 1.125% 10/19/18 18,500 18,623
3 Federal National Mortgage Assn. 1.625% 11/27/18 64,005 65,253
3 Federal National Mortgage Assn. 1.125% 12/14/18 20,000 20,130
3 Federal National Mortgage Assn. 1.375% 1/28/19 40,400 40,934
3 Federal National Mortgage Assn. 1.875% 2/19/19 9,000 9,247
3 Federal National Mortgage Assn. 1.000% 2/26/19 20,500 20,547
3 Federal National Mortgage Assn. 1.750% 6/20/19 45,000 46,095
3 Federal National Mortgage Assn. 1.750% 9/12/19 35,000 35,863
3 Federal National Mortgage Assn. 0.000% 10/9/19 47,300 44,937
3 Federal National Mortgage Assn. 1.750% 11/26/19 18,000 18,417
3 Federal National Mortgage Assn. 1.625% 1/21/20 22,500 22,905
3 Federal National Mortgage Assn. 1.500% 6/22/20 43,875 44,371
3 Federal National Mortgage Assn. 1.500% 11/30/20 40,000 40,389
3 Federal National Mortgage Assn. 1.875% 12/28/20 28,650 29,412
3 Federal National Mortgage Assn. 1.375% 2/26/21 21,000 21,030
2 Financing Corp. 9.800% 4/6/18 1,440 1,696
2 Financing Corp. 10.350% 8/3/18 3,755 4,569
2 Financing Corp. 9.650% 11/2/18 12,540 15,306
2 Financing Corp. 8.600% 9/26/19 1,810 2,267
Private Export Funding Corp. 2.250% 12/15/17 9,225 9,437
Private Export Funding Corp. 1.875% 7/15/18 4,000 4,071
Private Export Funding Corp. 4.375% 3/15/19 10,650 11,645
Private Export Funding Corp. 1.450% 8/15/19 1,000 1,006
Private Export Funding Corp. 2.300% 9/15/20 1,650 1,711
2 Tennessee Valley Authority 5.500% 7/18/17 6,200 6,579
2 Tennessee Valley Authority 6.250% 12/15/17 2,630 2,870
2 Tennessee Valley Authority 4.500% 4/1/18 8,300 8,906
2 Tennessee Valley Authority 1.750% 10/15/18 3,040 3,103
2 Tennessee Valley Authority 3.875% 2/15/21 6,100 6,810
        2,381,905
Total U.S. Government and Agency Obligations (Cost $28,654,173)     28,914,779
Corporate Bonds (27.4%)        
Finance (11.2%)        
Banking (9.0%)        
Abbey National Treasury Services plc 1.375% 3/13/17 2,034 2,036
Abbey National Treasury Services plc 1.650% 9/29/17 250 250
Abbey National Treasury Services plc 3.050% 8/23/18 8,000 8,224
Abbey National Treasury Services plc 2.000% 8/24/18 8,700 8,723

 

 

Abbey National Treasury Services plc 2.500% 3/14/19 12,000 12,115
Abbey National Treasury Services plc 2.350% 9/10/19 16,800 16,866
American Express Bank FSB 6.000% 9/13/17 3,800 4,036
American Express Centurion Bank 5.950% 6/12/17 2,175 2,284
American Express Centurion Bank 6.000% 9/13/17 2,250 2,391
American Express Co. 5.500% 9/12/16 2,785 2,838
American Express Co. 6.150% 8/28/17 18,959 20,185
American Express Co. 7.000% 3/19/18 7,500 8,230
American Express Co. 1.550% 5/22/18 5,675 5,654
American Express Co. 8.125% 5/20/19 500 592
American Express Credit Corp. 2.375% 3/24/17 14,565 14,747
American Express Credit Corp. 1.125% 6/5/17 23,239 23,220
American Express Credit Corp. 1.550% 9/22/17 1,205 1,208
American Express Credit Corp. 2.125% 7/27/18 9,075 9,140
American Express Credit Corp. 1.800% 7/31/18 3,745 3,761
American Express Credit Corp. 1.875% 11/5/18 5,000 5,030
American Express Credit Corp. 2.125% 3/18/19 6,150 6,212
American Express Credit Corp. 2.375% 5/26/20 17,275 17,476
American Express Credit Corp. 2.600% 9/14/20 5,500 5,616
Associates Corp. of North America 6.950% 11/1/18 500 558
Australia & New Zealand Banking Group Ltd. 1.250% 6/13/17 3,350 3,350
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 9,300 9,383
Australia & New Zealand Banking Group Ltd. 1.450% 5/15/18 5,000 4,965
Australia & New Zealand Banking Group Ltd. 2.000% 11/16/18 10,300 10,375
Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 4,650 4,690
Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 6,375 6,552
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 8,000 8,070
Bank of America Corp. 1.350% 11/21/16 3,110 3,108
Bank of America Corp. 3.875% 3/22/17 3,931 4,023
Bank of America Corp. 5.700% 5/2/17 10,000 10,400
Bank of America Corp. 1.700% 8/25/17 6,850 6,853
Bank of America Corp. 6.400% 8/28/17 7,350 7,811
Bank of America Corp. 6.000% 9/1/17 10,304 10,882
Bank of America Corp. 5.750% 12/1/17 17,725 18,821
Bank of America Corp. 2.000% 1/11/18 14,639 14,703
Bank of America Corp. 6.875% 4/25/18 38,160 41,908
Bank of America Corp. 5.650% 5/1/18 23,125 24,827
Bank of America Corp. 6.875% 11/15/18 5,125 5,734
Bank of America Corp. 2.600% 1/15/19 33,675 34,199
Bank of America Corp. 5.490% 3/15/19 1,075 1,169
Bank of America Corp. 2.650% 4/1/19 16,300 16,572
Bank of America Corp. 7.625% 6/1/19 32,925 38,318
Bank of America Corp. 2.250% 4/21/20 14,300 14,168
Bank of America Corp. 5.625% 7/1/20 19,145 21,511
Bank of America Corp. 2.625% 10/19/20 17,000 17,105
Bank of America Corp. 5.875% 1/5/21 9,600 10,959
Bank of America NA 6.100% 6/15/17 1,272 1,332
Bank of America NA 1.650% 3/26/18 3,125 3,120
Bank of America NA 1.750% 6/5/18 15,100 15,101
Bank of America NA 2.050% 12/7/18 20,000 20,137
Bank of Montreal 1.300% 7/14/17 4,130 4,137
Bank of Montreal 1.400% 9/11/17 1,437 1,442
Bank of Montreal 1.450% 4/9/18 9,875 9,864
Bank of Montreal 1.400% 4/10/18 5,475 5,479
Bank of Montreal 1.800% 7/31/18 14,750 14,865
Bank of Montreal 2.375% 1/25/19 5,520 5,632
Bank of New York Mellon Corp. 1.969% 6/20/17 2,000 2,020

 

 

Bank of New York Mellon Corp. 1.300% 1/25/18 2,225 2,226
Bank of New York Mellon Corp. 1.350% 3/6/18 12,340 12,360
Bank of New York Mellon Corp. 2.200% 3/4/19 6,625 6,717
Bank of New York Mellon Corp. 2.200% 5/15/19 10,200 10,347
Bank of New York Mellon Corp. 5.450% 5/15/19 2,677 2,977
Bank of New York Mellon Corp. 2.300% 9/11/19 9,250 9,478
Bank of New York Mellon Corp. 4.600% 1/15/20 3,350 3,663
Bank of New York Mellon Corp. 2.150% 2/24/20 5,200 5,241
Bank of New York Mellon Corp. 2.600% 8/17/20 8,000 8,216
Bank of New York Mellon Corp. 2.450% 11/27/20 7,360 7,509
Bank of Nova Scotia 1.250% 4/11/17 792 794
Bank of Nova Scotia 1.300% 7/21/17 4,806 4,819
Bank of Nova Scotia 1.375% 12/18/17 6,522 6,523
Bank of Nova Scotia 1.450% 4/25/18 6,470 6,465
Bank of Nova Scotia 1.700% 6/11/18 4,600 4,622
Bank of Nova Scotia 2.050% 10/30/18 13,277 13,405
Bank of Nova Scotia 1.950% 1/15/19 6,700 6,762
Bank of Nova Scotia 2.050% 6/5/19 8,575 8,630
Bank of Nova Scotia 2.350% 10/21/20 17,500 17,800
Bank of Nova Scotia 4.375% 1/13/21 3,050 3,355
Bank of Nova Scotia 2.450% 3/22/21 8,500 8,570
Barclays Bank plc 2.500% 2/20/19 5,910 6,007
Barclays Bank plc 6.750% 5/22/19 4,750 5,382
Barclays Bank plc 5.140% 10/14/20 200 214
Barclays plc 2.000% 3/16/18 6,300 6,236
Barclays plc 2.750% 11/8/19 12,125 12,108
Barclays plc 2.875% 6/8/20 5,300 5,234
Barclays plc 3.250% 1/12/21 15,000 14,990
BB&T Corp. 2.150% 3/22/17 3,421 3,455
BB&T Corp. 4.900% 6/30/17 2,000 2,082
BB&T Corp. 1.600% 8/15/17 326 327
BB&T Corp. 1.450% 1/12/18 7,725 7,734
BB&T Corp. 2.050% 6/19/18 6,860 6,962
BB&T Corp. 2.250% 2/1/19 5,596 5,688
BB&T Corp. 6.850% 4/30/19 6,800 7,764
BB&T Corp. 2.450% 1/15/20 11,068 11,264
Bear Stearns Cos. LLC 5.550% 1/22/17 8,500 8,774
Bear Stearns Cos. LLC 6.400% 10/2/17 15,127 16,187
Bear Stearns Cos. LLC 7.250% 2/1/18 25,250 27,731
Bear Stearns Cos. LLC 4.650% 7/2/18 4,939 5,248
BNP Paribas SA 1.375% 3/17/17 24 24
BNP Paribas SA 2.375% 9/14/17 17,600 17,815
BNP Paribas SA 2.700% 8/20/18 10,850 11,115
BNP Paribas SA 2.400% 12/12/18 9,105 9,256
BNP Paribas SA 2.450% 3/17/19 4,575 4,655
BNP Paribas SA 2.375% 5/21/20 14,787 14,880
BNP Paribas SA 5.000% 1/15/21 22,185 24,811
BPCE SA 1.613% 7/25/17 2,075 2,076
BPCE SA 2.500% 12/10/18 12,950 13,178
BPCE SA 2.500% 7/15/19 8,225 8,365
BPCE SA 2.250% 1/27/20 6,200 6,231
BPCE SA 2.650% 2/3/21 5,150 5,228
Branch Banking & Trust Co. 1.050% 12/1/16 825 826
Branch Banking & Trust Co. 1.000% 4/3/17 2,000 1,998
Branch Banking & Trust Co. 1.350% 10/1/17 2,875 2,878
Branch Banking & Trust Co. 2.300% 10/15/18 4,750 4,820
Canadian Imperial Bank of Commerce 1.550% 1/23/18 8,020 8,039

 

 

Capital One Bank USA NA 1.300% 6/5/17 400 399
Capital One Bank USA NA 2.150% 11/21/18 1,200 1,200
Capital One Bank USA NA 2.250% 2/13/19 20,400 20,343
Capital One Bank USA NA 2.300% 6/5/19 1,150 1,144
Capital One Bank USA NA 8.800% 7/15/19 1,925 2,266
Capital One Financial Corp. 6.750% 9/15/17 3,787 4,041
Capital One Financial Corp. 2.450% 4/24/19 100 101
Capital One NA 1.500% 9/5/17 3,350 3,336
Capital One NA 1.650% 2/5/18 13,000 12,908
Capital One NA 1.500% 3/22/18 2,550 2,510
Capital One NA 2.350% 8/17/18 9,000 9,044
Capital One NA 2.400% 9/5/19 3,300 3,284
4,5 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 450 527
Citigroup Inc. 1.550% 8/14/17 5,532 5,532
Citigroup Inc. 6.000% 8/15/17 3,157 3,339
Citigroup Inc. 6.125% 11/21/17 9,161 9,779
Citigroup Inc. 1.850% 11/24/17 3,963 3,973
Citigroup Inc. 1.800% 2/5/18 11,046 11,037
Citigroup Inc. 1.700% 4/27/18 34,750 34,634
Citigroup Inc. 1.750% 5/1/18 12,699 12,698
Citigroup Inc. 6.125% 5/15/18 4,337 4,722
Citigroup Inc. 2.150% 7/30/18 5,450 5,481
Citigroup Inc. 2.500% 9/26/18 17,246 17,497
Citigroup Inc. 2.050% 12/7/18 13,000 13,049
Citigroup Inc. 2.550% 4/8/19 22,276 22,606
Citigroup Inc. 2.500% 7/29/19 18,692 18,924
Citigroup Inc. 2.400% 2/18/20 20,700 20,760
Citigroup Inc. 5.375% 8/9/20 1,325 1,482
Citigroup Inc. 2.650% 10/26/20 8,000 8,058
Citigroup Inc. 2.700% 3/30/21 5,000 5,028
Citizens Bank NA 1.600% 12/4/17 3,225 3,209
Citizens Bank NA 2.450% 12/4/19 3,465 3,461
Citizens Bank NA/Providence RI 2.300% 12/3/18 4,975 4,988
City National Corp. 5.250% 9/15/20 100 112
Comerica Bank 5.200% 8/22/17 2,900 3,017
Comerica Inc. 2.125% 5/23/19 3,000 2,968
Commonwealth Bank of Australia 1.125% 3/13/17 10,000 10,003
Commonwealth Bank of Australia 1.400% 9/8/17 4,900 4,919
Commonwealth Bank of Australia 1.900% 9/18/17 9,055 9,127
Commonwealth Bank of Australia 1.625% 3/12/18 13,600 13,652
Commonwealth Bank of Australia 2.500% 9/20/18 6,235 6,357
Commonwealth Bank of Australia 1.750% 11/2/18 6,400 6,417
Commonwealth Bank of Australia 2.250% 3/13/19 8,825 8,933
Commonwealth Bank of Australia 2.300% 9/6/19 10,500 10,635
Commonwealth Bank of Australia 2.400% 11/2/20 17,375 17,560
Commonwealth Bank of Australia 2.550% 3/15/21 5,900 5,987
Commonwealth Bank of Australia/New York        
NY 2.050% 3/15/19 5,075 5,124
Compass Bank 1.850% 9/29/17 3,700 3,696
Compass Bank 2.750% 9/29/19 2,175 2,163
Cooperatieve Rabobank UA 1.700% 3/19/18 26,800 26,967
Cooperatieve Rabobank UA 2.250% 1/14/19 10,250 10,402
Cooperatieve Rabobank UA 2.250% 1/14/20 8,500 8,572
Cooperatieve Rabobank UA 2.500% 1/19/21 22,000 22,234
Credit Suisse 1.375% 5/26/17 18,625 18,575
Credit Suisse 1.750% 1/29/18 2,650 2,655
Credit Suisse 6.000% 2/15/18 12,055 12,855

 

 

Credit Suisse 1.700% 4/27/18 14,575 14,526
Credit Suisse 2.300% 5/28/19 18,850 19,016
Credit Suisse 5.300% 8/13/19 3,300 3,620
Credit Suisse 5.400% 1/14/20 9,092 9,797
Credit Suisse 4.375% 8/5/20 4,754 5,154
Credit Suisse Group Funding Guernsey Ltd. 2.750% 3/26/20 17,500 17,308
5 Credit Suisse Group Funding Guernsey Ltd. 3.125% 12/10/20 10,000 9,970
Deutsche Bank AG 1.350% 5/30/17 8,174 8,114
Deutsche Bank AG 6.000% 9/1/17 21,131 22,243
Deutsche Bank AG 1.875% 2/13/18 13,200 13,119
Deutsche Bank AG 2.500% 2/13/19 10,850 10,997
Deutsche Bank AG 2.950% 8/20/20 3,000 2,986
Deutsche Bank AG 3.125% 1/13/21 9,725 9,686
Discover Bank 2.000% 2/21/18 15,338 15,249
Discover Bank 2.600% 11/13/18 4,500 4,534
Discover Bank 7.000% 4/15/20 2,485 2,827
Discover Bank 3.100% 6/4/20 4,000 4,029
Discover Financial Services 6.450% 6/12/17 2,075 2,178
Fifth Third Bancorp 5.450% 1/15/17 200 206
Fifth Third Bancorp 4.500% 6/1/18 4,175 4,391
Fifth Third Bancorp 2.300% 3/1/19 3,000 3,029
Fifth Third Bancorp 2.875% 7/27/20 5,550 5,646
Fifth Third Bank 1.350% 6/1/17 6,400 6,398
Fifth Third Bank 1.450% 2/28/18 2,951 2,944
Fifth Third Bank 2.150% 8/20/18 9,300 9,378
Fifth Third Bank 2.300% 3/15/19 5,000 5,041
Fifth Third Bank 2.375% 4/25/19 3,725 3,766
First Horizon National Corp. 3.500% 12/15/20 1,875 1,871
First Niagara Financial Group Inc. 6.750% 3/19/20 1,275 1,439
First Republic Bank 2.375% 6/17/19 4,708 4,703
Goldman Sachs Group Inc. 6.250% 9/1/17 16,737 17,791
Goldman Sachs Group Inc. 5.950% 1/18/18 32,700 35,065
Goldman Sachs Group Inc. 2.375% 1/22/18 14,950 15,148
Goldman Sachs Group Inc. 6.150% 4/1/18 31,832 34,437
Goldman Sachs Group Inc. 2.900% 7/19/18 18,360 18,796
Goldman Sachs Group Inc. 2.625% 1/31/19 32,850 33,480
Goldman Sachs Group Inc. 7.500% 2/15/19 18,910 21,753
Goldman Sachs Group Inc. 2.550% 10/23/19 19,002 19,306
Goldman Sachs Group Inc. 5.375% 3/15/20 17,078 18,958
Goldman Sachs Group Inc. 2.600% 4/23/20 5,950 6,000
Goldman Sachs Group Inc. 6.000% 6/15/20 6,975 7,932
Goldman Sachs Group Inc. 2.750% 9/15/20 13,627 13,809
Goldman Sachs Group Inc. 2.875% 2/25/21 8,000 8,144
HSBC Bank USA NA 6.000% 8/9/17 1,050 1,105
HSBC Bank USA NA 4.875% 8/24/20 1,100 1,179
HSBC Holdings plc 3.400% 3/8/21 22,977 23,443
HSBC USA Inc. 1.500% 11/13/17 1,150 1,149
HSBC USA Inc. 1.625% 1/16/18 23,620 23,570
HSBC USA Inc. 1.700% 3/5/18 7,750 7,732
HSBC USA Inc. 2.000% 8/7/18 7,625 7,652
HSBC USA Inc. 2.625% 9/24/18 4,750 4,815
HSBC USA Inc. 2.250% 6/23/19 4,200 4,212
HSBC USA Inc. 2.375% 11/13/19 17,650 17,732
HSBC USA Inc. 2.350% 3/5/20 3,400 3,357
HSBC USA Inc. 2.750% 8/7/20 9,450 9,469
HSBC USA Inc. 5.000% 9/27/20 7,961 8,571
Huntington Bancshares Inc 7.000% 12/15/20 900 1,045

 

 

Huntington Bancshares Inc. 2.600% 8/2/18 3,225 3,253
Huntington Bancshares Inc. 3.150% 3/14/21 5,000 5,073
Huntington National Bank 1.375% 4/24/17 3,350 3,350
Huntington National Bank 2.000% 6/30/18 5,000 4,999
Huntington National Bank 2.200% 11/6/18 6,300 6,320
Huntington National Bank 2.200% 4/1/19 3,775 3,766
Huntington National Bank 2.400% 4/1/20 4,275 4,235
Huntington National Bank 2.875% 8/20/20 4,200 4,218
Intesa Sanpaolo SPA 3.875% 1/16/18 5,825 5,963
Intesa Sanpaolo SPA 3.875% 1/15/19 10,175 10,479
Itau CorpBanca 3.125% 1/15/18 5,000 5,047
5 Itau CorpBanca 3.875% 9/22/19 400 410
JPMorgan Chase & Co. 2.000% 8/15/17 12,146 12,274
JPMorgan Chase & Co. 6.000% 1/15/18 32,334 34,820
JPMorgan Chase & Co. 1.800% 1/25/18 2,257 2,267
JPMorgan Chase & Co. 1.700% 3/1/18 13,800 13,848
JPMorgan Chase & Co. 1.625% 5/15/18 13,475 13,506
JPMorgan Chase & Co. 2.350% 1/28/19 6,125 6,239
JPMorgan Chase & Co. 1.850% 3/22/19 3,500 3,514
JPMorgan Chase & Co. 6.300% 4/23/19 23,850 26,975
JPMorgan Chase & Co. 2.200% 10/22/19 12,200 12,413
JPMorgan Chase & Co. 2.250% 1/23/20 35,717 35,923
JPMorgan Chase & Co. 2.750% 6/23/20 32,540 33,335
JPMorgan Chase & Co. 4.400% 7/22/20 14,540 15,813
JPMorgan Chase & Co. 4.250% 10/15/20 10,200 11,032
JPMorgan Chase & Co. 2.550% 10/29/20 36,400 36,823
JPMorgan Chase & Co. 2.550% 3/1/21 16,000 16,117
JPMorgan Chase Bank NA 6.000% 7/5/17 3,200 3,377
JPMorgan Chase Bank NA 6.000% 10/1/17 17,962 19,058
KeyBank NA 1.650% 2/1/18 13,650 13,656
KeyBank NA 1.700% 6/1/18 3,425 3,425
KeyBank NA 2.350% 3/8/19 5,000 5,041
KeyBank NA 2.500% 12/15/19 2,000 2,020
KeyBank NA 2.250% 3/16/20 500 500
KeyCorp 2.300% 12/13/18 2,800 2,814
KeyCorp 2.900% 9/15/20 10,000 10,150
KeyCorp 5.100% 3/24/21 6,358 7,038
Lloyds Bank plc 4.200% 3/28/17 2,245 2,307
Lloyds Bank plc 1.750% 3/16/18 7,350 7,355
Lloyds Bank plc 1.750% 5/14/18 3,750 3,747
Lloyds Bank plc 2.000% 8/17/18 1,050 1,052
Lloyds Bank plc 2.300% 11/27/18 7,075 7,136
Lloyds Bank plc 2.350% 9/5/19 9,500 9,597
Lloyds Bank plc 2.400% 3/17/20 5,885 5,902
Lloyds Bank plc 2.700% 8/17/20 10,046 10,156
Lloyds Bank plc 6.375% 1/21/21 2,925 3,441
Manufacturers & Traders Trust Co. 1.400% 7/25/17 1,625 1,623
Manufacturers & Traders Trust Co. 6.625% 12/4/17 3,550 3,829
Manufacturers & Traders Trust Co. 1.450% 3/7/18 250 248
Manufacturers & Traders Trust Co. 2.300% 1/30/19 20,500 20,718
Manufacturers & Traders Trust Co. 2.250% 7/25/19 11,010 11,090
Manufacturers & Traders Trust Co. 2.100% 2/6/20 1,450 1,440
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 11,000 11,245
Morgan Stanley 5.550% 4/27/17 9,900 10,316
Morgan Stanley 6.250% 8/28/17 6,125 6,505
Morgan Stanley 5.950% 12/28/17 13,650 14,609
Morgan Stanley 1.875% 1/5/18 19,150 19,215

 

 

Morgan Stanley 6.625% 4/1/18 25,509 27,853
Morgan Stanley 2.125% 4/25/18 20,350 20,493
Morgan Stanley 2.200% 12/7/18 4,000 4,029
Morgan Stanley 2.500% 1/24/19 17,573 17,883
Morgan Stanley 2.450% 2/1/19 7,500 7,600
Morgan Stanley 7.300% 5/13/19 15,805 18,206
Morgan Stanley 2.375% 7/23/19 17,500 17,680
Morgan Stanley 5.625% 9/23/19 11,625 12,939
Morgan Stanley 5.500% 1/26/20 8,157 9,094
Morgan Stanley 2.650% 1/27/20 32,179 32,575
Morgan Stanley 2.800% 6/16/20 21,200 21,595
Morgan Stanley 5.500% 7/24/20 10,400 11,687
Morgan Stanley 5.750% 1/25/21 14,875 16,978
MUFG Americas Holdings Corp. 1.625% 2/9/18 1,788 1,780
MUFG Americas Holdings Corp. 2.250% 2/10/20 725 721
MUFG Union Bank NA 2.125% 6/16/17 3,575 3,595
MUFG Union Bank NA 2.625% 9/26/18 23,950 24,347
MUFG Union Bank NA 2.250% 5/6/19 5,950 5,985
Murray Street Investment Trust I 4.647% 3/9/17 11,949 12,285
National Australia Bank Ltd. 2.750% 3/9/17 7,025 7,131
National Australia Bank Ltd. 2.300% 7/25/18 5,225 5,299
National Australia Bank Ltd. 2.000% 1/14/19 8,350 8,415
National Australia Bank Ltd. 2.625% 7/23/20 6,550 6,641
National Australia Bank Ltd. 2.625% 1/14/21 7,885 8,049
National Bank of Canada 1.450% 11/7/17 3,350 3,352
National Bank of Canada 2.100% 12/14/18 5,450 5,498
National City Bank 5.800% 6/7/17 2,225 2,334
National City Corp. 6.875% 5/15/19 3,825 4,297
Northern Trust Co. 6.500% 8/15/18 775 863
Northern Trust Corp. 3.450% 11/4/20 300 319
PNC Bank NA 4.875% 9/21/17 4,870 5,094
PNC Bank NA 1.500% 10/18/17 5,200 5,204
PNC Bank NA 6.000% 12/7/17 6,125 6,511
PNC Bank NA 1.500% 2/23/18 8,300 8,299
PNC Bank NA 6.875% 4/1/18 1,500 1,644
PNC Bank NA 1.600% 6/1/18 4,500 4,508
PNC Bank NA 1.850% 7/20/18 4,100 4,135
PNC Bank NA 1.800% 11/5/18 5,300 5,327
PNC Bank NA 2.200% 1/28/19 9,125 9,265
PNC Bank NA 1.950% 3/4/19 6,250 6,310
PNC Bank NA 2.250% 7/2/19 10,675 10,835
PNC Bank NA 2.400% 10/18/19 13,744 14,030
PNC Bank NA 2.300% 6/1/20 10,430 10,525
PNC Bank NA 2.600% 7/21/20 5,320 5,435
PNC Bank NA 2.450% 11/5/20 2,600 2,639
PNC Funding Corp. 6.700% 6/10/19 3,346 3,823
PNC Funding Corp. 5.125% 2/8/20 8,989 9,956
PNC Funding Corp. 4.375% 8/11/20 400 437
Regions Bank 7.500% 5/15/18 790 871
Regions Bank 2.250% 9/14/18 3,000 2,995
Regions Financial Corp. 2.000% 5/15/18 8,200 8,150
Royal Bank of Canada 1.000% 4/27/17 8,000 8,012
Royal Bank of Canada 1.250% 6/16/17 6,770 6,780
Royal Bank of Canada 1.400% 10/13/17 4,825 4,849
Royal Bank of Canada 1.500% 1/16/18 6,925 6,949
Royal Bank of Canada 2.200% 7/27/18 10,576 10,752
Royal Bank of Canada 1.800% 7/30/18 13,950 14,024

 

 

Royal Bank of Canada 2.000% 12/10/18 6,800 6,872
Royal Bank of Canada 2.150% 3/15/19 9,566 9,692
Royal Bank of Canada 2.150% 3/6/20 1,750 1,789
Royal Bank of Canada 2.350% 10/30/20 9,600 9,740
Royal Bank of Canada 2.500% 1/19/21 9,000 9,207
Royal Bank of Scotland Group plc 1.875% 3/31/17 4,400 4,392
Royal Bank of Scotland Group plc 6.400% 10/21/19 9,705 10,869
Santander Bank NA 8.750% 5/30/18 2,825 3,148
Santander Holdings USA Inc. 3.450% 8/27/18 7,944 8,086
Santander Holdings USA Inc. 2.650% 4/17/20 3,220 3,185
Santander UK Group Holdings plc 2.875% 10/16/20 13,410 13,354
Santander UK Group Holdings plc 3.125% 1/8/21 8,000 8,081
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 9,025 9,143
Societe Generale SA 2.750% 10/12/17 8,125 8,255
Societe Generale SA 2.625% 10/1/18 4,435 4,515
State Street Bank & Trust Co. 5.250% 10/15/18 775 839
State Street Corp. 4.956% 3/15/18 6,619 6,952
State Street Corp. 1.350% 5/15/18 4,675 4,680
State Street Corp. 2.550% 8/18/20 7,500 7,729
State Street Corp. 4.375% 3/7/21 4,250 4,673
Sumitomo Mitsui Banking Corp. 1.300% 1/10/17 1,200 1,201
Sumitomo Mitsui Banking Corp. 1.350% 7/11/17 4,900 4,889
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 5,800 5,817
Sumitomo Mitsui Banking Corp. 1.500% 1/18/18 3,575 3,560
Sumitomo Mitsui Banking Corp. 2.500% 7/19/18 2,425 2,460
Sumitomo Mitsui Banking Corp. 1.950% 7/23/18 2,250 2,256
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 10,200 10,361
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 7,900 7,984
Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 15,850 15,890
Sumitomo Mitsui Banking Corp. 2.650% 7/23/20 7,575 7,709
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 3,000 3,024
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 10,845 11,055
SunTrust Bank 1.350% 2/15/17 5,290 5,294
SunTrust Bank 7.250% 3/15/18 3,200 3,519
SunTrust Banks Inc. 6.000% 9/11/17 1,615 1,708
SunTrust Banks Inc. 2.350% 11/1/18 1,100 1,111
SunTrust Banks Inc. 2.500% 5/1/19 3,735 3,769
SunTrust Banks Inc. 2.900% 3/3/21 3,300 3,350
Svenska Handelsbanken AB 2.875% 4/4/17 8,900 9,045
Svenska Handelsbanken AB 1.625% 3/21/18 10,095 10,138
Svenska Handelsbanken AB 2.500% 1/25/19 9,375 9,603
Svenska Handelsbanken AB 2.250% 6/17/19 6,050 6,145
Svenska Handelsbanken AB 2.400% 10/1/20 1,550 1,565
Svenska Handelsbanken AB 2.450% 3/30/21 10,700 10,798
Synchrony Financial 1.875% 8/15/17 2,515 2,506
Synchrony Financial 2.600% 1/15/19 5,600 5,613
Synchrony Financial 3.000% 8/15/19 12,750 12,929
Synchrony Financial 2.700% 2/3/20 6,437 6,381
Toronto-Dominion Bank 1.125% 5/2/17 7,200 7,205
Toronto-Dominion Bank 1.625% 3/13/18 10,500 10,546
Toronto-Dominion Bank 1.400% 4/30/18 16,833 16,811
Toronto-Dominion Bank 1.750% 7/23/18 11,000 11,051
Toronto-Dominion Bank 2.625% 9/10/18 14,000 14,353
Toronto-Dominion Bank 2.125% 7/2/19 6,500 6,589
Toronto-Dominion Bank 2.250% 11/5/19 8,975 9,099
Toronto-Dominion Bank 2.500% 12/14/20 7,100 7,247
Toronto-Dominion Bank 2.125% 4/7/21 6,900 6,888

 

 

UBS AG 1.375% 6/1/17 8,600 8,590
UBS AG 1.375% 8/14/17 15,050 15,026
UBS AG 5.875% 12/20/17 1,550 1,660
UBS AG 1.800% 3/26/18 6,550 6,571
UBS AG 5.750% 4/25/18 1,401 1,516
UBS AG 2.375% 8/14/19 14,000 14,210
UBS AG 2.350% 3/26/20 9,550 9,644
UBS AG 4.875% 8/4/20 5,900 6,551
US Bancorp 1.650% 5/15/17 6,525 6,565
US Bancorp 1.950% 11/15/18 5,225 5,308
US Bancorp 2.200% 4/25/19 12,720 12,943
US Bancorp 2.350% 1/29/21 5,000 5,075
US Bank NA 1.350% 1/26/18 7,300 7,311
US Bank NA 1.450% 1/29/18 12,000 12,048
US Bank NA 2.125% 10/28/19 11,000 11,176
Wachovia Corp. 5.750% 6/15/17 11,034 11,619
Wachovia Corp. 5.750% 2/1/18 21,405 23,052
Wells Fargo & Co. 2.100% 5/8/17 4,303 4,352
Wells Fargo & Co. 1.150% 6/2/17 10,075 10,071
Wells Fargo & Co. 1.400% 9/8/17 14,038 14,065
Wells Fargo & Co. 5.625% 12/11/17 22,113 23,702
Wells Fargo & Co. 1.500% 1/16/18 11,177 11,237
Wells Fargo & Co. 2.150% 1/15/19 5,360 5,446
Wells Fargo & Co. 2.125% 4/22/19 15,374 15,622
Wells Fargo & Co. 2.150% 1/30/20 13,372 13,489
Wells Fargo & Co. 2.600% 7/22/20 29,550 30,251
Wells Fargo & Co. 2.550% 12/7/20 18,250 18,580
Wells Fargo & Co. 3.000% 1/22/21 3,475 3,604
Wells Fargo & Co. 2.500% 3/4/21 8,050 8,145
Wells Fargo Bank NA 6.000% 11/15/17 2,075 2,226
Wells Fargo Bank NA 1.650% 1/22/18 6,750 6,804
Westpac Banking Corp. 1.200% 5/19/17 6,550 6,544
Westpac Banking Corp. 2.000% 8/14/17 18,850 19,110
Westpac Banking Corp. 1.500% 12/1/17 3,675 3,689
Westpac Banking Corp. 1.600% 1/12/18 6,645 6,663
Westpac Banking Corp. 1.550% 5/25/18 600 600
Westpac Banking Corp. 2.250% 7/30/18 700 709
Westpac Banking Corp. 1.950% 11/23/18 8,000 8,067
Westpac Banking Corp. 2.250% 1/17/19 11,925 12,099
Westpac Banking Corp. 4.875% 11/19/19 6,865 7,581
Westpac Banking Corp. 2.300% 5/26/20 21,377 21,542
Westpac Banking Corp. 2.600% 11/23/20 10,000 10,204
 
Brokerage (0.2%)        
Ameriprise Financial Inc. 7.300% 6/28/19 1,600 1,861
Ameriprise Financial Inc. 5.300% 3/15/20 3,775 4,225
BGC Partners Inc. 5.375% 12/9/19 1,700 1,768
BlackRock Inc. 6.250% 9/15/17 2,760 2,962
BlackRock Inc. 5.000% 12/10/19 10,175 11,368
Charles Schwab Corp. 1.500% 3/10/18 2,175 2,188
Charles Schwab Corp. 2.200% 7/25/18 5,014 5,079
Charles Schwab Corp. 4.450% 7/22/20 1,350 1,486
Eaton Vance Corp. 6.500% 10/2/17 257 274
Franklin Resources Inc. 1.375% 9/15/17 3,825 3,835
Franklin Resources Inc. 4.625% 5/20/20 700 767
Intercontinental Exchange Inc. 2.500% 10/15/18 3,500 3,565
Intercontinental Exchange Inc. 2.750% 12/1/20 4,875 4,986

 

 

Jefferies Group LLC 5.125% 4/13/18 4,300 4,450
Jefferies Group LLC 8.500% 7/15/19 6,325 7,216
Lazard Group LLC 6.850% 6/15/17 572 603
Lazard Group LLC 4.250% 11/14/20 1,625 1,696
Legg Mason Inc. 2.700% 7/15/19 3,800 3,834
Nasdaq Inc. 5.250% 1/16/18 36 38
Nasdaq Inc. 5.550% 1/15/20 4,650 5,128
Nomura Holdings Inc. 2.750% 3/19/19 13,300 13,480
Nomura Holdings Inc. 6.700% 3/4/20 6,460 7,478
NYSE Euronext 2.000% 10/5/17 9,690 9,771
Raymond James Financial Inc. 8.600% 8/15/19 3,320 3,957
Stifel Financial Corp. 3.500% 12/1/20 1,975 1,971
TD Ameritrade Holding Corp. 5.600% 12/1/19 1,775 1,983
 
Finance Companies (0.5%)        
Air Lease Corp. 5.625% 4/1/17 8,270 8,497
Air Lease Corp. 2.125% 1/15/18 3,625 3,562
Air Lease Corp. 2.625% 9/4/18 2,140 2,113
Air Lease Corp. 3.375% 1/15/19 8,525 8,514
Air Lease Corp. 4.750% 3/1/20 1,300 1,355
Ares Capital Corp. 4.875% 11/30/18 8,000 8,191
Ares Capital Corp. 3.875% 1/15/20 2,000 2,023
FS Investment Corp. 4.000% 7/15/19 3,850 3,859
FS Investment Corp. 4.250% 1/15/20 775 776
GATX Corp. 2.375% 7/30/18 1,450 1,448
GATX Corp. 2.500% 7/30/19 1,470 1,458
GATX Corp. 2.600% 3/30/20 3,275 3,214
5 GE Capital International Funding Co. 0.964% 4/15/16 42,679 42,684
5 GE Capital International Funding Co. 2.342% 11/15/20 91,175 93,350
HSBC Finance Corp. 6.676% 1/15/21 14,060 16,134
5 International Lease Finance Corp. 7.125% 9/1/18 12,000 13,080
Prospect Capital Corp. 5.000% 7/15/19 1,900 1,717
 
Insurance (1.0%)        
AEGON Funding Co. LLC 5.750% 12/15/20 2,443 2,809
Aetna Inc. 1.750% 5/15/17 3,100 3,115
Aetna Inc. 1.500% 11/15/17 10,025 10,058
Aetna Inc. 2.200% 3/15/19 2,525 2,558
Aflac Inc. 2.400% 3/16/20 3,500 3,600
Alleghany Corp. 5.625% 9/15/20 800 886
Allied World Assurance Co. Ltd. 5.500% 11/15/20 1,475 1,620
4 Allstate Corp. 6.125% 5/15/67 5,150 5,021
Alterra Finance LLC 6.250% 9/30/20 5,145 5,851
American Financial Group Inc. 9.875% 6/15/19 2,130 2,584
American International Group Inc. 5.850% 1/16/18 9,450 10,118
American International Group Inc. 2.300% 7/16/19 15,500 15,661
American International Group Inc. 3.375% 8/15/20 1,910 1,974
American International Group Inc. 6.400% 12/15/20 4,600 5,345
American International Group Inc. 3.300% 3/1/21 8,175 8,361
Anthem Inc. 5.875% 6/15/17 3,118 3,280
Anthem Inc. 1.875% 1/15/18 5,000 5,017
Anthem Inc. 7.000% 2/15/19 1,080 1,221
Anthem Inc. 2.250% 8/15/19 8,275 8,315
Anthem Inc. 4.350% 8/15/20 7,800 8,399
Aon Corp. 5.000% 9/30/20 4,025 4,471
Aon plc 2.800% 3/15/21 2,575 2,602
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 1,225 1,353

 

 

Assurant Inc. 2.500% 3/15/18 700 701
AXIS Specialty Finance LLC 5.875% 6/1/20 10,638 11,585
AXIS Specialty Finance plc 2.650% 4/1/19 4,901 4,937
Berkshire Hathaway Finance Corp. 1.600% 5/15/17 16,295 16,451
Berkshire Hathaway Finance Corp. 1.450% 3/7/18 2,350 2,369
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 10,800 11,765
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 3,160 3,229
Berkshire Hathaway Finance Corp. 1.700% 3/15/19 5,500 5,576
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 4,249 4,709
Berkshire Hathaway Inc. 1.550% 2/9/18 3,870 3,891
Berkshire Hathaway Inc. 2.100% 8/14/19 10,475 10,659
Berkshire Hathaway Inc. 2.200% 3/15/21 6,850 6,979
Chubb INA Holdings Inc. 5.800% 3/15/18 1,750 1,898
Chubb INA Holdings Inc. 5.900% 6/15/19 2,450 2,764
Chubb INA Holdings Inc. 2.300% 11/3/20 12,265 12,490
Chubb Corp. 5.750% 5/15/18 14,015 15,410
4 Chubb Corp. 6.375% 3/29/67 5,325 4,633
Cigna Corp. 5.125% 6/15/20 425 471
Cigna Corp. 4.375% 12/15/20 950 1,026
Cigna Corp. 4.500% 3/15/21 2,425 2,613
CNA Financial Corp. 7.350% 11/15/19 375 433
CNA Financial Corp. 5.875% 8/15/20 2,000 2,233
Coventry Health Care Inc. 5.950% 3/15/17 1,265 1,321
Hartford Financial Services Group Inc. 6.300% 3/15/18 930 1,002
Hartford Financial Services Group Inc. 6.000% 1/15/19 3,475 3,830
Hartford Financial Services Group Inc. 5.500% 3/30/20 2,429 2,696
Humana Inc. 7.200% 6/15/18 2,325 2,586
Humana Inc. 6.300% 8/1/18 500 548
Humana Inc. 2.625% 10/1/19 1,500 1,523
Lincoln National Corp. 8.750% 7/1/19 4,025 4,794
Lincoln National Corp. 6.250% 2/15/20 2,350 2,624
4 Lincoln National Corp. 6.050% 4/20/67 1,000 649
Manulife Financial Corp. 4.900% 9/17/20 3,225 3,513
Marsh & McLennan Cos. Inc. 2.300% 4/1/17 1,100 1,108
Marsh & McLennan Cos. Inc. 2.550% 10/15/18 400 407
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 5,775 5,840
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 2,400 2,418
MetLife Inc. 1.756% 12/15/17 3,104 3,124
MetLife Inc. 1.903% 12/15/17 15,350 15,460
MetLife Inc. 6.817% 8/15/18 6,343 7,074
MetLife Inc. 7.717% 2/15/19 1,604 1,859
MetLife Inc. 4.750% 2/8/21 1,300 1,446
PartnerRe Finance B LLC 5.500% 6/1/20 3,100 3,421
Principal Financial Group Inc. 1.850% 11/15/17 1,291 1,293
Principal Financial Group Inc. 8.875% 5/15/19 1,710 2,030
4 Principal Financial Group Inc. 4.700% 5/15/55 4,000 3,892
4 Progressive Corp. 6.700% 6/15/67 3,775 3,596
Protective Life Corp. 7.375% 10/15/19 1,650 1,910
Prudential Financial Inc. 6.100% 6/15/17 562 592
Prudential Financial Inc. 6.000% 12/1/17 4,625 4,946
Prudential Financial Inc. 2.300% 8/15/18 2,200 2,229
Prudential Financial Inc. 7.375% 6/15/19 4,945 5,717
Prudential Financial Inc. 2.350% 8/15/19 7,240 7,319
Prudential Financial Inc. 5.375% 6/21/20 3,700 4,130
Prudential Financial Inc. 4.500% 11/15/20 1,800 1,956
4 Prudential Financial Inc. 8.875% 6/15/68 2,781 3,049
Reinsurance Group of America Inc. 6.450% 11/15/19 2,850 3,196

 

 

4 StanCorp Financial Group Inc. 6.900% 6/1/67 1,000 797
Torchmark Corp. 9.250% 6/15/19 1,500 1,806
Travelers Cos. Inc. 5.800% 5/15/18 2,825 3,069
Travelers Cos. Inc. 5.900% 6/2/19 1,756 1,988
UnitedHealth Group Inc. 6.000% 6/15/17 3,125 3,302
UnitedHealth Group Inc. 1.450% 7/17/17 7,513 7,555
UnitedHealth Group Inc. 1.400% 10/15/17 3,388 3,402
UnitedHealth Group Inc. 1.400% 12/15/17 3,325 3,342
UnitedHealth Group Inc. 6.000% 2/15/18 7,650 8,307
UnitedHealth Group Inc. 1.900% 7/16/18 8,200 8,324
UnitedHealth Group Inc. 1.700% 2/15/19 3,250 3,276
UnitedHealth Group Inc. 1.625% 3/15/19 4,000 4,032
UnitedHealth Group Inc. 2.300% 12/15/19 3,125 3,161
UnitedHealth Group Inc. 2.700% 7/15/20 9,650 10,026
UnitedHealth Group Inc. 3.875% 10/15/20 2,975 3,222
UnitedHealth Group Inc. 4.700% 2/15/21 2,700 3,043
UnitedHealth Group Inc. 2.125% 3/15/21 5,150 5,192
Unum Group 5.625% 9/15/20 1,150 1,267
Voya Financial Inc. 2.900% 2/15/18 9,255 9,397
Willis Towers Watson PLC 5.750% 3/15/21 3,000 3,338
WR Berkley Corp. 7.375% 9/15/19 100 117
XLIT Ltd. 2.300% 12/15/18 1,976 1,980
 
Other Finance (0.0%)        
ORIX Corp. 3.750% 3/9/17 2,950 3,006
 
Real Estate Investment Trusts (0.5%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 2,598 2,594
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 1,600 1,639
AvalonBay Communities Inc. 3.625% 10/1/20 4,345 4,546
Boston Properties LP 3.700% 11/15/18 5,450 5,701
Boston Properties LP 5.875% 10/15/19 1,475 1,651
Boston Properties LP 5.625% 11/15/20 9,135 10,400
Brandywine Operating Partnership LP 5.700% 5/1/17 5,275 5,463
Brandywine Operating Partnership LP 4.950% 4/15/18 1,926 2,008
DDR Corp. 7.875% 9/1/20 1,500 1,802
DDR Corp. 3.500% 1/15/21 3,290 3,361
Digital Realty Trust LP 3.400% 10/1/20 1,700 1,739
Digital Realty Trust LP 5.250% 3/15/21 5,775 6,357
Equity CommonWealth 6.250% 6/15/17 2,200 2,259
Equity CommonWealth 6.650% 1/15/18 2,860 3,008
ERP Operating LP 5.750% 6/15/17 2,210 2,330
ERP Operating LP 2.375% 7/1/19 4,725 4,765
Essex Portfolio LP 5.500% 3/15/17 2,175 2,254
Federal Realty Investment Trust 2.550% 1/15/21 4,525 4,602
HCP Inc. 5.625% 5/1/17 1,300 1,351
HCP Inc. 6.700% 1/30/18 12,410 13,367
HCP Inc. 2.625% 2/1/20 4,353 4,296
HCP Inc. 5.375% 2/1/21 4,025 4,402
Healthcare Realty Trust Inc. 5.750% 1/15/21 3,000 3,340
Hospitality Properties Trust 6.700% 1/15/18 2,000 2,102
Hospitality Properties Trust 4.250% 2/15/21 2,350 2,387
Kilroy Realty LP 4.800% 7/15/18 5,400 5,672
Kimco Realty Corp. 5.700% 5/1/17 9,998 10,426
Kimco Realty Corp. 4.300% 2/1/18 1,250 1,298
Liberty Property LP 6.625% 10/1/17 318 340

 

 

Liberty Property LP 4.750% 10/1/20 1,950 2,108
Mack-Cali Realty LP 2.500% 12/15/17 1,800 1,798
Mack-Cali Realty LP 7.750% 8/15/19 6,250 6,868
National Retail Properties Inc. 6.875% 10/15/17 4,000 4,293
ProLogis LP 2.750% 2/15/19 5,000 5,101
Realty Income Corp. 2.000% 1/31/18 4,300 4,317
Realty Income Corp. 6.750% 8/15/19 3,275 3,734
Realty Income Corp. 5.750% 1/15/21 450 510
Regency Centers LP 5.875% 6/15/17 1,312 1,377
Select Income REIT 2.850% 2/1/18 4,650 4,654
Select Income REIT 3.600% 2/1/20 234 235
Senior Housing Properties Trust 3.250% 5/1/19 9,605 9,574
Simon Property Group LP 2.150% 9/15/17 3,935 3,980
Simon Property Group LP 2.200% 2/1/19 4,100 4,172
Simon Property Group LP 5.650% 2/1/20 4,425 4,999
Simon Property Group LP 2.500% 9/1/20 3,700 3,767
Simon Property Group LP 4.375% 3/1/21 5,775 6,356
SL Green Realty Corp. 7.750% 3/15/20 2,500 2,940
Tanger Properties LP 6.125% 6/1/20 2,500 2,852
UDR Inc. 4.250% 6/1/18 850 892
UDR Inc. 3.700% 10/1/20 5,850 6,144
Ventas Realty LP 1.250% 4/17/17 4,775 4,767
Ventas Realty LP / Ventas Capital Corp. 2.000% 2/15/18 8,100 8,101
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 2,740 2,876
Vornado Realty LP 2.500% 6/30/19 4,000 4,055
Washington Prime Group LP 3.850% 4/1/20 1,525 1,564
Washington REIT 4.950% 10/1/20 1,700 1,822
Welltower Inc. 4.700% 9/15/17 1,150 1,195
Welltower Inc. 2.250% 3/15/18 8,514 8,568
Welltower Inc. 4.125% 4/1/19 1,846 1,941
Welltower Inc. 6.125% 4/15/20 2,802 3,168
Welltower Inc. 4.950% 1/15/21 4,200 4,568
        4,998,372
Industrial (14.7%)        
Basic Industry (0.7%)        
Agrium Inc. 6.750% 1/15/19 1,250 1,387
Airgas Inc. 1.650% 2/15/18 1,940 1,939
Airgas Inc. 2.375% 2/15/20 1,300 1,309
Airgas Inc. 3.050% 8/1/20 3,500 3,584
Albemarle Corp. 3.000% 12/1/19 1,500 1,499
Albemarle Corp. 4.500% 12/15/20 1,725 1,791
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 1,675 1,737
BHP Billiton Finance USA Ltd. 2.050% 9/30/18 12,065 12,071
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 8,000 9,000
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 2,850 3,233
CF Industries Inc. 6.875% 5/1/18 6,482 7,015
CF Industries Inc. 7.125% 5/1/20 2,890 3,280
Dow Chemical Co. 8.550% 5/15/19 15,246 18,136
Eastman Chemical Co. 2.400% 6/1/17 21,272 21,455
Eastman Chemical Co. 2.700% 1/15/20 5,680 5,801
Eastman Chemical Co. 4.500% 1/15/21 2,270 2,456
Ecolab Inc. 1.450% 12/8/17 3,725 3,714
Ecolab Inc. 1.550% 1/12/18 1,500 1,502
Ecolab Inc. 2.000% 1/14/19 2,000 2,029
Ecolab Inc. 2.250% 1/12/20 2,000 2,022
EI du Pont de Nemours & Co. 6.000% 7/15/18 10,325 11,377
EI du Pont de Nemours & Co. 3.625% 1/15/21 5,925 6,303

 

 

Goldcorp Inc. 2.125% 3/15/18 7,621 7,488
International Paper Co. 7.950% 6/15/18 6,098 6,854
International Paper Co. 9.375% 5/15/19 35 42
Lubrizol Corp. 8.875% 2/1/19 575 685
LyondellBasell Industries NV 5.000% 4/15/19 14,875 15,890
Methanex Corp. 3.250% 12/15/19 2,240 2,085
Monsanto Co. 1.150% 6/30/17 8,996 8,974
Monsanto Co. 5.125% 4/15/18 925 989
Monsanto Co. 1.850% 11/15/18 825 830
Monsanto Co. 2.125% 7/15/19 16,550 16,704
Newmont Mining Corp. 5.125% 10/1/19 1,925 2,062
Nucor Corp. 5.750% 12/1/17 6,183 6,583
Nucor Corp. 5.850% 6/1/18 2,843 3,069
Plum Creek Timberlands LP 4.700% 3/15/21 4,000 4,310
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 1,225 1,249
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,150 1,294
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 1,800 1,957
PPG Industries Inc. 2.300% 11/15/19 10,000 10,139
PPG Industries Inc. 3.600% 11/15/20 6,350 6,624
Praxair Inc. 1.050% 11/7/17 7,160 7,140
Praxair Inc. 1.250% 11/7/18 2,500 2,493
Praxair Inc. 2.250% 9/24/20 100 101
Praxair Inc. 4.050% 3/15/21 1,525 1,674
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 11,413 12,424
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 6,300 7,436
Rio Tinto Finance USA Ltd. 3.500% 11/2/20 2,475 2,567
Rio Tinto Finance USA plc 2.000% 3/22/17 10,700 10,661
Rio Tinto Finance USA plc 1.625% 8/21/17 2,500 2,485
Rio Tinto Finance USA plc 2.250% 12/14/18 4,630 4,621
Rohm & Haas Co. 6.000% 9/15/17 1,000 1,057
RPM International Inc. 6.500% 2/15/18 2,710 2,894
RPM International Inc. 6.125% 10/15/19 325 361
Sherwin-Williams Co. 1.350% 12/15/17 200 200
Southern Copper Corp. 5.375% 4/16/20 2,600 2,769
Vale Overseas Ltd. 5.625% 9/15/19 3,025 2,957
Vale Overseas Ltd. 4.625% 9/15/20 4,650 4,266
Valspar Corp. 7.250% 6/15/19 863 986
WestRock RKT Co. 4.450% 3/1/19 5,000 5,223
WestRock RKT Co. 3.500% 3/1/20 2,634 2,673
 
Capital Goods (1.5%)        
3M Co. 1.000% 6/26/17 3,000 3,007
3M Co. 1.375% 8/7/18 3,100 3,136
3M Co. 2.000% 8/7/20 3,100 3,173
Acuity Brands Lighting Inc. 6.000% 12/15/19 675 750
Bemis Co. Inc. 6.800% 8/1/19 500 565
Boeing Capital Corp. 2.900% 8/15/18 11 11
Boeing Capital Corp. 4.700% 10/27/19 6,695 7,413
Boeing Co. 0.950% 5/15/18 6,100 6,085
Boeing Co. 6.000% 3/15/19 3,425 3,887
Boeing Co. 4.875% 2/15/20 4,925 5,540
Boeing Co. 1.650% 10/30/20 4,000 4,002
Caterpillar Financial Services Corp. 1.000% 3/3/17 8,524 8,540
Caterpillar Financial Services Corp. 1.625% 6/1/17 13,650 13,748
Caterpillar Financial Services Corp. 1.250% 8/18/17 158 159
Caterpillar Financial Services Corp. 1.250% 11/6/17 10,222 10,226
Caterpillar Financial Services Corp. 1.500% 2/23/18 2,075 2,088

 

 

Caterpillar Financial Services Corp. 1.300% 3/1/18 5,750 5,735
Caterpillar Financial Services Corp. 5.450% 4/15/18 4,650 5,048
Caterpillar Financial Services Corp. 2.450% 9/6/18 2,800 2,879
Caterpillar Financial Services Corp. 1.800% 11/13/18 4,000 4,056
Caterpillar Financial Services Corp. 7.150% 2/15/19 8,358 9,576
Caterpillar Financial Services Corp. 2.100% 6/9/19 4,475 4,571
Caterpillar Financial Services Corp. 2.250% 12/1/19 1,970 2,018
Caterpillar Financial Services Corp. 2.000% 3/5/20 4,850 4,879
Caterpillar Financial Services Corp. 2.500% 11/13/20 3,500 3,595
Caterpillar Inc. 1.500% 6/26/17 5,889 5,924
Caterpillar Inc. 7.900% 12/15/18 1,020 1,190
Cooper US Inc. 6.100% 7/1/17 515 544
Crane Co. 2.750% 12/15/18 7,406 7,505
CRH America Inc. 8.125% 7/15/18 1,100 1,234
CRH America Inc. 5.750% 1/15/21 450 510
Danaher Corp. 2.300% 6/23/16 1,500 1,505
Danaher Corp. 5.625% 1/15/18 1,950 2,100
Danaher Corp. 1.650% 9/15/18 6,000 6,086
Danaher Corp. 5.400% 3/1/19 2,305 2,550
Danaher Corp. 2.400% 9/15/20 6,000 6,192
Dover Corp. 5.450% 3/15/18 1,375 1,480
Dover Corp. 4.300% 3/1/21 4,200 4,612
Eaton Corp. 1.500% 11/2/17 9,570 9,577
Eaton Corp. 5.600% 5/15/18 7,725 8,355
Eaton Corp. 6.950% 3/20/19 1,028 1,165
Eaton Electric Holdings LLC 3.875% 12/15/20 1,500 1,579
Emerson Electric Co. 4.875% 10/15/19 3,220 3,548
Emerson Electric Co. 4.250% 11/15/20 825 898
Fortune Brands Home & Security Inc. 3.000% 6/15/20 3,000 3,035
General Dynamics Corp. 1.000% 11/15/17 6,408 6,435
General Electric Capital Corp. 5.625% 9/15/17 4,095 4,370
General Electric Capital Corp. 5.625% 5/1/18 10,910 11,965
General Electric Capital Corp. 6.000% 8/7/19 8,193 9,430
General Electric Capital Corp. 2.100% 12/11/19 2,925 2,992
General Electric Capital Corp. 5.500% 1/8/20 7,476 8,573
General Electric Capital Corp. 2.200% 1/9/20 14,736 15,166
General Electric Capital Corp. 5.550% 5/4/20 7,556 8,685
General Electric Capital Corp. 4.375% 9/16/20 10,048 11,208
General Electric Capital Corp. 4.625% 1/7/21 6,486 7,333
General Electric Capital Corp. 5.300% 2/11/21 7,843 9,092
General Electric Co. 5.250% 12/6/17 34,950 37,460
Harris Corp. 1.999% 4/27/18 7,550 7,531
Harris Corp. 2.700% 4/27/20 9,542 9,549
Harris Corp. 4.400% 12/15/20 2,725 2,909
Honeywell International Inc. 5.300% 3/1/18 12,106 13,085
Honeywell International Inc. 5.000% 2/15/19 11,928 13,177
Honeywell International Inc. 4.250% 3/1/21 5,500 6,154
Illinois Tool Works Inc. 1.950% 3/1/19 2,832 2,894
Illinois Tool Works Inc. 6.250% 4/1/19 2,675 3,044
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 12,095 13,346
Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 1,150 1,177
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 1,500 1,503
John Deere Capital Corp. 1.400% 3/15/17 8,039 8,087
John Deere Capital Corp. 1.125% 6/12/17 3,010 3,017
John Deere Capital Corp. 2.800% 9/18/17 1,319 1,349
John Deere Capital Corp. 1.200% 10/10/17 3,112 3,116
John Deere Capital Corp. 1.550% 12/15/17 6,614 6,661

 

 

John Deere Capital Corp. 1.350% 1/16/18 4,300 4,321
John Deere Capital Corp. 1.300% 3/12/18 600 601
John Deere Capital Corp. 5.350% 4/3/18 470 507
John Deere Capital Corp. 1.600% 7/13/18 2,650 2,660
John Deere Capital Corp. 1.750% 8/10/18 3,200 3,228
John Deere Capital Corp. 1.950% 12/13/18 15,700 15,925
John Deere Capital Corp. 1.950% 1/8/19 11,000 11,160
John Deere Capital Corp. 1.950% 3/4/19 13,155 13,364
John Deere Capital Corp. 2.250% 4/17/19 5,685 5,774
John Deere Capital Corp. 2.300% 9/16/19 2,500 2,542
John Deere Capital Corp. 2.050% 3/10/20 4,400 4,413
John Deere Capital Corp. 2.375% 7/14/20 2,500 2,545
John Deere Capital Corp. 2.450% 9/11/20 2,600 2,662
John Deere Capital Corp. 2.550% 1/8/21 2,000 2,047
John Deere Capital Corp. 2.800% 3/4/21 3,000 3,090
Kennametal Inc. 2.650% 11/1/19 3,400 3,199
L-3 Communications Corp. 1.500% 5/28/17 7,600 7,529
L-3 Communications Corp. 5.200% 10/15/19 6,925 7,379
L-3 Communications Corp. 4.750% 7/15/20 4,427 4,634
L-3 Communications Corp. 4.950% 2/15/21 4,000 4,220
Lockheed Martin Corp. 1.850% 11/23/18 6,650 6,728
Lockheed Martin Corp. 4.250% 11/15/19 5,285 5,784
Lockheed Martin Corp. 2.500% 11/23/20 10,000 10,238
Martin Marietta Materials Inc. 6.600% 4/15/18 100 107
Northrop Grumman Corp. 1.750% 6/1/18 2,375 2,380
Northrop Grumman Corp. 3.500% 3/15/21 4,325 4,616
Parker Hannifin Corp. 5.500% 5/15/18 35 38
Pentair Finance SA 1.875% 9/15/17 3,200 3,185
Pentair Finance SA 2.900% 9/15/18 275 276
Pentair Finance SA 3.625% 9/15/20 3,450 3,451
Precision Castparts Corp. 1.250% 1/15/18 8,300 8,305
Precision Castparts Corp. 2.250% 6/15/20 3,550 3,590
Raytheon Co. 6.750% 3/15/18 3,000 3,319
Raytheon Co. 6.400% 12/15/18 500 567
Raytheon Co. 4.400% 2/15/20 3,300 3,647
Raytheon Co. 3.125% 10/15/20 5,465 5,830
Republic Services Inc. 3.800% 5/15/18 6,542 6,824
Republic Services Inc. 5.500% 9/15/19 4,175 4,618
Republic Services Inc. 5.000% 3/1/20 5,543 6,077
Rockwell Automation Inc. 2.050% 3/1/20 5,850 5,916
Roper Technologies Inc. 1.850% 11/15/17 7,821 7,844
Roper Technologies Inc. 2.050% 10/1/18 11,050 11,159
Roper Technologies Inc. 6.250% 9/1/19 1,000 1,115
Roper Technologies Inc. 3.000% 12/15/20 4,450 4,550
Stanley Black & Decker Inc. 2.451% 11/17/18 4,250 4,315
4 Stanley Black & Decker Inc. 5.750% 12/15/53 2,190 2,310
Textron Inc. 5.600% 12/1/17 1,000 1,051
Textron Inc. 7.250% 10/1/19 2,070 2,373
Textron Inc. 3.650% 3/1/21 4,250 4,377
United Technologies Corp. 1.800% 6/1/17 13,587 13,742
United Technologies Corp. 5.375% 12/15/17 4,410 4,729
United Technologies Corp. 6.125% 2/1/19 3,795 4,267
United Technologies Corp. 4.500% 4/15/20 9,675 10,701
Valmont Industries Inc. 6.625% 4/20/20 464 521
Waste Management Inc. 6.100% 3/15/18 9,410 10,281
Waste Management Inc. 4.750% 6/30/20 3,500 3,880
Waste Management Inc. 4.600% 3/1/21 2,703 2,919

 

 

Xylem Inc. 3.550% 9/20/16 120 121
 
Communication (1.9%)        
21st Century Fox America Inc. 6.900% 3/1/19 6,550 7,465
21st Century Fox America Inc. 5.650% 8/15/20 7,683 8,796
21st Century Fox America Inc. 4.500% 2/15/21 3,475 3,833
America Movil SAB de CV 5.000% 3/30/20 12,603 13,946
American Tower Corp. 4.500% 1/15/18 13,810 14,408
American Tower Corp. 3.400% 2/15/19 6,000 6,156
American Tower Corp. 2.800% 6/1/20 3,025 3,034
American Tower Corp. 5.050% 9/1/20 2,370 2,575
American Tower Corp. 3.300% 2/15/21 4,800 4,886
AT&T Inc. 2.400% 3/15/17 9,926 10,039
AT&T Inc. 1.700% 6/1/17 11,922 11,992
AT&T Inc. 1.400% 12/1/17 10,175 10,184
AT&T Inc. 1.750% 1/15/18 8,260 8,292
AT&T Inc. 5.500% 2/1/18 19,234 20,624
AT&T Inc. 5.600% 5/15/18 5,400 5,851
AT&T Inc. 2.375% 11/27/18 3,900 3,986
AT&T Inc. 2.300% 3/11/19 10,375 10,597
AT&T Inc. 5.875% 10/1/19 5,800 6,469
AT&T Inc. 5.200% 3/15/20 9,196 10,214
AT&T Inc. 2.450% 6/30/20 21,900 22,146
AT&T Inc. 4.600% 2/15/21 12,912 14,133
AT&T Inc. 2.800% 2/17/21 19,650 20,191
AT&T Inc. 5.000% 3/1/21 7,959 8,868
British Telecommunications plc 5.950% 1/15/18 5,725 6,173
British Telecommunications plc 2.350% 2/14/19 11,975 12,204
CBS Corp. 1.950% 7/1/17 1,050 1,056
CBS Corp. 2.300% 8/15/19 11,575 11,702
CBS Corp. 5.750% 4/15/20 910 1,030
CBS Corp. 4.300% 2/15/21 1,800 1,931
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 2.381% 12/15/17 2,555 2,569
5 CCO Safari II LLC 3.579% 7/23/20 15,250 15,566
Comcast Cable Communications LLC 8.875% 5/1/17 3,510 3,803
Comcast Corp. 6.500% 1/15/17 4,009 4,183
Comcast Corp. 6.300% 11/15/17 4,976 5,390
Comcast Corp. 5.875% 2/15/18 7,650 8,311
Comcast Corp. 5.700% 5/15/18 9,436 10,317
Comcast Corp. 5.700% 7/1/19 125 142
Comcast Corp. 5.150% 3/1/20 5,703 6,420
Crown Castle International Corp. 3.400% 2/15/21 13,400 13,568
Deutsche Telekom International Finance BV 6.750% 8/20/18 6,745 7,557
Deutsche Telekom International Finance BV 6.000% 7/8/19 4,150 4,650
Discovery Communications LLC 5.625% 8/15/19 750 818
Discovery Communications LLC 5.050% 6/1/20 6,775 7,245
Electronic Arts Inc. 3.700% 3/1/21 5,600 5,824
Historic TW Inc. 6.875% 6/15/18 820 912
Interpublic Group of Cos. Inc. 2.250% 11/15/17 260 260
Moody's Corp. 2.750% 7/15/19 7,101 7,285
Moody's Corp. 5.500% 9/1/20 277 310
NBCUniversal Media LLC 5.150% 4/30/20 16,672 18,952
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 2,487 2,488
Omnicom Group Inc. 6.250% 7/15/19 5,035 5,666
Omnicom Group Inc. 4.450% 8/15/20 8,900 9,716
Orange SA 2.750% 2/6/19 17,575 18,118

 

 

Orange SA 5.375% 7/8/19 4,025 4,482
Qwest Corp. 6.500% 6/1/17 5,050 5,282
Rogers Communications Inc. 6.800% 8/15/18 8,814 9,816
Scripps Networks Interactive Inc. 2.750% 11/15/19 2,850 2,864
Scripps Networks Interactive Inc. 2.800% 6/15/20 3,650 3,643
S&P Global Inc. 2.500% 8/15/18 3,600 3,649
S&P Global Inc. 3.300% 8/14/20 4,300 4,466
Telefonica Emisiones SAU 6.221% 7/3/17 4,780 5,057
Telefonica Emisiones SAU 3.192% 4/27/18 18,100 18,617
Telefonica Emisiones SAU 5.877% 7/15/19 700 783
Telefonica Emisiones SAU 5.134% 4/27/20 9,452 10,475
Telefonica Emisiones SAU 5.462% 2/16/21 7,360 8,347
Thomson Reuters Corp. 1.650% 9/29/17 4,014 4,007
Thomson Reuters Corp. 6.500% 7/15/18 2,430 2,679
Thomson Reuters Corp. 4.700% 10/15/19 250 271
Time Warner Cable Inc. 5.850% 5/1/17 8,950 9,336
Time Warner Cable Inc. 6.750% 7/1/18 29,075 31,965
Time Warner Cable Inc. 8.750% 2/14/19 8,941 10,486
Time Warner Cable Inc. 8.250% 4/1/19 2,055 2,392
Time Warner Cable Inc. 5.000% 2/1/20 5,135 5,577
Time Warner Cable Inc. 4.125% 2/15/21 3,675 3,855
Time Warner Inc. 2.100% 6/1/19 5,475 5,522
Time Warner Inc. 4.875% 3/15/20 8,795 9,655
Time Warner Inc. 4.700% 1/15/21 2,560 2,821
Time Warner Inc. 4.750% 3/29/21 7,775 8,621
Verizon Communications Inc. 1.350% 6/9/17 30 30
Verizon Communications Inc. 1.100% 11/1/17 5,455 5,448
Verizon Communications Inc. 5.500% 2/15/18 12,971 13,933
Verizon Communications Inc. 6.100% 4/15/18 4,519 4,932
Verizon Communications Inc. 3.650% 9/14/18 37,452 39,444
Verizon Communications Inc. 6.350% 4/1/19 13,275 15,066
Verizon Communications Inc. 2.625% 2/21/20 23,196 23,856
Verizon Communications Inc. 4.500% 9/15/20 20,871 23,060
Verizon Communications Inc. 3.450% 3/15/21 5,758 6,107
Viacom Inc. 3.500% 4/1/17 3,900 3,964
Viacom Inc. 2.500% 9/1/18 6,000 6,048
Viacom Inc. 2.200% 4/1/19 12,000 12,014
Viacom Inc. 5.625% 9/15/19 1,000 1,094
Vodafone Group plc 1.625% 3/20/17 5,220 5,242
Vodafone Group plc 1.250% 9/26/17 5,270 5,257
Vodafone Group plc 1.500% 2/19/18 7,200 7,199
Vodafone Group plc 4.625% 7/15/18 5,320 5,642
Vodafone Group plc 5.450% 6/10/19 9,681 10,692
Vodafone Group plc 4.375% 3/16/21 3,258 3,552
Walt Disney Co. 0.875% 5/30/17 6,350 6,361
Walt Disney Co. 1.100% 12/1/17 11,971 12,025
Walt Disney Co. 1.500% 9/17/18 1,050 1,065
Walt Disney Co. 1.650% 1/8/19 2,250 2,288
Walt Disney Co. 1.850% 5/30/19 6,700 6,836
Walt Disney Co. 2.150% 9/17/20 4,600 4,724
Walt Disney Co. 2.300% 2/12/21 5,925 6,115
 
Consumer Cyclical (2.0%)        
Advance Auto Parts Inc. 5.750% 5/1/20 1,190 1,300
Alibaba Group Holding Ltd. 1.625% 11/28/17 7,600 7,595
Alibaba Group Holding Ltd. 2.500% 11/28/19 16,250 16,414
Amazon.com Inc. 1.200% 11/29/17 5,700 5,717

 

 

Amazon.com Inc. 2.600% 12/5/19 9,250 9,625
American Honda Finance Corp. 1.200% 7/14/17 2,650 2,653
American Honda Finance Corp. 1.550% 12/11/17 11,084 11,153
American Honda Finance Corp. 1.500% 3/13/18 3,150 3,163
American Honda Finance Corp. 1.600% 7/13/18 5,925 5,961
American Honda Finance Corp. 2.125% 10/10/18 7,100 7,229
American Honda Finance Corp. 1.700% 2/22/19 1,000 1,008
American Honda Finance Corp. 2.250% 8/15/19 11,175 11,423
American Honda Finance Corp. 2.450% 9/24/20 6,575 6,763
Automatic Data Processing Inc. 2.250% 9/15/20 7,025 7,232
AutoNation Inc. 6.750% 4/15/18 2,500 2,695
AutoNation Inc. 5.500% 2/1/20 1,620 1,755
AutoNation Inc. 3.350% 1/15/21 5,525 5,598
AutoZone Inc. 7.125% 8/1/18 4,175 4,664
AutoZone Inc. 4.000% 11/15/20 275 293
Best Buy Co. Inc. 5.500% 3/15/21 1,000 1,050
Block Financial LLC 4.125% 10/1/20 3,050 3,159
BorgWarner Inc. 4.625% 9/15/20 450 488
Brinker International Inc. 2.600% 5/15/18 2,125 2,140
Carnival Corp. 1.875% 12/15/17 3,200 3,211
Carnival Corp. 3.950% 10/15/20 2,400 2,550
Costco Wholesale Corp. 5.500% 3/15/17 4,961 5,185
Costco Wholesale Corp. 1.125% 12/15/17 8,500 8,544
Costco Wholesale Corp. 1.700% 12/15/19 2,525 2,578
Costco Wholesale Corp. 1.750% 2/15/20 3,475 3,515
CVS Health Corp. 5.750% 6/1/17 3,262 3,438
CVS Health Corp. 1.900% 7/20/18 17,951 18,220
CVS Health Corp. 2.250% 12/5/18 9,800 10,039
CVS Health Corp. 2.250% 8/12/19 9,030 9,268
CVS Health Corp. 4.750% 5/18/20 725 799
CVS Health Corp. 2.800% 7/20/20 23,449 24,353
Delphi Automotive plc 3.150% 11/19/20 3,400 3,475
Dollar General Corp. 4.125% 7/15/17 5,648 5,834
eBay Inc. 1.350% 7/15/17 4,693 4,686
eBay Inc. 2.500% 3/9/18 2,500 2,539
eBay Inc. 2.200% 8/1/19 8,825 8,864
eBay Inc. 3.250% 10/15/20 500 516
Expedia Inc. 7.456% 8/15/18 3,250 3,637
Expedia Inc. 5.950% 8/15/20 10,722 11,968
Ford Motor Co. 6.500% 8/1/18 1,392 1,522
Ford Motor Credit Co. LLC 4.250% 2/3/17 7,125 7,284
Ford Motor Credit Co. LLC 1.461% 3/27/17 4,200 4,196
Ford Motor Credit Co. LLC 3.000% 6/12/17 13,043 13,217
Ford Motor Credit Co. LLC 6.625% 8/15/17 7,800 8,269
Ford Motor Credit Co. LLC 1.724% 12/6/17 9,500 9,436
Ford Motor Credit Co. LLC 2.145% 1/9/18 12,239 12,228
Ford Motor Credit Co. LLC 2.375% 1/16/18 24,969 25,047
Ford Motor Credit Co. LLC 5.000% 5/15/18 13,106 13,843
Ford Motor Credit Co. LLC 2.240% 6/15/18 7,200 7,199
Ford Motor Credit Co. LLC 2.875% 10/1/18 6,305 6,397
Ford Motor Credit Co. LLC 2.551% 10/5/18 3,000 3,010
Ford Motor Credit Co. LLC 2.375% 3/12/19 4,700 4,722
Ford Motor Credit Co. LLC 2.597% 11/4/19 5,800 5,821
Ford Motor Credit Co. LLC 8.125% 1/15/20 8,100 9,607
Ford Motor Credit Co. LLC 2.459% 3/27/20 7,290 7,238
Ford Motor Credit Co. LLC 3.157% 8/4/20 5,850 5,970
Ford Motor Credit Co. LLC 3.200% 1/15/21 4,700 4,800

 

 

Ford Motor Credit Co. LLC 5.750% 2/1/21 5,000 5,649
Ford Motor Credit Co. LLC 3.336% 3/18/21 13,000 13,387
General Motors Co. 3.500% 10/2/18 5,600 5,733
General Motors Financial Co. Inc. 2.625% 7/10/17 3,962 3,992
General Motors Financial Co. Inc. 4.750% 8/15/17 6,038 6,264
General Motors Financial Co. Inc. 3.000% 9/25/17 6,524 6,573
General Motors Financial Co. Inc. 3.250% 5/15/18 4,070 4,136
General Motors Financial Co. Inc. 6.750% 6/1/18 7,325 7,929
General Motors Financial Co. Inc. 3.100% 1/15/19 15,500 15,732
General Motors Financial Co. Inc. 3.500% 7/10/19 7,750 7,944
General Motors Financial Co. Inc. 3.150% 1/15/20 5,190 5,229
General Motors Financial Co. Inc. 3.200% 7/13/20 18,937 18,748
General Motors Financial Co. Inc. 3.700% 11/24/20 10,220 10,373
General Motors Financial Co. Inc. 4.200% 3/1/21 8,600 8,858
Home Depot Inc. 2.250% 9/10/18 8,425 8,684
Home Depot Inc. 2.000% 6/15/19 8,555 8,780
Home Depot Inc. 3.950% 9/15/20 1,300 1,415
Home Depot Inc. 2.000% 4/1/21 4,000 4,042
Johnson Controls Inc. 1.400% 11/2/17 5,735 5,730
Johnson Controls Inc. 5.000% 3/30/20 1,575 1,705
Johnson Controls Inc. 4.250% 3/1/21 750 793
Lowe's Cos. Inc. 1.625% 4/15/17 6,625 6,677
Lowe's Cos. Inc. 4.625% 4/15/20 4,050 4,456
Macy's Retail Holdings Inc. 7.450% 7/15/17 1,000 1,072
Macy's Retail Holdings Inc. 3.450% 1/15/21 2,300 2,374
Marriott International Inc. 6.375% 6/15/17 1,310 1,387
Marriott International Inc. 3.000% 3/1/19 1,500 1,532
Marriott International Inc. 3.375% 10/15/20 3,875 4,026
Marriott International Inc. 2.875% 3/1/21 1,625 1,642
MasterCard Inc. 2.000% 4/1/19 4,225 4,326
McDonald's Corp. 5.300% 3/15/17 873 910
McDonald's Corp. 5.800% 10/15/17 4,021 4,303
McDonald's Corp. 5.350% 3/1/18 7,344 7,904
McDonald's Corp. 2.100% 12/7/18 4,800 4,893
McDonald's Corp. 1.875% 5/29/19 3,445 3,491
McDonald's Corp. 3.500% 7/15/20 1,999 2,132
McDonald's Corp. 2.750% 12/9/20 12,206 12,646
Nordstrom Inc. 6.250% 1/15/18 4,854 5,232
Nordstrom Inc. 4.750% 5/1/20 2,975 3,224
O'Reilly Automotive Inc. 4.875% 1/14/21 2,435 2,671
PACCAR Financial Corp. 1.600% 3/15/17 1,350 1,361
PACCAR Financial Corp. 1.100% 6/6/17 4,900 4,907
PACCAR Financial Corp. 1.400% 11/17/17 1,260 1,265
PACCAR Financial Corp. 1.450% 3/9/18 2,450 2,449
PACCAR Financial Corp. 1.400% 5/18/18 2,000 1,999
PACCAR Financial Corp. 1.750% 8/14/18 1,250 1,260
PACCAR Financial Corp. 2.500% 8/14/20 2,000 2,046
PACCAR Financial Corp. 2.250% 2/25/21 2,725 2,729
QVC Inc. 3.125% 4/1/19 2,250 2,256
Ralph Lauren Corp. 2.125% 9/26/18 1,700 1,724
Ralph Lauren Corp. 2.625% 8/18/20 1,800 1,847
Staples Inc. 2.750% 1/12/18 950 955
Starbucks Corp. 2.000% 12/5/18 3,175 3,243
Starbucks Corp. 2.100% 2/4/21 2,000 2,038
Starwood Hotels & Resorts Worldwide Inc. 6.750% 5/15/18 2,108 2,298
Target Corp. 5.375% 5/1/17 9,850 10,321
Target Corp. 6.000% 1/15/18 11,870 12,921

 

 

Target Corp. 2.300% 6/26/19 8,204 8,457
TJX Cos. Inc. 6.950% 4/15/19 9,953 11,614
Toyota Motor Credit Corp. 1.125% 5/16/17 7,025 7,041
Toyota Motor Credit Corp. 1.750% 5/22/17 472 476
Toyota Motor Credit Corp. 1.250% 10/5/17 6,312 6,326
Toyota Motor Credit Corp. 1.375% 1/10/18 2,375 2,388
Toyota Motor Credit Corp. 1.450% 1/12/18 9,150 9,192
Toyota Motor Credit Corp. 1.550% 7/13/18 7,900 7,966
Toyota Motor Credit Corp. 2.000% 10/24/18 9,900 10,067
Toyota Motor Credit Corp. 2.100% 1/17/19 3,330 3,399
Toyota Motor Credit Corp. 1.700% 2/19/19 7,500 7,571
Toyota Motor Credit Corp. 2.125% 7/18/19 9,700 9,909
Toyota Motor Credit Corp. 2.150% 3/12/20 15,200 15,494
Toyota Motor Credit Corp. 4.500% 6/17/20 2,000 2,219
Toyota Motor Credit Corp. 4.250% 1/11/21 2,775 3,068
Visa Inc. 1.200% 12/14/17 16,725 16,827
Visa Inc. 2.200% 12/14/20 20,000 20,503
Wal-Mart Stores Inc. 5.375% 4/5/17 2,572 2,690
Wal-Mart Stores Inc. 1.000% 4/21/17 150 150
Wal-Mart Stores Inc. 5.800% 2/15/18 13,627 14,868
Wal-Mart Stores Inc. 1.125% 4/11/18 8,694 8,763
Wal-Mart Stores Inc. 1.950% 12/15/18 4,975 5,105
Wal-Mart Stores Inc. 4.125% 2/1/19 2,305 2,491
Wal-Mart Stores Inc. 3.625% 7/8/20 13,857 15,127
Wal-Mart Stores Inc. 3.250% 10/25/20 10,025 10,864
Walgreen Co. 5.250% 1/15/19 927 1,004
Walgreens Boots Alliance Inc. 1.750% 11/17/17 5,918 5,934
Walgreens Boots Alliance Inc. 2.700% 11/18/19 13,065 13,336
Western Union Co. 2.875% 12/10/17 735 746
Western Union Co. 3.650% 8/22/18 3,675 3,768
Western Union Co. 5.253% 4/1/20 200 217
Wyndham Worldwide Corp. 2.950% 3/1/17 3,905 3,944
Wyndham Worldwide Corp. 2.500% 3/1/18 1,110 1,106
 
Consumer Noncyclical (4.0%)        
Abbott Laboratories 5.125% 4/1/19 550 603
Abbott Laboratories 2.000% 3/15/20 10,175 10,295
Abbott Laboratories 4.125% 5/27/20 4,825 5,275
AbbVie Inc. 1.750% 11/6/17 23,349 23,478
AbbVie Inc. 1.800% 5/14/18 23,234 23,492
AbbVie Inc. 2.000% 11/6/18 7,050 7,120
AbbVie Inc. 2.500% 5/14/20 29,996 30,548
Actavis Funding SCS 1.300% 6/15/17 8,675 8,659
Actavis Funding SCS 2.350% 3/12/18 20,228 20,437
Actavis Funding SCS 2.450% 6/15/19 5,438 5,506
Actavis Funding SCS 3.000% 3/12/20 29,795 30,638
Actavis Inc. 1.875% 10/1/17 11,472 11,526
Agilent Technologies Inc. 5.000% 7/15/20 3,300 3,655
Allergan Inc. 1.350% 3/15/18 2,975 2,955
Allergan Inc. 3.375% 9/15/20 1,900 1,976
Altria Group Inc. 9.250% 8/6/19 6,124 7,567
Altria Group Inc. 2.625% 1/14/20 11,800 12,201
AmerisourceBergen Corp. 1.150% 5/15/17 6,560 6,544
AmerisourceBergen Corp. 4.875% 11/15/19 2,105 2,312
Amgen Inc. 2.125% 5/15/17 14,648 14,817
Amgen Inc. 1.250% 5/22/17 6,214 6,230
Amgen Inc. 5.850% 6/1/17 9,439 9,946

 

 

Amgen Inc. 2.200% 5/22/19 11,225 11,485
Amgen Inc. 2.125% 5/1/20 6,650 6,742
Amgen Inc. 3.450% 10/1/20 8,250 8,787
Anheuser-Busch Cos. LLC 5.500% 1/15/18 9,166 9,865
Anheuser-Busch Cos. LLC 5.000% 3/1/19 750 823
Anheuser-Busch InBev Finance Inc. 1.250% 1/17/18 6,150 6,176
Anheuser-Busch InBev Finance Inc. 1.900% 2/1/19 27,500 27,871
Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 17,325 17,697
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 61,455 63,137
Anheuser-Busch InBev Worldwide Inc. 1.375% 7/15/17 22,762 22,892
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 18,425 21,469
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 14,400 16,254
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 1,855 2,078
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 1,425 1,576
Archer-Daniels-Midland Co. 5.450% 3/15/18 3,413 3,700
Archer-Daniels-Midland Co. 4.479% 3/1/21 2,239 2,495
AstraZeneca plc 5.900% 9/15/17 6,538 6,977
AstraZeneca plc 1.750% 11/16/18 6,600 6,664
AstraZeneca plc 1.950% 9/18/19 5,585 5,632
AstraZeneca plc 2.375% 11/16/20 14,000 14,271
5 Baxalta Inc. 2.000% 6/22/18 2,300 2,283
5 Baxalta Inc. 2.875% 6/23/20 6,500 6,501
Beam Suntory Inc. 1.875% 5/15/17 875 879
Beam Suntory Inc. 1.750% 6/15/18 925 922
Becton Dickinson & Co. 1.450% 5/15/17 3,200 3,206
Becton Dickinson & Co. 1.800% 12/15/17 16,751 16,839
Becton Dickinson & Co. 5.000% 5/15/19 125 136
Becton Dickinson & Co. 6.375% 8/1/19 5,085 5,788
Becton Dickinson & Co. 2.675% 12/15/19 9,110 9,334
Becton Dickinson & Co. 3.250% 11/12/20 4,523 4,718
Bio-Rad Laboratories Inc. 4.875% 12/15/20 2,150 2,322
Biogen Inc. 6.875% 3/1/18 5,550 6,081
Biogen Inc. 2.900% 9/15/20 14,710 15,150
Boston Scientific Corp. 2.650% 10/1/18 5,700 5,801
Boston Scientific Corp. 6.000% 1/15/20 4,300 4,857
Boston Scientific Corp. 2.850% 5/15/20 4,050 4,118
Bottling Group LLC 5.125% 1/15/19 8,700 9,630
Bristol-Myers Squibb Co. 0.875% 8/1/17 5,764 5,768
Brown-Forman Corp. 1.000% 1/15/18 2,275 2,256
Bunge Ltd. Finance Corp. 3.200% 6/15/17 1,060 1,069
Bunge Ltd. Finance Corp. 8.500% 6/15/19 6,750 7,848
Bunge Ltd. Finance Corp. 3.500% 11/24/20 3,020 3,093
Campbell Soup Co. 3.050% 7/15/17 1,000 1,024
Cardinal Health Inc. 1.700% 3/15/18 8,650 8,676
Cardinal Health Inc. 1.950% 6/15/18 1,810 1,819
Cardinal Health Inc. 4.625% 12/15/20 3,725 4,138
Catholic Health Initiatives Colorado GO 1.600% 11/1/17 1,700 1,703
Celgene Corp. 1.900% 8/15/17 4,004 4,037
Celgene Corp. 2.125% 8/15/18 5,697 5,763
Celgene Corp. 2.300% 8/15/18 2,188 2,224
Celgene Corp. 2.250% 5/15/19 4,850 4,923
Celgene Corp. 2.875% 8/15/20 7,253 7,467
Celgene Corp. 3.950% 10/15/20 6,004 6,433
Church & Dwight Co. Inc. 2.450% 12/15/19 2,550 2,600
Clorox Co. 5.950% 10/15/17 4,520 4,834
Coca-Cola Co. 1.650% 3/14/18 2,650 2,690
Coca-Cola Co. 1.150% 4/1/18 7,979 8,041

 

 

Coca-Cola Co. 1.650% 11/1/18 14,725 15,026
Coca-Cola Co. 1.875% 10/27/20 5,000 5,078
Coca-Cola Co. 2.450% 11/1/20 7,975 8,319
Coca-Cola Co. 3.150% 11/15/20 3,785 4,059
Coca-Cola Enterprises Inc. 3.500% 9/15/20 4,750 5,012
Coca-Cola Femsa SAB de CV 2.375% 11/26/18 11,945 12,123
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 275 298
Colgate-Palmolive Co. 2.625% 5/1/17 3,085 3,144
Colgate-Palmolive Co. 0.900% 5/1/18 3,833 3,833
Colgate-Palmolive Co. 1.500% 11/1/18 1,575 1,600
Colgate-Palmolive Co. 1.750% 3/15/19 4,175 4,275
ConAgra Foods Inc. 1.900% 1/25/18 14,425 14,462
ConAgra Foods Inc. 7.000% 4/15/19 208 235
Covidien International Finance SA 6.000% 10/15/17 10,918 11,721
Covidien International Finance SA 4.200% 6/15/20 2,550 2,792
CR Bard Inc. 1.375% 1/15/18 3,425 3,426
CR Bard Inc. 4.400% 1/15/21 2,245 2,425
Diageo Capital plc 1.500% 5/11/17 9,740 9,794
Diageo Capital plc 5.750% 10/23/17 5,501 5,870
Diageo Capital plc 1.125% 4/29/18 3,250 3,262
Dignity Health California GO 2.637% 11/1/19 1,950 1,997
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 4,962 5,507
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 3,550 3,636
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 1,775 1,771
Edwards Lifesciences Corp. 2.875% 10/15/18 4,025 4,119
Eli Lilly & Co. 1.250% 3/1/18 3,700 3,728
Eli Lilly & Co. 1.950% 3/15/19 7,250 7,415
Express Scripts Holding Co. 1.250% 6/2/17 18 18
Express Scripts Holding Co. 7.250% 6/15/19 2,750 3,183
Express Scripts Holding Co. 3.300% 2/25/21 3,275 3,360
General Mills Inc. 1.400% 10/20/17 4,300 4,327
General Mills Inc. 5.650% 2/15/19 8,993 9,999
General Mills Inc. 2.200% 10/21/19 9,000 9,248
Gilead Sciences Inc. 1.850% 9/4/18 7,750 7,891
Gilead Sciences Inc. 2.050% 4/1/19 12,725 12,981
Gilead Sciences Inc. 2.350% 2/1/20 1,000 1,025
Gilead Sciences Inc. 2.550% 9/1/20 16,503 16,996
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 16,995 18,617
GlaxoSmithKline Capital plc 1.500% 5/8/17 17,435 17,555
Hasbro Inc. 6.300% 9/15/17 1,375 1,463
Hershey Co. 1.600% 8/21/18 1,600 1,615
Hershey Co. 4.125% 12/1/20 1,450 1,603
Hillshire Brands Co. 4.100% 9/15/20 1,673 1,745
Ingredion Inc. 4.625% 11/1/20 2,100 2,264
JM Smucker Co. 1.750% 3/15/18 2,100 2,109
JM Smucker Co. 2.500% 3/15/20 9,895 10,018
Johnson & Johnson 5.550% 8/15/17 5,855 6,229
Johnson & Johnson 1.125% 11/21/17 2,756 2,773
Johnson & Johnson 5.150% 7/15/18 7,950 8,703
Johnson & Johnson 1.650% 12/5/18 3,475 3,540
Johnson & Johnson 1.125% 3/1/19 3,300 3,309
Johnson & Johnson 1.875% 12/5/19 3,250 3,338
Johnson & Johnson 2.950% 9/1/20 2,860 3,055
Johnson & Johnson 1.650% 3/1/21 5,500 5,533
Kellogg Co. 1.750% 5/17/17 475 479
Kellogg Co. 3.250% 5/21/18 5,150 5,335
Kellogg Co. 4.150% 11/15/19 400 431

 

 

Kellogg Co. 4.000% 12/15/20 5,068 5,501
Kimberly-Clark Corp. 6.125% 8/1/17 6,958 7,437
Kimberly-Clark Corp. 6.250% 7/15/18 893 989
Kimberly-Clark Corp. 7.500% 11/1/18 2,780 3,215
Kimberly-Clark Corp. 1.400% 2/15/19 4,400 4,442
Kimberly-Clark Corp. 1.900% 5/22/19 4,070 4,138
Kimberly-Clark Corp. 1.850% 3/1/20 1,500 1,521
Kimberly-Clark Corp. 2.150% 8/15/20 1,500 1,539
Kimberly-Clark Corp. 3.875% 3/1/21 1,075 1,174
Koninklijke Philips NV 5.750% 3/11/18 6,617 7,058
Kraft Foods Group Inc. 2.250% 6/5/17 8,800 8,893
Kraft Foods Group Inc. 6.125% 8/23/18 13,398 14,782
5 Kraft Heinz Foods Co. 1.600% 6/30/17 7,300 7,325
5 Kraft Heinz Foods Co. 2.000% 7/2/18 8,165 8,232
5 Kraft Heinz Foods Co. 2.800% 7/2/20 7,405 7,587
Kroger Co. 2.000% 1/15/19 1,250 1,268
Kroger Co. 2.300% 1/15/19 10,150 10,375
Kroger Co. 6.150% 1/15/20 5,949 6,868
Kroger Co. 3.300% 1/15/21 5,600 5,914
Kroger Co. 2.600% 2/1/21 2,250 2,317
Laboratory Corp. of America Holdings 2.200% 8/23/17 3,139 3,163
Laboratory Corp. of America Holdings 2.500% 11/1/18 1,425 1,439
Laboratory Corp. of America Holdings 2.625% 2/1/20 900 905
Life Technologies Corp. 6.000% 3/1/20 5,300 5,954
Life Technologies Corp. 5.000% 1/15/21 225 246
Mattel Inc. 1.700% 3/15/18 2,606 2,600
Mattel Inc. 2.350% 5/6/19 2,220 2,248
McKesson Corp. 1.400% 3/15/18 325 324
McKesson Corp. 7.500% 2/15/19 1,989 2,292
McKesson Corp. 2.284% 3/15/19 11,446 11,584
McKesson Corp. 4.750% 3/1/21 3,097 3,393
Mead Johnson Nutrition Co. 4.900% 11/1/19 825 905
Mead Johnson Nutrition Co. 3.000% 11/15/20 12,850 13,207
Medco Health Solutions Inc. 7.125% 3/15/18 8,735 9,606
Medco Health Solutions Inc. 4.125% 9/15/20 4,876 5,175
Medtronic Inc. 1.500% 3/15/18 2,800 2,827
Medtronic Inc. 1.375% 4/1/18 10,125 10,187
Medtronic Inc. 5.600% 3/15/19 4,001 4,477
Medtronic Inc. 2.500% 3/15/20 26,250 27,200
Medtronic Inc. 4.450% 3/15/20 10,585 11,755
Medtronic Inc. 4.125% 3/15/21 2,000 2,206
Merck & Co. Inc. 1.100% 1/31/18 13,950 14,001
Merck & Co. Inc. 1.300% 5/18/18 2,710 2,732
Merck & Co. Inc. 1.850% 2/10/20 5,345 5,449
Merck & Co. Inc. 3.875% 1/15/21 9,550 10,467
Merck Sharp & Dohme Corp. 5.000% 6/30/19 6,325 7,058
Molson Coors Brewing Co. 2.000% 5/1/17 250 251
Mondelez International Inc. 6.500% 8/11/17 4,075 4,349
Mondelez International Inc. 6.125% 2/1/18 8,349 9,049
Mondelez International Inc. 6.125% 8/23/18 2,800 3,088
Mondelez International Inc. 2.250% 2/1/19 5,325 5,420
Mondelez International Inc. 5.375% 2/10/20 3,560 4,015
Mylan Inc. 2.600% 6/24/18 4,305 4,280
Mylan Inc. 2.550% 3/28/19 12,713 12,709
Newell Brands Inc. 2.050% 12/1/17 2,275 2,284
Newell Brands Inc. 6.250% 4/15/18 100 108
Newell Brands Inc. 2.150% 10/15/18 2,000 2,000

 

 

Newell Brands Inc. 2.600% 3/29/19 6,715 6,804
Newell Brands Inc. 2.875% 12/1/19 6,500 6,575
Newell Brands Inc. 3.150% 4/1/21 1,100 1,130
Novartis Capital Corp. 4.400% 4/24/20 6,250 6,944
Novartis Securities Investment Ltd. 5.125% 2/10/19 6,525 7,220
PepsiCo Inc. 1.125% 7/17/17 4,268 4,289
PepsiCo Inc. 1.250% 8/13/17 10,278 10,339
PepsiCo Inc. 1.000% 10/13/17 3,700 3,709
PepsiCo Inc. 1.250% 4/30/18 4,825 4,863
PepsiCo Inc. 5.000% 6/1/18 17,798 19,294
PepsiCo Inc. 7.900% 11/1/18 7,206 8,392
PepsiCo Inc. 2.250% 1/7/19 8,725 8,987
PepsiCo Inc. 4.500% 1/15/20 1,100 1,225
PepsiCo Inc. 1.850% 4/30/20 7,750 7,909
PepsiCo Inc. 2.150% 10/14/20 15,550 15,928
PepsiCo Inc. 3.125% 11/1/20 3,750 3,982
Perrigo Co. plc 2.300% 11/8/18 5,550 5,517
Perrigo Finance Unlimited Co. 3.500% 3/15/21 3,400 3,485
Pfizer Inc. 1.100% 5/15/17 8,696 8,727
Pfizer Inc. 1.500% 6/15/18 1,513 1,532
Pfizer Inc. 6.200% 3/15/19 17,548 19,958
Pfizer Inc. 2.100% 5/15/19 14,900 15,354
Philip Morris International Inc. 1.250% 8/11/17 2,175 2,184
Philip Morris International Inc. 1.125% 8/21/17 12,226 12,263
Philip Morris International Inc. 1.250% 11/9/17 2,218 2,229
Philip Morris International Inc. 5.650% 5/16/18 12,475 13,640
Philip Morris International Inc. 1.875% 1/15/19 6,348 6,449
Philip Morris International Inc. 4.500% 3/26/20 3,411 3,777
Philip Morris International Inc. 1.875% 2/25/21 4,400 4,423
4 Procter & Gamble - Esop 9.360% 1/1/21 2,292 2,752
Procter & Gamble Co. 1.600% 11/15/18 367 372
Procter & Gamble Co. 4.700% 2/15/19 10,051 11,058
Procter & Gamble Co. 1.900% 11/1/19 4,095 4,209
Procter & Gamble Co. 1.850% 2/2/21 1,575 1,619
Quest Diagnostics Inc. 2.700% 4/1/19 2,900 2,953
Quest Diagnostics Inc. 2.500% 3/30/20 2,700 2,712
Reynolds American Inc. 2.300% 6/12/18 8,275 8,437
Reynolds American Inc. 8.125% 6/23/19 3,425 4,092
Reynolds American Inc. 6.875% 5/1/20 1,775 2,089
Reynolds American Inc. 3.250% 6/12/20 16,355 17,118
Sanofi 1.250% 4/10/18 11,663 11,729
Sanofi 4.000% 3/29/21 13,716 15,086
St. Jude Medical Inc. 2.000% 9/15/18 3,300 3,336
St. Jude Medical Inc. 2.800% 9/15/20 3,300 3,362
Stryker Corp. 1.300% 4/1/18 700 698
Stryker Corp. 2.000% 3/8/19 4,400 4,448
Stryker Corp. 4.375% 1/15/20 3,735 4,048
Stryker Corp. 2.625% 3/15/21 10,300 10,509
Sysco Corp. 5.250% 2/12/18 3,200 3,393
Sysco Corp. 1.900% 4/1/19 6,000 6,033
Sysco Corp. 2.600% 10/1/20 700 714
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 5,790 5,783
Thermo Fisher Scientific Inc. 1.850% 1/15/18 7,600 7,616
Thermo Fisher Scientific Inc. 2.150% 12/14/18 4,000 4,030
Thermo Fisher Scientific Inc. 2.400% 2/1/19 1,300 1,315
Thermo Fisher Scientific Inc. 4.700% 5/1/20 1,375 1,501
Thermo Fisher Scientific Inc. 4.500% 3/1/21 6,330 6,844

 

 

Tyson Foods Inc. 2.650% 8/15/19 15,128 15,545
Unilever Capital Corp. 0.850% 8/2/17 7,475 7,477
Unilever Capital Corp. 4.800% 2/15/19 4,383 4,821
Unilever Capital Corp. 2.200% 3/6/19 4,250 4,369
Unilever Capital Corp. 2.100% 7/30/20 1,200 1,226
Unilever Capital Corp. 4.250% 2/10/21 6,062 6,780
Whirlpool Corp. 1.350% 3/1/17 2,325 2,325
Whirlpool Corp. 1.650% 11/1/17 1,000 1,002
Whirlpool Corp. 2.400% 3/1/19 7,845 7,953
Wyeth LLC 5.450% 4/1/17 1,400 1,463
Zimmer Biomet Holdings Inc. 1.450% 4/1/17 7,110 7,112
Zimmer Biomet Holdings Inc. 2.000% 4/1/18 8,700 8,724
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 1,075 1,157
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 8,868 9,029
Zoetis Inc. 1.875% 2/1/18 3,675 3,672
Zoetis Inc. 3.450% 11/13/20 3,225 3,315
 
Energy (2.4%)        
Anadarko Petroleum Corp. 6.375% 9/15/17 14,162 14,827
Anadarko Petroleum Corp. 8.700% 3/15/19 4,465 4,990
Anadarko Petroleum Corp. 6.950% 6/15/19 4,123 4,444
Anadarko Petroleum Corp. 4.850% 3/15/21 3,000 3,046
Apache Corp. 6.900% 9/15/18 6,750 7,313
Apache Corp. 3.625% 2/1/21 4,000 3,987
Baker Hughes Inc. 7.500% 11/15/18 1,045 1,166
Boardwalk Pipelines LP 5.500% 2/1/17 2,025 2,026
BP Capital Markets plc 1.846% 5/5/17 8,106 8,134
BP Capital Markets plc 1.375% 11/6/17 9,914 9,868
BP Capital Markets plc 1.674% 2/13/18 5,938 5,945
BP Capital Markets plc 1.375% 5/10/18 16,625 16,526
BP Capital Markets plc 2.241% 9/26/18 5,025 5,078
BP Capital Markets plc 4.750% 3/10/19 5,800 6,259
BP Capital Markets plc 2.237% 5/10/19 22,578 22,833
BP Capital Markets plc 2.315% 2/13/20 8,750 8,835
BP Capital Markets plc 4.500% 10/1/20 7,950 8,699
BP Capital Markets plc 4.742% 3/11/21 8,000 8,874
Buckeye Partners LP 6.050% 1/15/18 650 686
Buckeye Partners LP 2.650% 11/15/18 1,125 1,117
Buckeye Partners LP 4.875% 2/1/21 1,410 1,417
Cameron International Corp. 6.375% 7/15/18 10,900 12,045
Canadian Natural Resources Ltd. 5.700% 5/15/17 7,285 7,508
Canadian Natural Resources Ltd. 1.750% 1/15/18 3,175 3,095
Canadian Natural Resources Ltd. 5.900% 2/1/18 1,630 1,689
Chevron Corp. 1.344% 11/9/17 16,500 16,596
Chevron Corp. 1.345% 11/15/17 10,404 10,470
Chevron Corp. 1.104% 12/5/17 12,294 12,308
Chevron Corp. 1.365% 3/2/18 9,700 9,735
Chevron Corp. 1.718% 6/24/18 17,300 17,475
Chevron Corp. 1.790% 11/16/18 6,500 6,586
Chevron Corp. 4.950% 3/3/19 3,383 3,709
Chevron Corp. 2.193% 11/15/19 13,893 14,200
Chevron Corp. 1.961% 3/3/20 9,610 9,741
Chevron Corp. 2.427% 6/24/20 4,600 4,698
Chevron Corp. 2.419% 11/17/20 7,100 7,294
5 Columbia Pipeline Group Inc. 2.450% 6/1/18 15,500 15,350
5 Columbia Pipeline Group Inc. 3.300% 6/1/20 1,000 994
ConocoPhillips 6.650% 7/15/18 2,280 2,484

 

 

ConocoPhillips 5.750% 2/1/19 13,475 14,622
ConocoPhillips Co. 1.050% 12/15/17 14,955 14,738
ConocoPhillips Co. 1.500% 5/15/18 7,500 7,388
ConocoPhillips Co. 2.200% 5/15/20 3,100 3,045
ConocoPhillips Co. 4.200% 3/15/21 5,000 5,222
Devon Energy Corp. 2.250% 12/15/18 3,945 3,679
Devon Energy Corp. 6.300% 1/15/19 5,075 5,126
Dominion Gas Holdings LLC 2.500% 12/15/19 6,815 6,919
Dominion Gas Holdings LLC 2.800% 11/15/20 5,545 5,663
El Paso Natural Gas Co. LLC 5.950% 4/15/17 3,025 3,114
Enable Midstream Partners LP 2.400% 5/15/19 1,450 1,263
Enbridge Energy Partners LP 6.500% 4/15/18 7,075 7,329
Enbridge Energy Partners LP 9.875% 3/1/19 2,100 2,352
Enbridge Energy Partners LP 4.375% 10/15/20 2,000 1,948
Energy Transfer Partners LP 2.500% 6/15/18 3,300 3,193
Energy Transfer Partners LP 6.700% 7/1/18 13,035 13,685
Energy Transfer Partners LP 9.000% 4/15/19 7,018 7,513
Energy Transfer Partners LP 4.150% 10/1/20 8,415 8,147
EnLink Midstream Partners LP 2.700% 4/1/19 1,250 1,113
Enterprise Products Operating LLC 6.300% 9/15/17 8,166 8,647
Enterprise Products Operating LLC 6.650% 4/15/18 4,465 4,808
Enterprise Products Operating LLC 1.650% 5/7/18 10,300 10,265
Enterprise Products Operating LLC 6.500% 1/31/19 3,675 4,055
Enterprise Products Operating LLC 2.550% 10/15/19 3,725 3,736
Enterprise Products Operating LLC 5.250% 1/31/20 3,500 3,792
Enterprise Products Operating LLC 5.200% 9/1/20 2,825 3,092
4 Enterprise Products Operating LLC 7.000% 6/1/67 3,000 2,168
4 Enterprise Products Operating LLC 7.034% 1/15/68 7,822 7,900
EOG Resources Inc. 5.875% 9/15/17 10 11
EOG Resources Inc. 6.875% 10/1/18 3,336 3,688
EOG Resources Inc. 5.625% 6/1/19 4,350 4,747
EOG Resources Inc. 2.450% 4/1/20 2,700 2,670
EOG Resources Inc. 4.100% 2/1/21 9,840 10,417
EQT Corp. 6.500% 4/1/18 835 857
EQT Corp. 8.125% 6/1/19 6,830 7,360
Exxon Mobil Corp. 0.921% 3/15/17 12 12
Exxon Mobil Corp. 1.439% 3/1/18 20,000 20,160
Exxon Mobil Corp. 1.305% 3/6/18 19,275 19,359
Exxon Mobil Corp. 1.819% 3/15/19 2,790 2,832
Exxon Mobil Corp. 1.912% 3/6/20 17,060 17,261
Exxon Mobil Corp. 2.222% 3/1/21 20,000 20,366
FMC Technologies Inc. 2.000% 10/1/17 1,650 1,603
Halliburton Co. 1.000% 8/1/16 2,150 2,150
Halliburton Co. 2.000% 8/1/18 1,750 1,760
Halliburton Co. 5.900% 9/15/18 4,675 5,087
Halliburton Co. 6.150% 9/15/19 1,525 1,711
Halliburton Co. 2.700% 11/15/20 7,500 7,607
Hess Corp. 8.125% 2/15/19 4,950 5,437
Husky Energy Inc. 7.250% 12/15/19 400 436
Kinder Morgan Energy Partners LP 5.950% 2/15/18 10,903 11,415
Kinder Morgan Energy Partners LP 2.650% 2/1/19 3,516 3,473
Kinder Morgan Energy Partners LP 6.850% 2/15/20 3,850 4,208
Kinder Morgan Energy Partners LP 6.500% 4/1/20 9,915 10,596
Kinder Morgan Energy Partners LP 3.500% 3/1/21 2,500 2,406
Kinder Morgan Energy Partners LP 5.800% 3/1/21 2,300 2,415
Kinder Morgan Inc. 7.000% 6/15/17 4,895 5,138
Kinder Morgan Inc. 2.000% 12/1/17 3,000 2,971

 

 

Kinder Morgan Inc. 7.250% 6/1/18 5,789 6,201
Kinder Morgan Inc. 6.500% 9/15/20 2,225 2,401
Magellan Midstream Partners LP 6.550% 7/15/19 685 765
Marathon Oil Corp. 6.000% 10/1/17 12 12
Marathon Oil Corp. 5.900% 3/15/18 7,100 7,100
Marathon Oil Corp. 2.700% 6/1/20 9,900 8,365
Marathon Petroleum Corp. 3.400% 12/15/20 2,500 2,459
Marathon Petroleum Corp. 5.125% 3/1/21 7,160 7,434
Nabors Industries Inc. 6.150% 2/15/18 7,075 7,040
Nabors Industries Inc. 9.250% 1/15/19 925 931
National Fuel Gas Co. 8.750% 5/1/19 2,000 2,271
National Oilwell Varco Inc. 1.350% 12/1/17 4,150 4,043
Noble Energy Inc. 8.250% 3/1/19 5,518 6,071
Occidental Petroleum Corp. 1.500% 2/15/18 2,150 2,143
Occidental Petroleum Corp. 4.100% 2/1/21 15,134 16,348
ONEOK Partners LP 2.000% 10/1/17 5,900 5,717
ONEOK Partners LP 3.200% 9/15/18 275 266
ONEOK Partners LP 8.625% 3/1/19 2,400 2,611
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 3,000 3,096
Panhandle Eastern Pipe Line Co. LP 7.000% 6/15/18 800 850
Petro-Canada 6.050% 5/15/18 4,480 4,746
Phillips 66 2.950% 5/1/17 16,691 17,000
Phillips 66 Partners LP 2.646% 2/15/20 1,600 1,540
Pioneer Natural Resources Co. 6.650% 3/15/17 5,375 5,560
Pioneer Natural Resources Co. 6.875% 5/1/18 2,920 3,108
Pioneer Natural Resources Co. 7.500% 1/15/20 4,000 4,523
Pioneer Natural Resources Co. 3.450% 1/15/21 3,700 3,690
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 1,930 2,012
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 2,000 2,178
Plains All American Pipeline LP / PAA        
Finance Corp. 2.600% 12/15/19 2,100 1,951
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 7,110 7,415
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 4,975 4,987
Pride International Inc. 6.875% 8/15/20 2,300 1,679
Repsol Oil & Gas Canada Inc. 7.750% 6/1/19 4,425 4,491
Repsol Oil & Gas Canada Inc. 3.750% 2/1/21 2,150 1,935
Shell International Finance BV 5.200% 3/22/17 5,005 5,207
Shell International Finance BV 1.125% 8/21/17 12,695 12,676
Shell International Finance BV 1.250% 11/10/17 2,000 2,000
Shell International Finance BV 1.900% 8/10/18 13,675 13,805
Shell International Finance BV 1.625% 11/10/18 6,300 6,316
Shell International Finance BV 2.000% 11/15/18 10,000 10,126
Shell International Finance BV 4.300% 9/22/19 13,750 14,904
Shell International Finance BV 4.375% 3/25/20 200 218
Shell International Finance BV 2.125% 5/11/20 14,000 14,116
Shell International Finance BV 2.250% 11/10/20 9,000 9,116
5 Southern Natural Gas Co. LLC 5.900% 4/1/17 5,325 5,495
Spectra Energy Capital LLC 6.200% 4/15/18 6,200 6,511
Spectra Energy Capital LLC 8.000% 10/1/19 675 740
Spectra Energy Partners LP 2.950% 9/25/18 1,725 1,734
Suncor Energy Inc. 6.100% 6/1/18 16,572 17,681
Total Capital Canada Ltd. 1.450% 1/15/18 11,175 11,239
Total Capital International SA 1.550% 6/28/17 9,317 9,338

 

 

Total Capital International SA 2.125% 1/10/19 10,975 11,106
Total Capital International SA 2.100% 6/19/19 9,150 9,275
Total Capital SA 2.125% 8/10/18 5,771 5,865
Total Capital SA 4.450% 6/24/20 8,000 8,757
Total Capital SA 4.125% 1/28/21 2,975 3,232
TransCanada PipeLines Ltd. 1.625% 11/9/17 14,000 14,029
TransCanada PipeLines Ltd. 1.875% 1/12/18 6,850 6,845
TransCanada PipeLines Ltd. 6.500% 8/15/18 5,500 6,058
TransCanada PipeLines Ltd. 3.125% 1/15/19 5,500 5,558
TransCanada PipeLines Ltd. 7.125% 1/15/19 2,575 2,857
4 TransCanada PipeLines Ltd. 6.350% 5/15/67 5,975 4,048
Valero Energy Corp. 6.125% 6/15/17 12,494 13,065
Valero Energy Corp. 9.375% 3/15/19 2,600 3,066
Western Gas Partners LP 2.600% 8/15/18 4,500 4,275
Williams Partners LP 5.250% 3/15/20 18,185 17,412
XTO Energy Inc. 6.250% 8/1/17 1,557 1,668
XTO Energy Inc. 5.500% 6/15/18 2,910 3,155
 
Other Industrial (0.0%)        
Yale University Connecticut GO 2.086% 4/15/19 3,550 3,636
 
Technology (1.9%)        
Adobe Systems Inc. 4.750% 2/1/20 1,900 2,094
Altera Corp. 1.750% 5/15/17 3,945 3,983
Altera Corp. 2.500% 11/15/18 15,550 15,969
Amphenol Corp. 1.550% 9/15/17 3,320 3,315
Amphenol Corp. 2.550% 1/30/19 8,435 8,529
Apple Inc. 1.050% 5/5/17 8,665 8,698
Apple Inc. 0.900% 5/12/17 4,800 4,808
Apple Inc. 1.000% 5/3/18 27,713 27,755
Apple Inc. 2.100% 5/6/19 10,493 10,788
Apple Inc. 1.550% 2/7/20 18,500 18,568
Apple Inc. 2.000% 5/6/20 22,350 22,853
Apple Inc. 2.250% 2/23/21 18,700 19,073
Applied Materials Inc. 2.625% 10/1/20 5,700 5,887
Arrow Electronics Inc. 3.000% 3/1/18 2,000 2,019
Arrow Electronics Inc. 6.000% 4/1/20 1,299 1,432
Arrow Electronics Inc. 5.125% 3/1/21 1,000 1,080
Autodesk Inc. 1.950% 12/15/17 4,435 4,407
Autodesk Inc. 3.125% 6/15/20 1,975 2,005
Baidu Inc. 2.250% 11/28/17 5,719 5,742
Baidu Inc. 3.250% 8/6/18 5,955 6,107
Baidu Inc. 2.750% 6/9/19 7,300 7,391
Baidu Inc. 3.000% 6/30/20 4,600 4,673
CA Inc. 5.375% 12/1/19 825 903
CA Inc. 3.600% 8/1/20 4,325 4,463
CDK Global Inc. 3.300% 10/15/19 1,500 1,477
Cisco Systems Inc. 1.100% 3/3/17 7,286 7,311
Cisco Systems Inc. 3.150% 3/14/17 2,995 3,063
Cisco Systems Inc. 1.400% 2/28/18 7,100 7,165
Cisco Systems Inc. 1.650% 6/15/18 8,650 8,778
Cisco Systems Inc. 4.950% 2/15/19 9,876 10,923
Cisco Systems Inc. 1.600% 2/28/19 4,500 4,564
Cisco Systems Inc. 2.125% 3/1/19 18,000 18,562
Cisco Systems Inc. 4.450% 1/15/20 13,094 14,517
Cisco Systems Inc. 2.450% 6/15/20 22,770 23,664
Cisco Systems Inc. 2.200% 2/28/21 14,000 14,294

 

 

Cisco Systems Inc. 2.900% 3/4/21 2,350 2,474
Corning Inc. 1.450% 11/15/17 1,750 1,745
Corning Inc. 6.625% 5/15/19 5,000 5,629
Corning Inc. 4.250% 8/15/20 832 884
Dun & Bradstreet Corp. 3.250% 12/1/17 2,100 2,125
EMC Corp. 1.875% 6/1/18 19,475 19,050
EMC Corp. 2.650% 6/1/20 4,072 3,817
Fidelity National Information Services Inc. 1.450% 6/5/17 3,665 3,629
Fidelity National Information Services Inc. 2.000% 4/15/18 1,882 1,874
Fidelity National Information Services Inc. 2.850% 10/15/18 3,775 3,836
Fidelity National Information Services Inc. 3.625% 10/15/20 13,595 14,045
Fiserv Inc. 2.700% 6/1/20 2,800 2,848
Fiserv Inc. 4.625% 10/1/20 3,047 3,297
Flextronics International Ltd. 4.625% 2/15/20 3,000 3,113
5 Hewlett Packard Enterprise Co. 2.450% 10/5/17 14,325 14,433
5 Hewlett Packard Enterprise Co. 2.850% 10/5/18 17,025 17,311
5 Hewlett Packard Enterprise Co. 3.600% 10/15/20 24,700 25,694
HP Inc. 3.750% 12/1/20 400 416
HP Inc. 4.650% 12/9/21 3,041 3,202
Intel Corp. 1.350% 12/15/17 34,455 34,747
Intel Corp. 2.450% 7/29/20 3,350 3,464
International Business Machines Corp. 0.450% 5/6/16 2,295 2,295
International Business Machines Corp. 5.700% 9/14/17 15,753 16,823
International Business Machines Corp. 1.125% 2/6/18 3,425 3,432
International Business Machines Corp. 1.250% 2/8/18 8,625 8,663
International Business Machines Corp. 7.625% 10/15/18 7,045 8,139
International Business Machines Corp. 1.950% 2/12/19 12,275 12,494
International Business Machines Corp. 1.800% 5/17/19 21,000 21,274
International Business Machines Corp. 1.625% 5/15/20 1,696 1,701
International Business Machines Corp. 2.250% 2/19/21 7,000 7,156
Jabil Circuit Inc. 8.250% 3/15/18 1,350 1,472
Jabil Circuit Inc. 5.625% 12/15/20 2,613 2,704
Juniper Networks Inc. 3.125% 2/26/19 2,800 2,848
Juniper Networks Inc. 3.300% 6/15/20 1,550 1,572
Juniper Networks Inc. 4.600% 3/15/21 1,550 1,638
Keysight Technologies Inc. 3.300% 10/30/19 3,200 3,222
KLA-Tencor Corp. 2.375% 11/1/17 1,275 1,282
KLA-Tencor Corp. 3.375% 11/1/19 1,600 1,630
Lam Research Corp. 2.750% 3/15/20 3,610 3,553
Lexmark International Inc. 6.650% 6/1/18 2,800 2,961
Maxim Integrated Products Inc. 2.500% 11/15/18 3,000 3,018
Microsoft Corp. 0.875% 11/15/17 1,118 1,120
Microsoft Corp. 1.000% 5/1/18 350 351
Microsoft Corp. 1.300% 11/3/18 27,825 28,090
Microsoft Corp. 4.200% 6/1/19 6,575 7,210
Microsoft Corp. 1.850% 2/12/20 10,000 10,217
Microsoft Corp. 3.000% 10/1/20 600 644
Microsoft Corp. 2.000% 11/3/20 24,100 24,674
National Semiconductor Corp. 6.600% 6/15/17 3,325 3,542
NetApp Inc. 2.000% 12/15/17 4,850 4,840
Oracle Corp. 1.200% 10/15/17 25,056 25,198
Oracle Corp. 5.750% 4/15/18 6,455 7,059
Oracle Corp. 2.375% 1/15/19 9,856 10,221
Oracle Corp. 5.000% 7/8/19 13,850 15,526
Oracle Corp. 2.250% 10/8/19 19,675 20,293
Oracle Corp. 3.875% 7/15/20 9,625 10,573
Pitney Bowes Inc. 5.750% 9/15/17 2,200 2,308

 

 

Pitney Bowes Inc. 5.600% 3/15/18 1,825 1,923
Pitney Bowes Inc. 6.250% 3/15/19 4,549 4,932
QUALCOMM Inc. 1.400% 5/18/18 9,500 9,553
QUALCOMM Inc. 2.250% 5/20/20 10,072 10,328
Seagate HDD Cayman 3.750% 11/15/18 5,667 5,639
Symantec Corp. 2.750% 6/15/17 2,589 2,609
Symantec Corp. 4.200% 9/15/20 2,555 2,644
Tech Data Corp. 3.750% 9/21/17 2,500 2,545
Texas Instruments Inc. 1.650% 8/3/19 3,695 3,730
Texas Instruments Inc. 1.750% 5/1/20 100 101
Total System Services Inc. 2.375% 6/1/18 3,425 3,404
Total System Services Inc. 3.800% 4/1/21 1,300 1,337
Tyco Electronics Group SA 6.550% 10/1/17 8,099 8,690
Tyco Electronics Group SA 2.350% 8/1/19 3,450 3,483
Tyco Electronics Group SA 4.875% 1/15/21 5,602 6,040
Xerox Corp. 6.350% 5/15/18 1,029 1,098
Xerox Corp. 2.750% 3/15/19 13,500 13,282
Xerox Corp. 5.625% 12/15/19 1,075 1,110
Xerox Corp. 2.800% 5/15/20 2,725 2,572
Xilinx Inc. 2.125% 3/15/19 4,825 4,852
Xilinx Inc. 3.000% 3/15/21 1,570 1,625
 
Transportation (0.3%)        
Burlington Northern Santa Fe LLC 5.650% 5/1/17 1,025 1,075
Burlington Northern Santa Fe LLC 5.750% 3/15/18 5,121 5,531
Burlington Northern Santa Fe LLC 4.700% 10/1/19 100 110
Burlington Northern Santa Fe LLC 3.600% 9/1/20 175 187
Canadian National Railway Co. 5.850% 11/15/17 175 187
Canadian National Railway Co. 5.550% 5/15/18 300 325
Canadian National Railway Co. 5.550% 3/1/19 625 694
Canadian Pacific Railway Co. 6.500% 5/15/18 494 538
Canadian Pacific Railway Co. 7.250% 5/15/19 6,705 7,687
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 2,504 2,817
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 1,323 1,399
CSX Corp. 5.600% 5/1/17 3,700 3,865
CSX Corp. 6.250% 3/15/18 9,400 10,240
CSX Corp. 7.375% 2/1/19 2,388 2,748
4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 6/17/21 2,124 2,394
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 11/23/20 1,587 1,672
4 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 11/7/21 1,076 1,132
FedEx Corp. 8.000% 1/15/19 2,690 3,153
JB Hunt Transport Services Inc. 2.400% 3/15/19 2,400 2,401
5 Kansas City Southern 2.350% 5/15/20 2,150 2,115
Norfolk Southern Corp. 7.700% 5/15/17 4,593 4,911
Norfolk Southern Corp. 5.750% 4/1/18 3,275 3,542
Norfolk Southern Corp. 5.900% 6/15/19 2,625 2,939
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 1,009 1,128
Ryder System Inc. 3.500% 6/1/17 1,500 1,530
Ryder System Inc. 2.500% 3/1/18 2,650 2,676
Ryder System Inc. 2.450% 11/15/18 7,925 8,002
Ryder System Inc. 2.350% 2/26/19 4,135 4,163

 

 

Ryder System Inc. 2.550% 6/1/19 350 351
Ryder System Inc. 2.450% 9/3/19 6,200 6,204
Ryder System Inc. 2.500% 5/11/20 3,800 3,720
Ryder System Inc. 2.875% 9/1/20 1,800 1,799
Southwest Airlines Co. 2.750% 11/6/19 4,600 4,725
Southwest Airlines Co. 2.650% 11/5/20 1,670 1,705
Union Pacific Corp. 5.750% 11/15/17 2,000 2,145
Union Pacific Corp. 5.700% 8/15/18 2,650 2,907
Union Pacific Corp. 2.250% 2/15/19 3,452 3,519
Union Pacific Corp. 1.800% 2/1/20 3,800 3,810
Union Pacific Corp. 2.250% 6/19/20 6,650 6,779
Union Pacific Corp. 4.000% 2/1/21 2,700 2,955
United Parcel Service Inc. 5.500% 1/15/18 8,210 8,871
United Parcel Service Inc. 5.125% 4/1/19 10,161 11,284
United Parcel Service Inc. 3.125% 1/15/21 5,450 5,828
        6,558,829
Utilities (1.5%)        
Electric (1.3%)        
Alabama Power Co. 5.500% 10/15/17 600 634
Ameren Corp. 2.700% 11/15/20 6,750 6,879
Ameren Illinois Co. 6.125% 11/15/17 2,000 2,141
American Electric Power Co. Inc. 1.650% 12/15/17 6,250 6,217
Appalachian Power Co. 4.600% 3/30/21 4,092 4,460
Arizona Public Service Co. 8.750% 3/1/19 2,535 3,014
Arizona Public Service Co. 2.200% 1/15/20 4,847 4,905
Atlantic City Electric Co. 7.750% 11/15/18 1,550 1,786
Berkshire Hathaway Energy Co. 1.100% 5/15/17 3,925 3,924
Berkshire Hathaway Energy Co. 5.750% 4/1/18 4,525 4,876
Berkshire Hathaway Energy Co. 2.000% 11/15/18 1,825 1,846
Berkshire Hathaway Energy Co. 2.400% 2/1/20 3,650 3,720
Black Hills Corp. 2.500% 1/11/19 1,650 1,672
CenterPoint Energy Inc. 6.500% 5/1/18 2,550 2,762
Cleveland Electric Illuminating Co. 5.700% 4/1/17 519 536
Cleveland Electric Illuminating Co. 8.875% 11/15/18 900 1,059
CMS Energy Corp. 6.550% 7/17/17 2,500 2,654
CMS Energy Corp. 5.050% 2/15/18 2,800 2,965
CMS Energy Corp. 8.750% 6/15/19 4,925 5,954
Commonwealth Edison Co. 6.150% 9/15/17 2,525 2,701
Commonwealth Edison Co. 5.800% 3/15/18 832 900
Commonwealth Edison Co. 2.150% 1/15/19 4,375 4,427
Commonwealth Edison Co. 4.000% 8/1/20 3,651 3,956
Connecticut Light & Power Co. 5.650% 5/1/18 780 849
Connecticut Light & Power Co. 5.500% 2/1/19 100 111
Consolidated Edison Co. of New York Inc. 5.850% 4/1/18 6,095 6,591
Consolidated Edison Co. of New York Inc. 7.125% 12/1/18 2,025 2,310
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 3,550 4,037
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 425 466
Constellation Energy Group Inc. 5.150% 12/1/20 3,035 3,365
Consumers Energy Co. 5.650% 9/15/18 2,625 2,882
Consumers Energy Co. 6.125% 3/15/19 8,600 9,686
Consumers Energy Co. 6.700% 9/15/19 400 465
Dominion Resources Inc. 1.400% 9/15/17 3,700 3,686
Dominion Resources Inc. 6.400% 6/15/18 864 945
Dominion Resources Inc. 5.200% 8/15/19 1,650 1,808
Dominion Resources Inc. 4.450% 3/15/21 6,439 6,957
Dominion Resources Inc./VA 1.900% 6/15/18 300 301
Dominion Resources Inc./VA 2.500% 12/1/19 7,900 7,988

 

 

DTE Electric Co. 5.600% 6/15/18 35 38
DTE Electric Co. 3.450% 10/1/20 1,855 1,981
DTE Energy Co. 2.400% 12/1/19 3,150 3,186
Duke Energy Carolinas LLC 5.100% 4/15/18 6,702 7,226
Duke Energy Carolinas LLC 7.000% 11/15/18 840 961
Duke Energy Carolinas LLC 4.300% 6/15/20 2,800 3,093
Duke Energy Corp. 1.625% 8/15/17 7,647 7,659
Duke Energy Corp. 2.100% 6/15/18 4,100 4,121
Duke Energy Corp. 6.250% 6/15/18 695 760
Duke Energy Corp. 5.050% 9/15/19 3,250 3,557
Duke Energy Florida LLC 5.650% 6/15/18 4,847 5,294
Duke Energy Indiana LLC 3.750% 7/15/20 3,874 4,175
Duke Energy Ohio Inc. 5.450% 4/1/19 2,743 3,051
Duke Energy Progress LLC 5.300% 1/15/19 3,575 3,949
Edison International 3.750% 9/15/17 932 965
Entergy Corp. 5.125% 9/15/20 5,725 6,285
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 7,000 7,633
Entergy Gulf States Louisiana LLC 3.950% 10/1/20 500 536
Entergy Texas Inc. 7.125% 2/1/19 4,435 5,036
Eversource Energy 1.450% 5/1/18 4,015 4,002
Eversource Energy 4.500% 11/15/19 2,425 2,622
Eversource Energy 2.500% 3/15/21 1,200 1,217
Exelon Corp. 1.550% 6/9/17 2,110 2,107
Exelon Corp. 2.850% 6/15/20 3,500 3,573
Exelon Generation Co. LLC 6.200% 10/1/17 6,091 6,490
Exelon Generation Co. LLC 5.200% 10/1/19 2,150 2,349
Exelon Generation Co. LLC 2.950% 1/15/20 9,500 9,605
Exelon Generation Co. LLC 4.000% 10/1/20 625 656
Florida Power & Light Co. 5.550% 11/1/17 1,850 1,974
Georgia Power Co. 5.700% 6/1/17 3,700 3,887
Georgia Power Co. 5.400% 6/1/18 3,510 3,790
Georgia Power Co. 1.950% 12/1/18 8,725 8,819
Georgia Power Co. 2.400% 4/1/21 5,700 5,759
Indiana Michigan Power Co. 7.000% 3/15/19 4,772 5,411
Integrys Holding Inc. 4.170% 11/1/20 600 649
Jersey Central Power & Light Co. 5.650% 6/1/17 1,550 1,614
Kansas City Power & Light Co. 5.850% 6/15/17 200 210
Kansas City Power & Light Co. 7.150% 4/1/19 5,200 6,001
LG&E & KU Energy LLC 3.750% 11/15/20 6,470 6,831
Metropolitan Edison Co. 7.700% 1/15/19 2,423 2,755
MidAmerican Energy Co. 5.950% 7/15/17 925 980
MidAmerican Energy Co. 5.300% 3/15/18 900 968
National Rural Utilities Cooperative Finance        
Corp. 5.450% 4/10/17 6,045 6,315
National Rural Utilities Cooperative Finance        
Corp. 0.950% 4/24/17 3,494 3,495
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 10,535 11,305
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 125 152
National Rural Utilities Cooperative Finance        
Corp. 2.150% 2/1/19 9,250 9,403
National Rural Utilities Cooperative Finance        
Corp. 1.650% 2/8/19 500 502
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 400 409

 

 

National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 7,524 7,579
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 3,435 3,499
Nevada Power Co. 6.500% 5/15/18 4,725 5,207
Nevada Power Co. 6.500% 8/1/18 6,765 7,499
Nevada Power Co. 7.125% 3/15/19 2,200 2,552
NextEra Energy Capital Holdings Inc. 2.056% 9/1/17 350 352
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 2,850 3,135
NextEra Energy Capital Holdings Inc. 2.300% 4/1/19 2,500 2,509
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 3,150 3,150
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 2,000 2,022
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 5,050 3,914
Northern States Power Co. 5.250% 3/1/18 2,325 2,492
Northern States Power Co. 2.200% 8/15/20 2,300 2,343
NorthWestern Corp. 6.340% 4/1/19 2,000 2,263
NSTAR Electric Co. 5.625% 11/15/17 3,025 3,220
Ohio Power Co. 6.050% 5/1/18 4,990 5,400
Oncor Electric Delivery Co. LLC 5.000% 9/30/17 2,000 2,091
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 1,215 1,355
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 4,560 4,597
Pacific Gas & Electric Co. 5.625% 11/30/17 11,834 12,635
Pacific Gas & Electric Co. 8.250% 10/15/18 2,625 3,055
Pacific Gas & Electric Co. 3.500% 10/1/20 6,910 7,347
PacifiCorp 5.650% 7/15/18 6,050 6,614
PacifiCorp 5.500% 1/15/19 5,740 6,324
Peco Energy Co. 5.350% 3/1/18 3,782 4,059
Pennsylvania Electric Co. 6.050% 9/1/17 2,600 2,746
Pennsylvania Electric Co. 5.200% 4/1/20 1,550 1,635
PG&E Corp. 2.400% 3/1/19 6,100 6,182
Portland General Electric Co. 6.100% 4/15/19 2,855 3,206
PPL Capital Funding Inc. 1.900% 6/1/18 10,495 10,525
Progress Energy Inc. 7.050% 3/15/19 1,650 1,878
Progress Energy Inc. 4.875% 12/1/19 2,736 3,001
Progress Energy Inc. 4.400% 1/15/21 4,472 4,829
PSEG Power LLC 5.125% 4/15/20 4,037 4,362
Public Service Co. of Colorado 5.125% 6/1/19 2,425 2,681
Public Service Co. of Colorado 3.200% 11/15/20 1,800 1,899
Public Service Co. of New Mexico 7.950% 5/15/18 3,531 3,954
Public Service Co. of Oklahoma 5.150% 12/1/19 1,725 1,902
Public Service Co. of Oklahoma 4.400% 2/1/21 796 861
Public Service Electric & Gas Co. 2.300% 9/15/18 11,725 11,973
Public Service Electric & Gas Co. 2.000% 8/15/19 3,000 3,036
Public Service Electric & Gas Co. 3.500% 8/15/20 1,375 1,466
Public Service Electric & Gas Co. 1.900% 3/15/21 1,950 1,964
Puget Energy Inc. 6.500% 12/15/20 4,100 4,755
South Carolina Electric & Gas Co. 5.250% 11/1/18 5,433 5,944
South Carolina Electric & Gas Co. 6.500% 11/1/18 813 914
Southern California Edison Co. 1.125% 5/1/17 6,960 6,964
Southern California Edison Co. 5.500% 8/15/18 5,565 6,113
Southern Co. 1.300% 8/15/17 2,350 2,345
Southern Co. 2.150% 9/1/19 2,675 2,688
Southern Co. 2.750% 6/15/20 9,850 9,997
Southern Power Co. 1.850% 12/1/17 8,000 8,064
Southwestern Electric Power Co. 5.875% 3/1/18 250 270
Southwestern Electric Power Co. 6.450% 1/15/19 3,772 4,214
Tampa Electric Co. 6.100% 5/15/18 2,845 3,107

 

 

TECO Finance Inc. 5.150% 3/15/20 5,100 5,584
TransAlta Corp. 6.900% 5/15/18 3,550 3,532
Union Electric Co. 6.700% 2/1/19 2,025 2,297
Virginia Electric & Power Co. 5.950% 9/15/17 2,837 3,027
Virginia Electric & Power Co. 1.200% 1/15/18 6,330 6,308
Virginia Electric & Power Co. 5.400% 4/30/18 375 405
WEC Energy Group Inc. 1.650% 6/15/18 1,800 1,801
WEC Energy Group Inc. 2.450% 6/15/20 2,000 2,035
4 WEC Energy Group Inc. 6.250% 5/15/67 3,100 2,511
Wisconsin Electric Power Co. 1.700% 6/15/18 500 503
Wisconsin Electric Power Co. 4.250% 12/15/19 350 379
Wisconsin Power & Light Co. 5.000% 7/15/19 2,260 2,485
Wisconsin Public Service Corp. 1.650% 12/4/18 11,500 11,546
Xcel Energy Inc. 1.200% 6/1/17 750 749
Xcel Energy Inc. 4.700% 5/15/20 5,235 5,749
Xcel Energy Inc. 2.400% 3/15/21 3,800 3,842
 
Natural Gas (0.2%)        
AGL Capital Corp. 5.250% 8/15/19 225 245
Atmos Energy Corp. 6.350% 6/15/17 45 48
British Transco Finance Inc. 6.625% 6/1/18 350 385
CenterPoint Energy Resources Corp. 6.125% 11/1/17 3,587 3,802
CenterPoint Energy Resources Corp. 6.000% 5/15/18 5,310 5,710
CenterPoint Energy Resources Corp. 4.500% 1/15/21 3,150 3,320
NiSource Finance Corp. 6.400% 3/15/18 7,840 8,519
NiSource Finance Corp. 6.800% 1/15/19 1,888 2,112
NiSource Finance Corp. 5.450% 9/15/20 200 224
ONE Gas Inc. 2.070% 2/1/19 5,675 5,693
Sempra Energy 2.300% 4/1/17 6,450 6,499
Sempra Energy 6.150% 6/15/18 11,000 11,944
Sempra Energy 9.800% 2/15/19 3,445 4,147
Sempra Energy 2.400% 3/15/20 3,118 3,132
Sempra Energy 2.850% 11/15/20 3,350 3,406
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 200 214
 
        650,632
Total Corporate Bonds (Cost $12,116,292)       12,207,833
Sovereign Bonds (U.S. Dollar-Denominated) (7.1%)        
African Development Bank 1.125% 3/15/17 9,085 9,122
African Development Bank 0.875% 5/15/17 7,000 7,001
African Development Bank 0.875% 3/15/18 30,500 30,471
African Development Bank 1.625% 10/2/18 6,100 6,195
African Development Bank 1.125% 3/4/19 7,100 7,101
African Development Bank 1.375% 2/12/20 3,650 3,665
Agricultural Bank Of China 2.000% 5/21/18 2,250 2,254
Agricultural Bank Of China 2.750% 5/21/20 2,100 2,139
Asian Development Bank 1.125% 3/15/17 18,875 18,940
Asian Development Bank 5.250% 6/12/17 3,300 3,473
Asian Development Bank 0.750% 7/28/17 24,070 24,053
Asian Development Bank 1.125% 6/5/18 22,000 22,059
Asian Development Bank 5.593% 7/16/18 6,380 7,008
Asian Development Bank 1.750% 9/11/18 7,550 7,691
Asian Development Bank 1.500% 9/28/18 600 608
Asian Development Bank 1.875% 10/23/18 4,260 4,356
Asian Development Bank 1.375% 1/15/19 17,500 17,626

 

 

Asian Development Bank 1.750% 3/21/19 13,200 13,449
Asian Development Bank 1.875% 4/12/19 3,900 3,991
Asian Development Bank 1.500% 1/22/20 15,400 15,523
Asian Development Bank 1.375% 3/23/20 4,000 4,014
Asian Development Bank 1.625% 8/26/20 12,170 12,305
Asian Development Bank 1.625% 3/16/21 21,850 22,090
5 Bank of England 1.250% 3/14/19 5,500 5,522
Canada 1.125% 3/19/18 21,500 21,608
Canada 1.625% 2/27/19 8,170 8,308
CNOOC Finance 2013 Ltd. 1.750% 5/9/18 9,475 9,429
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 2,825 2,815
CNOOC Nexen Finance 2014 ULC 1.625% 4/30/17 7,300 7,295
Corp. Andina de Fomento 5.750% 1/12/17 1,415 1,463
Corp. Andina de Fomento 1.500% 8/8/17 15,500 15,501
Corp. Andina de Fomento 8.125% 6/4/19 4,705 5,614
Council Of Europe Development Bank 1.500% 6/19/17 10,275 10,359
Council Of Europe Development Bank 1.000% 3/7/18 6,075 6,081
Council Of Europe Development Bank 1.125% 5/31/18 6,775 6,788
Council Of Europe Development Bank 1.750% 11/14/19 2,000 2,032
Council Of Europe Development Bank 1.625% 3/10/20 10,105 10,225
Council Of Europe Development Bank 1.625% 3/16/21 5,600 5,582
6 Development Bank of Japan Inc. 5.125% 2/1/17 3,650 3,772
Ecopetrol SA 4.250% 9/18/18 5,000 5,081
Ecopetrol SA 7.625% 7/23/19 10,050 11,067
European Bank for Reconstruction &        
Development 1.000% 2/16/17 12,350 12,375
European Bank for Reconstruction &        
Development 0.750% 9/1/17 10,125 10,117
European Bank for Reconstruction &        
Development 1.000% 6/15/18 8,100 8,103
European Bank for Reconstruction &        
Development 1.000% 9/17/18 18,850 18,859
European Bank for Reconstruction &        
Development 1.625% 11/15/18 9,475 9,627
European Bank for Reconstruction &        
Development 1.750% 6/14/19 8,000 8,140
European Bank for Reconstruction &        
Development 1.750% 11/26/19 4,250 4,328
European Bank for Reconstruction &        
Development 1.500% 3/16/20 7,650 7,716
European Investment Bank 1.125% 12/15/16 9,050 9,054
European Investment Bank 1.750% 3/15/17 20,100 20,285
European Investment Bank 0.875% 4/18/17 26,850 26,872
European Investment Bank 5.125% 5/30/17 25,100 26,353
European Investment Bank 1.625% 6/15/17 19,000 19,187
European Investment Bank 1.000% 8/17/17 30,950 31,011
European Investment Bank 1.125% 9/15/17 32,350 32,484
European Investment Bank 1.000% 12/15/17 19,700 19,731
European Investment Bank 1.000% 3/15/18 17,900 17,902
European Investment Bank 1.250% 5/15/18 15,500 15,600
European Investment Bank 1.000% 6/15/18 30,800 30,847
European Investment Bank 1.125% 8/15/18 21,975 22,008
European Investment Bank 1.625% 12/18/18 13,500 13,695
European Investment Bank 1.875% 3/15/19 42,220 43,140
European Investment Bank 1.250% 5/15/19 14,500 14,526
European Investment Bank 1.750% 6/17/19 46,700 47,473
European Investment Bank 1.625% 3/16/20 12,150 12,295

 

 

European Investment Bank 1.375% 6/15/20 31,950 32,002
European Investment Bank 2.875% 9/15/20 2,500 2,655
European Investment Bank 1.625% 12/15/20 12,615 12,701
European Investment Bank 4.000% 2/16/21 13,270 14,817
European Investment Bank 2.000% 3/15/21 30,400 31,145
European Investment Bank 1.625% 6/15/21 11,000 11,022
7 Export Development Canada 1.000% 5/15/17 9,925 9,949
Export Development Canada 0.750% 12/15/17 2,950 2,943
Export Development Canada 1.000% 6/15/18 9,075 9,080
Export Development Canada 1.500% 10/3/18 3,800 3,846
Export Development Canada 1.000% 11/1/18 6,000 5,995
Export Development Canada 1.250% 2/4/19 4,700 4,721
7 Export Development Canada 1.750% 8/19/19 3,800 3,871
7 Export Development Canada 1.625% 12/3/19 12,200 12,372
Export-Import Bank of Korea 1.750% 2/27/18 3,250 3,252
Export-Import Bank of Korea 2.875% 9/17/18 9,900 10,174
Export-Import Bank of Korea 2.375% 8/12/19 1,650 1,675
Export-Import Bank of Korea 2.250% 1/21/20 500 506
Export-Import Bank of Korea 5.125% 6/29/20 6,400 7,218
Export-Import Bank of Korea 2.625% 12/30/20 5,700 5,856
Export-Import Bank of Korea 4.000% 1/29/21 11,484 12,526
Export-Import Bank of Korea 2.125% 2/11/21 4,800 4,818
FMS Wertmanagement AoeR 1.125% 9/5/17 5,600 5,620
FMS Wertmanagement AoeR 1.000% 11/21/17 9,725 9,737
FMS Wertmanagement AoeR 1.250% 7/30/18 9,700 9,740
FMS Wertmanagement AoeR 1.625% 11/20/18 14,450 14,657
FMS Wertmanagement AoeR 1.750% 3/17/20 8,500 8,632
Hydro-Quebec 1.375% 6/19/17 6,100 6,132
Hydro-Quebec 9.400% 2/1/21 2,025 2,683
Industrial & Commercial Bank of China Ltd. 2.351% 11/13/17 8,900 8,981
Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 6,250 6,481
Inter-American Development Bank 1.375% 10/18/16 200 201
Inter-American Development Bank 1.125% 3/15/17 20,985 21,047
Inter-American Development Bank 1.000% 7/14/17 16,300 16,346
Inter-American Development Bank 2.375% 8/15/17 9,300 9,488
Inter-American Development Bank 0.875% 3/15/18 13,725 13,741
Inter-American Development Bank 1.750% 8/24/18 15,075 15,344
Inter-American Development Bank 1.125% 8/28/18 20,200 20,240
Inter-American Development Bank 4.250% 9/10/18 200 216
Inter-American Development Bank 1.125% 9/12/19 8,200 8,170
Inter-American Development Bank 3.875% 9/17/19 10,500 11,437
Inter-American Development Bank 1.750% 10/15/19 18,200 18,519
Inter-American Development Bank 3.875% 2/14/20 6,675 7,321
Inter-American Development Bank 1.875% 6/16/20 31,070 31,779
Inter-American Development Bank 2.125% 11/9/20 13,500 13,925
Inter-American Development Bank 1.875% 3/15/21 23,000 23,438
International Bank for Reconstruction &        
Development 0.750% 12/15/16 10,950 10,948
International Bank for Reconstruction &        
Development 0.875% 4/17/17 27,650 27,670
International Bank for Reconstruction &        
Development 1.125% 7/18/17 11,700 11,739
International Bank for Reconstruction &        
Development 1.000% 11/15/17 14,300 14,335
International Bank for Reconstruction &        
Development 1.375% 4/10/18 22,400 22,587

 

 

International Bank for Reconstruction &        
Development 1.000% 6/15/18 40,000 39,987
International Bank for Reconstruction &        
Development 1.000% 10/5/18 23,000 23,034
International Bank for Reconstruction &        
Development 1.875% 3/15/19 29,500 30,161
International Bank for Reconstruction &        
Development 1.250% 7/26/19 30,000 30,038
International Bank for Reconstruction &        
Development 1.875% 10/7/19 23,425 23,942
International Bank for Reconstruction &        
Development 1.375% 3/30/20 18,000 18,069
International Bank for Reconstruction &        
Development 2.125% 11/1/20 16,000 16,523
International Bank for Reconstruction &        
Development 1.625% 3/9/21 17,000 17,121
International Finance Corp. 2.250% 4/11/16 3,500 3,501
International Finance Corp. 1.000% 4/24/17 19,100 19,117
International Finance Corp. 2.125% 11/17/17 1,050 1,067
International Finance Corp. 0.875% 6/15/18 22,500 22,417
International Finance Corp. 1.250% 7/16/18 3,300 3,313
International Finance Corp. 1.750% 9/4/18 22,700 23,048
International Finance Corp. 1.750% 9/16/19 12,500 12,740
International Finance Corp. 1.625% 7/16/20 15,200 15,437
6 Japan Bank for International Cooperation 1.125% 7/19/17 12,325 12,305
6 Japan Bank for International Cooperation 1.750% 7/31/18 15,650 15,756
6 Japan Bank for International Cooperation 1.750% 11/13/18 12,500 12,567
6 Japan Bank for International Cooperation 2.125% 2/7/19 6,800 6,929
6 Japan Bank for International Cooperation 1.750% 5/29/19 11,950 12,001
6 Japan Bank for International Cooperation 1.750% 5/28/20 8,500 8,509
6 Japan Finance Organization for Municipalities 5.000% 5/16/17 4,000 4,164
6 Japan Finance Organization for Municipalities 4.000% 1/13/21 6,000 6,600
8 KFW 0.875% 9/5/17 27,400 27,419
8 KFW 0.875% 12/15/17 19,000 18,997
8 KFW 1.000% 1/26/18 49,200 49,284
8 KFW 4.375% 3/15/18 19,050 20,306
8 KFW 1.000% 6/11/18 35,200 35,200
8 KFW 4.500% 7/16/18 13,075 14,107
8 KFW 1.125% 8/6/18 43,000 43,123
8 KFW 1.125% 11/16/18 15,000 15,033
8 KFW 1.500% 2/6/19 28,500 28,825
8 KFW 1.875% 4/1/19 11,400 11,652
8 KFW 4.875% 6/17/19 18,120 20,204
8 KFW 1.750% 10/15/19 11,000 11,184
8 KFW 4.000% 1/27/20 21,475 23,586
8 KFW 1.500% 4/20/20 48,050 48,286
8 KFW 1.875% 6/30/20 25,450 25,940
8 KFW 2.750% 9/8/20 23,475 24,815
8 KFW 2.750% 10/1/20 11,200 11,843
8 KFW 1.625% 3/15/21 21,300 21,422
Korea Development Bank 3.875% 5/4/17 15,625 16,068
Korea Development Bank 2.250% 8/7/17 2,650 2,680
Korea Development Bank 3.500% 8/22/17 6,650 6,843
Korea Development Bank 1.500% 1/22/18 4,500 4,498
Korea Development Bank 2.875% 8/22/18 500 514
Korea Development Bank 3.000% 3/17/19 9,800 10,119
Korea Development Bank 2.500% 1/13/21 9,500 9,644

 

 

8 Landwirtschaftliche Rentenbank 5.125% 2/1/17 6,690 6,930
8 Landwirtschaftliche Rentenbank 0.875% 9/12/17 6,125 6,132
8 Landwirtschaftliche Rentenbank 1.000% 4/4/18 18,950 18,959
8 Landwirtschaftliche Rentenbank 1.875% 9/17/18 11,200 11,416
8 Landwirtschaftliche Rentenbank 1.750% 4/15/19 5,925 6,029
8 Landwirtschaftliche Rentenbank 1.375% 10/23/19 5,225 5,235
Nexen Energy ULC 6.200% 7/30/19 3,510 3,882
Nordic Investment Bank 5.000% 2/1/17 8,650 8,951
Nordic Investment Bank 1.000% 3/7/17 6,150 6,159
Nordic Investment Bank 1.125% 2/25/19 9,000 9,014
Nordic Investment Bank 1.875% 6/14/19 4,050 4,146
Nordic Investment Bank 1.500% 9/29/20 8,000 8,085
North American Development Bank 2.300% 10/10/18 2,700 2,762
North American Development Bank 4.375% 2/11/20 675 735
9 Oesterreichische Kontrollbank AG 0.750% 5/19/17 8,000 7,995
9 Oesterreichische Kontrollbank AG 1.125% 5/29/18 12,050 12,078
9 Oesterreichische Kontrollbank AG 1.625% 3/12/19 6,500 6,587
9 Oesterreichische Kontrollbank AG 1.375% 2/10/20 8,550 8,521
9 Oesterreichische Kontrollbank AG 1.500% 10/21/20 15,200 15,230
9 Oesterreichische Kontrollbank AG 1.875% 1/20/21 10,300 10,447
Petroleos Mexicanos 5.750% 3/1/18 24,475 25,747
Petroleos Mexicanos 3.500% 7/18/18 20,875 21,119
Petroleos Mexicanos 3.125% 1/23/19 400 396
5 Petroleos Mexicanos 5.500% 2/4/19 9,000 9,409
Petroleos Mexicanos 8.000% 5/3/19 5,650 6,298
Petroleos Mexicanos 6.000% 3/5/20 4,550 4,815
Petroleos Mexicanos 3.500% 7/23/20 7,200 7,058
Petroleos Mexicanos 5.500% 1/21/21 20,010 20,728
5 Petroleos Mexicanos 6.375% 2/4/21 11,500 12,269
Province of British Columbia 1.200% 4/25/17 4,300 4,317
Province of Manitoba 4.900% 12/6/16 5,450 5,589
Province of Manitoba 1.300% 4/3/17 1,100 1,105
Province of Manitoba 1.125% 6/1/18 2,330 2,330
Province of Manitoba 1.750% 5/30/19 5,725 5,797
Province of Manitoba 9.250% 4/1/20 1,500 1,931
Province of Manitoba 2.050% 11/30/20 9,700 9,906
Province of New Brunswick 2.750% 6/15/18 6,750 6,954
Province of Ontario 1.100% 10/25/17 15,850 15,878
Province of Ontario 3.150% 12/15/17 1,150 1,191
Province of Ontario 1.200% 2/14/18 18,500 18,536
Province of Ontario 2.000% 9/27/18 6,900 7,026
Province of Ontario 1.625% 1/18/19 35,000 35,396
Province of Ontario 2.000% 1/30/19 17,700 18,002
Province of Ontario 1.650% 9/27/19 11,825 11,885
Province of Ontario 4.000% 10/7/19 11,400 12,357
Province of Ontario 4.400% 4/14/20 2,675 2,968
Province of Ontario 1.875% 5/21/20 8,000 8,091
Quebec 4.625% 5/14/18 400 428
Quebec 3.500% 7/29/20 3,300 3,548
Republic of Chile 3.875% 8/5/20 2,123 2,296
Republic of Colombia 7.375% 3/18/19 22,585 25,521
Republic of Colombia 11.750% 2/25/20 1,900 2,473
Republic of Italy 5.375% 6/12/17 6,500 6,788
Republic of Korea 7.125% 4/16/19 15,350 17,807
Republic of Panama 5.200% 1/30/20 8,895 9,807
Republic of Peru 7.125% 3/30/19 8,100 9,302
Republic of Poland 6.375% 7/15/19 24,000 27,317

 

 

Republic of South Africa 6.875% 5/27/19 11,875 13,081
Republic of South Africa 5.500% 3/9/20 10,730 11,360
Republic of the Philippines 9.875% 1/15/19 6,650 8,180
Republic of the Philippines 8.375% 6/17/19 12,275 14,914
Republic of the Philippines 4.000% 1/15/21 9,350 10,273
Republic of Turkey 7.500% 7/14/17 11,875 12,680
Republic of Turkey 6.750% 4/3/18 20,530 22,095
Republic of Turkey 7.000% 3/11/19 16,075 17,774
Republic of Turkey 7.500% 11/7/19 2,650 3,023
Republic of Turkey 7.000% 6/5/20 13,723 15,541
Republic of Turkey 5.625% 3/30/21 17,200 18,562
State of Israel 5.125% 3/26/19 13,605 15,008
Statoil ASA 3.125% 8/17/17 10,429 10,656
Statoil ASA 1.250% 11/9/17 6,100 6,089
Statoil ASA 6.700% 1/15/18 4,640 5,036
Statoil ASA 1.200% 1/17/18 1,475 1,464
Statoil ASA 1.150% 5/15/18 5,070 5,013
Statoil ASA 1.950% 11/8/18 1,625 1,634
Statoil ASA 5.250% 4/15/19 9,810 10,739
Statoil ASA 2.250% 11/8/19 8,897 9,040
Statoil ASA 2.900% 11/8/20 6,175 6,345
Svensk Exportkredit AB 1.750% 5/30/17 3,335 3,368
Svensk Exportkredit AB 1.125% 4/5/18 6,000 6,002
Svensk Exportkredit AB 1.875% 6/17/19 7,600 7,741
Svensk Exportkredit AB 1.875% 6/23/20 8,500 8,625
Svensk Exportkredit AB 1.750% 3/10/21 8,500 8,514
United Mexican States 11.375% 9/15/16 12,375 12,923
United Mexican States 5.950% 3/19/19 7,700 8,594
United Mexican States 5.125% 1/15/20 14,221 15,664
United Mexican States 3.500% 1/21/21 6,800 7,017
Total Sovereign Bonds (Cost $3,130,519)       3,158,273
Taxable Municipal Bonds (0.1%)        
California GO 5.950% 4/1/16 2,890 2,890
California GO 6.200% 3/1/19 500 568
California GO 6.200% 10/1/19 3,725 4,323
Cornell University New York GO 5.450% 2/1/19 925 1,031
Dartmouth College New Hampshire GO 4.750% 6/1/19 910 1,006
Emory University Georgia GO 5.625% 9/1/19 1,605 1,833
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 1,650 1,694
Florida Board of Administration Finance Corp        
Revenue ` 2.163% 7/1/19 7,000 7,071
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.995% 7/1/20 6,995 7,231
Illinois GO 5.365% 3/1/17 5,000 5,154
Illinois GO 5.665% 3/1/18 9,450 9,975
Illinois GO 5.877% 3/1/19 3,980 4,281
10 New Jersey Economic Development Authority        
Revenue 0.000% 2/15/20 1,350 1,193
Princeton University New Jersey GO 4.950% 3/1/19 720 797
Stanford University California GO 4.750% 5/1/19 1,150 1,271
University of California Revenue 1.796% 7/1/19 5,220 5,334
Vanderbilt University Tennessee GO 5.250% 4/1/19 20 22
Total Taxable Municipal Bonds (Cost $54,978)       55,674

 

 

  Coupon Shares  
Temporary Cash Investment (0.9%)      
Money Market Fund (0.9%)      
11 Vanguard Market Liquidity Fund      
(Cost $406,301) 0.495% 406,301,076 406,301
Total Investments (100.4%) (Cost $44,362,263)     44,742,860
Other Assets and Liabilities-Net (-0.4%)     (181,496)
Net Assets (100%)     44,561,364

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2016, the aggregate value of these securities was $316,107,000, representing 0.7% of net assets.
6 Guaranteed by the Government of Japan.
7 Guaranteed by the Government of Canada.
8 Guaranteed by the Federal Republic of Germany.
9 Guaranteed by the Republic of Austria.
10 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
11 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

 

Short-Term Bond Index Fund

The following table summarizes the market value of the fund's investments as of March 31, 2016, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 28,914,779 —
Corporate Bonds — 12,200,945 6,888
Sovereign Bonds — 3,158,273 —
Taxable Municipal Bonds — 55,674 —
Temporary Cash Investments 406,301 — —
Total 406,301 44,329,671 6,888

 

C. At March 31, 2016, the cost of investment securities for tax purposes was $44,362,263,000. Net unrealized appreciation of investment securities for tax purposes was $380,597,000, consisting of unrealized gains of $414,695,000 on securities that had risen in value since their purchase and $34,098,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Intermediate-Term Bond Index Fund

Schedule of Investments        
As of March 31, 2016        
 
      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (53.6%)        
U.S. Government Securities (52.3%)        
United States Treasury Note/Bond 2.625% 11/15/20 41,072 43,690
United States Treasury Note/Bond 3.625% 2/15/21 90,615 100,880
United States Treasury Note/Bond 1.125% 2/28/21 2,000 1,993
United States Treasury Note/Bond 2.000% 2/28/21 156,945 162,683
United States Treasury Note/Bond 2.250% 3/31/21 99,220 104,057
United States Treasury Note/Bond 2.250% 4/30/21 133,500 140,008
United States Treasury Note/Bond 3.125% 5/15/21 444,308 485,269
United States Treasury Note/Bond 8.125% 5/15/21 10,000 13,383
United States Treasury Note/Bond 2.000% 5/31/21 190,100 197,022
United States Treasury Note/Bond 2.125% 6/30/21 231,070 240,890
United States Treasury Note/Bond 2.250% 7/31/21 149,555 156,892
United States Treasury Note/Bond 2.125% 8/15/21 210,473 219,254
United States Treasury Note/Bond 8.125% 8/15/21 17,300 23,398
United States Treasury Note/Bond 2.000% 8/31/21 246,110 254,763
United States Treasury Note/Bond 2.125% 9/30/21 210,831 219,528
United States Treasury Note/Bond 2.000% 10/31/21 178,075 184,140
United States Treasury Note/Bond 2.000% 11/15/21 251,645 260,334
United States Treasury Note/Bond 8.000% 11/15/21 36,300 49,402
United States Treasury Note/Bond 1.875% 11/30/21 271,828 279,303
United States Treasury Note/Bond 2.125% 12/31/21 173,284 180,269
United States Treasury Note/Bond 1.500% 1/31/22 168,100 168,993
United States Treasury Note/Bond 2.000% 2/15/22 93,058 96,271
United States Treasury Note/Bond 1.750% 2/28/22 200,611 204,372
United States Treasury Note/Bond 1.750% 3/31/22 207,992 211,761
United States Treasury Note/Bond 1.750% 4/30/22 258,995 263,569
United States Treasury Note/Bond 1.750% 5/15/22 196,535 199,943
United States Treasury Note/Bond 1.875% 5/31/22 157,170 161,099
United States Treasury Note/Bond 2.125% 6/30/22 70,130 72,869
United States Treasury Note/Bond 2.000% 7/31/22 181,200 186,919
United States Treasury Note/Bond 1.625% 8/15/22 171,817 173,535
United States Treasury Note/Bond 7.250% 8/15/22 2,500 3,383
United States Treasury Note/Bond 1.875% 8/31/22 264,564 270,805
United States Treasury Note/Bond 1.750% 9/30/22 87,965 89,326
United States Treasury Note/Bond 1.875% 10/31/22 76,915 78,706
United States Treasury Note/Bond 1.625% 11/15/22 279,900 282,044
United States Treasury Note/Bond 2.000% 11/30/22 335,740 346,020
United States Treasury Note/Bond 2.125% 12/31/22 95,274 98,981
United States Treasury Note/Bond 1.750% 1/31/23 241,790 245,190
United States Treasury Note/Bond 2.000% 2/15/23 197,020 203,053
United States Treasury Note/Bond 7.125% 2/15/23 35,000 47,863
United States Treasury Note/Bond 1.500% 2/28/23 115,980 115,690
United States Treasury Note/Bond 1.500% 3/31/23 33,125 33,027
United States Treasury Note/Bond 1.750% 5/15/23 606,610 615,048
United States Treasury Note/Bond 2.500% 8/15/23 807,785 861,050
United States Treasury Note/Bond 6.250% 8/15/23 76,500 101,554
United States Treasury Note/Bond 2.750% 11/15/23 358,122 388,004
United States Treasury Note/Bond 2.750% 2/15/24 302,773 327,939
United States Treasury Note/Bond 2.500% 5/15/24 430,244 457,603
United States Treasury Note/Bond 2.375% 8/15/24 401,451 422,965

 

 

United States Treasury Note/Bond 2.250% 11/15/24 414,024 431,815
United States Treasury Note/Bond 2.000% 2/15/25 421,836 430,998
United States Treasury Note/Bond 2.125% 5/15/25 545,965 563,026
United States Treasury Note/Bond 2.000% 8/15/25 412,497 420,491
United States Treasury Note/Bond 2.250% 11/15/25 472,752 492,253
United States Treasury Note/Bond 1.625% 2/15/26 527,639 520,220
        12,903,543
Agency Bonds and Notes (1.3%)        
1 AID-Israel 5.500% 9/18/23 4,300 5,325
1 AID-Israel 5.500% 4/26/24 12,058 15,088
1 AID-Jordan 2.578% 6/30/22 3,200 3,343
1 AID-Tunisia 2.452% 7/24/21 2,175 2,281
2 Federal Farm Credit Banks 3.500% 12/20/23 4,250 4,723
2 Federal Home Loan Banks 5.625% 6/11/21 13,465 16,309
2 Federal Home Loan Banks 2.125% 3/10/23 8,950 9,183
2 Federal Home Loan Banks 2.875% 6/14/24 20,000 21,285
2 Federal Home Loan Banks 5.375% 8/15/24 100 126
2 Federal Home Loan Banks 2.875% 9/13/24 20,000 21,257
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 85,070 89,204
3 Federal National Mortgage Assn. 2.625% 9/6/24 61,745 65,064
Private Export Funding Corp. 4.300% 12/15/21 9,940 11,317
Private Export Funding Corp. 2.800% 5/15/22 3,725 3,922
Private Export Funding Corp. 2.050% 11/15/22 10,276 10,307
Private Export Funding Corp. 3.550% 1/15/24 3,500 3,844
Private Export Funding Corp. 2.450% 7/15/24 3,350 3,398
Private Export Funding Corp. 3.250% 6/15/25 1,675 1,795
Resolution Funding Corp. 8.625% 1/15/21 850 1,132
2 Tennessee Valley Authority 1.875% 8/15/22 8,175 8,214
2 Tennessee Valley Authority 2.875% 9/15/24 7,875 8,195
2 Tennessee Valley Authority 6.750% 11/1/25 6,830 9,324
        314,636
Total U.S. Government and Agency Obligations (Cost $12,777,895)     13,218,179
Corporate Bonds (39.4%)        
Finance (12.2%)        
Banking (7.6%)        
Abbey National Treasury Services plc 4.000% 3/13/24 8,994 9,572
American Express Co. 2.650% 12/2/22 10,048 9,969
American Express Co. 3.625% 12/5/24 4,775 4,808
Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 7,125 7,569
Bancolombia SA 5.950% 6/3/21 6,900 7,466
Bank of America Corp. 5.000% 5/13/21 14,235 15,800
Bank of America Corp. 5.700% 1/24/22 13,889 15,951
Bank of America Corp. 3.300% 1/11/23 30,025 30,277
Bank of America Corp. 4.100% 7/24/23 21,450 22,596
Bank of America Corp. 4.125% 1/22/24 13,000 13,694
Bank of America Corp. 4.000% 4/1/24 20,509 21,523
Bank of America Corp. 4.200% 8/26/24 22,050 22,438
Bank of America Corp. 4.000% 1/22/25 17,250 17,283
Bank of America Corp. 3.950% 4/21/25 15,000 14,909
Bank of America Corp. 3.875% 8/1/25 23,000 23,920
Bank of America Corp. 4.450% 3/3/26 16,300 16,773
Bank of Montreal 2.550% 11/6/22 8,169 8,276
Bank of New York Mellon Corp. 2.500% 4/15/21 3,311 3,375
Bank of New York Mellon Corp. 3.550% 9/23/21 4,875 5,199
Bank of New York Mellon Corp. 3.650% 2/4/24 448 473
Bank of New York Mellon Corp. 3.400% 5/15/24 5,925 6,198
Bank of New York Mellon Corp. 3.250% 9/11/24 9,000 9,281

 

 

Bank of New York Mellon Corp. 3.000% 2/24/25 8,750 8,865
Bank of Nova Scotia 2.800% 7/21/21 6,722 6,907
Bank of Nova Scotia 4.500% 12/16/25 9,950 9,964
Barclays Bank plc 3.750% 5/15/24 5,010 5,173
Barclays plc 4.375% 9/11/24 8,000 7,522
Barclays plc 3.650% 3/16/25 12,700 11,956
Barclays plc 4.375% 1/12/26 16,000 15,816
BB&T Corp. 3.950% 3/22/22 1,800 1,903
BNP Paribas SA 3.250% 3/3/23 7,933 8,165
BNP Paribas SA 4.250% 10/15/24 5,000 5,068
BPCE SA 4.000% 4/15/24 7,900 8,425
Branch Banking & Trust Co. 2.850% 4/1/21 2,150 2,213
Branch Banking & Trust Co. 3.625% 9/16/25 7,900 8,276
Capital One Bank USA NA 3.375% 2/15/23 10,121 10,179
Capital One Financial Corp. 4.750% 7/15/21 8,400 9,215
Capital One Financial Corp. 3.500% 6/15/23 5,810 5,880
Capital One Financial Corp. 3.750% 4/24/24 4,600 4,735
Capital One Financial Corp. 3.200% 2/5/25 7,780 7,673
Capital One Financial Corp. 4.200% 10/29/25 9,000 9,134
Capital One NA 2.950% 7/23/21 9,000 9,052
4,5 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 2,100 2,458
Citigroup Inc. 4.500% 1/14/22 15,100 16,535
Citigroup Inc. 4.050% 7/30/22 4,735 4,928
Citigroup Inc. 3.375% 3/1/23 825 835
Citigroup Inc. 3.500% 5/15/23 10,135 10,115
Citigroup Inc. 3.875% 10/25/23 14,400 15,086
Citigroup Inc. 3.750% 6/16/24 14,774 15,268
Citigroup Inc. 4.000% 8/5/24 4,950 5,002
Citigroup Inc. 3.875% 3/26/25 11,500 11,349
Citigroup Inc. 3.300% 4/27/25 12,300 12,318
Citigroup Inc. 4.400% 6/10/25 22,750 23,091
Citigroup Inc. 3.700% 1/12/26 5,000 5,132
Citigroup Inc. 4.600% 3/9/26 9,500 9,704
Citizens Financial Group Inc. 4.300% 12/3/25 5,000 5,171
Comerica Bank 4.000% 7/27/25 1,925 1,932
Compass Bank 3.875% 4/10/25 500 468
Cooperatieve Rabobank UA 3.875% 2/8/22 22,896 24,398
Cooperatieve Rabobank UA 3.950% 11/9/22 15,034 15,407
Cooperatieve Rabobank UA 4.625% 12/1/23 15,375 16,188
Cooperatieve Rabobank UA 3.375% 5/21/25 9,105 9,375
Cooperatieve Rabobank UA 4.375% 8/4/25 4,481 4,617
Credit Suisse 3.000% 10/29/21 20,850 21,225
Credit Suisse 3.625% 9/9/24 18,700 18,964
Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 12,000 11,969
Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 13,700 13,173
Deutsche Bank AG 3.700% 5/30/24 11,475 11,331
Deutsche Bank AG 4.100% 1/13/26 3,800 3,745
Discover Bank 3.200% 8/9/21 1,000 998
Discover Bank 4.200% 8/8/23 13,043 13,603
Discover Financial Services 3.850% 11/21/22 6,545 6,526
Discover Financial Services 3.950% 11/6/24 1,125 1,112
Discover Financial Services 3.750% 3/4/25 3,000 2,926
Fifth Third Bancorp 3.500% 3/15/22 2,252 2,347
Fifth Third Bancorp 4.300% 1/16/24 5,500 5,789
Fifth Third Bank 2.875% 10/1/21 4,950 5,039
Fifth Third Bank 3.850% 3/15/26 4,000 4,103
FirstMerit Corp. 4.350% 2/4/23 4,420 4,517
Goldman Sachs Group Inc. 5.250% 7/27/21 25,283 28,465

 

 

Goldman Sachs Group Inc. 5.750% 1/24/22 33,096 38,155
Goldman Sachs Group Inc. 3.625% 1/22/23 15,917 16,424
Goldman Sachs Group Inc. 4.000% 3/3/24 26,175 27,458
Goldman Sachs Group Inc. 3.850% 7/8/24 19,700 20,404
Goldman Sachs Group Inc. 3.500% 1/23/25 29,275 29,471
Goldman Sachs Group Inc. 4.250% 10/21/25 20,000 20,233
Goldman Sachs Group Inc. 3.750% 2/25/26 8,000 8,192
HSBC Holdings plc 5.100% 4/5/21 17,309 19,057
HSBC Holdings plc 4.875% 1/14/22 2,824 3,090
HSBC Holdings plc 4.000% 3/30/22 15,341 16,129
HSBC Holdings plc 4.250% 3/14/24 19,000 19,190
HSBC Holdings plc 4.250% 8/18/25 9,100 9,162
HSBC Holdings plc 4.300% 3/8/26 25,760 26,513
HSBC USA Inc. 3.500% 6/23/24 4,750 4,817
Intesa Sanpaolo SPA 5.250% 1/12/24 7,625 8,234
JPMorgan Chase & Co. 4.625% 5/10/21 9,608 10,642
JPMorgan Chase & Co. 4.350% 8/15/21 23,675 25,871
JPMorgan Chase & Co. 4.500% 1/24/22 27,348 30,175
JPMorgan Chase & Co. 3.250% 9/23/22 16,693 17,385
JPMorgan Chase & Co. 3.200% 1/25/23 18,760 19,221
JPMorgan Chase & Co. 3.375% 5/1/23 11,350 11,388
JPMorgan Chase & Co. 3.875% 2/1/24 16,520 17,555
JPMorgan Chase & Co. 3.625% 5/13/24 14,520 15,104
JPMorgan Chase & Co. 3.875% 9/10/24 26,515 27,155
JPMorgan Chase & Co. 3.125% 1/23/25 14,100 14,115
JPMorgan Chase & Co. 3.900% 7/15/25 18,100 19,153
KeyBank NA 3.300% 6/1/25 2,500 2,563
Lloyds Bank plc 3.500% 5/14/25 5,375 5,557
Lloyds Banking Group plc 4.500% 11/4/24 5,675 5,683
5 Lloyds Banking Group plc 4.582% 12/10/25 12,350 12,161
Lloyds Banking Group plc 4.650% 3/24/26 7,000 6,922
Manufacturers & Traders Trust Co. 2.900% 2/6/25 7,725 7,518
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 13,725 14,275
Morgan Stanley 5.500% 7/28/21 20,260 23,136
Morgan Stanley 4.875% 11/1/22 14,580 15,818
Morgan Stanley 3.750% 2/25/23 27,357 28,502
Morgan Stanley 4.100% 5/22/23 12,490 12,815
Morgan Stanley 3.875% 4/29/24 19,660 20,624
Morgan Stanley 3.700% 10/23/24 27,060 27,940
Morgan Stanley 4.000% 7/23/25 27,440 28,651
Morgan Stanley 5.000% 11/24/25 13,000 14,029
Morgan Stanley 3.875% 1/27/26 5,289 5,519
MUFG Americas Holdings Corp. 3.500% 6/18/22 3,075 3,200
MUFG Americas Holdings Corp. 3.000% 2/10/25 4,607 4,491
National Australia Bank Ltd. 3.000% 1/20/23 4,350 4,438
National Australia Bank Ltd. 3.375% 1/14/26 1,900 1,976
Northern Trust Corp. 3.375% 8/23/21 3,300 3,506
Northern Trust Corp. 2.375% 8/2/22 4,895 4,998
Northern Trust Corp. 3.950% 10/30/25 1,000 1,068
People's United Bank NA 4.000% 7/15/24 1,675 1,649
People's United Financial Inc. 3.650% 12/6/22 2,775 2,780
PNC Bank NA 2.700% 11/1/22 7,000 6,970
PNC Bank NA 2.950% 1/30/23 6,000 6,011
PNC Bank NA 3.800% 7/25/23 8,425 8,858
PNC Bank NA 3.300% 10/30/24 6,262 6,460
PNC Bank NA 2.950% 2/23/25 2,300 2,303
PNC Bank NA 3.250% 6/1/25 1,000 1,018
PNC Bank NA 4.200% 11/1/25 2,800 3,097

 

 

PNC Financial Services Group Inc. 2.854% 11/9/22 4,820 4,879
PNC Financial Services Group Inc. 3.900% 4/29/24 7,550 7,933
PNC Funding Corp. 3.300% 3/8/22 9,778 10,239
Royal Bank of Canada 4.650% 1/27/26 8,000 8,157
Santander Holdings USA Inc. 4.500% 7/17/25 6,000 6,160
Santander Issuances SAU 5.179% 11/19/25 10,000 9,667
State Street Corp. 3.100% 5/15/23 6,675 6,717
State Street Corp. 3.700% 11/20/23 4,415 4,727
State Street Corp. 3.300% 12/16/24 6,000 6,234
State Street Corp. 3.550% 8/18/25 11,715 12,424
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 4,750 4,888
Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 1,375 1,403
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 4,975 5,326
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 2,075 2,210
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 3,575 3,673
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 1,400 1,476
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 8,500 8,765
SunTrust Bank 2.750% 5/1/23 3,425 3,364
SVB Financial Group 3.500% 1/29/25 3,825 3,779
Synchrony Financial 3.750% 8/15/21 3,850 3,950
Synchrony Financial 4.250% 8/15/24 7,825 7,940
Synchrony Financial 4.500% 7/23/25 9,650 9,915
US Bancorp 4.125% 5/24/21 7,295 8,007
US Bancorp 3.000% 3/15/22 6,354 6,636
US Bancorp 2.950% 7/15/22 11,000 11,279
US Bancorp 3.700% 1/30/24 2,370 2,569
US Bancorp 3.600% 9/11/24 5,100 5,334
US Bank NA 2.800% 1/27/25 8,350 8,473
Wells Fargo & Co. 4.600% 4/1/21 19,995 22,150
Wells Fargo & Co. 3.500% 3/8/22 20,478 21,819
Wells Fargo & Co. 3.450% 2/13/23 13,662 14,014
Wells Fargo & Co. 4.125% 8/15/23 16,270 17,282
Wells Fargo & Co. 4.480% 1/16/24 5,639 6,120
Wells Fargo & Co. 3.300% 9/9/24 21,475 22,160
Wells Fargo & Co. 3.000% 2/19/25 20,400 20,573
Wells Fargo & Co. 3.550% 9/29/25 6,000 6,265
 
Brokerage (0.6%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 2,600 2,673
Affiliated Managers Group Inc. 3.500% 8/1/25 2,375 2,325
Ameriprise Financial Inc. 4.000% 10/15/23 5,914 6,260
Ameriprise Financial Inc. 3.700% 10/15/24 4,050 4,203
Apollo Investment Corp. 5.250% 3/3/25 1,625 1,627
BlackRock Inc. 4.250% 5/24/21 4,175 4,620
BlackRock Inc. 3.375% 6/1/22 5,529 5,865
BlackRock Inc. 3.500% 3/18/24 8,311 8,796
Brookfield Asset Management Inc. 4.000% 1/15/25 5,125 5,274
Charles Schwab Corp. 3.225% 9/1/22 2,550 2,670
CME Group Inc. 3.000% 9/15/22 5,075 5,274
CME Group Inc. 3.000% 3/15/25 5,050 5,093
E*TRADE Financial Corp. 5.375% 11/15/22 1,150 1,210
E*TRADE Financial Corp. 4.625% 9/15/23 7,075 7,057
Eaton Vance Corp. 3.625% 6/15/23 1,800 1,878
Franklin Resources Inc. 2.800% 9/15/22 2,425 2,449
Franklin Resources Inc. 2.850% 3/30/25 3,040 3,009
Intercontinental Exchange Inc. 4.000% 10/15/23 5,500 5,743
Intercontinental Exchange Inc. 3.750% 12/1/25 10,825 11,026
Invesco Finance plc 3.125% 11/30/22 5,154 5,252

 

 

Invesco Finance plc 4.000% 1/30/24 6,575 6,912
Invesco Finance plc 3.750% 1/15/26 3,750 3,902
Janus Capital Group Inc. 4.875% 8/1/25 1,900 2,016
Jefferies Group LLC 6.875% 4/15/21 4,527 5,099
Jefferies Group LLC 5.125% 1/20/23 3,625 3,665
Lazard Group LLC 3.750% 2/13/25 2,550 2,355
Legg Mason Inc. 3.950% 7/15/24 1,650 1,639
Legg Mason Inc. 4.750% 3/15/26 2,400 2,430
Leucadia National Corp. 5.500% 10/18/23 4,775 4,486
Nasdaq Inc. 4.250% 6/1/24 400 413
Stifel Financial Corp. 4.250% 7/18/24 1,900 1,879
TD Ameritrade Holding Corp. 2.950% 4/1/22 7,550 7,700
TD Ameritrade Holding Corp. 3.625% 4/1/25 3,050 3,182
 
Finance Companies (0.2%)        
Air Lease Corp. 3.875% 4/1/21 3,618 3,672
Air Lease Corp. 3.750% 2/1/22 5,600 5,544
Air Lease Corp. 4.250% 9/15/24 2,400 2,352
FS Investment Corp. 4.750% 5/15/22 1,700 1,679
GATX Corp. 4.750% 6/15/22 2,600 2,770
GATX Corp. 3.900% 3/30/23 2,325 2,331
GATX Corp. 3.250% 3/30/25 2,575 2,390
5 GE Capital International Funding Co. 3.373% 11/15/25 13,846 14,738
Prospect Capital Corp. 5.875% 3/15/23 1,675 1,449
 
Insurance (1.9%)        
Aetna Inc. 4.125% 6/1/21 3,125 3,377
Aetna Inc. 2.750% 11/15/22 7,175 7,140
Aetna Inc. 3.500% 11/15/24 5,000 5,100
Aflac Inc. 4.000% 2/15/22 2,950 3,181
Aflac Inc. 3.625% 6/15/23 6,300 6,577
Aflac Inc. 3.625% 11/15/24 3,325 3,466
Aflac Inc. 3.250% 3/17/25 2,525 2,540
Alleghany Corp. 4.950% 6/27/22 5,000 5,496
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 7,478 7,495
Allstate Corp. 3.150% 6/15/23 3,120 3,215
4 Allstate Corp. 5.750% 8/15/53 4,810 4,882
American International Group Inc. 4.875% 6/1/22 13,760 15,142
American International Group Inc. 4.125% 2/15/24 10,175 10,587
American International Group Inc. 3.750% 7/10/25 2,575 2,583
American International Group Inc. 3.900% 4/1/26 2,950 2,959
Anthem Inc. 3.700% 8/15/21 2,225 2,341
Anthem Inc. 3.125% 5/15/22 5,135 5,165
Anthem Inc. 3.300% 1/15/23 5,271 5,325
Anthem Inc. 3.500% 8/15/24 9,050 9,128
Aon plc 4.000% 11/27/23 850 880
Aon plc 3.500% 6/14/24 4,475 4,490
Aon plc 3.875% 12/15/25 6,700 6,833
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 6,225 6,365
Assurant Inc. 4.000% 3/15/23 2,450 2,465
Assured Guaranty US Holdings Inc. 5.000% 7/1/24 2,400 2,556
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 4,599 4,800
Berkshire Hathaway Inc. 3.750% 8/15/21 5,650 6,165
Berkshire Hathaway Inc. 3.000% 2/11/23 3,025 3,139
Berkshire Hathaway Inc. 2.750% 3/15/23 15,155 15,455
Berkshire Hathaway Inc. 3.125% 3/15/26 19,400 19,891
Brown & Brown Inc. 4.200% 9/15/24 5,775 5,815
Chubb INA Holdings Inc. 2.875% 11/3/22 6,988 7,227

 

 

Chubb INA Holdings Inc. 2.700% 3/13/23 1,825 1,841
Chubb INA Holdings Inc. 3.350% 5/15/24 3,385 3,529
Chubb INA Holdings Inc. 3.150% 3/15/25 8,000 8,213
Cigna Corp. 4.000% 2/15/22 4,525 4,829
Cigna Corp. 3.250% 4/15/25 5,600 5,569
CNA Financial Corp. 5.750% 8/15/21 3,905 4,382
CNA Financial Corp. 3.950% 5/15/24 3,125 3,080
CNA Financial Corp. 4.500% 3/1/26 1,550 1,571
Coventry Health Care Inc. 5.450% 6/15/21 6,045 6,833
Fidelity National Financial Inc. 5.500% 9/1/22 775 842
First American Financial Corp. 4.300% 2/1/23 1,775 1,783
First American Financial Corp. 4.600% 11/15/24 2,700 2,752
Hanover Insurance Group Inc. 6.375% 6/15/21 300 342
Hartford Financial Services Group Inc. 5.125% 4/15/22 5,475 6,134
Horace Mann Educators Corp. 4.500% 12/1/25 1,125 1,163
Humana Inc. 3.150% 12/1/22 2,775 2,812
Humana Inc. 3.850% 10/1/24 6,975 7,189
Infinity Property & Casualty Corp. 5.000% 9/19/22 1,750 1,844
Kemper Corp. 4.350% 2/15/25 2,000 2,023
Lincoln National Corp. 4.200% 3/15/22 300 314
Lincoln National Corp. 4.000% 9/1/23 4,000 4,072
Lincoln National Corp. 3.350% 3/9/25 4,950 4,753
Loews Corp. 2.625% 5/15/23 3,300 3,252
Manulife Financial Corp. 4.150% 3/4/26 4,000 4,091
Markel Corp. 4.900% 7/1/22 2,650 2,895
Markel Corp. 3.625% 3/30/23 2,750 2,774
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 5,885 6,498
Marsh & McLennan Cos. Inc. 3.300% 3/14/23 670 683
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 9,125 9,111
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 2,500 2,562
MetLife Inc. 3.048% 12/15/22 4,975 5,053
MetLife Inc. 4.368% 9/15/23 3,414 3,724
MetLife Inc. 3.600% 4/10/24 7,350 7,593
MetLife Inc. 3.000% 3/1/25 3,325 3,269
MetLife Inc. 3.600% 11/13/25 5,550 5,690
Montpelier Re Holdings Ltd. 4.700% 10/15/22 1,425 1,464
Navigators Group Inc. 5.750% 10/15/23 1,500 1,646
Old Republic International Corp. 4.875% 10/1/24 2,625 2,716
OneBeacon US Holdings Inc. 4.600% 11/9/22 1,925 1,952
Primerica Inc. 4.750% 7/15/22 1,750 1,895
Principal Financial Group Inc. 3.300% 9/15/22 2,460 2,503
Principal Financial Group Inc. 3.125% 5/15/23 1,025 1,012
Principal Financial Group Inc. 3.400% 5/15/25 1,966 1,946
ProAssurance Corp. 5.300% 11/15/23 900 983
Progressive Corp. 3.750% 8/23/21 3,285 3,535
Prudential Financial Inc. 4.500% 11/16/21 2,950 3,234
Prudential Financial Inc. 3.500% 5/15/24 9,275 9,432
4 Prudential Financial Inc. 5.875% 9/15/42 5,475 5,715
4 Prudential Financial Inc. 5.625% 6/15/43 8,775 8,907
4 Prudential Financial Inc. 5.200% 3/15/44 3,775 3,624
4 Prudential Financial Inc. 5.375% 5/15/45 6,200 6,123
Reinsurance Group of America Inc. 5.000% 6/1/21 6,391 6,933
Reinsurance Group of America Inc. 4.700% 9/15/23 2,850 3,009
StanCorp Financial Group Inc. 5.000% 8/15/22 1,700 1,839
Symetra Financial Corp. 4.250% 7/15/24 1,300 1,324
Torchmark Corp. 3.800% 9/15/22 1,850 1,890
Trinity Acquisition plc 3.500% 9/15/21 2,000 2,032
Trinity Acquisition plc 4.625% 8/15/23 1,700 1,779

 

 

Trinity Acquisition plc 4.400% 3/15/26 3,480 3,533
UnitedHealth Group Inc. 3.375% 11/15/21 1,625 1,739
UnitedHealth Group Inc. 2.875% 12/15/21 4,500 4,689
UnitedHealth Group Inc. 2.875% 3/15/22 7,354 7,612
UnitedHealth Group Inc. 3.350% 7/15/22 5,620 5,980
UnitedHealth Group Inc. 2.750% 2/15/23 7,575 7,669
UnitedHealth Group Inc. 2.875% 3/15/23 3,865 3,954
UnitedHealth Group Inc. 3.750% 7/15/25 18,450 19,903
UnitedHealth Group Inc. 3.100% 3/15/26 4,000 4,093
Unum Group 4.000% 3/15/24 3,770 3,737
Unum Group 3.875% 11/5/25 175 168
Voya Financial Inc. 5.500% 7/15/22 6,323 7,086
WR Berkley Corp. 4.625% 3/15/22 2,150 2,309
XLIT Ltd. 5.750% 10/1/21 2,600 2,956
XLIT Ltd. 6.375% 11/15/24 875 1,018
XLIT Ltd. 4.450% 3/31/25 3,825 3,783
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 1,300 1,338
 
Real Estate Investment Trusts (1.9%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 3,366 3,634
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 4,025 4,088
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 2,000 2,048
American Campus Communities Operating        
Partnership LP 3.750% 4/15/23 1,800 1,822
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 2,150 2,213
AvalonBay Communities Inc. 2.950% 9/15/22 3,050 3,079
AvalonBay Communities Inc. 2.850% 3/15/23 1,500 1,488
AvalonBay Communities Inc. 4.200% 12/15/23 1,390 1,500
AvalonBay Communities Inc. 3.450% 6/1/25 6,242 6,419
AvalonBay Communities Inc. 3.500% 11/15/25 3,200 3,316
Boston Properties LP 4.125% 5/15/21 7,266 7,814
Boston Properties LP 3.850% 2/1/23 4,300 4,515
Boston Properties LP 3.125% 9/1/23 3,137 3,156
Boston Properties LP 3.800% 2/1/24 2,675 2,798
Boston Properties LP 3.650% 2/1/26 7,300 7,580
Brandywine Operating Partnership LP 3.950% 2/15/23 2,669 2,648
Brandywine Operating Partnership LP 4.100% 10/1/24 2,715 2,692
Brixmor Operating Partnership LP 3.875% 8/15/22 3,100 3,031
Brixmor Operating Partnership LP 3.850% 2/1/25 7,450 6,904
Camden Property Trust 2.950% 12/15/22 5,675 5,627
Camden Property Trust 4.250% 1/15/24 1,100 1,172
Camden Property Trust 3.500% 9/15/24 2,000 2,014
CBL & Associates LP 5.250% 12/1/23 3,500 3,324
CBL & Associates LP 4.600% 10/15/24 2,790 2,541
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 150 151
Corporate Office Properties LP 3.700% 6/15/21 2,940 2,919
Corporate Office Properties LP 3.600% 5/15/23 4,450 4,175
CubeSmart LP 4.375% 12/15/23 3,150 3,321
CubeSmart LP 4.000% 11/15/25 825 843
DCT Industrial Operating Partnership LP 4.500% 10/15/23 1,475 1,517
DDR Corp. 4.625% 7/15/22 5,565 5,892
DDR Corp. 3.375% 5/15/23 1,338 1,298
DDR Corp. 3.625% 2/1/25 2,600 2,518
Digital Realty Trust LP 3.950% 7/1/22 4,425 4,538

 

 

Digital Realty Trust LP 3.625% 10/1/22 6,275 6,244
Digital Realty Trust LP 4.750% 10/1/25 3,625 3,697
Duke Realty LP 3.875% 10/15/22 6,350 6,503
Duke Realty LP 3.625% 4/15/23 2,525 2,538
Duke Realty LP 3.750% 12/1/24 1,900 1,898
Education Realty Operating Partnership LP 4.600% 12/1/24 800 794
EPR Properties 5.750% 8/15/22 2,875 3,106
EPR Properties 5.250% 7/15/23 1,800 1,842
EPR Properties 4.500% 4/1/25 1,800 1,746
Equity One Inc. 3.750% 11/15/22 2,000 2,009
ERP Operating LP 4.625% 12/15/21 6,461 7,192
ERP Operating LP 3.000% 4/15/23 2,575 2,612
ERP Operating LP 3.375% 6/1/25 2,300 2,372
Essex Portfolio LP 3.375% 1/15/23 2,000 2,033
Essex Portfolio LP 3.250% 5/1/23 4,255 4,233
Essex Portfolio LP 3.875% 5/1/24 2,000 2,061
Essex Portfolio LP 3.500% 4/1/25 6,150 6,145
Federal Realty Investment Trust 3.000% 8/1/22 1,525 1,555
Federal Realty Investment Trust 2.750% 6/1/23 1,600 1,579
HCP Inc. 4.000% 12/1/22 1,400 1,406
HCP Inc. 4.250% 11/15/23 4,850 4,865
HCP Inc. 4.200% 3/1/24 5,042 4,981
HCP Inc. 3.875% 8/15/24 5,000 4,893
HCP Inc. 3.400% 2/1/25 8,770 8,079
HCP Inc. 4.000% 6/1/25 2,887 2,777
Healthcare Realty Trust Inc. 3.750% 4/15/23 2,625 2,585
Healthcare Realty Trust Inc. 3.875% 5/1/25 1,125 1,092
Healthcare Trust of America Holdings LP 3.375% 7/15/21 3,000 3,032
Healthcare Trust of America Holdings LP 3.700% 4/15/23 1,625 1,600
Highwoods Realty LP 3.200% 6/15/21 4,600 4,589
Highwoods Realty LP 3.625% 1/15/23 560 557
Hospitality Properties Trust 5.000% 8/15/22 2,768 2,898
Hospitality Properties Trust 4.500% 6/15/23 2,875 2,859
Hospitality Properties Trust 4.650% 3/15/24 4,160 4,076
Hospitality Properties Trust 4.500% 3/15/25 2,525 2,431
Hospitality Properties Trust 5.250% 2/15/26 600 599
Host Hotels & Resorts LP 6.000% 10/1/21 3,850 4,317
Host Hotels & Resorts LP 5.250% 3/15/22 5,650 6,094
Host Hotels & Resorts LP 4.750% 3/1/23 22 23
Host Hotels & Resorts LP 3.750% 10/15/23 2,489 2,428
Host Hotels & Resorts LP 4.000% 6/15/25 2,100 2,034
Kilroy Realty LP 3.800% 1/15/23 1,425 1,453
Kilroy Realty LP 4.375% 10/1/25 1,725 1,815
Kimco Realty Corp. 3.200% 5/1/21 1,500 1,535
Kimco Realty Corp. 3.400% 11/1/22 2,500 2,556
Kimco Realty Corp. 3.125% 6/1/23 1,250 1,238
Lexington Realty Trust 4.400% 6/15/24 3,950 3,982
Liberty Property LP 4.125% 6/15/22 1,600 1,671
Liberty Property LP 4.400% 2/15/24 375 396
Liberty Property LP 3.750% 4/1/25 7,850 7,843
Mack-Cali Realty LP 4.500% 4/18/22 2,700 2,736
Mack-Cali Realty LP 3.150% 5/15/23 1,000 878
Mid-America Apartments LP 4.300% 10/15/23 2,850 3,001
Mid-America Apartments LP 3.750% 6/15/24 1,700 1,726
Mid-America Apartments LP 4.000% 11/15/25 3,900 3,978
National Retail Properties Inc. 5.500% 7/15/21 3,500 3,944
National Retail Properties Inc. 3.800% 10/15/22 1,900 1,965
National Retail Properties Inc. 3.300% 4/15/23 4,770 4,731

 

 

National Retail Properties Inc. 3.900% 6/15/24 3,750 3,848
National Retail Properties Inc. 4.000% 11/15/25 600 617
Omega Healthcare Investors Inc. 5.875% 3/15/24 2,075 2,179
Omega Healthcare Investors Inc. 4.950% 4/1/24 2,250 2,284
Omega Healthcare Investors Inc. 4.500% 1/15/25 6,050 5,929
Omega Healthcare Investors Inc. 5.250% 1/15/26 6,575 6,682
Piedmont Operating Partnership LP 3.400% 6/1/23 1,325 1,281
Piedmont Operating Partnership LP 4.450% 3/15/24 5,925 5,992
Post Apartment Homes LP 3.375% 12/1/22 1,500 1,499
ProLogis LP 4.250% 8/15/23 7,885 8,558
Prologis LP 3.750% 11/1/25 4,000 4,190
Realty Income Corp. 3.250% 10/15/22 5,485 5,527
Realty Income Corp. 4.650% 8/1/23 4,925 5,258
Realty Income Corp. 3.875% 7/15/24 2,350 2,387
Regency Centers LP 4.800% 4/15/21 1,575 1,711
Regency Centers LP 3.750% 6/15/24 2,875 2,940
Retail Opportunity Investments Partnership LP 5.000% 12/15/23 1,150 1,182
Retail Properties of America Inc. 4.000% 3/15/25 2,900 2,739
Select Income REIT 4.150% 2/1/22 1,725 1,713
Select Income REIT 4.500% 2/1/25 4,125 3,928
Senior Housing Properties Trust 4.750% 5/1/24 3,625 3,511
Simon Property Group LP 2.500% 7/15/21 2,700 2,762
Simon Property Group LP 4.125% 12/1/21 11,900 13,032
Simon Property Group LP 3.375% 3/15/22 3,841 4,060
Simon Property Group LP 2.750% 2/1/23 1,000 1,011
Simon Property Group LP 3.750% 2/1/24 1,465 1,568
Simon Property Group LP 3.375% 10/1/24 225 236
Simon Property Group LP 3.500% 9/1/25 6,500 6,846
Simon Property Group LP 3.300% 1/15/26 5,000 5,182
Tanger Properties LP 3.875% 12/1/23 3,175 3,250
Tanger Properties LP 3.750% 12/1/24 1,525 1,542
UDR Inc. 4.625% 1/10/22 2,700 2,936
UDR Inc. 3.750% 7/1/24 750 774
UDR Inc. 4.000% 10/1/25 3,100 3,232
Ventas Realty LP 3.750% 5/1/24 3,400 3,404
Ventas Realty LP 3.500% 2/1/25 4,840 4,760
Ventas Realty LP 4.125% 1/15/26 3,375 3,466
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 3,668 4,035
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 4,702 4,992
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 4,702 4,718
Vornado Realty LP 5.000% 1/15/22 2,500 2,696
Washington REIT 3.950% 10/15/22 750 754
Weingarten Realty Investors 3.375% 10/15/22 3,275 3,264
Weingarten Realty Investors 3.500% 4/15/23 2,275 2,236
Weingarten Realty Investors 4.450% 1/15/24 150 155
Weingarten Realty Investors 3.850% 6/1/25 3,500 3,436
Welltower Inc. 5.250% 1/15/22 2,220 2,430
Welltower Inc. 3.750% 3/15/23 6,200 6,188
Welltower Inc. 4.500% 1/15/24 700 726
Welltower Inc. 4.000% 6/1/25 12,050 12,067
Welltower Inc. 4.250% 4/1/26 500 507
WP Carey Inc. 4.600% 4/1/24 3,875 3,942
WP Carey Inc. 4.000% 2/1/25 1,990 1,874
        3,013,281
Industrial (25.1%)        
Basic Industry (1.7%)        
Agrium Inc. 3.150% 10/1/22 4,491 4,500

 

 

Agrium Inc. 3.500% 6/1/23 10,075 10,011
Agrium Inc. 3.375% 3/15/25 4,160 4,021
Air Products & Chemicals Inc. 3.000% 11/3/21 4,250 4,439
Air Products & Chemicals Inc. 2.750% 2/3/23 1,350 1,357
Air Products & Chemicals Inc. 3.350% 7/31/24 2,350 2,463
Airgas Inc. 2.900% 11/15/22 1,225 1,227
Airgas Inc. 3.650% 7/15/24 1,850 1,892
Albemarle Corp. 4.150% 12/1/24 2,650 2,625
Barrick Gold Corp. 4.100% 5/1/23 4,422 4,334
Barrick North America Finance LLC 4.400% 5/30/21 12,154 12,461
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 6,900 7,080
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 7,975 7,945
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 12,975 13,336
BHP Billiton Finance USA Ltd. 6.420% 3/1/26 500 574
Braskem Finance Ltd. 6.450% 2/3/24 3,850 3,609
Cabot Corp. 3.700% 7/15/22 2,050 2,046
Carpenter Technology Corp. 5.200% 7/15/21 920 920
Carpenter Technology Corp. 4.450% 3/1/23 925 858
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 5,425 5,665
Celulosa Arauco y Constitucion SA 4.500% 8/1/24 2,000 2,054
CF Industries Inc. 3.450% 6/1/23 5,360 5,181
Cytec Industries Inc. 3.500% 4/1/23 1,423 1,385
Domtar Corp. 4.400% 4/1/22 660 677
Dow Chemical Co. 4.125% 11/15/21 9,150 9,979
Dow Chemical Co. 3.000% 11/15/22 8,935 9,150
Dow Chemical Co. 3.500% 10/1/24 8,800 9,074
Eastman Chemical Co. 3.600% 8/15/22 8,312 8,652
Eastman Chemical Co. 3.800% 3/15/25 3,950 4,004
Ecolab Inc. 4.350% 12/8/21 8,788 9,711
Ecolab Inc. 3.250% 1/14/23 2,025 2,079
EI du Pont de Nemours & Co. 4.250% 4/1/21 3,000 3,299
EI du Pont de Nemours & Co. 2.800% 2/15/23 6,800 6,816
Fibria Overseas Finance Ltd. 5.250% 5/12/24 3,000 2,925
FMC Corp. 3.950% 2/1/22 3,235 3,328
FMC Corp. 4.100% 2/1/24 2,250 2,331
Georgia-Pacific LLC 8.000% 1/15/24 3,750 4,825
Georgia-Pacific LLC 7.375% 12/1/25 1,500 1,913
Goldcorp Inc. 3.625% 6/9/21 4,125 4,185
Goldcorp Inc. 3.700% 3/15/23 7,780 7,625
International Flavors & Fragrances Inc. 3.200% 5/1/23 1,525 1,524
International Paper Co. 7.500% 8/15/21 8,465 10,152
International Paper Co. 4.750% 2/15/22 5,222 5,757
International Paper Co. 3.650% 6/15/24 6,250 6,325
International Paper Co. 3.800% 1/15/26 550 561
LYB International Finance BV 4.000% 7/15/23 5,450 5,712
LyondellBasell Industries NV 6.000% 11/15/21 8,900 10,102
LyondellBasell Industries NV 5.750% 4/15/24 3,125 3,613
Methanex Corp. 4.250% 12/1/24 2,650 2,215
Monsanto Co. 2.750% 7/15/21 5,390 5,507
Monsanto Co. 2.200% 7/15/22 2,150 2,110
Monsanto Co. 3.375% 7/15/24 9,119 9,280
Monsanto Co. 2.850% 4/15/25 6,700 6,507
Mosaic Co. 3.750% 11/15/21 1,800 1,873
Mosaic Co. 4.250% 11/15/23 7,550 7,889
NewMarket Corp. 4.100% 12/15/22 315 322
Newmont Mining Corp. 3.500% 3/15/22 8,294 8,241
Nucor Corp. 4.125% 9/15/22 3,450 3,596
Nucor Corp. 4.000% 8/1/23 6,535 6,817

 

 

Packaging Corp. of America 3.900% 6/15/22 1,900 1,955
Packaging Corp. of America 4.500% 11/1/23 9,650 10,142
Packaging Corp. of America 3.650% 9/15/24 2,300 2,297
Potash Corp. of Saskatchewan Inc. 3.625% 3/15/24 4,750 4,777
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 2,875 2,769
Praxair Inc. 3.000% 9/1/21 6,675 7,022
Praxair Inc. 2.450% 2/15/22 8,021 8,255
Praxair Inc. 2.200% 8/15/22 3,450 3,460
Praxair Inc. 2.650% 2/5/25 600 598
Praxair Inc. 3.200% 1/30/26 4,000 4,242
Rayonier Inc. 3.750% 4/1/22 2,175 2,151
Reliance Steel & Aluminum Co. 4.500% 4/15/23 2,200 2,119
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 3,325 3,528
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 5,775 5,987
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 7,500 7,328
Rio Tinto Finance USA plc 3.500% 3/22/22 5,500 5,516
Rio Tinto Finance USA plc 2.875% 8/21/22 15,975 15,502
RPM International Inc. 3.450% 11/15/22 2,900 2,854
Sherwin-Williams Co. 3.450% 8/1/25 2,500 2,534
Southern Copper Corp. 3.500% 11/8/22 1,500 1,418
Southern Copper Corp. 3.875% 4/23/25 4,925 4,716
Syngenta Finance NV 3.125% 3/28/22 2,815 2,820
Vale Overseas Ltd. 4.375% 1/11/22 13,920 11,849
Valspar Corp. 4.200% 1/15/22 1,590 1,671
Valspar Corp. 3.950% 1/15/26 2,600 2,694
Westlake Chemical Corp. 3.600% 7/15/22 1,050 1,045
WestRock RKT Co. 4.000% 3/1/23 6,500 6,601
Weyerhaeuser Co. 4.625% 9/15/23 3,540 3,725
Weyerhaeuser Co. 8.500% 1/15/25 600 778
Yamana Gold Inc. 4.950% 7/15/24 3,105 2,624
 
Capital Goods (1.9%)        
3M Co. 2.000% 6/26/22 3,165 3,213
3M Co. 3.000% 8/7/25 2,100 2,243
ABB Finance USA Inc. 2.875% 5/8/22 7,665 7,835
Avery Dennison Corp. 3.350% 4/15/23 350 353
Bemis Co. Inc. 4.500% 10/15/21 1,975 2,119
Boeing Co. 2.350% 10/30/21 5,850 6,010
Boeing Co. 2.200% 10/30/22 4,000 3,993
Boeing Co. 7.950% 8/15/24 287 390
Boeing Co. 2.850% 10/30/24 2,695 2,803
Boeing Co. 2.500% 3/1/25 3,300 3,337
Boeing Co. 2.600% 10/30/25 3,000 3,051
Carlisle Cos. Inc. 3.750% 11/15/22 3,950 4,036
Caterpillar Financial Services Corp. 2.850% 6/1/22 1,750 1,806
Caterpillar Financial Services Corp. 3.750% 11/24/23 1,500 1,599
Caterpillar Financial Services Corp. 3.300% 6/9/24 1,000 1,030
Caterpillar Inc. 3.900% 5/27/21 10,935 11,985
Caterpillar Inc. 2.600% 6/26/22 8,900 9,007
Caterpillar Inc. 3.400% 5/15/24 8,000 8,393
Crane Co. 4.450% 12/15/23 2,890 3,022
Danaher Corp. 3.900% 6/23/21 5,675 6,209
Danaher Corp. 3.350% 9/15/25 3,875 4,123
Deere & Co. 2.600% 6/8/22 13,050 13,304
Dover Corp. 3.150% 11/15/25 600 619
Eaton Corp. 2.750% 11/2/22 8,620 8,635
Emerson Electric Co. 2.625% 12/1/21 3,150 3,226
Emerson Electric Co. 2.625% 2/15/23 3,525 3,564

 

 

Emerson Electric Co. 3.150% 6/1/25 3,300 3,395
Exelis Inc. 5.550% 10/1/21 2,400 2,677
Flowserve Corp. 3.500% 9/15/22 7,590 7,529
Flowserve Corp. 4.000% 11/15/23 2,000 2,055
Fortune Brands Home & Security Inc. 4.000% 6/15/25 3,000 3,062
General Dynamics Corp. 3.875% 7/15/21 3,375 3,655
General Dynamics Corp. 2.250% 11/15/22 6,970 7,073
General Electric Capital Corp. 4.650% 10/17/21 12,458 14,221
General Electric Capital Corp. 3.150% 9/7/22 6,030 6,450
General Electric Capital Corp. 3.100% 1/9/23 10,014 10,622
General Electric Capital Corp. 3.450% 5/15/24 3,711 4,019
General Electric Co. 2.700% 10/9/22 25,519 26,540
General Electric Co. 3.375% 3/11/24 10,200 10,952
Harris Corp. 3.832% 4/27/25 6,423 6,617
Hexcel Corp. 4.700% 8/15/25 1,500 1,507
Hubbell Inc. 3.350% 3/1/26 3,300 3,302
IDEX Corp. 4.200% 12/15/21 400 426
Illinois Tool Works Inc. 3.375% 9/15/21 750 802
Illinois Tool Works Inc. 3.500% 3/1/24 4,000 4,318
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 7,775 8,383
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 4,800 4,903
John Deere Capital Corp. 3.900% 7/12/21 4,300 4,673
John Deere Capital Corp. 3.150% 10/15/21 3,335 3,510
John Deere Capital Corp. 2.750% 3/15/22 425 434
John Deere Capital Corp. 2.800% 1/27/23 3,275 3,309
John Deere Capital Corp. 2.800% 3/6/23 2,000 2,034
John Deere Capital Corp. 3.350% 6/12/24 7,000 7,300
John Deere Capital Corp. 3.400% 9/11/25 2,300 2,429
Kennametal Inc. 3.875% 2/15/22 2,425 2,327
L-3 Communications Corp. 3.950% 5/28/24 1,436 1,371
Leggett & Platt Inc. 3.800% 11/15/24 3,200 3,275
Legrand France SA 8.500% 2/15/25 2,700 3,639
Lockheed Martin Corp. 3.350% 9/15/21 5,905 6,251
Lockheed Martin Corp. 3.100% 1/15/23 3,200 3,333
Lockheed Martin Corp. 2.900% 3/1/25 5,125 5,209
Lockheed Martin Corp. 3.550% 1/15/26 15,300 16,206
Martin Marietta Materials Inc. 4.250% 7/2/24 2,790 2,809
Mohawk Industries Inc. 3.850% 2/1/23 6,587 6,794
Northrop Grumman Corp. 3.250% 8/1/23 12,000 12,549
Owens Corning 4.200% 12/15/22 4,100 4,167
Owens Corning 4.200% 12/1/24 3,250 3,238
Parker-Hannifin Corp. 3.300% 11/21/24 7,150 7,540
Pentair Finance SA 5.000% 5/15/21 3,000 3,184
Pentair Finance SA 3.150% 9/15/22 3,970 3,812
Pentair Finance SA 4.650% 9/15/25 2,075 2,134
Precision Castparts Corp. 2.500% 1/15/23 7,400 7,436
Precision Castparts Corp. 3.250% 6/15/25 6,600 6,871
Raytheon Co. 2.500% 12/15/22 8,925 9,163
Raytheon Co. 3.150% 12/15/24 2,100 2,214
Republic Services Inc. 5.250% 11/15/21 10,688 12,169
Republic Services Inc. 3.550% 6/1/22 4,297 4,538
Republic Services Inc. 4.750% 5/15/23 825 922
Republic Services Inc. 3.200% 3/15/25 5,896 5,923
Rockwell Automation Inc. 2.875% 3/1/25 771 783
Rockwell Collins Inc. 3.100% 11/15/21 1,875 1,950
Rockwell Collins Inc. 3.700% 12/15/23 2,510 2,683
Roper Technologies Inc. 3.125% 11/15/22 2,350 2,351
Roper Technologies Inc. 3.850% 12/15/25 1,575 1,630

 

 

Snap-on Inc. 6.125% 9/1/21 2,825 3,368
Sonoco Products Co. 4.375% 11/1/21 1,100 1,183
Stanley Black & Decker Inc. 3.400% 12/1/21 4,975 5,272
Stanley Black & Decker Inc. 2.900% 11/1/22 2,610 2,641
Textron Inc. 4.300% 3/1/24 2,500 2,584
Textron Inc. 3.875% 3/1/25 1,800 1,822
Textron Inc. 4.000% 3/15/26 3,000 3,079
Tyco International Finance SA 3.900% 2/14/26 3,500 3,554
United Technologies Corp. 3.100% 6/1/22 16,396 17,328
Waste Management Inc. 2.900% 9/15/22 1,966 2,008
Waste Management Inc. 3.500% 5/15/24 1,000 1,046
Waste Management Inc. 3.125% 3/1/25 6,050 6,189
 
Communication (3.5%)        
21st Century Fox America Inc. 3.000% 9/15/22 12,639 13,035
21st Century Fox America Inc. 8.875% 4/26/23 1,255 1,679
21st Century Fox America Inc. 4.000% 10/1/23 2,475 2,659
21st Century Fox America Inc. 3.700% 9/15/24 2,825 2,967
21st Century Fox America Inc. 3.700% 10/15/25 5,250 5,499
America Movil SAB de CV 3.125% 7/16/22 11,900 12,194
American Tower Corp. 3.450% 9/15/21 4,750 4,840
American Tower Corp. 5.900% 11/1/21 4,200 4,797
American Tower Corp. 4.700% 3/15/22 615 666
American Tower Corp. 3.500% 1/31/23 10,545 10,664
American Tower Corp. 5.000% 2/15/24 5,788 6,346
American Tower Corp. 4.000% 6/1/25 6,125 6,319
American Tower Corp. 4.400% 2/15/26 3,425 3,624
AT&T Inc. 4.450% 5/15/21 9,527 10,394
AT&T Inc. 3.875% 8/15/21 10,550 11,213
AT&T Inc. 3.000% 2/15/22 12,626 12,871
AT&T Inc. 3.800% 3/15/22 11,227 11,837
AT&T Inc. 3.000% 6/30/22 18,350 18,589
AT&T Inc. 2.625% 12/1/22 8,523 8,458
AT&T Inc. 3.600% 2/17/23 500 522
AT&T Inc. 3.900% 3/11/24 250 264
AT&T Inc. 4.450% 4/1/24 16,415 17,754
AT&T Inc. 3.950% 1/15/25 7,850 8,144
AT&T Inc. 3.400% 5/15/25 30,866 30,839
AT&T Inc. 4.125% 2/17/26 34,632 36,569
CBS Corp. 3.375% 3/1/22 500 517
CBS Corp. 3.700% 8/15/24 9,500 9,719
CBS Corp. 3.500% 1/15/25 3,250 3,284
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 7,010 7,236
5 CCO Safari II LLC 4.464% 7/23/22 20,095 21,030
5 CCO Safari II LLC 4.908% 7/23/25 32,575 34,383
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 7,128 10,083
Comcast Corp. 3.125% 7/15/22 8,307 8,800
Comcast Corp. 2.850% 1/15/23 1,000 1,038
Comcast Corp. 2.750% 3/1/23 3,750 3,873
Comcast Corp. 3.600% 3/1/24 7,095 7,688
Comcast Corp. 3.375% 2/15/25 12,100 12,847
Comcast Corp. 3.375% 8/15/25 4,000 4,252
Comcast Corp. 3.150% 3/1/26 13,500 14,047
Crown Castle International Corp. 4.875% 4/15/22 5,500 5,871
Crown Castle International Corp. 5.250% 1/15/23 8,950 9,644
Crown Castle International Corp. 4.450% 2/15/26 6,150 6,411

 

 

Discovery Communications LLC 4.375% 6/15/21 4,750 4,975
Discovery Communications LLC 3.300% 5/15/22 1,900 1,843
Discovery Communications LLC 3.250% 4/1/23 2,150 2,050
Discovery Communications LLC 3.450% 3/15/25 3,400 3,209
Discovery Communications LLC 4.900% 3/11/26 3,000 3,095
Electronic Arts Inc. 4.800% 3/1/26 3,000 3,076
Grupo Televisa SAB 6.625% 3/18/25 850 1,014
Grupo Televisa SAB 4.625% 1/30/26 3,350 3,479
Interpublic Group of Cos. Inc. 4.000% 3/15/22 3,010 3,101
Interpublic Group of Cos. Inc. 3.750% 2/15/23 2,250 2,220
Interpublic Group of Cos. Inc. 4.200% 4/15/24 2,925 3,015
Moody's Corp. 4.500% 9/1/22 7,741 8,460
Moody's Corp. 4.875% 2/15/24 6,600 7,266
NBCUniversal Media LLC 4.375% 4/1/21 12,755 14,283
NBCUniversal Media LLC 2.875% 1/15/23 13,950 14,468
Omnicom Group Inc. 3.625% 5/1/22 6,686 7,026
Omnicom Group Inc. 3.650% 11/1/24 15,985 16,423
Omnicom Group Inc. 3.600% 4/15/26 1,800 1,843
Orange SA 4.125% 9/14/21 6,775 7,406
Pacific Bell Telephone Co. 7.125% 3/15/26 1,250 1,564
Qwest Corp. 6.750% 12/1/21 7,370 7,960
RELX Capital Inc. 3.125% 10/15/22 6,482 6,452
Rogers Communications Inc. 3.000% 3/15/23 3,665 3,746
Rogers Communications Inc. 4.100% 10/1/23 8,500 9,199
Rogers Communications Inc. 3.625% 12/15/25 900 938
S&P Global Inc. 4.000% 6/15/25 6,100 6,362
Scripps Networks Interactive Inc. 3.500% 6/15/22 3,000 3,001
Scripps Networks Interactive Inc. 3.900% 11/15/24 2,400 2,353
Telefonica Emisiones SAU 4.570% 4/27/23 3,900 4,261
Thomson Reuters Corp. 3.950% 9/30/21 1,975 2,098
Thomson Reuters Corp. 4.300% 11/23/23 6,750 7,239
Time Warner Cable Inc. 4.000% 9/1/21 8,500 8,908
Time Warner Cos. Inc. 7.570% 2/1/24 3,000 3,775
Time Warner Entertainment Co. LP 8.375% 3/15/23 3,303 4,222
Time Warner Inc. 4.000% 1/15/22 7,082 7,579
Time Warner Inc. 3.400% 6/15/22 4,176 4,341
Time Warner Inc. 4.050% 12/15/23 3,175 3,409
Time Warner Inc. 3.550% 6/1/24 2,425 2,498
Time Warner Inc. 3.600% 7/15/25 10,250 10,518
Time Warner Inc. 3.875% 1/15/26 7,375 7,713
Verizon Communications Inc. 4.600% 4/1/21 9,492 10,544
Verizon Communications Inc. 3.000% 11/1/21 14,200 14,754
Verizon Communications Inc. 3.500% 11/1/21 18,736 19,905
Verizon Communications Inc. 2.450% 11/1/22 4,189 4,164
Verizon Communications Inc. 5.150% 9/15/23 55,580 63,975
Verizon Communications Inc. 4.150% 3/15/24 12,175 13,238
Verizon Communications Inc. 3.500% 11/1/24 27,310 28,607
Viacom Inc. 3.875% 12/15/21 910 946
Viacom Inc. 3.125% 6/15/22 5,025 4,786
Viacom Inc. 4.250% 9/1/23 7,925 8,111
Viacom Inc. 3.875% 4/1/24 7,675 7,651
Vodafone Group plc 2.500% 9/26/22 4,650 4,546
Vodafone Group plc 2.950% 2/19/23 13,830 13,761
Walt Disney Co. 3.750% 6/1/21 3,085 3,383
Walt Disney Co. 2.750% 8/16/21 7,425 7,807
Walt Disney Co. 2.550% 2/15/22 2,500 2,583
Walt Disney Co. 2.350% 12/1/22 4,757 4,866
Walt Disney Co. 3.150% 9/17/25 5,750 6,147

 

 

Walt Disney Co. 3.000% 2/13/26 3,350 3,546
WPP Finance 2010 4.750% 11/21/21 8,127 8,960
WPP Finance 2010 3.750% 9/19/24 5,791 5,824
 
Consumer Cyclical (3.2%)        
Advance Auto Parts Inc. 4.500% 1/15/22 1,500 1,570
Advance Auto Parts Inc. 4.500% 12/1/23 3,646 3,801
Alibaba Group Holding Ltd. 3.125% 11/28/21 9,850 10,060
Alibaba Group Holding Ltd. 3.600% 11/28/24 14,425 14,595
Amazon.com Inc. 3.300% 12/5/21 5,975 6,353
Amazon.com Inc. 2.500% 11/29/22 11,608 11,851
Amazon.com Inc. 3.800% 12/5/24 5,900 6,446
Automatic Data Processing Inc. 3.375% 9/15/25 6,450 6,916
AutoNation Inc. 4.500% 10/1/25 1,500 1,538
AutoZone Inc. 2.500% 4/15/21 1,250 1,262
AutoZone Inc. 3.700% 4/15/22 9,316 9,736
AutoZone Inc. 2.875% 1/15/23 125 123
AutoZone Inc. 3.125% 7/15/23 2,275 2,298
AutoZone Inc. 3.250% 4/15/25 2,300 2,303
Bed Bath & Beyond Inc. 3.749% 8/1/24 1,925 1,948
Block Financial LLC 5.500% 11/1/22 3,700 4,007
Block Financial LLC 5.250% 10/1/25 3,700 3,900
BorgWarner Inc. 3.375% 3/15/25 2,950 2,893
Brinker International Inc. 3.875% 5/15/23 1,850 1,817
Coach Inc. 4.250% 4/1/25 3,800 3,763
Costco Wholesale Corp. 2.250% 2/15/22 3,104 3,157
Cummins Inc. 3.650% 10/1/23 2,839 2,995
CVS Health Corp. 3.500% 7/20/22 10,000 10,723
CVS Health Corp. 2.750% 12/1/22 9,581 9,857
5 CVS Health Corp. 4.750% 12/1/22 2,000 2,243
CVS Health Corp. 4.000% 12/5/23 9,250 10,178
CVS Health Corp. 3.375% 8/12/24 7,875 8,275
5 CVS Health Corp. 5.000% 12/1/24 3,926 4,507
CVS Health Corp. 3.875% 7/20/25 23,886 25,829
Delphi Automotive plc 4.250% 1/15/26 4,500 4,701
Delphi Corp. 5.000% 2/15/23 4,970 5,231
Delphi Corp. 4.150% 3/15/24 5,000 5,143
Dollar General Corp. 3.250% 4/15/23 4,470 4,456
Dollar General Corp. 4.150% 11/1/25 4,300 4,522
eBay Inc. 2.875% 8/1/21 4,700 4,729
eBay Inc. 3.800% 3/9/22 5,500 5,665
eBay Inc. 2.600% 7/15/22 6,915 6,638
eBay Inc. 3.450% 8/1/24 6,144 6,065
Expedia Inc. 4.500% 8/15/24 3,610 3,630
5 Expedia Inc. 5.000% 2/15/26 6,000 6,012
Ford Motor Credit Co. LLC 5.875% 8/2/21 13,875 15,838
Ford Motor Credit Co. LLC 3.219% 1/9/22 5,070 5,166
Ford Motor Credit Co. LLC 4.250% 9/20/22 5,350 5,691
Ford Motor Credit Co. LLC 4.375% 8/6/23 9,550 10,162
Ford Motor Credit Co. LLC 3.664% 9/8/24 9,750 9,837
Ford Motor Credit Co. LLC 4.134% 8/4/25 9,443 9,793
Ford Motor Credit Co. LLC 4.389% 1/8/26 3,000 3,175
Gap Inc. 5.950% 4/12/21 8,430 9,167
General Motors Co. 4.875% 10/2/23 15,205 15,927
General Motors Co. 4.000% 4/1/25 1,150 1,121
General Motors Financial Co. Inc. 4.375% 9/25/21 12,460 12,865
General Motors Financial Co. Inc. 3.450% 4/10/22 9,090 8,999
General Motors Financial Co. Inc. 4.250% 5/15/23 4,633 4,656

 

 

General Motors Financial Co. Inc. 4.000% 1/15/25 8,670 8,410
General Motors Financial Co. Inc. 4.300% 7/13/25 5,550 5,425
General Motors Financial Co. Inc. 5.250% 3/1/26 6,800 7,106
Harley-Davidson Inc. 3.500% 7/28/25 3,400 3,528
Harman International Industries Inc. 4.150% 5/15/25 2,400 2,371
Home Depot Inc. 2.000% 4/1/21 9,000 9,094
Home Depot Inc. 4.400% 4/1/21 10,433 11,695
Home Depot Inc. 2.625% 6/1/22 10,085 10,448
Home Depot Inc. 2.700% 4/1/23 4,975 5,161
Home Depot Inc. 3.750% 2/15/24 6,045 6,685
Home Depot Inc. 3.350% 9/15/25 7,200 7,806
Hyatt Hotels Corp. 5.375% 8/15/21 1,325 1,470
Hyatt Hotels Corp. 3.375% 7/15/23 2,025 1,986
Hyatt Hotels Corp. 4.850% 3/15/26 2,250 2,342
Johnson Controls Inc. 3.750% 12/1/21 3,525 3,624
Johnson Controls Inc. 3.625% 7/2/24 3,725 3,795
Kohl's Corp. 4.000% 11/1/21 4,950 5,174
Kohl's Corp. 3.250% 2/1/23 3,460 3,249
Kohl's Corp. 4.750% 12/15/23 750 775
Kohl's Corp. 4.250% 7/17/25 4,350 4,290
Lowe's Cos. Inc. 3.750% 4/15/21 2,943 3,200
Lowe's Cos. Inc. 3.800% 11/15/21 2,870 3,143
Lowe's Cos. Inc. 3.120% 4/15/22 6,242 6,619
Lowe's Cos. Inc. 3.875% 9/15/23 4,400 4,805
Lowe's Cos. Inc. 3.125% 9/15/24 1,961 2,064
Lowe's Cos. Inc. 3.375% 9/15/25 7,840 8,406
Macy's Retail Holdings Inc. 3.875% 1/15/22 8,070 8,320
Macy's Retail Holdings Inc. 2.875% 2/15/23 1,650 1,566
Macy's Retail Holdings Inc. 4.375% 9/1/23 1,825 1,875
Macy's Retail Holdings Inc. 3.625% 6/1/24 4,975 4,869
Magna International Inc. 3.625% 6/15/24 4,500 4,514
Magna International Inc. 4.150% 10/1/25 2,000 2,124
Marriott International Inc. 3.125% 10/15/21 2,575 2,611
Marriott International Inc. 3.250% 9/15/22 3,125 3,165
Marriott International Inc. 3.750% 10/1/25 2,000 2,053
MasterCard Inc. 3.375% 4/1/24 6,075 6,498
McDonald's Corp. 3.625% 5/20/21 4,878 5,240
McDonald's Corp. 2.625% 1/15/22 6,382 6,602
McDonald's Corp. 3.375% 5/26/25 5,355 5,610
McDonald's Corp. 3.700% 1/30/26 13,200 13,990
NIKE Inc. 2.250% 5/1/23 2,623 2,687
Nordstrom Inc. 4.000% 10/15/21 3,254 3,439
NVR Inc. 3.950% 9/15/22 4,881 5,081
O'Reilly Automotive Inc. 3.800% 9/1/22 3,000 3,139
O'Reilly Automotive Inc. 3.850% 6/15/23 3,675 3,837
O'Reilly Automotive Inc. 3.550% 3/15/26 2,500 2,574
Priceline Group Inc. 3.650% 3/15/25 3,350 3,435
QVC Inc. 5.125% 7/2/22 4,550 4,773
QVC Inc. 4.375% 3/15/23 4,050 3,862
QVC Inc. 4.850% 4/1/24 5,925 5,825
QVC Inc. 4.450% 2/15/25 265 257
Ross Stores Inc. 3.375% 9/15/24 1,275 1,293
Signet UK Finance plc 4.700% 6/15/24 2,950 2,918
Staples Inc. 4.375% 1/12/23 3,025 3,024
Starbucks Corp. 2.700% 6/15/22 1,900 2,000
Starbucks Corp. 3.850% 10/1/23 6,890 7,531
Starwood Hotels & Resorts Worldwide Inc. 3.125% 2/15/23 2,380 2,359
Starwood Hotels & Resorts Worldwide Inc. 3.750% 3/15/25 2,500 2,596

 

 

Target Corp. 2.900% 1/15/22 7,277 7,702
Target Corp. 3.500% 7/1/24 6,360 6,944
TJX Cos. Inc. 2.750% 6/15/21 7,200 7,519
TJX Cos. Inc. 2.500% 5/15/23 2,725 2,712
Toyota Motor Credit Corp. 2.750% 5/17/21 4,609 4,760
Toyota Motor Credit Corp. 3.400% 9/15/21 6,005 6,427
Toyota Motor Credit Corp. 3.300% 1/12/22 9,350 9,982
Toyota Motor Credit Corp. 2.800% 7/13/22 3,225 3,309
Toyota Motor Credit Corp. 2.625% 1/10/23 3,000 3,045
VF Corp. 3.500% 9/1/21 3,450 3,683
Visa Inc. 2.800% 12/14/22 12,300 12,834
Visa Inc. 3.150% 12/14/25 32,250 33,589
Wal-Mart Stores Inc. 4.250% 4/15/21 5,750 6,453
Wal-Mart Stores Inc. 2.550% 4/11/23 12,619 12,954
Wal-Mart Stores Inc. 3.300% 4/22/24 14,425 15,533
Walgreen Co. 3.100% 9/15/22 3,961 4,007
Walgreens Boots Alliance Inc. 3.300% 11/18/21 12,400 12,778
Walgreens Boots Alliance Inc. 3.800% 11/18/24 12,368 12,734
Wyndham Worldwide Corp. 4.250% 3/1/22 4,002 4,120
Wyndham Worldwide Corp. 3.900% 3/1/23 6,775 6,774
 
Consumer Noncyclical (6.7%)        
Abbott Laboratories 2.550% 3/15/22 5,000 5,077
Abbott Laboratories 2.950% 3/15/25 5,600 5,697
AbbVie Inc. 2.900% 11/6/22 23,290 23,639
AbbVie Inc. 3.200% 11/6/22 6,850 7,084
AbbVie Inc. 3.600% 5/14/25 29,692 31,245
Actavis Funding SCS 3.450% 3/15/22 20,928 21,655
Actavis Funding SCS 3.850% 6/15/24 9,300 9,821
Actavis Funding SCS 3.800% 3/15/25 30,856 32,083
Actavis Inc. 3.250% 10/1/22 13,733 14,171
Agilent Technologies Inc. 3.200% 10/1/22 4,975 5,069
Agilent Technologies Inc. 3.875% 7/15/23 4,010 4,195
Allergan Inc. 2.800% 3/15/23 2,975 2,919
Altria Group Inc. 4.750% 5/5/21 11,525 13,073
Altria Group Inc. 2.850% 8/9/22 10,006 10,377
Altria Group Inc. 2.950% 5/2/23 2,550 2,639
Altria Group Inc. 4.000% 1/31/24 10,500 11,603
AmerisourceBergen Corp. 3.500% 11/15/21 5,125 5,422
AmerisourceBergen Corp. 3.400% 5/15/24 4,200 4,308
AmerisourceBergen Corp. 3.250% 3/1/25 2,100 2,132
Amgen Inc. 4.100% 6/15/21 6,900 7,522
Amgen Inc. 3.875% 11/15/21 12,650 13,720
Amgen Inc. 2.700% 5/1/22 850 866
Amgen Inc. 3.625% 5/15/22 6,667 7,140
Amgen Inc. 3.625% 5/22/24 9,245 9,754
Amgen Inc. 3.125% 5/1/25 7,175 7,280
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 9,025 9,077
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 39,860 41,388
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 8,015 8,547
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 80,455 84,516
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 29,850 30,091
AstraZeneca plc 3.375% 11/16/25 13,000 13,458
5 Baxalta Inc. 3.600% 6/23/22 3,225 3,293
5 Baxalta Inc. 4.000% 6/23/25 12,300 12,508
Beam Suntory Inc. 3.250% 5/15/22 925 941
Beam Suntory Inc. 3.250% 6/15/23 500 492
Becton Dickinson & Co. 3.125% 11/8/21 8,355 8,634

 

 

Becton Dickinson & Co. 3.734% 12/15/24 13,272 14,126
Becton Dickinson and Co. 3.300% 3/1/23 2,000 2,048
Becton Dickinson and Co. 3.875% 5/15/24 515 550
Biogen Inc. 3.625% 9/15/22 6,550 6,934
Biogen Inc. 4.050% 9/15/25 11,760 12,568
Boston Scientific Corp. 3.375% 5/15/22 3,975 4,055
Boston Scientific Corp. 4.125% 10/1/23 3,906 4,107
Boston Scientific Corp. 3.850% 5/15/25 7,475 7,754
Bristol-Myers Squibb Co. 2.000% 8/1/22 8,025 8,091
Bristol-Myers Squibb Co. 7.150% 6/15/23 425 550
Brown-Forman Corp. 2.250% 1/15/23 800 795
Campbell Soup Co. 4.250% 4/15/21 1,160 1,255
Campbell Soup Co. 2.500% 8/2/22 3,000 2,948
Campbell Soup Co. 3.300% 3/19/25 1,900 1,966
Cardinal Health Inc. 3.200% 6/15/22 1,600 1,654
Cardinal Health Inc. 3.200% 3/15/23 3,000 3,073
Cardinal Health Inc. 3.750% 9/15/25 5,100 5,421
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 3,200 3,221
Celgene Corp. 3.250% 8/15/22 9,118 9,420
Celgene Corp. 3.550% 8/15/22 2,900 3,043
Celgene Corp. 4.000% 8/15/23 5,350 5,682
Celgene Corp. 3.625% 5/15/24 13,000 13,438
Celgene Corp. 3.875% 8/15/25 17,580 18,488
Clorox Co. 3.800% 11/15/21 575 615
Clorox Co. 3.050% 9/15/22 4,540 4,625
Clorox Co. 3.500% 12/15/24 4,500 4,671
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 5,350 5,605
Coca-Cola Co. 3.300% 9/1/21 10,425 11,271
Coca-Cola Co. 2.500% 4/1/23 970 996
Coca-Cola Co. 3.200% 11/1/23 11,750 12,607
Coca-Cola Co. 2.875% 10/27/25 15,500 16,084
Coca-Cola Enterprises Inc. 4.500% 9/1/21 3,550 3,920
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 7,900 8,161
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 300 399
Colgate-Palmolive Co. 2.450% 11/15/21 5,050 5,263
Colgate-Palmolive Co. 2.300% 5/3/22 4,148 4,286
Colgate-Palmolive Co. 1.950% 2/1/23 3,000 2,996
Colgate-Palmolive Co. 2.100% 5/1/23 1,932 1,937
Colgate-Palmolive Co. 3.250% 3/15/24 2,660 2,874
ConAgra Foods Inc. 3.250% 9/15/22 4,025 4,105
ConAgra Foods Inc. 3.200% 1/25/23 6,783 6,828
Covidien International Finance SA 3.200% 6/15/22 6,579 6,922
Covidien International Finance SA 2.950% 6/15/23 8,925 9,087
DENTSPLY Sirona Inc. 4.125% 8/15/21 100 105
Diageo Capital plc 2.625% 4/29/23 6,585 6,685
Diageo Investment Corp. 2.875% 5/11/22 12,410 12,871
Dignity Health California GO 3.125% 11/1/22 1,600 1,638
Dignity Health California GO 3.812% 11/1/24 3,000 3,173
Dr Pepper Snapple Group Inc. 3.200% 11/15/21 3,967 4,101
Dr Pepper Snapple Group Inc. 2.700% 11/15/22 1,500 1,513
Dr Pepper Snapple Group Inc. 3.400% 11/15/25 1,400 1,448
Eli Lilly & Co. 2.750% 6/1/25 5,100 5,220
Estee Lauder Cos. Inc. 2.350% 8/15/22 2,603 2,638
Express Scripts Holding Co. 4.750% 11/15/21 7,448 8,108
Express Scripts Holding Co. 3.900% 2/15/22 9,300 9,700
Express Scripts Holding Co. 3.500% 6/15/24 7,400 7,337
Express Scripts Holding Co. 4.500% 2/25/26 10,525 10,924
Flowers Foods Inc. 4.375% 4/1/22 2,750 2,940

 

 

Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 1,950 1,882
General Mills Inc. 3.150% 12/15/21 5,750 6,019
General Mills Inc. 3.650% 2/15/24 3,309 3,508
Gilead Sciences Inc. 4.500% 4/1/21 4,585 5,127
Gilead Sciences Inc. 4.400% 12/1/21 10,275 11,470
Gilead Sciences Inc. 3.250% 9/1/22 7,685 8,113
Gilead Sciences Inc. 3.700% 4/1/24 18,700 20,062
Gilead Sciences Inc. 3.500% 2/1/25 11,225 11,852
Gilead Sciences Inc. 3.650% 3/1/26 21,320 22,686
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 4,650 4,798
GlaxoSmithKline Capital plc 2.850% 5/8/22 14,023 14,678
Hasbro Inc. 3.150% 5/15/21 3,015 3,092
Hershey Co. 2.625% 5/1/23 2,250 2,293
Hershey Co. 3.200% 8/21/25 1,900 1,993
Hormel Foods Corp. 4.125% 4/15/21 875 959
JM Smucker Co. 3.500% 10/15/21 4,950 5,222
JM Smucker Co. 3.000% 3/15/22 2,425 2,500
JM Smucker Co. 3.500% 3/15/25 7,450 7,811
Johnson & Johnson 3.550% 5/15/21 2,350 2,573
Johnson & Johnson 2.450% 12/5/21 3,000 3,118
Johnson & Johnson 2.050% 3/1/23 5,200 5,236
Johnson & Johnson 3.375% 12/5/23 6,000 6,619
Johnson & Johnson 2.450% 3/1/26 6,500 6,505
Kaiser Foundation Hospitals 3.500% 4/1/22 3,155 3,295
Kellogg Co. 3.250% 4/1/26 4,700 4,817
Kimberly-Clark Corp. 2.400% 3/1/22 3,600 3,710
Kimberly-Clark Corp. 2.400% 6/1/23 1,625 1,646
Kimberly-Clark Corp. 2.650% 3/1/25 1,625 1,651
Kimberly-Clark Corp. 3.050% 8/15/25 2,350 2,443
Kimberly-Clark Corp. 2.750% 2/15/26 3,700 3,787
Koninklijke Philips NV 3.750% 3/15/22 7,100 7,461
Kraft Foods Group Inc. 3.500% 6/6/22 13,164 13,873
5 Kraft Heinz Foods Co. 3.500% 7/15/22 6,800 7,136
5 Kraft Heinz Foods Co. 3.950% 7/15/25 11,275 12,004
Kroger Co. 2.950% 11/1/21 3,400 3,544
Kroger Co. 3.400% 4/15/22 3,129 3,313
Kroger Co. 3.850% 8/1/23 3,795 4,086
Kroger Co. 4.000% 2/1/24 5,186 5,612
Kroger Co. 3.500% 2/1/26 2,050 2,154
Laboratory Corp. of America Holdings 3.200% 2/1/22 2,554 2,577
Laboratory Corp. of America Holdings 3.750% 8/23/22 2,000 2,070
Laboratory Corp. of America Holdings 4.000% 11/1/23 1,875 1,930
Laboratory Corp. of America Holdings 3.600% 2/1/25 6,900 6,988
Mattel Inc. 3.150% 3/15/23 1,650 1,622
McCormick & Co. Inc. 3.900% 7/15/21 1,850 2,027
McCormick & Co. Inc. 3.500% 9/1/23 475 503
McCormick & Co. Inc. 3.250% 11/15/25 2,500 2,609
McKesson Corp. 2.700% 12/15/22 3,200 3,182
McKesson Corp. 3.796% 3/15/24 9,300 9,712
Mead Johnson Nutrition Co. 4.125% 11/15/25 8,175 8,677
Medtronic Inc. 3.125% 3/15/22 5,128 5,370
Medtronic Inc. 3.150% 3/15/22 22,465 23,776
Medtronic Inc. 2.750% 4/1/23 10,050 10,320
Medtronic Inc. 3.625% 3/15/24 3,950 4,230
Medtronic Inc. 3.500% 3/15/25 27,481 29,283
Merck & Co. Inc. 2.350% 2/10/22 5,221 5,315
Merck & Co. Inc. 2.400% 9/15/22 6,863 7,007
Merck & Co. Inc. 2.800% 5/18/23 13,350 13,901

 

 

Merck & Co. Inc. 2.750% 2/10/25 13,475 13,805
Molson Coors Brewing Co. 3.500% 5/1/22 2,300 2,367
Mondelez International Inc. 4.000% 2/1/24 9,797 10,531
Mylan Inc. 4.200% 11/29/23 6,025 6,123
Newell Brands Inc. 3.150% 4/1/21 3,000 3,082
Newell Brands Inc. 4.000% 6/15/22 3,600 3,713
Newell Brands Inc. 3.850% 4/1/23 9,000 9,323
Newell Brands Inc. 4.000% 12/1/24 5,330 5,431
Newell Brands Inc. 3.900% 11/1/25 3,700 3,676
Newell Brands Inc. 4.200% 4/1/26 2,600 2,725
Novartis Capital Corp. 2.400% 9/21/22 9,347 9,578
Novartis Capital Corp. 3.400% 5/6/24 13,375 14,352
Novartis Capital Corp. 3.000% 11/20/25 12,980 13,497
Owens & Minor Inc. 4.375% 12/15/24 1,100 1,131
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 1,325 1,405
PepsiCo Inc. 3.000% 8/25/21 9,860 10,501
PepsiCo Inc. 2.750% 3/5/22 13,675 14,330
PepsiCo Inc. 3.100% 7/17/22 4,250 4,545
PepsiCo Inc. 2.750% 3/1/23 9,300 9,686
PepsiCo Inc. 3.600% 3/1/24 3,025 3,312
PepsiCo Inc. 2.750% 4/30/25 8,100 8,303
PepsiCo Inc. 3.500% 7/17/25 4,900 5,307
PerkinElmer Inc. 5.000% 11/15/21 7,250 7,923
Perrigo Co. plc 4.000% 11/15/23 4,725 4,810
Perrigo Finance plc 3.500% 12/15/21 4,600 4,687
Perrigo Finance plc 3.900% 12/15/24 4,065 4,038
Perrigo Finance Unlimited Co. 4.375% 3/15/26 4,750 4,896
Pfizer Inc. 3.000% 6/15/23 6,743 7,113
Pfizer Inc. 3.400% 5/15/24 4,450 4,779
Philip Morris International Inc. 4.125% 5/17/21 2,500 2,775
Philip Morris International Inc. 2.900% 11/15/21 4,750 5,022
Philip Morris International Inc. 2.500% 8/22/22 3,768 3,876
Philip Morris International Inc. 2.625% 3/6/23 3,660 3,752
Philip Morris International Inc. 3.600% 11/15/23 3,375 3,699
Philip Morris International Inc. 3.250% 11/10/24 5,700 6,097
Philip Morris International Inc. 3.375% 8/11/25 5,400 5,815
Philip Morris International Inc. 2.750% 2/25/26 7,000 7,121
Procter & Gamble Co. 2.300% 2/6/22 5,200 5,346
Procter & Gamble Co. 3.100% 8/15/23 10,420 11,141
Procter & Gamble Co. 6.450% 1/15/26 850 1,131
Procter & Gamble Co. 2.700% 2/2/26 4,750 4,886
Quest Diagnostics Inc. 4.700% 4/1/21 2,215 2,397
Quest Diagnostics Inc. 4.250% 4/1/24 2,300 2,411
Quest Diagnostics Inc. 3.500% 3/30/25 3,450 3,474
Reynolds American Inc. 4.000% 6/12/22 6,200 6,748
Reynolds American Inc. 4.850% 9/15/23 3,000 3,383
Reynolds American Inc. 4.450% 6/12/25 19,636 21,590
St. Jude Medical Inc. 3.250% 4/15/23 8,060 8,166
St. Jude Medical Inc. 3.875% 9/15/25 2,200 2,285
Stryker Corp. 3.375% 5/15/24 3,625 3,738
Stryker Corp. 3.375% 11/1/25 5,550 5,703
Stryker Corp. 3.500% 3/15/26 11,035 11,428
Sysco Corp. 2.500% 7/15/21 2,500 2,528
Sysco Corp. 2.600% 6/12/22 1,950 1,961
Sysco Corp. 3.750% 10/1/25 5,000 5,248
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 9,021 9,430
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 4,909 4,944

 

 

Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 981 1,029
Thermo Fisher Scientific Inc. 3.600% 8/15/21 14,495 15,068
Thermo Fisher Scientific Inc. 3.300% 2/15/22 5,556 5,666
Thermo Fisher Scientific Inc. 3.150% 1/15/23 1,675 1,664
Thermo Fisher Scientific Inc. 4.150% 2/1/24 5,160 5,442
Thermo Fisher Scientific Inc. 3.650% 12/15/25 2,500 2,549
Tupperware Brands Corp. 4.750% 6/1/21 4,175 4,329
Tyson Foods Inc. 4.500% 6/15/22 9,620 10,566
Tyson Foods Inc. 3.950% 8/15/24 7,475 7,945
Unilever Capital Corp. 3.100% 7/30/25 2,675 2,863
Whirlpool Corp. 4.850% 6/15/21 3,500 3,907
Whirlpool Corp. 3.700% 3/1/23 2,300 2,384
Whirlpool Corp. 4.000% 3/1/24 1,925 2,008
Whirlpool Corp. 3.700% 5/1/25 2,275 2,310
5 Whole Foods Market Inc. 5.200% 12/3/25 6,750 7,100
Wyeth LLC 7.250% 3/1/23 1,000 1,270
Wyeth LLC 6.450% 2/1/24 4,000 5,100
Zeneca Wilmington Inc. 7.000% 11/15/23 2,400 3,066
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 970 1,003
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 5,900 5,990
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 14,125 14,309
Zoetis Inc. 3.250% 2/1/23 13,373 13,187
Zoetis Inc. 4.500% 11/13/25 3,600 3,837
 
Energy (3.8%)        
Anadarko Petroleum Corp. 3.450% 7/15/24 6,000 5,326
Anadarko Petroleum Corp. 5.550% 3/15/26 9,500 9,593
Apache Corp. 3.250% 4/15/22 7,528 7,267
Baker Hughes Inc. 3.200% 8/15/21 4,425 4,497
Boardwalk Pipelines LP 3.375% 2/1/23 1,000 844
Boardwalk Pipelines LP 4.950% 12/15/24 3,250 2,974
BP Capital Markets plc 3.561% 11/1/21 4,300 4,529
BP Capital Markets plc 3.062% 3/17/22 2,000 2,031
BP Capital Markets plc 3.245% 5/6/22 13,236 13,563
BP Capital Markets plc 2.500% 11/6/22 10,698 10,506
BP Capital Markets plc 2.750% 5/10/23 17,363 17,032
BP Capital Markets plc 3.994% 9/26/23 6,800 7,174
BP Capital Markets plc 3.814% 2/10/24 6,555 6,818
BP Capital Markets plc 3.535% 11/4/24 1,728 1,764
BP Capital Markets plc 3.506% 3/17/25 8,194 8,317
Buckeye Partners LP 4.150% 7/1/23 4,550 4,128
Buckeye Partners LP 4.350% 10/15/24 125 112
Cameron International Corp. 4.500% 6/1/21 3,150 3,366
Cameron International Corp. 3.600% 4/30/22 2,800 2,846
Cameron International Corp. 4.000% 12/15/23 1,761 1,804
Cameron International Corp. 3.700% 6/15/24 4,550 4,540
Canadian Natural Resources Ltd. 3.450% 11/15/21 813 757
Canadian Natural Resources Ltd. 3.800% 4/15/24 5,175 4,669
Canadian Natural Resources Ltd. 3.900% 2/1/25 635 576
Chevron Corp. 2.411% 3/3/22 8,450 8,595
Chevron Corp. 2.355% 12/5/22 16,110 16,085
Chevron Corp. 3.191% 6/24/23 14,825 15,288
Chevron Corp. 3.326% 11/17/25 6,350 6,543
Cimarex Energy Co. 5.875% 5/1/22 4,663 4,815
Cimarex Energy Co. 4.375% 6/1/24 5,250 5,158
5 Columbia Pipeline Group Inc. 4.500% 6/1/25 6,750 6,699
ConocoPhillips Co. 2.875% 11/15/21 625 613
ConocoPhillips Co. 2.400% 12/15/22 7,138 6,713

 

 

ConocoPhillips Co. 3.350% 11/15/24 13,750 13,142
ConocoPhillips Co. 4.950% 3/15/26 6,000 6,233
Copano Energy LLC / Copano Energy        
Finance Corp. 7.125% 4/1/21 3,170 3,273
Devon Energy Corp. 4.000% 7/15/21 4,300 3,816
Devon Energy Corp. 3.250% 5/15/22 5,025 4,246
Devon Energy Corp. 5.850% 12/15/25 6,250 6,012
Dominion Gas Holdings LLC 3.550% 11/1/23 6,791 6,899
Enable Midstream Partners LP 3.900% 5/15/24 3,225 2,548
Enbridge Energy Partners LP 4.200% 9/15/21 3,700 3,515
Enbridge Energy Partners LP 5.875% 10/15/25 2,500 2,522
Enbridge Inc. 4.000% 10/1/23 950 898
Enbridge Inc. 3.500% 6/10/24 6,110 5,496
Energy Transfer Partners LP 4.650% 6/1/21 5,072 4,902
Energy Transfer Partners LP 5.200% 2/1/22 13,252 12,580
Energy Transfer Partners LP 3.600% 2/1/23 9,958 8,625
Energy Transfer Partners LP 4.900% 2/1/24 4,000 3,662
Energy Transfer Partners LP 4.050% 3/15/25 8,900 7,836
Energy Transfer Partners LP 4.750% 1/15/26 1,000 914
EnLink Midstream Partners LP 4.400% 4/1/24 7,225 5,780
EnLink Midstream Partners LP 4.150% 6/1/25 750 578
Ensco plc 4.700% 3/15/21 7,118 4,965
Enterprise Products Operating LLC 4.050% 2/15/22 4,043 4,142
Enterprise Products Operating LLC 3.350% 3/15/23 13,317 13,259
Enterprise Products Operating LLC 3.900% 2/15/24 4,800 4,888
Enterprise Products Operating LLC 3.750% 2/15/25 14,797 14,762
EOG Resources Inc. 2.625% 3/15/23 6,505 6,164
EOG Resources Inc. 3.150% 4/1/25 1,525 1,478
EOG Resources Inc. 4.150% 1/15/26 4,925 5,113
EQT Corp. 4.875% 11/15/21 5,450 5,236
EQT Midstream Partners LP 4.000% 8/1/24 3,300 2,866
Exxon Mobil Corp. 2.397% 3/6/22 9,475 9,599
Exxon Mobil Corp. 2.726% 3/1/23 14,000 14,224
Exxon Mobil Corp. 3.176% 3/15/24 1,925 2,004
Exxon Mobil Corp. 2.709% 3/6/25 11,400 11,443
Exxon Mobil Corp. 3.043% 3/1/26 15,500 15,850
FMC Technologies Inc. 3.450% 10/1/22 3,125 2,787
Gulf South Pipeline Co. LP 4.000% 6/15/22 3,475 3,173
Halliburton Co. 3.250% 11/15/21 2,670 2,737
Halliburton Co. 3.375% 11/15/22 5,535 5,645
Halliburton Co. 3.500% 8/1/23 5,295 5,335
Halliburton Co. 3.800% 11/15/25 17,000 17,012
Helmerich & Payne International Drilling Co. 4.650% 3/15/25 1,000 1,016
Hess Corp. 3.500% 7/15/24 1,500 1,370
Husky Energy Inc. 3.950% 4/15/22 500 497
Husky Energy Inc. 4.000% 4/15/24 5,105 4,847
Kerr-McGee Corp. 6.950% 7/1/24 3,250 3,441
Kinder Morgan Energy Partners LP 5.000% 10/1/21 7,500 7,695
Kinder Morgan Energy Partners LP 4.150% 3/1/22 1,925 1,867
Kinder Morgan Energy Partners LP 3.950% 9/1/22 9,535 9,240
Kinder Morgan Energy Partners LP 3.450% 2/15/23 5,050 4,661
Kinder Morgan Energy Partners LP 3.500% 9/1/23 7,700 6,978
Kinder Morgan Energy Partners LP 4.150% 2/1/24 4,475 4,195
Kinder Morgan Energy Partners LP 4.300% 5/1/24 7,849 7,467
Kinder Morgan Energy Partners LP 4.250% 9/1/24 8,000 7,565
Kinder Morgan Inc. 4.300% 6/1/25 2,050 1,938
Magellan Midstream Partners LP 3.200% 3/15/25 2,975 2,825
Magellan Midstream Partners LP 5.000% 3/1/26 1,700 1,838

 

 

Marathon Oil Corp. 2.800% 11/1/22 4,950 4,010
Marathon Oil Corp. 3.850% 6/1/25 8,000 6,490
Marathon Petroleum Corp. 3.625% 9/15/24 1,600 1,462
5 MPLX LP 4.500% 7/15/23 15,000 13,800
5 MPLX LP 4.875% 12/1/24 6,847 6,299
5 MPLX LP 4.875% 6/1/25 10,680 9,719
Nabors Industries Inc. 4.625% 9/15/21 4,600 3,864
Nabors Industries Inc. 5.100% 9/15/23 2,525 1,957
National Fuel Gas Co. 4.900% 12/1/21 4,025 3,937
National Fuel Gas Co. 3.750% 3/1/23 4,525 4,022
National Fuel Gas Co. 5.200% 7/15/25 1,000 935
National Oilwell Varco Inc. 2.600% 12/1/22 10,143 8,623
Noble Energy Inc. 5.625% 5/1/21 1,552 1,560
Noble Energy Inc. 4.150% 12/15/21 6,105 6,098
Noble Energy Inc. 3.900% 11/15/24 8,895 8,339
Occidental Petroleum Corp. 3.125% 2/15/22 7,725 7,902
Occidental Petroleum Corp. 2.600% 4/15/22 500 504
Occidental Petroleum Corp. 2.700% 2/15/23 7,600 7,478
Occidental Petroleum Corp. 3.500% 6/15/25 3,600 3,674
Occidental Petroleum Corp. 3.400% 4/15/26 6,500 6,555
Oceaneering International Inc. 4.650% 11/15/24 2,775 2,378
ONEOK Partners LP 3.375% 10/1/22 7,144 6,394
ONEOK Partners LP 5.000% 9/15/23 2,000 1,905
ONEOK Partners LP 4.900% 3/15/25 3,100 2,922
Phillips 66 4.300% 4/1/22 16,115 17,173
Phillips 66 Partners LP 3.605% 2/15/25 4,875 4,303
Pioneer Natural Resources Co. 3.950% 7/15/22 5,528 5,620
Pioneer Natural Resources Co. 4.450% 1/15/26 1,550 1,563
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 2,815 2,581
Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 3,968 3,470
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 10,995 9,486
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 5,950 5,503
Regency Energy Partners LP / Regency        
Energy Finance Corp. 6.500% 7/15/21 806 802
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 7,793 7,559
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 4,600 4,313
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.500% 4/15/23 3,450 3,105
Regency Energy Partners LP / Regency        
Energy Finance Corp. 4.500% 11/1/23 8,381 7,333
Sasol Financing International plc 4.500% 11/14/22 5,415 5,271
Schlumberger Investment SA 3.650% 12/1/23 8,695 9,030
Shell International Finance BV 2.375% 8/21/22 10,664 10,523
Shell International Finance BV 2.250% 1/6/23 9,825 9,619
Shell International Finance BV 3.400% 8/12/23 3,150 3,275
Shell International Finance BV 3.250% 5/11/25 17,150 17,243
Spectra Energy Capital LLC 3.300% 3/15/23 4,735 4,203
Spectra Energy Partners LP 4.600% 6/15/21 1,850 1,951
Spectra Energy Partners LP 4.750% 3/15/24 9,900 10,666
Spectra Energy Partners LP 3.500% 3/15/25 2,225 2,150
Suncor Energy Inc. 3.600% 12/1/24 5,925 5,846
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 9,000 8,861

 

 

Sunoco Logistics Partners Operations LP 3.450% 1/15/23 2,525 2,255
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 4,950 4,545
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 250 251
5 Texas Eastern Transmission LP 2.800% 10/15/22 50 48
Total Capital Canada Ltd. 2.750% 7/15/23 5,975 5,967
Total Capital International SA 2.750% 6/19/21 11,900 12,235
Total Capital International SA 2.875% 2/17/22 5,825 5,968
Total Capital International SA 2.700% 1/25/23 11,900 11,862
Total Capital International SA 3.700% 1/15/24 8,525 8,935
Total Capital International SA 3.750% 4/10/24 6,925 7,267
Total Capital SA 4.250% 12/15/21 2,585 2,797
TransCanada PipeLines Ltd. 2.500% 8/1/22 8,800 8,302
TransCanada PipeLines Ltd. 3.750% 10/16/23 4,500 4,494
TransCanada PipeLines Ltd. 4.875% 1/15/26 5,000 5,284
Valero Energy Corp. 3.650% 3/15/25 3,450 3,401
Western Gas Partners LP 5.375% 6/1/21 10,350 9,988
Western Gas Partners LP 3.950% 6/1/25 3,500 2,993
Williams Partners LP 4.000% 11/15/21 4,625 4,006
Williams Partners LP 3.600% 3/15/22 12,000 9,810
Williams Partners LP 3.350% 8/15/22 5,150 4,191
Williams Partners LP 4.500% 11/15/23 3,000 2,543
Williams Partners LP 4.300% 3/4/24 7,227 5,998
Williams Partners LP 3.900% 1/15/25 4,300 3,472
Williams Partners LP 4.000% 9/15/25 10,991 8,834
Williams Partners LP / ACMP Finance Corp. 4.875% 5/15/23 7,000 6,073
Williams Partners LP / ACMP Finance Corp. 4.875% 3/15/24 11,010 9,551
 
Other Industrial (0.1%)        
CBRE Services Inc. 5.000% 3/15/23 4,175 4,300
CBRE Services Inc. 5.250% 3/15/25 4,700 4,829
CBRE Services Inc. 4.875% 3/1/26 4,440 4,495
Cintas Corp. No 2 4.300% 6/1/21 1,315 1,430
Cintas Corp. No 2 3.250% 6/1/22 1,450 1,512
Fluor Corp. 3.375% 9/15/21 2,800 2,917
Fluor Corp. 3.500% 12/15/24 4,300 4,430
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 5,476 5,878
 
Technology (3.3%)        
Adobe Systems Inc. 3.250% 2/1/25 7,150 7,388
Altera Corp. 4.100% 11/15/23 8,025 8,845
Amphenol Corp. 3.125% 9/15/21 2,700 2,752
Amphenol Corp. 4.000% 2/1/22 1,950 2,047
Analog Devices Inc. 2.875% 6/1/23 2,900 2,944
Analog Devices Inc. 3.900% 12/15/25 4,925 5,312
Apple Inc. 2.850% 5/6/21 17,843 18,714
Apple Inc. 2.150% 2/9/22 12,940 13,060
Apple Inc. 2.700% 5/13/22 10,750 11,086
Apple Inc. 2.850% 2/23/23 9,950 10,309
Apple Inc. 2.400% 5/3/23 33,345 33,451
Apple Inc. 3.450% 5/6/24 19,390 20,656
Apple Inc. 2.500% 2/9/25 10,625 10,541
Apple Inc. 3.200% 5/13/25 15,160 15,854
Apple Inc. 3.250% 2/23/26 27,000 28,206
Applied Materials Inc. 4.300% 6/15/21 6,475 7,119
Applied Materials Inc. 3.900% 10/1/25 5,500 5,836
Arrow Electronics Inc. 3.500% 4/1/22 1,915 1,916
Arrow Electronics Inc. 4.500% 3/1/23 2,574 2,701
Arrow Electronics Inc. 4.000% 4/1/25 2,210 2,221

 

 

Autodesk Inc. 3.600% 12/15/22 1,550 1,547
Autodesk Inc. 4.375% 6/15/25 2,300 2,350
Avnet Inc. 4.875% 12/1/22 3,725 3,945
AVNET Inc. 4.625% 4/15/26 1,250 1,262
Baidu Inc. 3.500% 11/28/22 3,725 3,815
Baidu Inc. 4.125% 6/30/25 4,000 4,189
CA Inc. 4.500% 8/15/23 3,100 3,293
Cadence Design Systems Inc. 4.375% 10/15/24 2,275 2,302
CDK Global Incorporated 4.500% 10/15/24 2,965 2,928
Cisco Systems Inc. 3.000% 6/15/22 550 581
Cisco Systems Inc. 3.625% 3/4/24 7,945 8,726
Cisco Systems Inc. 3.500% 6/15/25 3,000 3,258
Cisco Systems Inc. 2.950% 2/28/26 10,100 10,477
Corning Inc. 2.900% 5/15/22 2,500 2,507
Corning Inc. 3.700% 11/15/23 2,500 2,546
Dun & Bradstreet Corp. 4.375% 12/1/22 1,925 1,931
EMC Corp. 3.375% 6/1/23 6,003 5,016
Equifax Inc. 3.300% 12/15/22 1,200 1,230
Fidelity National Information Services Inc. 5.000% 3/15/22 3,253 3,379
Fidelity National Information Services Inc. 4.500% 10/15/22 750 800
Fidelity National Information Services Inc. 3.500% 4/15/23 7,492 7,478
Fidelity National Information Services Inc. 3.875% 6/5/24 11,320 11,299
Fidelity National Information Services Inc. 5.000% 10/15/25 9,625 10,396
Fiserv Inc. 3.500% 10/1/22 2,073 2,176
Fiserv Inc. 3.850% 6/1/25 8,150 8,613
Flextronics International Ltd. 4.750% 6/15/25 6,750 6,564
Google Inc. 3.625% 5/19/21 6,210 6,861
Google Inc. 3.375% 2/25/24 3,900 4,259
5 Hewlett Packard Enterprise Co. 4.400% 10/15/22 14,671 15,391
5 Hewlett Packard Enterprise Co. 4.900% 10/15/25 15,000 15,448
HP Inc. 4.300% 6/1/21 9,425 9,813
HP Inc. 4.375% 9/15/21 11,950 12,452
HP Inc. 4.650% 12/9/21 5,550 5,844
Ingram Micro Inc. 5.000% 8/10/22 100 99
Ingram Micro Inc. 4.950% 12/15/24 5,050 4,914
Intel Corp. 3.300% 10/1/21 14,823 15,923
Intel Corp. 3.100% 7/29/22 5,700 6,032
Intel Corp. 2.700% 12/15/22 10,600 10,928
Intel Corp. 3.700% 7/29/25 17,345 18,958
International Business Machines Corp. 2.900% 11/1/21 200 210
International Business Machines Corp. 1.875% 8/1/22 7,950 7,826
International Business Machines Corp. 2.875% 11/9/22 10,100 10,484
International Business Machines Corp. 3.375% 8/1/23 7,650 8,121
International Business Machines Corp. 3.625% 2/12/24 15,500 16,632
International Business Machines Corp. 3.450% 2/19/26 9,950 10,425
Jabil Circuit Inc. 4.700% 9/15/22 1,700 1,675
Juniper Networks Inc. 4.500% 3/15/24 2,650 2,690
Juniper Networks Inc. 4.350% 6/15/25 2,025 2,005
Keysight Technologies Inc. 4.550% 10/30/24 3,000 2,917
KLA-Tencor Corp. 4.125% 11/1/21 3,750 3,914
KLA-Tencor Corp. 4.650% 11/1/24 7,420 7,492
Lam Research Corp. 3.800% 3/15/25 3,550 3,391
Lender Processing Services Inc / Black Knight        
Lending Solutions Inc 5.750% 4/15/23 2,571 2,661
Maxim Integrated Products Inc. 3.375% 3/15/23 3,025 3,073
Microsoft Corp. 2.375% 2/12/22 14,509 14,929
Microsoft Corp. 2.650% 11/3/22 7,950 8,257
Microsoft Corp. 2.125% 11/15/22 5,958 6,044

 

 

Microsoft Corp. 2.375% 5/1/23 1,575 1,596
Microsoft Corp. 3.625% 12/15/23 9,025 9,890
Microsoft Corp. 2.700% 2/12/25 16,450 16,774
Microsoft Corp. 3.125% 11/3/25 22,800 23,906
Motorola Solutions Inc. 3.500% 9/1/21 100 99
Motorola Solutions Inc. 3.750% 5/15/22 5,175 5,078
Motorola Solutions Inc. 3.500% 3/1/23 6,225 5,712
Motorola Solutions Inc. 4.000% 9/1/24 9,150 8,450
NetApp Inc. 3.375% 6/15/21 3,650 3,639
Oracle Corp. 2.800% 7/8/21 9,410 9,856
Oracle Corp. 2.500% 5/15/22 12,687 12,939
Oracle Corp. 2.500% 10/15/22 25,436 25,897
Oracle Corp. 3.625% 7/15/23 3,900 4,225
Oracle Corp. 3.400% 7/8/24 17,801 18,947
Oracle Corp. 2.950% 5/15/25 18,450 18,879
Pitney Bowes Inc. 4.625% 3/15/24 4,200 4,322
QUALCOMM Inc. 3.000% 5/20/22 14,000 14,605
QUALCOMM Inc. 3.450% 5/20/25 12,200 12,634
Seagate HDD Cayman 4.750% 6/1/23 7,150 5,935
Seagate HDD Cayman 4.750% 1/1/25 6,430 5,015
Symantec Corp. 3.950% 6/15/22 3,650 3,672
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 5,404 5,695
Texas Instruments Inc. 2.250% 5/1/23 2,025 1,997
Total System Services Inc. 3.800% 4/1/21 6,000 6,173
Total System Services Inc. 3.750% 6/1/23 1,600 1,563
Total System Services Inc. 4.800% 4/1/26 3,000 3,086
Trimble Navigation Ltd. 4.750% 12/1/24 1,650 1,683
Tyco Electronics Group SA 3.500% 2/3/22 3,179 3,305
Tyco Electronics Group SA 3.450% 8/1/24 950 967
Tyco Electronics Group SA 3.700% 2/15/26 3,350 3,453
Verisk Analytics Inc. 4.125% 9/12/22 4,575 4,746
Verisk Analytics Inc. 4.000% 6/15/25 6,850 6,907
Xerox Corp. 4.500% 5/15/21 5,450 5,517
 
Transportation (0.9%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 7/31/22 3,631 3,894
4 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 2,994 3,084
4 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 8,044 8,588
4 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 3,501 3,361
4 BNSF Funding Trust I 6.613% 12/15/55 100 108
Burlington Northern Santa Fe LLC 4.100% 6/1/21 577 632
Burlington Northern Santa Fe LLC 3.450% 9/15/21 4,400 4,709
Burlington Northern Santa Fe LLC 3.050% 3/15/22 3,775 3,981
Burlington Northern Santa Fe LLC 3.050% 9/1/22 4,300 4,512
Burlington Northern Santa Fe LLC 3.000% 3/15/23 4,925 5,094
Burlington Northern Santa Fe LLC 3.850% 9/1/23 4,750 5,194
Burlington Northern Santa Fe LLC 3.750% 4/1/24 3,600 3,894
Burlington Northern Santa Fe LLC 3.400% 9/1/24 4,175 4,438
Burlington Northern Santa Fe LLC 3.000% 4/1/25 4,350 4,503
Burlington Northern Santa Fe LLC 3.650% 9/1/25 3,025 3,267
Burlington Northern Santa Fe LLC 7.000% 12/15/25 2,370 3,131
Canadian National Railway Co. 2.850% 12/15/21 3,725 3,900
Canadian National Railway Co. 2.250% 11/15/22 1,095 1,083
Canadian National Railway Co. 2.950% 11/21/24 1,325 1,360

 

 

Canadian National Railway Co. 2.750% 3/1/26 1,600 1,646
Canadian Pacific Railway Co. 9.450% 8/1/21 4,050 5,264
Canadian Pacific Railway Co. 4.450% 3/15/23 4,180 4,541
Canadian Pacific Railway Co. 2.900% 2/1/25 500 485
Canadian Pacific Railway Co. 3.700% 2/1/26 450 460
Canadian Pacific Railway Ltd. 4.500% 1/15/22 2,200 2,390
4 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 10/19/23 4,011 4,432
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 1,937 2,048
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 4,319 4,454
4 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 5,875 6,051
CSX Corp. 4.250% 6/1/21 6,400 6,993
CSX Corp. 3.700% 11/1/23 5,175 5,527
CSX Corp. 3.400% 8/1/24 1,100 1,123
CSX Corp. 3.350% 11/1/25 4,350 4,483
4 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 2,883 3,305
FedEx Corp. 2.625% 8/1/22 2,528 2,561
FedEx Corp. 4.000% 1/15/24 4,251 4,602
FedEx Corp. 3.200% 2/1/25 3,050 3,106
FedEx Corp. 3.250% 4/1/26 3,000 3,077
4 Hawaiian Airlines 2013-1 Class A Pass        
Through Certificates 3.900% 1/15/26 2,038 1,977
JB Hunt Transport Services Inc. 3.300% 8/15/22 2,601 2,655
JB Hunt Transport Services Inc. 3.850% 3/15/24 2,525 2,632
5 Kansas City Southern 3.000% 5/15/23 5,260 5,102
Norfolk Southern Corp. 3.250% 12/1/21 4,693 4,832
Norfolk Southern Corp. 3.000% 4/1/22 4,455 4,546
Norfolk Southern Corp. 2.903% 2/15/23 4,774 4,795
Norfolk Southern Corp. 3.850% 1/15/24 2,075 2,205
Norfolk Southern Corp. 5.590% 5/17/25 1,339 1,573
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 1,565 1,745
Trinity Industries Inc. 4.550% 10/1/24 2,710 2,263
Union Pacific Corp. 4.163% 7/15/22 8,196 9,043
Union Pacific Corp. 2.950% 1/15/23 1,500 1,548
Union Pacific Corp. 2.750% 4/15/23 2,200 2,245
Union Pacific Corp. 3.646% 2/15/24 575 616
Union Pacific Corp. 3.750% 3/15/24 150 163
Union Pacific Corp. 3.250% 1/15/25 4,100 4,334
Union Pacific Corp. 3.250% 8/15/25 7,790 8,328
Union Pacific Corp. 2.750% 3/1/26 3,450 3,504
4 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 4,496 4,687
United Parcel Service Inc. 2.450% 10/1/22 12,906 13,417
4 US Airways 2012-1 Class A Pass Through        
Trust 5.900% 4/1/26 473 528
4 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 3,799 3,894
4 US Airways Inc. 2012-2 Class A Pass        
Through Trust 4.625% 12/3/26 1,036 1,101
        6,205,938

 

 

Utilities (2.1%)        
Electric (1.9%)        
Alabama Power Co. 3.550% 12/1/23 1,600 1,704
Alabama Power Co. 2.800% 4/1/25 725 732
Ameren Corp. 3.650% 2/15/26 2,427 2,490
Ameren Illinois Co. 2.700% 9/1/22 3,925 4,001
Appalachian Power Co. 3.400% 6/1/25 1,650 1,690
Arizona Public Service Co. 3.350% 6/15/24 1,690 1,765
Arizona Public Service Co. 3.150% 5/15/25 4,750 4,925
Baltimore Gas & Electric Co. 3.500% 11/15/21 3,575 3,805
Baltimore Gas & Electric Co. 2.800% 8/15/22 300 307
Baltimore Gas & Electric Co. 3.350% 7/1/23 4,499 4,690
Berkshire Hathaway Energy Co. 3.750% 11/15/23 5,925 6,325
Berkshire Hathaway Energy Co. 3.500% 2/1/25 2,675 2,820
Black Hills Corp. 4.250% 11/30/23 798 856
Black Hills Corp. 3.950% 1/15/26 3,650 3,878
Cleveland Electric Illuminating Co. 5.500% 8/15/24 250 292
CMS Energy Corp. 5.050% 3/15/22 3,550 3,969
CMS Energy Corp. 3.875% 3/1/24 4,095 4,333
CMS Energy Corp. 3.600% 11/15/25 250 258
Commonwealth Edison Co. 3.400% 9/1/21 3,650 3,903
Commonwealth Edison Co. 3.100% 11/1/24 1,500 1,562
Connecticut Light & Power Co. 2.500% 1/15/23 6,408 6,396
Consumers Energy Co. 2.850% 5/15/22 3,000 3,083
Consumers Energy Co. 3.375% 8/15/23 2,000 2,110
Consumers Energy Co. 3.125% 8/31/24 3,100 3,222
Delmarva Power & Light Co. 3.500% 11/15/23 4,875 5,176
Dominion Resources Inc. 2.750% 9/15/22 1,650 1,632
Dominion Resources Inc. 3.625% 12/1/24 6,055 6,147
Dominion Resources Inc. 3.900% 10/1/25 2,725 2,803
4 Dominion Resources Inc. 5.750% 10/1/54 4,600 4,412
DTE Electric Co. 3.900% 6/1/21 800 868
DTE Electric Co. 2.650% 6/15/22 1,950 1,986
DTE Electric Co. 3.650% 3/15/24 4,600 4,931
DTE Electric Co. 3.375% 3/1/25 2,300 2,456
5 DTE Energy Co. 3.300% 6/15/22 100 104
DTE Energy Co. 3.850% 12/1/23 275 292
DTE Energy Co. 3.500% 6/1/24 5,383 5,533
Duke Energy Carolinas LLC 3.900% 6/15/21 2,600 2,848
Duke Energy Carolinas LLC 2.500% 3/15/23 400 405
Duke Energy Corp. 3.550% 9/15/21 500 524
Duke Energy Corp. 3.050% 8/15/22 4,547 4,591
Duke Energy Corp. 3.950% 10/15/23 3,362 3,545
Duke Energy Corp. 3.750% 4/15/24 2,745 2,871
Duke Energy Florida LLC 3.100% 8/15/21 2,000 2,106
Duke Energy Ohio Inc. 3.800% 9/1/23 840 908
Duke Energy Progress Llc 3.000% 9/15/21 5,750 6,035
Duke Energy Progress Llc 2.800% 5/15/22 3,079 3,161
Duke Energy Progress LLC 3.250% 8/15/25 3,500 3,673
Edison International 2.950% 3/15/23 3,200 3,243
Empresa Nacional de Electricidad SA 4.250% 4/15/24 565 586
Entergy Arkansas Inc. 3.050% 6/1/23 4,610 4,747
Entergy Corp. 4.000% 7/15/22 2,000 2,122
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 5,825 6,862
Entergy Louisiana LLC 4.050% 9/1/23 4,500 4,940
Entergy Louisiana LLC 5.400% 11/1/24 1,575 1,857
Entergy Louisiana LLC 4.440% 1/15/26 525 580
Entergy Mississippi Inc. 3.100% 7/1/23 1,225 1,238

 

 

Eversource Energy 2.800% 5/1/23 2,325 2,306
Eversource Energy 3.150% 1/15/25 2,610 2,614
Eversource Energy 3.350% 3/15/26 2,400 2,445
5 Exelon Corp. 3.950% 6/15/25 10,043 10,411
Exelon Generation Co. LLC 4.250% 6/15/22 4,493 4,712
FirstEnergy Solutions Corp. 6.050% 8/15/21 3,200 3,426
Florida Power & Light Co. 2.750% 6/1/23 7,550 7,737
Florida Power & Light Co. 3.250% 6/1/24 2,475 2,620
Florida Power & Light Co. 3.125% 12/1/25 300 315
Georgia Power Co. 2.850% 5/15/22 4,300 4,353
Georgia Power Co. 3.250% 4/1/26 3,300 3,385
Great Plains Energy Inc. 4.850% 6/1/21 4,995 5,440
Indiana Michigan Power Co. 3.200% 3/15/23 825 842
Interstate Power & Light Co. 3.400% 8/15/25 1,675 1,756
ITC Holdings Corp. 4.050% 7/1/23 900 934
ITC Holdings Corp. 3.650% 6/15/24 4,270 4,276
Kansas City Power & Light Co. 3.150% 3/15/23 3,140 3,159
Kentucky Utilities Co. 3.300% 10/1/25 1,400 1,472
LG&E & KU Energy LLC 4.375% 10/1/21 375 408
Louisville Gas & Electric Co. 3.300% 10/1/25 2,800 2,944
MidAmerican Energy Co. 3.500% 10/15/24 3,550 3,804
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 4,950 5,103
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 4,400 4,472
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 4,050 4,087
National Rural Utilities Cooperative Finance        
Corp. 3.250% 11/1/25 3,350 3,513
4 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 2,100 2,035
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 3,025 3,272
NextEra Energy Capital Holdings Inc. 3.625% 6/15/23 1,600 1,645
Northern States Power Co. 2.150% 8/15/22 825 824
Northern States Power Co. 2.600% 5/15/23 1,300 1,323
NSTAR Electric Co. 2.375% 10/15/22 1,575 1,572
NSTAR Electric Co. 3.250% 11/15/25 2,650 2,777
Ohio Power Co. 5.375% 10/1/21 5,175 5,882
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 3,375 3,649
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 1,660 2,062
Oncor Electric Delivery Co. LLC 2.950% 4/1/25 4,000 3,953
Pacific Gas & Electric Co. 4.250% 5/15/21 2,940 3,222
Pacific Gas & Electric Co. 3.250% 9/15/21 2,500 2,623
Pacific Gas & Electric Co. 2.450% 8/15/22 2,500 2,487
Pacific Gas & Electric Co. 3.250% 6/15/23 2,500 2,596
Pacific Gas & Electric Co. 3.850% 11/15/23 100 108
Pacific Gas & Electric Co. 3.750% 2/15/24 5,135 5,492
Pacific Gas & Electric Co. 3.400% 8/15/24 3,200 3,340
Pacific Gas & Electric Co. 3.500% 6/15/25 4,200 4,443
Pacific Gas & Electric Co. 2.950% 3/1/26 2,800 2,843
PacifiCorp 3.850% 6/15/21 600 652
PacifiCorp 2.950% 2/1/22 5,332 5,555
PacifiCorp 3.600% 4/1/24 3,575 3,831
PacifiCorp 3.350% 7/1/25 1,725 1,817
Peco Energy Co. 2.375% 9/15/22 2,450 2,476
Potomac Electric Power Co. 3.600% 3/15/24 150 160
PPL Capital Funding Inc. 4.200% 6/15/22 6,301 6,795
PPL Capital Funding Inc. 3.500% 12/1/22 1,760 1,832

 

 

PPL Capital Funding Inc. 3.400% 6/1/23 3,975 4,071
PPL Capital Funding Inc. 3.950% 3/15/24 975 1,033
PPL Electric Utilities Corp. 3.000% 9/15/21 4,275 4,494
Progress Energy Inc. 3.150% 4/1/22 4,575 4,640
PSEG Power LLC 4.150% 9/15/21 1,225 1,288
PSEG Power LLC 4.300% 11/15/23 1,500 1,537
Public Service Co. of Colorado 2.250% 9/15/22 1,250 1,254
Public Service Co. of Colorado 2.500% 3/15/23 1,325 1,328
Public Service Co. of Colorado 2.900% 5/15/25 3,200 3,290
Public Service Co. of New Hampshire 3.500% 11/1/23 1,325 1,402
Public Service Co. of New Mexico 3.850% 8/1/25 1,650 1,721
Public Service Electric & Gas Co. 2.375% 5/15/23 7,129 7,159
Public Service Electric & Gas Co. 3.150% 8/15/24 2,550 2,655
Public Service Electric & Gas Co. 3.050% 11/15/24 3,000 3,120
Public Service Electric & Gas Co. 3.000% 5/15/25 3,315 3,424
Puget Energy Inc. 6.000% 9/1/21 1,787 2,036
Puget Energy Inc. 5.625% 7/15/22 6,675 7,500
Puget Energy Inc. 3.650% 5/15/25 3,900 3,921
San Diego Gas & Electric Co. 3.000% 8/15/21 2,597 2,750
San Diego Gas & Electric Co. 3.600% 9/1/23 4,573 4,904
SCANA Corp. 4.750% 5/15/21 3,875 4,052
SCANA Corp. 4.125% 2/1/22 4,225 4,322
Scottish Power Ltd. 5.810% 3/15/25 900 1,013
Sierra Pacific Power Co. 3.375% 8/15/23 3,750 3,943
Southern California Edison Co. 3.875% 6/1/21 4,289 4,666
4 Southern California Edison Co. 1.845% 2/1/22 2,700 2,663
Southern California Edison Co. 2.400% 2/1/22 1,000 1,012
Southern California Edison Co. 3.500% 10/1/23 2,225 2,382
Southern Power Co. 4.150% 12/1/25 3,400 3,506
Southwestern Electric Power Co. 3.550% 2/15/22 1,575 1,650
Southwestern Public Service Co. 3.300% 6/15/24 2,200 2,286
System Energy Resources Inc. 4.100% 4/1/23 2,200 2,276
Tampa Electric Co. 5.400% 5/15/21 3,500 3,993
Tampa Electric Co. 2.600% 9/15/22 2,350 2,349
TransAlta Corp. 4.500% 11/15/22 2,500 1,857
Tri-State Generation & Transmission        
Association Inc. 3.700% 11/1/24 1,325 1,372
Tucson Electric Power Co. 5.150% 11/15/21 2,150 2,409
Tucson Electric Power Co. 3.050% 3/15/25 750 732
Union Electric Co. 3.500% 4/15/24 3,375 3,606
Virginia Electric & Power Co. 2.950% 1/15/22 3,700 3,843
Virginia Electric & Power Co. 3.450% 9/1/22 1,550 1,637
Virginia Electric & Power Co. 2.750% 3/15/23 150 151
Virginia Electric & Power Co. 3.450% 2/15/24 1,525 1,599
Virginia Electric & Power Co. 3.100% 5/15/25 2,900 2,983
Virginia Electric & Power Co. 3.150% 1/15/26 5,250 5,415
WEC Energy Group Inc. 3.550% 6/15/25 3,100 3,223
Westar Energy Inc. 3.250% 12/1/25 2,325 2,439
Western Massachusetts Electric Co. 3.500% 9/15/21 2,275 2,410
Wisconsin Electric Power Co. 3.100% 6/1/25 1,600 1,659
Wisconsin Power & Light Co. 2.250% 11/15/22 1,850 1,833
Xcel Energy Inc. 3.300% 6/1/25 4,700 4,823
 
Natural Gas (0.1%)        
AGL Capital Corp. 3.500% 9/15/21 2,125 2,174
AGL Capital Corp. 3.875% 11/15/25 1,100 1,141
Laclede Gas Co. 3.400% 8/15/23 1,375 1,454
NiSource Finance Corp. 6.125% 3/1/22 4,329 5,083

 

 

Nisource Finance Corp. 3.850% 2/15/23 600 630
ONE Gas Inc. 3.610% 2/1/24 1,870 1,955
Sempra Energy 2.875% 10/1/22 3,254 3,223
Sempra Energy 4.050% 12/1/23 6,500 6,845
Sempra Energy 3.750% 11/15/25 8,585 8,800
 
Other Utility (0.1%)        
American Water Capital Corp. 3.850% 3/1/24 2,500 2,701
American Water Capital Corp. 3.400% 3/1/25 4,650 4,876
 
        512,611
Total Corporate Bonds (Cost $9,507,611)       9,731,830
Sovereign Bonds (U.S. Dollar-Denominated) (6.1%)        
African Development Bank 2.375% 9/23/21 5,000 5,214
Asian Development Bank 2.125% 11/24/21 4,300 4,430
Asian Development Bank 1.875% 2/18/22 20,500 20,798
Asian Development Bank 2.000% 1/22/25 9,150 9,164
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 14,475 14,040
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 13,725 13,514
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 14,200 14,683
Corp. Andina de Fomento 4.375% 6/15/22 12,670 13,884
Ecopetrol SA 5.875% 9/18/23 8,450 8,334
Ecopetrol SA 4.125% 1/16/25 9,100 7,735
Emirates Telecommunications Group Co        
PJSC 3.500% 6/18/24 2,000 2,071
European Bank for Reconstruction &        
Development 1.875% 2/23/22 8,025 8,151
European Investment Bank 2.500% 4/15/21 23,225 24,352
European Investment Bank 1.625% 6/15/21 26,000 26,053
European Investment Bank 2.125% 10/15/21 20,850 21,366
European Investment Bank 2.250% 8/15/22 15,550 16,059
European Investment Bank 3.250% 1/29/24 24,250 26,727
European Investment Bank 2.500% 10/15/24 5,825 6,071
European Investment Bank 1.875% 2/10/25 30,300 30,089
Export-Import Bank of Korea 4.375% 9/15/21 8,000 8,952
Export-Import Bank of Korea 5.000% 4/11/22 4,400 5,087
Export-Import Bank of Korea 4.000% 1/14/24 4,900 5,351
Export-Import Bank of Korea 2.875% 1/21/25 7,500 7,672
Export-Import Bank of Korea 3.250% 11/10/25 7,000 7,365
Hydro-Quebec 8.400% 1/15/22 4,825 6,367
Hydro-Quebec 8.050% 7/7/24 8,825 12,218
Inter-American Development Bank 1.750% 4/14/22 21,900 22,094
Inter-American Development Bank 3.000% 10/4/23 9,000 9,771
Inter-American Development Bank 3.000% 2/21/24 17,150 18,614
Inter-American Development Bank 2.125% 1/15/25 18,900 19,195
Inter-American Development Bank 7.000% 6/15/25 750 1,023
International Bank for Reconstruction &        
Development 2.250% 6/24/21 16,900 17,521
International Bank for Reconstruction &        
Development 1.625% 2/10/22 28,800 28,848
International Bank for Reconstruction &        
Development 1.875% 10/7/22 500 506
International Bank for Reconstruction &        
Development 7.625% 1/19/23 2,107 2,903
International Bank for Reconstruction &        
Development 2.500% 11/25/24 30,200 31,488

 

 

International Bank for Reconstruction &        
Development 2.500% 7/29/25 27,500 28,804
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,000 1,572
International Finance Corp. 2.125% 4/7/26 1,800 1,806
6 Japan Bank for International Cooperation 3.375% 7/31/23 2,775 3,005
6 Japan Bank for International Cooperation 3.000% 5/29/24 6,700 7,090
6 Japan Bank for International Cooperation 2.125% 2/10/25 11,000 10,794
6 Japan Bank for International Cooperation 2.500% 5/28/25 7,500 7,604
6 Japan Bank for International Cooperation 2.750% 1/21/26 10,000 10,338
7 KFW 2.375% 8/25/21 15,500 16,147
7 KFW 2.625% 1/25/22 30,980 32,661
7 KFW 2.000% 10/4/22 14,550 14,777
7 KFW 2.125% 1/17/23 28,425 29,095
7 KFW 2.500% 11/20/24 32,050 33,415
7 KFW 2.000% 5/2/25 22,500 22,517
Korea Development Bank 4.625% 11/16/21 4,600 5,200
Korea Development Bank 3.000% 9/14/22 7,550 7,853
Korea Development Bank 3.750% 1/22/24 7,050 7,572
Korea Development Bank 3.000% 1/13/26 10,000 10,342
7 Landwirtschaftliche Rentenbank 2.250% 10/1/21 8,645 8,923
7 Landwirtschaftliche Rentenbank 2.000% 1/13/25 9,000 9,028
7 Landwirtschaftliche Rentenbank 2.375% 6/10/25 11,000 11,269
North American Development Bank 2.400% 10/26/22 2,500 2,510
8 Oesterreichische Kontrollbank AG 2.375% 10/1/21 5,600 5,811
4 Oriental Republic of Uruguay 8.000% 11/18/22 3,430 4,319
4 Oriental Republic of Uruguay 4.500% 8/14/24 12,225 13,108
Petroleos Mexicanos 4.875% 1/24/22 25,400 25,046
Petroleos Mexicanos 3.500% 1/30/23 11,860 10,758
Petroleos Mexicanos 4.875% 1/18/24 9,600 9,419
4 Petroleos Mexicanos 2.290% 2/15/24 1,520 1,545
Petroleos Mexicanos 4.250% 1/15/25 4,325 3,986
Petroleos Mexicanos 4.500% 1/23/26 5,300 4,921
Province of British Columbia 2.650% 9/22/21 6,450 6,798
Province of British Columbia 2.000% 10/23/22 7,000 7,067
Province of British Columbia 6.500% 1/15/26 1,935 2,589
Province of Manitoba 2.100% 9/6/22 3,800 3,824
Province of Manitoba 3.050% 5/14/24 13,600 14,480
Province of Nova Scotia 8.250% 7/30/22 4,700 6,276
Province of Ontario 2.500% 9/10/21 15,000 15,506
Province of Ontario 2.450% 6/29/22 2,150 2,212
Province of Ontario 3.200% 5/16/24 9,150 9,837
Quebec 2.750% 8/25/21 20,500 21,341
Quebec 2.625% 2/13/23 7,075 7,254
Quebec 7.125% 2/9/24 6,125 8,037
Quebec 2.875% 10/16/24 10,300 10,756
Republic of Chile 2.250% 10/30/22 4,075 4,054
Republic of Chile 3.125% 1/21/26 24,663 24,847
Republic of Colombia 4.375% 7/12/21 14,442 15,020
4 Republic of Colombia 2.625% 3/15/23 12,725 11,829
Republic of Colombia 4.000% 2/26/24 19,750 19,651
Republic of Colombia 8.125% 5/21/24 5,690 7,121
4 Republic of Colombia 4.500% 1/28/26 5,100 5,164
Republic of Finland 6.950% 2/15/26 695 953
Republic of Italy 6.875% 9/27/23 21,850 27,566
Republic of Korea 3.875% 9/11/23 9,300 10,423
Republic of Korea 5.625% 11/3/25 1,775 2,255
4 Republic of Panama 4.000% 9/22/24 8,000 8,420

 

 

4 Republic of Panama 3.750% 3/16/25 9,500 9,809
Republic of Panama 7.125% 1/29/26 2,190 2,831
Republic of Peru 7.350% 7/21/25 13,650 18,042
Republic of Poland 5.125% 4/21/21 14,000 15,666
Republic of Poland 5.000% 3/23/22 23,185 25,948
Republic of Poland 3.000% 3/17/23 8,805 8,842
Republic of Poland 4.000% 1/22/24 14,925 15,988
Republic of Poland 3.250% 4/6/26 7,000 6,947
Republic of South Africa 5.875% 5/30/22 3,800 4,118
Republic of South Africa 4.665% 1/17/24 15,195 15,367
Republic of South Africa 5.875% 9/16/25 11,000 11,988
Republic of the Philippines 4.200% 1/21/24 10,750 12,080
Republic of the Philippines 9.500% 10/21/24 400 604
Republic of the Philippines 10.625% 3/16/25 9,605 15,740
Republic of the Philippines 5.500% 3/30/26 2,075 2,596
Republic of Turkey 5.125% 3/25/22 9,475 9,972
Republic of Turkey 6.250% 9/26/22 20,850 23,191
Republic of Turkey 3.250% 3/23/23 3,400 3,200
Republic of Turkey 5.750% 3/22/24 19,600 21,267
Republic of Turkey 7.375% 2/5/25 16,000 19,197
State of Israel 4.000% 6/30/22 9,475 10,408
State of Israel 3.150% 6/30/23 9,600 10,053
State of Israel 2.875% 3/16/26 10,000 10,038
Statoil ASA 2.750% 11/10/21 2,000 2,023
Statoil ASA 3.150% 1/23/22 6,725 6,906
Statoil ASA 2.450% 1/17/23 9,642 9,358
Statoil ASA 2.650% 1/15/24 7,675 7,468
Statoil ASA 3.700% 3/1/24 9,213 9,597
Statoil ASA 3.250% 11/10/24 6,062 6,153
United Mexican States 3.625% 3/15/22 21,024 21,694
United Mexican States 4.000% 10/2/23 37,015 38,595
United Mexican States 3.600% 1/30/25 20,375 20,728
United Mexican States 4.125% 1/21/26 9,250 9,670
Total Sovereign Bonds (Cost $1,463,092)       1,498,309
Taxable Municipal Bonds (0.2%)        
California GO 5.700% 11/1/21 2,300 2,754
California GO 6.650% 3/1/22 3,500 4,297
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.814% 7/1/24 4,000 4,131
Florida Board of Administration Finance Corp        
Revenue 2.638% 7/1/21 4,000 4,078
George Washington University District of        
Columbia GO 3.485% 9/15/22 2,500 2,621
Georgia GO 4.503% 11/1/25 1,825 2,084
Illinois GO 4.950% 6/1/23 8,899 9,310
Massachusetts GO 4.200% 12/1/21 6,375 7,051
9 New Jersey Economic Development Authority        
Lease Revenue 0.000% 2/15/22 5,000 3,983
Pennsylvania GO 4.650% 2/15/26 1,975 2,161
Port Authority of New York & New Jersey        
Revenue 5.859% 12/1/24 2,930 3,719
Utah GO 4.554% 7/1/24 4,895 5,663
Total Taxable Municipal Bonds (Cost $50,288)       51,852

 

 

      Market
      Value
  Coupon Shares ($000)
Temporary Cash Investment (0.6%)      
Money Market Fund (0.6%)      
10 Vanguard Market Liquidity Fund (Cost      
$134,962) 0.495% 134,962,214 134,962
Total Investments (99.9%) (Cost $23,933,848)     24,635,132
Other Assets and Liabilities-Net (0.1%)     26,312
Net Assets (100%)     24,661,444

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2016, the aggregate value of these securities was $222,594,000, representing 0.9% of net assets.
6 Guaranteed by the Government of Japan.
7 Guaranteed by the Federal Republic of Germany.
8 Guaranteed by the Republic of Austria.
9 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
10 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
Vanguard. Rate shown is the 7-day yield.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

 

The following table summarizes the market value of the fund's investments as of March 31, 2016, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 13,218,179 —
Corporate Bonds — 9,731,830 —
Sovereign Bonds — 1,491,362 6,947
Taxable Municipal Bonds — 51,852 —
Temporary Cash Investments 134,962 — —
Total 134,962 24,493,223 6,947

 

C. At March 31, 2016, the cost of investment securities for tax purposes was $23,933,848,000. Net unrealized appreciation of investment securities for tax purposes was $701,284,000, consisting of unrealized gains of $771,247,000 on securities that had risen in value since their purchase and $69,963,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Long-Term Bond Index Fund

Schedule of Investments
As of March 31, 2016

        Face Market
      Maturity Amount Value
    Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (39.2%)        
U.S. Government Securities (37.2%)        
  United States Treasury Note/Bond 1.625% 2/15/26 16,580 16,347
  United States Treasury Note/Bond 6.750% 8/15/26 13,310 19,553
  United States Treasury Note/Bond 6.500% 11/15/26 23,105 33,549
  United States Treasury Note/Bond 6.375% 8/15/27 11,955 17,469
  United States Treasury Note/Bond 6.125% 11/15/27 8,571 12,357
  United States Treasury Note/Bond 5.500% 8/15/28 18,690 26,005
  United States Treasury Note/Bond 5.250% 11/15/28 21,505 29,421
  United States Treasury Note/Bond 5.250% 2/15/29 50,926 69,944
  United States Treasury Note/Bond 6.125% 8/15/29 17,570 26,149
  United States Treasury Note/Bond 6.250% 5/15/30 29,410 44,878
  United States Treasury Note/Bond 5.375% 2/15/31 41,145 59,018
  United States Treasury Note/Bond 4.500% 2/15/36 32,820 45,045
  United States Treasury Note/Bond 4.750% 2/15/37 15,930 22,551
  United States Treasury Note/Bond 5.000% 5/15/37 13,269 19,423
  United States Treasury Note/Bond 4.375% 2/15/38 50,228 67,917
  United States Treasury Note/Bond 4.500% 5/15/38 36,850 50,663
  United States Treasury Note/Bond 3.500% 2/15/39 34,842 41,478
  United States Treasury Note/Bond 4.250% 5/15/39 40,942 54,203
  United States Treasury Note/Bond 4.500% 8/15/39 42,981 58,884
  United States Treasury Note/Bond 4.375% 11/15/39 38,630 52,000
  United States Treasury Note/Bond 4.625% 2/15/40 69,706 97,098
  United States Treasury Note/Bond 4.375% 5/15/40 56,368 75,876
  United States Treasury Note/Bond 3.875% 8/15/40 41,775 52,375
  United States Treasury Note/Bond 4.250% 11/15/40 40,960 54,247
  United States Treasury Note/Bond 4.750% 2/15/41 62,080 88,221
  United States Treasury Note/Bond 4.375% 5/15/41 51,095 69,026
  United States Treasury Note/Bond 3.750% 8/15/41 25,500 31,445
  United States Treasury Note/Bond 3.125% 11/15/41 54,295 60,437
  United States Treasury Note/Bond 3.125% 2/15/42 52,597 58,514
  United States Treasury Note/Bond 3.000% 5/15/42 21,915 23,805
  United States Treasury Note/Bond 2.750% 8/15/42 117,233 121,116
  United States Treasury Note/Bond 2.750% 11/15/42 141,223 145,636
  United States Treasury Note/Bond 3.125% 2/15/43 133,640 148,069
  United States Treasury Note/Bond 2.875% 5/15/43 176,855 186,416
  United States Treasury Note/Bond 3.625% 8/15/43 102,500 124,554
  United States Treasury Note/Bond 3.750% 11/15/43 120,580 149,858
  United States Treasury Note/Bond 3.625% 2/15/44 142,419 172,817
  United States Treasury Note/Bond 3.375% 5/15/44 116,587 135,186
  United States Treasury Note/Bond 3.125% 8/15/44 118,838 131,539
  United States Treasury Note/Bond 3.000% 11/15/44 135,306 146,047
  United States Treasury Note/Bond 2.500% 2/15/45 207,087 201,943
  United States Treasury Note/Bond 3.000% 5/15/45 141,370 152,503
  United States Treasury Note/Bond 2.875% 8/15/45 140,022 147,330
  United States Treasury Note/Bond 3.000% 11/15/45 76,580 82,694
  United States Treasury Note/Bond 2.500% 2/15/46 94,500 92,138
          3,515,744
Agency Bonds and Notes (2.0%)        
1 Federal Home Loan Banks 5.625% 3/14/36 1,000 1,359

 

 

1 Federal Home Loan Banks 5.500% 7/15/36 7,080 9,767
2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 1,890 2,825
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 16,260 24,574
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 19,487 28,486
2 Federal National Mortgage Assn. 6.250% 5/15/29 17,685 25,234
2 Federal National Mortgage Assn. 7.125% 1/15/30 9,175 14,055
2 Federal National Mortgage Assn. 7.250% 5/15/30 8,835 13,732
2 Federal National Mortgage Assn. 6.625% 11/15/30 9,050 13,470
2,3 Federal National Mortgage Assn. 6.000% 4/18/36 2,000 2,004
2 Federal National Mortgage Assn. 5.625% 7/15/37 6,080 8,600
2 Federal National Mortgage Assn. 6.210% 8/6/38 700 1,059
1 Tennessee Valley Authority 7.125% 5/1/30 3,970 5,845
1 Tennessee Valley Authority 4.650% 6/15/35 4,510 5,349
1 Tennessee Valley Authority 5.880% 4/1/36 4,535 6,165
1 Tennessee Valley Authority 5.980% 4/1/36 1,000 1,374
1 Tennessee Valley Authority 6.150% 1/15/38 2,450 3,457
1 Tennessee Valley Authority 5.500% 6/15/38 1,175 1,533
1 Tennessee Valley Authority 5.250% 9/15/39 7,645 9,786
1 Tennessee Valley Authority 3.500% 12/15/42 3,150 3,095
1 Tennessee Valley Authority 4.875% 1/15/48 2,650 3,150
1 Tennessee Valley Authority 5.375% 4/1/56 1,950 2,515
1 Tennessee Valley Authority 4.625% 9/15/60 1,400 1,587
1 Tennessee Valley Authority 4.250% 9/15/65 3,500 3,664
          192,685
Total U.S. Government and Agency Obligations (Cost $3,329,860)     3,708,429
Corporate Bonds (49.4%)        
Finance (9.0%)        
  Banking (5.0%)        
  American Express Co. 4.050% 12/3/42 1,606 1,598
  Bank of America Corp. 4.250% 10/22/26 8,429 8,550
  Bank of America Corp. 6.750% 6/1/28 425 525
  Bank of America Corp. 6.110% 1/29/37 6,300 7,250
  Bank of America Corp. 7.750% 5/14/38 6,245 8,536
  Bank of America Corp. 5.875% 2/7/42 6,635 8,042
  Bank of America Corp. 5.000% 1/21/44 6,975 7,676
  Bank of America Corp. 4.875% 4/1/44 5,400 5,883
  Bank of America Corp. 4.750% 4/21/45 1,900 1,867
  Bank of America NA 6.000% 10/15/36 3,400 4,125
  Bank One Capital III 8.750% 9/1/30 425 616
  Bank One Corp. 7.625% 10/15/26 4,975 6,407
  Bank One Corp. 8.000% 4/29/27 185 240
  Barclays plc 5.250% 8/17/45 4,500 4,553
  Branch Banking & Trust Co. 3.800% 10/30/26 2,450 2,603
  Citigroup Inc. 4.400% 6/10/25 6,000 6,090
  Citigroup Inc. 4.300% 11/20/26 2,750 2,759
  Citigroup Inc. 4.450% 9/29/27 3,750 3,763
  Citigroup Inc. 6.625% 1/15/28 625 781
  Citigroup Inc. 6.625% 6/15/32 3,350 3,924
  Citigroup Inc. 6.000% 10/31/33 3,525 3,868
  Citigroup Inc. 6.125% 8/25/36 4,633 5,198
  Citigroup Inc. 8.125% 7/15/39 7,907 11,698
  Citigroup Inc. 5.875% 1/30/42 4,285 5,156
  Citigroup Inc. 6.675% 9/13/43 2,566 3,090
  Citigroup Inc. 4.950% 11/7/43 4,383 4,721
  Citigroup Inc. 5.300% 5/6/44 3,450 3,610
  Comerica Inc. 3.800% 7/22/26 750 723

 

 

Cooperatieve Rabobank UA 5.250% 5/24/41 5,675 6,731
Cooperatieve Rabobank UA 5.750% 12/1/43 6,225 7,251
Cooperatieve Rabobank UA 5.250% 8/4/45 2,300 2,487
Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 6,625 6,331
Credit Suisse USA Inc. 7.125% 7/15/32 2,400 3,047
Fifth Third Bancorp 8.250% 3/1/38 3,420 4,959
FirstMerit Bank NA 4.270% 11/25/26 1,225 1,218
Goldman Sachs Capital I 6.345% 2/15/34 5,175 6,044
Goldman Sachs Group Inc. 5.950% 1/15/27 4,008 4,551
Goldman Sachs Group Inc. 6.125% 2/15/33 10,050 12,164
Goldman Sachs Group Inc. 6.450% 5/1/36 5,100 5,846
Goldman Sachs Group Inc. 6.750% 10/1/37 18,440 21,922
Goldman Sachs Group Inc. 6.250% 2/1/41 7,470 9,243
Goldman Sachs Group Inc. 4.800% 7/8/44 7,375 7,713
Goldman Sachs Group Inc. 5.150% 5/22/45 6,700 6,800
Goldman Sachs Group Inc. 4.750% 10/21/45 4,000 4,182
HSBC Bank USA NA 5.875% 11/1/34 4,390 5,047
HSBC Bank USA NA 5.625% 8/15/35 3,525 3,931
HSBC Bank USA NA 7.000% 1/15/39 2,625 3,267
HSBC Holdings plc 7.625% 5/17/32 1,050 1,297
HSBC Holdings plc 7.350% 11/27/32 200 234
HSBC Holdings plc 6.500% 5/2/36 6,200 7,221
HSBC Holdings plc 6.500% 9/15/37 10,950 12,728
HSBC Holdings plc 6.800% 6/1/38 1,540 1,834
HSBC Holdings plc 6.100% 1/14/42 3,370 4,199
HSBC Holdings plc 5.250% 3/14/44 4,925 4,982
JPMorgan Chase & Co. 3.300% 4/1/26 9,500 9,515
JPMorgan Chase & Co. 4.125% 12/15/26 6,150 6,362
JPMorgan Chase & Co. 4.250% 10/1/27 4,450 4,597
JPMorgan Chase & Co. 6.400% 5/15/38 6,800 8,998
JPMorgan Chase & Co. 5.500% 10/15/40 4,325 5,187
JPMorgan Chase & Co. 5.600% 7/15/41 4,825 5,878
JPMorgan Chase & Co. 5.400% 1/6/42 5,104 6,097
JPMorgan Chase & Co. 5.625% 8/16/43 4,250 4,872
JPMorgan Chase & Co. 4.850% 2/1/44 5,425 6,184
JPMorgan Chase & Co. 4.950% 6/1/45 5,364 5,662
KeyBank NA 6.950% 2/1/28 1,018 1,263
4 Lloyds Banking Group plc 5.300% 12/1/45 2,000 1,973
Morgan Stanley 6.250% 8/9/26 3,625 4,317
Morgan Stanley 4.350% 9/8/26 7,500 7,721
Morgan Stanley 3.950% 4/23/27 6,800 6,811
Morgan Stanley 7.250% 4/1/32 2,025 2,736
Morgan Stanley 6.375% 7/24/42 6,525 8,557
Morgan Stanley 4.300% 1/27/45 12,000 12,076
Regions Bank 6.450% 6/26/37 1,850 2,195
Regions Financial Corp. 7.375% 12/10/37 1,100 1,390
Royal Bank of Scotland Group plc 4.800% 4/5/26 4,200 4,206
Wachovia Bank NA 5.850% 2/1/37 3,000 3,677
Wachovia Corp. 7.574% 8/1/26 1,125 1,444
Wachovia Corp. 7.500% 4/15/35 1,940 2,559
Wachovia Corp. 5.500% 8/1/35 1,585 1,786
Wachovia Corp. 6.550% 10/15/35 125 151
Wells Fargo & Co. 4.100% 6/3/26 9,500 9,941
Wells Fargo & Co. 4.300% 7/22/27 8,100 8,567
Wells Fargo & Co. 5.375% 2/7/35 2,450 2,962
Wells Fargo & Co. 5.375% 11/2/43 9,060 10,210
Wells Fargo & Co. 5.606% 1/15/44 7,845 9,019

 

 

Wells Fargo & Co. 4.650% 11/4/44 4,600 4,724
Wells Fargo & Co. 3.900% 5/1/45 6,000 5,968
Wells Fargo & Co. 4.900% 11/17/45 6,700 7,192
Wells Fargo Bank NA 5.950% 8/26/36 1,755 2,170
Wells Fargo Bank NA 6.600% 1/15/38 6,075 8,078
3 Wells Fargo Capital X 5.950% 12/1/86 3,025 3,070
 
Brokerage (0.1%)        
Brookfield Asset Management Inc. 7.375% 3/1/33 850 1,007
CME Group Inc. 5.300% 9/15/43 2,475 2,938
Invesco Finance plc 5.375% 11/30/43 3,465 3,894
Jefferies Group LLC 6.450% 6/8/27 950 1,002
Jefferies Group LLC 6.250% 1/15/36 1,975 1,907
Legg Mason Inc. 5.625% 1/15/44 1,900 1,862
Leucadia National Corp. 6.625% 10/23/43 800 638
 
Finance Companies (0.5%)        
GATX Corp. 5.200% 3/15/44 575 556
GATX Corp. 4.500% 3/30/45 650 569
4 GE Capital International Funding Co. 4.418% 11/15/35 38,126 41,355
 
Insurance (3.1%)        
ACE Capital Trust II 9.700% 4/1/30 1,100 1,562
Aetna Inc. 6.625% 6/15/36 2,700 3,451
Aetna Inc. 6.750% 12/15/37 1,700 2,223
Aetna Inc. 4.500% 5/15/42 1,925 1,951
Aetna Inc. 4.125% 11/15/42 1,450 1,396
Aetna Inc. 4.750% 3/15/44 1,525 1,607
Aflac Inc. 6.900% 12/17/39 1,300 1,697
Aflac Inc. 6.450% 8/15/40 1,335 1,662
Alleghany Corp. 4.900% 9/15/44 975 946
Allstate Corp. 5.350% 6/1/33 1,950 2,271
Allstate Corp. 5.550% 5/9/35 1,435 1,700
Allstate Corp. 5.950% 4/1/36 950 1,202
Allstate Corp. 4.500% 6/15/43 1,380 1,515
3 Allstate Corp. 6.500% 5/15/67 1,675 1,813
American International Group Inc. 3.900% 4/1/26 7,400 7,424
American International Group Inc. 3.875% 1/15/35 3,400 3,032
American International Group Inc. 4.700% 7/10/35 2,525 2,505
American International Group Inc. 6.250% 5/1/36 3,200 3,720
American International Group Inc. 4.500% 7/16/44 8,075 7,617
American International Group Inc. 4.800% 7/10/45 450 444
American International Group Inc. 4.375% 1/15/55 3,000 2,620
3 American International Group Inc. 8.175% 5/15/68 1,500 1,873
Anthem Inc. 5.950% 12/15/34 671 771
Anthem Inc. 5.850% 1/15/36 2,375 2,704
Anthem Inc. 6.375% 6/15/37 2,445 2,949
Anthem Inc. 4.625% 5/15/42 2,900 2,863
Anthem Inc. 4.650% 1/15/43 2,925 2,898
Anthem Inc. 5.100% 1/15/44 2,500 2,634
Anthem Inc. 4.650% 8/15/44 2,600 2,575
Anthem Inc. 4.850% 8/15/54 800 785
Aon Corp. 8.205% 1/1/27 1,050 1,336
Aon Corp. 6.250% 9/30/40 1,750 2,054
Aon plc 4.250% 12/12/42 575 517
Aon plc 4.450% 5/24/43 1,575 1,473
Aon plc 4.600% 6/14/44 2,950 2,881

 

 

Arch Capital Group Ltd. 7.350% 5/1/34 625 817
Arch Capital Group US Inc. 5.144% 11/1/43 2,050 2,144
Assurant Inc. 6.750% 2/15/34 1,489 1,788
AXA SA 8.600% 12/15/30 4,895 6,451
AXIS Specialty Finance plc 5.150% 4/1/45 875 900
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 3,025 3,794
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 1,775 1,916
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 2,180 2,295
Berkshire Hathaway Inc. 4.500% 2/11/43 3,150 3,429
Chubb Corp. 6.000% 5/11/37 2,675 3,450
Chubb Corp. 6.500% 5/15/38 1,905 2,630
Chubb INA Holdings Inc. 3.350% 5/3/26 4,500 4,687
Chubb INA Holdings Inc. 6.700% 5/15/36 1,000 1,382
Chubb INA Holdings Inc. 4.150% 3/13/43 3,150 3,275
Chubb INA Holdings Inc. 4.350% 11/3/45 3,900 4,234
Cigna Corp. 7.875% 5/15/27 650 884
Cigna Corp. 6.150% 11/15/36 1,625 1,931
Cigna Corp. 5.875% 3/15/41 1,560 1,825
Cigna Corp. 5.375% 2/15/42 2,445 2,686
Cincinnati Financial Corp. 6.920% 5/15/28 1,200 1,510
Cincinnati Financial Corp. 6.125% 11/1/34 1,350 1,575
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 1,425 1,646
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 1,500 1,468
Hartford Financial Services Group Inc. 5.950% 10/15/36 2,075 2,426
Hartford Financial Services Group Inc. 6.625% 3/30/40 486 607
Hartford Financial Services Group Inc. 6.100% 10/1/41 1,325 1,540
Hartford Financial Services Group Inc. 4.300% 4/15/43 400 378
Humana Inc. 8.150% 6/15/38 810 1,118
Humana Inc. 4.625% 12/1/42 1,476 1,424
Humana Inc. 4.950% 10/1/44 2,195 2,242
Lincoln National Corp. 6.150% 4/7/36 2,125 2,394
Lincoln National Corp. 7.000% 6/15/40 2,295 2,766
Loews Corp. 3.750% 4/1/26 750 765
Loews Corp. 6.000% 2/1/35 1,050 1,225
Loews Corp. 4.125% 5/15/43 1,965 1,868
Markel Corp. 5.000% 3/30/43 1,100 1,123
Markel Corp. 5.000% 4/5/46 1,100 1,101
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 1,125 1,346
MetLife Inc. 6.500% 12/15/32 2,025 2,507
MetLife Inc. 6.375% 6/15/34 2,400 2,996
MetLife Inc. 5.700% 6/15/35 3,475 4,051
MetLife Inc. 5.875% 2/6/41 3,150 3,788
MetLife Inc. 4.125% 8/13/42 2,525 2,413
MetLife Inc. 4.875% 11/13/43 3,750 4,001
MetLife Inc. 4.721% 12/15/44 2,800 2,917
MetLife Inc. 4.050% 3/1/45 3,150 2,970
MetLife Inc. 4.600% 5/13/46 1,000 1,030
3 MetLife Inc. 6.400% 12/15/66 5,120 5,280
3 MetLife Inc. 10.750% 8/1/69 840 1,279
Munich Re America Corp. 7.450% 12/15/26 1,000 1,295
3 Nationwide Financial Services Inc. 6.750% 5/15/87 1,025 1,030
Principal Financial Group Inc. 6.050% 10/15/36 2,000 2,379
Principal Financial Group Inc. 4.625% 9/15/42 675 676
Principal Financial Group Inc. 4.350% 5/15/43 1,000 960
Progressive Corp. 6.625% 3/1/29 2,850 3,730
Progressive Corp. 4.350% 4/25/44 2,190 2,333
Protective Life Corp. 8.450% 10/15/39 1,020 1,369

 

 

Prudential Financial Inc. 5.750% 7/15/33 350 393
Prudential Financial Inc. 5.400% 6/13/35 1,820 1,965
Prudential Financial Inc. 5.900% 3/17/36 2,100 2,406
Prudential Financial Inc. 5.700% 12/14/36 3,650 4,098
Prudential Financial Inc. 6.625% 12/1/37 2,450 3,006
Prudential Financial Inc. 6.625% 6/21/40 1,300 1,586
Prudential Financial Inc. 6.200% 11/15/40 1,750 2,051
Prudential Financial Inc. 5.625% 5/12/41 1,025 1,128
Prudential Financial Inc. 5.100% 8/15/43 1,145 1,186
Prudential Financial Inc. 4.600% 5/15/44 3,925 3,943
Transatlantic Holdings Inc. 8.000% 11/30/39 1,325 1,786
Travelers Cos. Inc. 6.750% 6/20/36 1,000 1,368
Travelers Cos. Inc. 6.250% 6/15/37 2,700 3,604
Travelers Cos. Inc. 5.350% 11/1/40 2,750 3,381
Travelers Cos. Inc. 4.600% 8/1/43 1,825 2,061
Travelers Cos. Inc. 4.300% 8/25/45 450 486
Travelers Property Casualty Corp. 6.375% 3/15/33 1,750 2,280
Trinity Acquisition plc 6.125% 8/15/43 1,000 1,103
UnitedHealth Group Inc. 4.625% 7/15/35 3,350 3,734
UnitedHealth Group Inc. 5.800% 3/15/36 2,635 3,345
UnitedHealth Group Inc. 6.500% 6/15/37 890 1,196
UnitedHealth Group Inc. 6.625% 11/15/37 2,575 3,519
UnitedHealth Group Inc. 6.875% 2/15/38 3,985 5,599
UnitedHealth Group Inc. 5.950% 2/15/41 1,150 1,499
UnitedHealth Group Inc. 4.625% 11/15/41 2,025 2,250
UnitedHealth Group Inc. 4.375% 3/15/42 1,500 1,613
UnitedHealth Group Inc. 3.950% 10/15/42 3,050 3,059
UnitedHealth Group Inc. 4.250% 3/15/43 2,450 2,579
UnitedHealth Group Inc. 4.750% 7/15/45 7,310 8,387
Unum Group 5.750% 8/15/42 900 949
Validus Holdings Ltd. 8.875% 1/26/40 940 1,211
Voya Financial Inc. 5.700% 7/15/43 1,625 1,848
WR Berkley Corp. 4.750% 8/1/44 1,370 1,363
XLIT Ltd. 6.250% 5/15/27 825 966
XLIT Ltd. 5.250% 12/15/43 1,050 1,084
XLIT Ltd. 5.500% 3/31/45 1,700 1,626
 
Real Estate Investment Trusts (0.3%)        
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 1,350 1,355
Brandywine Operating Partnership LP 4.550% 10/1/29 820 813
ERP Operating LP 4.500% 7/1/44 1,450 1,534
ERP Operating LP 4.500% 6/1/45 2,200 2,333
Federal Realty Investment Trust 4.500% 12/1/44 1,800 1,886
HCP Inc. 6.750% 2/1/41 900 1,035
Kilroy Realty LP 4.250% 8/15/29 1,300 1,322
Omega Healthcare Investors Inc. 4.500% 4/1/27 2,325 2,214
Realty Income Corp. 4.125% 10/15/26 850 876
Realty Income Corp. 5.875% 3/15/35 1,170 1,336
Simon Property Group LP 6.750% 2/1/40 1,975 2,688
Simon Property Group LP 4.750% 3/15/42 2,100 2,299
Simon Property Group LP 4.250% 10/1/44 1,040 1,082
Ventas Realty LP 5.700% 9/30/43 750 828
Ventas Realty LP 4.375% 2/1/45 1,325 1,216
Welltower Inc. 4.250% 4/1/26 2,000 2,027
Welltower Inc. 6.500% 3/15/41 1,700 2,014
Welltower Inc. 5.125% 3/15/43 910 929
        851,084

 

 

Industrial (34.1%)        
Basic Industry (2.2%)        
Agrium Inc. 4.125% 3/15/35 1,150 970
Agrium Inc. 7.125% 5/23/36 500 570
Agrium Inc. 6.125% 1/15/41 2,225 2,456
Agrium Inc. 4.900% 6/1/43 3,075 2,932
Agrium Inc. 5.250% 1/15/45 2,590 2,609
Albemarle Corp. 5.450% 12/1/44 1,250 1,197
Barrick Gold Corp. 5.250% 4/1/42 2,725 2,306
Barrick North America Finance LLC 7.500% 9/15/38 850 851
Barrick North America Finance LLC 5.700% 5/30/41 2,750 2,402
Barrick North America Finance LLC 5.750% 5/1/43 3,425 3,099
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 2,220 1,995
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 2,185 1,979
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 9,600 9,801
CF Industries Inc. 5.150% 3/15/34 3,425 3,222
CF Industries Inc. 4.950% 6/1/43 2,575 2,255
CF Industries Inc. 5.375% 3/15/44 2,420 2,237
Domtar Corp. 6.250% 9/1/42 1,475 1,454
Dow Chemical Co. 7.375% 11/1/29 2,400 3,078
Dow Chemical Co. 4.250% 10/1/34 2,700 2,619
Dow Chemical Co. 9.400% 5/15/39 2,015 3,057
Dow Chemical Co. 5.250% 11/15/41 2,425 2,577
Dow Chemical Co. 4.375% 11/15/42 3,350 3,229
Eastman Chemical Co. 4.800% 9/1/42 2,665 2,531
Eastman Chemical Co. 4.650% 10/15/44 2,530 2,433
Ecolab Inc. 5.500% 12/8/41 2,690 3,078
EI du Pont de Nemours & Co. 6.500% 1/15/28 775 960
EI du Pont de Nemours & Co. 5.600% 12/15/36 625 698
EI du Pont de Nemours & Co. 4.900% 1/15/41 2,575 2,727
EI du Pont de Nemours & Co. 4.150% 2/15/43 2,075 1,962
Georgia-Pacific LLC 7.250% 6/1/28 1,200 1,539
Georgia-Pacific LLC 7.750% 11/15/29 1,215 1,660
Georgia-Pacific LLC 8.875% 5/15/31 1,500 2,145
Glencore Canada Corp. 6.200% 6/15/35 1,000 830
Goldcorp Inc. 5.450% 6/9/44 1,825 1,680
International Paper Co. 5.000% 9/15/35 1,750 1,805
International Paper Co. 8.700% 6/15/38 795 1,077
International Paper Co. 7.300% 11/15/39 1,740 2,058
International Paper Co. 6.000% 11/15/41 1,750 1,897
International Paper Co. 4.800% 6/15/44 3,300 3,157
International Paper Co. 5.150% 5/15/46 2,600 2,619
Lubrizol Corp. 6.500% 10/1/34 925 1,211
LYB International Finance BV 5.250% 7/15/43 1,600 1,654
LYB International Finance BV 4.875% 3/15/44 4,060 4,044
LyondellBasell Industries NV 4.625% 2/26/55 3,375 3,001
Meadwestvaco Corp. 7.950% 2/15/31 2,125 2,651
Methanex Corp. 5.650% 12/1/44 500 404
Monsanto Co. 4.200% 7/15/34 2,900 2,764
Monsanto Co. 5.875% 4/15/38 2,100 2,401
Monsanto Co. 3.600% 7/15/42 425 348
Monsanto Co. 4.400% 7/15/44 3,800 3,532
Monsanto Co. 3.950% 4/15/45 3,000 2,607
Monsanto Co. 4.700% 7/15/64 2,070 1,787
Mosaic Co. 5.450% 11/15/33 1,725 1,782
Mosaic Co. 4.875% 11/15/41 1,030 967
Mosaic Co. 5.625% 11/15/43 2,250 2,338

 

 

Newmont Mining Corp. 5.875% 4/1/35 1,210 1,159
Newmont Mining Corp. 6.250% 10/1/39 3,185 3,185
Newmont Mining Corp. 4.875% 3/15/42 3,225 2,765
Nucor Corp. 6.400% 12/1/37 2,143 2,379
Nucor Corp. 5.200% 8/1/43 2,280 2,323
Placer Dome Inc. 6.450% 10/15/35 700 651
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 1,465 1,676
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 1,850 2,083
PPG Industries Inc. 5.500% 11/15/40 1,480 1,691
Praxair Inc. 3.550% 11/7/42 2,300 2,124
Reliance Steel & Aluminum Co. 6.850% 11/15/36 350 355
Rio Tinto Alcan Inc. 5.750% 6/1/35 5,550 5,600
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 3,425 4,041
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 3,175 3,232
Rio Tinto Finance USA plc 4.750% 3/22/42 1,250 1,215
Rio Tinto Finance USA plc 4.125% 8/21/42 2,300 2,047
Rohm & Haas Co. 7.850% 7/15/29 3,050 4,051
RPM International Inc. 5.250% 6/1/45 400 398
Sherwin-Williams Co. 4.550% 8/1/45 1,110 1,117
Southern Copper Corp. 7.500% 7/27/35 4,450 4,595
Southern Copper Corp. 6.750% 4/16/40 3,070 2,986
Southern Copper Corp. 5.250% 11/8/42 3,845 3,153
Southern Copper Corp. 5.875% 4/23/45 4,975 4,390
Syngenta Finance NV 4.375% 3/28/42 650 580
The Dow Chemical Company 4.625% 10/1/44 4,000 4,015
Vale Canada Ltd. 7.200% 9/15/32 1,050 745
Vale Overseas Ltd. 8.250% 1/17/34 1,725 1,585
Vale Overseas Ltd. 6.875% 11/21/36 9,825 7,762
Vale Overseas Ltd. 6.875% 11/10/39 4,990 3,895
Vale SA 5.625% 9/11/42 5,390 3,800
Westrock MWV LLC 8.200% 1/15/30 500 644
Weyerhaeuser Co. 7.375% 3/15/32 2,765 3,373
Weyerhaeuser Co. 6.875% 12/15/33 1,750 2,050
Worthington Industries Inc. 4.550% 4/15/26 700 699
 
Capital Goods (2.7%)        
3M Co. 6.375% 2/15/28 500 675
3M Co. 5.700% 3/15/37 2,010 2,616
3M Co. 3.875% 6/15/44 500 512
ABB Finance USA Inc. 4.375% 5/8/42 1,525 1,604
Boeing Co. 6.125% 2/15/33 1,325 1,747
Boeing Co. 3.300% 3/1/35 3,250 3,169
Boeing Co. 6.625% 2/15/38 1,600 2,249
Boeing Co. 6.875% 3/15/39 2,125 3,081
Boeing Co. 5.875% 2/15/40 325 431
Boeing Co. 3.500% 3/1/45 820 784
Caterpillar Inc. 5.300% 9/15/35 1,100 1,280
Caterpillar Inc. 6.050% 8/15/36 1,325 1,714
Caterpillar Inc. 5.200% 5/27/41 1,600 1,847
Caterpillar Inc. 3.803% 8/15/42 5,916 5,726
Caterpillar Inc. 4.300% 5/15/44 1,500 1,565
Caterpillar Inc. 4.750% 5/15/64 1,200 1,244
Danaher Corp. 4.375% 9/15/45 3,450 3,845
Deere & Co. 5.375% 10/16/29 2,469 2,970
Deere & Co. 8.100% 5/15/30 1,450 2,134
Deere & Co. 7.125% 3/3/31 200 277
Deere & Co. 3.900% 6/9/42 4,310 4,316

 

 

Dover Corp. 5.375% 10/15/35 825 980
Dover Corp. 6.600% 3/15/38 1,075 1,452
Dover Corp. 5.375% 3/1/41 1,450 1,783
Eaton Corp. 4.000% 11/2/32 2,495 2,507
Eaton Corp. 4.150% 11/2/42 2,650 2,662
Emerson Electric Co. 6.000% 8/15/32 1,650 2,032
Emerson Electric Co. 6.125% 4/15/39 1,400 1,817
Emerson Electric Co. 5.250% 11/15/39 175 206
General Dynamics Corp. 3.600% 11/15/42 1,900 1,906
General Electric Capital Corp. 6.750% 3/15/32 10,275 14,022
General Electric Capital Corp. 6.150% 8/7/37 3,207 4,313
General Electric Capital Corp. 5.875% 1/14/38 10,173 13,189
General Electric Capital Corp. 6.875% 1/10/39 5,937 8,573
General Electric Co. 4.125% 10/9/42 7,380 7,752
General Electric Co. 4.500% 3/11/44 7,630 8,529
Harris Corp. 4.854% 4/27/35 1,500 1,559
Harris Corp. 6.150% 12/15/40 845 1,007
Harris Corp. 5.054% 4/27/45 2,300 2,454
Honeywell International Inc. 5.700% 3/15/36 1,700 2,143
Honeywell International Inc. 5.700% 3/15/37 3,100 3,934
Honeywell International Inc. 5.375% 3/1/41 2,670 3,338
Illinois Tool Works Inc. 4.875% 9/15/41 3,450 3,989
Illinois Tool Works Inc. 3.900% 9/1/42 1,750 1,770
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 1,750 2,085
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 1,200 1,232
Lafarge SA 7.125% 7/15/36 1,350 1,630
Lockheed Martin Corp. 3.600% 3/1/35 2,950 2,859
Lockheed Martin Corp. 4.500% 5/15/36 1,650 1,775
Lockheed Martin Corp. 6.150% 9/1/36 2,535 3,167
Lockheed Martin Corp. 5.500% 11/15/39 2,600 3,081
Lockheed Martin Corp. 5.720% 6/1/40 2,189 2,671
Lockheed Martin Corp. 4.850% 9/15/41 1,625 1,835
Lockheed Martin Corp. 4.070% 12/15/42 3,075 3,109
Lockheed Martin Corp. 4.700% 5/15/46 6,725 7,518
Northrop Grumman Corp. 5.050% 11/15/40 1,900 2,194
Northrop Grumman Corp. 4.750% 6/1/43 3,375 3,785
Northrop Grumman Corp. 3.850% 4/15/45 2,116 2,094
Northrop Grumman Systems Corp. 7.750% 2/15/31 1,315 1,827
Owens Corning 7.000% 12/1/36 1,375 1,519
Parker Hannifin Corp. 6.250% 5/15/38 1,095 1,448
Parker-Hannifin Corp. 4.200% 11/21/34 1,650 1,751
Parker-Hannifin Corp. 4.450% 11/21/44 1,650 1,805
Precision Castparts Corp. 4.200% 6/15/35 100 104
Precision Castparts Corp. 3.900% 1/15/43 2,375 2,430
Precision Castparts Corp. 4.375% 6/15/45 500 549
Raytheon Co. 7.200% 8/15/27 700 969
Raytheon Co. 4.875% 10/15/40 2,300 2,684
Raytheon Co. 4.700% 12/15/41 2,450 2,796
Republic Services Inc. 6.200% 3/1/40 2,310 2,815
Republic Services Inc. 5.700% 5/15/41 2,625 3,087
Rockwell Automation Inc. 6.700% 1/15/28 300 397
Rockwell Automation Inc. 6.250% 12/1/37 800 1,041
Rockwell Collins Inc. 4.800% 12/15/43 1,025 1,136
Sonoco Products Co. 5.750% 11/1/40 2,050 2,335
Stanley Black & Decker Inc. 5.200% 9/1/40 1,400 1,584
Tyco International Finance SA 5.125% 9/14/45 1,700 1,814
United Technologies Corp. 6.700% 8/1/28 1,175 1,553

 

 

United Technologies Corp. 7.500% 9/15/29 1,850 2,606
United Technologies Corp. 5.400% 5/1/35 2,275 2,727
United Technologies Corp. 6.050% 6/1/36 4,525 5,690
United Technologies Corp. 6.125% 7/15/38 2,275 2,963
United Technologies Corp. 5.700% 4/15/40 4,835 6,035
United Technologies Corp. 4.500% 6/1/42 9,750 10,567
United Technologies Corp. 4.150% 5/15/45 1,700 1,743
Valmont Industries Inc. 5.000% 10/1/44 825 743
Valmont Industries Inc. 5.250% 10/1/54 1,000 863
Waste Management Inc. 3.900% 3/1/35 2,650 2,590
Waste Management Inc. 4.100% 3/1/45 2,970 2,994
WW Grainger Inc. 4.600% 6/15/45 4,500 5,036
 
Communication (7.7%)        
21st Century Fox America Inc. 6.550% 3/15/33 725 865
21st Century Fox America Inc. 6.200% 12/15/34 4,015 4,831
21st Century Fox America Inc. 6.400% 12/15/35 4,330 5,319
21st Century Fox America Inc. 8.150% 10/17/36 1,225 1,647
21st Century Fox America Inc. 6.150% 3/1/37 2,805 3,296
21st Century Fox America Inc. 6.650% 11/15/37 3,370 4,197
21st Century Fox America Inc. 7.850% 3/1/39 825 1,138
21st Century Fox America Inc. 6.900% 8/15/39 2,550 3,184
21st Century Fox America Inc. 6.150% 2/15/41 4,875 5,815
21st Century Fox America Inc. 5.400% 10/1/43 2,735 3,015
21st Century Fox America Inc. 4.750% 9/15/44 2,525 2,592
21st Century Fox America Inc. 7.750% 12/1/45 1,995 2,644
Alltel Corp. 7.875% 7/1/32 1,500 1,997
America Movil SAB de CV 6.375% 3/1/35 3,460 4,127
America Movil SAB de CV 6.125% 11/15/37 2,225 2,612
America Movil SAB de CV 6.125% 3/30/40 5,960 6,973
America Movil SAB de CV 4.375% 7/16/42 4,300 4,171
Ameritech Capital Funding Corp. 6.550% 1/15/28 875 1,028
AT&T Corp. 8.250% 11/15/31 1,846 2,550
AT&T Inc. 6.150% 9/15/34 2,450 2,767
AT&T Inc. 4.500% 5/15/35 9,000 8,885
AT&T Inc. 6.500% 9/1/37 2,460 2,916
AT&T Inc. 6.300% 1/15/38 6,790 7,755
AT&T Inc. 6.400% 5/15/38 1,925 2,229
AT&T Inc. 6.550% 2/15/39 4,710 5,560
AT&T Inc. 6.350% 3/15/40 2,360 2,729
AT&T Inc. 6.000% 8/15/40 3,800 4,228
AT&T Inc. 5.350% 9/1/40 11,581 12,163
AT&T Inc. 6.375% 3/1/41 3,625 4,221
AT&T Inc. 5.550% 8/15/41 6,655 7,156
AT&T Inc. 5.150% 3/15/42 5,000 5,056
AT&T Inc. 4.300% 12/15/42 8,275 7,576
AT&T Inc. 4.800% 6/15/44 5,275 5,131
AT&T Inc. 4.350% 6/15/45 11,070 10,143
AT&T Inc. 4.750% 5/15/46 8,800 8,564
AT&T Inc. 5.650% 2/15/47 6,000 6,629
AT&T Mobility LLC 7.125% 12/15/31 1,950 2,436
Bellsouth Capital Funding Corp. 7.875% 2/15/30 2,618 3,235
BellSouth LLC 6.875% 10/15/31 1,702 1,977
BellSouth LLC 6.550% 6/15/34 915 1,013
BellSouth LLC 6.000% 11/15/34 1,271 1,363
BellSouth Telecommunications LLC 6.375% 6/1/28 1,815 2,035
BellSouth Telecommunications LLC 6.650% 12/15/95 555 602

 

 

British Telecommunications plc 9.625% 12/15/30 9,125 14,216
CBS Corp. 7.875% 7/30/30 2,615 3,529
CBS Corp. 5.500% 5/15/33 1,223 1,285
CBS Corp. 5.900% 10/15/40 900 976
CBS Corp. 4.850% 7/1/42 2,200 2,133
CBS Corp. 4.900% 8/15/44 2,155 2,084
CBS Corp. 4.600% 1/15/45 1,000 942
4 CCO Safari II LLC 6.384% 10/23/35 6,700 7,386
4 CCO Safari II LLC 6.484% 10/23/45 11,425 12,713
4 CCO Safari II LLC 6.834% 10/23/55 1,625 1,756
Comcast Corp. 4.250% 1/15/33 5,357 5,680
Comcast Corp. 7.050% 3/15/33 950 1,305
Comcast Corp. 4.200% 8/15/34 3,050 3,222
Comcast Corp. 5.650% 6/15/35 4,650 5,727
Comcast Corp. 4.400% 8/15/35 2,700 2,928
Comcast Corp. 6.500% 11/15/35 6,265 8,419
Comcast Corp. 6.450% 3/15/37 6,530 8,661
Comcast Corp. 6.950% 8/15/37 5,585 7,824
Comcast Corp. 6.400% 5/15/38 2,575 3,430
Comcast Corp. 6.550% 7/1/39 4,325 5,870
Comcast Corp. 6.400% 3/1/40 2,800 3,801
Comcast Corp. 4.650% 7/15/42 2,605 2,851
Comcast Corp. 4.500% 1/15/43 2,225 2,383
Comcast Corp. 4.750% 3/1/44 1,325 1,493
Comcast Corp. 4.600% 8/15/45 4,435 4,908
Deutsche Telekom International Finance BV 8.750% 6/15/30 10,730 15,967
Deutsche Telekom International Finance BV 9.250% 6/1/32 2,965 4,601
Discovery Communications LLC 6.350% 6/1/40 2,850 2,902
Discovery Communications LLC 4.950% 5/15/42 600 520
Discovery Communications LLC 4.875% 4/1/43 2,850 2,496
Grupo Televisa SAB 8.500% 3/11/32 1,260 1,627
Grupo Televisa SAB 6.625% 1/15/40 3,035 3,343
Grupo Televisa SAB 5.000% 5/13/45 4,400 4,010
Grupo Televisa SAB 6.125% 1/31/46 3,400 3,630
GTE Corp. 6.940% 4/15/28 2,225 2,779
Historic TW Inc. 6.625% 5/15/29 5,575 6,750
Koninklijke KPN NV 8.375% 10/1/30 3,325 4,419
McGraw Hill Financial Inc. 6.550% 11/15/37 1,150 1,333
Moody's Corp. 5.250% 7/15/44 1,700 1,891
NBCUniversal Media LLC 6.400% 4/30/40 3,695 4,925
NBCUniversal Media LLC 5.950% 4/1/41 3,600 4,608
NBCUniversal Media LLC 4.450% 1/15/43 6,225 6,649
New Cingular Wireless Services Inc. 8.750% 3/1/31 2,585 3,812
Omnicom Group Inc. 3.600% 4/15/26 5,650 5,784
Orange SA 9.000% 3/1/31 8,209 12,528
Orange SA 5.375% 1/13/42 3,025 3,523
Orange SA 5.500% 2/6/44 3,535 4,193
Qwest Corp. 6.875% 9/15/33 2,624 2,562
Qwest Corp. 7.125% 11/15/43 1,500 1,436
Rogers Communications Inc. 7.500% 8/15/38 2,605 3,374
Rogers Communications Inc. 4.500% 3/15/43 2,275 2,289
Rogers Communications Inc. 5.450% 10/1/43 650 744
Rogers Communications Inc. 5.000% 3/15/44 2,465 2,718
TCI Communications Inc. 7.125% 2/15/28 1,095 1,479
Telefonica Emisiones SAU 7.045% 6/20/36 6,675 8,477
Telefonica Europe BV 8.250% 9/15/30 4,761 6,673
Thomson Reuters Corp. 5.500% 8/15/35 1,940 2,084

 

 

Thomson Reuters Corp. 5.850% 4/15/40 625 686
Thomson Reuters Corp. 4.500% 5/23/43 300 274
Thomson Reuters Corp. 5.650% 11/23/43 2,525 2,694
Time Warner Cable Inc. 6.550% 5/1/37 4,785 5,217
Time Warner Cable Inc. 7.300% 7/1/38 5,905 6,945
Time Warner Cable Inc. 6.750% 6/15/39 5,075 5,712
Time Warner Cable Inc. 5.875% 11/15/40 3,350 3,467
Time Warner Cable Inc. 5.500% 9/1/41 4,225 4,190
Time Warner Cable Inc. 4.500% 9/15/42 4,075 3,618
Time Warner Cos. Inc. 6.950% 1/15/28 2,550 3,166
Time Warner Entertainment Co. LP 8.375% 7/15/33 3,325 4,225
Time Warner Inc. 7.625% 4/15/31 5,075 6,470
Time Warner Inc. 7.700% 5/1/32 5,766 7,396
Time Warner Inc. 6.500% 11/15/36 2,850 3,307
Time Warner Inc. 6.200% 3/15/40 2,350 2,697
Time Warner Inc. 6.100% 7/15/40 4,235 4,813
Time Warner Inc. 6.250% 3/29/41 2,575 2,982
Time Warner Inc. 5.375% 10/15/41 2,350 2,508
Time Warner Inc. 4.900% 6/15/42 1,825 1,849
Time Warner Inc. 5.350% 12/15/43 1,385 1,466
Time Warner Inc. 4.650% 6/1/44 3,300 3,228
Time Warner Inc. 4.850% 7/15/45 950 969
Verizon Communications Inc. 7.750% 12/1/30 4,700 6,424
Verizon Communications Inc. 6.400% 9/15/33 8,435 10,379
Verizon Communications Inc. 5.050% 3/15/34 4,100 4,438
Verizon Communications Inc. 4.400% 11/1/34 7,958 8,007
Verizon Communications Inc. 5.850% 9/15/35 6,425 7,467
Verizon Communications Inc. 4.272% 1/15/36 10,525 10,415
Verizon Communications Inc. 6.250% 4/1/37 6,275 7,478
Verizon Communications Inc. 6.400% 2/15/38 4,515 5,464
Verizon Communications Inc. 6.900% 4/15/38 2,225 2,834
Verizon Communications Inc. 7.350% 4/1/39 2,210 2,911
Verizon Communications Inc. 6.000% 4/1/41 4,325 5,196
Verizon Communications Inc. 4.750% 11/1/41 3,750 3,862
Verizon Communications Inc. 3.850% 11/1/42 2,015 1,819
Verizon Communications Inc. 6.550% 9/15/43 21,515 28,256
Verizon Communications Inc. 4.862% 8/21/46 11,663 12,302
Verizon Communications Inc. 4.522% 9/15/48 22,423 22,464
Verizon Communications Inc. 5.012% 8/21/54 18,318 18,383
Verizon Communications Inc. 4.672% 3/15/55 17,379 16,689
Verizon Florida LLC 6.860% 2/1/28 500 440
Verizon Maryland LLC 5.125% 6/15/33 1,430 1,435
Verizon New England Inc. 7.875% 11/15/29 2,340 2,998
Verizon New York Inc. 7.375% 4/1/32 1,675 1,932
Viacom Inc. 4.850% 12/15/34 1,750 1,552
Viacom Inc. 6.875% 4/30/36 3,810 3,990
Viacom Inc. 4.500% 2/27/42 700 558
Viacom Inc. 4.375% 3/15/43 4,837 3,739
Viacom Inc. 4.875% 6/15/43 550 458
Viacom Inc. 5.850% 9/1/43 4,325 4,170
Viacom Inc. 5.250% 4/1/44 2,400 2,154
Vodafone Group plc 7.875% 2/15/30 2,800 3,581
Vodafone Group plc 6.250% 11/30/32 1,150 1,321
Vodafone Group plc 6.150% 2/27/37 5,500 6,198
Vodafone Group plc 4.375% 2/19/43 4,875 4,389
Walt Disney Co. 7.000% 3/1/32 1,863 2,630
Walt Disney Co. 4.375% 8/16/41 1,025 1,127

 

 

Walt Disney Co. 4.125% 12/1/41 2,805 2,972
Walt Disney Co. 3.700% 12/1/42 1,350 1,354
Walt Disney Co. 4.125% 6/1/44 2,975 3,189
WPP Finance 2010 5.125% 9/7/42 875 853
WPP Finance 2010 5.625% 11/15/43 1,500 1,548
 
Consumer Cyclical (3.6%)        
Alibaba Group Holding Ltd. 4.500% 11/28/34 2,500 2,570
Amazon.com Inc. 4.800% 12/5/34 4,925 5,508
Amazon.com Inc. 4.950% 12/5/44 4,350 4,977
Bed Bath & Beyond Inc. 4.915% 8/1/34 900 813
Bed Bath & Beyond Inc. 5.165% 8/1/44 2,975 2,510
BorgWarner Inc. 4.375% 3/15/45 1,750 1,671
Cummins Inc. 7.125% 3/1/28 950 1,246
Cummins Inc. 4.875% 10/1/43 1,625 1,791
CVS Health Corp. 4.875% 7/20/35 6,643 7,408
CVS Health Corp. 6.125% 9/15/39 1,500 1,896
CVS Health Corp. 5.750% 5/15/41 2,575 3,176
CVS Health Corp. 5.300% 12/5/43 3,680 4,338
CVS Health Corp. 5.125% 7/20/45 12,325 14,279
Daimler Finance North America LLC 8.500% 1/18/31 4,940 7,562
Darden Restaurants Inc. 7.050% 10/15/37 875 965
eBay Inc. 4.000% 7/15/42 2,510 1,957
Ford Holdings LLC 9.300% 3/1/30 1,225 1,627
Ford Motor Co. 6.625% 10/1/28 1,900 2,297
Ford Motor Co. 6.375% 2/1/29 1,025 1,204
Ford Motor Co. 7.450% 7/16/31 6,150 8,017
Ford Motor Co. 4.750% 1/15/43 6,239 6,228
Ford Motor Co. 7.400% 11/1/46 1,925 2,449
General Motors Co. 5.000% 4/1/35 3,430 3,250
General Motors Co. 6.600% 4/1/36 2,894 3,191
General Motors Co. 6.250% 10/2/43 5,215 5,554
General Motors Co. 5.200% 4/1/45 4,345 4,073
General Motors Co. 6.750% 4/1/46 2,725 3,107
Harley-Davidson Inc. 4.625% 7/28/45 1,025 1,042
Home Depot Inc. 3.000% 4/1/26 4,475 4,671
Home Depot Inc. 5.875% 12/16/36 11,300 14,675
Home Depot Inc. 5.400% 9/15/40 1,725 2,143
Home Depot Inc. 5.950% 4/1/41 1,975 2,610
Home Depot Inc. 4.200% 4/1/43 2,225 2,394
Home Depot Inc. 4.875% 2/15/44 3,750 4,445
Home Depot Inc. 4.400% 3/15/45 4,424 4,920
Home Depot Inc. 4.250% 4/1/46 4,875 5,357
Johnson Controls Inc. 6.000% 1/15/36 850 935
Johnson Controls Inc. 5.700% 3/1/41 1,050 1,136
Johnson Controls Inc. 5.250% 12/1/41 1,135 1,157
Johnson Controls Inc. 4.625% 7/2/44 1,575 1,506
Johnson Controls Inc. 4.950% 7/2/64 1,300 1,177
Kohl's Corp. 5.550% 7/17/45 1,100 993
Lowe's Cos. Inc. 6.875% 2/15/28 550 731
Lowe's Cos. Inc. 6.500% 3/15/29 1,300 1,738
Lowe's Cos. Inc. 5.800% 10/15/36 2,250 2,813
Lowe's Cos. Inc. 6.650% 9/15/37 825 1,109
Lowe's Cos. Inc. 5.800% 4/15/40 2,825 3,600
Lowe's Cos. Inc. 5.125% 11/15/41 3,025 3,540
Lowe's Cos. Inc. 4.650% 4/15/42 3,260 3,691
Lowe's Cos. Inc. 5.000% 9/15/43 2,700 3,207

 

 

Lowe's Cos. Inc. 4.250% 9/15/44 125 135
Lowe's Cos. Inc. 4.375% 9/15/45 1,400 1,542
Macy's Retail Holdings Inc. 6.900% 4/1/29 2,300 2,478
Macy's Retail Holdings Inc. 4.500% 12/15/34 1,925 1,573
Macy's Retail Holdings Inc. 6.375% 3/15/37 2,675 2,619
Macy's Retail Holdings Inc. 5.125% 1/15/42 500 428
Macy's Retail Holdings Inc. 4.300% 2/15/43 2,400 1,804
McDonald's Corp. 4.700% 12/9/35 2,500 2,690
McDonald's Corp. 6.300% 10/15/37 2,375 2,998
McDonald's Corp. 6.300% 3/1/38 2,000 2,534
McDonald's Corp. 5.700% 2/1/39 1,725 2,021
McDonald's Corp. 3.700% 2/15/42 3,275 3,057
McDonald's Corp. 3.625% 5/1/43 2,475 2,227
McDonald's Corp. 4.600% 5/26/45 1,780 1,865
McDonald's Corp. 4.875% 12/9/45 5,850 6,368
Metropolitan Museum of Art New York        
Revenue 3.400% 7/1/45 1,100 1,054
NIKE Inc. 3.625% 5/1/43 1,475 1,463
NIKE Inc. 3.875% 11/1/45 3,459 3,624
Nordstrom Inc. 6.950% 3/15/28 850 1,039
Nordstrom Inc. 5.000% 1/15/44 2,274 2,375
QVC Inc. 5.450% 8/15/34 1,500 1,326
QVC Inc. 5.950% 3/15/43 575 498
Starbucks Corp. 4.300% 6/15/45 975 1,079
Starwood Hotels & Resorts Worldwide Inc. 4.500% 10/1/34 1,000 938
Target Corp. 6.350% 11/1/32 2,259 2,920
Target Corp. 6.500% 10/15/37 4,192 5,799
Target Corp. 7.000% 1/15/38 2,994 4,285
Target Corp. 4.000% 7/1/42 3,750 3,976
Tiffany & Co. 4.900% 10/1/44 1,025 959
VF Corp. 6.450% 11/1/37 2,190 2,880
Visa Inc. 4.150% 12/14/35 5,040 5,398
Visa Inc. 4.300% 12/14/45 11,625 12,651
Wal-Mart Stores Inc. 5.875% 4/5/27 2,737 3,526
Wal-Mart Stores Inc. 7.550% 2/15/30 4,225 6,287
Wal-Mart Stores Inc. 5.250% 9/1/35 7,140 8,819
Wal-Mart Stores Inc. 6.500% 8/15/37 9,350 13,018
Wal-Mart Stores Inc. 6.200% 4/15/38 6,983 9,454
Wal-Mart Stores Inc. 5.625% 4/1/40 2,850 3,642
Wal-Mart Stores Inc. 4.875% 7/8/40 3,750 4,444
Wal-Mart Stores Inc. 5.000% 10/25/40 4,010 4,802
Wal-Mart Stores Inc. 5.625% 4/15/41 5,685 7,328
Wal-Mart Stores Inc. 4.000% 4/11/43 4,168 4,409
Wal-Mart Stores Inc. 4.750% 10/2/43 3,775 4,454
Wal-Mart Stores Inc. 4.300% 4/22/44 3,275 3,658
Walgreen Co. 4.400% 9/15/42 1,775 1,659
Walgreens Boots Alliance Inc. 4.500% 11/18/34 1,700 1,652
Walgreens Boots Alliance Inc. 4.800% 11/18/44 5,025 4,993
Western Union Co. 6.200% 11/17/36 1,950 1,998
Western Union Co. 6.200% 6/21/40 325 317
 
Consumer Noncyclical (8.3%)        
Abbott Laboratories 6.150% 11/30/37 3,075 3,937
Abbott Laboratories 6.000% 4/1/39 1,225 1,552
Abbott Laboratories 5.300% 5/27/40 1,700 2,022
AbbVie Inc. 4.500% 5/14/35 8,549 8,882
AbbVie Inc. 4.400% 11/6/42 8,841 8,936

 

 

AbbVie Inc. 4.700% 5/14/45 9,220 9,811
Actavis Funding SCS 4.550% 3/15/35 8,715 8,967
Actavis Funding SCS 4.850% 6/15/44 5,575 5,921
Actavis Funding SCS 4.750% 3/15/45 8,325 8,783
Actavis Inc. 4.625% 10/1/42 4,575 4,734
Ahold Finance USA LLC 6.875% 5/1/29 1,575 1,999
3 Allina Health System 4.805% 11/15/45 850 939
Altria Group Inc. 9.950% 11/10/38 3,174 5,584
Altria Group Inc. 10.200% 2/6/39 2,546 4,603
Altria Group Inc. 4.250% 8/9/42 3,375 3,505
Altria Group Inc. 4.500% 5/2/43 4,120 4,429
Altria Group Inc. 5.375% 1/31/44 1,655 2,031
AmerisourceBergen Corp. 4.250% 3/1/45 1,720 1,653
Amgen Inc. 6.375% 6/1/37 3,925 4,884
Amgen Inc. 6.900% 6/1/38 2,460 3,203
Amgen Inc. 6.400% 2/1/39 3,500 4,378
Amgen Inc. 5.750% 3/15/40 2,919 3,436
Amgen Inc. 4.950% 10/1/41 3,010 3,247
Amgen Inc. 5.150% 11/15/41 8,321 9,177
Amgen Inc. 5.650% 6/15/42 3,318 3,901
Amgen Inc. 4.400% 5/1/45 4,695 4,795
Anheuser-Busch Cos. LLC 6.800% 8/20/32 1,675 2,168
Anheuser-Busch Cos. LLC 5.950% 1/15/33 650 784
Anheuser-Busch Cos. LLC 5.750% 4/1/36 1,575 1,881
Anheuser-Busch Cos. LLC 6.450% 9/1/37 650 831
Anheuser-Busch Cos. LLC 6.500% 2/1/43 140 180
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 20,640 22,334
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 4,190 4,121
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 3,575 3,878
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 37,375 41,859
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 5,125 7,769
Anheuser-Busch InBev Worldwide Inc. 8.000% 11/15/39 2,025 2,987
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 1,225 1,564
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 3,600 3,414
Archer-Daniels-Midland Co. 5.935% 10/1/32 1,540 1,899
Archer-Daniels-Midland Co. 5.375% 9/15/35 1,615 1,889
Archer-Daniels-Midland Co. 4.535% 3/26/42 2,160 2,360
Archer-Daniels-Midland Co. 4.016% 4/16/43 1,660 1,692
3 Ascension Health 4.847% 11/15/53 1,375 1,594
AstraZeneca plc 6.450% 9/15/37 8,750 11,573
AstraZeneca plc 4.000% 9/18/42 3,500 3,499
AstraZeneca plc 4.375% 11/16/45 3,225 3,433
4 Baxalta Inc. 5.250% 6/23/45 3,550 3,752
Becton Dickinson & Co. 6.000% 5/15/39 850 1,026
Becton Dickinson & Co. 5.000% 11/12/40 1,000 1,068
Becton Dickinson & Co. 4.875% 5/15/44 1,400 1,518
Becton Dickinson & Co. 4.685% 12/15/44 3,700 4,023
Biogen Inc. 5.200% 9/15/45 5,900 6,548
Boston Scientific Corp. 7.000% 11/15/35 1,175 1,430
Boston Scientific Corp. 7.375% 1/15/40 1,005 1,277
Bristol-Myers Squibb Co. 5.875% 11/15/36 1,307 1,677
Bristol-Myers Squibb Co. 6.125% 5/1/38 750 989
Bristol-Myers Squibb Co. 3.250% 8/1/42 3,040 2,854
Bristol-Myers Squibb Co. 4.500% 3/1/44 1,675 1,903
Bristol-Myers Squibb Co. 6.875% 8/1/97 900 1,356
Brown-Forman Corp. 3.750% 1/15/43 1,000 970
Brown-Forman Corp. 4.500% 7/15/45 1,650 1,806

 

 

Campbell Soup Co. 3.800% 8/2/42 1,100 1,015
Cardinal Health Inc. 4.600% 3/15/43 2,775 2,835
Cardinal Health Inc. 4.900% 9/15/45 1,250 1,325
3 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 2,525 2,486
Celgene Corp. 5.700% 10/15/40 1,000 1,169
Celgene Corp. 5.250% 8/15/43 6,200 6,926
Celgene Corp. 4.625% 5/15/44 3,925 4,015
Celgene Corp. 5.000% 8/15/45 1,000 1,081
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 1,250 1,295
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 1,415 1,496
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 2,375 2,712
Colgate-Palmolive Co. 4.000% 8/15/45 2,000 2,186
ConAgra Foods Inc. 7.125% 10/1/26 1,673 2,062
ConAgra Foods Inc. 7.000% 10/1/28 925 1,128
ConAgra Foods Inc. 8.250% 9/15/30 1,200 1,610
Covidien International Finance SA 6.550% 10/15/37 3,075 4,086
Delhaize America LLC 9.000% 4/15/31 400 535
Delhaize Group SA 5.700% 10/1/40 2,614 2,812
Diageo Capital plc 5.875% 9/30/36 1,825 2,248
Diageo Capital plc 3.875% 4/29/43 1,725 1,767
Diageo Investment Corp. 7.450% 4/15/35 1,350 1,881
Diageo Investment Corp. 4.250% 5/11/42 1,800 1,902
Dignity Health California GO 4.500% 11/1/42 1,050 1,051
Dignity Health California GO 5.267% 11/1/64 1,100 1,185
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 860 1,199
Dr Pepper Snapple Group Inc. 4.500% 11/15/45 800 839
Eli Lilly & Co. 5.550% 3/15/37 1,435 1,824
Eli Lilly & Co. 3.700% 3/1/45 6,925 7,035
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,025 1,295
Estee Lauder Cos. Inc. 3.700% 8/15/42 1,575 1,546
Estee Lauder Cos. Inc. 4.375% 6/15/45 1,000 1,089
Express Scripts Holding Co. 6.125% 11/15/41 2,527 2,840
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 2,325 2,258
Genentech Inc. 5.250% 7/15/35 300 374
General Mills Inc. 5.400% 6/15/40 1,675 2,013
General Mills Inc. 4.150% 2/15/43 1,775 1,815
Gilead Sciences Inc. 4.600% 9/1/35 1,775 1,922
Gilead Sciences Inc. 5.650% 12/1/41 3,145 3,811
Gilead Sciences Inc. 4.800% 4/1/44 6,380 7,005
Gilead Sciences Inc. 4.500% 2/1/45 6,500 6,867
Gilead Sciences Inc. 4.750% 3/1/46 8,100 8,823
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 1,450 1,719
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 9,569 12,881
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 1,400 1,503
Hasbro Inc. 6.350% 3/15/40 1,729 2,031
Hasbro Inc. 5.100% 5/15/44 1,025 1,039
Hershey Co. 7.200% 8/15/27 90 125
Ingredion Inc. 6.625% 4/15/37 1,025 1,261
JM Smucker Co. 4.250% 3/15/35 1,250 1,298
JM Smucker Co. 4.375% 3/15/45 2,900 3,034
Johnson & Johnson 6.950% 9/1/29 1,850 2,698
Johnson & Johnson 4.950% 5/15/33 2,125 2,571
Johnson & Johnson 4.375% 12/5/33 2,300 2,629
Johnson & Johnson 3.550% 3/1/36 4,700 4,891
Johnson & Johnson 5.950% 8/15/37 2,705 3,666
Johnson & Johnson 5.850% 7/15/38 2,115 2,887
Johnson & Johnson 4.500% 9/1/40 3,004 3,543

 

 

Johnson & Johnson 4.850% 5/15/41 1,000 1,216
Johnson & Johnson 4.500% 12/5/43 250 288
Johnson & Johnson 3.700% 3/1/46 7,200 7,560
Kaiser Foundation Hospitals 4.875% 4/1/42 2,841 3,195
Kellogg Co. 3.250% 4/1/26 2,500 2,562
Kellogg Co. 4.500% 4/1/46 2,500 2,553
Kimberly-Clark Corp. 6.625% 8/1/37 2,675 3,694
Kimberly-Clark Corp. 5.300% 3/1/41 1,220 1,510
Kimberly-Clark Corp. 3.700% 6/1/43 880 917
Koninklijke Philips NV 6.875% 3/11/38 2,805 3,324
Koninklijke Philips NV 5.000% 3/15/42 1,890 1,901
Kraft Foods Group Inc. 6.875% 1/26/39 2,850 3,659
Kraft Foods Group Inc. 6.500% 2/9/40 3,925 4,891
Kraft Foods Group Inc. 5.000% 6/4/42 5,515 5,998
4 Kraft Heinz Foods Co. 5.000% 7/15/35 4,480 4,949
4 Kraft Heinz Foods Co. 5.200% 7/15/45 4,840 5,421
Kroger Co. 7.700% 6/1/29 1,550 2,077
Kroger Co. 8.000% 9/15/29 775 1,056
Kroger Co. 7.500% 4/1/31 1,720 2,240
Kroger Co. 6.900% 4/15/38 1,550 2,037
Kroger Co. 5.400% 7/15/40 1,020 1,176
Kroger Co. 5.000% 4/15/42 900 1,022
Kroger Co. 5.150% 8/1/43 1,300 1,513
Laboratory Corp. of America Holdings 4.700% 2/1/45 2,700 2,695
Mattel Inc. 5.450% 11/1/41 1,750 1,821
3 Mayo Clinic 3.774% 11/15/43 900 899
3 Mayo Clinic 4.000% 11/15/47 1,200 1,225
3 Mayo Clinic 4.128% 11/15/52 1,050 1,086
McKesson Corp. 6.000% 3/1/41 2,790 3,314
McKesson Corp. 4.883% 3/15/44 1,225 1,307
Mead Johnson Nutrition Co. 5.900% 11/1/39 1,335 1,541
Mead Johnson Nutrition Co. 4.600% 6/1/44 1,500 1,531
Medtronic Inc. 4.375% 3/15/35 8,200 8,866
Medtronic Inc. 6.500% 3/15/39 1,350 1,792
Medtronic Inc. 5.550% 3/15/40 1,535 1,846
Medtronic Inc. 4.500% 3/15/42 1,950 2,129
Medtronic Inc. 4.000% 4/1/43 2,770 2,839
Medtronic Inc. 4.625% 3/15/44 3,161 3,519
Medtronic Inc. 4.625% 3/15/45 14,175 15,761
Memorial Sloan-Kettering Cancer Center 4.200% 7/1/55 1,250 1,274
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 975 1,138
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 1,400 1,404
Merck & Co. Inc. 6.500% 12/1/33 3,795 5,163
Merck & Co. Inc. 6.550% 9/15/37 3,505 4,764
Merck & Co. Inc. 3.600% 9/15/42 1,275 1,273
Merck & Co. Inc. 4.150% 5/18/43 5,084 5,537
Merck & Co. Inc. 3.700% 2/10/45 5,885 5,989
Merck Sharp & Dohme Corp. 5.950% 12/1/28 1,300 1,677
Molson Coors Brewing Co. 5.000% 5/1/42 3,675 3,850
Mondelez International Inc. 6.500% 11/1/31 2,525 3,144
Mondelez International Inc. 6.500% 2/9/40 2,089 2,649
Mylan Inc. 5.400% 11/29/43 1,240 1,236
New York & Presbyterian Hospital 4.024% 8/1/45 2,100 2,108
Newell Brands Inc. 4.200% 4/1/26 6,700 7,023
Newell Brands Inc. 5.375% 4/1/36 2,000 2,146

 

 

Newell Brands Inc. 5.500% 4/1/46 5,875 6,376
Novant Health Inc. 4.371% 11/1/43 975 984
Novartis Capital Corp. 3.700% 9/21/42 1,275 1,290
Novartis Capital Corp. 4.400% 5/6/44 6,875 7,867
Novartis Capital Corp. 4.000% 11/20/45 3,700 3,981
NYU Hospitals Center 4.784% 7/1/44 1,150 1,246
Partners Healthcare System Inc. 4.117% 7/1/55 1,000 974
PepsiCo Inc. 5.500% 1/15/40 3,375 4,134
PepsiCo Inc. 4.875% 11/1/40 3,740 4,299
PepsiCo Inc. 4.000% 3/5/42 2,970 3,052
PepsiCo Inc. 3.600% 8/13/42 1,625 1,592
PepsiCo Inc. 4.250% 10/22/44 2,833 3,022
PepsiCo Inc. 4.600% 7/17/45 2,349 2,661
PepsiCo Inc. 4.450% 4/14/46 2,900 3,224
Perrigo Co. plc 5.300% 11/15/43 1,600 1,586
Perrigo Finance plc 4.900% 12/15/44 1,750 1,647
Pfizer Inc. 7.200% 3/15/39 7,360 10,773
Pfizer Inc. 4.300% 6/15/43 2,550 2,806
Pfizer Inc. 4.400% 5/15/44 1,850 2,096
Pharmacia Corp. 6.600% 12/1/28 2,950 3,990
Philip Morris International Inc. 6.375% 5/16/38 4,290 5,722
Philip Morris International Inc. 4.375% 11/15/41 2,450 2,600
Philip Morris International Inc. 4.500% 3/20/42 4,728 5,059
Philip Morris International Inc. 3.875% 8/21/42 3,675 3,623
Philip Morris International Inc. 4.125% 3/4/43 3,000 3,106
Philip Morris International Inc. 4.875% 11/15/43 2,685 3,075
Procter & Gamble Co. 5.500% 2/1/34 1,500 1,900
Procter & Gamble Co. 5.800% 8/15/34 650 849
Procter & Gamble Co. 5.550% 3/5/37 5,945 7,867
Quest Diagnostics Inc. 5.750% 1/30/40 300 320
Quest Diagnostics Inc. 4.700% 3/30/45 1,175 1,139
Reynolds American Inc. 5.700% 8/15/35 2,808 3,288
Reynolds American Inc. 7.250% 6/15/37 2,125 2,758
Reynolds American Inc. 6.150% 9/15/43 2,050 2,524
Reynolds American Inc. 5.850% 8/15/45 7,475 9,094
Southern Baptist Hospital of Florida Inc. 4.857% 7/15/45 600 669
St. Jude Medical Inc. 4.750% 4/15/43 2,400 2,547
Stryker Corp. 4.100% 4/1/43 2,325 2,284
Stryker Corp. 4.375% 5/15/44 475 487
Stryker Corp. 4.625% 3/15/46 3,350 3,567
Sysco Corp. 3.300% 7/15/26 2,500 2,537
Sysco Corp. 5.375% 9/21/35 2,550 2,923
Sysco Corp. 4.850% 10/1/45 1,250 1,346
Sysco Corp. 4.500% 4/1/46 1,500 1,530
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 2,306 2,730
3 Texas Health Resources 4.330% 11/15/55 1,000 1,028
The Pepsi Bottling Group Inc. 7.000% 3/1/29 3,925 5,456
Thermo Fisher Scientific Inc. 5.300% 2/1/44 1,175 1,309
Trinity Health Corp. 4.125% 12/1/45 650 655
Tyson Foods Inc. 4.875% 8/15/34 1,900 2,037
Tyson Foods Inc. 5.150% 8/15/44 2,223 2,491
Unilever Capital Corp. 5.900% 11/15/32 4,433 5,931
Whirlpool Corp. 5.150% 3/1/43 950 974
Wyeth LLC 6.500% 2/1/34 2,485 3,290
Wyeth LLC 6.000% 2/15/36 510 651
Wyeth LLC 5.950% 4/1/37 6,935 8,912
Zimmer Biomet Holdings Inc. 4.250% 8/15/35 2,200 2,151

 

 

Zimmer Biomet Holdings Inc. 5.750% 11/30/39 2,000 2,301
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 4,400 4,314
Zoetis Inc. 4.700% 2/1/43 3,770 3,545
 
Energy (4.9%)        
Anadarko Finance Co. 7.500% 5/1/31 3,185 3,353
Anadarko Petroleum Corp. 6.450% 9/15/36 5,975 5,960
Anadarko Petroleum Corp. 7.950% 6/15/39 1,250 1,361
Anadarko Petroleum Corp. 6.200% 3/15/40 2,470 2,377
Anadarko Petroleum Corp. 4.500% 7/15/44 2,125 1,662
Anadarko Petroleum Corp. 6.600% 3/15/46 3,600 3,675
Apache Corp. 6.000% 1/15/37 3,906 3,887
Apache Corp. 5.100% 9/1/40 5,250 4,747
Apache Corp. 5.250% 2/1/42 2,575 2,367
Apache Corp. 4.750% 4/15/43 5,615 5,091
Apache Finance Canada Corp. 7.750% 12/15/29 1,150 1,364
Baker Hughes Inc. 6.875% 1/15/29 1,200 1,438
Baker Hughes Inc. 5.125% 9/15/40 4,065 4,073
Buckeye Partners LP 5.850% 11/15/43 1,850 1,620
Buckeye Partners LP 5.600% 10/15/44 1,025 870
Burlington Resources Finance Co. 7.200% 8/15/31 1,050 1,171
Burlington Resources Finance Co. 7.400% 12/1/31 2,175 2,397
Cameron International Corp. 7.000% 7/15/38 375 470
Cameron International Corp. 5.950% 6/1/41 650 737
Cameron International Corp. 5.125% 12/15/43 1,850 1,927
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,775 1,723
Canadian Natural Resources Ltd. 6.450% 6/30/33 875 825
Canadian Natural Resources Ltd. 5.850% 2/1/35 1,162 1,005
Canadian Natural Resources Ltd. 6.500% 2/15/37 2,090 1,939
Canadian Natural Resources Ltd. 6.250% 3/15/38 2,490 2,264
Canadian Natural Resources Ltd. 6.750% 2/1/39 1,650 1,504
4 Columbia Pipeline Group Inc. 5.800% 6/1/45 1,700 1,728
Conoco Funding Co. 7.250% 10/15/31 1,945 2,161
ConocoPhillips 5.900% 10/15/32 2,850 2,922
ConocoPhillips 5.900% 5/15/38 2,025 2,073
ConocoPhillips 6.500% 2/1/39 6,975 7,720
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 1,100 1,125
ConocoPhillips Co. 4.150% 11/15/34 2,675 2,354
ConocoPhillips Co. 4.300% 11/15/44 550 473
ConocoPhillips Co. 5.950% 3/15/46 3,000 3,224
ConocoPhillips Holding Co. 6.950% 4/15/29 6,658 7,514
Devon Energy Corp. 7.950% 4/15/32 4,010 4,097
Devon Energy Corp. 5.600% 7/15/41 4,435 3,506
Devon Energy Corp. 4.750% 5/15/42 2,490 1,838
Devon Financing Co. LLC 7.875% 9/30/31 4,990 4,913
Dominion Gas Holdings LLC 4.800% 11/1/43 1,100 1,108
Dominion Gas Holdings LLC 4.600% 12/15/44 2,450 2,407
El Paso Natural Gas Co. LLC 8.375% 6/15/32 1,182 1,238
Enable Midstream Partners LP 5.000% 5/15/44 1,725 1,216
Enbridge Energy Partners LP 7.500% 4/15/38 2,170 2,149
Enbridge Energy Partners LP 5.500% 9/15/40 2,425 1,975
Enbridge Energy Partners LP 7.375% 10/15/45 750 758
Enbridge Inc. 4.500% 6/10/44 1,500 1,147
Encana Corp. 6.625% 8/15/37 3,000 2,535
Encana Corp. 6.500% 2/1/38 4,400 3,718
Energy Transfer Partners LP 8.250% 11/15/29 1,250 1,382
Energy Transfer Partners LP 4.900% 3/15/35 2,450 1,923

 

 

Energy Transfer Partners LP 6.625% 10/15/36 1,500 1,369
Energy Transfer Partners LP 7.500% 7/1/38 2,075 2,028
Energy Transfer Partners LP 6.050% 6/1/41 2,400 2,064
Energy Transfer Partners LP 6.500% 2/1/42 3,280 2,955
Energy Transfer Partners LP 5.150% 2/1/43 1,424 1,112
Energy Transfer Partners LP 5.950% 10/1/43 500 430
Energy Transfer Partners LP 5.150% 3/15/45 3,000 2,352
Energy Transfer Partners LP 6.125% 12/15/45 4,550 4,069
Eni USA Inc. 7.300% 11/15/27 600 693
EnLink Midstream Partners LP 5.600% 4/1/44 1,075 742
EnLink Midstream Partners LP 5.050% 4/1/45 500 332
Enterprise Products Operating LLC 6.875% 3/1/33 2,520 2,820
Enterprise Products Operating LLC 6.650% 10/15/34 1,220 1,335
Enterprise Products Operating LLC 5.750% 3/1/35 1,205 1,210
Enterprise Products Operating LLC 7.550% 4/15/38 1,225 1,448
Enterprise Products Operating LLC 6.125% 10/15/39 1,650 1,738
Enterprise Products Operating LLC 6.450% 9/1/40 1,275 1,372
Enterprise Products Operating LLC 5.950% 2/1/41 2,350 2,408
Enterprise Products Operating LLC 5.700% 2/15/42 1,725 1,746
Enterprise Products Operating LLC 4.850% 8/15/42 3,460 3,189
Enterprise Products Operating LLC 4.450% 2/15/43 4,480 3,996
Enterprise Products Operating LLC 4.850% 3/15/44 5,500 5,163
Enterprise Products Operating LLC 5.100% 2/15/45 4,400 4,263
Enterprise Products Operating LLC 4.900% 5/15/46 2,775 2,661
Enterprise Products Operating LLC 4.950% 10/15/54 1,150 1,014
EOG Resources Inc. 3.900% 4/1/35 2,082 1,931
Exxon Mobil Corp. 3.567% 3/6/45 3,600 3,515
Exxon Mobil Corp. 4.114% 3/1/46 8,600 9,062
Halliburton Co. 4.850% 11/15/35 6,300 6,299
Halliburton Co. 6.700% 9/15/38 4,125 4,963
Halliburton Co. 7.450% 9/15/39 275 351
Halliburton Co. 4.500% 11/15/41 2,080 1,891
Halliburton Co. 4.750% 8/1/43 1,900 1,776
Halliburton Co. 5.000% 11/15/45 5,700 5,553
Hess Corp. 7.875% 10/1/29 2,750 2,988
Hess Corp. 7.300% 8/15/31 1,895 2,016
Hess Corp. 7.125% 3/15/33 1,375 1,382
Hess Corp. 6.000% 1/15/40 2,740 2,495
Hess Corp. 5.600% 2/15/41 4,425 3,916
Husky Energy Inc. 6.800% 9/15/37 1,350 1,259
Kerr-McGee Corp. 7.875% 9/15/31 1,000 1,094
Kinder Morgan Energy Partners LP 7.400% 3/15/31 500 514
Kinder Morgan Energy Partners LP 7.750% 3/15/32 500 523
Kinder Morgan Energy Partners LP 7.300% 8/15/33 1,600 1,630
Kinder Morgan Energy Partners LP 5.800% 3/15/35 2,575 2,325
Kinder Morgan Energy Partners LP 6.500% 2/1/37 1,950 1,852
Kinder Morgan Energy Partners LP 6.950% 1/15/38 3,979 3,982
Kinder Morgan Energy Partners LP 6.500% 9/1/39 3,375 3,196
Kinder Morgan Energy Partners LP 6.550% 9/15/40 375 353
Kinder Morgan Energy Partners LP 7.500% 11/15/40 1,500 1,553
Kinder Morgan Energy Partners LP 6.375% 3/1/41 1,750 1,659
Kinder Morgan Energy Partners LP 5.625% 9/1/41 1,929 1,675
Kinder Morgan Energy Partners LP 5.000% 8/15/42 1,675 1,396
Kinder Morgan Energy Partners LP 4.700% 11/1/42 1,650 1,301
Kinder Morgan Energy Partners LP 5.000% 3/1/43 1,000 826
Kinder Morgan Energy Partners LP 5.500% 3/1/44 3,000 2,654
Kinder Morgan Energy Partners LP 5.400% 9/1/44 1,600 1,386

 

 

Kinder Morgan Inc. 7.750% 1/15/32 4,674 4,854
Kinder Morgan Inc. 5.300% 12/1/34 4,050 3,505
Kinder Morgan Inc. 5.550% 6/1/45 5,850 5,224
Magellan Midstream Partners LP 6.400% 5/1/37 475 512
Magellan Midstream Partners LP 4.200% 12/1/42 1,150 941
Magellan Midstream Partners LP 5.150% 10/15/43 2,075 1,939
Magellan Midstream Partners LP 4.200% 3/15/45 600 509
Marathon Oil Corp. 6.800% 3/15/32 1,600 1,384
Marathon Oil Corp. 6.600% 10/1/37 3,175 2,611
Marathon Oil Corp. 5.200% 6/1/45 1,650 1,151
Marathon Petroleum Corp. 6.500% 3/1/41 3,575 3,548
Marathon Petroleum Corp. 4.750% 9/15/44 1,850 1,491
Marathon Petroleum Corp. 5.850% 12/15/45 1,000 900
Marathon Petroleum Corp. 5.000% 9/15/54 3,200 2,502
National Oilwell Varco Inc. 3.950% 12/1/42 3,625 2,578
Noble Energy Inc. 8.000% 4/1/27 1,075 1,150
Noble Energy Inc. 6.000% 3/1/41 3,245 3,004
Noble Energy Inc. 5.250% 11/15/43 3,565 3,077
Noble Energy Inc. 5.050% 11/15/44 1,900 1,634
Occidental Petroleum Corp. 3.400% 4/15/26 5,000 5,042
Occidental Petroleum Corp. 4.625% 6/15/45 2,500 2,604
Occidental Petroleum Corp. 4.400% 4/15/46 3,000 3,009
ONEOK Partners LP 6.650% 10/1/36 2,725 2,535
ONEOK Partners LP 6.850% 10/15/37 650 613
ONEOK Partners LP 6.125% 2/1/41 2,725 2,502
ONEOK Partners LP 6.200% 9/15/43 1,450 1,321
Petro-Canada 7.875% 6/15/26 625 738
Petro-Canada 7.000% 11/15/28 1,425 1,626
Petro-Canada 5.350% 7/15/33 1,450 1,376
Petro-Canada 5.950% 5/15/35 2,480 2,516
Petro-Canada 6.800% 5/15/38 3,875 4,216
Phillips 66 4.650% 11/15/34 3,400 3,370
Phillips 66 5.875% 5/1/42 5,476 5,950
Phillips 66 4.875% 11/15/44 4,529 4,538
Phillips 66 Partners LP 4.680% 2/15/45 1,000 830
Pioneer Natural Resources Co. 7.200% 1/15/28 800 867
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 845 799
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 1,950 1,833
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 2,761 2,176
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 2,900 2,106
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 2,875 2,147
Shell International Finance BV 4.125% 5/11/35 6,000 6,163
Shell International Finance BV 6.375% 12/15/38 9,200 11,246
Shell International Finance BV 5.500% 3/25/40 2,725 3,087
Shell International Finance BV 3.625% 8/21/42 1,900 1,707
Shell International Finance BV 4.550% 8/12/43 3,650 3,801
Shell International Finance BV 4.375% 5/11/45 10,114 10,153
Southern Natural Gas Co. LLC 8.000% 3/1/32 858 907
Spectra Energy Capital LLC 6.750% 2/15/32 905 874
Spectra Energy Partners LP 5.950% 9/25/43 1,450 1,529
Spectra Energy Partners LP 4.500% 3/15/45 1,825 1,620
Suncor Energy Inc. 7.150% 2/1/32 800 891

 

 

Suncor Energy Inc. 5.950% 12/1/34 855 882
Suncor Energy Inc. 6.500% 6/15/38 3,540 3,809
Suncor Energy Inc. 6.850% 6/1/39 2,575 2,839
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 850 803
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 1,000 881
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 900 708
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 3,250 2,674
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 2,150 1,797
Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 1,830 1,914
Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 1,400 1,473
Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 960 998
Texas Eastern Transmission LP 7.000% 7/15/32 1,875 2,129
Tosco Corp. 7.800% 1/1/27 155 185
Tosco Corp. 8.125% 2/15/30 2,700 3,269
TransCanada PipeLines Ltd. 4.625% 3/1/34 2,200 2,110
TransCanada PipeLines Ltd. 5.600% 3/31/34 1,525 1,539
TransCanada PipeLines Ltd. 5.850% 3/15/36 3,150 3,274
TransCanada PipeLines Ltd. 6.200% 10/15/37 2,400 2,529
TransCanada PipeLines Ltd. 7.250% 8/15/38 2,945 3,355
TransCanada PipeLines Ltd. 7.625% 1/15/39 1,665 2,003
TransCanada PipeLines Ltd. 6.100% 6/1/40 3,425 3,726
TransCanada PipeLines Ltd. 5.000% 10/16/43 3,150 3,099
Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 1,625 1,393
Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 1,075 826
Valero Energy Corp. 7.500% 4/15/32 1,841 2,100
Valero Energy Corp. 6.625% 6/15/37 5,639 6,143
Valero Energy Corp. 10.500% 3/15/39 250 343
Valero Energy Corp. 4.900% 3/15/45 2,200 1,963
Western Gas Partners LP 5.450% 4/1/44 1,250 989
Williams Partners LP 6.300% 4/15/40 2,500 2,075
Williams Partners LP 5.800% 11/15/43 2,325 1,813
Williams Partners LP 5.400% 3/4/44 1,700 1,266
Williams Partners LP 4.900% 1/15/45 1,625 1,166
Williams Partners LP 5.100% 9/15/45 4,800 3,450
XTO Energy Inc. 6.750% 8/1/37 440 623
 
Other Industrial (0.2%)        
California Institute of Technology GO 4.321% 8/1/45 1,000 1,116
California Institute of Technology GO 4.700% 11/1/11 1,675 1,729
3 Johns Hopkins University Maryland GO 4.083% 7/1/53 1,475 1,561
3 Massachusetts Institute of Technology GO 3.959% 7/1/38 1,050 1,150
Massachusetts Institute of Technology GO 5.600% 7/1/11 3,075 3,934
Massachusetts Institute of Technology GO 4.678% 7/1/14 2,075 2,264
3 Northwestern University Illinois GO 3.688% 12/1/38 1,250 1,310
3 Northwestern University Illinois GO 4.643% 12/1/44 1,850 2,248
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 900 924
3 Rice University Texas GO 3.774% 5/15/55 150 155
3 University of Notre Dame DU LAC Indiana GO 3.438% 2/15/45 1,400 1,394
University of Pennsylvania GO 4.674% 9/1/12 1,400 1,506
 
Technology (2.6%)        
Analog Devices Inc. 5.300% 12/15/45 1,000 1,121
Apple Inc. 3.850% 5/4/43 10,010 9,729
Apple Inc. 4.450% 5/6/44 4,075 4,304
Apple Inc. 3.450% 2/9/45 5,200 4,695
Apple Inc. 4.375% 5/13/45 6,525 6,827

 

 

Apple Inc. 4.650% 2/23/46 19,200 20,970
Applied Materials Inc. 5.100% 10/1/35 1,750 1,902
Applied Materials Inc. 5.850% 6/15/41 2,205 2,606
AVNET Inc. 4.625% 4/15/26 1,850 1,868
Cisco Systems Inc. 5.900% 2/15/39 4,950 6,376
Cisco Systems Inc. 5.500% 1/15/40 6,760 8,412
Corning Inc. 7.250% 8/15/36 600 674
Corning Inc. 4.700% 3/15/37 2,825 2,766
Corning Inc. 5.750% 8/15/40 1,450 1,602
Equifax Inc. 7.000% 7/1/37 750 873
4 Hewlett Packard Enterprise Co. 6.200% 10/15/35 1,700 1,670
4 Hewlett Packard Enterprise Co. 6.350% 10/15/45 8,550 8,425
HP Enterprise Services LLC 7.450% 10/15/29 875 1,005
HP Inc. 6.000% 9/15/41 1,585 1,430
Intel Corp. 4.000% 12/15/32 3,130 3,269
Intel Corp. 4.800% 10/1/41 5,145 5,736
Intel Corp. 4.250% 12/15/42 3,020 3,127
Intel Corp. 4.900% 7/29/45 6,395 7,179
International Business Machines Corp. 6.500% 1/15/28 1,725 2,300
International Business Machines Corp. 5.875% 11/29/32 2,750 3,488
International Business Machines Corp. 5.600% 11/30/39 3,228 3,984
International Business Machines Corp. 4.000% 6/20/42 4,969 5,041
International Business Machines Corp. 4.700% 2/19/46 2,000 2,205
Juniper Networks Inc. 5.950% 3/15/41 1,350 1,231
Microsoft Corp. 3.500% 2/12/35 5,000 4,871
Microsoft Corp. 4.200% 11/3/35 5,400 5,773
Microsoft Corp. 5.200% 6/1/39 3,355 4,027
Microsoft Corp. 4.500% 10/1/40 2,965 3,248
Microsoft Corp. 5.300% 2/8/41 3,175 3,843
Microsoft Corp. 3.500% 11/15/42 2,825 2,692
Microsoft Corp. 3.750% 5/1/43 185 185
Microsoft Corp. 4.875% 12/15/43 1,900 2,204
Microsoft Corp. 3.750% 2/12/45 5,325 5,305
Microsoft Corp. 4.450% 11/3/45 9,650 10,628
Microsoft Corp. 4.000% 2/12/55 8,750 8,562
Microsoft Corp. 4.750% 11/3/55 3,500 3,876
Motorola Solutions Inc. 5.500% 9/1/44 1,225 956
Oracle Corp. 3.250% 5/15/30 2,000 2,013
Oracle Corp. 4.300% 7/8/34 7,455 7,840
Oracle Corp. 3.900% 5/15/35 4,325 4,313
Oracle Corp. 6.500% 4/15/38 4,190 5,565
Oracle Corp. 6.125% 7/8/39 4,225 5,454
Oracle Corp. 5.375% 7/15/40 8,664 10,291
Oracle Corp. 4.500% 7/8/44 3,875 4,112
Oracle Corp. 4.125% 5/15/45 2,450 2,506
Oracle Corp. 4.375% 5/15/55 2,700 2,702
QUALCOMM Inc. 4.650% 5/20/35 2,475 2,567
QUALCOMM Inc. 4.800% 5/20/45 5,475 5,406
4 Seagate HDD Cayman 4.875% 6/1/27 2,000 1,510
Seagate HDD Cayman 5.750% 12/1/34 1,550 1,100
Total System Services Inc. 4.800% 4/1/26 2,000 2,057
Tyco Electronics Group SA 7.125% 10/1/37 2,250 2,917
Verisk Analytics Inc. 5.500% 6/15/45 1,275 1,246
Xerox Corp. 6.750% 12/15/39 1,175 1,053

 

 

Transportation (1.9%)        
3 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 2,284 2,301
3 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 3,126 3,079
3 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 1,805 1,856
3 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 925 957
3 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 2,000 2,052
Burlington Northern Santa Fe LLC 7.950% 8/15/30 905 1,306
Burlington Northern Santa Fe LLC 6.200% 8/15/36 2,160 2,747
Burlington Northern Santa Fe LLC 6.150% 5/1/37 1,670 2,111
Burlington Northern Santa Fe LLC 5.750% 5/1/40 2,275 2,809
Burlington Northern Santa Fe LLC 5.050% 3/1/41 1,425 1,618
Burlington Northern Santa Fe LLC 5.400% 6/1/41 2,230 2,639
Burlington Northern Santa Fe LLC 4.950% 9/15/41 525 582
Burlington Northern Santa Fe LLC 4.400% 3/15/42 2,060 2,181
Burlington Northern Santa Fe LLC 4.375% 9/1/42 2,830 2,973
Burlington Northern Santa Fe LLC 4.450% 3/15/43 2,050 2,183
Burlington Northern Santa Fe LLC 5.150% 9/1/43 2,250 2,620
Burlington Northern Santa Fe LLC 4.900% 4/1/44 2,350 2,674
Burlington Northern Santa Fe LLC 4.550% 9/1/44 2,845 3,078
Burlington Northern Santa Fe LLC 4.150% 4/1/45 3,365 3,439
Burlington Northern Santa Fe LLC 4.700% 9/1/45 3,475 3,867
Canadian National Railway Co. 6.900% 7/15/28 1,950 2,711
Canadian National Railway Co. 6.250% 8/1/34 2,420 3,197
Canadian National Railway Co. 6.200% 6/1/36 2,292 3,038
Canadian National Railway Co. 6.375% 11/15/37 490 652
Canadian National Railway Co. 3.500% 11/15/42 1,000 971
Canadian Pacific Railway Co. 7.125% 10/15/31 1,115 1,435
Canadian Pacific Railway Co. 5.750% 3/15/33 765 863
Canadian Pacific Railway Co. 4.800% 9/15/35 1,025 1,051
Canadian Pacific Railway Co. 5.950% 5/15/37 1,710 1,981
Canadian Pacific Railway Co. 4.800% 8/1/45 1,720 1,775
Canadian Pacific Railway Co. 6.125% 9/15/15 2,950 3,191
Canadian Pacific Railway Ltd. 5.750% 1/15/42 900 1,036
CSX Corp. 6.000% 10/1/36 1,095 1,311
CSX Corp. 6.150% 5/1/37 2,080 2,560
CSX Corp. 6.220% 4/30/40 2,475 3,050
CSX Corp. 5.500% 4/15/41 1,810 2,071
CSX Corp. 4.750% 5/30/42 1,950 2,049
CSX Corp. 4.400% 3/1/43 1,150 1,130
CSX Corp. 4.100% 3/15/44 2,400 2,364
CSX Corp. 3.950% 5/1/50 2,325 2,129
CSX Corp. 4.500% 8/1/54 1,665 1,594
3 Delta Air Lines 2015-1 Class AA Pass        
Through Trust 3.625% 7/30/27 1,005 1,037
FedEx Corp. 3.250% 4/1/26 1,500 1,539
FedEx Corp. 4.900% 1/15/34 1,625 1,760
FedEx Corp. 3.900% 2/1/35 2,020 1,944
FedEx Corp. 3.875% 8/1/42 1,940 1,807
FedEx Corp. 4.100% 4/15/43 1,700 1,619
FedEx Corp. 5.100% 1/15/44 1,940 2,159
FedEx Corp. 4.100% 2/1/45 1,070 1,019
FedEx Corp. 4.750% 11/15/45 3,075 3,257

 

 

  FedEx Corp. 4.550% 4/1/46 4,750 4,875
  FedEx Corp. 4.500% 2/1/65 785 732
4 Kansas City Southern 4.300% 5/15/43 1,450 1,349
4 Kansas City Southern 4.950% 8/15/45 1,730 1,767
3,4 Latam Airlines 2015-1 Pass Through Trust A 4.200% 11/15/27 2,675 2,327
  Norfolk Southern Corp. 7.800% 5/15/27 2,117 2,890
  Norfolk Southern Corp. 7.250% 2/15/31 660 885
  Norfolk Southern Corp. 7.050% 5/1/37 845 1,090
  Norfolk Southern Corp. 4.837% 10/1/41 1,873 2,040
  Norfolk Southern Corp. 3.950% 10/1/42 1,635 1,570
  Norfolk Southern Corp. 4.800% 8/15/43 1,304 1,401
  Norfolk Southern Corp. 4.450% 6/15/45 3,660 3,775
  Norfolk Southern Corp. 4.650% 1/15/46 1,400 1,489
  Norfolk Southern Corp. 7.900% 5/15/97 325 464
  Norfolk Southern Corp. 6.000% 3/15/05 1,930 2,158
  Norfolk Southern Corp. 6.000% 5/23/11 1,880 2,091
3 Spirit Airlines Class A Pass Through        
  Certificates Series 2015-1 4.100% 10/1/29 1,715 1,719
  Union Pacific Corp. 2.750% 3/1/26 150 152
  Union Pacific Corp. 6.625% 2/1/29 2,055 2,782
  Union Pacific Corp. 3.375% 2/1/35 625 602
  Union Pacific Corp. 4.750% 9/15/41 2,300 2,561
  Union Pacific Corp. 4.300% 6/15/42 80 84
  Union Pacific Corp. 4.250% 4/15/43 1,050 1,093
  Union Pacific Corp. 4.750% 12/15/43 2,040 2,291
  Union Pacific Corp. 4.821% 2/1/44 2,110 2,391
  Union Pacific Corp. 4.850% 6/15/44 1,065 1,213
  Union Pacific Corp. 4.150% 1/15/45 400 413
  Union Pacific Corp. 4.050% 11/15/45 1,200 1,229
  Union Pacific Corp. 4.050% 3/1/46 4,000 4,119
  Union Pacific Corp. 3.875% 2/1/55 1,910 1,798
  Union Pacific Corp. 4.375% 11/15/65 2,350 2,324
3 Union Pacific Railroad Co. 2007-3 Pass        
  Through Trust 6.176% 1/2/31 717 852
3 United Airlines 2014-1 Class A Pass Through        
  Trust 4.000% 10/11/27 3,081 3,177
3 United Airlines 2014-2 Class A Pass Through        
  Trust 3.750% 3/3/28 2,583 2,621
3 United Airlines 2015-1 Class AA Pass        
  Through Trust 3.450% 12/1/27 2,000 2,025
  United Parcel Service Inc. 6.200% 1/15/38 4,860 6,647
  United Parcel Service Inc. 4.875% 11/15/40 1,355 1,620
  United Parcel Service Inc. 3.625% 10/1/42 2,510 2,507
  United Parcel Service of America Inc. 8.375% 4/1/30 500 719
          3,230,313
Utilities (6.3%)        
  Electric (5.8%)        
  AEP Texas Central Co. 6.650% 2/15/33 1,952 2,484
  Alabama Power Co. 6.125% 5/15/38 1,460 1,872
  Alabama Power Co. 6.000% 3/1/39 1,490 1,874
  Alabama Power Co. 5.500% 3/15/41 1,125 1,379
  Alabama Power Co. 5.200% 6/1/41 1,365 1,606
  Alabama Power Co. 4.100% 1/15/42 755 772
  Alabama Power Co. 3.850% 12/1/42 1,100 1,089
  Alabama Power Co. 4.150% 8/15/44 1,975 2,059
  Alabama Power Co. 3.750% 3/1/45 1,470 1,442
  Alabama Power Co. 4.300% 1/2/46 1,400 1,495

 

 

Ameren Illinois Co. 4.800% 12/15/43 1,638 1,895
Ameren Illinois Co. 4.300% 7/1/44 743 807
Ameren Illinois Co. 4.150% 3/15/46 1,150 1,228
Appalachian Power Co 4.400% 5/15/44 740 742
Appalachian Power Co. 5.800% 10/1/35 1,105 1,293
Appalachian Power Co. 6.375% 4/1/36 1,505 1,788
Appalachian Power Co. 6.700% 8/15/37 740 897
Appalachian Power Co. 7.000% 4/1/38 1,543 1,993
Appalachian Power Co. 4.450% 6/1/45 1,100 1,134
Arizona Public Service Co. 5.500% 9/1/35 485 584
Arizona Public Service Co. 5.050% 9/1/41 1,005 1,170
Arizona Public Service Co. 4.500% 4/1/42 1,930 2,128
Arizona Public Service Co. 4.700% 1/15/44 1,255 1,419
Arizona Public Service Co. 4.350% 11/15/45 550 599
Baltimore Gas & Electric Co. 6.350% 10/1/36 1,651 2,173
Berkshire Hathaway Energy Co. 8.480% 9/15/28 1,025 1,524
Berkshire Hathaway Energy Co. 6.125% 4/1/36 5,360 6,621
Berkshire Hathaway Energy Co. 5.950% 5/15/37 3,125 3,796
Berkshire Hathaway Energy Co. 6.500% 9/15/37 4,580 5,974
Berkshire Hathaway Energy Co. 5.150% 11/15/43 875 1,015
Berkshire Hathaway Energy Co. 4.500% 2/1/45 306 327
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 1,105 1,557
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 2,475 2,384
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 1,175 1,294
Cleco Power LLC 6.500% 12/1/35 575 662
Cleco Power LLC 6.000% 12/1/40 1,290 1,446
Cleveland Electric Illuminating Co. 5.950% 12/15/36 730 798
CMS Energy Corp. 4.700% 3/31/43 935 973
CMS Energy Corp. 4.875% 3/1/44 805 858
Commonwealth Edison Co. 5.900% 3/15/36 2,235 2,793
Commonwealth Edison Co. 6.450% 1/15/38 1,230 1,650
Commonwealth Edison Co. 3.800% 10/1/42 1,100 1,100
Commonwealth Edison Co. 4.600% 8/15/43 1,990 2,215
Commonwealth Edison Co. 4.700% 1/15/44 1,200 1,364
Commonwealth Edison Co. 3.700% 3/1/45 1,885 1,855
Commonwealth Edison Co. 4.350% 11/15/45 1,625 1,780
Connecticut Light & Power Co. 6.350% 6/1/36 1,250 1,623
Connecticut Light & Power Co. 4.300% 4/15/44 1,015 1,100
Connecticut Light & Power Co. 4.150% 6/1/45 50 53
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 2,445 2,885
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 2,270 2,843
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 370 468
Consolidated Edison Co. of New York Inc. 5.700% 12/1/36 1,815 2,197
Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 870 1,117
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 2,125 2,913
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 790 952
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 1,970 2,457
Consolidated Edison Co. of New York Inc. 4.200% 3/15/42 675 700
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 3,300 3,278
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 2,450 2,651
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 725 789
Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 2,835 3,069
Consumers Energy Co. 3.950% 5/15/43 1,805 1,866
Consumers Energy Co. 4.100% 11/15/45 925 977
Consumers Energy Co. 4.350% 8/31/64 820 847
Delmarva Power & Light Co. 4.000% 6/1/42 1,610 1,625
Dominion Resources Inc. 6.300% 3/15/33 2,460 2,881

 

 

Dominion Resources Inc. 5.950% 6/15/35 1,890 2,184
Dominion Resources Inc. 4.900% 8/1/41 1,725 1,760
Dominion Resources Inc. 4.050% 9/15/42 995 917
Dominion Resources Inc. 4.700% 12/1/44 2,920 2,928
DTE Electric Co. 5.700% 10/1/37 1,060 1,321
DTE Electric Co. 3.950% 6/15/42 885 913
DTE Electric Co. 4.000% 4/1/43 1,025 1,065
DTE Electric Co. 4.300% 7/1/44 1,420 1,547
DTE Electric Co. 3.700% 3/15/45 1,915 1,891
DTE Energy Co. 6.375% 4/15/33 2,180 2,689
Duke Energy Carolinas LLC 6.000% 12/1/28 925 1,156
Duke Energy Carolinas LLC 6.450% 10/15/32 1,225 1,587
Duke Energy Carolinas LLC 6.100% 6/1/37 1,405 1,797
Duke Energy Carolinas LLC 6.000% 1/15/38 2,025 2,606
Duke Energy Carolinas LLC 6.050% 4/15/38 2,075 2,690
Duke Energy Carolinas LLC 5.300% 2/15/40 2,190 2,698
Duke Energy Carolinas LLC 4.250% 12/15/41 2,420 2,589
Duke Energy Carolinas LLC 4.000% 9/30/42 1,700 1,759
Duke Energy Carolinas LLC 3.750% 6/1/45 2,010 1,995
Duke Energy Corp. 4.800% 12/15/45 2,175 2,314
Duke Energy Florida LLC 6.350% 9/15/37 1,390 1,867
Duke Energy Florida LLC 6.400% 6/15/38 2,900 3,912
Duke Energy Florida LLC 5.650% 4/1/40 1,115 1,397
Duke Energy Florida LLC 3.850% 11/15/42 1,490 1,468
Duke Energy Indiana LLC 6.120% 10/15/35 1,055 1,286
Duke Energy Indiana LLC 6.350% 8/15/38 1,915 2,538
Duke Energy Indiana LLC 4.200% 3/15/42 870 909
Duke Energy Indiana LLC 4.900% 7/15/43 1,880 2,142
Duke Energy Progress LLC 6.300% 4/1/38 1,775 2,413
Duke Energy Progress LLC 4.100% 5/15/42 1,625 1,688
Duke Energy Progress LLC 4.100% 3/15/43 1,115 1,159
Duke Energy Progress LLC 4.375% 3/30/44 2,005 2,180
Duke Energy Progress LLC 4.150% 12/1/44 1,705 1,790
Duke Energy Progress LLC 4.200% 8/15/45 3,050 3,247
El Paso Electric Co. 6.000% 5/15/35 550 670
El Paso Electric Co. 5.000% 12/1/44 1,775 1,920
Entergy Arkansas Inc. 3.500% 4/1/26 2,100 2,244
Entergy Louisiana LLC 4.950% 1/15/45 2,206 2,277
Entergy Texas Inc. 5.150% 6/1/45 945 978
4 Exelon Corp. 4.950% 6/15/35 1,635 1,746
Exelon Corp. 5.625% 6/15/35 2,268 2,559
4 Exelon Corp. 5.100% 6/15/45 1,665 1,823
Exelon Generation Co. LLC 6.250% 10/1/39 3,010 3,109
Exelon Generation Co. LLC 5.750% 10/1/41 835 827
Exelon Generation Co. LLC 5.600% 6/15/42 3,225 3,146
FirstEnergy Solutions Corp. 6.800% 8/15/39 685 635
Florida Power & Light Co. 5.625% 4/1/34 1,199 1,507
Florida Power & Light Co. 4.950% 6/1/35 755 885
Florida Power & Light Co. 5.650% 2/1/37 1,193 1,498
Florida Power & Light Co. 5.950% 2/1/38 2,325 3,053
Florida Power & Light Co. 5.960% 4/1/39 1,985 2,620
Florida Power & Light Co. 5.690% 3/1/40 1,315 1,703
Florida Power & Light Co. 5.250% 2/1/41 1,770 2,196
Florida Power & Light Co. 5.125% 6/1/41 850 1,033
Florida Power & Light Co. 4.125% 2/1/42 2,125 2,285
Florida Power & Light Co. 4.050% 6/1/42 2,117 2,244
Florida Power & Light Co. 3.800% 12/15/42 1,765 1,806

 

 

Florida Power & Light Co. 4.050% 10/1/44 1,680 1,795
Georgia Power Co. 5.650% 3/1/37 1,775 2,071
Georgia Power Co. 5.950% 2/1/39 1,630 1,983
Georgia Power Co. 5.400% 6/1/40 1,410 1,620
Georgia Power Co. 4.750% 9/1/40 1,545 1,652
Georgia Power Co. 4.300% 3/15/42 2,455 2,525
Georgia Power Co. 4.300% 3/15/43 1,270 1,292
Iberdrola International BV 6.750% 7/15/36 1,565 1,950
Indiana Michigan Power Co. 6.050% 3/15/37 1,040 1,216
Indiana Michigan Power Co. 4.550% 3/15/46 1,470 1,526
Interstate Power & Light Co. 6.250% 7/15/39 1,835 2,409
ITC Holdings Corp. 5.300% 7/1/43 890 921
Jersey Central Power & Light Co. 6.150% 6/1/37 980 1,118
3 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,113 2,373
Kansas City Power & Light Co. 6.050% 11/15/35 680 846
Kansas City Power & Light Co. 5.300% 10/1/41 1,545 1,772
Kentucky Utilities Co. 5.125% 11/1/40 2,565 3,058
Kentucky Utilities Co. 4.650% 11/15/43 1,665 1,890
Kentucky Utilities Co. 4.375% 10/1/45 1,250 1,372
Louisville Gas & Electric Co. 5.125% 11/15/40 950 1,131
Louisville Gas & Electric Co. 4.650% 11/15/43 525 592
Louisville Gas & Electric Co. 4.375% 10/1/45 900 983
MidAmerican Energy Co. 6.750% 12/30/31 1,655 2,213
MidAmerican Energy Co. 5.750% 11/1/35 1,550 1,955
MidAmerican Energy Co. 5.800% 10/15/36 1,930 2,432
MidAmerican Energy Co. 4.800% 9/15/43 1,290 1,496
MidAmerican Energy Co. 4.400% 10/15/44 795 869
MidAmerican Energy Co. 4.250% 5/1/46 125 134
MidAmerican Funding LLC 6.927% 3/1/29 150 198
Mississippi Power Co. 4.250% 3/15/42 1,750 1,348
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 3,699 3,836
Nevada Power Co. 6.650% 4/1/36 775 1,005
Nevada Power Co. 6.750% 7/1/37 2,295 3,088
Nevada Power Co. 5.375% 9/15/40 1,210 1,440
Nevada Power Co. 5.450% 5/15/41 1,230 1,484
Northern States Power Co. 5.250% 7/15/35 1,180 1,427
Northern States Power Co. 6.250% 6/1/36 1,175 1,560
Northern States Power Co. 6.200% 7/1/37 1,200 1,619
Northern States Power Co. 5.350% 11/1/39 625 769
Northern States Power Co. 4.850% 8/15/40 1,360 1,588
Northern States Power Co. 3.400% 8/15/42 1,515 1,439
Northern States Power Co. 4.125% 5/15/44 1,450 1,552
Northern States Power Co. 4.000% 8/15/45 1,000 1,040
NorthWestern Corp. 4.176% 11/15/44 1,380 1,477
NSTAR Electric Co. 5.500% 3/15/40 2,455 3,027
NSTAR Electric Co. 4.400% 3/1/44 610 666
Oglethorpe Power Corp. 5.950% 11/1/39 915 1,094
Oglethorpe Power Corp. 5.375% 11/1/40 1,655 1,879
Oglethorpe Power Corp. 4.200% 12/1/42 485 471
Oglethorpe Power Corp. 4.550% 6/1/44 1,770 1,804
Oglethorpe Power Corp. 5.250% 9/1/50 440 480
Ohio Edison Co. 6.875% 7/15/36 2,610 3,306
Ohio Edison Co. 8.250% 10/15/38 475 702
Ohio Power Co. 6.600% 2/15/33 695 853
Ohio Power Co. 5.850% 10/1/35 1,080 1,280
Oklahoma Gas & Electric Co. 5.850% 6/1/40 460 580

 

 

Oklahoma Gas & Electric Co. 5.250% 5/15/41 555 656
Oklahoma Gas & Electric Co. 3.900% 5/1/43 1,245 1,239
Oklahoma Gas & Electric Co. 4.550% 3/15/44 655 720
Oklahoma Gas & Electric Co. 4.000% 12/15/44 1,300 1,311
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 1,845 2,403
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 1,140 1,521
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,050 1,453
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 1,190 1,364
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 1,130 1,168
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 1,490 1,743
Oncor Electric Delivery Co. LLC 3.750% 4/1/45 1,495 1,414
Pacific Gas & Electric Co. 6.050% 3/1/34 10,190 13,115
Pacific Gas & Electric Co. 5.800% 3/1/37 2,925 3,637
Pacific Gas & Electric Co. 6.350% 2/15/38 2,345 3,049
Pacific Gas & Electric Co. 6.250% 3/1/39 1,955 2,523
Pacific Gas & Electric Co. 5.400% 1/15/40 2,295 2,780
Pacific Gas & Electric Co. 4.500% 12/15/41 595 641
Pacific Gas & Electric Co. 4.450% 4/15/42 1,650 1,783
Pacific Gas & Electric Co. 4.600% 6/15/43 1,995 2,171
Pacific Gas & Electric Co. 5.125% 11/15/43 2,180 2,547
Pacific Gas & Electric Co. 4.750% 2/15/44 1,730 1,968
Pacific Gas & Electric Co. 4.300% 3/15/45 1,765 1,883
Pacific Gas & Electric Co. 4.250% 3/15/46 2,875 3,067
PacifiCorp 7.700% 11/15/31 1,120 1,629
PacifiCorp 5.250% 6/15/35 1,385 1,640
PacifiCorp 6.100% 8/1/36 570 738
PacifiCorp 5.750% 4/1/37 2,130 2,642
PacifiCorp 6.250% 10/15/37 2,353 3,087
PacifiCorp 6.350% 7/15/38 1,190 1,566
PacifiCorp 6.000% 1/15/39 2,620 3,379
PacifiCorp 4.100% 2/1/42 960 1,005
Peco Energy Co. 5.950% 10/1/36 1,140 1,447
Peco Energy Co. 4.150% 10/1/44 1,890 1,970
Pennsylvania Electric Co. 6.150% 10/1/38 1,140 1,263
Potomac Electric Power Co. 6.500% 11/15/37 1,945 2,626
Potomac Electric Power Co. 7.900% 12/15/38 60 92
Potomac Electric Power Co. 4.150% 3/15/43 1,690 1,768
PPL Capital Funding Inc. 4.700% 6/1/43 1,775 1,827
PPL Capital Funding Inc. 5.000% 3/15/44 1,235 1,324
PPL Electric Utilities Corp. 6.250% 5/15/39 1,165 1,562
PPL Electric Utilities Corp. 5.200% 7/15/41 1,675 2,004
PPL Electric Utilities Corp. 4.750% 7/15/43 75 85
PPL Electric Utilities Corp. 4.125% 6/15/44 1,020 1,075
Progress Energy Inc. 7.750% 3/1/31 2,480 3,371
Progress Energy Inc. 7.000% 10/30/31 1,225 1,571
Progress Energy Inc. 6.000% 12/1/39 1,525 1,811
PSEG Power LLC 8.625% 4/15/31 1,660 1,988
Public Service Co. of Colorado 6.500% 8/1/38 400 558
Public Service Co. of Colorado 4.750% 8/15/41 1,255 1,434
Public Service Co. of Colorado 3.600% 9/15/42 1,765 1,738
Public Service Co. of Colorado 3.950% 3/15/43 205 213
Public Service Co. of Colorado 4.300% 3/15/44 1,875 2,056
Public Service Co. of Oklahoma 6.625% 11/15/37 525 656
Public Service Electric & Gas Co. 5.800% 5/1/37 1,435 1,843
Public Service Electric & Gas Co. 5.375% 11/1/39 2,261 2,800
Public Service Electric & Gas Co. 3.950% 5/1/42 2,195 2,278
Public Service Electric & Gas Co. 3.650% 9/1/42 1,320 1,302

 

 

Public Service Electric & Gas Co. 4.000% 6/1/44 835 872
Public Service Electric & Gas Co. 4.050% 5/1/45 1,295 1,363
Public Service Electric & Gas Co. 4.150% 11/1/45 1,175 1,254
Public Service Electric & Gas Co. 3.800% 3/1/46 2,470 2,514
Puget Sound Energy Inc. 7.020% 12/1/27 1,461 1,983
Puget Sound Energy Inc. 5.483% 6/1/35 855 1,020
Puget Sound Energy Inc. 6.724% 6/15/36 275 378
Puget Sound Energy Inc. 6.274% 3/15/37 1,470 1,923
Puget Sound Energy Inc. 5.757% 10/1/39 1,400 1,772
Puget Sound Energy Inc. 5.795% 3/15/40 720 924
Puget Sound Energy Inc. 5.764% 7/15/40 965 1,245
Puget Sound Energy Inc. 5.638% 4/15/41 665 836
Puget Sound Energy Inc. 4.434% 11/15/41 1,451 1,578
Puget Sound Energy Inc. 4.300% 5/20/45 1,385 1,493
San Diego Gas & Electric Co. 6.000% 6/1/26 625 793
San Diego Gas & Electric Co. 5.350% 5/15/35 800 972
San Diego Gas & Electric Co. 6.125% 9/15/37 1,046 1,397
San Diego Gas & Electric Co. 6.000% 6/1/39 485 639
San Diego Gas & Electric Co. 5.350% 5/15/40 1,160 1,444
San Diego Gas & Electric Co. 4.500% 8/15/40 1,640 1,827
San Diego Gas & Electric Co. 3.950% 11/15/41 980 1,007
San Diego Gas & Electric Co. 4.300% 4/1/42 1,150 1,242
Sierra Pacific Power Co. 6.750% 7/1/37 885 1,188
South Carolina Electric & Gas Co. 6.625% 2/1/32 850 1,070
South Carolina Electric & Gas Co. 5.300% 5/15/33 1,475 1,689
South Carolina Electric & Gas Co. 6.050% 1/15/38 1,825 2,264
South Carolina Electric & Gas Co. 5.450% 2/1/41 1,015 1,192
South Carolina Electric & Gas Co. 4.350% 2/1/42 1,835 1,863
South Carolina Electric & Gas Co. 4.600% 6/15/43 1,455 1,544
South Carolina Electric & Gas Co. 4.500% 6/1/64 1,400 1,419
South Carolina Electric & Gas Co. 5.100% 6/1/65 1,590 1,799
Southern California Edison Co. 6.650% 4/1/29 2,125 2,706
Southern California Edison Co. 6.000% 1/15/34 1,185 1,519
Southern California Edison Co. 5.750% 4/1/35 1,250 1,570
Southern California Edison Co. 5.350% 7/15/35 2,340 2,825
Southern California Edison Co. 5.550% 1/15/36 300 368
Southern California Edison Co. 5.625% 2/1/36 1,585 1,962
Southern California Edison Co. 5.550% 1/15/37 690 849
Southern California Edison Co. 5.950% 2/1/38 2,090 2,693
Southern California Edison Co. 6.050% 3/15/39 475 622
Southern California Edison Co. 5.500% 3/15/40 305 378
Southern California Edison Co. 4.500% 9/1/40 1,955 2,132
Southern California Edison Co. 3.900% 12/1/41 2,625 2,672
Southern California Edison Co. 4.050% 3/15/42 2,445 2,541
Southern California Edison Co. 3.900% 3/15/43 425 436
Southern California Edison Co. 4.650% 10/1/43 2,415 2,740
Southern California Edison Co. 3.600% 2/1/45 1,415 1,385
Southern Power Co. 5.150% 9/15/41 1,570 1,561
Southern Power Co. 5.250% 7/15/43 1,905 1,930
Southwestern Electric Power Co. 6.200% 3/15/40 1,135 1,374
Southwestern Electric Power Co. 3.900% 4/1/45 910 840
Southwestern Public Service Co. 6.000% 10/1/36 300 368
Southwestern Public Service Co. 4.500% 8/15/41 1,630 1,795
Tampa Electric Co. 6.550% 5/15/36 780 1,041
Tampa Electric Co. 6.150% 5/15/37 1,025 1,321
Tampa Electric Co. 4.100% 6/15/42 1,750 1,772
Tampa Electric Co. 4.350% 5/15/44 185 196

 

 

Tampa Electric Co. 4.200% 5/15/45 1,480 1,536
Toledo Edison Co. 6.150% 5/15/37 385 446
TransAlta Corp. 6.500% 3/15/40 590 342
Tri-State Generation & Transmission        
Association Inc. 4.700% 11/1/44 805 795
Union Electric Co. 5.300% 8/1/37 1,640 1,957
Union Electric Co. 8.450% 3/15/39 440 705
Union Electric Co. 3.900% 9/15/42 1,650 1,697
Union Electric Co. 3.650% 4/15/45 410 400
Virginia Electric & Power Co. 6.000% 1/15/36 1,885 2,390
Virginia Electric & Power Co. 6.000% 5/15/37 2,045 2,593
Virginia Electric & Power Co. 6.350% 11/30/37 1,925 2,539
Virginia Electric & Power Co. 8.875% 11/15/38 1,950 3,129
Virginia Electric & Power Co. 4.000% 1/15/43 1,725 1,765
Virginia Electric & Power Co. 4.650% 8/15/43 1,485 1,663
Virginia Electric & Power Co. 4.450% 2/15/44 1,845 2,016
Virginia Electric & Power Co. 4.200% 5/15/45 1,296 1,363
Westar Energy Inc. 4.125% 3/1/42 1,355 1,417
Westar Energy Inc. 4.100% 4/1/43 1,475 1,554
Westar Energy Inc. 4.625% 9/1/43 1,240 1,404
Westar Energy Inc. 4.250% 12/1/45 575 624
Wisconsin Electric Power Co. 5.625% 5/15/33 620 761
Wisconsin Electric Power Co. 5.700% 12/1/36 750 949
Wisconsin Electric Power Co. 3.650% 12/15/42 375 365
Wisconsin Electric Power Co. 4.250% 6/1/44 805 863
Wisconsin Electric Power Co. 4.300% 12/15/45 1,025 1,119
Wisconsin Power & Light Co. 6.375% 8/15/37 890 1,201
Wisconsin Power & Light Co. 4.100% 10/15/44 1,970 2,068
Wisconsin Public Service Corp. 3.671% 12/1/42 1,105 1,079
Wisconsin Public Service Corp. 4.752% 11/1/44 2,380 2,786
Xcel Energy Inc. 6.500% 7/1/36 1,700 2,207
Xcel Energy Inc. 4.800% 9/15/41 685 753
 
Natural Gas (0.4%)        
AGL Capital Corp. 6.000% 10/1/34 850 968
AGL Capital Corp. 5.875% 3/15/41 2,805 3,258
AGL Capital Corp. 4.400% 6/1/43 1,350 1,238
Atmos Energy Corp. 5.500% 6/15/41 1,575 1,905
Atmos Energy Corp. 4.150% 1/15/43 1,680 1,724
Atmos Energy Corp. 4.125% 10/15/44 1,450 1,495
CenterPoint Energy Resources Corp. 6.625% 11/1/37 600 704
CenterPoint Energy Resources Corp. 5.850% 1/15/41 1,600 1,801
KeySpan Corp. 8.000% 11/15/30 875 1,190
KeySpan Corp. 5.803% 4/1/35 1,000 1,162
Laclede Group Inc. 4.700% 8/15/44 850 816
NiSource Finance Corp. 6.250% 12/15/40 2,730 3,456
NiSource Finance Corp. 5.950% 6/15/41 2,875 3,499
Nisource Finance Corp. 5.250% 2/15/43 1,650 1,886
NiSource Finance Corp. 4.800% 2/15/44 1,825 1,966
ONE Gas Inc. 4.658% 2/1/44 1,778 1,929
Piedmont Natural Gas Co. Inc. 4.100% 9/18/34 850 867
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 850 929
Sempra Energy 6.000% 10/15/39 2,961 3,381
Southern California Gas Co. 5.750% 11/15/35 75 93
Southern California Gas Co. 3.750% 9/15/42 1,550 1,550
Southern California Gas Co. 4.450% 3/15/44 1,525 1,703

 

 

Other Utility (0.1%)        
American Water Capital Corp. 6.593% 10/15/37 2,675 3,641
American Water Capital Corp. 4.300% 12/1/42 1,300 1,372
American Water Capital Corp. 4.300% 9/1/45 1,000 1,062
United Utilities plc 6.875% 8/15/28 1,325 1,480
Veolia Environnement SA 6.750% 6/1/38 1,525 1,985
 
        594,721
Total Corporate Bonds (Cost $4,460,649)       4,676,118
Sovereign Bonds (U.S. Dollar-Denominated) (5.3%)        
Asian Development Bank 6.220% 8/15/27 2,275 3,126
Asian Development Bank 5.820% 6/16/28 1,480 1,950
CNOOC Finance 2013 Ltd. 4.250% 5/9/43 1,925 1,821
CNOOC Finance 2015 Australia Pty Ltd. 4.200% 5/5/45 500 471
CNOOC Nexen Finance 2014 ULC 4.875% 4/30/44 2,300 2,399
Ecopetrol SA 5.375% 6/26/26 3,600 3,271
Ecopetrol SA 7.375% 9/18/43 2,800 2,541
Ecopetrol SA 5.875% 5/28/45 7,125 5,602
European Investment Bank 4.875% 2/15/36 3,060 3,956
Export-Import Bank of Korea 3.250% 8/12/26 4,100 4,272
Hydro-Quebec 8.500% 12/1/29 1,421 2,232
Inter-American Development Bank 3.875% 10/28/41 1,730 2,015
Inter-American Development Bank 3.200% 8/7/42 1,780 1,844
Inter-American Development Bank 4.375% 1/24/44 1,325 1,667
International Bank for Reconstruction &        
Development 4.750% 2/15/35 1,725 2,233
International Finance Corp. 2.125% 4/7/26 1,800 1,805
5 KFW 0.000% 4/18/36 11,775 6,560
5 KFW 0.000% 6/29/37 2,575 1,382
Korea Electric Power Corp. 7.000% 2/1/27 750 1,009
Nexen Energy ULC 7.875% 3/15/32 1,800 2,345
Nexen Energy ULC 5.875% 3/10/35 2,650 2,907
Nexen Energy ULC 6.400% 5/15/37 4,055 4,668
Nexen Energy ULC 7.500% 7/30/39 2,025 2,617
3 Oriental Republic of Uruguay 4.375% 10/27/27 4,000 4,085
3 Oriental Republic of Uruguay 7.625% 3/21/36 2,043 2,602
3 Oriental Republic of Uruguay 4.125% 11/20/45 2,600 2,200
3 Oriental Republic of Uruguay 5.100% 6/18/50 13,350 12,349
4 Petroleos Mexicanos 6.875% 8/4/26 7,500 8,119
Petroleos Mexicanos 6.625% 6/15/35 8,970 8,652
Petroleos Mexicanos 6.625% 6/15/38 2,575 2,478
Petroleos Mexicanos 6.500% 6/2/41 10,300 9,704
Petroleos Mexicanos 5.500% 6/27/44 13,590 11,308
Petroleos Mexicanos 6.375% 1/23/45 12,100 11,222
Petroleos Mexicanos 5.625% 1/23/46 10,100 8,412
Province of British Columbia 7.250% 9/1/36 500 781
Quebec 7.500% 9/15/29 7,715 11,423
Republic of Chile 3.625% 10/30/42 3,700 3,526
Republic of Colombia 10.375% 1/28/33 1,025 1,465
Republic of Colombia 7.375% 9/18/37 6,637 7,815
Republic of Colombia 6.125% 1/18/41 9,225 9,677
3 Republic of Colombia 5.625% 2/26/44 8,100 8,059
3 Republic of Colombia 5.000% 6/15/45 8,350 7,755
Republic of Italy 5.375% 6/15/33 5,825 6,829
Republic of Korea 4.125% 6/10/44 3,400 4,250
Republic of Panama 8.875% 9/30/27 2,560 3,661

 

 

3 Republic of Panama 3.875% 3/17/28 3,500 3,531
Republic of Panama 9.375% 4/1/29 2,735 4,075
3 Republic of Panama 6.700% 1/26/36 7,001 8,929
3 Republic of Panama 4.300% 4/29/53 3,050 2,882
Republic of Peru 4.125% 8/25/27 4,200 4,404
Republic of Peru 8.750% 11/21/33 8,150 12,061
3 Republic of Peru 6.550% 3/14/37 5,425 6,754
Republic of Peru 5.625% 11/18/50 7,340 8,261
Republic of Poland 3.250% 4/6/26 5,400 5,359
Republic of South Africa 6.250% 3/8/41 2,000 2,200
Republic of South Africa 5.375% 7/24/44 2,100 2,100
Republic of the Philippines 9.500% 2/2/30 5,700 9,633
Republic of the Philippines 7.750% 1/14/31 8,225 12,523
Republic of the Philippines 6.375% 1/15/32 4,700 6,486
Republic of the Philippines 6.375% 10/23/34 9,175 12,983
Republic of the Philippines 5.000% 1/13/37 4,375 5,491
Republic of the Philippines 3.950% 1/20/40 7,702 8,376
Republic of the Philippines 3.700% 3/1/41 500 524
Republic of Turkey 4.250% 4/14/26 5,000 4,850
Republic of Turkey 4.875% 10/9/26 4,400 4,438
Republic of Turkey 11.875% 1/15/30 4,150 7,062
Republic of Turkey 8.000% 2/14/34 5,675 7,416
Republic of Turkey 6.875% 3/17/36 10,700 12,624
Republic of Turkey 7.250% 3/5/38 2,900 3,578
Republic of Turkey 6.750% 5/30/40 6,300 7,399
Republic of Turkey 6.000% 1/14/41 10,989 11,861
Republic of Turkey 4.875% 4/16/43 10,980 10,225
Republic of Turkey 6.625% 2/17/45 2,475 2,956
State of Israel 4.500% 1/30/43 6,700 7,132
Statoil ASA 7.250% 9/23/27 3,000 3,896
Statoil ASA 6.800% 1/15/28 185 236
Statoil ASA 7.150% 1/15/29 1,290 1,622
Statoil ASA 5.100% 8/17/40 3,309 3,621
Statoil ASA 4.250% 11/23/41 1,925 1,889
Statoil ASA 3.950% 5/15/43 3,420 3,282
Statoil ASA 4.800% 11/8/43 2,360 2,537
United Mexican States 8.300% 8/15/31 3,160 4,764
United Mexican States 7.500% 4/8/33 2,440 3,343
United Mexican States 6.750% 9/27/34 8,072 10,393
United Mexican States 6.050% 1/11/40 11,800 13,835
United Mexican States 4.750% 3/8/44 15,665 15,626
United Mexican States 5.550% 1/21/45 9,980 11,022
United Mexican States 4.600% 1/23/46 10,351 10,151
United Mexican States 5.750% 10/12/10 9,050 9,207
Total Sovereign Bonds (Cost $495,119)       500,602
Taxable Municipal Bonds (5.2%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 1,100 1,551
American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 680 847
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 645 930
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 550 668
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 2,800 3,403

 

 

American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 450 548
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 175 246
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 2,995 4,584
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 600 768
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,095 1,508
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 4,400 6,232
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 2,850 4,191
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 2,140 3,141
California GO 7.700% 11/1/30 1,260 1,558
California GO 7.500% 4/1/34 6,780 9,871
California GO 7.950% 3/1/36 1,450 1,759
California GO 7.550% 4/1/39 10,500 16,037
California GO 7.300% 10/1/39 5,405 7,908
California GO 7.350% 11/1/39 3,675 5,403
California GO 7.625% 3/1/40 4,815 7,363
California GO 7.600% 11/1/40 5,750 8,906
California Public Works Board Lease Revenue        
(Various Capital Projects) 8.361% 10/1/34 725 1,080
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 800 1,029
Chicago IL GO 7.375% 1/1/33 2,600 2,655
Chicago IL GO 7.781% 1/1/35 675 712
Chicago IL GO 5.432% 1/1/42 900 734
Chicago IL GO 6.314% 1/1/44 1,050 947
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 1,625 1,973
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 625 710
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,275 1,681
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 1,450 1,626
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 5,650 6,756
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 1,075 1,270
Chicago IL Water Revenue 6.742% 11/1/40 1,200 1,406
Clark County NV Airport System Revenue 6.881% 7/1/42 1,650 1,858
Clark County NV Airport System Revenue 6.820% 7/1/45 1,400 2,077
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 1,280 1,667
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 1,190 1,446
Connecticut GO 5.632% 12/1/29 2,000 2,413
Connecticut GO 5.090% 10/1/30 750 871
Connecticut GO 5.850% 3/15/32 3,350 4,119
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 900 1,085
Cook County IL GO 6.229% 11/15/34 1,050 1,165

 

 

Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 1,220 1,582
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 420 571
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,077
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 890 1,080
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,745 2,412
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 1,665 2,085
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 1,640 2,222
Dallas TX Independent School District GO 6.450% 2/15/35 1,495 1,764
Denver CO City & County School District No.        
1 COP 4.242% 12/15/37 800 852
Denver CO City & County School District No.        
1 COP 7.017% 12/15/37 850 1,177
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 525 676
District of Columbia Income Tax Revenue 5.591% 12/1/34 675 853
District of Columbia Income Tax Revenue 5.582% 12/1/35 735 941
District of Columbia Water & Sewer Authority        
Public Utility Revenue 5.522% 10/1/44 575 717
District of Columbia Water & Sewer Authority        
Public Utility Revenue 4.814% 10/1/14 1,575 1,705
East Baton Rouge LA Sewer Commission        
Revenue 6.087% 2/1/45 700 783
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 1,590 2,092
George Washington University District of        
Columbia GO 4.300% 9/15/44 2,325 2,390
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 5,275 6,529
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 2,825 3,383
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 850 998
Grand Parkway Transportation Corp. Texas        
System Toll Revenue 5.184% 10/1/42 1,000 1,254
Houston TX GO 6.290% 3/1/32 1,345 1,676
Houston TX Utility System Revenue 3.828% 5/15/28 1,200 1,307
Illinois GO 5.100% 6/1/33 23,440 21,962
Illinois GO 6.630% 2/1/35 1,770 1,861
Illinois GO 6.725% 4/1/35 2,000 2,120
Illinois GO 7.350% 7/1/35 2,855 3,115
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 1,670 2,180
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 600 754
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 1,075 1,423
6 Industry CA Sales Tax Revenue 5.125% 1/1/51 1,000 1,050
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 3.985% 1/1/29 1,725 1,895
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 4.532% 1/1/35 1,050 1,173
Kansas Department of Transportation        
Highway Revenue 4.596% 9/1/35 1,225 1,401
Kansas Development Finance Authority        
Revenue 4.727% 4/15/37 1,700 1,793

 

 

6 Kansas Development Finance Authority        
Revenue (Public Employees Retirement        
System) 5.501% 5/1/34 500 593
Los Angeles CA Community College District        
GO 6.600% 8/1/42 1,300 1,860
Los Angeles CA Community College District        
GO 6.750% 8/1/49 1,950 2,916
Los Angeles CA Department of Airports        
International Airport Revenue 6.582% 5/15/39 905 1,198
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 2,125 2,701
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 795 1,001
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 625 713
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 1,575 2,239
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 1,500 2,161
Los Angeles CA Unified School District GO 5.755% 7/1/29 1,140 1,406
Los Angeles CA Unified School District GO 5.750% 7/1/34 4,345 5,484
Los Angeles CA Unified School District GO 6.758% 7/1/34 2,760 3,812
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 2,350 3,026
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 1,760 2,424
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 700 1,039
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 850 1,105
Massachusetts GO 4.500% 8/1/31 1,500 1,687
Massachusetts GO 5.456% 12/1/39 3,550 4,465
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 1,530 1,935
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 1,515 1,972
Massachusetts Water Pollution Abatement        
Trust Revenue 5.192% 8/1/40 900 1,090
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 1,000 1,332
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 1,200 1,491
Metropolitan Government of Nashville &        
Davidson County TN Health & Educational        
Facilities Board Revenue (Vanderbilt        
University Medical Center) 4.053% 7/1/26 850 888
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 1,055 1,482
Metropolitan Water District of Southern        
California Revenue 6.947% 7/1/40 575 677
Mississippi GO 5.245% 11/1/34 1,100 1,325
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 600 744
7 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 5,800 7,027

 

 

New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 2,650 2,767
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.104% 12/15/28 2,660 2,770
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 1,425 1,586
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 4,689 7,020
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 6,060 8,797
New York City NY GO 5.206% 10/1/31 1,070 1,268
New York City NY GO 6.646% 12/1/31 400 470
New York City NY GO 6.246% 6/1/35 1,075 1,232
New York City NY GO 5.968% 3/1/36 1,265 1,628
New York City NY GO 5.985% 12/1/36 625 797
New York City NY GO 5.517% 10/1/37 1,175 1,456
New York City NY GO 6.271% 12/1/37 2,170 2,914
New York City NY GO 5.846% 6/1/40 550 721
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 1,075 1,423
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 500 557
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.724% 6/15/42 1,205 1,595
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 800 1,087
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 1,500 2,053
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 2,045 2,610
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 2,070 2,819
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 1,100 1,515
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.267% 5/1/27 250 295
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 775 978
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 2,215 2,783
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 1,150 1,449
New York Metropolitan Transportation        
Authority Revenue 6.687% 11/15/40 730 1,004
New York Metropolitan Transportation        
Authority Revenue 6.814% 11/15/40 65 90
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 3,325 5,085
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 575 765
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.548% 11/15/31 500 661
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 700 871
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 1,750 2,372
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.668% 11/15/39 2,345 3,214

 

 

New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 2,750 3,384
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.289% 3/15/33 500 601
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.427% 3/15/39 500 623
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 2,580 3,272
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 735 924
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.600% 3/15/40 200 255
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 1,625 2,051
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 625 794
New York University Hospitals Center GO 4.428% 7/1/42 1,525 1,555
New York University Hospitals Center        
Revenue 5.750% 7/1/43 925 1,125
North Carolina Turnpike Authority Revenue 6.700% 1/1/39 170 191
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 3,135 4,544
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 2,175 2,575
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,882 2,028
Ohio State University General Receipts        
Revenue 5.590% 12/1/14 900 1,011
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,125 1,325
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 1,060 1,489
Oregon Department of Transportation        
Highway User Tax Revenue 5.834% 11/15/34 1,405 1,854
Oregon GO 5.892% 6/1/27 3,500 4,340
8 Oregon School Boards Association GO 4.759% 6/30/28 3,550 4,031
6 Oregon School Boards Association GO 5.528% 6/30/28 1,500 1,791
Pennsylvania GO 5.350% 5/1/30 1,000 1,105
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 1,098 1,168
Pennsylvania Turnpike Commission Revenue 6.105% 12/1/39 600 792
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 1,575 1,968
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 850 1,087
Philadelphia PA Industrial Development        
Authority City Service Agreement Revenue 3.964% 4/15/26 1,000 1,031
Phoenix AZ GO 5.269% 7/1/34 100 123
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 2,260 2,843
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 2,695 3,354
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 1,025 1,276
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 2,350 2,738
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 1,200 1,296

 

 

Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 1,520 1,742
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 7,625 7,965
Port of Seattle WA Revenue 7.000% 5/1/36 100 115
President & Fellows of Harvard College        
Massachusetts GO 6.300% 10/1/37 1,000 1,000
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 1,150 1,413
Princeton University New Jersey GO 5.700% 3/1/39 1,400 1,915
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 1,110 1,530
Rutgers State University New Jersey Revenue 5.665% 5/1/40 1,185 1,459
Sacramento CA Municipal Utility District        
Revenue 6.156% 5/15/36 905 1,151
Sacramento CA Public Financing Authority        
Lease Revenue 5.637% 4/1/50 1,100 1,231
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 1,100 1,326
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 600 802
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 1,190 1,557
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 1,750 2,321
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,100 1,229
San Diego County CA Regional Airport        
Authority Revenue 5.594% 7/1/43 900 988
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 1,365 1,843
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 2,450 3,313
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 1,325 1,689
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 1,815 2,632
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 1,500 1,880
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 1,500 1,835
South Carolina Public Service Authority        
Revenue 5.784% 12/1/41 250 301
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 1,900 2,531
Stanford University California GO 3.460% 5/1/47 950 959
Texas GO 5.517% 4/1/39 3,490 4,600
Texas Transportation Commission Revenue 5.028% 4/1/26 1,000 1,183
Texas Transportation Commission Revenue 5.178% 4/1/30 3,900 4,791
Texas Transportation Commission Revenue 4.631% 4/1/33 1,960 2,245
Texas Transportation Commission Revenue 4.681% 4/1/40 950 1,123
Tufts University Massachusetts GO 5.017% 4/15/12 935 1,054
University of California Regents General        
Revenue 4.601% 5/15/31 1,500 1,676
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 900 1,223

 

 

University of California Regents Medical        
Center Revenue 6.583% 5/15/49 1,075 1,462
University of California Revenue 6.270% 5/15/31 500 562
University of California Revenue 5.770% 5/15/43 3,000 3,852
University of California Revenue 4.765% 5/15/44 1,600 1,668
University of California Revenue 4.131% 5/15/45 1,500 1,536
University of California Revenue 5.946% 5/15/45 1,400 1,803
University of California Revenue 4.858% 5/15/12 3,550 3,652
University of California Revenue 4.767% 5/15/15 1,550 1,575
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 575 712
University of North Carolina at Chapel Hill        
Revenue 3.847% 12/1/34 950 1,021
University of Southern California GO 5.250% 10/1/11 950 1,153
University of Texas System Revenue        
Financing System Revenue 5.262% 7/1/39 1,920 2,426
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 890 1,014
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 550 686
University of Texas System Revenue        
Financing System Revenue 4.794% 8/15/46 1,575 1,905
University of Virginia Revenue 6.200% 9/1/39 330 474
Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 990 1,318
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 640 764
Washington Convention Center Public        
Facilities District Revenue 6.790% 7/1/40 600 771
Washington GO 5.090% 8/1/33 945 1,139
Washington GO 5.481% 8/1/39 1,160 1,469
Washington GO 5.140% 8/1/40 1,210 1,498
6 Wisconsin GO 5.700% 5/1/26 1,745 2,087
Total Taxable Municipal Bonds (Cost $419,669)       489,713
      Shares  
Temporary Cash Investment (0.1%)        
Money Market Fund (0.1%)        
9 Vanguard Market Liquidity Fund        
(Cost $8,845) 0.495%   8,845,000 8,845
                          
Total Investments (99.2%) (Cost $8,714,142)       9,383,707
Other Assets and Liabilities-Net (0.8%)       80,315
Net Assets (100%)       9,464,022

1 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
2 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
3 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
4 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2016, the aggregate value of these securities was $109,769,000, representing 1.2% of net assets.
5 Guaranteed by the Federal Republic of Germany.
6 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
7 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.

 

8 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
9 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
COP—Certificate of Participation.
GO—General Obligation Bond.

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest
rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine
the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2016, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 3,708,429 —
Corporate Bonds — 4,676,118 —
Sovereign Bonds — 495,243 5,359
Taxable Municipal Bonds — 489,713 —
Temporary Cash Investments 8,845 — —
Total 8,845 9,369,503 5,359

 

C. At March 31, 2016, the cost of investment securities for tax purposes was $8,714,142,000. Net unrealized appreciation of investment securities for tax purposes was $669,565,000, consisting of unrealized gains of $772,590,000 on securities that had risen in value since their purchase and $103,025,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Total Bond Market II Index Fund

Schedule of Investments
As of March 31, 2016

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (63.6%)        
U.S. Government Securities (40.2%)        
United States Treasury Note/Bond 8.750% 5/15/17 56,644 61,742
United States Treasury Note/Bond 2.750% 5/31/17 163,671 167,584
United States Treasury Note/Bond 0.875% 7/15/17 174,113 174,520
United States Treasury Note/Bond 0.500% 7/31/17 330,560 329,734
United States Treasury Note/Bond 0.625% 7/31/17 328,215 327,906
United States Treasury Note/Bond 2.375% 7/31/17 207,707 212,316
United States Treasury Note/Bond 0.875% 8/15/17 154,395 154,756
United States Treasury Note/Bond 4.750% 8/15/17 45,000 47,468
United States Treasury Note/Bond 8.875% 8/15/17 56,325 62,635
United States Treasury Note/Bond 0.625% 8/31/17 1,030,294 1,029,171
United States Treasury Note/Bond 1.875% 8/31/17 101,700 103,384
United States Treasury Note/Bond 1.000% 9/15/17 313,500 314,823
United States Treasury Note/Bond 0.625% 9/30/17 670,040 669,202
United States Treasury Note/Bond 1.875% 9/30/17 207,200 210,762
United States Treasury Note/Bond 0.875% 10/15/17 349,214 350,031
United States Treasury Note/Bond 0.750% 10/31/17 30,000 30,014
United States Treasury Note/Bond 1.875% 10/31/17 118,838 120,974
United States Treasury Note/Bond 0.875% 11/15/17 170,573 170,999
United States Treasury Note/Bond 4.250% 11/15/17 18,865 19,929
United States Treasury Note/Bond 0.625% 11/30/17 187,325 187,033
United States Treasury Note/Bond 0.875% 11/30/17 461,756 462,910
United States Treasury Note/Bond 2.250% 11/30/17 135,000 138,375
United States Treasury Note/Bond 1.000% 12/15/17 250,072 251,205
United States Treasury Note/Bond 0.750% 12/31/17 55,000 55,017
United States Treasury Note/Bond 1.000% 12/31/17 471,435 473,717
United States Treasury Note/Bond 2.750% 12/31/17 34,000 35,179
United States Treasury Note/Bond 0.875% 1/15/18 392,675 393,657
United States Treasury Note/Bond 0.750% 1/31/18 879,283 879,696
United States Treasury Note/Bond 0.875% 1/31/18 163,495 163,930
United States Treasury Note/Bond 2.625% 1/31/18 89,804 92,877
United States Treasury Note/Bond 1.000% 2/15/18 170,000 170,823
United States Treasury Note/Bond 3.500% 2/15/18 91,055 95,750
United States Treasury Note/Bond 0.750% 2/28/18 105,624 105,674
United States Treasury Note/Bond 2.750% 2/28/18 60,000 62,297
United States Treasury Note/Bond 1.000% 3/15/18 123,849 124,468
United States Treasury Note/Bond 0.750% 3/31/18 30,680 30,685
United States Treasury Note/Bond 2.875% 3/31/18 1,092 1,138
United States Treasury Note/Bond 0.750% 4/15/18 120,000 119,963
United States Treasury Note/Bond 0.625% 4/30/18 23,149 23,084
United States Treasury Note/Bond 1.000% 5/15/18 60,000 60,290
United States Treasury Note/Bond 9.125% 5/15/18 11,300 13,302
United States Treasury Note/Bond 1.000% 5/31/18 61,300 61,597
United States Treasury Note/Bond 2.375% 5/31/18 28,300 29,277
United States Treasury Note/Bond 1.125% 6/15/18 42,850 43,185
United States Treasury Note/Bond 1.375% 6/30/18 72,400 73,373
United States Treasury Note/Bond 0.875% 7/15/18 60,000 60,113
United States Treasury Note/Bond 1.375% 7/31/18 58,258 59,041
United States Treasury Note/Bond 2.250% 7/31/18 6,984 7,218
United States Treasury Note/Bond 1.000% 8/15/18 151,275 152,007

 

 

United States Treasury Note/Bond 1.500% 8/31/18 9,925 10,094
United States Treasury Note/Bond 1.000% 9/15/18 104,025 104,545
United States Treasury Note/Bond 1.375% 9/30/18 267,125 270,966
United States Treasury Note/Bond 0.875% 10/15/18 82,745 82,901
United States Treasury Note/Bond 1.250% 10/31/18 167,476 169,308
United States Treasury Note/Bond 1.750% 10/31/18 99,600 101,996
United States Treasury Note/Bond 1.250% 11/15/18 61,187 61,866
United States Treasury Note/Bond 3.750% 11/15/18 43,917 47,293
United States Treasury Note/Bond 1.250% 11/30/18 207,075 209,405
United States Treasury Note/Bond 1.375% 11/30/18 32,530 33,008
United States Treasury Note/Bond 1.375% 12/31/18 105,925 107,481
United States Treasury Note/Bond 1.500% 12/31/18 135,700 138,159
United States Treasury Note/Bond 1.125% 1/15/19 240,005 241,918
United States Treasury Note/Bond 1.250% 1/31/19 60,775 61,468
United States Treasury Note/Bond 1.500% 1/31/19 85,750 87,318
United States Treasury Note/Bond 0.750% 2/15/19 436,495 435,268
United States Treasury Note/Bond 2.750% 2/15/19 15,365 16,191
United States Treasury Note/Bond 1.375% 2/28/19 258,275 262,069
United States Treasury Note/Bond 1.500% 2/28/19 457,155 465,439
United States Treasury Note/Bond 1.000% 3/15/19 234,824 235,777
United States Treasury Note/Bond 1.500% 3/31/19 32,800 33,410
United States Treasury Note/Bond 1.625% 3/31/19 210,530 215,136
United States Treasury Note/Bond 1.250% 4/30/19 650 657
United States Treasury Note/Bond 1.625% 4/30/19 204,000 208,464
United States Treasury Note/Bond 3.125% 5/15/19 58,125 62,139
United States Treasury Note/Bond 1.125% 5/31/19 86,175 86,768
United States Treasury Note/Bond 1.500% 5/31/19 263,425 268,159
United States Treasury Note/Bond 1.000% 6/30/19 37,103 37,213
United States Treasury Note/Bond 1.625% 6/30/19 413,000 422,292
United States Treasury Note/Bond 0.875% 7/31/19 269,261 268,671
United States Treasury Note/Bond 1.625% 7/31/19 436,000 445,675
United States Treasury Note/Bond 3.625% 8/15/19 271,150 295,130
United States Treasury Note/Bond 8.125% 8/15/19 1,215 1,504
United States Treasury Note/Bond 1.000% 8/31/19 276,575 277,006
United States Treasury Note/Bond 1.625% 8/31/19 294,348 300,832
United States Treasury Note/Bond 1.000% 9/30/19 15,253 15,267
United States Treasury Note/Bond 1.750% 9/30/19 306,311 314,303
United States Treasury Note/Bond 1.500% 10/31/19 406,250 413,359
United States Treasury Note/Bond 1.000% 11/30/19 10,000 10,000
United States Treasury Note/Bond 1.500% 11/30/19 482,000 490,208
United States Treasury Note/Bond 1.125% 12/31/19 47,315 47,463
United States Treasury Note/Bond 1.625% 12/31/19 262,284 267,899
United States Treasury Note/Bond 1.250% 1/31/20 137,044 138,029
United States Treasury Note/Bond 1.375% 1/31/20 90,400 91,474
United States Treasury Note/Bond 8.500% 2/15/20 5,018 6,442
United States Treasury Note/Bond 1.375% 2/29/20 81,050 81,962
United States Treasury Note/Bond 1.375% 3/31/20 89,805 90,815
United States Treasury Note/Bond 1.125% 4/30/20 132,750 132,957
United States Treasury Note/Bond 1.375% 4/30/20 60,000 60,637
United States Treasury Note/Bond 3.500% 5/15/20 134,995 147,925
United States Treasury Note/Bond 1.375% 5/31/20 110,615 111,755
United States Treasury Note/Bond 1.500% 5/31/20 255,000 258,904
United States Treasury Note/Bond 1.625% 6/30/20 115,945 118,282
United States Treasury Note/Bond 1.875% 6/30/20 126,470 130,363
United States Treasury Note/Bond 1.625% 7/31/20 180,995 184,644
United States Treasury Note/Bond 2.625% 8/15/20 233,220 247,869
United States Treasury Note/Bond 8.750% 8/15/20 21,755 28,778

 

 

United States Treasury Note/Bond 1.375% 8/31/20 235,500 237,817
United States Treasury Note/Bond 2.125% 8/31/20 195,683 203,786
United States Treasury Note/Bond 1.375% 9/30/20 194,315 196,015
United States Treasury Note/Bond 2.000% 9/30/20 14,642 15,180
United States Treasury Note/Bond 1.375% 10/31/20 132,743 133,863
United States Treasury Note/Bond 1.750% 10/31/20 277,557 284,496
United States Treasury Note/Bond 2.625% 11/15/20 290,500 309,019
United States Treasury Note/Bond 1.625% 11/30/20 14,000 14,284
United States Treasury Note/Bond 2.000% 11/30/20 260,475 269,917
United States Treasury Note/Bond 1.750% 12/31/20 162,111 166,164
United States Treasury Note/Bond 2.375% 12/31/20 109,345 115,222
United States Treasury Note/Bond 1.375% 1/31/21 353,803 356,457
United States Treasury Note/Bond 2.125% 1/31/21 184,525 192,482
United States Treasury Note/Bond 3.625% 2/15/21 142,000 158,086
United States Treasury Note/Bond 7.875% 2/15/21 22,550 29,597
United States Treasury Note/Bond 1.125% 2/28/21 141,873 141,364
United States Treasury Note/Bond 2.000% 2/28/21 223,050 231,205
United States Treasury Note/Bond 1.250% 3/31/21 469,800 470,608
United States Treasury Note/Bond 2.250% 3/31/21 283,201 297,007
United States Treasury Note/Bond 2.250% 4/30/21 179,880 188,649
United States Treasury Note/Bond 3.125% 5/15/21 73,845 80,653
United States Treasury Note/Bond 2.000% 5/31/21 165,475 171,500
United States Treasury Note/Bond 2.125% 6/30/21 308,285 321,387
United States Treasury Note/Bond 2.250% 7/31/21 169,750 178,078
United States Treasury Note/Bond 2.125% 8/15/21 276,860 288,411
United States Treasury Note/Bond 8.125% 8/15/21 34,550 46,729
United States Treasury Note/Bond 2.000% 8/31/21 215,775 223,362
United States Treasury Note/Bond 2.125% 9/30/21 140,000 145,775
United States Treasury Note/Bond 2.000% 10/31/21 270,395 279,605
United States Treasury Note/Bond 2.000% 11/15/21 231,291 239,277
United States Treasury Note/Bond 8.000% 11/15/21 9,450 12,861
United States Treasury Note/Bond 1.875% 11/30/21 154,589 158,840
United States Treasury Note/Bond 2.125% 12/31/21 213,300 221,898
United States Treasury Note/Bond 1.500% 1/31/22 309,775 311,420
United States Treasury Note/Bond 2.000% 2/15/22 83,537 86,422
United States Treasury Note/Bond 1.750% 2/28/22 160,777 163,792
United States Treasury Note/Bond 1.750% 3/31/22 22,512 22,920
United States Treasury Note/Bond 1.750% 4/30/22 17,100 17,402
United States Treasury Note/Bond 1.750% 5/15/22 10,000 10,173
United States Treasury Note/Bond 1.875% 5/31/22 144,700 148,317
United States Treasury Note/Bond 2.125% 6/30/22 35,735 37,131
United States Treasury Note/Bond 2.000% 7/31/22 92,180 95,089
United States Treasury Note/Bond 1.625% 8/15/22 62,440 63,064
United States Treasury Note/Bond 7.250% 8/15/22 75 101
United States Treasury Note/Bond 1.875% 8/31/22 187,058 191,471
United States Treasury Note/Bond 1.750% 9/30/22 416,253 422,692
United States Treasury Note/Bond 1.875% 10/31/22 259,855 265,904
United States Treasury Note/Bond 1.625% 11/15/22 23,976 24,159
United States Treasury Note/Bond 7.625% 11/15/22 150 208
United States Treasury Note/Bond 2.000% 11/30/22 30,800 31,743
United States Treasury Note/Bond 2.125% 12/31/22 83,763 87,022
United States Treasury Note/Bond 1.750% 1/31/23 314,865 319,292
United States Treasury Note/Bond 2.000% 2/15/23 169,625 174,819
United States Treasury Note/Bond 7.125% 2/15/23 15,675 21,436
United States Treasury Note/Bond 1.500% 2/28/23 429,875 428,800
United States Treasury Note/Bond 1.500% 3/31/23 200,000 199,406
United States Treasury Note/Bond 1.750% 5/15/23 282,500 286,430

 

 

United States Treasury Note/Bond 2.500% 8/15/23 343,810 366,481
United States Treasury Note/Bond 6.250% 8/15/23 31,045 41,212
United States Treasury Note/Bond 2.750% 11/15/23 273,215 296,012
United States Treasury Note/Bond 2.750% 2/15/24 284,774 308,444
United States Treasury Note/Bond 2.500% 5/15/24 515,793 548,592
United States Treasury Note/Bond 2.375% 8/15/24 412,320 434,416
United States Treasury Note/Bond 2.250% 11/15/24 259,872 271,039
United States Treasury Note/Bond 7.500% 11/15/24 16,650 24,439
United States Treasury Note/Bond 2.000% 2/15/25 127,709 130,483
United States Treasury Note/Bond 2.125% 5/15/25 525,546 541,969
United States Treasury Note/Bond 2.000% 8/15/25 433,808 442,215
United States Treasury Note/Bond 6.875% 8/15/25 4,072 5,881
United States Treasury Note/Bond 2.250% 11/15/25 411,040 427,995
United States Treasury Note/Bond 1.625% 2/15/26 295,904 291,744
United States Treasury Note/Bond 6.000% 2/15/26 1,750 2,421
United States Treasury Note/Bond 6.750% 8/15/26 8,800 12,928
United States Treasury Note/Bond 6.500% 11/15/26 58,215 84,530
United States Treasury Note/Bond 6.625% 2/15/27 39,650 58,397
United States Treasury Note/Bond 6.375% 8/15/27 6,850 10,010
United States Treasury Note/Bond 6.125% 11/15/27 41,808 60,275
United States Treasury Note/Bond 5.500% 8/15/28 40,775 56,735
United States Treasury Note/Bond 5.250% 11/15/28 52,342 71,610
United States Treasury Note/Bond 5.250% 2/15/29 104,279 143,221
United States Treasury Note/Bond 6.125% 8/15/29 22,930 34,126
United States Treasury Note/Bond 6.250% 5/15/30 45,435 69,331
United States Treasury Note/Bond 5.375% 2/15/31 178,875 256,575
United States Treasury Note/Bond 4.500% 2/15/36 94,300 129,427
United States Treasury Note/Bond 4.750% 2/15/37 96,000 135,900
United States Treasury Note/Bond 5.000% 5/15/37 40,327 59,029
United States Treasury Note/Bond 4.375% 2/15/38 84,450 114,192
United States Treasury Note/Bond 4.500% 5/15/38 44,579 61,289
United States Treasury Note/Bond 3.500% 2/15/39 109,894 130,826
United States Treasury Note/Bond 4.250% 5/15/39 82,367 109,046
United States Treasury Note/Bond 4.500% 8/15/39 71,306 97,689
United States Treasury Note/Bond 4.375% 11/15/39 82,905 111,598
United States Treasury Note/Bond 4.625% 2/15/40 101,305 141,115
United States Treasury Note/Bond 4.375% 5/15/40 100,320 135,040
United States Treasury Note/Bond 3.875% 8/15/40 64,050 80,303
United States Treasury Note/Bond 4.250% 11/15/40 105,577 139,824
United States Treasury Note/Bond 4.750% 2/15/41 90,092 128,029
United States Treasury Note/Bond 4.375% 5/15/41 12,000 16,211
United States Treasury Note/Bond 3.750% 8/15/41 15,000 18,497
United States Treasury Note/Bond 3.125% 11/15/41 1,230 1,369
United States Treasury Note/Bond 3.125% 2/15/42 33,742 37,538
United States Treasury Note/Bond 2.750% 8/15/42 485,438 501,516
United States Treasury Note/Bond 2.750% 11/15/42 601,354 620,146
United States Treasury Note/Bond 3.125% 2/15/43 81,409 90,199
United States Treasury Note/Bond 2.875% 5/15/43 162,200 170,969
United States Treasury Note/Bond 3.625% 8/15/43 304,652 370,200
United States Treasury Note/Bond 3.750% 11/15/43 111,706 138,829
United States Treasury Note/Bond 3.625% 2/15/44 155,994 189,290
United States Treasury Note/Bond 3.375% 5/15/44 146,990 170,439
United States Treasury Note/Bond 3.125% 8/15/44 202,650 224,309
United States Treasury Note/Bond 3.000% 11/15/44 232,831 251,313
United States Treasury Note/Bond 2.500% 2/15/45 217,882 212,470
United States Treasury Note/Bond 3.000% 5/15/45 269,154 290,350
United States Treasury Note/Bond 2.875% 8/15/45 255,506 268,841

 

 

United States Treasury Note/Bond 3.000% 11/15/45 156,838 169,360
United States Treasury Note/Bond 2.500% 2/15/46 225,925 220,277
        38,755,010
Agency Bonds and Notes (2.8%)        
1 AID-Israel 5.500% 9/18/23 6,375 7,895
1 AID-Israel 5.500% 12/4/23 6,502 8,072
1 AID-Israel 5.500% 4/26/24 5,075 6,350
1 AID-Jordan 1.945% 6/23/19 5,200 5,320
1 AID-Jordan 2.503% 10/30/20 6,375 6,681
1 AID-Jordan 2.578% 6/30/22 2,680 2,800
1 AID-Tunisia 2.452% 7/24/21 2,300 2,412
1 AID-Ukraine 1.844% 5/16/19 3,200 3,273
1 AID-Ukraine 1.847% 5/29/20 5,700 5,817
2 Federal Farm Credit Banks 1.125% 9/22/17 4,425 4,451
2 Federal Farm Credit Banks 1.000% 9/25/17 3,975 3,991
2 Federal Farm Credit Banks 1.125% 12/18/17 12,000 12,071
2 Federal Farm Credit Banks 1.110% 2/20/18 3,800 3,823
2 Federal Farm Credit Banks 1.100% 6/1/18 2,000 2,012
2 Federal Farm Credit Banks 5.150% 11/15/19 5,325 6,091
2 Federal Farm Credit Banks 3.500% 12/20/23 5,000 5,556
2 Federal Home Loan Banks 4.875% 5/17/17 10,500 10,995
2 Federal Home Loan Banks 0.875% 5/24/17 34,265 34,343
2 Federal Home Loan Banks 0.625% 5/30/17 20,425 20,413
2 Federal Home Loan Banks 1.000% 6/21/17 7,450 7,479
2 Federal Home Loan Banks 0.750% 8/28/17 43,000 43,021
2 Federal Home Loan Banks 4.875% 9/8/17 665 704
2 Federal Home Loan Banks 0.625% 10/26/17 45,000 44,916
2 Federal Home Loan Banks 5.000% 11/17/17 30,695 32,794
2 Federal Home Loan Banks 1.000% 12/19/17 30,000 30,115
2 Federal Home Loan Banks 1.375% 3/9/18 20,000 20,223
2 Federal Home Loan Banks 0.875% 3/19/18 35,340 35,395
2 Federal Home Loan Banks 1.125% 4/25/18 30,000 30,209
2 Federal Home Loan Banks 2.750% 6/8/18 13,550 14,114
2 Federal Home Loan Banks 5.375% 8/15/18 5,250 5,805
2 Federal Home Loan Banks 5.125% 8/15/19 4,095 4,652
2 Federal Home Loan Banks 1.875% 3/13/20 3,425 3,517
2 Federal Home Loan Banks 4.125% 3/13/20 11,555 12,867
2 Federal Home Loan Banks 3.375% 6/12/20 15,200 16,533
2 Federal Home Loan Banks 5.250% 12/11/20 5,000 5,898
2 Federal Home Loan Banks 1.375% 2/18/21 14,175 14,195
2 Federal Home Loan Banks 2.250% 6/11/21 30,000 31,282
2 Federal Home Loan Banks 5.625% 6/11/21 16,950 20,531
2 Federal Home Loan Banks 2.125% 3/10/23 28,325 29,063
2 Federal Home Loan Banks 5.375% 8/15/24 1,585 1,990
2 Federal Home Loan Banks 5.500% 7/15/36 14,475 19,968
3 Federal Home Loan Mortgage Corp. 5.000% 4/18/17 5,000 5,225
3 Federal Home Loan Mortgage Corp. 1.250% 5/12/17 72,500 72,962
3 Federal Home Loan Mortgage Corp. 1.000% 6/29/17 67,694 67,966
3 Federal Home Loan Mortgage Corp. 0.750% 7/14/17 18,000 18,015
3 Federal Home Loan Mortgage Corp. 1.000% 7/28/17 36,179 36,329
3 Federal Home Loan Mortgage Corp. 5.500% 8/23/17 11,550 12,315
3 Federal Home Loan Mortgage Corp. 1.000% 9/29/17 98,125 98,511
3 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 5,950 6,368
3 Federal Home Loan Mortgage Corp. 1.000% 12/15/17 75,000 75,285
3 Federal Home Loan Mortgage Corp. 0.750% 1/12/18 13,375 13,369
3 Federal Home Loan Mortgage Corp. 0.875% 3/7/18 20,900 20,932
3 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 9,305 10,123

 

 

3 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 16,500 17,853
3 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 55,200 55,472
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 35,175 36,016
3 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 43,100 43,452
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 43,700 43,999
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 16,700 16,826
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 56,650 59,403
3 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 1,150 1,719
3 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 23,400 35,366
3 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 23,382 34,180
3 Federal National Mortgage Assn. 0.750% 4/20/17 31,925 31,950
3 Federal National Mortgage Assn. 1.125% 4/27/17 56,300 56,570
3 Federal National Mortgage Assn. 5.000% 5/11/17 11,275 11,814
3 Federal National Mortgage Assn. 5.375% 6/12/17 2,800 2,957
3 Federal National Mortgage Assn. 0.875% 8/28/17 35,075 35,158
3 Federal National Mortgage Assn. 1.000% 9/27/17 20,100 20,179
3 Federal National Mortgage Assn. 0.875% 10/26/17 71,575 71,720
3 Federal National Mortgage Assn. 0.875% 12/20/17 71,025 71,146
3 Federal National Mortgage Assn. 0.875% 2/8/18 64,425 64,567
3 Federal National Mortgage Assn. 0.875% 3/28/18 17,000 17,027
3 Federal National Mortgage Assn. 0.875% 5/21/18 47,380 47,440
3 Federal National Mortgage Assn. 1.125% 7/20/18 20,000 20,137
3 Federal National Mortgage Assn. 1.875% 9/18/18 42,975 44,009
3 Federal National Mortgage Assn. 1.125% 10/19/18 12,000 12,080
3 Federal National Mortgage Assn. 1.625% 11/27/18 41,640 42,452
3 Federal National Mortgage Assn. 1.125% 12/14/18 50,000 50,326
3 Federal National Mortgage Assn. 1.375% 1/28/19 45,000 45,594
3 Federal National Mortgage Assn. 1.875% 2/19/19 43,000 44,178
3 Federal National Mortgage Assn. 1.000% 2/26/19 16,500 16,537
3 Federal National Mortgage Assn. 1.750% 6/20/19 76,000 77,849
3 Federal National Mortgage Assn. 1.750% 9/12/19 67,575 69,241
3 Federal National Mortgage Assn. 0.000% 10/9/19 6,640 6,308
3 Federal National Mortgage Assn. 1.750% 11/26/19 16,500 16,883
3 Federal National Mortgage Assn. 1.625% 1/21/20 22,000 22,396
3 Federal National Mortgage Assn. 1.500% 6/22/20 17,000 17,192
3 Federal National Mortgage Assn. 1.500% 11/30/20 26,000 26,253
3 Federal National Mortgage Assn. 1.875% 12/28/20 40,000 41,064
3 Federal National Mortgage Assn. 1.375% 2/26/21 17,000 17,024
3 Federal National Mortgage Assn. 2.625% 9/6/24 20,000 21,075
3 Federal National Mortgage Assn. 6.250% 5/15/29 5,550 7,919
3 Federal National Mortgage Assn. 7.125% 1/15/30 7,120 10,907
3 Federal National Mortgage Assn. 7.250% 5/15/30 28,925 44,957
3 Federal National Mortgage Assn. 6.625% 11/15/30 21,295 31,695
3 Federal National Mortgage Assn. 5.625% 7/15/37 2,721 3,849
2 Financing Corp. 9.800% 4/6/18 850 1,001
2 Financing Corp. 10.350% 8/3/18 100 122
2 Financing Corp. 9.650% 11/2/18 2,375 2,899
2 Financing Corp. 9.700% 4/5/19 425 533
Private Export Funding Corp. 2.250% 12/15/17 1,775 1,816
Private Export Funding Corp. 1.875% 7/15/18 2,200 2,239
Private Export Funding Corp. 4.375% 3/15/19 6,867 7,508
Private Export Funding Corp. 1.450% 8/15/19 7,575 7,624
Private Export Funding Corp. 2.250% 3/15/20 6,900 7,137
Private Export Funding Corp. 2.300% 9/15/20 1,500 1,556
Private Export Funding Corp. 4.300% 12/15/21 7,760 8,835
Private Export Funding Corp. 2.800% 5/15/22 1,125 1,184
Private Export Funding Corp. 2.050% 11/15/22 15,350 15,396

 

 

  Private Export Funding Corp. 3.550% 1/15/24 16,350 17,955
  Private Export Funding Corp. 2.450% 7/15/24 4,750 4,817
  Private Export Funding Corp. 3.250% 6/15/25 1,500 1,607
  Resolution Funding Corp. 8.125% 10/15/19 100 124
  Resolution Funding Corp. 8.875% 7/15/20 100 131
2 Tennessee Valley Authority 5.500% 7/18/17 6,400 6,791
2 Tennessee Valley Authority 4.500% 4/1/18 6,425 6,894
2 Tennessee Valley Authority 1.750% 10/15/18 9,500 9,697
2 Tennessee Valley Authority 3.875% 2/15/21 5,170 5,772
2 Tennessee Valley Authority 1.875% 8/15/22 3,750 3,768
2 Tennessee Valley Authority 2.875% 9/15/24 11,831 12,313
2 Tennessee Valley Authority 6.750% 11/1/25 17,756 24,240
2 Tennessee Valley Authority 7.125% 5/1/30 8,975 13,214
2 Tennessee Valley Authority 4.650% 6/15/35 3,425 4,062
2 Tennessee Valley Authority 5.880% 4/1/36 4,265 5,798
2 Tennessee Valley Authority 5.500% 6/15/38 850 1,109
2 Tennessee Valley Authority 5.250% 9/15/39 3,150 4,032
2 Tennessee Valley Authority 3.500% 12/15/42 5,500 5,405
2 Tennessee Valley Authority 4.875% 1/15/48 14,075 16,732
2 Tennessee Valley Authority 5.375% 4/1/56 2,770 3,573
2 Tennessee Valley Authority 4.625% 9/15/60 3,365 3,815
2 Tennessee Valley Authority 4.250% 9/15/65 5,500 5,757
          2,695,232
Conventional Mortgage-Backed Securities (20.3%)        
3,4 Fannie Mae Pool 2.000% 8/1/28–10/1/28 48,716 49,084
3,4,5Fannie Mae Pool 2.500% 11/1/26–2/1/43 517,957 532,569
3,4,5Fannie Mae Pool 3.000% 11/1/20–4/1/46 1,566,915 1,623,758
3,4,5Fannie Mae Pool 3.500% 1/1/21–4/1/46 2,229,301 2,346,360
3,4,5Fannie Mae Pool 4.000% 6/1/18–4/1/46 1,488,739 1,595,556
3,4 Fannie Mae Pool 4.500% 2/1/18–4/1/45 785,033 855,198
3,4 Fannie Mae Pool 5.000% 3/1/17–4/1/46 420,969 465,275
3,4 Fannie Mae Pool 5.500% 11/1/16–2/1/42 340,594 382,187
3,4 Fannie Mae Pool 6.000% 4/1/16–5/1/41 227,973 260,464
3,4 Fannie Mae Pool 6.500% 4/1/16–5/1/40 67,832 78,382
3,4 Fannie Mae Pool 7.000% 11/1/18–12/1/38 19,972 23,052
3,4 Fannie Mae Pool 7.500% 7/1/30–12/1/32 201 231
3,4 Fannie Mae Pool 8.000% 12/1/29 25 29
3,4 Freddie Mac Gold Pool 2.000% 7/1/28–1/1/29 38,164 38,462
3,4,5Freddie Mac Gold Pool 2.500% 4/1/27–3/1/43 405,061 416,460
3,4,5Freddie Mac Gold Pool 3.000% 10/1/26–4/1/46 993,141 1,027,728
3,4,5Freddie Mac Gold Pool 3.500% 12/1/20–4/1/46 1,389,225 1,458,716
3,4,5Freddie Mac Gold Pool 4.000% 3/1/18–4/1/46 932,686 997,098
3,4,5Freddie Mac Gold Pool 4.500% 12/1/17–4/1/46 448,061 486,127
3,4,5Freddie Mac Gold Pool 5.000% 4/1/17–4/1/46 266,060 291,398
3,4 Freddie Mac Gold Pool 5.500% 12/1/16–6/1/41 206,809 230,518
3,4 Freddie Mac Gold Pool 6.000% 4/1/16–5/1/40 120,383 136,740
3,4 Freddie Mac Gold Pool 6.500% 7/1/16–9/1/39 30,307 35,183
3,4 Freddie Mac Gold Pool 7.000% 4/1/16–12/1/38 11,231 13,091
3,4 Freddie Mac Gold Pool 7.500% 4/1/27–2/1/32 111 130
3,4 Freddie Mac Gold Pool 8.000% 1/1/27–11/1/31 162 190
3,4 Freddie Mac Gold Pool 8.500% 6/1/25 31 36
4 Ginnie Mae I Pool 3.000% 1/15/26–3/15/45 167,143 173,475
4,5 Ginnie Mae I Pool 3.500% 11/15/25–4/1/46 206,598 218,501
4,5 Ginnie Mae I Pool 4.000% 8/15/18–4/1/46 220,628 236,519
4,5 Ginnie Mae I Pool 4.500% 6/15/18–4/1/46 249,040 272,302
4 Ginnie Mae I Pool 5.000% 12/15/17–5/15/41 160,920 178,481
4 Ginnie Mae I Pool 5.500% 4/15/17–6/15/41 81,308 91,666

 

 

4 Ginnie Mae I Pool 6.000% 4/15/17–6/15/41 49,273 55,789
4 Ginnie Mae I Pool 6.500% 5/15/24–8/15/39 15,355 17,685
4 Ginnie Mae I Pool 7.000% 7/15/23–9/15/36 719 831
4 Ginnie Mae I Pool 7.500% 12/15/23 24 28
4 Ginnie Mae I Pool 8.000% 6/15/25–1/15/27 60 70
4 Ginnie Mae I Pool 9.000% 11/15/17–12/15/17 8 8
4 Ginnie Mae II Pool 2.500% 2/20/28–1/20/43 19,379 20,031
4,5 Ginnie Mae II Pool 3.000% 10/20/26–4/1/46 873,179 908,112
4,5 Ginnie Mae II Pool 3.500% 9/20/25–5/1/46 1,814,589 1,921,044
4,5 Ginnie Mae II Pool 4.000% 9/20/25–4/1/46 1,019,366 1,093,673
4,5 Ginnie Mae II Pool 4.500% 8/20/33–4/1/46 510,747 550,398
4 Ginnie Mae II Pool 5.000% 3/20/18–4/1/46 254,082 279,120
4 Ginnie Mae II Pool 5.500% 8/20/23–7/20/43 88,215 97,535
4 Ginnie Mae II Pool 6.000% 3/20/31–9/20/41 30,828 34,655
4 Ginnie Mae II Pool 6.500%  10/20/28–11/20/39 11,706 13,278
4 Ginnie Mae II Pool 7.000% 8/20/34–11/20/38 2,396 2,753
          19,509,976
Nonconventional Mortgage-Backed Securities (0.3%)        
3,4,6Fannie Mae Pool 1.581% 4/1/37 1,161 1,206
3,4,6Fannie Mae Pool 2.052% 9/1/37 1,813 1,942
3,4,6Fannie Mae Pool 2.114% 12/1/41 2,589 2,662
3,4 Fannie Mae Pool 2.115% 3/1/43 5,806 5,915
3,4 Fannie Mae Pool 2.187% 6/1/43 4,646 4,759
3,4 Fannie Mae Pool 2.188% 6/1/42 5,348 5,575
3,4 Fannie Mae Pool 2.214% 9/1/42 3,706 3,863
3,4 Fannie Mae Pool 2.237% 10/1/42 3,349 3,437
3,4 Fannie Mae Pool 2.266% 7/1/43 5,659 5,751
3,4,6Fannie Mae Pool 2.341% 8/1/35 646 688
3,4,6Fannie Mae Pool 2.360% 6/1/37 397 419
3,4,6Fannie Mae Pool 2.385% 5/1/40 611 642
3,4 Fannie Mae Pool 2.387% 7/1/42 4,341 4,471
3,4 Fannie Mae Pool 2.399% 5/1/42 6,227 6,475
3,4,6Fannie Mae Pool 2.410% 9/1/40 1,040 1,104
3,4,6Fannie Mae Pool 2.415% 6/1/36 15 16
3,4 Fannie Mae Pool 2.425% 5/1/43 9,894 10,129
3,4,6Fannie Mae Pool 2.427% 7/1/35 486 511
3,4 Fannie Mae Pool 2.440% 10/1/42 3,793 3,903
3,4,6Fannie Mae Pool 2.441% 12/1/33 208 221
3,4,6Fannie Mae Pool 2.445% 7/1/39 245 255
3,4,6Fannie Mae Pool 2.450% 7/1/37 235 251
3,4,6Fannie Mae Pool 2.452% 8/1/40 1,214 1,274
3,4,6Fannie Mae Pool 2.453% 11/1/33 127 136
3,4,6Fannie Mae Pool 2.458% 7/1/36–9/1/43 1,150 1,187
3,4,6Fannie Mae Pool 2.482% 9/1/34 291 303
3,4,6Fannie Mae Pool 2.485% 11/1/36 295 312
3,4,6Fannie Mae Pool 2.487% 7/1/38 142 151
3,4,6Fannie Mae Pool 2.519% 2/1/36 465 473
3,4,6Fannie Mae Pool 2.524% 5/1/40 391 407
3,4,6Fannie Mae Pool 2.527% 8/1/37 725 765
3,4,6Fannie Mae Pool 2.534% 10/1/39 552 574
3,4,6Fannie Mae Pool 2.544% 10/1/40 1,594 1,681
3,4,6Fannie Mae Pool 2.553% 5/1/42 1,281 1,335
3,4,6Fannie Mae Pool 2.559% 7/1/42 2,015 2,140
3,4,6Fannie Mae Pool 2.573% 12/1/40 1,233 1,300
3,4,6Fannie Mae Pool 2.576% 7/1/38–11/1/39 458 483
3,4,6Fannie Mae Pool 2.583% 4/1/36 184 189
3,4,6Fannie Mae Pool 2.598% 5/1/35 627 658

 

 

3,4,6Fannie Mae Pool 2.599% 12/1/41 2,470 2,637
3,4 Fannie Mae Pool 2.618% 11/1/41 2,344 2,494
3,4,6Fannie Mae Pool 2.626% 12/1/35 602 638
3,4,6Fannie Mae Pool 2.634% 1/1/37 713 765
3,4,6Fannie Mae Pool 2.670% 11/1/40 1,210 1,274
3,4,6Fannie Mae Pool 2.675% 10/1/40 1,675 1,763
3,4,6Fannie Mae Pool 2.676% 12/1/40 1,055 1,113
3,4,6Fannie Mae Pool 2.683% 11/1/34 716 751
3,4,6Fannie Mae Pool 2.685% 11/1/33–12/1/40 2,319 2,440
3,4 Fannie Mae Pool 2.701% 1/1/42 2,331 2,466
3,4,6Fannie Mae Pool 2.710% 1/1/40 656 681
3,4,6Fannie Mae Pool 2.723% 4/1/37 30 32
3,4,6Fannie Mae Pool 2.725% 2/1/36 557 594
3,4 Fannie Mae Pool 2.732% 12/1/43 5,245 5,417
3,4,6Fannie Mae Pool 2.739% 3/1/41 1,754 1,872
3,4,6Fannie Mae Pool 2.749% 2/1/41 766 768
3,4 Fannie Mae Pool 2.758% 3/1/42 4,198 4,391
3,4 Fannie Mae Pool 2.768% 1/1/42 3,174 3,325
3,4 Fannie Mae Pool 2.786% 11/1/41 2,122 2,287
3,4,6Fannie Mae Pool 2.797% 1/1/35 739 792
3,4,6Fannie Mae Pool 2.827% 3/1/41 1,893 1,990
3,4 Fannie Mae Pool 2.887% 12/1/40 1,326 1,394
3,4,6Fannie Mae Pool 2.912% 3/1/42 2,893 3,088
3,4,6Fannie Mae Pool 2.938% 10/1/36 466 504
3,4 Fannie Mae Pool 2.941% 9/1/43 5,516 5,765
3,4,6Fannie Mae Pool 3.020% 2/1/42 6,862 7,304
3,4,6Fannie Mae Pool 3.047% 2/1/42 2,328 2,478
3,4 Fannie Mae Pool 3.052% 2/1/41 1,547 1,629
3,4 Fannie Mae Pool 3.149% 2/1/41 1,206 1,271
3,4,6Fannie Mae Pool 3.190% 5/1/41 1,458 1,538
3,4 Fannie Mae Pool 3.353% 8/1/42 3,206 3,321
3,4 Fannie Mae Pool 3.564% 4/1/41 1,791 1,870
3,4 Fannie Mae Pool 3.569% 7/1/41 3,653 3,888
3,4 Fannie Mae Pool 3.580% 8/1/39 585 639
3,4 Fannie Mae Pool 3.582% 6/1/41 522 561
3,4 Fannie Mae Pool 3.756% 6/1/41 2,176 2,323
3,4 Fannie Mae Pool 3.833% 9/1/40 2,313 2,452
3,4,6Fannie Mae Pool 3.925% 8/1/39 1,860 1,923
3,4,6Fannie Mae Pool 4.065% 11/1/39 867 913
3,4,6Fannie Mae Pool 4.285% 12/1/39 1,335 1,389
3,4 Fannie Mae Pool 4.855% 3/1/38 416 428
3,4 Fannie Mae Pool 5.287% 5/1/36 25 25
3,4 Fannie Mae Pool 5.520% 4/1/37 662 696
3,4 Fannie Mae Pool 5.592% 10/1/37 471 489
3,4 Fannie Mae Pool 5.758% 12/1/37 720 781
3,4,6Fannie Mae Pool 6.076% 10/1/37 1,179 1,227
3,4,6Freddie Mac Non Gold Pool 1.735% 10/1/37 23 23
3,4,6Freddie Mac Non Gold Pool 1.895% 6/1/37 527 541
3,4,6Freddie Mac Non Gold Pool 2.265% 1/1/37 653 690
3,4,6Freddie Mac Non Gold Pool 2.282% 3/1/37 42 44
3,4 Freddie Mac Non Gold Pool 2.334% 5/1/42 809 829
3,4,6Freddie Mac Non Gold Pool 2.375% 5/1/38 99 104
3,4,6Freddie Mac Non Gold Pool 2.390% 4/1/35 26 27
3,4,6Freddie Mac Non Gold Pool 2.479% 7/1/35 277 292
3,4,6Freddie Mac Non Gold Pool 2.492% 10/1/37 884 933
3,4,6Freddie Mac Non Gold Pool 2.500% 5/1/36–1/1/38 758 802
3,4,6Freddie Mac Non Gold Pool 2.505% 5/1/40 455 478

 

 

3,4,6Freddie Mac Non Gold Pool 2.515% 12/1/36 279 297
3,4,6Freddie Mac Non Gold Pool 2.531% 11/1/36 157 163
3,4 Freddie Mac Non Gold Pool 2.560% 11/1/43 4,403 4,543
3,4 Freddie Mac Non Gold Pool 2.571% 2/1/42 1,216 1,275
3,4,6Freddie Mac Non Gold Pool 2.573% 5/1/40 460 481
3,4,6Freddie Mac Non Gold Pool 2.587% 12/1/34 434 455
3,4,6Freddie Mac Non Gold Pool 2.594% 6/1/37 641 686
3,4,6Freddie Mac Non Gold Pool 2.602% 1/1/35 84 91
3,4,6Freddie Mac Non Gold Pool 2.612% 12/1/36 554 576
3,4,6Freddie Mac Non Gold Pool 2.619% 12/1/40 2,744 2,844
3,4,6Freddie Mac Non Gold Pool 2.621% 11/1/34 638 669
3,4,6Freddie Mac Non Gold Pool 2.630% 6/1/40 607 625
3,4,6Freddie Mac Non Gold Pool 2.631% 6/1/40 690 721
3,4,6Freddie Mac Non Gold Pool 2.634% 12/1/35 429 453
3,4,6Freddie Mac Non Gold Pool 2.635% 7/1/38 231 234
3,4,6Freddie Mac Non Gold Pool 2.642% 3/1/37 145 154
3,4,6Freddie Mac Non Gold Pool 2.653% 2/1/37 162 173
3,4,6Freddie Mac Non Gold Pool 2.656% 3/1/37 33 34
3,4,6Freddie Mac Non Gold Pool 2.717% 1/1/37 241 255
3,4,6Freddie Mac Non Gold Pool 2.731% 6/1/37 503 537
3,4 Freddie Mac Non Gold Pool 2.753% 2/1/42 2,738 2,863
3,4,6Freddie Mac Non Gold Pool 2.755% 11/1/40–12/1/40 1,574 1,631
3,4,6Freddie Mac Non Gold Pool 2.762% 11/1/40 1,309 1,351
3,4 Freddie Mac Non Gold Pool 2.774% 1/1/41 2,633 2,761
3,4,6Freddie Mac Non Gold Pool 2.798% 3/1/37 44 44
3,4 Freddie Mac Non Gold Pool 2.906% 12/1/41 2,777 2,914
3,4,6Freddie Mac Non Gold Pool 2.928% 3/1/41 507 538
3,4,6Freddie Mac Non Gold Pool 2.946% 3/1/37 491 522
3,4,6Freddie Mac Non Gold Pool 2.966% 10/1/36 538 583
3,4,6Freddie Mac Non Gold Pool 2.976% 2/1/36 182 186
3,4,6Freddie Mac Non Gold Pool 3.025% 2/1/41 798 848
3,4,6Freddie Mac Non Gold Pool 3.035% 2/1/41 1,931 2,055
3,4 Freddie Mac Non Gold Pool 3.065% 1/1/41 517 546
3,4 Freddie Mac Non Gold Pool 3.114% 6/1/41 765 791
3,4 Freddie Mac Non Gold Pool 3.444% 3/1/42 2,121 2,251
3,4 Freddie Mac Non Gold Pool 3.577% 6/1/40 2,132 2,255
3,4 Freddie Mac Non Gold Pool 3.672% 9/1/40 2,328 2,470
3,4 Freddie Mac Non Gold Pool 5.253% 3/1/38 603 639
3,4 Freddie Mac Non Gold Pool 5.631% 9/1/37 285 292
3,4 Freddie Mac Non Gold Pool 5.861% 5/1/37 1,616 1,660
3,4 Freddie Mac Non Gold Pool 6.140% 12/1/36 303 324
3,4 Freddie Mac Non Gold Pool 6.282% 8/1/37 164 175
4,6 Ginnie Mae II Pool 1.750% 6/20/29–4/20/41 631 653
4,6 Ginnie Mae II Pool 2.000% 10/20/38–6/20/43 19,014 19,853
4,6 Ginnie Mae II Pool 2.250% 5/20/41 776 816
4,6 Ginnie Mae II Pool 2.500% 1/20/41–5/20/43 18,512 18,838
4,5,6Ginnie Mae II Pool 3.000% 7/20/38–11/20/41 7,317 7,716
4,5,6Ginnie Mae II Pool 3.500% 1/20/41–12/20/43 14,135 14,922
4,5 Ginnie Mae II Pool 4.000% 4/20/41–10/20/41 4,368 4,616
          279,091
Total U.S. Government and Agency Obligations (Cost $59,599,592)   61,239,309
Asset-Backed/Commercial Mortgage-Backed Securities (2.8%)      
4 AEP Texas Central Transition Funding II LLC        
  2006-A 5.170% 1/1/18 1,352 1,399
4 Ally Auto Receivables Trust 2013-2 0.790% 1/15/18 377 376
4 Ally Auto Receivables Trust 2013-2 1.240% 11/15/18 700 700

 

 

4 Ally Auto Receivables Trust 2014-1 0.970% 10/15/18 2,225 2,223
4 Ally Auto Receivables Trust 2014-1 1.530% 4/15/19 1,150 1,151
4 Ally Auto Receivables Trust 2014-3 1.280% 6/17/19 3,350 3,352
4 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 1,325 1,331
4 Ally Auto Receivables Trust 2014-SN1 0.750% 2/21/17 916 916
4 Ally Auto Receivables Trust 2014-SN1 0.950% 6/20/18 1,500 1,499
4 Ally Auto Receivables Trust 2014-SN2 1.030% 9/20/17 2,600 2,598
4 Ally Auto Receivables Trust 2014-SN2 1.210% 2/20/19 1,850 1,847
4 Ally Auto Receivables Trust 2015-1 1.390% 9/16/19 1,050 1,052
4 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 1,075 1,080
4 Ally Auto Receivables Trust 2015-2 1.490% 11/15/19 2,675 2,680
4 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 1,310 1,319
4 Ally Master Owner Trust Series 2014-4 1.430% 6/17/19 3,800 3,794
4 Ally Master Owner Trust Series 2015-3 1.630% 5/15/20 4,950 4,947
4 American Express Credit Account Secured        
Note Trust 2013-3 0.980% 5/15/19 1,000 999
4 American Express Credit Account Secured        
Note Trust 2014-3 1.490% 4/15/20 5,750 5,772
4 American Express Credit Account Secured        
Note Trust 2014-4 1.430% 6/15/20 3,025 3,039
4 AmeriCredit Automobile Receivables Trust        
2013-3 0.920% 4/9/18 249 249
4 AmeriCredit Automobile Receivables Trust        
2013-4 0.960% 4/9/18 122 122
4 AmeriCredit Automobile Receivables Trust        
2013-5 0.900% 9/10/18 331 331
4 AmeriCredit Automobile Receivables Trust        
2013-5 1.520% 1/8/19 400 400
4 AmeriCredit Automobile Receivables Trust        
2014-1 0.900% 2/8/19 346 345
4 AmeriCredit Automobile Receivables Trust        
2014-1 1.680% 7/8/19 375 375
4 AmeriCredit Automobile Receivables Trust        
2014-2 0.940% 2/8/19 1,104 1,102
4 AmeriCredit Automobile Receivables Trust        
2014-3 1.150% 6/10/19 1,925 1,921
4 AmeriCredit Automobile Receivables Trust        
2015-2 1.270% 1/8/20 2,450 2,443
4 BA Credit Card Trust 2007-A1 5.170% 6/15/19 900 927
4 Banc of America Commercial Mortgage Trust        
2006-2 5.968% 5/10/45 1,380 1,381
4 Banc of America Commercial Mortgage Trust        
2006-3 5.889% 7/10/44 191 192
4 Banc of America Commercial Mortgage Trust        
2006-5 5.414% 9/10/47 3,848 3,865
4 Banc of America Commercial Mortgage Trust        
2006-5 5.448% 9/10/47 890 904
4 Banc of America Commercial Mortgage Trust        
2007-2 5.608% 4/10/49 1,399 1,409
4 Banc of America Commercial Mortgage Trust        
2008-1 6.219% 2/10/51 9,609 10,109
4 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.429% 9/15/48 1,425 1,507
4 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.705% 9/15/48 2,525 2,703
Bank of Nova Scotia 2.125% 9/11/19 7,400 7,509
Bank of Nova Scotia 1.850% 4/14/20 17,300 17,357

 

 

4 Barclays Dryrock Issuance Trust 2015-2 1.560% 3/15/21 2,875 2,881
4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR12 5.797% 9/11/38 133 133
4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-PWR13 5.582% 9/11/41 1,125 1,138
4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-TOP24 5.568% 10/12/41 3,675 3,738
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR16 5.721% 6/11/40 3,600 3,701
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.694% 6/11/50 16,698 17,210
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.885% 6/11/50 4,095 4,273
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP28 5.742% 9/11/42 8,019 8,324
4 BMW Vehicle Owner Trust 2014-A 0.970% 11/26/18 3,425 3,424
4 BMW Vehicle Owner Trust 2014-A 1.500% 2/25/21 2,275 2,280
4 BMW Vehicle Owner Trust 2015-1 1.240% 12/20/17 3,925 3,926
4 BMW Vehicle Owner Trust 2015-2 1.400% 9/20/18 3,450 3,453
4 BMW Vehicle Owner Trust 2015-2 1.550% 2/20/19 1,250 1,248
4 Capital Auto Receivables Asset Trust 2013-3 1.680% 4/20/18 1,340 1,342
4 Capital Auto Receivables Asset Trust 2013-4 1.090% 3/20/18 1,236 1,236
4 Capital Auto Receivables Asset Trust 2013-4 1.470% 7/20/18 700 701
4 Capital Auto Receivables Asset Trust 2013-4 2.060% 10/22/18 700 703
4 Capital Auto Receivables Asset Trust 2014-1 1.690% 10/22/18 1,090 1,092
4 Capital Auto Receivables Asset Trust 2014-1 2.220% 1/22/19 1,116 1,118
4 Capital Auto Receivables Asset Trust 2014-2 1.260% 5/21/18 975 975
4 Capital Auto Receivables Asset Trust 2014-2 1.620% 10/22/18 775 775
4 Capital Auto Receivables Asset Trust 2014-3 1.480% 11/20/18 1,350 1,351
4 Capital Auto Receivables Asset Trust 2014-3 1.830% 4/22/19 975 977
4 Capital Auto Receivables Asset Trust 2015-1 1.610% 6/20/19 2,375 2,373
4 Capital Auto Receivables Asset Trust 2015-1 1.860% 10/21/19 1,300 1,302
4 Capital Auto Receivables Asset Trust 2015-2 1.730% 9/20/19 3,650 3,654
4 Capital Auto Receivables Asset Trust 2015-3 1.940% 1/21/20 2,875 2,883
4 Capital Auto Receivables Asset Trust 2015-3 1.970% 1/21/20 1,800 1,804
4 Capital Auto Receivables Asset Trust 2015-3 2.130% 5/20/20 1,840 1,850
4 Capital Auto Receivables Asset Trust 2015-4 1.830% 3/20/20 2,750 2,754
4 Capital Auto Receivables Asset Trust 2015-4 2.010% 7/20/20 1,775 1,779
4 Capital One Multi-asset Execution Trust 2007-        
A7 5.750% 7/15/20 7,190 7,651
4 Capital One Multi-Asset Execution Trust 2014-        
A2 1.260% 1/15/20 1,325 1,323
4 Capital One Multi-Asset Execution Trust 2014-        
A5 1.480% 7/15/20 4,700 4,721
4 Capital One Multi-Asset Execution Trust 2015-        
A2 2.080% 3/15/23 7,675 7,800
4 Capital One Multi-asset Execution Trust 2015-        
A5 1.600% 5/17/21 3,625 3,650
4 Capital One Multi-asset Execution Trust 2015-        
A8 2.050% 8/15/23 4,950 5,007
4 CarMax Auto Owner Trust 2012-3 0.790% 4/16/18 1,314 1,313
4 CarMax Auto Owner Trust 2013-2 0.640% 1/16/18 483 483
4 Carmax Auto Owner Trust 2013-2 0.840% 11/15/18 799 796
4 Carmax Auto Owner Trust 2013-3 0.970% 4/16/18 884 883
4 Carmax Auto Owner Trust 2013-3 1.490% 1/15/19 1,210 1,212
4 Carmax Auto Owner Trust 2013-4 0.800% 7/16/18 467 466
4 Carmax Auto Owner Trust 2013-4 1.280% 5/15/19 375 375

 

 

4 Carmax Auto Owner Trust 2014-1 0.790% 10/15/18 769 768
4 Carmax Auto Owner Trust 2014-1 1.320% 7/15/19 735 734
4 Carmax Auto Owner Trust 2014-2 0.980% 1/15/19 1,691 1,689
4 Carmax Auto Owner Trust 2014-2 1.610% 10/15/19 1,000 1,002
4 Carmax Auto Owner Trust 2014-3 1.160% 6/17/19 2,300 2,299
4 Carmax Auto Owner Trust 2014-3 1.730% 2/18/20 1,150 1,154
4 Carmax Auto Owner Trust 2014-4 1.250% 11/15/19 4,150 4,151
4 Carmax Auto Owner Trust 2015-2 1.370% 3/16/20 2,175 2,174
4 Carmax Auto Owner Trust 2015-2 1.800% 3/15/21 1,025 1,031
4 Carmax Auto Owner Trust 2015-3 1.630% 5/15/20 3,300 3,317
4 Carmax Auto Owner Trust 2015-3 1.980% 2/16/21 800 807
4 Carmax Auto Owner Trust 2015-4 1.560% 11/16/20 2,500 2,507
4 Carmax Auto Owner Trust 2015-4 1.830% 6/15/21 1,250 1,257
4 CD 2006-CD3 Mortgage Trust 5.617% 10/15/48 9,437 9,430
4 CD 2006-CD3 Mortgage Trust 5.648% 10/15/48 4,150 4,181
4 CD 2007-CD4 Commercial Mortgage Trust 5.322% 12/11/49 7,229 7,310
4 CD 2007-CD5 Mortgage Trust 5.886% 11/15/44 5,087 5,273
4 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.170% 8/1/19 426 437
4 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 654 715
4 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 5,300 5,637
4 CFCRE Commercial Mortgage Trust 2016-C3 3.865% 1/10/48 3,650 3,936
4 Chase Issuance Trust 2012-A4 1.580% 8/16/21 5,500 5,513
4 Chase Issuance Trust 2012-A7 2.160% 9/16/24 12,805 12,865
4 Chase Issuance Trust 2013-A1 1.300% 2/18/20 9,550 9,576
4 Chase Issuance Trust 2013-A8 1.010% 10/15/18 6,425 6,421
4 Chase Issuance Trust 2014-A1 1.150% 1/15/19 19,175 19,147
4 Chase Issuance Trust 2014-A2 2.770% 3/15/23 7,550 7,859
4 Chase Issuance Trust 2014-A6 1.260% 7/15/19 9,700 9,698
4 Chase Issuance Trust 2014-A7 1.380% 11/15/19 7,400 7,424
4 Chase Issuance Trust 2015-A2 1.590% 2/18/20 14,896 15,008
4 Chase Issuance Trust 2015-A4 1.840% 4/15/22 5,400 5,444
4 Chase Issuance Trust 2015-A5 1.360% 4/15/20 11,000 11,032
4 Citibank Credit Card Issuance Trust 2007-A8 5.650% 9/20/19 7,150 7,603
4 Citibank Credit Card Issuance Trust 2008-A1 5.350% 2/7/20 6,114 6,562
4 Citibank Credit Card Issuance Trust 2014-A1 2.880% 1/23/23 15,000 15,668
4 Citibank Credit Card Issuance Trust 2014-A4 1.230% 4/24/19 7,600 7,581
4 Citibank Credit Card Issuance Trust 2014-A5 2.680% 6/7/23 6,525 6,763
4 Citibank Credit Card Issuance Trust 2014-A6 2.150% 7/15/21 18,925 19,315
4 Citibank Credit Card Issuance Trust 2014-A8 1.730% 4/9/20 11,625 11,730
4 Citigroup Commercial Mortgage Trust 2006-        
C5 5.431% 10/15/49 2,162 2,180
4 Citigroup Commercial Mortgage Trust 2006-        
C5 5.462% 10/15/49 1,585 1,610
4 Citigroup Commercial Mortgage Trust 2007-        
C6 5.705% 12/10/49 9,305 9,518
4 Citigroup Commercial Mortgage Trust 2008-        
C7 6.137% 12/10/49 9,654 10,026
4 Citigroup Commercial Mortgage Trust 2012-        
GC8 3.024% 9/10/45 3,950 4,101
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.093% 4/10/46 1,500 1,557
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.422% 4/10/46 1,300 1,340

 

 

4 Citigroup Commercial Mortgage Trust 2013-        
  GC15 3.161% 9/10/46 1,700 1,752
4 Citigroup Commercial Mortgage Trust 2013-        
  GC15 3.942% 9/10/46 800 859
4 Citigroup Commercial Mortgage Trust 2013-        
  GC15 4.371% 9/10/46 1,200 1,343
4 Citigroup Commercial Mortgage Trust 2013-        
  GC15 4.649% 9/10/46 1,700 1,889
4 Citigroup Commercial Mortgage Trust 2013-        
  GC17 3.675% 11/10/46 550 585
4 Citigroup Commercial Mortgage Trust 2013-        
  GC17 4.131% 11/10/46 1,825 2,015
4 Citigroup Commercial Mortgage Trust 2013-        
  GC17 4.544% 11/10/46 750 827
4 Citigroup Commercial Mortgage Trust 2013-        
  GC17 5.095% 11/10/46 750 842
4 Citigroup Commercial Mortgage Trust 2014-        
  GC19 2.790% 3/10/47 3,210 3,290
4 Citigroup Commercial Mortgage Trust 2014-        
  GC19 3.552% 3/10/47 750 794
4 Citigroup Commercial Mortgage Trust 2014-        
  GC19 4.023% 3/10/47 1,150 1,258
4 Citigroup Commercial Mortgage Trust 2014-        
  GC19 4.345% 3/10/47 955 1,025
4 Citigroup Commercial Mortgage Trust 2014-        
  GC21 3.477% 5/10/47 375 398
4 Citigroup Commercial Mortgage Trust 2014-        
  GC21 3.855% 5/10/47 1,675 1,813
4 Citigroup Commercial Mortgage Trust 2014-        
  GC21 4.328% 5/10/47 1,350 1,449
4 Citigroup Commercial Mortgage Trust 2014-        
  GC23 3.622% 7/10/47 2,725 2,899
4 Citigroup Commercial Mortgage Trust 2014-        
  GC25 3.635% 10/10/47 5,650 5,969
4 Citigroup Commercial Mortgage Trust 2015-        
  GC27 3.137% 2/10/48 7,425 7,562
4 Citigroup Commercial Mortgage Trust 2015-        
  GC27 3.571% 2/10/48 3,025 3,106
4 Citigroup Commercial Mortgage Trust 2015-        
  GC29 2.674% 4/10/48 1,525 1,562
4 Citigroup Commercial Mortgage Trust 2015-        
  GC29 3.758% 4/10/48 2,937 2,976
4 Citigroup Commercial Mortgage Trust 2015-        
  GC31 3.762% 6/10/48 2,925 3,133
4 Citigroup Commercial Mortgage Trust 2015-        
  GC33 3.778% 9/10/58 3,375 3,612
4 Citigroup Commercial Mortgage Trust 2016-        
  C32 3.616% 2/10/49 7,150 7,548
4 COBALT CMBS Commercial Mortgage Trust        
  2007-C2 5.484% 4/15/47 5,008 5,108
4 COBALT CMBS Commercial Mortgage Trust        
  2007-C3 5.762% 5/15/46 5,613 5,750
4 COMM 2006-C7 Mortgage Trust 5.844% 6/10/46 2,293 2,291
4 COMM 2007-C9 Mortgage Trust 5.813% 12/10/49 7,548 7,709
4 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 1,285 1,351
4 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 1,825 1,939
4,7 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 2,195 2,294

 

 

4 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 6,300 6,502
4 COMM 2012-CCRE5 Mortgage Trust 2.771% 12/10/45 1,500 1,541
4 COMM 2012-CR3 Mortgage Trust 2.822% 10/15/45 5,000 5,153
4 COMM 2013-CCRE11 Mortgage Trust 3.047% 10/10/46 1,310 1,349
4 COMM 2013-CCRE11 Mortgage Trust 3.660% 10/10/46 1,310 1,391
4 COMM 2013-CCRE11 Mortgage Trust 3.983% 10/10/46 1,750 1,919
4 COMM 2013-CCRE11 Mortgage Trust 4.258% 10/10/46 2,190 2,438
4 COMM 2013-CCRE11 Mortgage Trust 4.715% 10/10/46 1,310 1,478
4 COMM 2013-CCRE12 Mortgage Trust 1.295% 10/10/46 447 446
4 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 1,075 1,104
4 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 1,075 1,139
4 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 1,500 1,616
4 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 1,125 1,237
4 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 750 821
4 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 350 374
4 COMM 2013-CCRE13 Mortgage Trust 1.259% 11/10/18 318 317
4 COMM 2013-CCRE13 Mortgage Trust 3.039% 12/10/18 550 566
4 COMM 2013-CCRE13 Mortgage Trust 3.706% 10/10/23 375 402
4 COMM 2013-CCRE13 Mortgage Trust 4.449% 12/10/23 1,100 1,214
4 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 1,744 1,815
4 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 1,425 1,495
4 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 1,888 2,024
4 COMM 2013-CCRE9 Mortgage Trust 4.231% 7/10/45 2,295 2,567
4 COMM 2013-CCRE9 Mortgage Trust 4.210% 8/10/46 660 735
4 COMM 2013-CR13 Mortgage Trust 4.194% 11/10/23 3,700 4,119
4 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 2,050 2,108
4 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 2,020 2,254
4 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 3,981 4,116
4 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 2,184 2,249
4 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 3,275 3,373
4 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 2,725 3,022
4 COMM 2014-CCRE14 Mortgage Trust 4.606% 2/10/47 1,650 1,716
4 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 2,712 2,785
4 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 935 987
4 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 1,737 1,912
4 COMM 2014-CCRE15 Mortgage Trust 4.714% 2/10/47 869 969
4 COMM 2014-CCRE16 Mortgage Trust 3.653% 4/10/47 1,500 1,593
4 COMM 2014-CCRE16 Mortgage Trust 4.278% 4/10/47 1,975 2,159
4 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 5,775 6,254
4 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 1,550 1,668
4 COMM 2014-CCRE21 Mortgage Trust 3.095% 12/10/47 2,916 3,038
4 COMM 2014-CCRE21 Mortgage Trust 3.528% 12/10/47 5,625 5,980
4 COMM 2014-CR14 Mortgage Trust 4.236% 2/10/47 2,450 2,730
4 COMM 2014-CR17 Mortgage Trust 3.012% 5/10/47 1,900 1,958
4 COMM 2014-CR17 Mortgage Trust 3.598% 5/10/47 950 997
4 COMM 2014-CR17 Mortgage Trust 3.977% 5/10/47 1,525 1,670
4 COMM 2014-CR17 Mortgage Trust 4.377% 5/10/47 955 1,013
4 COMM 2014-CR18 Mortgage Trust 3.452% 7/15/47 2,950 3,098
4 COMM 2014-CR18 Mortgage Trust 3.828% 7/15/47 975 1,058
4 COMM 2014-CR18 Mortgage Trust 4.103% 7/15/47 1,281 1,385
4 COMM 2014-CR20 Mortgage Trust 3.590% 11/10/47 1,525 1,624
4 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 1,150 1,183
4 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 2,650 2,898
4 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 3,900 4,064
4 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 1,550 1,693
4 COMM 2014-LC19 Mortgage Trust 3.040% 2/10/48 750 770
4 COMM 2014-LC19 Mortgage Trust 3.183% 2/10/48 4,000 4,143

 

 

4 COMM 2014-LC19 Mortgage Trust 3.527% 2/10/48 1,775 1,844
4 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 757 774
4 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 658 692
4 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 1,699 1,837
4 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 475 510
4 COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 301 326
4 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 1,150 1,186
4 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 3,075 3,312
4 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 6,000 6,392
4 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 1,502 1,560
4 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 4,575 4,941
4 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 3,850 3,994
4 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 3,850 4,020
4 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 7,200 7,673
4 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 1,925 2,061
4 COMM 2015-CR22 Mortgage Trust 2.856% 3/10/48 1,900 1,953
4 COMM 2015-CR22 Mortgage Trust 3.309% 3/10/48 5,325 5,541
4 COMM 2015-CR22 Mortgage Trust 3.603% 3/10/48 1,900 1,969
4 COMM 2015-CR23 Mortgage Trust 3.257% 5/10/48 2,200 2,299
4 COMM 2015-CR23 Mortgage Trust 3.497% 5/10/48 3,250 3,429
4 COMM 2015-CR23 Mortgage Trust 3.801% 5/10/48 1,450 1,508
4 COMM 2015-CR25 Mortgage Trust 3.759% 8/10/48 3,500 3,766
4 COMM 2015-CR26 Mortgage Trust 3.630% 10/10/48 6,675 7,107
4 COMM 2015-CR27 Mortgage Trust 3.404% 10/10/48 3,575 3,776
4 COMM 2015-CR27 Mortgage Trust 3.612% 10/10/48 3,575 3,801
4 COMM 2016-CR28 Mortgage Trust 3.762% 2/10/49 5,350 5,737
4 COMM 2016-DC2 Mortgage Trust 3.550% 2/10/49 4,375 4,564
4 Commercial Mortgage Trust 2006-GG7 5.892% 7/10/38 353 353
4 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C4 5.509% 9/15/39 550 557
4 Credit Suisse Commercial Mortgage Trust        
  Series 2006-C5 5.311% 12/15/39 6,493 6,564
4 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C1 5.383% 2/15/40 2,169 2,196
4 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C3 5.699% 6/15/39 8,827 8,941
4 CSAIL Commercial Mortgage Trust 2015-C1 3.505% 4/15/50 3,750 3,958
4 CSAIL Commercial Mortgage Trust 2015-C1 3.791% 4/15/50 1,900 2,008
4 CSAIL Commercial Mortgage Trust 2015-C1 4.044% 4/15/50 1,525 1,561
4 CSAIL Commercial Mortgage Trust 2015-C2 1.454% 6/15/57 2,283 2,276
4 CSAIL Commercial Mortgage Trust 2015-C2 3.504% 6/15/57 4,700 4,947
4 CSAIL Commercial Mortgage Trust 2015-C2 3.849% 6/15/57 1,800 1,891
4 CSAIL Commercial Mortgage Trust 2015-C3 3.448% 8/15/48 2,772 2,934
4 CSAIL Commercial Mortgage Trust 2015-C3 3.718% 8/15/48 3,550 3,794
4 CSAIL Commercial Mortgage Trust 2015-C3 4.111% 8/15/48 1,625 1,589
4 CSAIL Commercial Mortgage Trust 2015-C4 3.617% 11/15/48 1,800 1,914
4 CSAIL Commercial Mortgage Trust 2015-C4 3.808% 11/15/48 2,850 3,060
4 DBJPM 16-C1 3.276% 5/10/49 2,600 2,678
4 Discover Card Execution Note Trust 2007-A1 5.650% 3/16/20 9,453 10,045
4 Discover Card Execution Note Trust 2014-A3 1.220% 10/15/19 12,325 12,292
4 Discover Card Execution Note Trust 2014-A5 1.390% 4/15/20 10,650 10,696
4 Discover Card Execution Note Trust 2015-A2 1.900% 10/17/22 9,175 9,236
4 Discover Card Execution Note Trust 2015-A3 1.450% 3/15/21 6,900 6,923
4 Discover Card Execution Note Trust 2015-A4 2.190% 4/17/23 6,950 7,042
4 Discover Card Execution Note Trust 2016-A1 1.640% 7/15/21 11,000 11,062
3,4 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 1,219 1,324
3,4 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 5,200 5,709

 

 

3,4 Fannie Mae-Aces 2011-M4 3.726% 6/25/21 9,050 9,899
3,4 Fannie Mae-Aces 2012-M9 1.553% 4/25/22 898 904
3,4 Fannie Mae-Aces 2013-M12 2.395% 3/25/23 9,467 9,576
3,4 Fannie Mae-Aces 2013-M14 2.505% 4/25/23 10,880 11,160
3,4 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 11,450 12,249
3,4 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 675 706
3,4 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 3,850 3,899
3,4 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 7,250 7,441
3,4 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 11,300 11,772
3,4 Fannie Mae-Aces 2014-M13 1.637% 11/25/17 1,670 1,681
3,4 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 1,597 1,671
3,4 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 4,500 4,710
3,4 Fannie Mae-Aces 2014-M15 2.509% 7/25/22 4,150 4,256
3,4 Fannie Mae-Aces 2014-M2 1.916% 6/25/21 2,539 2,568
3,4 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 11,322 12,253
3,4 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 4,095 4,282
3,4 Fannie Mae-Aces 2014-M3 3.475% 1/25/24 5,400 5,874
3,4 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 5,650 6,102
3,4 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 10,600 11,036
3,4 Fannie Mae-Aces 2014-M7 3.248% 6/25/24 11,470 12,542
3,4 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 1,723 1,783
3,4 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 5,850 6,131
3,4 Fannie Mae-Aces 2014-M9 1.462% 4/25/17 7,293 7,313
3,4 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 6,825 7,197
3,4 Fannie Mae-Aces 2015-M1 1.626% 2/25/18 2,950 2,973
3,4 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 10,000 10,204
3,4 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 2,750 2,869
3,4 Fannie Mae-Aces 2015-M12 2.792% 5/25/25 6,425 6,568
3,4 Fannie Mae-Aces 2015-M15 2.923% 10/25/25 8,825 9,093
3,4 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 7,208 7,243
3,4 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 3,700 3,796
3,4 Fannie Mae-Aces 2015-M7 1.550% 4/25/18 1,875 1,890
3,4 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 6,650 6,773
3,4 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 3,484 3,611
3,4 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 3,600 3,730
3 Fannie Mae-Aces 2016-M2 2.152% 1/25/23 6,425 6,430
3,4 Fannie Mae-Aces 2016-M3 2.702% 2/25/26 3,500 3,571
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K004 4.186% 8/25/19 2,050 2,225
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K005 3.484% 4/25/19 7,124 7,294
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K006 3.398% 7/25/19 5,075 5,232
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K007 3.342% 12/25/19 3,824 3,909
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K009 2.757% 5/25/20 6,294 6,425
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K010 2.412% 8/25/18 2,424 2,471
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K010 3.320% 7/25/20 3,350 3,444
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K012 4.184% 12/25/20 1,025 1,138
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K014 3.871% 4/25/21 4,667 5,140
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K017 2.873% 12/25/21 12,820 13,469

 

 

3,4 FHLMC Multifamily Structured Pass Through        
Certificates K019 2.272% 3/25/22 5,430 5,529
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K020 2.373% 5/25/22 13,400 13,759
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K021 2.396% 6/25/22 8,300 8,498
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K021 3.490% 1/25/24 475 515
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K022 2.355% 7/25/22 575 587
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K026 2.510% 11/25/22 11,500 11,812
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K028 3.111% 2/25/23 8,625 9,166
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K029 3.320% 2/25/23 11,425 12,367
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K030 2.779% 9/25/22 9,572 9,991
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K030 3.250% 4/25/23 11,425 12,237
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K031 3.300% 4/25/23 11,906 12,795
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K032 3.016% 2/25/23 5,676 5,980
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K032 3.310% 5/25/23 6,420 6,902
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K033 2.871% 2/25/23 10,294 10,831
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K033 3.060% 7/25/23 12,300 13,066
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K034 3.531% 7/25/23 10,633 11,568
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K035 3.458% 8/25/23 12,575 13,605
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K038 2.604% 10/25/23 3,481 3,628
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K038 3.389% 3/25/24 5,225 5,662
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K039 2.683% 12/25/23 2,462 2,575
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K039 3.303% 7/25/24 2,600 2,800
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K040 2.768% 4/25/24 3,531 3,708
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K040 3.241% 9/25/24 9,300 9,888
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K041 3.171% 10/25/24 9,300 9,898
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K042 2.267% 6/25/24 1,798 1,871
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K042 2.670% 12/25/24 7,225 7,371
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K043 2.532% 10/25/23 1,841 1,910
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K043 2.493% 11/25/24 3,558 3,732

 

 

3,4 FHLMC Multifamily Structured Pass Through        
Certificates K043 3.062% 12/25/24 5,600 5,927
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K043 3.023% 1/25/25 5,800 6,106
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K046 3.205% 3/25/25 5,800 6,185
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K047 2.827% 12/25/24 1,776 1,873
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K047 3.329% 5/25/25 4,450 4,805
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K048 3.284% 6/25/25 6,350 6,823
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K049 3.010% 7/25/25 3,850 4,051
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K050 3.334% 8/25/25 6,375 6,878
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K052 3.151% 11/25/25 4,150 4,404
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K053 2.995% 12/25/25 2,450 2,574
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K503 1.384% 1/25/19 5,037 5,042
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K503 2.456% 8/25/19 11,200 11,525
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K504 2.566% 9/25/20 3,500 3,619
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K702 3.154% 2/25/18 15,500 15,962
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K706 2.323% 10/25/18 4,929 5,026
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K707 2.220% 12/25/18 4,725 4,808
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K708 1.670% 10/25/18 252 252
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K710 1.883% 5/25/19 1,005 1,013
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K711 1.321% 12/25/18 6,571 6,577
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K711 1.730% 7/25/19 14,925 14,976
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K712 1.869% 11/25/19 7,000 7,048
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K713 2.313% 3/25/20 18,525 18,937
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K714 3.034% 10/25/20 12,850 13,515
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K716 3.130% 6/25/21 12,630 13,404
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K716 2.413% 8/25/47 2,360 2,421
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K717 2.991% 9/25/21 7,475 7,889
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K718 2.375% 9/25/21 7,131 7,364
3,4 FHLMC Multifamily Structured Pass Through        
Certificates K718 2.791% 1/25/22 6,800 7,115

 

 

3,4 FHLMC Multifamily Structures Pass Through        
Certificates K715 2.856% 1/25/21 4,225 4,420

 

3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K715 2.716% 6/25/22 4,550 4,744
4 Fifth Third Auto 2014-1 0.680% 4/16/18 1,029 1,028
4 Fifth Third Auto 2014-1 1.420% 3/16/20 3,575 3,582
4 Fifth Third Auto 2014-1 1.140% 10/15/20 1,500 1,498
4 Fifth Third Auto 2014-2 0.890% 11/15/18 1,382 1,380
4 Fifth Third Auto 2014-2 1.380% 12/15/20 975 976
4 Ford Credit Auto Lease Trust 2014-A 0.900% 6/15/17 575 575
4 Ford Credit Auto Lease Trust 2014-A 1.160% 8/15/17 1,050 1,049
4 Ford Credit Auto Lease Trust 2014-B 0.890% 9/15/17 1,922 1,921
4 Ford Credit Auto Lease Trust 2015-A 1.130% 6/15/18 1,000 999
4 Ford Credit Auto Lease Trust 2015-A 1.310% 8/15/18 725 724
4 Ford Credit Auto Lease Trust 2015-B 1.380% 12/15/18 2,500 2,500
4 Ford Credit Auto Lease Trust 2015-B 1.540% 2/15/19 1,775 1,775
4 Ford Credit Auto Owner Trust 2013-A 0.550% 7/15/17 31 31
4 Ford Credit Auto Owner Trust 2013-B 0.570% 10/15/17 148 148
4 Ford Credit Auto Owner Trust 2013-B 0.760% 8/15/18 800 799
4 Ford Credit Auto Owner Trust 2013-C 0.820% 12/15/17 458 458
4 Ford Credit Auto Owner Trust 2013-C 1.250% 10/15/18 692 693
4 Ford Credit Auto Owner Trust 2013-D 0.670% 4/15/18 859 858
4 Ford Credit Auto Owner Trust 2013-D 1.110% 2/15/19 350 350
4 Ford Credit Auto Owner Trust 2014-A 0.790% 5/15/18 688 688
4 Ford Credit Auto Owner Trust 2014-A 1.290% 4/15/19 800 800
4 Ford Credit Auto Owner Trust 2014-B 0.900% 10/15/18 2,783 2,782
4 Ford Credit Auto Owner Trust 2014-B 1.420% 8/15/19 575 576
4 Ford Credit Auto Owner Trust 2015-A 1.280% 9/15/19 1,850 1,854
4 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 575 578
4 Ford Credit Auto Owner Trust 2015-B 1.160% 11/15/19 2,300 2,298
4 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 900 902
4 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 1,725 1,729
4 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 800 805
4 Ford Credit Floorplan Master Owner Trust A        
  Series 2013-5 1.500% 9/15/18 2,800 2,804
4 Ford Credit Floorplan Master Owner Trust A        
  Series 2014-1 1.200% 2/15/19 3,550 3,547
4 Ford Credit Floorplan Master Owner Trust A        
  Series 2014-4 1.400% 8/15/19 2,725 2,716
4 Ford Credit Floorplan Master Owner Trust A        
  Series 2016-1 1.760% 2/15/21 7,125 7,133
4 GE Capital Credit Card Master Note Trust        
  Series 2012-7 1.760% 9/15/22 5,644 5,671
4 GE Commercial Mortgage Corp. Series 2005-        
  C4 Trust 5.428% 11/10/45 2,288 2,287
4 GE Commercial Mortgage Corp. Series 2007-        
  C1 Trust 5.543% 12/10/49 4,300 4,338
4 GM Financial Leasing Trust 2015-2 1.680% 12/20/18 3,000 3,003
4 GM Financial Leasing Trust 2015-2 1.850% 7/22/19 1,600 1,601
4 GM Financial Leasing Trust 2015-3 1.690% 3/20/19 1,725 1,726
4 GM Financial Leasing Trust 2015-3 1.810% 11/20/19 1,775 1,778
4 GM Financial Leasing Trust 2016-1 1.790% 3/20/20 3,650 3,642
4 GS Mortgage Securities Trust 2007-GG10 5.794% 8/10/45 4,398 4,502
4 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 1,500 1,612
4 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 6,350 6,761
4 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 3,825 4,042
4 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 2,955 3,016

 

 

4 GS Mortgage Securities Trust 2013-GC10 2.943% 2/10/46 3,494 3,590
4 GS Mortgage Securities Trust 2013-GC10 3.279% 2/10/46 1,310 1,340
4 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 2,255 2,349
GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 966 1,001
4 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 1,875 1,920
4 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 1,340 1,429
4 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 2,000 2,054
4 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 710 763
4 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 1,150 1,280
4 GS Mortgage Securities Trust 2014-GC18 1.298% 1/10/47 2,885 2,863
4 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 8,225 9,003
4 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 2,750 3,002
4 GS Mortgage Securities Trust 2014-GC18 3.467% 6/10/47 1,550 1,644
4 GS Mortgage Securities Trust 2014-GC18 3.516% 6/10/47 500 526
4 GS Mortgage Securities Trust 2014-GC18 3.862% 6/10/47 1,350 1,461
4 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 4,275 4,633
4 GS Mortgage Securities Trust 2014-GC24 4.508% 9/10/47 1,175 1,263
4 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 1,225 1,270
4 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 2,275 2,394
4 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 7,475 7,998
4 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 1,325 1,393
4 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 1,125 1,175
4 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 4,150 4,307
4 GS Mortgage Securities Trust 2015-GC30 2.726% 5/10/50 2,575 2,646
4 GS Mortgage Securities Trust 2015-GC30 3.382% 5/10/50 3,700 3,849
4 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 3,675 3,891
4 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 1,425 1,524
4 GS Mortgage Securities Trust 2015-GC34 3.278% 10/10/48 3,575 3,735
4 GS Mortgage Securities Trust 2015-GC34 3.506% 10/10/48 3,400 3,563
4 Honda Auto Receivables 2013-4 Owner Trust 1.040% 2/18/20 1,100 1,100
4 Honda Auto Receivables 2014-1 Owner Trust 1.040% 2/21/20 1,122 1,122
4 Honda Auto Receivables 2014-2 Owner Trust 1.180% 5/18/20 1,000 999
4 Honda Auto Receivables 2014-3 Owner Trust 1.310% 10/15/20 1,925 1,925
4 Honda Auto Receivables 2015-1 Owner Trust 1.050% 10/15/18 3,325 3,324
4 Honda Auto Receivables 2015-1 Owner Trust 1.320% 11/16/20 2,250 2,246
4 Honda Auto Receivables 2015-2 Owner Trust 1.040% 2/21/19 2,500 2,497
4 Honda Auto Receivables 2015-2 Owner Trust 1.470% 8/23/21 1,450 1,452
4 Honda Auto Receivables 2015-3 Owner Trust 1.270% 4/18/19 2,575 2,579
4 Honda Auto Receivables 2015-3 Owner Trust 1.560% 10/18/21 700 702
4 Honda Auto Receivables 2015-4 Owner Trust 1.230% 9/23/19 3,605 3,601
4 Honda Auto Receivables 2015-4 Owner Trust 1.440% 1/21/22 900 900
4 Huntington Auto Trust 2015-1 1.240% 9/16/19 3,675 3,676
4 Hyundai Auto Receivables Trust 2012-C 0.730% 6/15/18 1,133 1,132
4 Hyundai Auto Receivables Trust 2013-B 0.710% 9/15/17 263 263
4 Hyundai Auto Receivables Trust 2013-B 1.010% 2/15/19 1,325 1,325
4 Hyundai Auto Receivables Trust 2013-C 1.550% 3/15/19 1,730 1,736
4 Hyundai Auto Receivables Trust 2014-A 0.790% 7/16/18 1,104 1,103
4 Hyundai Auto Receivables Trust 2014-B 0.900% 12/17/18 2,392 2,389
4 Hyundai Auto Receivables Trust 2014-B 1.460% 11/15/19 900 899
4 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 1,125 1,125
4 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 1,225 1,227
4 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 850 857
4 Hyundai Auto Receivables Trust 2016-A 1.560% 9/15/20 1,200 1,204
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2005-CIBC11 5.412% 8/12/37 164 164
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CB17 5.429% 12/12/43 6,458 6,498

 

 

4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CIBC16 5.593% 5/12/45 4,580 4,595
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 5.935% 4/17/45 4,693 4,681
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 5.935% 4/17/45 2,360 2,357
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP8 5.440% 5/15/45 1,720 1,737
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC18 5.440% 6/12/47 6,318 6,388
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.794% 2/12/51 17,652 18,224
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.878% 2/12/51 1,650 1,741
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP11 5.743% 6/15/49 5,610 5,660
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP12 5.882% 2/15/51 6,620 6,776
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 4,875 5,224
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 11,975 12,375
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 3,816 4,074
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-LC9 2.840% 12/15/47 2,250 2,320
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.143% 12/15/47 1,389 1,454
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 1,042 1,087
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 1,250 1,335
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 1,500 1,634
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 2,600 2,883
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 1,250 1,384
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.926% 12/15/46 1,250 1,409
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 6,766 6,987
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 1,525 1,574
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 575 622
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 1,982 2,133
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.025% 7/15/45 655 707
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 990 1,060
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 2,640 2,922
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 740 814

 

 

4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 3,900 4,010
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 505 539
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 3,520 3,898
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 2,010 2,211
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.003% 1/15/47 1,550 1,600
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 1,163 1,246
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 4,320 4,797
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 775 855
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.887% 1/15/47 1,163 1,294
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 4,338 4,778
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 771 845
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.811% 2/15/47 935 1,024
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.046% 4/15/47 1,525 1,581
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.669% 4/15/47 1,900 2,004
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.997% 4/15/47 1,900 2,081
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 1,525 1,650
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.110% 9/15/47 1,550 1,652
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 979 1,035
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 950 1,024
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.997% 8/15/47 575 612
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 5,850 6,307
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 2,919 3,185
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 1,722 1,861
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 2.940% 11/15/47 1,900 1,971
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.639% 11/15/47 1,525 1,631
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.914% 11/15/47 2,750 2,917
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 3.672% 11/15/47 6,825 7,316
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 4.065% 11/15/47 1,900 2,038

 

 

4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.019% 1/15/48 3,750 3,902
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.494% 1/15/48 5,525 5,844
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.800% 1/15/48 1,875 1,955
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.951% 1/15/48 1,875 1,961
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 2.734% 2/15/48 3,000 3,092
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.017% 2/15/48 3,763 3,887
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 2.773% 10/15/48 3,750 3,867
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.532% 10/15/48 1,125 1,137
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 2.921% 5/15/48 3,000 3,118
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.304% 5/15/48 1,903 1,998
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.611% 5/15/48 2,900 3,072
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.559% 7/15/48 3,675 3,911
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.822% 7/15/48 3,600 3,875
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 4.226% 7/15/48 1,850 1,992
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.540% 8/15/48 1,709 1,819
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.801% 8/15/48 1,841 1,977
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.358% 11/15/48 3,575 3,765
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.598% 11/15/48 3,575 3,780
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C33 3.770% 12/15/48 2,610 2,804
4 JPMBB Commercial Mortgage Securities        
Trust 2016-C1 3.316% 3/15/49 2,925 3,066
4 JPMCC Commercial Mortgage Securities        
Trust 2015-JP1 3.914% 1/15/49 2,825 3,064
4 LB-UBS Commercial Mortgage Trust 2006-C4 5.856% 6/15/38 1,887 1,885
4 LB-UBS Commercial Mortgage Trust 2006-C6 5.372% 9/15/39 9,748 9,763
4 LB-UBS Commercial Mortgage Trust 2006-C6 5.413% 9/15/39 1,176 1,187
4 LB-UBS Commercial Mortgage Trust 2006-C7 5.347% 11/15/38 1,150 1,161
4 LB-UBS Commercial Mortgage Trust 2006-C7 5.378% 11/15/38 1,585 1,611
4 LB-UBS Commercial Mortgage Trust 2007-C2 5.430% 2/15/40 6,328 6,436
4 LB-UBS Commercial Mortgage Trust 2007-C7 5.866% 9/15/45 11,949 12,439
4 LB-UBS Commercial Mortgage Trust 2008-C1 6.084% 4/15/41 11,573 12,224
4 Mercedes-Benz Auto Lease Trust 2015-A 1.210% 10/15/20 5,650 5,651
4 Mercedes-Benz Auto Lease Trust 2015-B 1.340% 7/16/18 1,800 1,800
4 Mercedes-Benz Auto Lease Trust 2015-B 1.530% 5/17/21 1,075 1,077
4 Mercedes-Benz Auto Receivables Trust 2013-        
1 0.780% 8/15/17 118 118
4 Mercedes-Benz Auto Receivables Trust 2013-        
1 1.130% 11/15/19 692 693

 

 

4 Mercedes-Benz Auto Receivables Trust 2014-        
1 0.870% 10/15/18 1,693 1,692
4 Mercedes-Benz Auto Receivables Trust 2014-        
1 1.310% 11/16/20 600 599
4 Mercedes-Benz Auto Receivables Trust 2015-        
1 1.340% 12/16/19 2,150 2,153
4 Mercedes-Benz Auto Receivables Trust 2015-        
1 1.750% 12/15/21 725 731
4 Merrill Lynch Mortgage Trust 2006-C1 5.761% 5/12/39 625 627
4 Merrill Lynch Mortgage Trust 2006-C2 5.782% 8/12/43 1,965 1,970
4 Merrill Lynch Mortgage Trust 2007-C1 5.837% 6/12/50 2,345 2,387
4 Merrill Lynch Mortgage Trust 2008-C1 5.690% 2/12/51 5,249 5,496
4 ML-CFC Commercial Mortgage Trust 2006-3 5.456% 7/12/46 435 437
4 ML-CFC Commercial Mortgage Trust 2006-4 5.204% 12/12/49 1,225 1,249
4 ML-CFC Commercial Mortgage Trust 2007-5 5.378% 8/12/48 6,512 6,596
4 ML-CFC Commercial Mortgage Trust 2007-7 5.737% 6/12/50 4,511 4,599
4 ML-CFC Commercial Mortgage Trust 2007-9 5.700% 9/12/49 10,650 10,994
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C5 3.176% 8/15/45 1,600 1,675
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C6 2.858% 11/15/45 4,000 4,112
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.214% 8/15/46 990 1,096
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.414% 8/15/46 490 537
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 3.001% 10/15/46 2,260 2,326
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 4.259% 10/15/46 3,360 3,728
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 2.936% 11/15/46 1,100 1,132
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.039% 11/15/46 2,200 2,410
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.740% 11/15/46 1,100 1,198
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 2.918% 2/15/46 1,707 1,753
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 3.214% 2/15/46 341 349
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.134% 12/15/48 2,100 2,182
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.376% 12/15/48 1,000 1,031
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.102% 5/15/46 1,275 1,319
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.456% 5/15/46 975 1,009
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 1.250% 2/15/47 774 765
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 2.916% 2/15/47 1,525 1,571
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 3.669% 2/15/47 3,050 3,226
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.064% 2/15/47 3,050 3,348
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.642% 2/15/47 1,150 1,261

 

 

4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 2.849% 6/15/47 575 592
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.477% 6/15/47 775 819
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.892% 6/15/47 2,875 3,120
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 4.324% 6/15/47 1,150 1,220
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.194% 10/15/47 3,500 3,652
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.923% 10/15/47 1,000 1,087
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 4.444% 10/15/47 1,150 1,250
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.101% 12/15/47 3,775 3,911
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.326% 12/15/47 2,000 2,100
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.526% 12/15/47 3,275 3,462
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.069% 2/15/48 1,875 1,941
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.249% 2/15/48 6,650 6,883
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C21 3.338% 3/15/48 1,500 1,561
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.040% 4/15/48 3,750 3,874
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.306% 4/15/48 2,950 3,062
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.883% 4/15/48 1,875 1,916
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 2.982% 7/15/50 1,800 1,871
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.398% 7/15/50 1,050 1,106
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.719% 7/15/50 3,650 3,904
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C25 3.383% 10/15/48 3,850 4,054
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C25 3.635% 10/15/48 1,975 2,098
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C26 3.323% 10/15/48 2,325 2,442
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C26 3.531% 10/15/48 2,625 2,768
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C27 3.557% 12/15/47 1,800 1,914
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C27 3.753% 12/15/47 2,175 2,331
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C28 3.288% 1/15/49 2,425 2,534
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C28 3.544% 1/15/49 7,000 7,368
4 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 991 990
4 Morgan Stanley Capital I Trust 2005-TOP17 4.840% 12/13/41 55 55
4 Morgan Stanley Capital I Trust 2005-TOP19 4.985% 6/12/47 131 130

 

 

4 Morgan Stanley Capital I Trust 2006-HQ10 5.360% 11/12/41 2,626 2,661
4 Morgan Stanley Capital I Trust 2006-HQ9 5.773% 7/12/44 3,425 3,447
4 Morgan Stanley Capital I Trust 2006-HQ9 5.793% 7/12/44 1,475 1,484
4 Morgan Stanley Capital I Trust 2006-IQ11 5.871% 10/15/42 145 145
4 Morgan Stanley Capital I Trust 2006-IQ12 5.332% 12/15/43 7,206 7,240
4 Morgan Stanley Capital I Trust 2006-IQ12 5.370% 12/15/43 1,355 1,372
4 Morgan Stanley Capital I Trust 2006-TOP23 5.891% 8/12/41 775 781
4 Morgan Stanley Capital I Trust 2007-IQ14 5.654% 4/15/49 254 256
4 Morgan Stanley Capital I Trust 2007-IQ14 5.692% 4/15/49 9,610 9,765
4 Morgan Stanley Capital I Trust 2007-IQ15 5.918% 6/11/49 4,136 4,203
4 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 10,803 11,161
4 Morgan Stanley Capital I Trust 2007-IQ16 6.054% 12/12/49 2,285 2,396
4 Morgan Stanley Capital I Trust 2007-TOP25 5.514% 11/12/49 1,172 1,184
4 Morgan Stanley Capital I Trust 2007-TOP25 5.544% 11/12/49 1,750 1,795
4 Morgan Stanley Capital I Trust 2007-TOP27 5.645% 6/11/42 9,363 9,679
4 Morgan Stanley Capital I Trust 2007-TOP27 5.645% 6/11/42 2,475 2,577
4 Morgan Stanley Capital I Trust 2008-TOP29 6.268% 1/11/43 15,095 15,906
4 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 6,000 6,303
4 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 1,800 1,898
4 Morgan Stanley Capital I Trust 2015-UBS8 3.809% 12/15/48 2,525 2,714
7 National Australia Bank Ltd. 2.250% 3/16/21 12,000 12,115
4 Nissan Auto Lease Trust 2014-B 1.120% 9/15/17 1,125 1,124
4 Nissan Auto Lease Trust 2015-B 1.540% 4/16/18 2,500 2,505
4 Nissan Auto Lease Trust 2015-B 1.700% 4/15/21 1,625 1,625
4 Nissan Auto Receivables 2013-B Owner Trust 0.840% 11/15/17 408 408
4 Nissan Auto Receivables 2013-B Owner Trust 1.310% 10/15/19 1,040 1,042
4 Nissan Auto Receivables 2013-C Owner Trust 0.670% 8/15/18 887 885
4 Nissan Auto Receivables 2013-C Owner Trust 1.300% 6/15/20 1,150 1,152
4 Nissan Auto Receivables 2014-A Owner Trust 0.720% 8/15/18 852 850
4 Nissan Auto Receivables 2014-A Owner Trust 1.340% 8/17/20 1,475 1,476
4 Nissan Auto Receivables 2014-B Owner Trust 1.110% 5/15/19 1,800 1,799
4 Nissan Auto Receivables 2015-B Owner Trust 1.340% 3/16/20 2,125 2,129
4 Nissan Auto Receivables 2015-B Owner Trust 1.790% 1/17/22 1,075 1,082
4 Nissan Auto Receivables 2015-C Owner Trust 1.370% 5/15/20 1,025 1,027
4 Nissan Auto Receivables 2015-C Owner Trust 1.670% 2/15/22 1,750 1,762
4 Royal Bank of Canada 1.200% 9/19/18 11,600 11,596
Royal Bank of Canada 2.200% 9/23/19 24,550 24,920
4 Royal Bank of Canada 2.000% 10/1/19 12,000 12,146
Royal Bank of Canada 2.100% 10/14/20 35,000 35,326
4 Santander Drive Auto Receivables Trust        
2013-4 1.590% 10/15/18 1,599 1,600
4 Santander Drive Auto Receivables Trust        
2014-2 0.800% 4/16/18 129 129
4 Santander Drive Auto Receivables Trust        
2014-3 0.810% 7/16/18 199 199
4 Santander Drive Auto Receivables Trust        
2014-4 1.080% 9/17/18 1,834 1,833
4 Synchrony Credit Card Master Note Trust        
2014-1 1.610% 11/15/20 2,225 2,231
4 Synchrony Credit Card Master Note Trust        
2015-2 1.600% 4/15/21 2,200 2,206
4 TIAA Seasoned Commercial Mortgage Trust        
2007-C4 5.528% 8/15/39 427 427
4 Toyota Auto Receivables 2013-A Owner Trust 0.550% 1/17/17 3 3
4 Toyota Auto Receivables 2013-A Owner Trust 0.690% 11/15/18 1,160 1,159
4 Toyota Auto Receivables 2014-A Owner Trust 1.180% 6/17/19 850 850
4 Toyota Auto Receivables 2014-B Owner Trust 0.760% 3/15/18 819 819

 

 

4 Toyota Auto Receivables 2014-B Owner Trust 1.310% 9/16/19 750 749
4 Toyota Auto Receivables 2015-B Owner Trust 1.270% 5/15/19 5,300 5,304
4 Toyota Auto Receivables 2015-B Owner Trust 1.740% 9/15/20 3,275 3,302
4 Toyota Auto Receivables 2015-C Owner Trust 1.340% 6/17/19 3,050 3,056
4 Toyota Auto Receivables Owner Trust 2015-C 1.690% 12/15/20 3,000 3,022
4 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 2,870 2,976
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 1,775 1,836
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 700 724
4 USAA Auto Owner Trust 2014-1 0.580% 12/15/17 425 425
4 USAA Auto Owner Trust 2014-1 0.940% 5/15/19 750 750
4 Volkswagen Auto Lease Trust 2014-A 0.800% 4/20/17 372 372
4 Volkswagen Auto Lease Trust 2014-A 0.990% 7/20/18 735 733
4 Volkswagen Auto Loan Enhanced Trust 2013-        
2 0.700% 4/20/18 571 569
4 Volkswagen Auto Loan Enhanced Trust 2013-        
2 1.160% 3/20/20 550 548
4 Volkswagen Auto Loan Enhanced Trust 2014-        
1 0.910% 10/22/18 2,102 2,093
4 Volkswagen Auto Loan Enhanced Trust 2014-        
1 1.450% 9/21/20 1,950 1,937
4 Volkswagen Auto Loan Enhanced Trust 2014-        
2 1.390% 5/20/21 1,875 1,849
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.303% 10/15/44 67 67
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C26 6.018% 6/15/45 475 478
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C27 5.765% 7/15/45 3,456 3,478
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C29 5.339% 11/15/48 2,400 2,429
4 Wachovia Bank Commercial Mortgage Trust        
Series 2007-C30 5.342% 12/15/43 2,040 2,072
4 Wachovia Bank Commercial Mortgage Trust        
Series 2007-C33 5.946% 2/15/51 3,951 4,034
4 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 1,975 2,038
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 1,150 1,181
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 775 818
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 2,700 2,909
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 400 427
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 2.954% 12/15/47 2,250 2,330
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.244% 12/15/47 1,400 1,458
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.271% 12/15/47 2,625 2,717
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.405% 12/15/47 3,725 3,865
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.808% 12/15/47 1,875 1,999

 

 

4 Wells Fargo Commercial Mortgage Trust        
2015-C26 2.991% 2/15/48 3,750 3,846
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.166% 2/15/48 2,075 2,114
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.580% 2/15/48 1,500 1,517
4 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.540% 5/15/48 5,425 5,712
4 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.872% 5/15/48 1,040 1,089
4 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.400% 6/15/48 3,650 3,826
4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 2.978% 4/15/50 1,029 1,054
4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.719% 4/15/50 1,900 1,906
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.571% 9/15/58 1,425 1,516
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.839% 9/15/58 2,000 2,137
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 4.207% 9/15/58 1,775 1,878
4 Wells Fargo Commercial Mortgage Trust        
2015-NSX1 2.632% 5/15/48 1,600 1,641
4 Wells Fargo Commercial Mortgage Trust        
2015-NSX1 2.934% 5/15/48 1,125 1,152
4 Wells Fargo Commercial Mortgage Trust        
2015-NSX1 3.148% 5/15/48 1,500 1,532
4 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.656% 12/15/48 2,875 3,057
4 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.809% 12/15/48 1,800 1,938
4 Wells Fargo Commercial Mortgage Trust        
2015-SG1 3.789% 12/15/47 2,400 2,577
4 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.324% 1/15/59 1,929 2,004
4 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.560% 1/15/59 4,200 4,424
4 Wells Fargo Commercial Mortgage Trust        
2016-C33 3.426% 3/15/59 1,450 1,493
4 WFRBS Commercial Mortgage Trust 2012-        
C10 2.875% 12/15/45 2,500 2,577
4 WFRBS Commercial Mortgage Trust 2012-C6 3.440% 4/15/45 3,875 4,105
4 WFRBS Commercial Mortgage Trust 2012-C7 3.431% 6/15/45 3,511 3,740
4 WFRBS Commercial Mortgage Trust 2012-C7 4.090% 6/15/45 2,200 2,378
4 WFRBS Commercial Mortgage Trust 2012-C8 3.001% 8/15/45 1,600 1,659
4 WFRBS Commercial Mortgage Trust 2012-C9 2.870% 11/15/45 3,300 3,422
4 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 2,414 2,505
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 1,045 1,089
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 495 527
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 2,154 2,213
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 421 432

 

 

4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 3,250 3,431
4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 1,725 1,784
4 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 660 705
4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 2,640 2,904
4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 660 720
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.223% 9/15/46 2,530 2,611
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 1,520 1,643
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 1,520 1,699
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 2,530 2,814
4 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 725 745
4 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 725 770
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 925 1,013
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 725 787
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 725 789
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 750 774
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 1,500 1,586
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 7,268 8,001
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 375 411
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.668% 12/15/46 563 621
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 1,850 1,905
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 1,100 1,160
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 1,475 1,615
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.629% 3/15/46 375 410
4 WFRBS Commercial Mortgage Trust 2014-        
C19 1.233% 3/15/47 427 425
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 475 505
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 650 686
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 1,450 1,596
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 475 515

 

 

4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 775 803
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 775 824
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.995% 5/15/47 1,150 1,252
4 WFRBS Commercial Mortgage Trust 2014-        
C20 4.176% 5/15/47 1,150 1,253
4 WFRBS Commercial Mortgage Trust 2014-        
C21 3.678% 8/15/47 3,000 3,186
4 WFRBS Commercial Mortgage Trust 2014-        
C22 3.752% 9/15/57 5,825 6,296
4 WFRBS Commercial Mortgage Trust 2014-        
C22 4.371% 9/15/57 1,200 1,272
4 WFRBS Commercial Mortgage Trust 2014-        
C23 3.636% 10/15/57 2,054 2,187
4 WFRBS Commercial Mortgage Trust 2014-        
C23 3.917% 10/15/57 1,150 1,247
4 WFRBS Commercial Mortgage Trust 2014-        
C23 4.210% 10/15/57 800 853
4 WFRBS Commercial Mortgage Trust 2014-        
C24 3.428% 11/15/47 2,075 2,201
4 WFRBS Commercial Mortgage Trust 2014-        
C24 3.607% 11/15/47 2,075 2,216
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 1.193% 3/15/47 895 892
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 2.862% 3/15/47 735 757
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 3.522% 3/15/47 1,840 1,945
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.045% 3/15/47 4,415 4,803
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.351% 3/15/47 1,840 2,016
4 World Financial Network Credit Card Master        
Note Trust Series 2013-A 1.610% 12/15/21 900 900
4 World Omni Auto Receivables Trust 2012-B 0.810% 1/15/19 1,409 1,408
4 World Omni Auto Receivables Trust 2013-B 0.830% 8/15/18 590 589
4 World Omni Auto Receivables Trust 2013-B 1.320% 1/15/20 550 550
4 World Omni Auto Receivables Trust 2014-A 0.940% 4/15/19 1,557 1,555
4 World Omni Auto Receivables Trust 2014-A 1.530% 6/15/20 1,925 1,932
4 World Omni Auto Receivables Trust 2014-B 1.140% 1/15/20 2,475 2,474
4 World Omni Auto Receivables Trust 2014-B 1.680% 12/15/20 1,000 1,001
4 World Omni Auto Receivables Trust 2015-B 1.490% 12/15/20 1,775 1,779
4 World Omni Auto Receivables Trust 2015-B 1.840% 1/17/22 1,775 1,785
4 World Omni Automobile Lease Securitization        
Trust 2014-A 1.160% 9/15/17 1,950 1,949
4 World Omni Automobile Lease Securitization        
Trust 2014-A 1.370% 1/15/20 575 575
4 World Omni Automobile Lease Securitization        
Trust 2015-A 1.540% 10/15/18 1,800 1,802
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,628,993)   2,703,982
Corporate Bonds (27.4%)        
Finance (8.6%)        
Banking (6.0%)        
Abbey National Treasury Services plc 1.375% 3/13/17 13,265 13,277
Abbey National Treasury Services plc 3.050% 8/23/18 5,700 5,859

 

 

Abbey National Treasury Services plc 2.500% 3/14/19 21,875 22,085
Abbey National Treasury Services plc 2.350% 9/10/19 6,200 6,224
Abbey National Treasury Services plc 2.375% 3/16/20 6,300 6,300
Abbey National Treasury Services plc 4.000% 3/13/24 5,000 5,321
American Express Bank FSB 6.000% 9/13/17 11,275 11,975
American Express Centurion Bank 5.950% 6/12/17 650 682
American Express Centurion Bank 6.000% 9/13/17 8,700 9,245
American Express Co. 6.150% 8/28/17 15,715 16,731
American Express Co. 7.000% 3/19/18 14,644 16,069
American Express Co. 1.550% 5/22/18 4,175 4,160
American Express Co. 2.650% 12/2/22 3,375 3,348
American Express Co. 3.625% 12/5/24 6,775 6,822
American Express Co. 4.050% 12/3/42 600 597
American Express Credit Corp. 2.375% 3/24/17 5,700 5,771
American Express Credit Corp. 1.125% 6/5/17 11,500 11,491
American Express Credit Corp. 2.125% 7/27/18 10,700 10,777
American Express Credit Corp. 2.125% 3/18/19 3,625 3,662
American Express Credit Corp. 2.250% 8/15/19 13,275 13,404
American Express Credit Corp. 2.600% 9/14/20 3,000 3,063
Australia & New Zealand Banking Group Ltd. 1.250% 6/13/17 1,000 1,000
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 3,450 3,481
Australia & New Zealand Banking Group Ltd. 1.450% 5/15/18 2,700 2,681
Australia & New Zealand Banking Group Ltd. 2.000% 11/16/18 10,000 10,072
Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 1,600 1,614
Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 10,000 10,278
Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 9,425 10,012
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 8,125 8,196
Bank of America Corp. 5.420% 3/15/17 7,975 8,249
Bank of America Corp. 3.875% 3/22/17 500 512
Bank of America Corp. 5.700% 5/2/17 9,035 9,396
Bank of America Corp. 1.700% 8/25/17 5,400 5,403
Bank of America Corp. 6.400% 8/28/17 20,684 21,980
Bank of America Corp. 6.000% 9/1/17 1,899 2,005
Bank of America Corp. 5.750% 12/1/17 9,369 9,948
Bank of America Corp. 2.000% 1/11/18 26,652 26,769
Bank of America Corp. 6.875% 4/25/18 33,670 36,977
Bank of America Corp. 5.650% 5/1/18 26,030 27,946
Bank of America Corp. 1.750% 6/5/18 11,000 11,001
Bank of America Corp. 6.500% 7/15/18 10,060 11,043
Bank of America Corp. 2.600% 1/15/19 31,975 32,473
Bank of America Corp. 2.650% 4/1/19 11,325 11,514
Bank of America Corp. 7.625% 6/1/19 14,170 16,491
Bank of America Corp. 2.250% 4/21/20 9,700 9,611
Bank of America Corp. 5.625% 7/1/20 10,715 12,039
Bank of America Corp. 2.625% 10/19/20 22,800 22,940
Bank of America Corp. 5.000% 5/13/21 4,795 5,322
Bank of America Corp. 5.700% 1/24/22 3,586 4,118
Bank of America Corp. 3.300% 1/11/23 28,350 28,588
Bank of America Corp. 4.100% 7/24/23 8,400 8,849
Bank of America Corp. 4.125% 1/22/24 16,900 17,802
Bank of America Corp. 4.000% 4/1/24 26,500 27,811
Bank of America Corp. 4.200% 8/26/24 25,750 26,203
Bank of America Corp. 4.000% 1/22/25 14,050 14,077
Bank of America Corp. 3.950% 4/21/25 11,500 11,430
Bank of America Corp. 3.875% 8/1/25 17,550 18,252
Bank of America Corp. 4.450% 3/3/26 14,200 14,612
Bank of America Corp. 4.250% 10/22/26 15,350 15,570

 

 

Bank of America Corp. 6.110% 1/29/37 10,712 12,328
Bank of America Corp. 7.750% 5/14/38 10,715 14,645
Bank of America Corp. 5.875% 2/7/42 9,550 11,575
Bank of America Corp. 5.000% 1/21/44 11,500 12,656
Bank of America Corp. 4.875% 4/1/44 4,725 5,148
Bank of America Corp. 4.750% 4/21/45 1,000 983
Bank of America NA 5.300% 3/15/17 18,052 18,687
Bank of America NA 6.100% 6/15/17 1,975 2,068
Bank of America NA 1.650% 3/26/18 29,825 29,776
Bank of America NA 2.050% 12/7/18 12,000 12,082
Bank of America NA 6.000% 10/15/36 6,725 8,158
Bank of Montreal 1.300% 7/14/17 9,000 9,015
Bank of Montreal 1.400% 9/11/17 2,000 2,007
Bank of Montreal 1.400% 4/10/18 3,750 3,753
Bank of Montreal 2.375% 1/25/19 14,975 15,279
Bank of Montreal 2.550% 11/6/22 3,925 3,976
Bank of New York Mellon Corp. 1.969% 6/20/17 3,200 3,233
Bank of New York Mellon Corp. 1.300% 1/25/18 1,325 1,326
Bank of New York Mellon Corp. 1.350% 3/6/18 11,000 11,018
Bank of New York Mellon Corp. 2.100% 8/1/18 1,548 1,571
Bank of New York Mellon Corp. 2.100% 1/15/19 2,675 2,727
Bank of New York Mellon Corp. 2.200% 3/4/19 7,625 7,731
Bank of New York Mellon Corp. 5.450% 5/15/19 6,645 7,390
Bank of New York Mellon Corp. 2.300% 9/11/19 12,000 12,296
Bank of New York Mellon Corp. 4.600% 1/15/20 6,875 7,517
Bank of New York Mellon Corp. 2.600% 8/17/20 2,750 2,824
Bank of New York Mellon Corp. 2.450% 11/27/20 8,380 8,550
Bank of New York Mellon Corp. 3.550% 9/23/21 5,700 6,079
Bank of New York Mellon Corp. 3.650% 2/4/24 1,100 1,162
Bank of New York Mellon Corp. 3.400% 5/15/24 2,875 3,008
Bank of New York Mellon Corp. 3.250% 9/11/24 4,050 4,177
Bank of Nova Scotia 1.250% 4/11/17 1,540 1,544
Bank of Nova Scotia 1.300% 7/21/17 3,800 3,810
Bank of Nova Scotia 1.375% 12/18/17 4,590 4,591
Bank of Nova Scotia 1.700% 6/11/18 6,920 6,953
Bank of Nova Scotia 2.050% 10/30/18 26,475 26,730
Bank of Nova Scotia 1.950% 1/15/19 5,600 5,651
Bank of Nova Scotia 2.050% 6/5/19 5,963 6,001
Bank of Nova Scotia 2.350% 10/21/20 9,800 9,968
Bank of Nova Scotia 4.375% 1/13/21 1,570 1,727
Bank of Nova Scotia 2.450% 3/22/21 7,000 7,057
Bank of Nova Scotia 2.800% 7/21/21 17,825 18,316
Bank of Nova Scotia 4.500% 12/16/25 18,950 18,977
Bank One Capital III 8.750% 9/1/30 290 420
Bank One Corp. 7.625% 10/15/26 975 1,256
Bank One Corp. 8.000% 4/29/27 2,500 3,238
Bank One Michigan 8.250% 11/1/24 6,000 7,794
Barclays Bank plc 2.500% 2/20/19 7,256 7,375
Barclays Bank plc 6.750% 5/22/19 1,565 1,773
Barclays Bank plc 5.125% 1/8/20 2,615 2,869
Barclays Bank plc 5.140% 10/14/20 4,745 5,084
Barclays Bank plc 3.750% 5/15/24 1,925 1,987
Barclays plc 2.000% 3/16/18 3,300 3,267
Barclays plc 2.750% 11/8/19 12,225 12,208
Barclays plc 2.875% 6/8/20 4,000 3,950
Barclays plc 3.250% 1/12/21 9,000 8,994
Barclays plc 4.375% 9/11/24 5,000 4,701

 

 

Barclays plc 3.650% 3/16/25 14,900 14,027
Barclays plc 4.375% 1/12/26 7,000 6,920
Barclays plc 5.250% 8/17/45 4,900 4,958
BB&T Corp. 2.150% 3/22/17 2,850 2,879
BB&T Corp. 4.900% 6/30/17 100 104
BB&T Corp. 1.600% 8/15/17 915 918
BB&T Corp. 1.450% 1/12/18 3,825 3,829
BB&T Corp. 2.050% 6/19/18 3,000 3,044
BB&T Corp. 2.250% 2/1/19 1,800 1,830
BB&T Corp. 6.850% 4/30/19 1,261 1,440
BB&T Corp. 5.250% 11/1/19 3,650 3,995
BB&T Corp. 2.450% 1/15/20 1,250 1,272
BB&T Corp. 3.950% 3/22/22 2,049 2,166
Bear Stearns Cos. LLC 6.400% 10/2/17 17,650 18,887
Bear Stearns Cos. LLC 7.250% 2/1/18 24,905 27,352
BNP Paribas SA 1.375% 3/17/17 6,000 6,011
BNP Paribas SA 2.375% 9/14/17 16,175 16,372
BNP Paribas SA 2.700% 8/20/18 16,825 17,237
BNP Paribas SA 2.450% 3/17/19 1,200 1,221
BNP Paribas SA 2.375% 5/21/20 9,500 9,560
BNP Paribas SA 5.000% 1/15/21 8,065 9,020
BNP Paribas SA 3.250% 3/3/23 9,025 9,289
BNP Paribas SA 4.250% 10/15/24 3,600 3,649
BPCE SA 1.613% 7/25/17 7,000 7,003
BPCE SA 2.500% 12/10/18 5,500 5,597
BPCE SA 2.500% 7/15/19 6,320 6,428
BPCE SA 2.250% 1/27/20 2,375 2,387
BPCE SA 2.650% 2/3/21 5,025 5,102
BPCE SA 4.000% 4/15/24 9,800 10,451
Branch Banking & Trust Co. 1.350% 10/1/17 10,345 10,356
Branch Banking & Trust Co. 2.300% 10/15/18 6,000 6,088
Branch Banking & Trust Co. 2.850% 4/1/21 3,000 3,087
Branch Banking & Trust Co. 3.625% 9/16/25 9,100 9,534
Branch Banking & Trust Co. 3.800% 10/30/26 2,800 2,975
Capital One Bank USA NA 1.300% 6/5/17 4,450 4,439
Capital One Bank USA NA 2.250% 2/13/19 10,000 9,972
Capital One Bank USA NA 2.300% 6/5/19 6,750 6,717
Capital One Bank USA NA 8.800% 7/15/19 6,825 8,035
Capital One Bank USA NA 3.375% 2/15/23 5,585 5,617
Capital One Financial Corp. 6.750% 9/15/17 1,820 1,942
Capital One Financial Corp. 2.450% 4/24/19 6,875 6,921
Capital One Financial Corp. 4.750% 7/15/21 545 598
Capital One Financial Corp. 3.500% 6/15/23 1,210 1,225
Capital One Financial Corp. 3.750% 4/24/24 6,900 7,103
Capital One Financial Corp. 3.200% 2/5/25 7,000 6,904
Capital One Financial Corp. 4.200% 10/29/25 675 685
Capital One NA 1.500% 9/5/17 2,400 2,390
Capital One NA 1.500% 3/22/18 6,075 5,980
Capital One NA 2.400% 9/5/19 2,850 2,836
Capital One NA 2.950% 7/23/21 19,000 19,111
4,7 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 4,025 4,711
Citigroup Inc. 1.350% 3/10/17 2,000 2,001
Citigroup Inc. 1.550% 8/14/17 5,275 5,275
Citigroup Inc. 6.000% 8/15/17 1,296 1,371
Citigroup Inc. 6.125% 11/21/17 8,065 8,609
Citigroup Inc. 1.850% 11/24/17 12,000 12,030
Citigroup Inc. 1.800% 2/5/18 6,425 6,420

 

 

Citigroup Inc. 1.700% 4/27/18 10,000 9,967
Citigroup Inc. 1.750% 5/1/18 7,575 7,574
Citigroup Inc. 6.125% 5/15/18 4,962 5,403
Citigroup Inc. 2.150% 7/30/18 10,500 10,560
Citigroup Inc. 2.500% 9/26/18 3,375 3,424
Citigroup Inc. 2.050% 12/7/18 45,000 45,168
Citigroup Inc. 2.550% 4/8/19 30,000 30,444
Citigroup Inc. 2.500% 7/29/19 10,975 11,111
Citigroup Inc. 2.400% 2/18/20 6,000 6,017
Citigroup Inc. 5.375% 8/9/20 5,564 6,223
Citigroup Inc. 2.650% 10/26/20 2,000 2,015
Citigroup Inc. 2.700% 3/30/21 17,520 17,617
Citigroup Inc. 4.500% 1/14/22 8,300 9,089
Citigroup Inc. 4.050% 7/30/22 2,050 2,133
Citigroup Inc. 3.375% 3/1/23 2,000 2,024
Citigroup Inc. 3.500% 5/15/23 21,300 21,258
Citigroup Inc. 3.875% 10/25/23 4,880 5,113
Citigroup Inc. 3.750% 6/16/24 2,450 2,532
Citigroup Inc. 4.000% 8/5/24 5,525 5,583
Citigroup Inc. 3.875% 3/26/25 7,200 7,105
Citigroup Inc. 3.300% 4/27/25 7,150 7,161
Citigroup Inc. 4.400% 6/10/25 30,200 30,653
Citigroup Inc. 5.500% 9/13/25 9,000 9,844
Citigroup Inc. 3.700% 1/12/26 4,500 4,618
Citigroup Inc. 4.600% 3/9/26 7,000 7,150
Citigroup Inc. 4.450% 9/29/27 21,025 21,098
Citigroup Inc. 6.625% 1/15/28 2,700 3,372
Citigroup Inc. 6.625% 6/15/32 1,125 1,318
Citigroup Inc. 6.000% 10/31/33 2,700 2,963
Citigroup Inc. 6.125% 8/25/36 7,768 8,715
Citigroup Inc. 8.125% 7/15/39 12,924 19,120
Citigroup Inc. 5.875% 1/30/42 6,164 7,417
Citigroup Inc. 6.675% 9/13/43 4,000 4,816
Citigroup Inc. 4.950% 11/7/43 10,300 11,094
Citigroup Inc. 5.300% 5/6/44 4,725 4,944
Citizens Bank NA 1.600% 12/4/17 3,000 2,986
Citizens Bank NA 2.300% 12/3/18 4,225 4,236
Citizens Bank NA 2.450% 12/4/19 3,100 3,097
Citizens Bank NA 2.500% 3/14/19 7,500 7,566
Citizens Financial Group Inc. 4.300% 12/3/25 4,000 4,137
Comerica Bank 5.200% 8/22/17 2,550 2,653
Comerica Bank 4.000% 7/27/25 1,750 1,757
Comerica Inc. 2.125% 5/23/19 800 791
Commonwealth Bank of Australia 1.400% 9/8/17 6,825 6,851
Commonwealth Bank of Australia 1.900% 9/18/17 2,000 2,016
Commonwealth Bank of Australia 1.625% 3/12/18 23,500 23,589
Commonwealth Bank of Australia 2.500% 9/20/18 4,000 4,078
Commonwealth Bank of Australia 1.750% 11/2/18 5,525 5,540
Commonwealth Bank of Australia 2.250% 3/13/19 2,000 2,024
Commonwealth Bank of Australia 2.050% 3/15/19 6,775 6,841
Commonwealth Bank of Australia 2.300% 9/6/19 3,600 3,646
Commonwealth Bank of Australia 2.400% 11/2/20 7,500 7,580
Commonwealth Bank of Australia 2.550% 3/15/21 5,775 5,860
7 Commonwealth Bank of Australia 4.500% 12/9/25 6,500 6,555
Compass Bank 1.850% 9/29/17 2,000 1,998
Compass Bank 6.400% 10/1/17 1,940 2,040
Compass Bank 2.750% 9/29/19 1,750 1,740

 

 

Cooperatieve Rabobank UA 2.250% 1/14/19 18,700 18,977
Cooperatieve Rabobank UA 2.250% 1/14/20 12,500 12,606
Cooperatieve Rabobank UA 4.500% 1/11/21 2,365 2,599
Cooperatieve Rabobank UA 3.875% 2/8/22 7,775 8,285
Cooperatieve Rabobank UA 3.950% 11/9/22 6,000 6,149
Cooperatieve Rabobank UA 4.625% 12/1/23 13,525 14,240
Cooperatieve Rabobank UA 3.375% 5/21/25 6,942 7,148
Cooperatieve Rabobank UA 4.375% 8/4/25 11,375 11,721
Cooperatieve Rabobank UA 5.250% 5/24/41 9,715 11,523
Cooperatieve Rabobank UA 5.750% 12/1/43 7,925 9,231
Cooperatieve Rabobank UA 5.250% 8/4/45 3,700 4,001
Cooperatieve Rabobank UA/NY 2.500% 1/19/21 40,200 40,627
Credit Suisse 1.375% 5/26/17 21,550 21,492
Credit Suisse 6.000% 2/15/18 15,314 16,330
Credit Suisse 1.700% 4/27/18 21,500 21,428
Credit Suisse 2.300% 5/28/19 26,025 26,253
Credit Suisse 5.300% 8/13/19 8,400 9,215
Credit Suisse 5.400% 1/14/20 5,975 6,439
Credit Suisse 3.000% 10/29/21 4,600 4,683
Credit Suisse 3.625% 9/9/24 10,775 10,927
Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 10,100 10,074
Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 23,250 22,355
Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 8,800 8,410
Credit Suisse USA Inc. 7.125% 7/15/32 4,535 5,757
Deutsche Bank AG 1.400% 2/13/17 1,100 1,096
Deutsche Bank AG 6.000% 9/1/17 14,763 15,540
Deutsche Bank AG 1.875% 2/13/18 8,100 8,050
Deutsche Bank AG 2.500% 2/13/19 18,250 18,497
Deutsche Bank AG 2.950% 8/20/20 10,500 10,451
Deutsche Bank AG 3.125% 1/13/21 5,000 4,980
Deutsche Bank AG 3.700% 5/30/24 4,550 4,493
Deutsche Bank AG 4.100% 1/13/26 3,500 3,450
Discover Bank 2.000% 2/21/18 9,970 9,912
Discover Bank 2.600% 11/13/18 2,000 2,015
Discover Bank 7.000% 4/15/20 1,350 1,536
Discover Bank 3.200% 8/9/21 1,400 1,397
Discover Bank 4.200% 8/8/23 8,150 8,500
Discover Bank 4.250% 3/13/26 2,175 2,187
Discover Financial Services 6.450% 6/12/17 325 341
Discover Financial Services 5.200% 4/27/22 950 1,014
Discover Financial Services 3.850% 11/21/22 5,630 5,613
Discover Financial Services 3.750% 3/4/25 3,600 3,512
Fifth Third Bancorp 4.500% 6/1/18 425 447
Fifth Third Bancorp 2.300% 3/1/19 4,000 4,038
Fifth Third Bancorp 3.500% 3/15/22 6,025 6,278
Fifth Third Bancorp 4.300% 1/16/24 7,050 7,421
Fifth Third Bancorp 8.250% 3/1/38 5,771 8,369
Fifth Third Bank 1.450% 2/28/18 4,400 4,390
Fifth Third Bank 2.150% 8/20/18 7,000 7,059
Fifth Third Bank 2.375% 4/25/19 10,000 10,110
Fifth Third Bank/Cincinnati OH 2.300% 3/15/19 5,000 5,041
Fifth Third Bank/Cincinnati OH 3.850% 3/15/26 10,000 10,257
First Horizon National Corp. 3.500% 12/15/20 2,100 2,095
First Niagara Financial Group Inc. 6.750% 3/19/20 2,300 2,596
FirstMerit Bank NA 4.270% 11/25/26 4,150 4,125
FirstMerit Corp. 4.350% 2/4/23 4,950 5,058
Goldman Sachs Capital I 6.345% 2/15/34 8,175 9,547

 

 

Goldman Sachs Group Inc. 6.250% 9/1/17 12,380 13,160
Goldman Sachs Group Inc. 5.950% 1/18/18 19,933 21,374
Goldman Sachs Group Inc. 2.375% 1/22/18 22,892 23,195
Goldman Sachs Group Inc. 6.150% 4/1/18 23,975 25,937
Goldman Sachs Group Inc. 2.900% 7/19/18 26,586 27,217
Goldman Sachs Group Inc. 2.625% 1/31/19 13,000 13,249
Goldman Sachs Group Inc. 7.500% 2/15/19 19,330 22,236
Goldman Sachs Group Inc. 2.550% 10/23/19 18,500 18,796
Goldman Sachs Group Inc. 5.375% 3/15/20 23,140 25,688
Goldman Sachs Group Inc. 2.600% 4/23/20 5,150 5,193
Goldman Sachs Group Inc. 6.000% 6/15/20 22,270 25,325
Goldman Sachs Group Inc. 2.750% 9/15/20 6,775 6,866
Goldman Sachs Group Inc. 5.250% 7/27/21 17,950 20,209
Goldman Sachs Group Inc. 5.750% 1/24/22 32,850 37,871
Goldman Sachs Group Inc. 3.625% 1/22/23 9,700 10,009
Goldman Sachs Group Inc. 4.000% 3/3/24 24,000 25,176
Goldman Sachs Group Inc. 3.850% 7/8/24 4,525 4,687
Goldman Sachs Group Inc. 3.500% 1/23/25 8,125 8,179
Goldman Sachs Group Inc. 3.750% 2/25/26 26,050 26,675
Goldman Sachs Group Inc. 5.950% 1/15/27 5,945 6,750
Goldman Sachs Group Inc. 6.125% 2/15/33 7,690 9,307
Goldman Sachs Group Inc. 6.450% 5/1/36 10,750 12,322
Goldman Sachs Group Inc. 6.750% 10/1/37 34,915 41,508
Goldman Sachs Group Inc. 6.250% 2/1/41 14,805 18,318
Goldman Sachs Group Inc. 4.800% 7/8/44 16,675 17,439
Goldman Sachs Group Inc. 5.150% 5/22/45 19,600 19,893
Goldman Sachs Group Inc. 4.750% 10/21/45 5,000 5,227
HSBC Bank USA NA 4.875% 8/24/20 9,025 9,677
HSBC Bank USA NA 5.875% 11/1/34 3,875 4,455
HSBC Bank USA NA 5.625% 8/15/35 3,950 4,405
HSBC Bank USA NA 7.000% 1/15/39 7,226 8,993
HSBC Holdings plc 3.400% 3/8/21 21,239 21,670
HSBC Holdings plc 5.100% 4/5/21 14,020 15,436
HSBC Holdings plc 4.875% 1/14/22 2,625 2,872
HSBC Holdings plc 4.000% 3/30/22 11,725 12,327
HSBC Holdings plc 4.250% 3/14/24 7,500 7,575
HSBC Holdings plc 4.250% 8/18/25 5,000 5,034
HSBC Holdings plc 4.300% 3/8/26 27,805 28,618
HSBC Holdings plc 7.625% 5/17/32 575 710
HSBC Holdings plc 7.350% 11/27/32 600 703
HSBC Holdings plc 6.500% 5/2/36 16,015 18,653
HSBC Holdings plc 6.500% 9/15/37 15,815 18,383
HSBC Holdings plc 6.800% 6/1/38 3,975 4,734
HSBC Holdings plc 6.100% 1/14/42 4,075 5,077
HSBC Holdings plc 5.250% 3/14/44 12,800 12,948
HSBC USA Inc. 1.500% 11/13/17 575 574
HSBC USA Inc. 1.625% 1/16/18 11,500 11,476
HSBC USA Inc. 2.000% 8/7/18 7,000 7,025
HSBC USA Inc. 2.625% 9/24/18 9,670 9,802
HSBC USA Inc. 2.250% 6/23/19 1,000 1,003
HSBC USA Inc. 2.375% 11/13/19 10,375 10,423
HSBC USA Inc. 2.350% 3/5/20 13,200 13,034
HSBC USA Inc. 2.750% 8/7/20 3,000 3,006
HSBC USA Inc. 5.000% 9/27/20 4,855 5,227
HSBC USA Inc. 3.500% 6/23/24 11,425 11,587
Huntington Bancshares Inc 7.000% 12/15/20 6,800 7,898
Huntington Bancshares Inc. 2.600% 8/2/18 1,100 1,110

 

 

Huntington Bancshares Inc./OH 3.150% 3/14/21 5,600 5,682
Huntington National Bank 1.375% 4/24/17 8,450 8,450
Huntington National Bank 2.000% 6/30/18 4,250 4,249
Huntington National Bank 2.200% 11/6/18 5,500 5,517
Huntington National Bank 2.200% 4/1/19 925 923
Huntington National Bank 2.400% 4/1/20 3,600 3,566
Huntington National Bank 2.875% 8/20/20 4,000 4,017
Intesa Sanpaolo SPA 3.875% 1/16/18 4,775 4,888
Intesa Sanpaolo SPA 3.875% 1/15/19 14,120 14,541
Intesa Sanpaolo SPA 5.250% 1/12/24 5,975 6,452
JPMorgan Chase & Co. 1.350% 2/15/17 8,750 8,767
JPMorgan Chase & Co. 6.125% 6/27/17 3,275 3,448
JPMorgan Chase & Co. 2.000% 8/15/17 8,750 8,842
JPMorgan Chase & Co. 6.000% 1/15/18 24,967 26,886
JPMorgan Chase & Co. 1.800% 1/25/18 2,450 2,461
JPMorgan Chase & Co. 1.700% 3/1/18 11,350 11,389
JPMorgan Chase & Co. 1.625% 5/15/18 13,325 13,355
JPMorgan Chase & Co. 2.350% 1/28/19 5,250 5,348
JPMorgan Chase & Co. 1.850% 3/22/19 11,500 11,546
JPMorgan Chase & Co. 6.300% 4/23/19 16,210 18,334
JPMorgan Chase & Co. 2.200% 10/22/19 8,200 8,343
JPMorgan Chase & Co. 2.250% 1/23/20 26,615 26,769
JPMorgan Chase & Co. 4.950% 3/25/20 1,040 1,146
JPMorgan Chase & Co. 2.750% 6/23/20 25,780 26,410
JPMorgan Chase & Co. 4.400% 7/22/20 10,795 11,740
JPMorgan Chase & Co. 4.250% 10/15/20 16,350 17,684
JPMorgan Chase & Co. 2.550% 10/29/20 5,750 5,817
JPMorgan Chase & Co. 2.550% 3/1/21 11,000 11,081
JPMorgan Chase & Co. 4.625% 5/10/21 1,140 1,263
JPMorgan Chase & Co. 4.350% 8/15/21 15,840 17,309
JPMorgan Chase & Co. 4.500% 1/24/22 20,100 22,178
JPMorgan Chase & Co. 3.250% 9/23/22 24,350 25,359
JPMorgan Chase & Co. 3.200% 1/25/23 17,325 17,750
JPMorgan Chase & Co. 3.375% 5/1/23 9,300 9,331
JPMorgan Chase & Co. 3.875% 2/1/24 28,025 29,781
JPMorgan Chase & Co. 3.625% 5/13/24 9,825 10,220
JPMorgan Chase & Co. 3.875% 9/10/24 19,875 20,355
JPMorgan Chase & Co. 3.125% 1/23/25 18,895 18,915
JPMorgan Chase & Co. 3.900% 7/15/25 23,500 24,867
JPMorgan Chase & Co. 3.300% 4/1/26 24,100 24,139
JPMorgan Chase & Co. 4.125% 12/15/26 17,400 17,999
JPMorgan Chase & Co. 6.400% 5/15/38 14,865 19,671
JPMorgan Chase & Co. 5.500% 10/15/40 5,975 7,166
JPMorgan Chase & Co. 5.600% 7/15/41 6,300 7,675
JPMorgan Chase & Co. 5.400% 1/6/42 3,125 3,733
JPMorgan Chase & Co. 5.625% 8/16/43 8,560 9,813
JPMorgan Chase & Co. 4.850% 2/1/44 3,825 4,360
JPMorgan Chase & Co. 4.950% 6/1/45 8,450 8,920
JPMorgan Chase Bank NA 6.000% 10/1/17 16,524 17,533
KeyBank NA 1.650% 2/1/18 11,150 11,155
KeyBank NA 1.700% 6/1/18 2,050 2,050
KeyBank NA 2.350% 3/8/19 8,650 8,721
KeyBank NA 2.500% 12/15/19 2,000 2,020
KeyBank NA 2.250% 3/16/20 2,000 2,000
KeyBank NA 3.300% 6/1/25 1,125 1,154
KeyCorp 2.300% 12/13/18 3,025 3,040
KeyCorp 5.100% 3/24/21 8,490 9,398

 

 

Lloyds Bank plc 4.200% 3/28/17 4,950 5,088
Lloyds Bank plc 1.750% 3/16/18 3,550 3,552
Lloyds Bank plc 1.750% 5/14/18 2,850 2,847
Lloyds Bank plc 2.300% 11/27/18 13,850 13,969
Lloyds Bank plc 2.350% 9/5/19 5,000 5,051
Lloyds Bank plc 2.400% 3/17/20 1,750 1,755
Lloyds Bank plc 6.375% 1/21/21 5,500 6,469
Lloyds Bank plc 3.500% 5/14/25 5,600 5,790
Lloyds Bank plc 4.650% 3/24/26 8,750 8,653
Lloyds Banking Group plc 4.500% 11/4/24 3,300 3,304
7 Lloyds Banking Group plc 4.582% 12/10/25 24,546 24,170
7 Lloyds Banking Group plc 5.300% 12/1/45 1,100 1,085
Manufacturers & Traders Trust Co. 1.400% 7/25/17 3,250 3,245
Manufacturers & Traders Trust Co. 6.625% 12/4/17 2,475 2,670
Manufacturers & Traders Trust Co. 2.300% 1/30/19 11,000 11,117
Manufacturers & Traders Trust Co. 2.250% 7/25/19 11,000 11,080
Manufacturers & Traders Trust Co. 2.100% 2/6/20 3,200 3,179
Manufacturers & Traders Trust Co. 2.900% 2/6/25 5,295 5,153
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 9,900 10,121
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 15,000 15,601
Morgan Stanley 4.750% 3/22/17 9,990 10,319
Morgan Stanley 5.550% 4/27/17 12,000 12,504
Morgan Stanley 6.250% 8/28/17 550 584
Morgan Stanley 5.950% 12/28/17 11,865 12,699
Morgan Stanley 1.875% 1/5/18 8,250 8,278
Morgan Stanley 6.625% 4/1/18 11,865 12,955
Morgan Stanley 2.125% 4/25/18 27,475 27,668
Morgan Stanley 2.200% 12/7/18 1,900 1,914
Morgan Stanley 2.500% 1/24/19 28,575 29,079
Morgan Stanley 7.300% 5/13/19 26,085 30,048
Morgan Stanley 2.375% 7/23/19 28,700 28,995
Morgan Stanley 5.625% 9/23/19 11,455 12,749
Morgan Stanley 5.500% 1/26/20 15,250 17,001
Morgan Stanley 2.650% 1/27/20 11,774 11,919
Morgan Stanley 2.800% 6/16/20 12,350 12,580
Morgan Stanley 5.500% 7/24/20 2,150 2,416
Morgan Stanley 5.750% 1/25/21 12,940 14,769
Morgan Stanley 5.500% 7/28/21 3,175 3,626
Morgan Stanley 4.875% 11/1/22 12,125 13,155
Morgan Stanley 3.750% 2/25/23 10,400 10,835
Morgan Stanley 4.100% 5/22/23 15,975 16,391
Morgan Stanley 3.875% 4/29/24 21,515 22,570
Morgan Stanley 3.700% 10/23/24 18,900 19,515
Morgan Stanley 4.000% 7/23/25 5,000 5,221
Morgan Stanley 5.000% 11/24/25 13,250 14,299
Morgan Stanley 3.875% 1/27/26 17,025 17,765
Morgan Stanley 6.250% 8/9/26 9,650 11,491
Morgan Stanley 4.350% 9/8/26 11,075 11,402
Morgan Stanley 3.950% 4/23/27 8,150 8,164
Morgan Stanley 7.250% 4/1/32 6,895 9,315
Morgan Stanley 6.375% 7/24/42 15,075 19,768
Morgan Stanley 4.300% 1/27/45 16,575 16,680
MUFG Americas Holdings Corp. 1.625% 2/9/18 4,950 4,929
MUFG Americas Holdings Corp. 2.250% 2/10/20 6,650 6,613
MUFG Americas Holdings Corp. 3.500% 6/18/22 5,400 5,620
MUFG Americas Holdings Corp. 3.000% 2/10/25 4,350 4,240
MUFG Union Bank NA 2.125% 6/16/17 1,800 1,810

 

 

MUFG Union Bank NA 2.625% 9/26/18 13,800 14,029
MUFG Union Bank NA 2.250% 5/6/19 2,375 2,389
Murray Street Investment Trust I 4.647% 3/9/17 6,300 6,477
National Australia Bank Ltd. 2.750% 3/9/17 6,165 6,258
National Australia Bank Ltd. 2.300% 7/25/18 3,225 3,270
National Australia Bank Ltd. 2.625% 7/23/20 3,245 3,290
National Australia Bank Ltd. 3.000% 1/20/23 3,450 3,520
National Australia Bank Ltd. 2.000% 1/14/19 3,000 3,023
National Australia Bank Ltd. 2.625% 1/14/21 4,000 4,083
National Australia Bank Ltd. 3.375% 1/14/26 2,000 2,080
National Bank of Canada 1.450% 11/7/17 2,200 2,201
National City Bank 5.800% 6/7/17 2,055 2,155
National City Corp. 6.875% 5/15/19 4,465 5,016
Northern Trust Co. 6.500% 8/15/18 425 473
Northern Trust Corp. 3.450% 11/4/20 3,000 3,192
Northern Trust Corp. 2.375% 8/2/22 5,550 5,666
Northern Trust Corp. 3.950% 10/30/25 8,750 9,346
People's United Bank NA 4.000% 7/15/24 3,000 2,954
People's United Financial Inc. 3.650% 12/6/22 2,945 2,950
PNC Bank NA 4.875% 9/21/17 3,575 3,739
PNC Bank NA 1.500% 10/18/17 8,700 8,706
PNC Bank NA 6.000% 12/7/17 1,950 2,073
PNC Bank NA 1.500% 2/23/18 8,925 8,924
PNC Bank NA 1.600% 6/1/18 5,650 5,660
PNC Bank NA 1.850% 7/20/18 3,000 3,026
PNC Bank NA 1.800% 11/5/18 8,500 8,544
PNC Bank NA 2.200% 1/28/19 6,475 6,574
PNC Bank NA 1.950% 3/4/19 2,500 2,524
PNC Bank NA 2.250% 7/2/19 3,700 3,756
PNC Bank NA 2.400% 10/18/19 6,700 6,839
PNC Bank NA 2.300% 6/1/20 5,250 5,298
PNC Bank NA 2.600% 7/21/20 2,000 2,043
PNC Bank NA 2.450% 11/5/20 6,000 6,091
PNC Bank NA 2.700% 11/1/22 6,251 6,225
PNC Bank NA 2.950% 1/30/23 4,500 4,508
PNC Bank NA 3.300% 10/30/24 4,950 5,106
PNC Bank NA 2.950% 2/23/25 6,750 6,760
PNC Bank NA 4.200% 11/1/25 4,400 4,867
PNC Financial Services Group Inc. 2.854% 11/9/22 2,875 2,910
PNC Financial Services Group Inc. 3.900% 4/29/24 15,500 16,287
PNC Funding Corp. 6.700% 6/10/19 6,475 7,397
PNC Funding Corp. 5.125% 2/8/20 5,700 6,313
PNC Funding Corp. 4.375% 8/11/20 6,975 7,616
PNC Funding Corp. 3.300% 3/8/22 3,500 3,665
Regions Bank 7.500% 5/15/18 987 1,088
Regions Bank 6.450% 6/26/37 1,329 1,577
Regions Financial Corp. 2.000% 5/15/18 7,000 6,958
Regions Financial Corp. 7.375% 12/10/37 7,000 8,846
Royal Bank of Canada 1.000% 4/27/17 5,000 5,008
Royal Bank of Canada 1.250% 6/16/17 5,700 5,708
Royal Bank of Canada 1.400% 10/13/17 3,150 3,165
Royal Bank of Canada 1.500% 1/16/18 7,000 7,024
Royal Bank of Canada 2.200% 7/27/18 11,875 12,072
Royal Bank of Canada 1.800% 7/30/18 8,000 8,043
Royal Bank of Canada 2.000% 12/10/18 5,700 5,760
Royal Bank of Canada 2.350% 10/30/20 15,500 15,726
Royal Bank of Canada 2.500% 1/19/21 5,000 5,115

 

 

Royal Bank of Canada 2.300% 3/22/21 5,000 4,997
Royal Bank of Canada 4.650% 1/27/26 6,200 6,322
Royal Bank of Scotland Group plc 1.875% 3/31/17 3,400 3,394
Royal Bank of Scotland Group plc 6.400% 10/21/19 7,030 7,873
Royal Bank of Scotland Group plc 4.800% 4/5/26 7,000 7,011
Santander Bank NA 2.000% 1/12/18 2,950 2,930
Santander Bank NA 8.750% 5/30/18 425 474
Santander Holdings USA Inc. 3.450% 8/27/18 5,325 5,420
Santander Holdings USA Inc. 2.650% 4/17/20 1,000 989
Santander Holdings USA Inc. 4.500% 7/17/25 3,425 3,516
Santander Issuances SAU 5.179% 11/19/25 14,700 14,211
Santander UK Group Holdings plc 2.875% 10/16/20 9,000 8,962
Santander UK Group Holdings plc 3.125% 1/8/21 8,300 8,384
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 8,500 8,611
Societe Generale SA 2.625% 10/1/18 12,050 12,269
State Street Bank & Trust Co. 5.250% 10/15/18 2,579 2,791
State Street Corp. 4.956% 3/15/18 868 912
State Street Corp. 2.550% 8/18/20 300 309
State Street Corp. 4.375% 3/7/21 1,235 1,358
State Street Corp. 3.100% 5/15/23 11,175 11,245
State Street Corp. 3.300% 12/16/24 2,500 2,598
State Street Corp. 3.550% 8/18/25 10,811 11,465
Sumitomo Mitsui Banking Corp. 1.350% 7/11/17 5,350 5,338
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 6,925 6,946
Sumitomo Mitsui Banking Corp. 1.500% 1/18/18 2,750 2,738
Sumitomo Mitsui Banking Corp. 2.500% 7/19/18 7,025 7,128
Sumitomo Mitsui Banking Corp. 1.950% 7/23/18 5,250 5,265
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 4,025 4,089
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 5,500 5,559
Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 750 752
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 2,500 2,520
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 1,775 1,827
Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 550 561
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 5,350 5,727
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 6,125 6,525
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 2,650 2,723
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 2,500 2,635
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 9,470 9,653
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 6,000 6,187
SunTrust Bank 7.250% 3/15/18 1,200 1,320
SunTrust Bank 2.750% 5/1/23 2,150 2,112
SunTrust Banks Inc. 6.000% 9/11/17 2,550 2,697
SunTrust Banks Inc. 2.350% 11/1/18 6,575 6,643
SunTrust Banks Inc. 2.500% 5/1/19 2,700 2,725
SunTrust Banks Inc. 2.900% 3/3/21 2,725 2,766
SVB Financial Group 3.500% 1/29/25 2,100 2,075
Svenska Handelsbanken AB 2.875% 4/4/17 10,975 11,154
Svenska Handelsbanken AB 1.625% 3/21/18 10,975 11,022
Svenska Handelsbanken AB 2.500% 1/25/19 6,250 6,402
Svenska Handelsbanken AB 2.250% 6/17/19 7,300 7,415
Svenska Handelsbanken AB 2.400% 10/1/20 6,350 6,411
Svenska Handelsbanken AB 2.450% 3/30/21 5,750 5,803
Synchrony Financial 1.875% 8/15/17 800 797
Synchrony Financial 2.600% 1/15/19 5,700 5,713
Synchrony Financial 3.000% 8/15/19 5,050 5,121
Synchrony Financial 2.700% 2/3/20 3,275 3,247
Synchrony Financial 3.750% 8/15/21 3,500 3,590

 

 

Synchrony Financial 4.250% 8/15/24 17,700 17,960
Synchrony Financial 4.500% 7/23/25 8,350 8,579
Toronto-Dominion Bank 1.125% 5/2/17 7,750 7,756
Toronto-Dominion Bank 1.625% 3/13/18 8,300 8,336
Toronto-Dominion Bank 1.400% 4/30/18 11,054 11,039
Toronto-Dominion Bank 1.750% 7/23/18 20,450 20,544
Toronto-Dominion Bank 2.625% 9/10/18 10,000 10,252
Toronto-Dominion Bank 2.125% 7/2/19 4,600 4,663
Toronto-Dominion Bank 2.250% 11/5/19 13,000 13,179
Toronto-Dominion Bank 2.500% 12/14/20 5,000 5,104
7 Toronto-Dominion Bank 2.250% 3/15/21 18,000 18,241
Toronto-Dominion Bank 2.125% 4/7/21 17,925 17,895
UBS AG 1.375% 6/1/17 7,350 7,342
UBS AG 1.375% 8/14/17 7,025 7,014
UBS AG 5.875% 12/20/17 860 921
UBS AG 1.800% 3/26/18 5,000 5,016
UBS AG 5.750% 4/25/18 3,265 3,534
UBS AG 2.375% 8/14/19 10,000 10,150
UBS AG 2.350% 3/26/20 3,700 3,736
UBS AG 4.875% 8/4/20 875 972
US Bancorp 1.650% 5/15/17 6,650 6,691
US Bancorp 1.950% 11/15/18 3,725 3,785
US Bancorp 2.350% 1/29/21 3,725 3,781
US Bancorp 4.125% 5/24/21 2,515 2,760
US Bancorp 3.000% 3/15/22 4,225 4,412
US Bancorp 2.950% 7/15/22 11,275 11,561
US Bancorp 3.700% 1/30/24 11,050 11,977
US Bank NA 1.350% 1/26/18 3,400 3,405
US Bank NA 2.125% 10/28/19 9,800 9,957
US Bank NA 2.800% 1/27/25 7,500 7,611
US Bank NA/Cincinnati OH 1.450% 1/29/18 6,000 6,024
Wachovia Bank NA 5.850% 2/1/37 11,025 13,513
Wachovia Corp. 5.750% 6/15/17 6,570 6,918
Wachovia Corp. 5.750% 2/1/18 14,665 15,793
Wachovia Corp. 6.605% 10/1/25 825 994
Wachovia Corp. 7.500% 4/15/35 500 660
Wachovia Corp. 5.500% 8/1/35 1,775 2,000
Wachovia Corp. 6.550% 10/15/35 250 303
Wells Fargo & Co. 2.100% 5/8/17 3,625 3,666
Wells Fargo & Co. 1.150% 6/2/17 7,675 7,672
Wells Fargo & Co. 1.400% 9/8/17 7,825 7,840
Wells Fargo & Co. 5.625% 12/11/17 20,451 21,920
Wells Fargo & Co. 1.500% 1/16/18 6,300 6,334
Wells Fargo & Co. 2.150% 1/15/19 9,250 9,398
Wells Fargo & Co. 2.125% 4/22/19 10,175 10,339
Wells Fargo & Co. 2.150% 1/30/20 9,625 9,709
Wells Fargo & Co. 2.600% 7/22/20 24,800 25,388
Wells Fargo & Co. 2.550% 12/7/20 10,375 10,563
Wells Fargo & Co. 3.000% 1/22/21 8,000 8,297
Wells Fargo & Co. 2.500% 3/4/21 23,250 23,525
Wells Fargo & Co. 4.600% 4/1/21 15,140 16,772
Wells Fargo & Co. 3.500% 3/8/22 18,200 19,392
Wells Fargo & Co. 3.450% 2/13/23 12,075 12,386
Wells Fargo & Co. 4.125% 8/15/23 18,350 19,491
Wells Fargo & Co. 4.480% 1/16/24 10,000 10,853
Wells Fargo & Co. 3.300% 9/9/24 9,250 9,545
Wells Fargo & Co. 3.000% 2/19/25 4,675 4,715

 

 

Wells Fargo & Co. 3.550% 9/29/25 15,000 15,663
Wells Fargo & Co. 4.100% 6/3/26 13,650 14,284
Wells Fargo & Co. 4.300% 7/22/27 6,700 7,087
Wells Fargo & Co. 5.375% 2/7/35 3,825 4,624
Wells Fargo & Co. 5.375% 11/2/43 12,379 13,950
Wells Fargo & Co. 5.606% 1/15/44 7,500 8,623
Wells Fargo & Co. 4.650% 11/4/44 14,475 14,866
Wells Fargo & Co. 3.900% 5/1/45 11,825 11,761
Wells Fargo & Co. 4.900% 11/17/45 11,025 11,834
Wells Fargo Bank NA 6.000% 11/15/17 2,975 3,191
Wells Fargo Bank NA 1.650% 1/22/18 7,700 7,762
Wells Fargo Bank NA 5.950% 8/26/36 2,700 3,338
Wells Fargo Bank NA 6.600% 1/15/38 9,695 12,891
4 Wells Fargo Capital X 5.950% 12/1/86 3,500 3,553
Westpac Banking Corp. 1.200% 5/19/17 6,300 6,295
Westpac Banking Corp. 2.000% 8/14/17 4,750 4,816
Westpac Banking Corp. 1.500% 12/1/17 14,375 14,430
Westpac Banking Corp. 1.600% 1/12/18 4,210 4,221
Westpac Banking Corp. 2.250% 7/30/18 8,400 8,513
Westpac Banking Corp. 1.950% 11/23/18 5,000 5,042
Westpac Banking Corp. 2.250% 1/17/19 14,300 14,509
Westpac Banking Corp. 4.875% 11/19/19 9,420 10,403
Westpac Banking Corp. 2.600% 11/23/20 16,000 16,327
 
Brokerage (0.2%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 2,800 2,879
Affiliated Managers Group Inc. 3.500% 8/1/25 4,600 4,503
Ameriprise Financial Inc. 4.000% 10/15/23 3,150 3,335
Ameriprise Financial Inc. 3.700% 10/15/24 4,500 4,670
Apollo Investment Corp. 5.250% 3/3/25 600 601
BGC Partners Inc. 5.375% 12/9/19 500 520
BlackRock Inc. 6.250% 9/15/17 125 134
BlackRock Inc. 4.250% 5/24/21 5,775 6,391
BlackRock Inc. 3.375% 6/1/22 7,250 7,690
BlackRock Inc. 3.500% 3/18/24 7,650 8,096
Brookfield Asset Management Inc. 4.000% 1/15/25 4,725 4,862
Brookfield Asset Management Inc. 7.375% 3/1/33 1,500 1,777
Charles Schwab Corp. 4.450% 7/22/20 775 853
Charles Schwab Corp. 3.225% 9/1/22 4,464 4,673
Charles Schwab Corp. 3.450% 2/13/26 4,225 4,408
CME Group Inc. 3.000% 9/15/22 5,800 6,028
CME Group Inc. 3.000% 3/15/25 750 756
CME Group Inc. 5.300% 9/15/43 6,185 7,342
E*TRADE Financial Corp. 5.375% 11/15/22 3,100 3,263
E*TRADE Financial Corp. 4.625% 9/15/23 2,525 2,519
Eaton Vance Corp. 3.625% 6/15/23 1,875 1,956
7 FMR LLC 7.490% 6/15/19 200 232
Franklin Resources Inc. 1.375% 9/15/17 1,775 1,780
Franklin Resources Inc. 2.800% 9/15/22 4,875 4,924
Franklin Resources Inc. 2.850% 3/30/25 3,000 2,969
Intercontinental Exchange Inc. 2.500% 10/15/18 1,100 1,121
Intercontinental Exchange Inc. 2.750% 12/1/20 4,525 4,628
Intercontinental Exchange Inc. 4.000% 10/15/23 10,000 10,442
Intercontinental Exchange Inc. 3.750% 12/1/25 7,200 7,334
Invesco Finance plc 3.125% 11/30/22 6,575 6,699
Invesco Finance plc 4.000% 1/30/24 6,125 6,439
Invesco Finance plc 5.375% 11/30/43 6,025 6,770

 

 

Janus Capital Group Inc. 4.875% 8/1/25 2,400 2,546
Jefferies Group LLC 5.125% 4/13/18 4,125 4,269
Jefferies Group LLC 8.500% 7/15/19 3,000 3,422
Jefferies Group LLC 6.875% 4/15/21 5,045 5,682
Jefferies Group LLC 5.125% 1/20/23 2,775 2,806
Jefferies Group LLC 6.450% 6/8/27 1,225 1,292
Jefferies Group LLC 6.250% 1/15/36 1,830 1,767
Jefferies Group LLC 6.500% 1/20/43 2,850 2,611
Lazard Group LLC 6.850% 6/15/17 464 489
Lazard Group LLC 4.250% 11/14/20 425 444
Lazard Group LLC 3.750% 2/13/25 100 92
Legg Mason Inc. 2.700% 7/15/19 1,450 1,463
Legg Mason Inc. 3.950% 7/15/24 400 398
Legg Mason Inc. 4.750% 3/15/26 1,500 1,519
Legg Mason Inc. 5.625% 1/15/44 4,875 4,777
Leucadia National Corp. 5.500% 10/18/23 8,050 7,562
Leucadia National Corp. 6.625% 10/23/43 825 658
Nasdaq Inc. 5.550% 1/15/20 4,400 4,852
Nomura Holdings Inc. 2.750% 3/19/19 19,675 19,941
NYSE Euronext 2.000% 10/5/17 5,150 5,193
Raymond James Financial Inc. 8.600% 8/15/19 1,575 1,877
Stifel Financial Corp. 3.500% 12/1/20 1,500 1,497
Stifel Financial Corp. 4.250% 7/18/24 1,650 1,632
TD Ameritrade Holding Corp. 2.950% 4/1/22 4,700 4,793
TD Ameritrade Holding Corp. 3.625% 4/1/25 1,600 1,669
 
Finance Companies (0.4%)        
Air Lease Corp. 5.625% 4/1/17 7,825 8,040
Air Lease Corp. 2.125% 1/15/18 3,750 3,684
Air Lease Corp. 3.375% 1/15/19 6,100 6,092
Air Lease Corp. 4.750% 3/1/20 4,000 4,170
Air Lease Corp. 3.875% 4/1/21 9,175 9,313
Air Lease Corp. 3.750% 2/1/22 5,525 5,470
Air Lease Corp. 4.250% 9/15/24 600 588
Ares Capital Corp. 4.875% 11/30/18 7,000 7,167
FS Investment Corp. 4.000% 7/15/19 2,225 2,230
FS Investment Corp. 4.250% 1/15/20 1,000 1,001
FS Investment Corp. 4.750% 5/15/22 1,500 1,482
GATX Corp. 2.375% 7/30/18 7,000 6,989
GATX Corp. 2.500% 7/30/19 300 298
GATX Corp. 2.600% 3/30/20 2,250 2,208
GATX Corp. 4.750% 6/15/22 1,550 1,652
GATX Corp. 3.250% 3/30/25 2,175 2,018
GATX Corp. 5.200% 3/15/44 325 314
GATX Corp. 4.500% 3/30/45 1,275 1,116
7 GE Capital International Funding Co. 0.964% 4/15/16 123,040 123,055
7 GE Capital International Funding Co. 2.342% 11/15/20 54,664 55,968
7 GE Capital International Funding Co. 3.373% 11/15/25 19,343 20,589
7 GE Capital International Funding Co. 4.418% 11/15/35 63,600 68,986
HSBC Finance Corp. 6.676% 1/15/21 28,865 33,123
7 International Lease Finance Corp. 7.125% 9/1/18 12,615 13,750
Prospect Capital Corp. 5.000% 7/15/19 2,150 1,943
Prospect Capital Corp. 5.875% 3/15/23 550 476
 
Insurance (1.3%)        
ACE Capital Trust II 9.700% 4/1/30 900 1,278
ACE INA Holdings Inc. 6.700% 5/15/36 400 553

 

 

ACE INA Holdings Inc. 4.350% 11/3/45 6,950 7,546
AEGON Funding Co. LLC 5.750% 12/15/20 4,641 5,336
Aetna Inc. 1.500% 11/15/17 500 502
Aetna Inc. 2.200% 3/15/19 2,375 2,406
Aetna Inc. 3.950% 9/1/20 5,525 5,900
Aetna Inc. 4.125% 6/1/21 1,680 1,815
Aetna Inc. 2.750% 11/15/22 13,910 13,843
Aetna Inc. 3.500% 11/15/24 800 816
Aetna Inc. 6.625% 6/15/36 4,325 5,528
Aetna Inc. 6.750% 12/15/37 3,000 3,923
Aetna Inc. 4.500% 5/15/42 4,750 4,815
Aetna Inc. 4.125% 11/15/42 1,425 1,372
Aetna Inc. 4.750% 3/15/44 400 422
Aflac Inc. 2.400% 3/16/20 3,050 3,137
Aflac Inc. 3.625% 6/15/23 8,900 9,292
Aflac Inc. 6.900% 12/17/39 2,900 3,785
Aflac Inc. 6.450% 8/15/40 1,800 2,241
Alleghany Corp. 4.950% 6/27/22 3,000 3,298
Alleghany Corp. 4.900% 9/15/44 4,575 4,438
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 4,750 4,761
Allied World Assurance Co. Ltd. 5.500% 11/15/20 1,180 1,296
Allstate Corp. 3.150% 6/15/23 2,500 2,576
Allstate Corp. 5.350% 6/1/33 225 262
Allstate Corp. 5.550% 5/9/35 420 498
Allstate Corp. 5.950% 4/1/36 525 664
Allstate Corp. 4.500% 6/15/43 1,675 1,839
4 Allstate Corp. 5.750% 8/15/53 450 457
4 Allstate Corp. 6.125% 5/15/67 7,734 7,541
4 Allstate Corp. 6.500% 5/15/67 2,575 2,787
Alterra Finance LLC 6.250% 9/30/20 745 847
American Financial Group Inc. 9.875% 6/15/19 1,410 1,711
American International Group Inc. 5.850% 1/16/18 6,450 6,906
American International Group Inc. 2.300% 7/16/19 7,425 7,502
American International Group Inc. 3.375% 8/15/20 2,650 2,740
American International Group Inc. 6.400% 12/15/20 15,675 18,215
American International Group Inc. 3.300% 3/1/21 2,500 2,557
American International Group Inc. 4.875% 6/1/22 10,600 11,665
American International Group Inc. 4.125% 2/15/24 2,105 2,190
American International Group Inc. 3.750% 7/10/25 1,575 1,580
American International Group Inc. 3.900% 4/1/26 9,000 9,029
American International Group Inc. 3.875% 1/15/35 8,775 7,826
American International Group Inc. 4.700% 7/10/35 2,760 2,739
American International Group Inc. 6.250% 5/1/36 15,420 17,927
American International Group Inc. 4.500% 7/16/44 2,300 2,170
American International Group Inc. 4.800% 7/10/45 400 394
American International Group Inc. 4.375% 1/15/55 3,625 3,165
4 American International Group Inc. 8.175% 5/15/68 1,950 2,434
Anthem Inc. 5.875% 6/15/17 3,075 3,235
Anthem Inc. 7.000% 2/15/19 5 6
Anthem Inc. 4.350% 8/15/20 6,250 6,730
Anthem Inc. 3.700% 8/15/21 4,780 5,029
Anthem Inc. 3.125% 5/15/22 3,470 3,490
Anthem Inc. 3.300% 1/15/23 11,501 11,619
Anthem Inc. 3.500% 8/15/24 5,850 5,900
Anthem Inc. 5.950% 12/15/34 5,170 5,939
Anthem Inc. 5.850% 1/15/36 2,400 2,732
Anthem Inc. 6.375% 6/15/37 3,540 4,270

 

 

Anthem Inc. 4.625% 5/15/42 7,900 7,798
Anthem Inc. 4.650% 1/15/43 6,375 6,316
Anthem Inc. 5.100% 1/15/44 3,505 3,692
Anthem Inc. 4.850% 8/15/54 2,525 2,477
Aon Corp. 5.000% 9/30/20 4,170 4,632
Aon Corp. 6.250% 9/30/40 2,125 2,494
Aon plc 2.800% 3/15/21 8,355 8,442
Aon plc 4.000% 11/27/23 2,675 2,770
Aon plc 3.500% 6/14/24 4,400 4,415
Aon plc 4.450% 5/24/43 1,350 1,263
Aon plc 4.600% 6/14/44 3,050 2,979
Aon plc 4.750% 5/15/45 1,850 1,864
Arch Capital Group Ltd. 7.350% 5/1/34 1,100 1,438
Arch Capital Group US Inc. 5.144% 11/1/43 5,950 6,222
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 3,800 4,197
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 9,400 9,611
Assurant Inc. 4.000% 3/15/23 1,975 1,987
Assurant Inc. 6.750% 2/15/34 4,325 5,194
AXA SA 8.600% 12/15/30 7,170 9,449
Axis Specialty Finance LLC 5.875% 6/1/20 11,950 13,014
AXIS Specialty Finance plc 2.650% 4/1/19 625 630
AXIS Specialty Finance plc 5.150% 4/1/45 2,600 2,675
Berkshire Hathaway Finance Corp. 1.600% 5/15/17 7,600 7,673
Berkshire Hathaway Finance Corp. 1.450% 3/7/18 4,400 4,436
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 13,645 14,864
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 9,750 9,962
Berkshire Hathaway Finance Corp. 1.700% 3/15/19 3,340 3,386
Berkshire Hathaway Finance Corp. 2.900% 10/15/20 12,650 13,309
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 10,020 11,105
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 2,925 3,053
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 145 182
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 2,100 2,267
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 200 211
Berkshire Hathaway Inc. 1.550% 2/9/18 225 226
Berkshire Hathaway Inc. 2.100% 8/14/19 7,075 7,199
Berkshire Hathaway Inc. 3.000% 2/11/23 900 934
Berkshire Hathaway Inc. 2.750% 3/15/23 12,190 12,431
Berkshire Hathaway Inc. 3.125% 3/15/26 23,500 24,095
Berkshire Hathaway Inc. 4.500% 2/11/43 2,825 3,075
Brown & Brown Inc. 4.200% 9/15/24 4,830 4,864
Chubb Corp. 5.750% 5/15/18 5,277 5,802
Chubb Corp. 6.000% 5/11/37 1,450 1,870
4 Chubb Corp. 6.375% 3/29/67 4,465 3,885
Chubb INA Holdings Inc. 5.700% 2/15/17 1,400 1,456
Chubb INA Holdings Inc. 5.800% 3/15/18 475 515
Chubb INA Holdings Inc. 5.900% 6/15/19 785 885
Chubb INA Holdings Inc. 2.300% 11/3/20 3,825 3,895
Chubb INA Holdings Inc. 2.875% 11/3/22 12,375 12,799
Chubb INA Holdings Inc. 2.700% 3/13/23 2,100 2,118
Chubb INA Holdings Inc. 3.350% 5/15/24 7,650 7,975
Chubb INA Holdings Inc. 3.150% 3/15/25 5,750 5,903
Chubb INA Holdings Inc. 3.350% 5/3/26 8,750 9,114
Chubb INA Holdings Inc. 4.150% 3/13/43 5,675 5,899
Cigna Corp. 5.125% 6/15/20 375 415
Cigna Corp. 4.375% 12/15/20 200 216
Cigna Corp. 4.500% 3/15/21 1,090 1,174
Cigna Corp. 4.000% 2/15/22 1,385 1,478

 

 

Cigna Corp. 3.250% 4/15/25 5,800 5,768
Cigna Corp. 7.875% 5/15/27 425 578
Cigna Corp. 6.150% 11/15/36 7,254 8,621
Cigna Corp. 5.875% 3/15/41 1,665 1,948
Cigna Corp. 5.375% 2/15/42 1,375 1,511
Cincinnati Financial Corp. 6.920% 5/15/28 4,325 5,442
CNA Financial Corp. 7.350% 11/15/19 2,755 3,181
CNA Financial Corp. 5.875% 8/15/20 355 396
CNA Financial Corp. 5.750% 8/15/21 2,765 3,102
CNA Financial Corp. 3.950% 5/15/24 3,275 3,228
CNA Financial Corp. 4.500% 3/1/26 4,000 4,054
Coventry Health Care Inc. 5.950% 3/15/17 1,800 1,880
Coventry Health Care Inc. 5.450% 6/15/21 3,385 3,826
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 1,279 1,477
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 3,500 3,425
First American Financial Corp. 4.300% 2/1/23 1,025 1,030
First American Financial Corp. 4.600% 11/15/24 4,675 4,764
Hartford Financial Services Group Inc. 6.300% 3/15/18 1,584 1,707
Hartford Financial Services Group Inc. 6.000% 1/15/19 925 1,019
Hartford Financial Services Group Inc. 5.500% 3/30/20 4,100 4,551
Hartford Financial Services Group Inc. 5.125% 4/15/22 825 924
Hartford Financial Services Group Inc. 5.950% 10/15/36 225 263
Hartford Financial Services Group Inc. 6.625% 3/30/40 1,500 1,872
Hartford Financial Services Group Inc. 6.100% 10/1/41 2,150 2,499
Hartford Financial Services Group Inc. 6.625% 4/15/42 1,793 2,211
Horace Mann Educators Corp. 4.500% 12/1/25 1,000 1,034
Humana Inc. 6.300% 8/1/18 150 164
Humana Inc. 2.625% 10/1/19 1,525 1,549
Humana Inc. 3.150% 12/1/22 3,825 3,875
Humana Inc. 3.850% 10/1/24 3,900 4,019
Humana Inc. 8.150% 6/15/38 2,775 3,831
Humana Inc. 4.625% 12/1/42 2,175 2,099
Humana Inc. 4.950% 10/1/44 2,025 2,068
Infinity Property & Casualty Corp. 5.000% 9/19/22 1,550 1,633
Kemper Corp. 4.350% 2/15/25 3,825 3,869
Lincoln National Corp. 8.750% 7/1/19 1,026 1,222
Lincoln National Corp. 6.250% 2/15/20 4,795 5,353
Lincoln National Corp. 4.850% 6/24/21 1,652 1,807
Lincoln National Corp. 4.200% 3/15/22 1,025 1,074
Lincoln National Corp. 4.000% 9/1/23 2,000 2,036
Lincoln National Corp. 6.150% 4/7/36 3,400 3,830
Lincoln National Corp. 6.300% 10/9/37 1,700 1,916
4 Lincoln National Corp. 6.050% 4/20/67 2,008 1,303
Loews Corp. 2.625% 5/15/23 9,600 9,461
Loews Corp. 6.000% 2/1/35 200 233
Loews Corp. 4.125% 5/15/43 4,865 4,624
Manulife Financial Corp. 4.900% 9/17/20 4,875 5,310
Manulife Financial Corp. 4.150% 3/4/26 4,925 5,037
Manulife Financial Corp. 5.375% 3/4/46 8,350 8,725
Markel Corp. 7.125% 9/30/19 825 957
Markel Corp. 4.900% 7/1/22 4,665 5,096
Markel Corp. 3.625% 3/30/23 2,175 2,194
Markel Corp. 5.000% 3/30/43 575 587
Markel Corp. 5.000% 4/5/46 3,500 3,505
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 1,700 1,719
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 5,600 5,642
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 2,265 2,501

 

 

Marsh & McLennan Cos. Inc. 3.300% 3/14/23 4,380 4,465
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 3,100 3,095
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 2,425 2,466
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 4,050 4,151
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 3,425 4,097
7 Massachusetts Mutual Life Insurance Co. 8.875% 6/1/39 575 831
MetLife Inc. 1.756% 12/15/17 8,000 8,052
MetLife Inc. 1.903% 12/15/17 3,270 3,293
MetLife Inc. 6.817% 8/15/18 895 998
MetLife Inc. 7.717% 2/15/19 1,370 1,588
MetLife Inc. 4.750% 2/8/21 9,545 10,619
MetLife Inc. 3.048% 12/15/22 5,475 5,561
MetLife Inc. 3.600% 4/10/24 18,100 18,698
MetLife Inc. 3.000% 3/1/25 5,475 5,382
MetLife Inc. 6.500% 12/15/32 250 310
MetLife Inc. 6.375% 6/15/34 2,195 2,740
MetLife Inc. 5.700% 6/15/35 8,250 9,617
MetLife Inc. 5.875% 2/6/41 6,870 8,261
MetLife Inc. 4.125% 8/13/42 7,350 7,024
MetLife Inc. 4.875% 11/13/43 5,700 6,081
MetLife Inc. 4.721% 12/15/44 5,350 5,574
MetLife Inc. 4.050% 3/1/45 4,600 4,337
MetLife Inc. 4.600% 5/13/46 2,000 2,059
4 MetLife Inc. 6.400% 12/15/66 9,930 10,240
4 MetLife Inc. 10.750% 8/1/69 500 761
Montpelier Re Holdings Ltd. 4.700% 10/15/22 275 283
Munich Re America Corp. 7.450% 12/15/26 1,200 1,553
4 Nationwide Financial Services Inc. 6.750% 5/15/87 325 327
Old Republic International Corp. 4.875% 10/1/24 4,200 4,346
OneBeacon US Holdings Inc. 4.600% 11/9/22 6,250 6,338
PartnerRe Finance B LLC 5.500% 6/1/20 7,958 8,782
Principal Financial Group Inc. 8.875% 5/15/19 2,915 3,460
Principal Financial Group Inc. 6.050% 10/15/36 2,000 2,379
Principal Financial Group Inc. 4.350% 5/15/43 450 432
4 Principal Financial Group Inc. 4.700% 5/15/55 2,700 2,627
ProAssurance Corp. 5.300% 11/15/23 325 355
Progressive Corp. 3.750% 8/23/21 10,655 11,466
Progressive Corp. 6.625% 3/1/29 725 949
Progressive Corp. 4.350% 4/25/44 1,850 1,971
4 Progressive Corp. 6.700% 6/15/67 3,465 3,300
Protective Life Corp. 7.375% 10/15/19 950 1,100
Protective Life Corp. 8.450% 10/15/39 1,244 1,670
Prudential Financial Inc. 3.000% 5/12/16 3,150 3,157
Prudential Financial Inc. 6.000% 12/1/17 5,000 5,347
Prudential Financial Inc. 2.300% 8/15/18 3,200 3,242
Prudential Financial Inc. 7.375% 6/15/19 795 919
Prudential Financial Inc. 2.350% 8/15/19 2,200 2,224
Prudential Financial Inc. 5.375% 6/21/20 3,695 4,125
Prudential Financial Inc. 4.500% 11/15/20 5,000 5,433
Prudential Financial Inc. 4.500% 11/16/21 675 740
Prudential Financial Inc. 3.500% 5/15/24 3,175 3,229
Prudential Financial Inc. 5.750% 7/15/33 1,280 1,439
Prudential Financial Inc. 5.400% 6/13/35 2,875 3,104
Prudential Financial Inc. 5.900% 3/17/36 2,300 2,635
Prudential Financial Inc. 5.700% 12/14/36 6,720 7,544
Prudential Financial Inc. 6.625% 12/1/37 5,050 6,196
Prudential Financial Inc. 6.625% 6/21/40 9,700 11,834

 

 

Prudential Financial Inc. 5.625% 5/12/41 1,345 1,481
4 Prudential Financial Inc. 5.875% 9/15/42 2,400 2,505
4 Prudential Financial Inc. 5.625% 6/15/43 8,775 8,907
Prudential Financial Inc. 5.100% 8/15/43 4,075 4,221
4 Prudential Financial Inc. 5.200% 3/15/44 3,075 2,952
Prudential Financial Inc. 4.600% 5/15/44 13,625 13,686
4 Prudential Financial Inc. 5.375% 5/15/45 1,650 1,629
4 Prudential Financial Inc. 8.875% 6/15/68 2,400 2,631
Reinsurance Group of America Inc. 5.625% 3/15/17 1,505 1,559
Reinsurance Group of America Inc. 5.000% 6/1/21 2,275 2,468
Reinsurance Group of America Inc. 4.700% 9/15/23 1,400 1,478
7 Reliance Standard Life Global Funding II 2.500% 1/15/20 500 502
StanCorp Financial Group Inc. 5.000% 8/15/22 1,400 1,515
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 2,425 3,109
Torchmark Corp. 9.250% 6/15/19 895 1,077
Transatlantic Holdings Inc. 8.000% 11/30/39 6,225 8,391
Travelers Cos. Inc. 5.750% 12/15/17 4,475 4,802
Travelers Cos. Inc. 5.800% 5/15/18 1,215 1,320
Travelers Cos. Inc. 5.900% 6/2/19 475 538
Travelers Cos. Inc. 3.900% 11/1/20 1,870 2,036
Travelers Cos. Inc. 6.750% 6/20/36 1,525 2,086
Travelers Cos. Inc. 6.250% 6/15/37 4,885 6,520
Travelers Cos. Inc. 5.350% 11/1/40 4,245 5,219
Travelers Cos. Inc. 4.600% 8/1/43 2,820 3,185
Travelers Cos. Inc. 4.300% 8/25/45 500 540
Trinity Acquisition plc 4.625% 8/15/23 500 523
Trinity Acquisition plc 6.125% 8/15/43 2,725 3,005
UnitedHealth Group Inc. 6.000% 6/15/17 3,825 4,042
UnitedHealth Group Inc. 1.450% 7/17/17 5,100 5,129
UnitedHealth Group Inc. 1.400% 10/15/17 2,450 2,460
UnitedHealth Group Inc. 1.400% 12/15/17 125 126
UnitedHealth Group Inc. 6.000% 2/15/18 8,035 8,725
UnitedHealth Group Inc. 1.900% 7/16/18 7,250 7,360
UnitedHealth Group Inc. 1.625% 3/15/19 7,000 7,055
UnitedHealth Group Inc. 2.300% 12/15/19 2,450 2,479
UnitedHealth Group Inc. 2.700% 7/15/20 8,225 8,545
UnitedHealth Group Inc. 3.875% 10/15/20 2,025 2,193
UnitedHealth Group Inc. 4.700% 2/15/21 2,235 2,519
UnitedHealth Group Inc. 2.125% 3/15/21 2,500 2,520
UnitedHealth Group Inc. 3.375% 11/15/21 145 155
UnitedHealth Group Inc. 2.875% 12/15/21 4,100 4,272
UnitedHealth Group Inc. 2.875% 3/15/22 3,300 3,416
UnitedHealth Group Inc. 3.350% 7/15/22 10,475 11,145
UnitedHealth Group Inc. 2.750% 2/15/23 3,600 3,645
UnitedHealth Group Inc. 2.875% 3/15/23 1,500 1,535
UnitedHealth Group Inc. 3.750% 7/15/25 20,250 21,844
UnitedHealth Group Inc. 3.100% 3/15/26 6,525 6,676
UnitedHealth Group Inc. 4.625% 7/15/35 3,050 3,400
UnitedHealth Group Inc. 5.800% 3/15/36 3,525 4,475
UnitedHealth Group Inc. 6.500% 6/15/37 625 840
UnitedHealth Group Inc. 6.625% 11/15/37 4,550 6,217
UnitedHealth Group Inc. 6.875% 2/15/38 12,920 18,154
UnitedHealth Group Inc. 5.950% 2/15/41 1,225 1,596
UnitedHealth Group Inc. 4.625% 11/15/41 2,975 3,306
UnitedHealth Group Inc. 4.375% 3/15/42 1,300 1,398
UnitedHealth Group Inc. 3.950% 10/15/42 3,500 3,511
UnitedHealth Group Inc. 4.250% 3/15/43 3,275 3,448

 

 

UnitedHealth Group Inc. 4.750% 7/15/45 11,485 13,177
Unum Group 5.625% 9/15/20 625 689
Unum Group 4.000% 3/15/24 5,300 5,253
Unum Group 5.750% 8/15/42 1,925 2,030
Validus Holdings Ltd. 8.875% 1/26/40 2,950 3,800
Voya Financial Inc. 2.900% 2/15/18 5,355 5,437
Voya Financial Inc. 5.500% 7/15/22 4,575 5,127
Voya Financial Inc. 5.700% 7/15/43 4,550 5,175
Willis Towers Watson PLC 5.750% 3/15/21 1,385 1,541
WR Berkley Corp. 5.375% 9/15/20 375 414
WR Berkley Corp. 4.625% 3/15/22 6,300 6,765
WR Berkley Corp. 4.750% 8/1/44 2,705 2,692
XLIT Ltd. 5.750% 10/1/21 2,030 2,308
XLIT Ltd. 6.375% 11/15/24 175 204
XLIT Ltd. 4.450% 3/31/25 2,200 2,176
XLIT Ltd. 6.250% 5/15/27 2,192 2,566
XLIT Ltd. 5.250% 12/15/43 2,950 3,046
XLIT Ltd. 5.500% 3/31/45 2,800 2,679
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 150 154
ORIX Corp. 3.750% 3/9/17 2,350 2,394
XTRA Finance Corp. 5.150% 4/1/17 4,125 4,294
 
Real Estate Investment Trusts (0.7%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 2,000 1,997
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 1,825 1,970
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 2,550 2,611
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 2,325 2,334
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 2,000 2,049
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 2,200 2,264
AvalonBay Communities Inc. 3.625% 10/1/20 4,000 4,185
AvalonBay Communities Inc. 2.950% 9/15/22 75 76
AvalonBay Communities Inc. 2.850% 3/15/23 1,720 1,706
AvalonBay Communities Inc. 4.200% 12/15/23 1,655 1,786
AvalonBay Communities Inc. 3.500% 11/15/24 850 882
AvalonBay Communities Inc. 3.450% 6/1/25 8,425 8,664
Boston Properties LP 3.700% 11/15/18 1,635 1,710
Boston Properties LP 5.625% 11/15/20 6,675 7,600
Boston Properties LP 4.125% 5/15/21 1,410 1,516
Boston Properties LP 3.850% 2/1/23 8,325 8,742
Boston Properties LP 3.800% 2/1/24 3,600 3,766
Boston Properties LP 3.650% 2/1/26 7,000 7,269
Brandywine Operating Partnership LP 5.700% 5/1/17 275 285
Brandywine Operating Partnership LP 4.950% 4/15/18 2,225 2,320
Brandywine Operating Partnership LP 3.950% 2/15/23 950 943
Brandywine Operating Partnership LP 4.100% 10/1/24 2,950 2,925
Brandywine Operating Partnership LP 4.550% 10/1/29 3,705 3,671
Brixmor Operating Partnership LP 3.875% 8/15/22 3,000 2,933
Brixmor Operating Partnership LP 3.850% 2/1/25 10,450 9,685
Camden Property Trust 4.625% 6/15/21 1,025 1,122
Camden Property Trust 2.950% 12/15/22 5,575 5,528
Camden Property Trust 4.250% 1/15/24 1,363 1,452
CBL & Associates LP 5.250% 12/1/23 2,950 2,801
CBL & Associates LP 4.600% 10/15/24 4,800 4,371

 

 

Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 4,000 4,039
Corporate Office Properties LP 3.700% 6/15/21 6,375 6,330
Corporate Office Properties LP 3.600% 5/15/23 950 891
CubeSmart LP 4.375% 12/15/23 1,850 1,951
CubeSmart LP 4.000% 11/15/25 1,375 1,405
DCT Industrial Operating Partnership LP 4.500% 10/15/23 1,525 1,568
DDR Corp. 7.875% 9/1/20 3,300 3,965
DDR Corp. 4.625% 7/15/22 4,250 4,500
DDR Corp. 3.375% 5/15/23 3,825 3,710
DDR Corp. 4.250% 2/1/26 1,700 1,719
Digital Realty Trust LP 3.400% 10/1/20 3,800 3,887
Digital Realty Trust LP 5.250% 3/15/21 3,265 3,594
Digital Realty Trust LP 3.950% 7/1/22 7,375 7,563
Digital Realty Trust LP 3.625% 10/1/22 3,675 3,657
Digital Realty Trust LP 4.750% 10/1/25 2,725 2,779
Duke Realty LP 3.875% 2/15/21 10,000 10,338
Duke Realty LP 3.625% 4/15/23 4,915 4,940
Duke Realty LP 3.750% 12/1/24 1,500 1,499
EPR Properties 5.750% 8/15/22 475 513
EPR Properties 5.250% 7/15/23 3,375 3,454
EPR Properties 4.500% 4/1/25 2,700 2,618
Equity CommonWealth 6.250% 6/15/17 1,725 1,772
Equity CommonWealth 6.650% 1/15/18 975 1,026
Equity Commonwealth 5.875% 9/15/20 200 218
Equity One Inc. 3.750% 11/15/22 2,000 2,009
ERP Operating LP 5.750% 6/15/17 1,673 1,764
ERP Operating LP 2.375% 7/1/19 2,600 2,622
ERP Operating LP 4.750% 7/15/20 5,510 6,014
ERP Operating LP 4.625% 12/15/21 1,284 1,429
ERP Operating LP 3.000% 4/15/23 1,675 1,699
ERP Operating LP 3.375% 6/1/25 300 309
ERP Operating LP 4.500% 7/1/44 4,400 4,654
ERP Operating LP 4.500% 6/1/45 3,175 3,367
Essex Portfolio LP 5.500% 3/15/17 975 1,010
Essex Portfolio LP 3.375% 1/15/23 1,125 1,144
Essex Portfolio LP 3.250% 5/1/23 1,425 1,418
Essex Portfolio LP 3.500% 4/1/25 8,800 8,793
Federal Realty Investment Trust 2.550% 1/15/21 275 280
Federal Realty Investment Trust 3.000% 8/1/22 1,600 1,631
Federal Realty Investment Trust 2.750% 6/1/23 950 938
Federal Realty Investment Trust 4.500% 12/1/44 5,300 5,553
HCP Inc. 6.700% 1/30/18 1,500 1,616
HCP Inc. 2.625% 2/1/20 5,000 4,934
HCP Inc. 5.375% 2/1/21 2,365 2,586
HCP Inc. 3.150% 8/1/22 3,375 3,234
HCP Inc. 4.000% 12/1/22 4,000 4,016
HCP Inc. 4.250% 11/15/23 7,750 7,774
HCP Inc. 4.200% 3/1/24 7,850 7,756
HCP Inc. 3.875% 8/15/24 4,450 4,355
HCP Inc. 3.400% 2/1/25 4,850 4,468
HCP Inc. 4.000% 6/1/25 425 409
HCP Inc. 6.750% 2/1/41 1,396 1,605
Healthcare Realty Trust Inc. 5.750% 1/15/21 4,666 5,195
Healthcare Realty Trust Inc. 3.750% 4/15/23 1,500 1,477
Healthcare Trust of America Holdings LP 3.375% 7/15/21 2,200 2,224
Healthcare Trust of America Holdings LP 3.700% 4/15/23 3,125 3,077

 

 

Highwoods Realty LP 3.200% 6/15/21 4,000 3,990
Hospitality Properties Trust 6.700% 1/15/18 6,350 6,674
Hospitality Properties Trust 4.250% 2/15/21 225 229
Hospitality Properties Trust 4.650% 3/15/24 3,725 3,650
Hospitality Properties Trust 4.500% 3/15/25 1,475 1,420
Host Hotels & Resorts LP 6.000% 10/1/21 3,000 3,364
Host Hotels & Resorts LP 5.250% 3/15/22 3,794 4,092
Host Hotels & Resorts LP 3.750% 10/15/23 2,125 2,073
Host Hotels & Resorts LP 4.000% 6/15/25 1,100 1,065
Kilroy Realty LP 4.800% 7/15/18 1,625 1,707
Kilroy Realty LP 3.800% 1/15/23 3,300 3,365
Kilroy Realty LP 4.375% 10/1/25 575 605
Kilroy Realty LP 4.250% 8/15/29 3,025 3,077
Kimco Realty Corp. 5.700% 5/1/17 5,250 5,475
Kimco Realty Corp. 4.300% 2/1/18 840 872
Kimco Realty Corp. 6.875% 10/1/19 1,750 2,017
Kimco Realty Corp. 3.125% 6/1/23 875 866
Lexington Realty Trust 4.400% 6/15/24 1,875 1,890
Liberty Property LP 6.625% 10/1/17 1,600 1,712
Liberty Property LP 4.750% 10/1/20 1,535 1,659
Liberty Property LP 3.375% 6/15/23 1,775 1,745
Liberty Property LP 4.400% 2/15/24 1,700 1,796
Liberty Property LP 3.750% 4/1/25 8,000 7,993
Mack-Cali Realty LP 2.500% 12/15/17 1,700 1,698
Mack-Cali Realty LP 7.750% 8/15/19 1,425 1,566
Mack-Cali Realty LP 4.500% 4/18/22 3,250 3,293
Mack-Cali Realty LP 3.150% 5/15/23 2,850 2,501
Mid-America Apartments LP 4.300% 10/15/23 2,200 2,317
Mid-America Apartments LP 3.750% 6/15/24 3,800 3,859
National Retail Properties Inc. 6.875% 10/15/17 2,950 3,166
National Retail Properties Inc. 3.800% 10/15/22 1,600 1,655
National Retail Properties Inc. 3.300% 4/15/23 900 893
National Retail Properties Inc. 3.900% 6/15/24 2,750 2,822
National Retail Properties Inc. 4.000% 11/15/25 3,150 3,241
Omega Healthcare Investors Inc. 5.875% 3/15/24 3,435 3,607
Omega Healthcare Investors Inc. 4.950% 4/1/24 1,550 1,573
Omega Healthcare Investors Inc. 4.500% 1/15/25 850 833
Omega Healthcare Investors Inc. 5.250% 1/15/26 3,300 3,354
Omega Healthcare Investors Inc. 4.500% 4/1/27 11,000 10,477
Piedmont Operating Partnership LP 3.400% 6/1/23 5,975 5,775
Piedmont Operating Partnership LP 4.450% 3/15/24 1,650 1,669
Post Apartment Homes LP 3.375% 12/1/22 1,025 1,024
ProLogis LP 2.750% 2/15/19 8,025 8,187
ProLogis LP 4.250% 8/15/23 1,800 1,954
Prologis LP 3.750% 11/1/25 1,300 1,362
Realty Income Corp. 2.000% 1/31/18 700 703
Realty Income Corp. 6.750% 8/15/19 5,565 6,346
Realty Income Corp. 5.750% 1/15/21 3,000 3,399
Realty Income Corp. 3.250% 10/15/22 825 831
Realty Income Corp. 4.650% 8/1/23 1,825 1,948
Realty Income Corp. 3.875% 7/15/24 1,950 1,981
Realty Income Corp. 4.125% 10/15/26 1,420 1,463
Realty Income Corp. 5.875% 3/15/35 100 114
Regency Centers LP 5.875% 6/15/17 1,806 1,895
Regency Centers LP 4.800% 4/15/21 2,000 2,173
Regency Centers LP 3.750% 6/15/24 1,200 1,227
Retail Opportunity Investments Partnership LP 5.000% 12/15/23 750 771

 

 

Retail Properties of America Inc. 4.000% 3/15/25 8,000 7,555
Select Income REIT 2.850% 2/1/18 1,575 1,576
Select Income REIT 4.150% 2/1/22 2,250 2,234
Select Income REIT 4.500% 2/1/25 5,766 5,490
Senior Housing Properties Trust 3.250% 5/1/19 4,000 3,987
Senior Housing Properties Trust 4.750% 5/1/24 1,500 1,453
Simon Property Group LP 2.150% 9/15/17 6,150 6,221
Simon Property Group LP 2.200% 2/1/19 12,850 13,076
Simon Property Group LP 5.650% 2/1/20 5,400 6,100
Simon Property Group LP 2.500% 9/1/20 4,800 4,886
Simon Property Group LP 4.375% 3/1/21 1,395 1,535
Simon Property Group LP 4.125% 12/1/21 11,850 12,977
Simon Property Group LP 3.375% 3/15/22 1,675 1,771
Simon Property Group LP 2.750% 2/1/23 3,650 3,688
Simon Property Group LP 3.750% 2/1/24 5,000 5,353
Simon Property Group LP 3.500% 9/1/25 2,800 2,949
Simon Property Group LP 3.300% 1/15/26 3,795 3,933
Simon Property Group LP 6.750% 2/1/40 4,550 6,192
Simon Property Group LP 4.750% 3/15/42 1,300 1,423
Simon Property Group LP 4.250% 10/1/44 100 104
Tanger Properties LP 3.875% 12/1/23 725 742
Tanger Properties LP 3.750% 12/1/24 1,000 1,011
UDR Inc. 4.250% 6/1/18 575 603
UDR Inc. 3.700% 10/1/20 1,000 1,050
UDR Inc. 4.625% 1/10/22 3,800 4,133
Ventas Realty LP 1.250% 4/17/17 2,200 2,196
Ventas Realty LP 3.750% 5/1/24 2,325 2,328
Ventas Realty LP 4.125% 1/15/26 1,825 1,874
Ventas Realty LP 4.375% 2/1/45 3,100 2,845
Ventas Realty LP / Ventas Capital Corp. 2.000% 2/15/18 1,125 1,125
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 4,025 4,225
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 2,425 2,435
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 975 1,072
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,300 1,380
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 5,375 5,393
Vornado Realty LP 2.500% 6/30/19 2,400 2,433
Vornado Realty LP 5.000% 1/15/22 5,500 5,931
Washington Prime Group LP 3.850% 4/1/20 1,775 1,821
Washington REIT 4.950% 10/1/20 800 857
Washington REIT 3.950% 10/15/22 1,050 1,056
Weingarten Realty Investors 3.375% 10/15/22 2,200 2,193
Weingarten Realty Investors 3.500% 4/15/23 2,125 2,088
Weingarten Realty Investors 4.450% 1/15/24 600 621
Weingarten Realty Investors 3.850% 6/1/25 900 884
Welltower Inc. 4.700% 9/15/17 1,650 1,715
Welltower Inc. 2.250% 3/15/18 8,900 8,957
Welltower Inc. 4.125% 4/1/19 2,995 3,148
Welltower Inc. 4.950% 1/15/21 5,340 5,807
Welltower Inc. 5.250% 1/15/22 2,275 2,490
Welltower Inc. 3.750% 3/15/23 4,250 4,242
Welltower Inc. 4.000% 6/1/25 11,875 11,892
Welltower Inc. 4.250% 4/1/26 5,000 5,068
Welltower Inc. 6.500% 3/15/41 150 178
Welltower Inc. 5.125% 3/15/43 1,725 1,762
WP Carey Inc. 4.600% 4/1/24 3,980 4,049
WP Carey Inc. 4.000% 2/1/25 1,000 942
        8,285,101

 

 

Industrial (16.7%)        
Basic Industry (1.0%)        
Agrium Inc. 6.750% 1/15/19 500 555
Agrium Inc. 3.150% 10/1/22 13,160 13,187
Agrium Inc. 3.500% 6/1/23 6,664 6,622
Agrium Inc. 3.375% 3/15/25 3,500 3,383
Agrium Inc. 4.125% 3/15/35 3,250 2,741
Agrium Inc. 7.125% 5/23/36 200 228
Agrium Inc. 6.125% 1/15/41 275 304
Agrium Inc. 4.900% 6/1/43 6,310 6,017
Agrium Inc. 5.250% 1/15/45 5,650 5,691
Air Products & Chemicals Inc. 1.200% 10/15/17 775 775
Air Products & Chemicals Inc. 3.000% 11/3/21 9,860 10,298
Air Products & Chemicals Inc. 3.350% 7/31/24 3,875 4,061
Airgas Inc. 1.650% 2/15/18 4,000 3,997
Airgas Inc. 3.050% 8/1/20 700 717
Airgas Inc. 2.900% 11/15/22 4,000 4,007
Airgas Inc. 3.650% 7/15/24 3,750 3,836
Albemarle Corp. 3.000% 12/1/19 4,025 4,023
Albemarle Corp. 4.500% 12/15/20 250 260
Albemarle Corp. 4.150% 12/1/24 3,200 3,170
Albemarle Corp. 5.450% 12/1/44 2,850 2,730
Barrick Gold Corp. 4.100% 5/1/23 212 208
Barrick Gold Corp. 5.250% 4/1/42 6,150 5,204
Barrick North America Finance LLC 4.400% 5/30/21 14,285 14,645
Barrick North America Finance LLC 7.500% 9/15/38 500 500
Barrick North America Finance LLC 5.700% 5/30/41 6,025 5,263
Barrick North America Finance LLC 5.750% 5/1/43 2,625 2,375
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 6,044 5,431
BHP Billiton Finance USA Ltd. 5.400% 3/29/17 1,375 1,426
BHP Billiton Finance USA Ltd. 2.050% 9/30/18 8,767 8,771
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 4,740 5,332
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 5,550 5,695
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 12,175 12,129
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 4,275 4,394
BHP Billiton Finance USA Ltd. 6.420% 3/1/26 300 344
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 3,150 2,853
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 15,840 16,172
Cabot Corp. 2.550% 1/15/18 200 204
Cabot Corp. 3.700% 7/15/22 400 399
Carpenter Technology Corp. 5.200% 7/15/21 5,575 5,574
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 625 709
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 1,800 1,926
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 2,000 2,088
CF Industries Inc. 6.875% 5/1/18 11,150 12,067
CF Industries Inc. 7.125% 5/1/20 5,510 6,254
CF Industries Inc. 5.150% 3/15/34 9,200 8,654
CF Industries Inc. 4.950% 6/1/43 2,925 2,561
CF Industries Inc. 5.375% 3/15/44 7,005 6,476
Cytec Industries Inc. 3.500% 4/1/23 225 219
Domtar Corp. 6.250% 9/1/42 475 468
Domtar Corp. 6.750% 2/15/44 3,325 3,341
Dow Chemical Co. 8.550% 5/15/19 11,189 13,310
Dow Chemical Co. 4.250% 11/15/20 7,965 8,684
Dow Chemical Co. 4.125% 11/15/21 5,240 5,714
Dow Chemical Co. 3.000% 11/15/22 2,000 2,048
Dow Chemical Co. 3.500% 10/1/24 1,700 1,753

 

 

Dow Chemical Co. 7.375% 11/1/29 2,000 2,565
Dow Chemical Co. 4.250% 10/1/34 4,600 4,462
Dow Chemical Co. 9.400% 5/15/39 5,665 8,594
Dow Chemical Co. 5.250% 11/15/41 3,515 3,735
Dow Chemical Co. 4.375% 11/15/42 10,250 9,881
Eastman Chemical Co. 2.400% 6/1/17 6,448 6,503
Eastman Chemical Co. 5.500% 11/15/19 4,321 4,788
Eastman Chemical Co. 2.700% 1/15/20 7,000 7,149
Eastman Chemical Co. 4.500% 1/15/21 6,310 6,827
Eastman Chemical Co. 3.600% 8/15/22 5,055 5,262
Eastman Chemical Co. 4.800% 9/1/42 3,250 3,086
Eastman Chemical Co. 4.650% 10/15/44 5,400 5,193
Ecolab Inc. 1.450% 12/8/17 6,375 6,357
Ecolab Inc. 1.550% 1/12/18 3,000 3,004
Ecolab Inc. 2.000% 1/14/19 1,700 1,725
Ecolab Inc. 2.250% 1/12/20 2,100 2,123
Ecolab Inc. 4.350% 12/8/21 5,600 6,188
Ecolab Inc. 3.250% 1/14/23 1,700 1,746
Ecolab Inc. 5.500% 12/8/41 1,500 1,717
EI du Pont de Nemours & Co. 6.000% 7/15/18 14,890 16,407
EI du Pont de Nemours & Co. 4.625% 1/15/20 2,565 2,813
EI du Pont de Nemours & Co. 3.625% 1/15/21 7,068 7,519
EI du Pont de Nemours & Co. 4.250% 4/1/21 1,650 1,815
EI du Pont de Nemours & Co. 2.800% 2/15/23 1,250 1,253
EI du Pont de Nemours & Co. 6.500% 1/15/28 525 651
EI du Pont de Nemours & Co. 4.900% 1/15/41 7,900 8,367
EI du Pont de Nemours & Co. 4.150% 2/15/43 1,125 1,064
FMC Corp. 3.950% 2/1/22 3,275 3,369
FMC Corp. 4.100% 2/1/24 6,500 6,733
Georgia-Pacific LLC 8.000% 1/15/24 6,871 8,840
Georgia-Pacific LLC 7.375% 12/1/25 3,250 4,145
Georgia-Pacific LLC 7.750% 11/15/29 1,950 2,664
Georgia-Pacific LLC 8.875% 5/15/31 4,250 6,078
Glencore Canada Corp. 5.500% 6/15/17 1,975 1,995
Goldcorp Inc. 2.125% 3/15/18 5,750 5,650
Goldcorp Inc. 3.700% 3/15/23 4,025 3,945
Goldcorp Inc. 5.450% 6/9/44 3,333 3,068
International Flavors & Fragrances Inc. 3.200% 5/1/23 525 525
International Paper Co. 7.950% 6/15/18 2,700 3,035
International Paper Co. 7.500% 8/15/21 7,265 8,713
International Paper Co. 4.750% 2/15/22 1,491 1,644
International Paper Co. 3.800% 1/15/26 1,275 1,300
International Paper Co. 5.000% 9/15/35 3,050 3,146
International Paper Co. 7.300% 11/15/39 3,570 4,222
International Paper Co. 6.000% 11/15/41 2,100 2,276
International Paper Co. 4.800% 6/15/44 9,200 8,801
International Paper Co. 5.150% 5/15/46 4,400 4,433
Lubrizol Corp. 8.875% 2/1/19 1,075 1,280
LYB International Finance BV 4.000% 7/15/23 3,000 3,144
LYB International Finance BV 5.250% 7/15/43 4,516 4,668
LYB International Finance BV 4.875% 3/15/44 2,750 2,739
LyondellBasell Industries NV 5.000% 4/15/19 13,135 14,031
LyondellBasell Industries NV 6.000% 11/15/21 10,875 12,343
LyondellBasell Industries NV 5.750% 4/15/24 2,800 3,237
LyondellBasell Industries NV 4.625% 2/26/55 3,900 3,467
Meadwestvaco Corp. 8.200% 1/15/30 2,370 3,055
Meadwestvaco Corp. 7.950% 2/15/31 3,050 3,805

 

 

Methanex Corp. 3.250% 12/15/19 5,750 5,352
Monsanto Co. 1.150% 6/30/17 4,635 4,624
Monsanto Co. 5.125% 4/15/18 850 909
Monsanto Co. 2.125% 7/15/19 5,000 5,047
Monsanto Co. 2.750% 7/15/21 5,550 5,670
Monsanto Co. 2.200% 7/15/22 650 638
Monsanto Co. 3.375% 7/15/24 4,000 4,071
Monsanto Co. 2.850% 4/15/25 3,600 3,496
Monsanto Co. 5.500% 8/15/25 3,725 4,341
Monsanto Co. 4.200% 7/15/34 5,825 5,552
Monsanto Co. 5.875% 4/15/38 950 1,086
Monsanto Co. 3.600% 7/15/42 3,250 2,658
Monsanto Co. 4.650% 11/15/43 1,500 1,445
Monsanto Co. 4.400% 7/15/44 550 511
Monsanto Co. 3.950% 4/15/45 8,330 7,237
Monsanto Co. 4.700% 7/15/64 6,200 5,353
Mosaic Co. 4.250% 11/15/23 5,850 6,113
Mosaic Co. 5.450% 11/15/33 1,600 1,653
Mosaic Co. 4.875% 11/15/41 4,445 4,175
Mosaic Co. 5.625% 11/15/43 1,600 1,663
Newmont Mining Corp. 5.125% 10/1/19 1,525 1,634
Newmont Mining Corp. 3.500% 3/15/22 2,400 2,385
Newmont Mining Corp. 5.875% 4/1/35 585 560
Newmont Mining Corp. 6.250% 10/1/39 5,626 5,625
Newmont Mining Corp. 4.875% 3/15/42 7,025 6,024
Nucor Corp. 5.750% 12/1/17 5,090 5,419
Nucor Corp. 5.850% 6/1/18 1,725 1,862
Nucor Corp. 4.125% 9/15/22 300 313
Nucor Corp. 4.000% 8/1/23 1,650 1,721
Nucor Corp. 6.400% 12/1/37 1,875 2,082
Nucor Corp. 5.200% 8/1/43 10,275 10,469
Packaging Corp. of America 3.900% 6/15/22 2,275 2,340
Packaging Corp. of America 4.500% 11/1/23 10,025 10,536
Packaging Corp. of America 3.650% 9/15/24 4,050 4,044
Placer Dome Inc. 6.450% 10/15/35 1,050 976
Plum Creek Timberlands LP 4.700% 3/15/21 445 480
Plum Creek Timberlands LP 3.250% 3/15/23 1,000 989
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 8,500 8,669
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,077 1,212
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 7,765 8,441
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 4,000 3,853
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 4,375 4,927
PPG Industries Inc. 2.300% 11/15/19 3,450 3,498
PPG Industries Inc. 5.500% 11/15/40 2,950 3,371
Praxair Inc. 4.500% 8/15/19 1,300 1,418
Praxair Inc. 3.000% 9/1/21 2,725 2,867
Praxair Inc. 2.450% 2/15/22 9,800 10,086
Praxair Inc. 2.200% 8/15/22 4,025 4,037
Praxair Inc. 2.650% 2/5/25 3,400 3,389
Praxair Inc. 3.200% 1/30/26 3,000 3,182
Praxair Inc. 3.550% 11/7/42 2,500 2,309
Rayonier Inc. 3.750% 4/1/22 2,000 1,978
Reliance Steel & Aluminum Co. 4.500% 4/15/23 1,700 1,637
Rio Tinto Alcan Inc. 6.125% 12/15/33 3,144 3,284
Rio Tinto Alcan Inc. 5.750% 6/1/35 3,850 3,885
Rio Tinto Finance USA Ltd. 6.500% 7/15/18 21,335 23,224
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 5,035 5,943

 

 

Rio Tinto Finance USA Ltd. 3.500% 11/2/20 7,940 8,234
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 5,650 5,995
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 5,961 6,180
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 28,590 27,934
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 2,225 2,625
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 4,335 4,413
Rio Tinto Finance USA plc 2.000% 3/22/17 3,075 3,064
Rio Tinto Finance USA plc 1.625% 8/21/17 5,075 5,044
Rio Tinto Finance USA plc 2.250% 12/14/18 3,100 3,094
Rio Tinto Finance USA plc 3.500% 3/22/22 1,675 1,680
Rio Tinto Finance USA plc 2.875% 8/21/22 3,775 3,663
Rio Tinto Finance USA plc 4.750% 3/22/42 475 462
Rohm & Haas Co. 6.000% 9/15/17 1,432 1,514
Rohm & Haas Co. 7.850% 7/15/29 4,775 6,343
RPM International Inc. 6.125% 10/15/19 650 721
RPM International Inc. 3.450% 11/15/22 2,275 2,239
RPM International Inc. 5.250% 6/1/45 200 199
Sherwin-Williams Co. 1.350% 12/15/17 2,825 2,824
Sherwin-Williams Co. 3.450% 8/1/25 5,150 5,219
Sherwin-Williams Co. 4.000% 12/15/42 1,000 949
Sherwin-Williams Co. 4.550% 8/1/45 1,590 1,600
Southern Copper Corp. 5.375% 4/16/20 200 213
Southern Copper Corp. 3.500% 11/8/22 1,300 1,228
Southern Copper Corp. 3.875% 4/23/25 3,550 3,399
Southern Copper Corp. 7.500% 7/27/35 15,675 16,184
Southern Copper Corp. 6.750% 4/16/40 1,500 1,459
Southern Copper Corp. 5.250% 11/8/42 8,225 6,744
Southern Copper Corp. 5.875% 4/23/45 4,660 4,112
Syngenta Finance NV 3.125% 3/28/22 2,250 2,254
Syngenta Finance NV 4.375% 3/28/42 1,250 1,115
The Dow Chemical Company 4.625% 10/1/44 1,500 1,506
Vale Canada Ltd. 7.200% 9/15/32 3,341 2,372
Vale Overseas Ltd. 5.625% 9/15/19 6,925 6,769
Vale Overseas Ltd. 4.375% 1/11/22 19,355 16,476
Vale Overseas Ltd. 8.250% 1/17/34 800 735
Vale Overseas Ltd. 6.875% 11/21/36 14,710 11,621
Vale Overseas Ltd. 6.875% 11/10/39 7,015 5,476
Vale SA 5.625% 9/11/42 11,765 8,294
Valspar Corp. 7.250% 6/15/19 1,675 1,914
Valspar Corp. 4.200% 1/15/22 375 394
Valspar Corp. 3.950% 1/15/26 6,000 6,216
Westlake Chemical Corp. 3.600% 7/15/22 400 398
WestRock RKT Co. 4.450% 3/1/19 1,750 1,828
WestRock RKT Co. 3.500% 3/1/20 2,000 2,030
WestRock RKT Co. 4.900% 3/1/22 2,000 2,151
WestRock RKT Co. 4.000% 3/1/23 3,500 3,555
Weyerhaeuser Co. 7.375% 10/1/19 5,289 6,078
Weyerhaeuser Co. 4.625% 9/15/23 8,125 8,550
Weyerhaeuser Co. 8.500% 1/15/25 800 1,038
Weyerhaeuser Co. 7.375% 3/15/32 3,625 4,423
Weyerhaeuser Co. 6.875% 12/15/33 1,000 1,172
Worthington Industries Inc. 4.550% 4/15/26 700 699
Yamana Gold Inc. 4.950% 7/15/24 1,870 1,580
 
Capital Goods (1.5%)        
3M Co. 1.375% 8/7/18 2,800 2,832
3M Co. 2.000% 8/7/20 2,800 2,866

 

 

3M Co. 2.000% 6/26/22 3,500 3,553
3M Co. 3.000% 8/7/25 3,500 3,738
3M Co. 6.375% 2/15/28 1,300 1,755
3M Co. 5.700% 3/15/37 3,795 4,940
ABB Finance USA Inc. 1.625% 5/8/17 800 805
ABB Finance USA Inc. 2.875% 5/8/22 4,860 4,968
ABB Finance USA Inc. 4.375% 5/8/42 1,250 1,315
Acuity Brands Lighting Inc. 6.000% 12/15/19 800 889
Boeing Capital Corp. 2.900% 8/15/18 1,000 1,041
Boeing Capital Corp. 4.700% 10/27/19 5,875 6,505
Boeing Co. 0.950% 5/15/18 2,500 2,494
Boeing Co. 6.000% 3/15/19 6,350 7,207
Boeing Co. 4.875% 2/15/20 4,865 5,473
Boeing Co. 1.650% 10/30/20 4,250 4,252
Boeing Co. 8.750% 8/15/21 200 263
Boeing Co. 2.350% 10/30/21 1,000 1,027
Boeing Co. 2.200% 10/30/22 4,000 3,993
Boeing Co. 2.500% 3/1/25 2,000 2,022
Boeing Co. 7.250% 6/15/25 325 439
Boeing Co. 2.600% 10/30/25 4,000 4,068
Boeing Co. 6.125% 2/15/33 6,075 8,009
Boeing Co. 3.300% 3/1/35 2,500 2,438
Boeing Co. 6.625% 2/15/38 525 738
Boeing Co. 6.875% 3/15/39 1,715 2,487
Boeing Co. 5.875% 2/15/40 780 1,034
Boeing Co. 3.500% 3/1/45 1,500 1,434
Carlisle Cos. Inc. 3.750% 11/15/22 1,650 1,686
Caterpillar Financial Services Corp. 1.000% 3/3/17 1,344 1,346
Caterpillar Financial Services Corp. 1.750% 3/24/17 2,000 2,018
Caterpillar Financial Services Corp. 1.250% 8/18/17 2,400 2,409
Caterpillar Financial Services Corp. 1.250% 11/6/17 850 850
Caterpillar Financial Services Corp. 1.500% 2/23/18 27,500 27,671
Caterpillar Financial Services Corp. 5.450% 4/15/18 4,642 5,039
Caterpillar Financial Services Corp. 7.050% 10/1/18 3,575 4,049
Caterpillar Financial Services Corp. 1.800% 11/13/18 4,700 4,765
Caterpillar Financial Services Corp. 7.150% 2/15/19 9,990 11,446
Caterpillar Financial Services Corp. 2.100% 6/9/19 1,367 1,396
Caterpillar Financial Services Corp. 2.250% 12/1/19 5,550 5,685
Caterpillar Financial Services Corp. 2.000% 3/5/20 2,500 2,515
Caterpillar Financial Services Corp. 2.500% 11/13/20 2,500 2,568
Caterpillar Financial Services Corp. 2.750% 8/20/21 1,300 1,339
Caterpillar Financial Services Corp. 2.850% 6/1/22 4,604 4,751
Caterpillar Financial Services Corp. 3.300% 6/9/24 4,175 4,302
Caterpillar Financial Services Corp. 3.250% 12/1/24 4,100 4,269
Caterpillar Inc. 1.500% 6/26/17 6,155 6,191
Caterpillar Inc. 3.900% 5/27/21 10,447 11,450
Caterpillar Inc. 2.600% 6/26/22 1,000 1,012
Caterpillar Inc. 3.400% 5/15/24 6,000 6,295
Caterpillar Inc. 6.050% 8/15/36 4,241 5,485
Caterpillar Inc. 5.200% 5/27/41 75 87
Caterpillar Inc. 3.803% 8/15/42 5,644 5,463
Caterpillar Inc. 4.300% 5/15/44 5,350 5,581
Caterpillar Inc. 4.750% 5/15/64 900 933
Crane Co. 2.750% 12/15/18 2,000 2,027
Crane Co. 4.450% 12/15/23 5,690 5,950
CRH America Inc. 8.125% 7/15/18 11,275 12,650
CRH America Inc. 5.750% 1/15/21 3,415 3,867

 

 

Danaher Corp. 2.300% 6/23/16 1,800 1,806
Danaher Corp. 5.625% 1/15/18 850 916
Danaher Corp. 1.650% 9/15/18 4,100 4,159
Danaher Corp. 2.400% 9/15/20 4,000 4,128
Danaher Corp. 3.900% 6/23/21 8,625 9,437
Danaher Corp. 3.350% 9/15/25 2,775 2,953
Danaher Corp. 4.375% 9/15/45 3,100 3,455
Deere & Co. 2.600% 6/8/22 4,565 4,654
Deere & Co. 5.375% 10/16/29 3,595 4,325
Deere & Co. 8.100% 5/15/30 1,861 2,739
Deere & Co. 3.900% 6/9/42 1,325 1,327
Dover Corp. 5.450% 3/15/18 2,000 2,153
Dover Corp. 4.300% 3/1/21 1,830 2,009
Dover Corp. 3.150% 11/15/25 9,000 9,278
Dover Corp. 6.600% 3/15/38 975 1,317
Dover Corp. 5.375% 3/1/41 795 978
Eaton Corp. 1.500% 11/2/17 1,000 1,001
Eaton Corp. 5.600% 5/15/18 6,855 7,414
Eaton Corp. 2.750% 11/2/22 9,675 9,692
Eaton Corp. 4.000% 11/2/32 6,850 6,882
Eaton Corp. 4.150% 11/2/42 1,250 1,256
Eaton Electric Holdings LLC 3.875% 12/15/20 1,075 1,132
Emerson Electric Co. 5.250% 10/15/18 2,200 2,417
Emerson Electric Co. 4.875% 10/15/19 1,775 1,956
Emerson Electric Co. 4.250% 11/15/20 4,807 5,234
Emerson Electric Co. 2.625% 12/1/21 7,000 7,168
Emerson Electric Co. 2.625% 2/15/23 2,500 2,527
Emerson Electric Co. 3.150% 6/1/25 1,700 1,749
Emerson Electric Co. 6.000% 8/15/32 750 924
Emerson Electric Co. 6.125% 4/15/39 1,000 1,298
Emerson Electric Co. 5.250% 11/15/39 440 517
Exelis Inc. 4.250% 10/1/16 1,900 1,923
Flowserve Corp. 3.500% 9/15/22 11,905 11,809
Flowserve Corp. 4.000% 11/15/23 4,575 4,702
Fortune Brands Home & Security Inc. 3.000% 6/15/20 3,000 3,035
Fortune Brands Home & Security Inc. 4.000% 6/15/25 1,000 1,021
General Dynamics Corp. 1.000% 11/15/17 6,225 6,251
General Dynamics Corp. 3.875% 7/15/21 4,350 4,711
General Dynamics Corp. 2.250% 11/15/22 2,572 2,610
General Dynamics Corp. 3.600% 11/15/42 1,150 1,154
General Electric Capital Corp. 5.625% 5/1/18 1,395 1,530
General Electric Capital Corp. 6.000% 8/7/19 6,856 7,891
General Electric Capital Corp. 2.100% 12/11/19 900 921
General Electric Capital Corp. 5.500% 1/8/20 10,432 11,963
General Electric Capital Corp. 2.200% 1/9/20 9,759 10,044
General Electric Capital Corp. 5.550% 5/4/20 11,282 12,968
General Electric Capital Corp. 4.375% 9/16/20 12,222 13,633
General Electric Capital Corp. 4.625% 1/7/21 6,728 7,607
General Electric Capital Corp. 5.300% 2/11/21 6,282 7,283
General Electric Capital Corp. 4.650% 10/17/21 8,392 9,579
General Electric Capital Corp. 3.150% 9/7/22 2,995 3,203
General Electric Capital Corp. 3.100% 1/9/23 8,431 8,943
General Electric Capital Corp. 3.450% 5/15/24 2,732 2,959
General Electric Capital Corp. 6.750% 3/15/32 15,784 21,540
General Electric Capital Corp. 6.150% 8/7/37 5,146 6,920
General Electric Capital Corp. 5.875% 1/14/38 20,770 26,927
General Electric Capital Corp. 6.875% 1/10/39 7,220 10,425

 

 

General Electric Co. 5.250% 12/6/17 32,295 34,614
General Electric Co. 2.700% 10/9/22 21,665 22,532
General Electric Co. 3.375% 3/11/24 9,000 9,663
General Electric Co. 4.125% 10/9/42 24,600 25,839
General Electric Co. 4.500% 3/11/44 12,195 13,631
Harris Corp. 1.999% 4/27/18 4,700 4,688
Harris Corp. 2.700% 4/27/20 2,000 2,001
Harris Corp. 4.400% 12/15/20 5,198 5,549
Harris Corp. 3.832% 4/27/25 7,659 7,890
Harris Corp. 4.854% 4/27/35 5,000 5,198
Harris Corp. 6.150% 12/15/40 1,125 1,341
Harris Corp. 5.054% 4/27/45 3,075 3,281
Hexcel Corp. 4.700% 8/15/25 1,400 1,406
Honeywell International Inc. 5.300% 3/15/17 1,975 2,058
Honeywell International Inc. 5.300% 3/1/18 5,950 6,431
Honeywell International Inc. 5.000% 2/15/19 520 574
Honeywell International Inc. 4.250% 3/1/21 10,205 11,419
Honeywell International Inc. 3.350% 12/1/23 9,050 9,641
Honeywell International Inc. 5.700% 3/15/36 1,600 2,017
Honeywell International Inc. 5.700% 3/15/37 1,895 2,405
Honeywell International Inc. 5.375% 3/1/41 11,545 14,432
Hubbell Inc. 3.350% 3/1/26 2,800 2,802
Illinois Tool Works Inc. 1.950% 3/1/19 500 511
Illinois Tool Works Inc. 6.250% 4/1/19 7,425 8,450
Illinois Tool Works Inc. 3.375% 9/15/21 895 957
Illinois Tool Works Inc. 3.500% 3/1/24 7,687 8,298
Illinois Tool Works Inc. 4.875% 9/15/41 895 1,035
Illinois Tool Works Inc. 3.900% 9/1/42 10,075 10,189
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 6,650 7,338
Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 2,045 2,093
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 7,875 8,491
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 2,850 3,395
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 2,000 2,004
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 700 715
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 4,500 4,622
John Deere Capital Corp. 1.400% 3/15/17 1,600 1,610
John Deere Capital Corp. 5.500% 4/13/17 150 157
John Deere Capital Corp. 1.125% 6/12/17 2,500 2,506
John Deere Capital Corp. 2.800% 9/18/17 4,225 4,320
John Deere Capital Corp. 1.200% 10/10/17 4,600 4,605
John Deere Capital Corp. 1.350% 1/16/18 2,450 2,462
John Deere Capital Corp. 5.350% 4/3/18 725 783
John Deere Capital Corp. 1.750% 8/10/18 3,100 3,127
John Deere Capital Corp. 5.750% 9/10/18 12,160 13,458
John Deere Capital Corp. 1.950% 12/13/18 4,783 4,851
John Deere Capital Corp. 1.950% 1/8/19 6,000 6,087
John Deere Capital Corp. 1.950% 3/4/19 3,400 3,454
John Deere Capital Corp. 2.250% 4/17/19 1,275 1,295
John Deere Capital Corp. 1.700% 1/15/20 5,400 5,388
John Deere Capital Corp. 2.050% 3/10/20 5,400 5,416
John Deere Capital Corp. 2.450% 9/11/20 2,175 2,226
John Deere Capital Corp. 2.550% 1/8/21 8,500 8,699
John Deere Capital Corp. 2.800% 3/4/21 5,000 5,151
John Deere Capital Corp. 3.900% 7/12/21 5,993 6,513
John Deere Capital Corp. 3.150% 10/15/21 3,981 4,189
John Deere Capital Corp. 2.750% 3/15/22 2,250 2,300
John Deere Capital Corp. 2.800% 1/27/23 7,815 7,897

 

 

John Deere Capital Corp. 2.800% 3/6/23 5,000 5,085
John Deere Capital Corp. 3.350% 6/12/24 9,731 10,148
John Deere Capital Corp. 3.400% 9/11/25 1,750 1,848
Kennametal Inc. 2.650% 11/1/19 4,478 4,213
Kennametal Inc. 3.875% 2/15/22 1,550 1,487
L-3 Communications Corp. 5.200% 10/15/19 5,855 6,239
L-3 Communications Corp. 4.750% 7/15/20 7,350 7,694
L-3 Communications Corp. 4.950% 2/15/21 7,100 7,491
L-3 Communications Corp. 3.950% 5/28/24 1,730 1,652
Lafarge SA 7.125% 7/15/36 2,900 3,501
Leggett & Platt Inc. 3.800% 11/15/24 3,725 3,813
Legrand France SA 8.500% 2/15/25 2,150 2,898
Lockheed Martin Corp. 1.850% 11/23/18 4,450 4,502
Lockheed Martin Corp. 4.250% 11/15/19 7,418 8,119
Lockheed Martin Corp. 2.500% 11/23/20 6,000 6,143
Lockheed Martin Corp. 3.350% 9/15/21 10,175 10,772
Lockheed Martin Corp. 3.100% 1/15/23 7,230 7,530
Lockheed Martin Corp. 2.900% 3/1/25 725 737
Lockheed Martin Corp. 3.550% 1/15/26 9,950 10,539
Lockheed Martin Corp. 3.600% 3/1/35 6,040 5,853
Lockheed Martin Corp. 4.500% 5/15/36 2,600 2,797
Lockheed Martin Corp. 6.150% 9/1/36 8,135 10,164
Lockheed Martin Corp. 5.500% 11/15/39 5,445 6,452
Lockheed Martin Corp. 5.720% 6/1/40 3,226 3,937
Lockheed Martin Corp. 4.850% 9/15/41 3,000 3,389
Lockheed Martin Corp. 3.800% 3/1/45 1,575 1,534
Lockheed Martin Corp. 4.700% 5/15/46 16,450 18,389
Martin Marietta Materials Inc. 6.600% 4/15/18 1,600 1,711
Martin Marietta Materials Inc. 4.250% 7/2/24 1,410 1,420
Mohawk Industries Inc. 3.850% 2/1/23 6,175 6,369
Northrop Grumman Corp. 1.750% 6/1/18 3,525 3,532
Northrop Grumman Corp. 3.500% 3/15/21 4,725 5,043
Northrop Grumman Corp. 3.250% 8/1/23 10,675 11,163
Northrop Grumman Corp. 5.050% 11/15/40 1,775 2,049
Northrop Grumman Corp. 4.750% 6/1/43 5,890 6,606
Northrop Grumman Corp. 3.850% 4/15/45 1,900 1,880
Northrop Grumman Systems Corp. 7.750% 2/15/31 2,770 3,848
Owens Corning 9.000% 6/15/19 228 263
Owens Corning 4.200% 12/15/22 4,725 4,802
Owens Corning 7.000% 12/1/36 2,375 2,623
Parker Hannifin Corp. 5.500% 5/15/18 1,250 1,363
Parker Hannifin Corp. 3.500% 9/15/22 1,625 1,739
Parker Hannifin Corp. 6.250% 5/15/38 550 727
Parker-Hannifin Corp. 3.300% 11/21/24 6,400 6,749
Parker-Hannifin Corp. 4.200% 11/21/34 2,800 2,971
Parker-Hannifin Corp. 4.450% 11/21/44 4,800 5,252
Pentair Finance SA 2.650% 12/1/19 1,750 1,718
Pentair Finance SA 3.625% 9/15/20 1,000 1,000
Pentair Finance SA 5.000% 5/15/21 4,005 4,250
Pentair Finance SA 3.150% 9/15/22 1,064 1,022
Pentair Finance SA 4.650% 9/15/25 1,000 1,028
Precision Castparts Corp. 1.250% 1/15/18 5,325 5,328
Precision Castparts Corp. 2.250% 6/15/20 3,050 3,084
Precision Castparts Corp. 2.500% 1/15/23 9,770 9,818
Precision Castparts Corp. 3.250% 6/15/25 5,450 5,674
Precision Castparts Corp. 4.200% 6/15/35 1,250 1,305
Precision Castparts Corp. 3.900% 1/15/43 1,875 1,919

 

 

Precision Castparts Corp. 4.375% 6/15/45 1,350 1,483
Raytheon Co. 6.400% 12/15/18 100 113
Raytheon Co. 4.400% 2/15/20 500 553
Raytheon Co. 3.125% 10/15/20 9,075 9,681
Raytheon Co. 2.500% 12/15/22 9,775 10,036
Raytheon Co. 7.200% 8/15/27 2,010 2,782
Raytheon Co. 4.875% 10/15/40 100 117
Raytheon Co. 4.700% 12/15/41 6,200 7,075
Raytheon Co. 4.200% 12/15/44 2,900 3,149
Republic Services Inc. 3.800% 5/15/18 6,970 7,270
Republic Services Inc. 5.500% 9/15/19 6,220 6,880
Republic Services Inc. 5.000% 3/1/20 5,700 6,249
Republic Services Inc. 5.250% 11/15/21 2,650 3,017
Republic Services Inc. 3.550% 6/1/22 2,475 2,614
Republic Services Inc. 4.750% 5/15/23 525 587
Republic Services Inc. 3.200% 3/15/25 1,500 1,507
Republic Services Inc. 6.086% 3/15/35 825 961
Republic Services Inc. 6.200% 3/1/40 2,365 2,882
Republic Services Inc. 5.700% 5/15/41 3,775 4,439
Rockwell Automation Inc. 5.650% 12/1/17 600 643
Rockwell Automation Inc. 2.050% 3/1/20 3,800 3,843
Rockwell Automation Inc. 6.700% 1/15/28 325 431
Rockwell Automation Inc. 6.250% 12/1/37 1,500 1,952
Rockwell Collins Inc. 5.250% 7/15/19 275 307
Rockwell Collins Inc. 3.100% 11/15/21 1,000 1,040
Rockwell Collins Inc. 3.700% 12/15/23 1,500 1,603
Rockwell Collins Inc. 4.800% 12/15/43 1,250 1,385
Roper Technologies Inc. 1.850% 11/15/17 1,175 1,178
Roper Technologies Inc. 2.050% 10/1/18 7,850 7,927
Roper Technologies Inc. 6.250% 9/1/19 5,500 6,131
Roper Technologies Inc. 3.125% 11/15/22 400 400
Roper Technologies Inc. 3.850% 12/15/25 1,925 1,993
Snap-on Inc. 6.125% 9/1/21 2,000 2,384
Sonoco Products Co. 4.375% 11/1/21 435 468
Sonoco Products Co. 5.750% 11/1/40 3,910 4,454
Stanley Black & Decker Inc. 2.451% 11/17/18 3,500 3,554
Stanley Black & Decker Inc. 3.400% 12/1/21 2,425 2,570
Stanley Black & Decker Inc. 2.900% 11/1/22 3,000 3,036
Textron Inc. 5.600% 12/1/17 3,416 3,590
Textron Inc. 7.250% 10/1/19 1,518 1,740
Textron Inc. 4.300% 3/1/24 2,675 2,765
Textron Inc. 3.875% 3/1/25 2,500 2,531
Textron Inc. 4.000% 3/15/26 5,200 5,337
United Technologies Corp. 1.800% 6/1/17 1,785 1,805
United Technologies Corp. 5.375% 12/15/17 9,675 10,375
United Technologies Corp. 6.125% 2/1/19 8,190 9,208
United Technologies Corp. 4.500% 4/15/20 6,680 7,388
United Technologies Corp. 3.100% 6/1/22 11,568 12,225
United Technologies Corp. 6.700% 8/1/28 325 429
United Technologies Corp. 7.500% 9/15/29 3,825 5,388
United Technologies Corp. 5.400% 5/1/35 600 719
United Technologies Corp. 6.050% 6/1/36 1,915 2,408
United Technologies Corp. 6.125% 7/15/38 10,950 14,261
United Technologies Corp. 5.700% 4/15/40 7,325 9,143
United Technologies Corp. 4.500% 6/1/42 20,340 22,044
United Technologies Corp. 4.150% 5/15/45 2,800 2,871
Valmont Industries Inc. 5.000% 10/1/44 1,100 991

 

 

Valmont Industries Inc. 5.250% 10/1/54 2,350 2,027
Waste Management Inc. 2.600% 9/1/16 145 146
Waste Management Inc. 6.100% 3/15/18 1,150 1,256
Waste Management Inc. 4.750% 6/30/20 4,700 5,210
Waste Management Inc. 4.600% 3/1/21 6,425 6,939
Waste Management Inc. 3.500% 5/15/24 5,785 6,051
Waste Management Inc. 3.125% 3/1/25 3,250 3,325
Waste Management Inc. 3.900% 3/1/35 1,350 1,320
Waste Management Inc. 4.100% 3/1/45 3,000 3,025
WW Grainger Inc. 4.600% 6/15/45 12,725 14,242
 
Communication (2.8%)        
21st Century Fox America Inc. 6.900% 3/1/19 4,340 4,946
21st Century Fox America Inc. 4.500% 2/15/21 5,125 5,653
21st Century Fox America Inc. 3.000% 9/15/22 13,450 13,872
21st Century Fox America Inc. 4.000% 10/1/23 1,075 1,155
21st Century Fox America Inc. 3.700% 10/15/25 3,000 3,142
21st Century Fox America Inc. 6.550% 3/15/33 5,765 6,880
21st Century Fox America Inc. 6.200% 12/15/34 6,250 7,520
21st Century Fox America Inc. 6.400% 12/15/35 12,800 15,722
21st Century Fox America Inc. 8.150% 10/17/36 275 370
21st Century Fox America Inc. 6.150% 3/1/37 3,000 3,526
21st Century Fox America Inc. 6.650% 11/15/37 6,250 7,783
21st Century Fox America Inc. 6.900% 8/15/39 2,275 2,841
21st Century Fox America Inc. 6.150% 2/15/41 8,925 10,646
21st Century Fox America Inc. 5.400% 10/1/43 4,700 5,181
21st Century Fox America Inc. 4.750% 9/15/44 4,075 4,184
21st Century Fox America Inc. 7.750% 12/1/45 3,150 4,174
America Movil SAB de CV 5.625% 11/15/17 900 956
America Movil SAB de CV 5.000% 10/16/19 5,700 6,268
America Movil SAB de CV 5.000% 3/30/20 16,173 17,896
America Movil SAB de CV 3.125% 7/16/22 6,100 6,251
America Movil SAB de CV 6.375% 3/1/35 1,475 1,759
America Movil SAB de CV 6.125% 11/15/37 1,825 2,142
America Movil SAB de CV 6.125% 3/30/40 14,440 16,894
America Movil SAB de CV 4.375% 7/16/42 5,000 4,851
American Tower Corp. 4.500% 1/15/18 16,300 17,006
American Tower Corp. 5.050% 9/1/20 295 321
American Tower Corp. 3.300% 2/15/21 4,000 4,072
American Tower Corp. 5.900% 11/1/21 4,965 5,671
American Tower Corp. 4.700% 3/15/22 5,000 5,417
American Tower Corp. 3.500% 1/31/23 19,050 19,266
American Tower Corp. 4.000% 6/1/25 3,750 3,869
American Tower Corp. 4.400% 2/15/26 2,000 2,116
Ameritech Capital Funding Corp. 6.550% 1/15/28 500 587
AT&T Corp. 8.250% 11/15/31 5,149 7,112
AT&T Inc. 1.600% 2/15/17 13,965 14,017
AT&T Inc. 2.400% 3/15/17 350 354
AT&T Inc. 1.700% 6/1/17 16,086 16,181
AT&T Inc. 1.400% 12/1/17 11,660 11,670
AT&T Inc. 1.750% 1/15/18 475 477
AT&T Inc. 5.500% 2/1/18 10,265 11,007
AT&T Inc. 5.600% 5/15/18 3,700 4,009
AT&T Inc. 2.375% 11/27/18 10,000 10,219
AT&T Inc. 5.800% 2/15/19 3,900 4,340
AT&T Inc. 2.300% 3/11/19 5,300 5,413
AT&T Inc. 5.875% 10/1/19 4,850 5,409

 

 

AT&T Inc. 5.200% 3/15/20 1,175 1,305
AT&T Inc. 2.450% 6/30/20 16,400 16,584
AT&T Inc. 4.600% 2/15/21 3,075 3,366
AT&T Inc. 5.000% 3/1/21 19,875 22,145
AT&T Inc. 4.450% 5/15/21 5,590 6,098
AT&T Inc. 3.875% 8/15/21 11,485 12,207
AT&T Inc. 3.000% 2/15/22 7,975 8,130
AT&T Inc. 3.800% 3/15/22 5,125 5,404
AT&T Inc. 3.000% 6/30/22 17,500 17,728
AT&T Inc. 2.625% 12/1/22 17,850 17,714
AT&T Inc. 4.450% 4/1/24 12,825 13,871
AT&T Inc. 3.950% 1/15/25 19,975 20,724
AT&T Inc. 3.400% 5/15/25 10,000 9,991
AT&T Inc. 4.125% 2/17/26 20,350 21,488
AT&T Inc. 6.450% 6/15/34 4,195 4,769
AT&T Inc. 4.500% 5/15/35 7,500 7,404
AT&T Inc. 6.500% 9/1/37 6,431 7,622
AT&T Inc. 6.300% 1/15/38 6,590 7,527
AT&T Inc. 6.400% 5/15/38 3,100 3,589
AT&T Inc. 6.550% 2/15/39 12,015 14,185
AT&T Inc. 6.350% 3/15/40 8,500 9,828
AT&T Inc. 6.000% 8/15/40 675 751
AT&T Inc. 5.350% 9/1/40 23,153 24,317
AT&T Inc. 6.375% 3/1/41 7,775 9,053
AT&T Inc. 5.550% 8/15/41 5,450 5,860
AT&T Inc. 5.150% 3/15/42 9,950 10,062
AT&T Inc. 4.300% 12/15/42 14,836 13,583
AT&T Inc. 4.800% 6/15/44 21,200 20,620
AT&T Inc. 4.350% 6/15/45 16,158 14,805
AT&T Inc. 4.750% 5/15/46 23,000 22,384
AT&T Inc. 5.650% 2/15/47 16,275 17,980
Bellsouth Capital Funding Corp. 7.875% 2/15/30 5,107 6,311
BellSouth LLC 6.875% 10/15/31 3,786 4,398
BellSouth LLC 6.550% 6/15/34 628 695
BellSouth LLC 6.000% 11/15/34 419 449
BellSouth Telecommunications LLC 6.375% 6/1/28 2,875 3,223
British Telecommunications plc 5.950% 1/15/18 13,310 14,352
British Telecommunications plc 2.350% 2/14/19 1,325 1,350
British Telecommunications plc 9.625% 12/15/30 11,150 17,370
CBS Corp. 1.950% 7/1/17 175 176
CBS Corp. 4.625% 5/15/18 100 106
CBS Corp. 2.300% 8/15/19 7,075 7,153
CBS Corp. 5.750% 4/15/20 12,390 14,025
CBS Corp. 4.300% 2/15/21 4,150 4,452
CBS Corp. 4.000% 1/15/26 4,000 4,164
CBS Corp. 7.875% 7/30/30 25 34
CBS Corp. 4.850% 7/1/42 5,125 4,968
CBS Corp. 4.900% 8/15/44 2,025 1,958
CBS Corp. 4.600% 1/15/45 1,000 942
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 10,050 10,374
7 CCO Safari II LLC 3.579% 7/23/20 12,575 12,835
7 CCO Safari II LLC 4.464% 7/23/22 15,125 15,828
7 CCO Safari II LLC 4.908% 7/23/25 33,500 35,359
7 CCO Safari II LLC 6.384% 10/23/35 9,700 10,693
7 CCO Safari II LLC 6.484% 10/23/45 19,550 21,754
7 CCO Safari II LLC 6.834% 10/23/55 2,675 2,890

 

 

Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 2,000 2,829
Comcast Cable Communications LLC 8.875% 5/1/17 975 1,056
Comcast Corp. 6.500% 1/15/17 550 574
Comcast Corp. 6.300% 11/15/17 3,775 4,089
Comcast Corp. 5.875% 2/15/18 6,450 7,008
Comcast Corp. 5.700% 5/15/18 12,675 13,859
Comcast Corp. 5.700% 7/1/19 6,645 7,542
Comcast Corp. 5.150% 3/1/20 4,555 5,128
Comcast Corp. 3.125% 7/15/22 1,925 2,039
Comcast Corp. 2.750% 3/1/23 14,625 15,104
Comcast Corp. 3.600% 3/1/24 4,125 4,470
Comcast Corp. 3.375% 2/15/25 5,600 5,946
Comcast Corp. 3.375% 8/15/25 1,575 1,674
Comcast Corp. 3.150% 3/1/26 26,000 27,054
Comcast Corp. 4.250% 1/15/33 11,700 12,406
Comcast Corp. 7.050% 3/15/33 2,300 3,160
Comcast Corp. 4.200% 8/15/34 7,075 7,474
Comcast Corp. 5.650% 6/15/35 1,650 2,032
Comcast Corp. 4.400% 8/15/35 3,500 3,795
Comcast Corp. 6.500% 11/15/35 13,475 18,109
Comcast Corp. 6.450% 3/15/37 6,075 8,057
Comcast Corp. 6.950% 8/15/37 11,250 15,761
Comcast Corp. 6.400% 5/15/38 5,975 7,959
Comcast Corp. 6.400% 3/1/40 9,300 12,625
Comcast Corp. 4.650% 7/15/42 16,325 17,868
Comcast Corp. 4.500% 1/15/43 1,425 1,526
Comcast Corp. 4.750% 3/1/44 675 761
Comcast Corp. 4.600% 8/15/45 8,500 9,406
Crown Castle International Corp. 3.400% 2/15/21 11,100 11,239
Crown Castle International Corp. 5.250% 1/15/23 2,500 2,694
Crown Castle International Corp. 4.450% 2/15/26 11,000 11,468
Deutsche Telekom International Finance BV 6.750% 8/20/18 5,375 6,022
Deutsche Telekom International Finance BV 6.000% 7/8/19 5,425 6,079
Deutsche Telekom International Finance BV 8.750% 6/15/30 20,794 30,943
Deutsche Telekom International Finance BV 9.250% 6/1/32 300 466
Discovery Communications LLC 5.050% 6/1/20 8,750 9,357
Discovery Communications LLC 4.375% 6/15/21 870 911
Discovery Communications LLC 3.300% 5/15/22 4,125 4,002
Discovery Communications LLC 3.250% 4/1/23 1,325 1,263
Discovery Communications LLC 3.450% 3/15/25 1,650 1,557
Discovery Communications LLC 4.900% 3/11/26 9,500 9,801
Discovery Communications LLC 6.350% 6/1/40 2,285 2,327
Discovery Communications LLC 4.950% 5/15/42 3,400 2,948
Electronic Arts Inc. 3.700% 3/1/21 3,000 3,120
Grupo Televisa SAB 6.000% 5/15/18 875 947
Grupo Televisa SAB 6.625% 3/18/25 1,475 1,759
Grupo Televisa SAB 8.500% 3/11/32 275 355
Grupo Televisa SAB 6.625% 1/15/40 3,795 4,180
Grupo Televisa SAB 5.000% 5/13/45 7,650 6,973
Grupo Televisa SAB 6.125% 1/31/46 5,250 5,605
GTE Corp. 8.750% 11/1/21 1,700 2,203
GTE Corp. 6.940% 4/15/28 1,750 2,186
Historic TW Inc. 9.150% 2/1/23 2,425 3,232
Historic TW Inc. 6.625% 5/15/29 4,925 5,963
Interpublic Group of Cos. Inc. 3.750% 2/15/23 16,246 16,032
Interpublic Group of Cos. Inc. 4.200% 4/15/24 750 773

 

 

Koninklijke KPN NV 8.375% 10/1/30 5,400 7,176
Moody's Corp. 5.500% 9/1/20 438 491
Moody's Corp. 4.500% 9/1/22 14,842 16,220
Moody's Corp. 4.875% 2/15/24 3,500 3,853
Moody's Corp. 5.250% 7/15/44 5,950 6,617
NBCUniversal Media LLC 5.150% 4/30/20 8,550 9,719
NBCUniversal Media LLC 4.375% 4/1/21 3,120 3,494
NBCUniversal Media LLC 2.875% 1/15/23 9,150 9,489
NBCUniversal Media LLC 6.400% 4/30/40 8,350 11,129
NBCUniversal Media LLC 5.950% 4/1/41 2,575 3,296
NBCUniversal Media LLC 4.450% 1/15/43 8,925 9,533
New Cingular Wireless Services Inc. 8.750% 3/1/31 1,370 2,020
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 825 825
Omnicom Group Inc. 4.450% 8/15/20 3,850 4,203
Omnicom Group Inc. 3.625% 5/1/22 20,290 21,322
Omnicom Group Inc. 3.650% 11/1/24 3,825 3,930
Omnicom Group Inc. 3.600% 4/15/26 13,300 13,614
Orange SA 2.750% 2/6/19 5,950 6,134
Orange SA 5.375% 7/8/19 6,825 7,600
Orange SA 4.125% 9/14/21 7,095 7,756
Orange SA 9.000% 3/1/31 14,090 21,503
Orange SA 5.375% 1/13/42 5,175 6,026
Orange SA 5.500% 2/6/44 7,175 8,510
Pacific Bell Telephone Co. 7.125% 3/15/26 425 532
Qwest Corp. 6.500% 6/1/17 1,825 1,909
Qwest Corp. 6.750% 12/1/21 6,990 7,550
Qwest Corp. 7.250% 9/15/25 900 967
Qwest Corp. 6.875% 9/15/33 5,035 4,915
Qwest Corp. 7.125% 11/15/43 4,500 4,309
RELX Capital Inc. 3.125% 10/15/22 6,809 6,777
Rogers Communications Inc. 6.800% 8/15/18 7,150 7,963
Rogers Communications Inc. 3.000% 3/15/23 1,575 1,610
Rogers Communications Inc. 4.100% 10/1/23 3,050 3,301
Rogers Communications Inc. 3.625% 12/15/25 1,775 1,849
Rogers Communications Inc. 4.500% 3/15/43 3,260 3,280
Rogers Communications Inc. 5.000% 3/15/44 11,885 13,104
S&P Global Inc. 5.900% 11/15/17 1,450 1,546
S&P Global Inc. 2.500% 8/15/18 3,850 3,903
S&P Global Inc. 3.300% 8/14/20 3,950 4,103
S&P Global Inc. 4.000% 6/15/25 3,750 3,911
S&P Global Inc. 4.400% 2/15/26 7,825 8,516
S&P Global Inc. 6.550% 11/15/37 1,450 1,681
Scripps Networks Interactive Inc. 2.750% 11/15/19 4,525 4,547
Scripps Networks Interactive Inc. 2.800% 6/15/20 4,000 3,992
Scripps Networks Interactive Inc. 3.500% 6/15/22 2,500 2,501
Scripps Networks Interactive Inc. 3.900% 11/15/24 2,275 2,231
TCI Communications Inc. 7.875% 2/15/26 1,675 2,293
TCI Communications Inc. 7.125% 2/15/28 450 608
Telefonica Emisiones SAU 3.192% 4/27/18 9,700 9,977
Telefonica Emisiones SAU 5.877% 7/15/19 13,400 14,990
Telefonica Emisiones SAU 5.462% 2/16/21 540 612
Telefonica Emisiones SAU 4.570% 4/27/23 7,450 8,139
Telefonica Emisiones SAU 7.045% 6/20/36 13,235 16,807
Telefonica Europe BV 8.250% 9/15/30 7,100 9,951
Thomson Reuters Corp. 1.650% 9/29/17 500 499
Thomson Reuters Corp. 6.500% 7/15/18 4,225 4,659
Thomson Reuters Corp. 4.700% 10/15/19 1,525 1,654

 

 

Thomson Reuters Corp. 3.950% 9/30/21 5,250 5,577
Thomson Reuters Corp. 4.300% 11/23/23 2,675 2,869
Thomson Reuters Corp. 3.850% 9/29/24 1,000 1,034
Thomson Reuters Corp. 5.500% 8/15/35 2,975 3,196
Thomson Reuters Corp. 5.850% 4/15/40 10,610 11,641
Thomson Reuters Corp. 5.650% 11/23/43 2,500 2,667
Time Warner Cable Inc. 5.850% 5/1/17 5,275 5,502
Time Warner Cable Inc. 6.750% 7/1/18 12,325 13,550
Time Warner Cable Inc. 8.750% 2/14/19 8,100 9,500
Time Warner Cable Inc. 8.250% 4/1/19 12,550 14,608
Time Warner Cable Inc. 5.000% 2/1/20 3,045 3,307
Time Warner Cable Inc. 4.125% 2/15/21 3,806 3,993
Time Warner Cable Inc. 4.000% 9/1/21 3,050 3,196
Time Warner Cable Inc. 6.550% 5/1/37 10,245 11,171
Time Warner Cable Inc. 7.300% 7/1/38 14,408 16,944
Time Warner Cable Inc. 6.750% 6/15/39 4,572 5,146
Time Warner Cable Inc. 5.875% 11/15/40 8,075 8,357
Time Warner Cable Inc. 5.500% 9/1/41 10,900 10,809
Time Warner Cable Inc. 4.500% 9/15/42 2,725 2,420
Time Warner Cos. Inc. 7.570% 2/1/24 3,825 4,813
Time Warner Cos. Inc. 6.950% 1/15/28 7,050 8,754
Time Warner Entertainment Co. LP 8.375% 7/15/33 3,650 4,638
Time Warner Inc. 2.100% 6/1/19 3,450 3,479
Time Warner Inc. 4.875% 3/15/20 8,360 9,177
Time Warner Inc. 4.700% 1/15/21 4,050 4,462
Time Warner Inc. 4.750% 3/29/21 7,975 8,842
Time Warner Inc. 4.000% 1/15/22 295 316
Time Warner Inc. 3.400% 6/15/22 250 260
Time Warner Inc. 4.050% 12/15/23 525 564
Time Warner Inc. 3.600% 7/15/25 14,350 14,725
Time Warner Inc. 3.875% 1/15/26 7,650 8,001
Time Warner Inc. 7.625% 4/15/31 15,700 20,016
Time Warner Inc. 7.700% 5/1/32 4,600 5,900
Time Warner Inc. 6.500% 11/15/36 9,090 10,546
Time Warner Inc. 6.200% 3/15/40 950 1,090
Time Warner Inc. 6.100% 7/15/40 4,150 4,717
Time Warner Inc. 6.250% 3/29/41 5,275 6,109
Time Warner Inc. 5.375% 10/15/41 295 315
Time Warner Inc. 4.900% 6/15/42 2,785 2,821
Time Warner Inc. 5.350% 12/15/43 10,700 11,322
Time Warner Inc. 4.650% 6/1/44 2,500 2,446
Time Warner Inc. 4.850% 7/15/45 1,700 1,734
Verizon Communications Inc. 1.350% 6/9/17 6,600 6,620
Verizon Communications Inc. 1.100% 11/1/17 1,350 1,348
Verizon Communications Inc. 5.500% 2/15/18 8,575 9,211
Verizon Communications Inc. 6.100% 4/15/18 3,245 3,542
Verizon Communications Inc. 3.650% 9/14/18 30,120 31,722
Verizon Communications Inc. 6.350% 4/1/19 20,925 23,749
Verizon Communications Inc. 2.625% 2/21/20 12,419 12,772
Verizon Communications Inc. 4.500% 9/15/20 33,400 36,903
Verizon Communications Inc. 3.450% 3/15/21 9,775 10,368
Verizon Communications Inc. 4.600% 4/1/21 7,710 8,564
Verizon Communications Inc. 3.000% 11/1/21 9,975 10,364
Verizon Communications Inc. 3.500% 11/1/21 8,185 8,696
Verizon Communications Inc. 2.450% 11/1/22 9,950 9,890
Verizon Communications Inc. 5.150% 9/15/23 40,800 46,963
Verizon Communications Inc. 4.150% 3/15/24 9,950 10,819

 

 

Verizon Communications Inc. 3.500% 11/1/24 13,775 14,429
Verizon Communications Inc. 7.750% 12/1/30 3,640 4,975
Verizon Communications Inc. 6.400% 9/15/33 14,857 18,282
Verizon Communications Inc. 5.050% 3/15/34 14,200 15,371
Verizon Communications Inc. 4.400% 11/1/34 14,050 14,136
Verizon Communications Inc. 5.850% 9/15/35 7,650 8,890
Verizon Communications Inc. 4.272% 1/15/36 23,239 22,995
Verizon Communications Inc. 6.250% 4/1/37 4,825 5,750
Verizon Communications Inc. 6.400% 2/15/38 7,625 9,228
Verizon Communications Inc. 6.900% 4/15/38 3,125 3,981
Verizon Communications Inc. 7.350% 4/1/39 7,800 10,274
Verizon Communications Inc. 6.000% 4/1/41 5,155 6,193
Verizon Communications Inc. 4.750% 11/1/41 7,925 8,161
Verizon Communications Inc. 3.850% 11/1/42 4,200 3,791
Verizon Communications Inc. 6.550% 9/15/43 27,000 35,460
Verizon Communications Inc. 4.862% 8/21/46 26,640 28,101
Verizon Communications Inc. 4.522% 9/15/48 32,077 32,135
Verizon Communications Inc. 5.012% 8/21/54 32,652 32,768
Verizon Communications Inc. 4.672% 3/15/55 31,924 30,657
Verizon Florida LLC 6.860% 2/1/28 250 220
Verizon Maryland LLC 5.125% 6/15/33 3,275 3,287
Verizon New England Inc. 7.875% 11/15/29 1,225 1,570
Verizon New York Inc. 7.375% 4/1/32 7,900 9,112
Viacom Inc. 3.500% 4/1/17 5,335 5,423
Viacom Inc. 6.125% 10/5/17 1,250 1,319
Viacom Inc. 2.500% 9/1/18 3,025 3,049
Viacom Inc. 2.200% 4/1/19 2,075 2,077
Viacom Inc. 5.625% 9/15/19 7,470 8,174
Viacom Inc. 3.875% 12/15/21 11,790 12,250
Viacom Inc. 4.250% 9/1/23 8,200 8,393
Viacom Inc. 4.850% 12/15/34 3,320 2,945
Viacom Inc. 6.875% 4/30/36 9,335 9,776
Viacom Inc. 4.500% 2/27/42 1,800 1,435
Viacom Inc. 5.850% 9/1/43 7,850 7,568
Viacom Inc. 5.250% 4/1/44 1,850 1,660
Vodafone Group plc 1.625% 3/20/17 900 904
Vodafone Group plc 1.250% 9/26/17 13,725 13,690
Vodafone Group plc 1.500% 2/19/18 5,050 5,050
Vodafone Group plc 4.625% 7/15/18 2,200 2,333
Vodafone Group plc 5.450% 6/10/19 10,300 11,376
Vodafone Group plc 4.375% 3/16/21 1,343 1,464
Vodafone Group plc 2.500% 9/26/22 1,500 1,467
Vodafone Group plc 2.950% 2/19/23 6,625 6,592
Vodafone Group plc 7.875% 2/15/30 2,588 3,310
Vodafone Group plc 6.250% 11/30/32 2,675 3,072
Vodafone Group plc 6.150% 2/27/37 9,895 11,150
Vodafone Group plc 4.375% 2/19/43 10,930 9,839
Walt Disney Co. 0.875% 5/30/17 5,875 5,885
Walt Disney Co. 1.100% 12/1/17 4,000 4,018
Walt Disney Co. 5.875% 12/15/17 1,875 2,027
Walt Disney Co. 1.500% 9/17/18 4,000 4,056
Walt Disney Co. 1.650% 1/8/19 2,750 2,796
Walt Disney Co. 1.850% 5/30/19 6,300 6,428
Walt Disney Co. 2.150% 9/17/20 4,450 4,570
Walt Disney Co. 2.300% 2/12/21 1,800 1,858
Walt Disney Co. 2.750% 8/16/21 1,000 1,051
Walt Disney Co. 2.350% 12/1/22 4,300 4,399

 

 

Walt Disney Co. 3.150% 9/17/25 3,800 4,063
Walt Disney Co. 3.000% 2/13/26 10,250 10,850
Walt Disney Co. 7.000% 3/1/32 1,875 2,647
Walt Disney Co. 4.125% 12/1/41 9,133 9,677
Walt Disney Co. 3.700% 12/1/42 3,575 3,586
Walt Disney Co. 4.125% 6/1/44 12,075 12,943
WPP Finance 2010 4.750% 11/21/21 7,701 8,490
WPP Finance 2010 3.625% 9/7/22 2,500 2,562
WPP Finance 2010 3.750% 9/19/24 3,325 3,344
WPP Finance 2010 5.125% 9/7/42 700 683
WPP Finance 2010 5.625% 11/15/43 1,750 1,806
 
Consumer Cyclical (2.1%)        
Advance Auto Parts Inc. 5.750% 5/1/20 1,275 1,393
Advance Auto Parts Inc. 4.500% 1/15/22 325 340
Advance Auto Parts Inc. 4.500% 12/1/23 1,850 1,929
Alibaba Group Holding Ltd. 1.625% 11/28/17 9,725 9,719
Alibaba Group Holding Ltd. 2.500% 11/28/19 15,950 16,111
Alibaba Group Holding Ltd. 3.125% 11/28/21 3,050 3,115
Alibaba Group Holding Ltd. 3.600% 11/28/24 10,850 10,978
Alibaba Group Holding Ltd. 4.500% 11/28/34 3,870 3,978
Amazon.com Inc. 1.200% 11/29/17 5,650 5,667
Amazon.com Inc. 2.600% 12/5/19 6,650 6,920
Amazon.com Inc. 3.300% 12/5/21 6,500 6,911
Amazon.com Inc. 2.500% 11/29/22 4,300 4,390
Amazon.com Inc. 3.800% 12/5/24 575 628
Amazon.com Inc. 4.800% 12/5/34 10,275 11,491
Amazon.com Inc. 4.950% 12/5/44 8,425 9,639
American Honda Finance Corp. 1.200% 7/14/17 7,550 7,559
American Honda Finance Corp. 1.550% 12/11/17 16,870 16,975
American Honda Finance Corp. 2.125% 10/10/18 3,650 3,716
American Honda Finance Corp. 2.250% 8/15/19 3,000 3,066
American Honda Finance Corp. 2.450% 9/24/20 14,300 14,710
Automatic Data Processing Inc. 2.250% 9/15/20 10,445 10,753
Automatic Data Processing Inc. 3.375% 9/15/25 1,300 1,394
AutoNation Inc. 6.750% 4/15/18 2,000 2,156
AutoNation Inc. 5.500% 2/1/20 1,655 1,793
AutoNation Inc. 3.350% 1/15/21 4,840 4,904
AutoNation Inc. 4.500% 10/1/25 1,600 1,641
AutoZone Inc. 7.125% 8/1/18 7,100 7,931
AutoZone Inc. 2.500% 4/15/21 1,125 1,136
AutoZone Inc. 3.700% 4/15/22 4,500 4,703
AutoZone Inc. 2.875% 1/15/23 1,280 1,259
AutoZone Inc. 3.250% 4/15/25 2,700 2,704
Bed Bath & Beyond Inc. 3.749% 8/1/24 940 951
Bed Bath & Beyond Inc. 4.915% 8/1/34 1,375 1,243
Bed Bath & Beyond Inc. 5.165% 8/1/44 5,304 4,475
Best Buy Co. Inc. 5.500% 3/15/21 850 893
Block Financial LLC 4.125% 10/1/20 2,875 2,978
Block Financial LLC 5.250% 10/1/25 8,925 9,408
BorgWarner Inc. 4.625% 9/15/20 400 433
BorgWarner Inc. 3.375% 3/15/25 1,250 1,226
BorgWarner Inc. 4.375% 3/15/45 3,565 3,404
Brinker International Inc. 2.600% 5/15/18 5,663 5,703
Brinker International Inc. 3.875% 5/15/23 4,725 4,640
Carnival Corp. 1.875% 12/15/17 1,150 1,154
Carnival Corp. 3.950% 10/15/20 2,500 2,656

 

 

Coach Inc. 4.250% 4/1/25 2,771 2,744
Costco Wholesale Corp. 5.500% 3/15/17 5,400 5,644
Costco Wholesale Corp. 1.125% 12/15/17 4,575 4,599
Costco Wholesale Corp. 1.700% 12/15/19 3,500 3,573
Costco Wholesale Corp. 1.750% 2/15/20 2,000 2,023
Costco Wholesale Corp. 2.250% 2/15/22 1,900 1,932
Cummins Inc. 3.650% 10/1/23 2,690 2,838
Cummins Inc. 7.125% 3/1/28 100 131
Cummins Inc. 4.875% 10/1/43 3,775 4,161
CVS Health Corp. 5.750% 6/1/17 7,727 8,143
CVS Health Corp. 1.900% 7/20/18 12,400 12,586
CVS Health Corp. 2.250% 12/5/18 19,600 20,078
CVS Health Corp. 2.250% 8/12/19 4,940 5,070
CVS Health Corp. 2.800% 7/20/20 14,275 14,825
CVS Health Corp. 3.500% 7/20/22 7,225 7,747
CVS Health Corp. 2.750% 12/1/22 4,990 5,134
7 CVS Health Corp. 4.750% 12/1/22 6,100 6,841
CVS Health Corp. 4.000% 12/5/23 3,080 3,389
CVS Health Corp. 3.375% 8/12/24 6,090 6,400
7 CVS Health Corp. 5.000% 12/1/24 4,200 4,822
CVS Health Corp. 3.875% 7/20/25 20,475 22,141
CVS Health Corp. 4.875% 7/20/35 11,850 13,215
CVS Health Corp. 5.750% 5/15/41 4,895 6,038
CVS Health Corp. 5.300% 12/5/43 7,350 8,663
CVS Health Corp. 5.125% 7/20/45 20,035 23,211
Daimler Finance North America LLC 8.500% 1/18/31 7,620 11,664
Delphi Automotive plc 3.150% 11/19/20 3,960 4,047
Delphi Automotive plc 4.250% 1/15/26 2,450 2,559
Delphi Corp. 5.000% 2/15/23 2,950 3,105
Delphi Corp. 4.150% 3/15/24 4,455 4,582
Dollar General Corp. 3.250% 4/15/23 8,493 8,466
Dollar General Corp. 4.150% 11/1/25 300 315
eBay Inc. 1.350% 7/15/17 5,375 5,367
eBay Inc. 2.500% 3/9/18 1,000 1,016
eBay Inc. 2.200% 8/1/19 6,925 6,956
eBay Inc. 3.250% 10/15/20 5,425 5,600
eBay Inc. 2.875% 8/1/21 5,175 5,207
eBay Inc. 3.800% 3/9/22 3,900 4,017
eBay Inc. 2.600% 7/15/22 3,250 3,120
eBay Inc. 3.450% 8/1/24 3,725 3,677
eBay Inc. 4.000% 7/15/42 4,290 3,346
Expedia Inc. 7.456% 8/15/18 1,250 1,399
Expedia Inc. 5.950% 8/15/20 10,400 11,609
Expedia Inc. 4.500% 8/15/24 2,740 2,755
7 Expedia Inc. 5.000% 2/15/26 4,200 4,208
Ford Holdings LLC 9.300% 3/1/30 675 897
Ford Motor Co. 6.500% 8/1/18 1,025 1,120
Ford Motor Co. 6.625% 10/1/28 3,425 4,140
Ford Motor Co. 6.375% 2/1/29 2,925 3,436
Ford Motor Co. 7.450% 7/16/31 9,915 12,925
Ford Motor Co. 4.750% 1/15/43 9,150 9,134
Ford Motor Co. 7.400% 11/1/46 2,650 3,372
Ford Motor Credit Co. LLC 4.250% 2/3/17 2,550 2,607
Ford Motor Credit Co. LLC 1.461% 3/27/17 3,300 3,297
Ford Motor Credit Co. LLC 3.000% 6/12/17 8,200 8,309
Ford Motor Credit Co. LLC 6.625% 8/15/17 10,225 10,840
Ford Motor Credit Co. LLC 1.724% 12/6/17 5,500 5,463

 

 

Ford Motor Credit Co. LLC 2.145% 1/9/18 17,000 16,985
Ford Motor Credit Co. LLC 2.375% 1/16/18 7,000 7,022
Ford Motor Credit Co. LLC 5.000% 5/15/18 10,675 11,275
Ford Motor Credit Co. LLC 2.551% 10/5/18 8,775 8,804
Ford Motor Credit Co. LLC 2.375% 3/12/19 18,700 18,787
Ford Motor Credit Co. LLC 2.597% 11/4/19 9,750 9,785
Ford Motor Credit Co. LLC 8.125% 1/15/20 12,565 14,902
Ford Motor Credit Co. LLC 2.459% 3/27/20 1,000 993
Ford Motor Credit Co. LLC 3.157% 8/4/20 1,100 1,123
Ford Motor Credit Co. LLC 3.200% 1/15/21 8,425 8,604
Ford Motor Credit Co. LLC 5.750% 2/1/21 2,681 3,029
Ford Motor Credit Co. LLC 3.336% 3/18/21 15,000 15,446
Ford Motor Credit Co. LLC 5.875% 8/2/21 13,294 15,175
Ford Motor Credit Co. LLC 3.219% 1/9/22 8,500 8,661
Ford Motor Credit Co. LLC 4.375% 8/6/23 6,625 7,049
Ford Motor Credit Co. LLC 3.664% 9/8/24 4,925 4,969
Ford Motor Credit Co. LLC 4.134% 8/4/25 11,200 11,615
Ford Motor Credit Co. LLC 4.389% 1/8/26 2,000 2,117
Gap Inc. 5.950% 4/12/21 8,025 8,726
General Motors Co. 3.500% 10/2/18 3,675 3,762
General Motors Co. 4.875% 10/2/23 8,240 8,631
General Motors Co. 4.000% 4/1/25 2,750 2,681
General Motors Co. 5.000% 4/1/35 6,030 5,713
General Motors Co. 6.600% 4/1/36 1,850 2,040
General Motors Co. 6.250% 10/2/43 7,005 7,460
General Motors Co. 5.200% 4/1/45 15,520 14,550
General Motors Co. 6.750% 4/1/46 5,090 5,803
General Motors Financial Co. Inc. 4.750% 8/15/17 2,300 2,386
General Motors Financial Co. Inc. 3.000% 9/25/17 3,342 3,367
General Motors Financial Co. Inc. 3.250% 5/15/18 2,200 2,236
General Motors Financial Co. Inc. 6.750% 6/1/18 5,065 5,483
General Motors Financial Co. Inc. 3.100% 1/15/19 20,825 21,137
General Motors Financial Co. Inc. 3.500% 7/10/19 5,750 5,894
General Motors Financial Co. Inc. 3.150% 1/15/20 5,200 5,239
General Motors Financial Co. Inc. 3.200% 7/13/20 24,265 24,022
General Motors Financial Co. Inc. 3.700% 11/24/20 9,050 9,186
General Motors Financial Co. Inc. 4.200% 3/1/21 8,000 8,240
General Motors Financial Co. Inc. 4.375% 9/25/21 3,265 3,371
General Motors Financial Co. Inc. 3.450% 4/10/22 9,275 9,182
General Motors Financial Co. Inc. 4.250% 5/15/23 3,550 3,568
General Motors Financial Co. Inc. 4.000% 1/15/25 5,825 5,650
General Motors Financial Co. Inc. 5.250% 3/1/26 4,700 4,912
Harley-Davidson Inc. 3.500% 7/28/25 4,550 4,722
Harley-Davidson Inc. 4.625% 7/28/45 2,770 2,816
Harman International Industries Inc. 4.150% 5/15/25 2,400 2,371
Home Depot Inc. 2.250% 9/10/18 9,750 10,050
Home Depot Inc. 2.000% 6/15/19 7,900 8,107
Home Depot Inc. 2.000% 4/1/21 1,500 1,516
Home Depot Inc. 4.400% 4/1/21 10,030 11,243
Home Depot Inc. 2.625% 6/1/22 10,000 10,360
Home Depot Inc. 2.700% 4/1/23 5,500 5,706
Home Depot Inc. 3.750% 2/15/24 6,080 6,724
Home Depot Inc. 3.350% 9/15/25 4,000 4,337
Home Depot Inc. 3.000% 4/1/26 5,600 5,845
Home Depot Inc. 5.875% 12/16/36 20,696 26,877
Home Depot Inc. 5.400% 9/15/40 2,790 3,465
Home Depot Inc. 5.950% 4/1/41 5,505 7,274

 

 

Home Depot Inc. 4.200% 4/1/43 8,675 9,332
Home Depot Inc. 4.875% 2/15/44 7,800 9,246
Home Depot Inc. 4.400% 3/15/45 2,800 3,114
Home Depot Inc. 4.250% 4/1/46 5,495 6,039
Hyatt Hotels Corp. 3.375% 7/15/23 3,050 2,991
Hyatt Hotels Corp. 4.850% 3/15/26 800 833
Johnson Controls Inc. 5.000% 3/30/20 2,100 2,273
Johnson Controls Inc. 4.250% 3/1/21 5,405 5,713
Johnson Controls Inc. 3.750% 12/1/21 1,425 1,465
Johnson Controls Inc. 3.625% 7/2/24 3,650 3,719
Johnson Controls Inc. 6.000% 1/15/36 950 1,045
Johnson Controls Inc. 5.700% 3/1/41 795 860
Johnson Controls Inc. 5.250% 12/1/41 1,225 1,249
Johnson Controls Inc. 4.625% 7/2/44 2,500 2,391
Johnson Controls Inc. 4.950% 7/2/64 2,675 2,422
Kohl's Corp. 4.000% 11/1/21 2,955 3,088
Kohl's Corp. 3.250% 2/1/23 1,750 1,643
Kohl's Corp. 4.250% 7/17/25 3,175 3,132
Kohl's Corp. 5.550% 7/17/45 1,725 1,557
Lowe's Cos. Inc. 1.625% 4/15/17 640 645
Lowe's Cos. Inc. 6.100% 9/15/17 875 940
Lowe's Cos. Inc. 4.625% 4/15/20 1,355 1,491
Lowe's Cos. Inc. 3.750% 4/15/21 1,545 1,680
Lowe's Cos. Inc. 3.800% 11/15/21 2,675 2,929
Lowe's Cos. Inc. 3.120% 4/15/22 1,725 1,829
Lowe's Cos. Inc. 3.875% 9/15/23 5,325 5,815
Lowe's Cos. Inc. 3.125% 9/15/24 12,350 13,001
Lowe's Cos. Inc. 3.375% 9/15/25 6,175 6,621
Lowe's Cos. Inc. 6.875% 2/15/28 175 233
Lowe's Cos. Inc. 6.500% 3/15/29 1,050 1,404
Lowe's Cos. Inc. 5.500% 10/15/35 584 703
Lowe's Cos. Inc. 5.800% 10/15/36 6,400 8,001
Lowe's Cos. Inc. 5.800% 4/15/40 720 917
Lowe's Cos. Inc. 5.125% 11/15/41 1,200 1,404
Lowe's Cos. Inc. 4.650% 4/15/42 4,300 4,869
Lowe's Cos. Inc. 5.000% 9/15/43 5,944 7,061
Lowe's Cos. Inc. 4.250% 9/15/44 1,950 2,101
Lowe's Cos. Inc. 4.375% 9/15/45 6,050 6,662
Macy's Retail Holdings Inc. 3.450% 1/15/21 2,715 2,802
Macy's Retail Holdings Inc. 3.875% 1/15/22 4,100 4,227
Macy's Retail Holdings Inc. 2.875% 2/15/23 10,608 10,069
Macy's Retail Holdings Inc. 4.375% 9/1/23 2,715 2,790
Macy's Retail Holdings Inc. 7.000% 2/15/28 2,400 2,715
Macy's Retail Holdings Inc. 6.900% 4/1/29 1,500 1,616
Macy's Retail Holdings Inc. 4.500% 12/15/34 3,000 2,451
Macy's Retail Holdings Inc. 6.375% 3/15/37 2,750 2,692
Macy's Retail Holdings Inc. 5.125% 1/15/42 3,750 3,208
Macy's Retail Holdings Inc. 4.300% 2/15/43 600 451
Magna International Inc. 3.625% 6/15/24 3,570 3,581
Magna International Inc. 4.150% 10/1/25 1,500 1,593
Marriott International Inc. 3.000% 3/1/19 1,750 1,788
Marriott International Inc. 3.375% 10/15/20 2,075 2,156
Marriott International Inc. 2.875% 3/1/21 2,500 2,526
Marriott International Inc. 3.125% 10/15/21 3,800 3,853
Marriott International Inc. 3.250% 9/15/22 3,525 3,570
Marriott International Inc. 3.750% 10/1/25 2,000 2,053
MasterCard Inc. 2.000% 4/1/19 2,175 2,227

 

 

MasterCard Inc. 3.375% 4/1/24 4,050 4,332
McDonald's Corp. 5.300% 3/15/17 300 313
McDonald's Corp. 5.800% 10/15/17 4,250 4,548
McDonald's Corp. 5.350% 3/1/18 4,995 5,376
McDonald's Corp. 2.100% 12/7/18 500 510
McDonald's Corp. 5.000% 2/1/19 4,525 4,954
McDonald's Corp. 1.875% 5/29/19 6,450 6,536
McDonald's Corp. 2.750% 12/9/20 1,900 1,968
McDonald's Corp. 3.625% 5/20/21 1,750 1,880
McDonald's Corp. 2.625% 1/15/22 10,340 10,696
McDonald's Corp. 3.375% 5/26/25 3,105 3,253
McDonald's Corp. 3.700% 1/30/26 14,940 15,834
McDonald's Corp. 4.700% 12/9/35 5,375 5,784
McDonald's Corp. 6.300% 10/15/37 325 410
McDonald's Corp. 6.300% 3/1/38 1,525 1,932
McDonald's Corp. 3.700% 2/15/42 13,175 12,297
McDonald's Corp. 3.625% 5/1/43 1,725 1,552
McDonald's Corp. 4.600% 5/26/45 4,910 5,144
McDonald's Corp. 4.875% 12/9/45 11,500 12,518
Metropolitan Museum of Art New York        
Revenue 3.400% 7/1/45 1,900 1,821
NIKE Inc. 2.250% 5/1/23 375 384
NIKE Inc. 3.625% 5/1/43 6,025 5,977
NIKE Inc. 3.875% 11/1/45 6,075 6,365
Nordstrom Inc. 6.250% 1/15/18 5,625 6,063
Nordstrom Inc. 4.750% 5/1/20 2,675 2,899
Nordstrom Inc. 4.000% 10/15/21 5,315 5,617
Nordstrom Inc. 6.950% 3/15/28 1,500 1,833
Nordstrom Inc. 5.000% 1/15/44 3,260 3,405
NVR Inc. 3.950% 9/15/22 6,615 6,886
O'Reilly Automotive Inc. 4.875% 1/14/21 600 658
O'Reilly Automotive Inc. 3.800% 9/1/22 4,554 4,765
O'Reilly Automotive Inc. 3.850% 6/15/23 7,075 7,386
O'Reilly Automotive Inc. 3.550% 3/15/26 1,250 1,287
PACCAR Financial Corp. 1.600% 3/15/17 3,725 3,755
PACCAR Financial Corp. 1.100% 6/6/17 200 200
PACCAR Financial Corp. 1.400% 11/17/17 2,950 2,962
PACCAR Financial Corp. 1.450% 3/9/18 800 800
PACCAR Financial Corp. 1.750% 8/14/18 775 781
PACCAR Financial Corp. 2.200% 9/15/19 1,600 1,626
PACCAR Financial Corp. 2.500% 8/14/20 2,000 2,046
PACCAR Financial Corp. 2.250% 2/25/21 1,500 1,502
Priceline Group Inc. 3.650% 3/15/25 1,200 1,230
QVC Inc. 3.125% 4/1/19 1,490 1,494
QVC Inc. 5.125% 7/2/22 425 446
QVC Inc. 4.375% 3/15/23 650 620
QVC Inc. 4.850% 4/1/24 5,300 5,210
QVC Inc. 5.450% 8/15/34 350 309
QVC Inc. 5.950% 3/15/43 3,175 2,752
Ralph Lauren Corp. 2.125% 9/26/18 1,675 1,698
Ralph Lauren Corp. 2.625% 8/18/20 1,670 1,713
Ross Stores Inc. 3.375% 9/15/24 1,300 1,319
Signet UK Finance plc 4.700% 6/15/24 2,300 2,275
Staples Inc. 2.750% 1/12/18 3,430 3,448
Staples Inc. 4.375% 1/12/23 2,228 2,227
Starbucks Corp. 2.000% 12/5/18 1,700 1,736
Starbucks Corp. 2.100% 2/4/21 1,375 1,401

 

 

Starbucks Corp. 2.700% 6/15/22 2,350 2,473
Starbucks Corp. 3.850% 10/1/23 5,100 5,575
Starbucks Corp. 4.300% 6/15/45 2,000 2,213
Starwood Hotels & Resorts Worldwide Inc. 3.125% 2/15/23 2,000 1,982
Starwood Hotels & Resorts Worldwide Inc. 3.750% 3/15/25 4,750 4,933
Starwood Hotels & Resorts Worldwide Inc. 4.500% 10/1/34 1,875 1,758
Target Corp. 5.375% 5/1/17 850 891
Target Corp. 6.000% 1/15/18 10,055 10,945
Target Corp. 2.300% 6/26/19 6,200 6,391
Target Corp. 3.875% 7/15/20 5,630 6,165
Target Corp. 2.900% 1/15/22 9,180 9,716
Target Corp. 3.500% 7/1/24 5,300 5,787
Target Corp. 6.350% 11/1/32 2,075 2,682
Target Corp. 6.500% 10/15/37 6,778 9,377
Target Corp. 7.000% 1/15/38 4,000 5,725
Target Corp. 4.000% 7/1/42 12,400 13,147
Tiffany & Co. 4.900% 10/1/44 1,650 1,544
TJX Cos. Inc. 6.950% 4/15/19 1,925 2,246
TJX Cos. Inc. 2.750% 6/15/21 6,790 7,091
TJX Cos. Inc. 2.500% 5/15/23 2,350 2,339
Toyota Motor Credit Corp. 1.250% 10/5/17 9,100 9,120
Toyota Motor Credit Corp. 1.375% 1/10/18 5,995 6,028
Toyota Motor Credit Corp. 1.450% 1/12/18 8,000 8,037
Toyota Motor Credit Corp. 2.000% 10/24/18 7,625 7,754
Toyota Motor Credit Corp. 2.100% 1/17/19 5,975 6,099
Toyota Motor Credit Corp. 1.700% 2/19/19 5,755 5,810
Toyota Motor Credit Corp. 2.125% 7/18/19 7,500 7,662
Toyota Motor Credit Corp. 2.150% 3/12/20 19,600 19,979
Toyota Motor Credit Corp. 4.500% 6/17/20 1,723 1,912
Toyota Motor Credit Corp. 4.250% 1/11/21 2,200 2,432
Toyota Motor Credit Corp. 2.750% 5/17/21 4,250 4,389
Toyota Motor Credit Corp. 3.400% 9/15/21 1,645 1,761
Toyota Motor Credit Corp. 3.300% 1/12/22 5,550 5,925
Toyota Motor Credit Corp. 2.625% 1/10/23 6,875 6,979
VF Corp. 5.950% 11/1/17 1,975 2,110
VF Corp. 3.500% 9/1/21 4,445 4,745
VF Corp. 6.450% 11/1/37 4,025 5,294
Visa Inc. 1.200% 12/14/17 24,940 25,092
Visa Inc. 2.200% 12/14/20 19,750 20,247
Visa Inc. 2.800% 12/14/22 16,750 17,478
Visa Inc. 3.150% 12/14/25 21,990 22,903
Visa Inc. 4.150% 12/14/35 8,470 9,072
Visa Inc. 4.300% 12/14/45 19,900 21,657
Wal-Mart Stores Inc. 5.800% 2/15/18 7,345 8,014
Wal-Mart Stores Inc. 1.950% 12/15/18 9,575 9,825
Wal-Mart Stores Inc. 3.625% 7/8/20 8,750 9,552
Wal-Mart Stores Inc. 3.250% 10/25/20 4,395 4,763
Wal-Mart Stores Inc. 4.250% 4/15/21 10,860 12,189
Wal-Mart Stores Inc. 2.550% 4/11/23 7,300 7,494
Wal-Mart Stores Inc. 3.300% 4/22/24 8,100 8,722
Wal-Mart Stores Inc. 5.875% 4/5/27 12,750 16,425
Wal-Mart Stores Inc. 7.550% 2/15/30 4,900 7,291
Wal-Mart Stores Inc. 5.250% 9/1/35 3,280 4,051
Wal-Mart Stores Inc. 6.500% 8/15/37 14,605 20,335
Wal-Mart Stores Inc. 6.200% 4/15/38 10,555 14,291
Wal-Mart Stores Inc. 5.625% 4/1/40 9,575 12,237
Wal-Mart Stores Inc. 4.875% 7/8/40 8,320 9,859

 

 

Wal-Mart Stores Inc. 5.000% 10/25/40 6,325 7,574
Wal-Mart Stores Inc. 5.625% 4/15/41 7,395 9,532
Wal-Mart Stores Inc. 4.000% 4/11/43 9,460 10,007
Wal-Mart Stores Inc. 4.750% 10/2/43 16,120 19,021
Wal-Mart Stores Inc. 4.300% 4/22/44 3,200 3,575
Walgreen Co. 5.250% 1/15/19 489 530
Walgreen Co. 3.100% 9/15/22 2,650 2,681
Walgreen Co. 4.400% 9/15/42 4,300 4,019
Walgreens Boots Alliance Inc. 1.750% 11/17/17 6,000 6,017
Walgreens Boots Alliance Inc. 2.700% 11/18/19 9,000 9,187
Walgreens Boots Alliance Inc. 3.300% 11/18/21 4,300 4,431
Walgreens Boots Alliance Inc. 3.800% 11/18/24 9,100 9,369
Walgreens Boots Alliance Inc. 4.500% 11/18/34 4,415 4,289
Walgreens Boots Alliance Inc. 4.800% 11/18/44 8,000 7,949
Western Union Co. 6.200% 11/17/36 3,250 3,329
Western Union Co. 6.200% 6/21/40 1,850 1,804
Wyndham Worldwide Corp. 2.500% 3/1/18 975 972
Wyndham Worldwide Corp. 4.250% 3/1/22 8,990 9,254
Wyndham Worldwide Corp. 3.900% 3/1/23 570 570
 
Consumer Noncyclical (4.3%)        
Abbott Laboratories 5.125% 4/1/19 6,902 7,571
Abbott Laboratories 2.000% 3/15/20 6,975 7,057
Abbott Laboratories 4.125% 5/27/20 2,700 2,952
Abbott Laboratories 2.550% 3/15/22 4,000 4,062
Abbott Laboratories 2.950% 3/15/25 1,500 1,526
Abbott Laboratories 6.150% 11/30/37 3,405 4,359
Abbott Laboratories 6.000% 4/1/39 350 443
Abbott Laboratories 5.300% 5/27/40 1,930 2,296
AbbVie Inc. 1.750% 11/6/17 15,835 15,923
AbbVie Inc. 1.800% 5/14/18 20,900 21,132
AbbVie Inc. 2.000% 11/6/18 11,775 11,892
AbbVie Inc. 2.500% 5/14/20 25,720 26,193
AbbVie Inc. 2.900% 11/6/22 21,907 22,235
AbbVie Inc. 3.200% 11/6/22 5,075 5,249
AbbVie Inc. 3.600% 5/14/25 20,485 21,557
AbbVie Inc. 4.500% 5/14/35 13,595 14,125
AbbVie Inc. 4.400% 11/6/42 14,663 14,821
AbbVie Inc. 4.700% 5/14/45 18,713 19,912
Actavis Funding SCS 1.300% 6/15/17 13,600 13,574
Actavis Funding SCS 2.350% 3/12/18 21,985 22,212
Actavis Funding SCS 2.450% 6/15/19 8,070 8,172
Actavis Funding SCS 3.000% 3/12/20 21,205 21,805
Actavis Funding SCS 3.450% 3/15/22 16,100 16,659
Actavis Funding SCS 3.850% 6/15/24 9,500 10,032
Actavis Funding SCS 3.800% 3/15/25 27,293 28,379
Actavis Funding SCS 4.550% 3/15/35 13,015 13,391
Actavis Funding SCS 4.850% 6/15/44 11,601 12,320
Actavis Funding SCS 4.750% 3/15/45 12,975 13,690
Actavis Inc. 1.875% 10/1/17 4,525 4,546
Actavis Inc. 3.250% 10/1/22 6,900 7,120
Actavis Inc. 4.625% 10/1/42 6,425 6,649
Agilent Technologies Inc. 5.000% 7/15/20 4,500 4,984
Agilent Technologies Inc. 3.200% 10/1/22 4,315 4,396
Agilent Technologies Inc. 3.875% 7/15/23 3,765 3,938
Ahold Finance USA LLC 6.875% 5/1/29 675 857
Allergan Inc. 3.375% 9/15/20 4,000 4,160

 

 

4 Allina Health System 4.805% 11/15/45 1,000 1,105
Altria Group Inc. 9.250% 8/6/19 401 495
Altria Group Inc. 2.625% 1/14/20 18,150 18,767
Altria Group Inc. 4.750% 5/5/21 10,195 11,564
Altria Group Inc. 2.850% 8/9/22 3,900 4,044
Altria Group Inc. 2.950% 5/2/23 3,175 3,286
Altria Group Inc. 4.000% 1/31/24 8,100 8,951
Altria Group Inc. 9.950% 11/10/38 4,184 7,361
Altria Group Inc. 10.200% 2/6/39 8,795 15,900
Altria Group Inc. 4.250% 8/9/42 5,508 5,721
Altria Group Inc. 4.500% 5/2/43 5,575 5,994
Altria Group Inc. 5.375% 1/31/44 1,325 1,626
AmerisourceBergen Corp. 1.150% 5/15/17 3,260 3,252
AmerisourceBergen Corp. 4.875% 11/15/19 2,741 3,010
AmerisourceBergen Corp. 3.500% 11/15/21 5,700 6,030
AmerisourceBergen Corp. 3.400% 5/15/24 4,000 4,102
AmerisourceBergen Corp. 3.250% 3/1/25 1,750 1,777
AmerisourceBergen Corp. 4.250% 3/1/45 2,475 2,379
Amgen Inc. 2.125% 5/15/17 8,825 8,927
Amgen Inc. 1.250% 5/22/17 3,300 3,308
Amgen Inc. 5.850% 6/1/17 4,850 5,111
Amgen Inc. 6.150% 6/1/18 6,320 6,936
Amgen Inc. 5.700% 2/1/19 6,514 7,267
Amgen Inc. 2.200% 5/22/19 1,470 1,504
Amgen Inc. 2.125% 5/1/20 6,570 6,661
Amgen Inc. 3.450% 10/1/20 825 879
Amgen Inc. 4.100% 6/15/21 7,515 8,193
Amgen Inc. 3.875% 11/15/21 3,510 3,807
Amgen Inc. 2.700% 5/1/22 1,875 1,910
Amgen Inc. 3.625% 5/15/22 12,075 12,932
Amgen Inc. 3.625% 5/22/24 13,929 14,696
Amgen Inc. 6.375% 6/1/37 10,450 13,004
Amgen Inc. 6.900% 6/1/38 5,023 6,541
Amgen Inc. 6.400% 2/1/39 5,550 6,942
Amgen Inc. 5.750% 3/15/40 3,012 3,545
Amgen Inc. 4.950% 10/1/41 4,475 4,827
Amgen Inc. 5.150% 11/15/41 15,061 16,610
Amgen Inc. 5.650% 6/15/42 4,044 4,754
Amgen Inc. 4.400% 5/1/45 10,495 10,719
Anheuser-Busch Cos. LLC 5.500% 1/15/18 6,307 6,788
Anheuser-Busch Cos. LLC 6.800% 8/20/32 775 1,003
Anheuser-Busch Cos. LLC 5.750% 4/1/36 2,105 2,514
Anheuser-Busch InBev Finance Inc. 1.250% 1/17/18 13,465 13,523
Anheuser-Busch InBev Finance Inc. 1.900% 2/1/19 22,880 23,189
Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 7,000 7,150
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 43,360 44,547
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 14,425 14,509
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 33,925 35,226
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 8,100 8,637
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 72,135 75,776
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 36,920 39,950
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 14,425 14,188
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 5,725 6,210
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 63,715 71,359
Anheuser-Busch InBev Worldwide Inc. 1.375% 7/15/17 13,422 13,498
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 10,735 12,508
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 5,525 6,516

 

 

Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 12,540 14,155
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 4,375 4,900
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 1,925 2,129
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 23,550 23,740
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 5,500 8,337
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 3,075 3,927
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 5,725 5,430
Archer-Daniels-Midland Co. 5.450% 3/15/18 5,449 5,908
Archer-Daniels-Midland Co. 4.479% 3/1/21 587 654
Archer-Daniels-Midland Co. 5.935% 10/1/32 530 654
Archer-Daniels-Midland Co. 5.375% 9/15/35 2,345 2,743
Archer-Daniels-Midland Co. 4.535% 3/26/42 2,500 2,731
Archer-Daniels-Midland Co. 4.016% 4/16/43 3,125 3,185
4 Ascension Health 4.847% 11/15/53 1,375 1,594
AstraZeneca plc 5.900% 9/15/17 10,265 10,954
AstraZeneca plc 1.750% 11/16/18 6,000 6,058
AstraZeneca plc 1.950% 9/18/19 5,300 5,344
AstraZeneca plc 2.375% 11/16/20 12,300 12,538
AstraZeneca plc 3.375% 11/16/25 7,700 7,971
AstraZeneca plc 6.450% 9/15/37 12,545 16,592
AstraZeneca plc 4.000% 9/18/42 5,925 5,924
AstraZeneca plc 4.375% 11/16/45 7,875 8,383
Baptist Health South Florida Obligated Group        
Revenue 4.590% 8/15/21 850 947
7 Baxalta Inc. 2.000% 6/22/18 1,775 1,762
7 Baxalta Inc. 2.875% 6/23/20 5,475 5,476
7 Baxalta Inc. 3.600% 6/23/22 3,650 3,727
7 Baxalta Inc. 4.000% 6/23/25 9,500 9,660
7 Baxalta Inc. 5.250% 6/23/45 5,505 5,819
Beam Suntory Inc. 1.875% 5/15/17 1,825 1,833
Beam Suntory Inc. 1.750% 6/15/18 1,525 1,520
Beam Suntory Inc. 3.250% 5/15/22 600 611
Beam Suntory Inc. 3.250% 6/15/23 850 837
Becton Dickinson & Co. 1.450% 5/15/17 5,000 5,010
Becton Dickinson & Co. 1.800% 12/15/17 6,000 6,031
Becton Dickinson & Co. 5.000% 5/15/19 450 489
Becton Dickinson & Co. 6.375% 8/1/19 8,085 9,202
Becton Dickinson & Co. 2.675% 12/15/19 10,900 11,168
Becton Dickinson & Co. 3.250% 11/12/20 7,150 7,457
Becton Dickinson & Co. 3.125% 11/8/21 2,985 3,085
Becton Dickinson & Co. 3.734% 12/15/24 7,270 7,738
Becton Dickinson & Co. 6.000% 5/15/39 100 121
Becton Dickinson & Co. 5.000% 11/12/40 6,622 7,069
Becton Dickinson & Co. 4.685% 12/15/44 5,225 5,681
Becton Dickinson and Co. 3.875% 5/15/24 150 160
Bio-Rad Laboratories Inc. 4.875% 12/15/20 500 540
Biogen Inc. 6.875% 3/1/18 3,100 3,397
Biogen Inc. 2.900% 9/15/20 13,985 14,403
Biogen Inc. 3.625% 9/15/22 5,250 5,558
Biogen Inc. 4.050% 9/15/25 7,925 8,470
Biogen Inc. 5.200% 9/15/45 14,655 16,265
Boston Scientific Corp. 2.650% 10/1/18 4,050 4,122
Boston Scientific Corp. 6.000% 1/15/20 3,670 4,146
Boston Scientific Corp. 3.375% 5/15/22 2,975 3,035
Boston Scientific Corp. 4.125% 10/1/23 2,700 2,839
Boston Scientific Corp. 3.850% 5/15/25 5,410 5,612
Boston Scientific Corp. 7.000% 11/15/35 4,100 4,988

 

 

Boston Scientific Corp. 7.375% 1/15/40 2,000 2,541
Bottling Group LLC 5.125% 1/15/19 4,119 4,559
Bristol-Myers Squibb Co. 0.875% 8/1/17 2,800 2,802
Bristol-Myers Squibb Co. 1.750% 3/1/19 5,375 5,482
Bristol-Myers Squibb Co. 2.000% 8/1/22 8,275 8,343
Bristol-Myers Squibb Co. 7.150% 6/15/23 100 129
Bristol-Myers Squibb Co. 3.250% 11/1/23 3,250 3,472
Bristol-Myers Squibb Co. 5.875% 11/15/36 2,163 2,774
Bristol-Myers Squibb Co. 6.125% 5/1/38 480 633
Bristol-Myers Squibb Co. 3.250% 8/1/42 4,465 4,192
Bristol-Myers Squibb Co. 4.500% 3/1/44 2,000 2,273
Brown-Forman Corp. 1.000% 1/15/18 800 793
Brown-Forman Corp. 2.250% 1/15/23 1,375 1,367
Brown-Forman Corp. 3.750% 1/15/43 2,250 2,183
Brown-Forman Corp. 4.500% 7/15/45 2,750 3,010
Bunge Ltd. Finance Corp. 3.200% 6/15/17 450 454
Bunge Ltd. Finance Corp. 8.500% 6/15/19 3,965 4,610
Bunge Ltd. Finance Corp. 3.500% 11/24/20 2,600 2,663
Campbell Soup Co. 2.500% 8/2/22 1,850 1,818
Campbell Soup Co. 3.300% 3/19/25 1,700 1,759
Campbell Soup Co. 3.800% 8/2/42 2,800 2,584
Cardinal Health Inc. 1.700% 3/15/18 7,350 7,372
Cardinal Health Inc. 1.950% 6/15/18 2,100 2,111
Cardinal Health Inc. 4.625% 12/15/20 4,935 5,482
Cardinal Health Inc. 3.200% 6/15/22 3,600 3,721
Cardinal Health Inc. 3.200% 3/15/23 2,450 2,510
Cardinal Health Inc. 3.750% 9/15/25 4,750 5,049
Cardinal Health Inc. 4.600% 3/15/43 475 485
Cardinal Health Inc. 4.500% 11/15/44 2,150 2,188
Cardinal Health Inc. 4.900% 9/15/45 3,300 3,497
Catholic Health Initiatives Colorado GO 1.600% 11/1/17 2,150 2,154
4 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 6,900 6,794
Celgene Corp. 2.125% 8/15/18 3,850 3,894
Celgene Corp. 2.300% 8/15/18 2,500 2,541
Celgene Corp. 2.250% 5/15/19 3,975 4,035
Celgene Corp. 2.875% 8/15/20 9,075 9,343
Celgene Corp. 3.950% 10/15/20 9,560 10,243
Celgene Corp. 3.250% 8/15/22 3,950 4,081
Celgene Corp. 3.550% 8/15/22 3,985 4,182
Celgene Corp. 4.000% 8/15/23 3,550 3,771
Celgene Corp. 3.625% 5/15/24 5,275 5,453
Celgene Corp. 3.875% 8/15/25 18,150 19,087
Celgene Corp. 5.700% 10/15/40 2,457 2,871
Celgene Corp. 5.250% 8/15/43 3,005 3,357
Celgene Corp. 4.625% 5/15/44 5,750 5,881
Celgene Corp. 5.000% 8/15/45 10,515 11,364
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 1,050 1,088
Church & Dwight Co. Inc. 2.450% 12/15/19 2,590 2,640
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 2,765 2,924
Clorox Co. 5.950% 10/15/17 2,832 3,029
Clorox Co. 3.050% 9/15/22 4,800 4,890
Clorox Co. 3.500% 12/15/24 2,850 2,958
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 8,317 8,713
Coca-Cola Co. 1.650% 3/14/18 615 624
Coca-Cola Co. 1.150% 4/1/18 4,921 4,959
Coca-Cola Co. 1.650% 11/1/18 12,025 12,271
Coca-Cola Co. 1.875% 10/27/20 3,750 3,808

 

 

Coca-Cola Co. 2.450% 11/1/20 14,500 15,126
Coca-Cola Co. 3.150% 11/15/20 1,100 1,179
Coca-Cola Co. 3.300% 9/1/21 4,780 5,168
Coca-Cola Co. 2.500% 4/1/23 5,650 5,803
Coca-Cola Co. 3.200% 11/1/23 9,575 10,273
Coca-Cola Co. 2.875% 10/27/25 7,375 7,653
Coca-Cola Enterprises Inc. 3.500% 9/15/20 4,250 4,484
Coca-Cola Enterprises Inc. 4.500% 9/1/21 1,675 1,850
Coca-Cola Femsa SAB de CV 2.375% 11/26/18 4,900 4,973
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,925 2,088
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 5,100 5,268
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 7,450 8,507
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 1,750 2,327
Colgate-Palmolive Co. 2.450% 11/15/21 1,510 1,574
Colgate-Palmolive Co. 2.300% 5/3/22 8,311 8,588
Colgate-Palmolive Co. 1.950% 2/1/23 5,250 5,243
Colgate-Palmolive Co. 4.000% 8/15/45 3,345 3,656
ConAgra Foods Inc. 1.900% 1/25/18 7,770 7,790
ConAgra Foods Inc. 2.100% 3/15/18 4,743 4,786
ConAgra Foods Inc. 7.000% 4/15/19 184 208
ConAgra Foods Inc. 3.250% 9/15/22 5,000 5,099
ConAgra Foods Inc. 3.200% 1/25/23 3,986 4,012
ConAgra Foods Inc. 7.125% 10/1/26 963 1,187
ConAgra Foods Inc. 7.000% 10/1/28 200 244
ConAgra Foods Inc. 8.250% 9/15/30 875 1,174
Covidien International Finance SA 6.000% 10/15/17 9,332 10,018
Covidien International Finance SA 3.200% 6/15/22 5,869 6,175
Covidien International Finance SA 2.950% 6/15/23 8,500 8,654
Covidien International Finance SA 6.550% 10/15/37 5,699 7,574
CR Bard Inc. 1.375% 1/15/18 14,300 14,305
CR Bard Inc. 4.400% 1/15/21 2,220 2,398
CR Bard Inc. 6.700% 12/1/26 500 647
Delhaize America LLC 9.000% 4/15/31 1,530 2,048
Delhaize Group SA 5.700% 10/1/40 821 883
Diageo Capital plc 1.500% 5/11/17 5,500 5,531
Diageo Capital plc 5.750% 10/23/17 6,926 7,391
Diageo Capital plc 4.828% 7/15/20 4,050 4,557
Diageo Capital plc 2.625% 4/29/23 14,470 14,689
Diageo Capital plc 5.875% 9/30/36 500 616
Diageo Capital plc 3.875% 4/29/43 1,200 1,229
Diageo Investment Corp. 2.875% 5/11/22 8,875 9,204
Diageo Investment Corp. 7.450% 4/15/35 200 279
Diageo Investment Corp. 4.250% 5/11/42 5,137 5,429
Dignity Health California GO 2.637% 11/1/19 3,000 3,072
Dignity Health California GO 3.125% 11/1/22 900 921
Dignity Health California GO 3.812% 11/1/24 2,050 2,168
Dignity Health California GO 4.500% 11/1/42 4,500 4,506
Dignity Health California GO 5.267% 11/1/64 1,000 1,077
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 1,920 2,131
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 4,785 4,901
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 3,475 3,467
Dr Pepper Snapple Group Inc. 2.700% 11/15/22 1,300 1,311
Dr Pepper Snapple Group Inc. 3.400% 11/15/25 1,650 1,706
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 504 703
Dr Pepper Snapple Group Inc. 4.500% 11/15/45 2,000 2,097
Edwards Lifesciences Corp. 2.875% 10/15/18 4,925 5,040
Eli Lilly & Co. 1.250% 3/1/18 4,225 4,256

 

 

Eli Lilly & Co. 1.950% 3/15/19 7,750 7,927
Eli Lilly & Co. 2.750% 6/1/25 4,550 4,657
Eli Lilly & Co. 5.550% 3/15/37 2,960 3,763
Eli Lilly & Co. 3.700% 3/1/45 3,900 3,962
Estee Lauder Cos. Inc. 2.350% 8/15/22 6,358 6,444
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,300 1,642
Estee Lauder Cos. Inc. 3.700% 8/15/42 3,100 3,043
Estee Lauder Cos. Inc. 4.375% 6/15/45 2,425 2,642
Express Scripts Holding Co. 3.300% 2/25/21 1,750 1,795
Express Scripts Holding Co. 4.750% 11/15/21 7,038 7,662
Express Scripts Holding Co. 3.900% 2/15/22 13,256 13,827
Express Scripts Holding Co. 3.500% 6/15/24 7,855 7,788
Express Scripts Holding Co. 4.500% 2/25/26 11,950 12,403
Express Scripts Holding Co. 6.125% 11/15/41 3,780 4,248
Flowers Foods Inc. 4.375% 4/1/22 2,350 2,513
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 600 579
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 3,100 3,011
General Mills Inc. 1.400% 10/20/17 3,000 3,019
General Mills Inc. 5.650% 2/15/19 8,075 8,979
General Mills Inc. 2.200% 10/21/19 10,400 10,686
General Mills Inc. 3.150% 12/15/21 5,875 6,149
General Mills Inc. 3.650% 2/15/24 1,225 1,299
General Mills Inc. 5.400% 6/15/40 4,600 5,527
General Mills Inc. 4.150% 2/15/43 750 767
Gilead Sciences Inc. 1.850% 9/4/18 6,125 6,236
Gilead Sciences Inc. 2.050% 4/1/19 4,045 4,126
Gilead Sciences Inc. 2.350% 2/1/20 4,025 4,126
Gilead Sciences Inc. 2.550% 9/1/20 11,503 11,847
Gilead Sciences Inc. 4.500% 4/1/21 2,025 2,264
Gilead Sciences Inc. 4.400% 12/1/21 6,602 7,370
Gilead Sciences Inc. 3.250% 9/1/22 5,575 5,885
Gilead Sciences Inc. 3.700% 4/1/24 18,125 19,445
Gilead Sciences Inc. 3.500% 2/1/25 4,575 4,831
Gilead Sciences Inc. 3.650% 3/1/26 15,650 16,653
Gilead Sciences Inc. 4.600% 9/1/35 4,075 4,414
Gilead Sciences Inc. 5.650% 12/1/41 5,460 6,617
Gilead Sciences Inc. 4.800% 4/1/44 11,125 12,215
Gilead Sciences Inc. 4.500% 2/1/45 9,550 10,090
Gilead Sciences Inc. 4.750% 3/1/46 16,120 17,560
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 15,580 17,067
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 1,581 1,631
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 475 563
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 16,010 21,552
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 3,575 3,839
GlaxoSmithKline Capital plc 1.500% 5/8/17 12,250 12,334
GlaxoSmithKline Capital plc 2.850% 5/8/22 7,525 7,877
Hasbro Inc. 6.300% 9/15/17 1,375 1,463
Hasbro Inc. 3.150% 5/15/21 6,200 6,359
Hasbro Inc. 6.350% 3/15/40 1,170 1,374
Hasbro Inc. 5.100% 5/15/44 4,463 4,522
Hershey Co. 1.600% 8/21/18 1,800 1,817
Hershey Co. 4.125% 12/1/20 2,195 2,426
Hershey Co. 2.625% 5/1/23 2,750 2,802
Hershey Co. 3.200% 8/21/25 1,695 1,778
Hillshire Brands Co. 4.100% 9/15/20 1,250 1,304
Hormel Foods Corp. 4.125% 4/15/21 625 685
Ingredion Inc. 4.625% 11/1/20 890 960

 

 

Ingredion Inc. 6.625% 4/15/37 1,025 1,261
JM Smucker Co. 1.750% 3/15/18 2,000 2,008
JM Smucker Co. 2.500% 3/15/20 7,414 7,506
JM Smucker Co. 3.500% 10/15/21 1,995 2,105
JM Smucker Co. 3.000% 3/15/22 2,605 2,685
JM Smucker Co. 3.500% 3/15/25 5,300 5,557
JM Smucker Co. 4.250% 3/15/35 2,500 2,596
JM Smucker Co. 4.375% 3/15/45 3,800 3,975
Johnson & Johnson 5.550% 8/15/17 2,100 2,234
Johnson & Johnson 5.150% 7/15/18 4,250 4,653
Johnson & Johnson 1.650% 12/5/18 6,250 6,367
Johnson & Johnson 1.125% 3/1/19 6,000 6,016
Johnson & Johnson 2.950% 9/1/20 9,000 9,614
Johnson & Johnson 1.650% 3/1/21 7,050 7,093
Johnson & Johnson 3.550% 5/15/21 2,325 2,545
Johnson & Johnson 2.450% 12/5/21 2,000 2,078
Johnson & Johnson 2.050% 3/1/23 4,000 4,028
Johnson & Johnson 6.730% 11/15/23 1,203 1,569
Johnson & Johnson 3.375% 12/5/23 4,250 4,689
Johnson & Johnson 2.450% 3/1/26 11,475 11,484
Johnson & Johnson 6.950% 9/1/29 1,700 2,479
Johnson & Johnson 4.950% 5/15/33 1,600 1,936
Johnson & Johnson 4.375% 12/5/33 17,104 19,547
Johnson & Johnson 3.550% 3/1/36 5,400 5,619
Johnson & Johnson 5.950% 8/15/37 1,330 1,802
Johnson & Johnson 5.850% 7/15/38 3,797 5,183
Johnson & Johnson 4.500% 9/1/40 3,140 3,703
Johnson & Johnson 3.700% 3/1/46 10,825 11,366
Kaiser Foundation Hospitals 3.500% 4/1/22 1,835 1,917
Kaiser Foundation Hospitals 4.875% 4/1/42 5,450 6,130
Kellogg Co. 4.000% 12/15/20 8,805 9,557
Kellogg Co. 3.250% 4/1/26 4,775 4,893
Kellogg Co. 4.500% 4/1/46 5,525 5,643
Kimberly-Clark Corp. 6.125% 8/1/17 10,004 10,693
Kimberly-Clark Corp. 7.500% 11/1/18 800 925
Kimberly-Clark Corp. 1.400% 2/15/19 3,425 3,458
Kimberly-Clark Corp. 1.850% 3/1/20 2,400 2,433
Kimberly-Clark Corp. 3.625% 8/1/20 3,150 3,414
Kimberly-Clark Corp. 2.150% 8/15/20 1,350 1,385
Kimberly-Clark Corp. 3.875% 3/1/21 2,940 3,211
Kimberly-Clark Corp. 2.400% 3/1/22 4,825 4,973
Kimberly-Clark Corp. 2.400% 6/1/23 1,600 1,621
Kimberly-Clark Corp. 2.650% 3/1/25 2,500 2,540
Kimberly-Clark Corp. 3.050% 8/15/25 2,900 3,015
Kimberly-Clark Corp. 2.750% 2/15/26 2,575 2,635
Kimberly-Clark Corp. 6.625% 8/1/37 200 276
Kimberly-Clark Corp. 5.300% 3/1/41 5,350 6,624
Kimberly-Clark Corp. 3.700% 6/1/43 1,625 1,693
Koninklijke Philips NV 5.750% 3/11/18 2,725 2,907
Koninklijke Philips NV 3.750% 3/15/22 7,600 7,987
Koninklijke Philips NV 6.875% 3/11/38 2,390 2,832
Koninklijke Philips NV 5.000% 3/15/42 3,125 3,142
Kraft Foods Group Inc. 2.250% 6/5/17 2,150 2,173
Kraft Foods Group Inc. 6.125% 8/23/18 12,252 13,517
Kraft Foods Group Inc. 5.375% 2/10/20 2,539 2,828
Kraft Foods Group Inc. 3.500% 6/6/22 7,175 7,561
Kraft Foods Group Inc. 6.875% 1/26/39 7,950 10,206

 

 

Kraft Foods Group Inc. 6.500% 2/9/40 7,900 9,845
Kraft Foods Group Inc. 5.000% 6/4/42 8,520 9,266
7 Kraft Heinz Foods Co. 1.600% 6/30/17 7,250 7,275
7 Kraft Heinz Foods Co. 2.000% 7/2/18 6,690 6,745
7 Kraft Heinz Foods Co. 2.800% 7/2/20 6,625 6,788
7 Kraft Heinz Foods Co. 3.950% 7/15/25 10,925 11,631
7 Kraft Heinz Foods Co. 5.000% 7/15/35 5,455 6,027
7 Kraft Heinz Foods Co. 5.200% 7/15/45 8,800 9,856
Kroger Co. 6.400% 8/15/17 435 465
Kroger Co. 6.800% 12/15/18 2,400 2,725
Kroger Co. 2.000% 1/15/19 1,000 1,014
Kroger Co. 2.300% 1/15/19 6,295 6,435
Kroger Co. 6.150% 1/15/20 4,150 4,791
Kroger Co. 3.300% 1/15/21 3,100 3,274
Kroger Co. 2.600% 2/1/21 5,200 5,355
Kroger Co. 2.950% 11/1/21 5,650 5,889
Kroger Co. 3.850% 8/1/23 3,000 3,230
Kroger Co. 4.000% 2/1/24 993 1,075
Kroger Co. 3.500% 2/1/26 2,000 2,102
Kroger Co. 7.700% 6/1/29 3,200 4,288
Kroger Co. 8.000% 9/15/29 6,375 8,685
Kroger Co. 7.500% 4/1/31 875 1,140
Kroger Co. 6.900% 4/15/38 5,250 6,901
Kroger Co. 5.150% 8/1/43 1,000 1,164
Laboratory Corp. of America Holdings 2.200% 8/23/17 4,175 4,207
Laboratory Corp. of America Holdings 2.500% 11/1/18 500 505
Laboratory Corp. of America Holdings 2.625% 2/1/20 1,500 1,509
Laboratory Corp. of America Holdings 3.200% 2/1/22 6,800 6,861
Laboratory Corp. of America Holdings 3.750% 8/23/22 475 492
Laboratory Corp. of America Holdings 4.000% 11/1/23 550 566
Laboratory Corp. of America Holdings 3.600% 2/1/25 5,425 5,494
Laboratory Corp. of America Holdings 4.700% 2/1/45 3,150 3,144
Life Technologies Corp. 6.000% 3/1/20 3,690 4,146
Life Technologies Corp. 5.000% 1/15/21 2,175 2,375
Mattel Inc. 1.700% 3/15/18 550 549
Mattel Inc. 2.350% 5/6/19 940 952
Mattel Inc. 3.150% 3/15/23 750 737
Mattel Inc. 5.450% 11/1/41 4,250 4,423
4 Mayo Clinic 3.774% 11/15/43 5,125 5,119
4 Mayo Clinic 4.000% 11/15/47 1,375 1,404
4 Mayo Clinic 4.128% 11/15/52 1,125 1,163
McCormick & Co. Inc. 3.900% 7/15/21 875 959
McCormick & Co. Inc. 3.500% 9/1/23 1,400 1,482
McCormick & Co. Inc. 3.250% 11/15/25 300 313
McKesson Corp. 7.500% 2/15/19 4,405 5,075
McKesson Corp. 2.284% 3/15/19 5,250 5,313
McKesson Corp. 4.750% 3/1/21 1,680 1,840
McKesson Corp. 2.700% 12/15/22 5,600 5,569
McKesson Corp. 3.796% 3/15/24 6,000 6,266
McKesson Corp. 6.000% 3/1/41 5,500 6,533
McKesson Corp. 4.883% 3/15/44 2,650 2,827
Mead Johnson Nutrition Co. 4.900% 11/1/19 2,309 2,534
Mead Johnson Nutrition Co. 3.000% 11/15/20 1,500 1,542
Mead Johnson Nutrition Co. 4.125% 11/15/25 6,935 7,361
Mead Johnson Nutrition Co. 5.900% 11/1/39 5,535 6,388
Mead Johnson Nutrition Co. 4.600% 6/1/44 2,650 2,704
Medco Health Solutions Inc. 7.125% 3/15/18 9,080 9,986

 

 

Medco Health Solutions Inc. 4.125% 9/15/20 590 626
Medtronic Inc. 1.500% 3/15/18 5,890 5,947
Medtronic Inc. 1.375% 4/1/18 10,845 10,911
Medtronic Inc. 5.600% 3/15/19 1,000 1,119
Medtronic Inc. 2.500% 3/15/20 17,217 17,840
Medtronic Inc. 4.450% 3/15/20 2,150 2,388
Medtronic Inc. 4.125% 3/15/21 590 651
Medtronic Inc. 3.125% 3/15/22 16,080 16,840
Medtronic Inc. 3.150% 3/15/22 18,125 19,183
Medtronic Inc. 3.625% 3/15/24 5,000 5,354
Medtronic Inc. 3.500% 3/15/25 21,700 23,123
Medtronic Inc. 4.375% 3/15/35 21,920 23,700
Medtronic Inc. 6.500% 3/15/39 500 664
Medtronic Inc. 5.550% 3/15/40 1,725 2,074
Medtronic Inc. 4.500% 3/15/42 7,519 8,211
Medtronic Inc. 4.625% 3/15/44 2,588 2,881
Medtronic Inc. 4.625% 3/15/45 22,065 24,533
Memorial Sloan-Kettering Cancer Center 4.200% 7/1/55 1,700 1,733
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 700 817
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 4,075 4,085
Merck & Co. Inc. 1.100% 1/31/18 3,425 3,438
Merck & Co. Inc. 1.300% 5/18/18 3,200 3,226
Merck & Co. Inc. 1.850% 2/10/20 7,000 7,136
Merck & Co. Inc. 3.875% 1/15/21 800 877
Merck & Co. Inc. 2.350% 2/10/22 6,900 7,025
Merck & Co. Inc. 2.400% 9/15/22 10,820 11,047
Merck & Co. Inc. 2.800% 5/18/23 8,500 8,851
Merck & Co. Inc. 2.750% 2/10/25 8,000 8,196
Merck & Co. Inc. 6.500% 12/1/33 4,172 5,675
Merck & Co. Inc. 6.550% 9/15/37 3,465 4,710
Merck & Co. Inc. 3.600% 9/15/42 3,230 3,224
Merck & Co. Inc. 4.150% 5/18/43 6,525 7,106
Merck & Co. Inc. 3.700% 2/10/45 11,290 11,489
Merck Sharp & Dohme Corp. 5.000% 6/30/19 12,845 14,333
Merck Sharp & Dohme Corp. 5.750% 11/15/36 3,900 4,864
Molson Coors Brewing Co. 2.000% 5/1/17 725 729
Molson Coors Brewing Co. 3.500% 5/1/22 1,050 1,081
Molson Coors Brewing Co. 5.000% 5/1/42 5,625 5,893
Mondelez International Inc. 6.500% 8/11/17 6,215 6,632
Mondelez International Inc. 6.125% 2/1/18 4,290 4,650
Mondelez International Inc. 6.125% 8/23/18 2,500 2,758
Mondelez International Inc. 2.250% 2/1/19 2,500 2,545
Mondelez International Inc. 5.375% 2/10/20 5,386 6,075
Mondelez International Inc. 4.000% 2/1/24 23,780 25,562
Mondelez International Inc. 6.500% 11/1/31 4,086 5,087
Mondelez International Inc. 6.500% 2/9/40 5,015 6,359
Mylan Inc. 2.600% 6/24/18 2,058 2,046
Mylan Inc. 2.550% 3/28/19 5,462 5,460
Mylan Inc. 4.200% 11/29/23 9,685 9,843
Mylan Inc. 5.400% 11/29/43 2,420 2,412
New York & Presbyterian Hospital 4.024% 8/1/45 2,200 2,209
Newell Brands Inc. 2.050% 12/1/17 2,725 2,735
Newell Brands Inc. 2.150% 10/15/18 1,600 1,600
Newell Brands Inc. 2.600% 3/29/19 4,125 4,179
Newell Brands Inc. 2.875% 12/1/19 3,500 3,541

 

 

Newell Brands Inc. 3.150% 4/1/21 2,000 2,055
Newell Brands Inc. 4.000% 6/15/22 5,580 5,756
Newell Brands Inc. 3.850% 4/1/23 4,500 4,662
Newell Brands Inc. 4.000% 12/1/24 3,600 3,668
Newell Brands Inc. 3.900% 11/1/25 2,325 2,310
Newell Brands Inc. 4.200% 4/1/26 9,870 10,345
Newell Brands Inc. 5.375% 4/1/36 3,200 3,434
Newell Brands Inc. 5.500% 4/1/46 12,000 13,023
Novant Health Inc. 5.850% 11/1/19 2,125 2,421
Novant Health Inc. 4.371% 11/1/43 1,500 1,514
Novartis Capital Corp. 2.400% 9/21/22 21,825 22,364
Novartis Capital Corp. 3.000% 11/20/25 9,750 10,138
Novartis Capital Corp. 3.700% 9/21/42 2,575 2,605
Novartis Capital Corp. 4.400% 5/6/44 12,415 14,206
Novartis Capital Corp. 4.000% 11/20/45 6,950 7,479
Novartis Securities Investment Ltd. 5.125% 2/10/19 10,590 11,718
NYU Hospitals Center 4.784% 7/1/44 3,325 3,603
Owens & Minor Inc. 4.375% 12/15/24 1,650 1,696
Partners Healthcare System Inc. 4.117% 7/1/55 1,500 1,462
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 1,700 1,802
PepsiAmericas Inc. 5.000% 5/15/17 1,400 1,465
PepsiCo Inc. 1.125% 7/17/17 3,500 3,517
PepsiCo Inc. 1.250% 8/13/17 8,900 8,953
PepsiCo Inc. 1.000% 10/13/17 2,500 2,506
PepsiCo Inc. 1.250% 4/30/18 3,100 3,124
PepsiCo Inc. 5.000% 6/1/18 11,125 12,060
PepsiCo Inc. 7.900% 11/1/18 1,575 1,834
PepsiCo Inc. 2.250% 1/7/19 9,350 9,631
PepsiCo Inc. 4.500% 1/15/20 2,800 3,119
PepsiCo Inc. 1.850% 4/30/20 10,100 10,307
PepsiCo Inc. 2.150% 10/14/20 11,450 11,729
PepsiCo Inc. 3.125% 11/1/20 5,425 5,761
PepsiCo Inc. 3.000% 8/25/21 12,420 13,228
PepsiCo Inc. 2.750% 3/5/22 13,050 13,675
PepsiCo Inc. 3.100% 7/17/22 3,425 3,663
PepsiCo Inc. 2.750% 3/1/23 6,750 7,030
PepsiCo Inc. 3.600% 3/1/24 1,200 1,314
PepsiCo Inc. 2.750% 4/30/25 6,300 6,457
PepsiCo Inc. 3.500% 7/17/25 3,425 3,710
PepsiCo Inc. 5.500% 1/15/40 8,075 9,892
PepsiCo Inc. 4.875% 11/1/40 6,525 7,501
PepsiCo Inc. 4.000% 3/5/42 7,600 7,809
PepsiCo Inc. 3.600% 8/13/42 250 245
PepsiCo Inc. 4.250% 10/22/44 3,825 4,081
PepsiCo Inc. 4.600% 7/17/45 4,660 5,278
PepsiCo Inc. 4.450% 4/14/46 4,000 4,447
PerkinElmer Inc. 5.000% 11/15/21 2,160 2,360
Perrigo Co. plc 2.300% 11/8/18 5,310 5,279
Perrigo Co. plc 4.000% 11/15/23 4,216 4,292
Perrigo Co. plc 5.300% 11/15/43 3,575 3,543
Perrigo Finance plc 3.500% 12/15/21 4,000 4,076
Perrigo Finance plc 3.900% 12/15/24 1,800 1,788
Perrigo Finance plc 4.900% 12/15/44 2,300 2,165
Perrigo Finance Unlimited Co. 3.500% 3/15/21 2,800 2,870
Perrigo Finance Unlimited Co. 4.375% 3/15/26 5,000 5,153
Pfizer Inc. 1.100% 5/15/17 5,300 5,319

 

 

Pfizer Inc. 6.200% 3/15/19 23,670 26,921
Pfizer Inc. 2.100% 5/15/19 6,000 6,183
Pfizer Inc. 3.400% 5/15/24 650 698
Pfizer Inc. 7.200% 3/15/39 11,540 16,891
Pfizer Inc. 4.300% 6/15/43 3,706 4,077
Pfizer Inc. 4.400% 5/15/44 2,875 3,257
Pharmacia Corp. 6.500% 12/1/18 6,000 6,809
Pharmacia Corp. 6.600% 12/1/28 4,548 6,152
Philip Morris International Inc. 1.250% 8/11/17 1,875 1,883
Philip Morris International Inc. 1.125% 8/21/17 5,275 5,291
Philip Morris International Inc. 1.250% 11/9/17 8,660 8,703
Philip Morris International Inc. 5.650% 5/16/18 11,390 12,453
Philip Morris International Inc. 4.500% 3/26/20 575 637
Philip Morris International Inc. 1.875% 2/25/21 10,000 10,053
Philip Morris International Inc. 4.125% 5/17/21 4,458 4,948
Philip Morris International Inc. 2.900% 11/15/21 1,500 1,586
Philip Morris International Inc. 2.500% 8/22/22 3,000 3,086
Philip Morris International Inc. 2.625% 3/6/23 2,500 2,563
Philip Morris International Inc. 3.600% 11/15/23 1,300 1,425
Philip Morris International Inc. 3.250% 11/10/24 4,000 4,278
Philip Morris International Inc. 3.375% 8/11/25 2,850 3,069
Philip Morris International Inc. 2.750% 2/25/26 4,475 4,552
Philip Morris International Inc. 6.375% 5/16/38 5,600 7,469
Philip Morris International Inc. 4.375% 11/15/41 5,418 5,749
Philip Morris International Inc. 4.500% 3/20/42 7,720 8,260
Philip Morris International Inc. 3.875% 8/21/42 5,125 5,053
Philip Morris International Inc. 4.125% 3/4/43 4,650 4,814
Philip Morris International Inc. 4.875% 11/15/43 6,395 7,324
4 Procter & Gamble - Esop 9.360% 1/1/21 1,060 1,273
Procter & Gamble Co. 4.700% 2/15/19 8,265 9,093
Procter & Gamble Co. 1.900% 11/1/19 1,200 1,233
Procter & Gamble Co. 1.850% 2/2/21 3,400 3,495
Procter & Gamble Co. 2.300% 2/6/22 5,164 5,309
Procter & Gamble Co. 3.100% 8/15/23 3,800 4,063
Procter & Gamble Co. 6.450% 1/15/26 7,750 10,310
Procter & Gamble Co. 2.700% 2/2/26 3,500 3,600
Procter & Gamble Co. 5.500% 2/1/34 5,000 6,332
Procter & Gamble Co. 5.550% 3/5/37 9,300 12,307
Quest Diagnostics Inc. 2.700% 4/1/19 1,475 1,502
Quest Diagnostics Inc. 4.750% 1/30/20 2,500 2,710
Quest Diagnostics Inc. 2.500% 3/30/20 2,250 2,260
Quest Diagnostics Inc. 4.700% 4/1/21 1,335 1,445
Quest Diagnostics Inc. 4.250% 4/1/24 1,550 1,625
Quest Diagnostics Inc. 3.500% 3/30/25 1,250 1,259
Quest Diagnostics Inc. 5.750% 1/30/40 876 934
Quest Diagnostics Inc. 4.700% 3/30/45 1,250 1,211
Reynolds American Inc. 2.300% 8/21/17 5,100 5,168
Reynolds American Inc. 2.300% 6/12/18 8,001 8,158
Reynolds American Inc. 8.125% 6/23/19 2,825 3,375
Reynolds American Inc. 3.250% 6/12/20 5,465 5,720
Reynolds American Inc. 4.000% 6/12/22 5,100 5,551
Reynolds American Inc. 4.850% 9/15/23 845 953
Reynolds American Inc. 4.450% 6/12/25 18,300 20,121
Reynolds American Inc. 5.700% 8/15/35 4,820 5,644
Reynolds American Inc. 7.250% 6/15/37 875 1,136
Reynolds American Inc. 8.125% 5/1/40 2,239 2,899
Reynolds American Inc. 7.000% 8/4/41 2,040 2,420

 

 

Reynolds American Inc. 6.150% 9/15/43 3,000 3,693
Reynolds American Inc. 5.850% 8/15/45 13,240 16,108
Sanofi 1.250% 4/10/18 5,000 5,028
Sanofi 4.000% 3/29/21 12,865 14,150
Southern Baptist Hospital of Florida Inc. 4.857% 7/15/45 1,150 1,283
St. Jude Medical Inc. 2.000% 9/15/18 2,700 2,729
St. Jude Medical Inc. 2.800% 9/15/20 2,700 2,751
St. Jude Medical Inc. 3.250% 4/15/23 5,825 5,902
St. Jude Medical Inc. 3.875% 9/15/25 1,625 1,688
St. Jude Medical Inc. 4.750% 4/15/43 4,325 4,590
Stryker Corp. 2.000% 3/8/19 3,600 3,639
Stryker Corp. 4.375% 1/15/20 700 759
Stryker Corp. 2.625% 3/15/21 6,250 6,377
Stryker Corp. 3.375% 5/15/24 9,500 9,795
Stryker Corp. 3.375% 11/1/25 5,000 5,138
Stryker Corp. 3.500% 3/15/26 6,707 6,946
Stryker Corp. 4.375% 5/15/44 400 410
Stryker Corp. 4.625% 3/15/46 7,250 7,719
Sysco Corp. 5.250% 2/12/18 3,895 4,130
Sysco Corp. 1.900% 4/1/19 2,900 2,916
Sysco Corp. 2.600% 10/1/20 6,800 6,939
Sysco Corp. 2.500% 7/15/21 1,825 1,846
Sysco Corp. 2.600% 6/12/22 2,325 2,338
Sysco Corp. 3.750% 10/1/25 2,575 2,703
Sysco Corp. 3.300% 7/15/26 5,750 5,835
Sysco Corp. 5.375% 9/21/35 1,948 2,233
Sysco Corp. 4.500% 4/1/46 3,325 3,391
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 5,889 6,156
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 8,474 8,535
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 1,362 1,613
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 1,578 1,655
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 10,075 10,063
4 Texas Health Resources 4.330% 11/15/55 900 925
The Pepsi Bottling Group Inc. 7.000% 3/1/29 3,875 5,386
Thermo Fisher Scientific Inc. 1.850% 1/15/18 3,000 3,006
Thermo Fisher Scientific Inc. 2.150% 12/14/18 2,500 2,519
Thermo Fisher Scientific Inc. 2.400% 2/1/19 245 248
Thermo Fisher Scientific Inc. 4.700% 5/1/20 525 573
Thermo Fisher Scientific Inc. 4.500% 3/1/21 8,450 9,136
Thermo Fisher Scientific Inc. 3.600% 8/15/21 6,750 7,017
Thermo Fisher Scientific Inc. 3.300% 2/15/22 3,000 3,059
Thermo Fisher Scientific Inc. 3.150% 1/15/23 2,950 2,930
Thermo Fisher Scientific Inc. 4.150% 2/1/24 275 290
Thermo Fisher Scientific Inc. 3.650% 12/15/25 6,475 6,602
Thermo Fisher Scientific Inc. 5.300% 2/1/44 4,810 5,358
Trinity Health Corp. 4.125% 12/1/45 1,400 1,410
Tupperware Brands Corp. 4.750% 6/1/21 2,750 2,851
Tyson Foods Inc. 2.650% 8/15/19 6,425 6,602
Tyson Foods Inc. 4.500% 6/15/22 6,350 6,975
Tyson Foods Inc. 3.950% 8/15/24 5,750 6,111
Tyson Foods Inc. 4.875% 8/15/34 3,515 3,769
Tyson Foods Inc. 5.150% 8/15/44 3,050 3,418
Unilever Capital Corp. 0.850% 8/2/17 9,885 9,888
Unilever Capital Corp. 4.800% 2/15/19 200 220
Unilever Capital Corp. 2.200% 3/6/19 4,205 4,323
Unilever Capital Corp. 4.250% 2/10/21 10,310 11,531
Unilever Capital Corp. 3.100% 7/30/25 2,700 2,889

 

 

Unilever Capital Corp. 5.900% 11/15/32 2,725 3,646
Whirlpool Corp. 1.350% 3/1/17 1,400 1,400
Whirlpool Corp. 1.650% 11/1/17 5,440 5,453
Whirlpool Corp. 4.850% 6/15/21 750 837
Whirlpool Corp. 4.700% 6/1/22 4,325 4,700
Whirlpool Corp. 4.000% 3/1/24 2,500 2,608
Whirlpool Corp. 3.700% 5/1/25 2,400 2,437
Whirlpool Corp. 5.150% 3/1/43 1,275 1,307
7 Whole Foods Market Inc. 5.200% 12/3/25 9,525 10,019
Wyeth LLC 5.450% 4/1/17 2,750 2,874
Wyeth LLC 7.250% 3/1/23 2,000 2,541
Wyeth LLC 6.450% 2/1/24 2,775 3,538
Wyeth LLC 6.500% 2/1/34 3,425 4,534
Wyeth LLC 6.000% 2/15/36 1,680 2,145
Wyeth LLC 5.950% 4/1/37 15,460 19,866
Zeneca Wilmington Inc. 7.000% 11/15/23 2,000 2,555
Zimmer Biomet Holdings Inc. 1.450% 4/1/17 3,350 3,351
Zimmer Biomet Holdings Inc. 2.000% 4/1/18 4,000 4,011
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 2,745 2,953
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 6,500 6,618
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 1,550 1,602
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 5,400 5,482
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 6,975 7,066
Zimmer Biomet Holdings Inc. 4.250% 8/15/35 5,400 5,280
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 4,750 5,464
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 3,850 3,775
Zoetis Inc. 1.875% 2/1/18 5,350 5,346
Zoetis Inc. 3.450% 11/13/20 3,100 3,186
Zoetis Inc. 3.250% 2/1/23 8,950 8,825
Zoetis Inc. 4.500% 11/13/25 3,040 3,240
Zoetis Inc. 4.700% 2/1/43 2,240 2,106
 
Energy (2.5%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 1,397 1,224
Anadarko Finance Co. 7.500% 5/1/31 7,275 7,658
Anadarko Petroleum Corp. 6.375% 9/15/17 7,250 7,591
Anadarko Petroleum Corp. 8.700% 3/15/19 3,845 4,297
Anadarko Petroleum Corp. 6.950% 6/15/19 675 728
Anadarko Petroleum Corp. 4.850% 3/15/21 4,100 4,163
Anadarko Petroleum Corp. 3.450% 7/15/24 345 306
Anadarko Petroleum Corp. 5.550% 3/15/26 16,200 16,359
Anadarko Petroleum Corp. 6.450% 9/15/36 13,980 13,946
Anadarko Petroleum Corp. 7.950% 6/15/39 200 218
Anadarko Petroleum Corp. 6.200% 3/15/40 4,250 4,090
Anadarko Petroleum Corp. 6.600% 3/15/46 3,950 4,033
Apache Corp. 6.900% 9/15/18 4,745 5,141
Apache Corp. 3.625% 2/1/21 6,560 6,538
Apache Corp. 3.250% 4/15/22 2,201 2,125
Apache Corp. 6.000% 1/15/37 8,375 8,334
Apache Corp. 5.100% 9/1/40 14,075 12,726
Apache Corp. 5.250% 2/1/42 340 312
Apache Corp. 4.750% 4/15/43 4,924 4,464
Apache Finance Canada Corp. 7.750% 12/15/29 350 415
Baker Hughes Inc. 7.500% 11/15/18 3,315 3,698
Baker Hughes Inc. 3.200% 8/15/21 9,670 9,827
Baker Hughes Inc. 6.875% 1/15/29 300 360
Baker Hughes Inc. 5.125% 9/15/40 8,640 8,656

 

 

BJ Services Co. 6.000% 6/1/18 150 159
Boardwalk Pipelines LP 5.750% 9/15/19 7,545 7,535
Boardwalk Pipelines LP 3.375% 2/1/23 2,150 1,815
Boardwalk Pipelines LP 4.950% 12/15/24 575 526
BP Capital Markets plc 1.846% 5/5/17 4,000 4,014
BP Capital Markets plc 1.625% 8/17/17 325 326
BP Capital Markets plc 1.375% 11/6/17 950 946
BP Capital Markets plc 1.674% 2/13/18 8,775 8,786
BP Capital Markets plc 1.375% 5/10/18 4,000 3,976
BP Capital Markets plc 2.241% 9/26/18 6,650 6,720
BP Capital Markets plc 4.750% 3/10/19 5,675 6,124
BP Capital Markets plc 2.237% 5/10/19 6,000 6,068
BP Capital Markets plc 2.521% 1/15/20 3,205 3,254
BP Capital Markets plc 2.315% 2/13/20 16,650 16,812
BP Capital Markets plc 4.500% 10/1/20 11,578 12,669
BP Capital Markets plc 4.742% 3/11/21 8,965 9,945
BP Capital Markets plc 3.561% 11/1/21 17,520 18,453
BP Capital Markets plc 3.062% 3/17/22 3,900 3,960
BP Capital Markets plc 3.245% 5/6/22 9,575 9,812
BP Capital Markets plc 2.500% 11/6/22 7,675 7,537
BP Capital Markets plc 2.750% 5/10/23 13,661 13,400
BP Capital Markets plc 3.994% 9/26/23 2,700 2,849
BP Capital Markets plc 3.814% 2/10/24 2,000 2,080
BP Capital Markets plc 3.535% 11/4/24 7,725 7,888
BP Capital Markets plc 3.506% 3/17/25 2,675 2,715
Buckeye Partners LP 6.050% 1/15/18 825 870
Buckeye Partners LP 2.650% 11/15/18 4,175 4,146
Buckeye Partners LP 4.150% 7/1/23 2,650 2,404
Buckeye Partners LP 5.850% 11/15/43 3,525 3,086
Buckeye Partners LP 5.600% 10/15/44 900 764
Burlington Resources Finance Co. 7.200% 8/15/31 9,562 10,660
Burlington Resources Finance Co. 7.400% 12/1/31 2,550 2,810
Cameron International Corp. 6.375% 7/15/18 1,875 2,072
Cameron International Corp. 4.000% 12/15/23 2,125 2,177
Cameron International Corp. 3.700% 6/15/24 7,000 6,985
Cameron International Corp. 7.000% 7/15/38 815 1,022
Cameron International Corp. 5.950% 6/1/41 1,300 1,473
Cameron International Corp. 5.125% 12/15/43 2,900 3,020
Canadian Natural Resources Ltd. 5.700% 5/15/17 1,735 1,788
Canadian Natural Resources Ltd. 1.750% 1/15/18 7,925 7,724
Canadian Natural Resources Ltd. 3.450% 11/15/21 615 572
Canadian Natural Resources Ltd. 3.800% 4/15/24 9,645 8,702
Canadian Natural Resources Ltd. 7.200% 1/15/32 2,175 2,111
Canadian Natural Resources Ltd. 6.450% 6/30/33 2,325 2,193
Canadian Natural Resources Ltd. 5.850% 2/1/35 350 303
Canadian Natural Resources Ltd. 6.500% 2/15/37 7,000 6,495
Canadian Natural Resources Ltd. 6.250% 3/15/38 1,725 1,568
Canadian Natural Resources Ltd. 6.750% 2/1/39 1,000 911
Chevron Corp. 1.344% 11/9/17 10,000 10,058
Chevron Corp. 1.345% 11/15/17 10,750 10,818
Chevron Corp. 1.104% 12/5/17 2,775 2,778
Chevron Corp. 1.365% 3/2/18 4,275 4,290
Chevron Corp. 1.718% 6/24/18 12,575 12,702
Chevron Corp. 1.790% 11/16/18 12,000 12,158
Chevron Corp. 4.950% 3/3/19 2,750 3,015
Chevron Corp. 2.193% 11/15/19 11,850 12,112
Chevron Corp. 1.961% 3/3/20 13,075 13,253

 

 

Chevron Corp. 2.419% 11/17/20 8,000 8,218
Chevron Corp. 2.411% 3/3/22 5,150 5,238
Chevron Corp. 2.355% 12/5/22 8,700 8,686
Chevron Corp. 3.191% 6/24/23 15,330 15,809
Cimarex Energy Co. 5.875% 5/1/22 300 310
Cimarex Energy Co. 4.375% 6/1/24 3,900 3,832
7 Columbia Pipeline Group Inc. 2.450% 6/1/18 6,607 6,543
7 Columbia Pipeline Group Inc. 3.300% 6/1/20 1,750 1,740
7 Columbia Pipeline Group Inc. 4.500% 6/1/25 6,195 6,148
7 Columbia Pipeline Group Inc. 5.800% 6/1/45 3,300 3,355
Conoco Funding Co. 7.250% 10/15/31 1,475 1,639
ConocoPhillips 6.650% 7/15/18 2,475 2,697
ConocoPhillips 5.750% 2/1/19 8,690 9,430
ConocoPhillips 6.000% 1/15/20 2,885 3,208
ConocoPhillips 5.900% 10/15/32 725 743
ConocoPhillips 5.900% 5/15/38 2,320 2,374
ConocoPhillips 6.500% 2/1/39 13,788 15,261
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 5,471 5,594
ConocoPhillips Co. 1.050% 12/15/17 3,700 3,646
ConocoPhillips Co. 1.500% 5/15/18 4,100 4,039
ConocoPhillips Co. 2.200% 5/15/20 1,450 1,424
ConocoPhillips Co. 4.200% 3/15/21 5,000 5,222
ConocoPhillips Co. 2.875% 11/15/21 6,145 6,030
ConocoPhillips Co. 3.350% 11/15/24 5,235 5,003
ConocoPhillips Co. 4.950% 3/15/26 17,000 17,661
ConocoPhillips Co. 4.150% 11/15/34 5,450 4,796
ConocoPhillips Co. 4.300% 11/15/44 6,275 5,396
ConocoPhillips Co. 5.950% 3/15/46 4,000 4,299
ConocoPhillips Holding Co. 6.950% 4/15/29 3,150 3,555
Devon Energy Corp. 6.300% 1/15/19 3,275 3,308
Devon Energy Corp. 4.000% 7/15/21 1,800 1,598
Devon Energy Corp. 3.250% 5/15/22 7,020 5,932
Devon Energy Corp. 5.850% 12/15/25 2,500 2,405
Devon Energy Corp. 7.950% 4/15/32 4,850 4,955
Devon Energy Corp. 5.600% 7/15/41 4,245 3,356
Devon Energy Corp. 4.750% 5/15/42 5,900 4,356
Devon Energy Corp. 5.000% 6/15/45 5,000 3,757
Devon Financing Co. LLC 7.875% 9/30/31 8,125 8,000
Dominion Gas Holdings LLC 2.800% 11/15/20 2,000 2,043
Dominion Gas Holdings LLC 3.550% 11/1/23 10,179 10,341
Dominion Gas Holdings LLC 3.600% 12/15/24 1,700 1,725
Dominion Gas Holdings LLC 4.800% 11/1/43 5,250 5,289
Dominion Gas Holdings LLC 4.600% 12/15/44 2,200 2,162
El Paso Natural Gas Co. LLC 5.950% 4/15/17 1,270 1,308
Enable Midstream Partners LP 2.400% 5/15/19 2,600 2,265
Enable Midstream Partners LP 5.000% 5/15/44 925 652
Enbridge Energy Partners LP 9.875% 3/1/19 4,680 5,241
Enbridge Energy Partners LP 5.200% 3/15/20 475 476
Enbridge Energy Partners LP 4.200% 9/15/21 5,300 5,034
Enbridge Energy Partners LP 5.875% 10/15/25 1,500 1,513
Enbridge Energy Partners LP 7.500% 4/15/38 5,950 5,892
Enbridge Energy Partners LP 5.500% 9/15/40 3,940 3,209
Enbridge Energy Partners LP 7.375% 10/15/45 2,000 2,023
Enbridge Inc. 5.600% 4/1/17 2,160 2,203
Enbridge Inc. 3.500% 6/10/24 1,200 1,079
Enbridge Inc. 4.500% 6/10/44 2,725 2,084
Encana Corp. 3.900% 11/15/21 3,500 3,067

 

 

Encana Corp. 6.500% 8/15/34 3,000 2,550
Encana Corp. 6.625% 8/15/37 1,005 849
Encana Corp. 6.500% 2/1/38 1,500 1,268
Energy Transfer Partners LP 6.125% 2/15/17 8,700 8,913
Energy Transfer Partners LP 6.700% 7/1/18 948 995
Energy Transfer Partners LP 9.700% 3/15/19 1,296 1,408
Energy Transfer Partners LP 9.000% 4/15/19 1,714 1,835
Energy Transfer Partners LP 4.150% 10/1/20 4,250 4,115
Energy Transfer Partners LP 4.650% 6/1/21 1,905 1,841
Energy Transfer Partners LP 5.200% 2/1/22 4,145 3,935
Energy Transfer Partners LP 3.600% 2/1/23 4,375 3,789
Energy Transfer Partners LP 4.900% 2/1/24 1,620 1,483
Energy Transfer Partners LP 4.050% 3/15/25 5,400 4,754
Energy Transfer Partners LP 4.750% 1/15/26 20,000 18,279
Energy Transfer Partners LP 8.250% 11/15/29 400 442
Energy Transfer Partners LP 4.900% 3/15/35 2,750 2,158
Energy Transfer Partners LP 6.625% 10/15/36 1,750 1,597
Energy Transfer Partners LP 7.500% 7/1/38 3,507 3,428
Energy Transfer Partners LP 6.050% 6/1/41 11,595 9,969
Energy Transfer Partners LP 6.500% 2/1/42 7,926 7,141
Energy Transfer Partners LP 5.150% 2/1/43 5,600 4,375
Energy Transfer Partners LP 5.150% 3/15/45 1,300 1,019
Energy Transfer Partners LP 6.125% 12/15/45 2,700 2,415
EnLink Midstream Partners LP 2.700% 4/1/19 1,350 1,202
EnLink Midstream Partners LP 4.400% 4/1/24 5,827 4,662
EnLink Midstream Partners LP 4.150% 6/1/25 2,000 1,543
EnLink Midstream Partners LP 5.600% 4/1/44 1,450 1,001
Enlink Midstream Partners LP 5.050% 4/1/45 440 293
Ensco plc 4.700% 3/15/21 5,835 4,070
Enterprise Products Operating LLC 6.300% 9/15/17 4,200 4,447
Enterprise Products Operating LLC 6.650% 4/15/18 1,900 2,046
Enterprise Products Operating LLC 1.650% 5/7/18 7,025 7,001
Enterprise Products Operating LLC 6.500% 1/31/19 7,000 7,724
Enterprise Products Operating LLC 2.550% 10/15/19 6,900 6,921
Enterprise Products Operating LLC 5.200% 9/1/20 8,600 9,412
Enterprise Products Operating LLC 3.350% 3/15/23 5,000 4,978
Enterprise Products Operating LLC 3.900% 2/15/24 8,525 8,680
Enterprise Products Operating LLC 3.750% 2/15/25 15,025 14,990
Enterprise Products Operating LLC 6.875% 3/1/33 5,323 5,958
Enterprise Products Operating LLC 6.650% 10/15/34 235 257
Enterprise Products Operating LLC 7.550% 4/15/38 3,130 3,701
Enterprise Products Operating LLC 6.125% 10/15/39 1,695 1,785
Enterprise Products Operating LLC 6.450% 9/1/40 2,425 2,609
Enterprise Products Operating LLC 5.950% 2/1/41 10,065 10,313
Enterprise Products Operating LLC 5.700% 2/15/42 2,425 2,454
Enterprise Products Operating LLC 4.850% 8/15/42 5,563 5,127
Enterprise Products Operating LLC 4.450% 2/15/43 12,067 10,762
Enterprise Products Operating LLC 4.850% 3/15/44 7,025 6,595
Enterprise Products Operating LLC 5.100% 2/15/45 4,700 4,554
Enterprise Products Operating LLC 4.900% 5/15/46 6,600 6,328
Enterprise Products Operating LLC 4.950% 10/15/54 2,125 1,874
4 Enterprise Products Operating LLC 7.000% 6/1/67 2,075 1,499
EOG Resources Inc. 5.875% 9/15/17 2,200 2,331
EOG Resources Inc. 4.400% 6/1/20 1,880 1,979
EOG Resources Inc. 4.100% 2/1/21 9,450 10,004
EOG Resources Inc. 2.625% 3/15/23 12,900 12,224
EOG Resources Inc. 3.150% 4/1/25 400 388

 

 

EOG Resources Inc. 4.150% 1/15/26 1,500 1,557
EOG Resources Inc. 3.900% 4/1/35 2,900 2,690
EQT Corp. 6.500% 4/1/18 3,175 3,258
EQT Corp. 8.125% 6/1/19 5,975 6,439
EQT Corp. 4.875% 11/15/21 2,100 2,018
Exxon Mobil Corp. 1.439% 3/1/18 17,500 17,640
Exxon Mobil Corp. 1.305% 3/6/18 20,000 20,087
Exxon Mobil Corp. 1.819% 3/15/19 2,250 2,284
Exxon Mobil Corp. 1.912% 3/6/20 13,382 13,540
Exxon Mobil Corp. 2.222% 3/1/21 12,500 12,728
Exxon Mobil Corp. 2.397% 3/6/22 16,200 16,412
Exxon Mobil Corp. 2.726% 3/1/23 19,400 19,710
Exxon Mobil Corp. 2.709% 3/6/25 4,600 4,617
Exxon Mobil Corp. 3.567% 3/6/45 4,850 4,735
Exxon Mobil Corp. 4.114% 3/1/46 6,000 6,322
FMC Technologies Inc. 2.000% 10/1/17 2,500 2,429
FMC Technologies Inc. 3.450% 10/1/22 2,700 2,408
Gulf South Pipeline Co. LP 4.000% 6/15/22 1,725 1,575
Halliburton Co. 2.000% 8/1/18 4,125 4,150
Halliburton Co. 5.900% 9/15/18 1,005 1,094
Halliburton Co. 6.150% 9/15/19 800 897
Halliburton Co. 2.700% 11/15/20 4,000 4,057
Halliburton Co. 3.250% 11/15/21 4,235 4,342
Halliburton Co. 3.375% 11/15/22 12,500 12,748
Halliburton Co. 3.500% 8/1/23 6,050 6,096
Halliburton Co. 3.800% 11/15/25 11,500 11,508
Halliburton Co. 4.850% 11/15/35 5,500 5,499
Halliburton Co. 6.700% 9/15/38 5,720 6,882
Halliburton Co. 7.450% 9/15/39 1,859 2,374
Halliburton Co. 4.500% 11/15/41 2,607 2,370
Halliburton Co. 4.750% 8/1/43 9,125 8,527
Halliburton Co. 5.000% 11/15/45 6,675 6,502
Hess Corp. 8.125% 2/15/19 9,579 10,522
Hess Corp. 3.500% 7/15/24 1,600 1,461
Hess Corp. 7.875% 10/1/29 1,900 2,064
Hess Corp. 7.300% 8/15/31 950 1,011
Hess Corp. 7.125% 3/15/33 2,050 2,061
Hess Corp. 6.000% 1/15/40 7,500 6,828
Hess Corp. 5.600% 2/15/41 8,830 7,815
Husky Energy Inc. 6.150% 6/15/19 200 210
Husky Energy Inc. 7.250% 12/15/19 2,020 2,202
Husky Energy Inc. 3.950% 4/15/22 1,300 1,292
Husky Energy Inc. 6.800% 9/15/37 4,810 4,487
Kerr-McGee Corp. 6.950% 7/1/24 5,505 5,829
Kerr-McGee Corp. 7.875% 9/15/31 875 957
Kinder Morgan Energy Partners LP 5.950% 2/15/18 6,350 6,648
Kinder Morgan Energy Partners LP 2.650% 2/1/19 13,950 13,777
Kinder Morgan Energy Partners LP 9.000% 2/1/19 5,127 5,819
Kinder Morgan Energy Partners LP 6.850% 2/15/20 10,075 11,013
Kinder Morgan Energy Partners LP 6.500% 4/1/20 9,961 10,646
Kinder Morgan Energy Partners LP 5.300% 9/15/20 1,400 1,459
Kinder Morgan Energy Partners LP 5.000% 10/1/21 7,265 7,454
Kinder Morgan Energy Partners LP 4.150% 3/1/22 4,426 4,293
Kinder Morgan Energy Partners LP 3.950% 9/1/22 9,440 9,148
Kinder Morgan Energy Partners LP 3.450% 2/15/23 7,200 6,645
Kinder Morgan Energy Partners LP 3.500% 9/1/23 8,783 7,960
Kinder Morgan Energy Partners LP 4.300% 5/1/24 5,500 5,232

 

 

Kinder Morgan Energy Partners LP 7.400% 3/15/31 1,980 2,034
Kinder Morgan Energy Partners LP 7.300% 8/15/33 1,700 1,732
Kinder Morgan Energy Partners LP 6.500% 2/1/37 6,150 5,840
Kinder Morgan Energy Partners LP 6.950% 1/15/38 5,665 5,670
Kinder Morgan Energy Partners LP 6.500% 9/1/39 6,925 6,558
Kinder Morgan Energy Partners LP 6.550% 9/15/40 5,000 4,704
Kinder Morgan Energy Partners LP 6.375% 3/1/41 3,600 3,413
Kinder Morgan Energy Partners LP 5.625% 9/1/41 5,600 4,863
Kinder Morgan Energy Partners LP 5.000% 8/15/42 2,775 2,313
Kinder Morgan Energy Partners LP 4.700% 11/1/42 6,400 5,045
Kinder Morgan Energy Partners LP 5.000% 3/1/43 1,000 826
Kinder Morgan Energy Partners LP 5.500% 3/1/44 1,000 885
Kinder Morgan Inc. 7.000% 6/15/17 7,595 7,973
Kinder Morgan Inc. 2.000% 12/1/17 2,750 2,724
Kinder Morgan Inc. 6.500% 9/15/20 1,500 1,619
Kinder Morgan Inc. 4.300% 6/1/25 10,000 9,454
Kinder Morgan Inc. 7.800% 8/1/31 3,030 3,355
Kinder Morgan Inc. 7.750% 1/15/32 5,425 5,635
Kinder Morgan Inc. 5.300% 12/1/34 5,000 4,327
Kinder Morgan Inc. 5.550% 6/1/45 12,825 11,452
Kinder Morgan Inc. 5.050% 2/15/46 2,500 2,123
Magellan Midstream Partners LP 6.550% 7/15/19 6,750 7,535
Magellan Midstream Partners LP 4.250% 2/1/21 3,950 4,136
Magellan Midstream Partners LP 5.000% 3/1/26 4,500 4,865
Magellan Midstream Partners LP 6.400% 5/1/37 1,000 1,077
Magellan Midstream Partners LP 4.200% 12/1/42 525 429
Magellan Midstream Partners LP 5.150% 10/15/43 1,625 1,518
Magellan Midstream Partners LP 4.200% 3/15/45 800 679
Marathon Oil Corp. 6.000% 10/1/17 17,510 17,752
Marathon Oil Corp. 5.900% 3/15/18 1,228 1,228
Marathon Oil Corp. 2.700% 6/1/20 2,090 1,766
Marathon Oil Corp. 2.800% 11/1/22 1,400 1,134
Marathon Oil Corp. 3.850% 6/1/25 5,310 4,308
Marathon Oil Corp. 6.800% 3/15/32 2,670 2,310
Marathon Oil Corp. 6.600% 10/1/37 5,000 4,112
Marathon Oil Corp. 5.200% 6/1/45 3,850 2,685
Marathon Petroleum Corp. 2.700% 12/14/18 5,000 4,991
Marathon Petroleum Corp. 3.400% 12/15/20 2,700 2,656
Marathon Petroleum Corp. 5.125% 3/1/21 5,900 6,126
Marathon Petroleum Corp. 3.625% 9/15/24 5,150 4,707
Marathon Petroleum Corp. 6.500% 3/1/41 5,639 5,597
Marathon Petroleum Corp. 4.750% 9/15/44 1,176 948
Marathon Petroleum Corp. 5.850% 12/15/45 2,500 2,251
Marathon Petroleum Corp. 5.000% 9/15/54 2,050 1,603
7 MPLX LP 4.500% 7/15/23 11,400 10,488
7 MPLX LP 4.875% 12/1/24 10,692 9,837
7 MPLX LP 4.875% 6/1/25 2,000 1,820
Nabors Industries Inc. 6.150% 2/15/18 8,945 8,900
Nabors Industries Inc. 9.250% 1/15/19 875 880
Nabors Industries Inc. 5.000% 9/15/20 5,985 5,102
National Fuel Gas Co. 6.500% 4/15/18 5,129 5,512
National Fuel Gas Co. 8.750% 5/1/19 1,500 1,704
National Oilwell Varco Inc. 1.350% 12/1/17 1,875 1,827
National Oilwell Varco Inc. 2.600% 12/1/22 22,265 18,929
National Oilwell Varco Inc. 3.950% 12/1/42 3,600 2,560
Noble Energy Inc. 8.250% 3/1/19 7,923 8,716
Noble Energy Inc. 4.150% 12/15/21 10,300 10,289

 

 

Noble Energy Inc. 8.000% 4/1/27 4,895 5,235
Noble Energy Inc. 6.000% 3/1/41 9,800 9,073
Noble Energy Inc. 5.250% 11/15/43 7,560 6,526
Occidental Petroleum Corp. 1.500% 2/15/18 4,650 4,634
Occidental Petroleum Corp. 4.100% 2/1/21 10,560 11,407
Occidental Petroleum Corp. 3.125% 2/15/22 7,640 7,815
Occidental Petroleum Corp. 2.700% 2/15/23 5,125 5,042
Occidental Petroleum Corp. 3.500% 6/15/25 10,500 10,715
Occidental Petroleum Corp. 3.400% 4/15/26 8,000 8,067
Occidental Petroleum Corp. 4.625% 6/15/45 2,800 2,916
Occidental Petroleum Corp. 4.400% 4/15/46 5,000 5,016
Oceaneering International Inc. 4.650% 11/15/24 2,150 1,842
ONEOK Partners LP 3.200% 9/15/18 4,400 4,260
ONEOK Partners LP 3.375% 10/1/22 12,425 11,120
ONEOK Partners LP 6.650% 10/1/36 8,303 7,724
ONEOK Partners LP 6.850% 10/15/37 2,325 2,193
ONEOK Partners LP 6.200% 9/15/43 3,300 3,005
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 4,703 4,854
Panhandle Eastern Pipe Line Co. LP 7.000% 6/15/18 275 292
Petro-Canada 6.050% 5/15/18 7,200 7,627
Petro-Canada 7.875% 6/15/26 500 590
Petro-Canada 7.000% 11/15/28 475 542
Petro-Canada 5.350% 7/15/33 1,325 1,257
Petro-Canada 5.950% 5/15/35 6,395 6,489
Petro-Canada 6.800% 5/15/38 5,525 6,011
Phillips 66 2.950% 5/1/17 16,925 17,239
Phillips 66 4.300% 4/1/22 12,935 13,784
Phillips 66 5.875% 5/1/42 11,150 12,114
Phillips 66 4.875% 11/15/44 10,025 10,046
Phillips 66 Partners LP 2.646% 2/15/20 1,255 1,208
Phillips 66 Partners LP 3.605% 2/15/25 3,500 3,089
Phillips 66 Partners LP 4.680% 2/15/45 1,375 1,142
Pioneer Natural Resources Co. 6.875% 5/1/18 2,855 3,039
Pioneer Natural Resources Co. 3.450% 1/15/21 4,000 3,989
Pioneer Natural Resources Co. 3.950% 7/15/22 3,510 3,568
Pioneer Natural Resources Co. 4.450% 1/15/26 2,650 2,673
Pioneer Natural Resources Co. 7.200% 1/15/28 2,378 2,578
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 1,375 1,497
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 12,660 13,203
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 3,460 3,469
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 800 733
Plains All American Pipeline LP / PAA        
Finance Corp. 2.850% 1/31/23 2,200 1,866
Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 2,396 2,095
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 10,960 9,456
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 1,100 1,017
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 970 918
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 2,325 1,833

 

 

Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 8,875 6,444
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 4,575 3,417
Pride International Inc. 6.875% 8/15/20 4,000 2,920
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.750% 9/1/20 5,725 5,768
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 5,650 5,480
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 10,300 9,656
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.500% 4/15/23 5,650 5,085
Repsol Oil & Gas Canada Inc. 7.750% 6/1/19 3,975 4,035
Schlumberger Investment SA 3.650% 12/1/23 17,538 18,214
Shell International Finance BV 5.200% 3/22/17 3,750 3,902
Shell International Finance BV 1.125% 8/21/17 1,400 1,398
Shell International Finance BV 1.250% 11/10/17 11,250 11,253
Shell International Finance BV 1.900% 8/10/18 6,275 6,335
Shell International Finance BV 1.625% 11/10/18 12,500 12,532
Shell International Finance BV 2.000% 11/15/18 6,625 6,709
Shell International Finance BV 4.300% 9/22/19 18,300 19,836
Shell International Finance BV 4.375% 3/25/20 7,650 8,321
Shell International Finance BV 2.125% 5/11/20 10,000 10,083
Shell International Finance BV 2.250% 11/10/20 550 557
Shell International Finance BV 2.375% 8/21/22 11,865 11,708
Shell International Finance BV 2.250% 1/6/23 3,250 3,182
Shell International Finance BV 3.400% 8/12/23 7,080 7,360
Shell International Finance BV 3.250% 5/11/25 3,700 3,720
Shell International Finance BV 4.125% 5/11/35 7,300 7,499
Shell International Finance BV 6.375% 12/15/38 12,542 15,331
Shell International Finance BV 5.500% 3/25/40 4,025 4,560
Shell International Finance BV 3.625% 8/21/42 8,175 7,344
Shell International Finance BV 4.550% 8/12/43 2,975 3,098
Shell International Finance BV 4.375% 5/11/45 18,121 18,191
7 Southern Natural Gas Co. LLC 5.900% 4/1/17 1,950 2,012
Southern Natural Gas Co. LLC 8.000% 3/1/32 2,299 2,431
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 7,315 7,247
Spectra Energy Capital LLC 6.200% 4/15/18 8,350 8,768
Spectra Energy Capital LLC 8.000% 10/1/19 535 587
Spectra Energy Capital LLC 3.300% 3/15/23 3,800 3,373
Spectra Energy Capital LLC 6.750% 2/15/32 725 700
Spectra Energy Capital LLC 7.500% 9/15/38 325 337
Spectra Energy Partners LP 2.950% 9/25/18 575 578
Spectra Energy Partners LP 4.750% 3/15/24 3,500 3,771
Spectra Energy Partners LP 3.500% 3/15/25 8,000 7,730
Spectra Energy Partners LP 5.950% 9/25/43 2,240 2,362
Spectra Energy Partners LP 4.500% 3/15/45 2,000 1,775
Suncor Energy Inc. 6.100% 6/1/18 4,475 4,774
Suncor Energy Inc. 7.150% 2/1/32 3,625 4,038
Suncor Energy Inc. 5.950% 12/1/34 575 593
Suncor Energy Inc. 6.500% 6/15/38 9,920 10,674
Suncor Energy Inc. 6.850% 6/1/39 2,255 2,487
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 9,925 9,772
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 575 528
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 4,000 4,020

 

 

Sunoco Logistics Partners Operations LP 4.950% 1/15/43 5,525 4,345
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 7,375 6,069
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 4,475 3,740
Tennessee Gas Pipeline Co. LLC 7.500% 4/1/17 720 746
Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 725 758
Texas Eastern Transmission LP 7.000% 7/15/32 2,905 3,298
Tosco Corp. 7.800% 1/1/27 315 377
Tosco Corp. 8.125% 2/15/30 4,000 4,842
Total Capital Canada Ltd. 1.450% 1/15/18 10,455 10,515
Total Capital Canada Ltd. 2.750% 7/15/23 6,800 6,791
Total Capital International SA 1.550% 6/28/17 8,350 8,369
Total Capital International SA 2.125% 1/10/19 8,000 8,096
Total Capital International SA 2.100% 6/19/19 11,500 11,657
Total Capital International SA 2.750% 6/19/21 12,575 12,929
Total Capital International SA 2.875% 2/17/22 10,975 11,243
Total Capital International SA 2.700% 1/25/23 7,550 7,526
Total Capital International SA 3.700% 1/15/24 6,200 6,498
Total Capital International SA 3.750% 4/10/24 4,000 4,197
Total Capital SA 2.125% 8/10/18 2,900 2,947
Total Capital SA 4.450% 6/24/20 5,075 5,555
Total Capital SA 4.125% 1/28/21 3,005 3,264
TransCanada PipeLines Ltd. 1.625% 11/9/17 8,950 8,968
TransCanada PipeLines Ltd. 6.500% 8/15/18 11,540 12,710
TransCanada PipeLines Ltd. 3.800% 10/1/20 9,832 10,196
TransCanada PipeLines Ltd. 2.500% 8/1/22 6,075 5,732
TransCanada PipeLines Ltd. 3.750% 10/16/23 4,775 4,768
TransCanada PipeLines Ltd. 4.625% 3/1/34 5,750 5,516
TransCanada PipeLines Ltd. 5.600% 3/31/34 1,400 1,412
TransCanada PipeLines Ltd. 5.850% 3/15/36 3,225 3,352
TransCanada PipeLines Ltd. 6.200% 10/15/37 6,975 7,350
TransCanada PipeLines Ltd. 7.250% 8/15/38 2,600 2,962
TransCanada PipeLines Ltd. 7.625% 1/15/39 4,940 5,942
TransCanada PipeLines Ltd. 6.100% 6/1/40 4,000 4,352
TransCanada PipeLines Ltd. 5.000% 10/16/43 5,250 5,164
4 TransCanada PipeLines Ltd. 6.350% 5/15/67 4,075 2,761
Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 1,545 1,563
Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 3,223 2,478
Valero Energy Corp. 6.125% 6/15/17 7,655 8,005
Valero Energy Corp. 9.375% 3/15/19 2,650 3,125
Valero Energy Corp. 6.125% 2/1/20 3,875 4,250
Valero Energy Corp. 3.650% 3/15/25 550 542
Valero Energy Corp. 7.500% 4/15/32 3,625 4,135
Valero Energy Corp. 6.625% 6/15/37 9,706 10,573
Valero Energy Corp. 4.900% 3/15/45 3,900 3,480
Western Gas Partners LP 2.600% 8/15/18 800 760
Western Gas Partners LP 5.375% 6/1/21 2,950 2,847
Western Gas Partners LP 3.950% 6/1/25 4,300 3,676
Western Gas Partners LP 5.450% 4/1/44 4,925 3,897
Williams Partners LP 5.250% 3/15/20 2,101 2,012
Williams Partners LP 4.000% 11/15/21 4,050 3,508
Williams Partners LP 3.600% 3/15/22 9,705 7,934
Williams Partners LP 3.350% 8/15/22 4,350 3,540
Williams Partners LP 4.500% 11/15/23 3,300 2,797
Williams Partners LP 4.300% 3/4/24 1,000 830
Williams Partners LP 3.900% 1/15/25 4,025 3,250
Williams Partners LP 4.000% 9/15/25 7,175 5,767
Williams Partners LP 6.300% 4/15/40 4,145 3,440

 

 

Williams Partners LP 5.800% 11/15/43 10,125 7,897
Williams Partners LP 5.400% 3/4/44 1,450 1,080
Williams Partners LP 4.900% 1/15/45 1,100 789
Williams Partners LP 5.100% 9/15/45 9,645 6,932
Williams Partners LP / ACMP Finance Corp. 4.875% 5/15/23 3,875 3,362
Williams Partners LP / ACMP Finance Corp. 4.875% 3/15/24 8,300 7,200
XTO Energy Inc. 6.250% 8/1/17 6,050 6,482
XTO Energy Inc. 5.500% 6/15/18 100 108
 
Other Industrial (0.1%)        
California Institute of Technology GO 4.321% 8/1/45 1,300 1,451
California Institute of Technology GO 4.700% 11/1/11 5,200 5,368
CBRE Services Inc. 5.250% 3/15/25 3,700 3,802
CBRE Services Inc. 4.875% 3/1/26 12,070 12,221
Cintas Corp. No 2 3.250% 6/1/22 1,025 1,069
Fluor Corp. 3.375% 9/15/21 1,300 1,354
Fluor Corp. 3.500% 12/15/24 9,950 10,250
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 1,975 2,120
4 Johns Hopkins University Maryland GO 4.083% 7/1/53 5,050 5,345
Massachusetts Institute of Technology GO 5.600% 7/1/11 4,050 5,181
Massachusetts Institute of Technology GO 4.678% 7/1/14 13,600 14,840
4 Northwestern University Illinois GO 3.688% 12/1/38 1,750 1,835
4 Northwestern University Illinois GO 4.643% 12/1/44 3,675 4,465
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 2,400 2,464
4 University of Notre Dame DU LAC Indiana GO 3.438% 2/15/45 2,925 2,913
University of Pennsylvania GO 4.674% 9/1/12 4,750 5,108
Yale University Connecticut GO 2.086% 4/15/19 2,000 2,048
 
Technology (1.8%)        
Adobe Systems Inc. 4.750% 2/1/20 4,275 4,712
Adobe Systems Inc. 3.250% 2/1/25 3,950 4,081
Altera Corp. 1.750% 5/15/17 1,250 1,262
Altera Corp. 2.500% 11/15/18 12,675 13,016
Altera Corp. 4.100% 11/15/23 6,000 6,613
Amphenol Corp. 1.550% 9/15/17 1,500 1,498
Amphenol Corp. 2.550% 1/30/19 8,525 8,620
Amphenol Corp. 3.125% 9/15/21 1,105 1,126
Analog Devices Inc. 2.875% 6/1/23 2,600 2,639
Apple Inc. 1.050% 5/5/17 8,325 8,357
Apple Inc. 0.900% 5/12/17 3,800 3,806
Apple Inc. 1.000% 5/3/18 11,000 11,017
Apple Inc. 2.100% 5/6/19 14,175 14,573
Apple Inc. 1.550% 2/7/20 9,500 9,535
Apple Inc. 2.000% 5/6/20 800 818
Apple Inc. 2.250% 2/23/21 10,000 10,200
Apple Inc. 2.850% 5/6/21 36,660 38,449
Apple Inc. 2.150% 2/9/22 12,850 12,970
Apple Inc. 2.700% 5/13/22 10,750 11,086
Apple Inc. 2.400% 5/3/23 26,075 26,158
Apple Inc. 3.450% 5/6/24 16,450 17,524
Apple Inc. 2.500% 2/9/25 19,000 18,849
Apple Inc. 3.200% 5/13/25 4,100 4,288
Apple Inc. 3.250% 2/23/26 34,000 35,519
Apple Inc. 4.500% 2/23/36 7,000 7,515
Apple Inc. 3.850% 5/4/43 17,500 17,008
Apple Inc. 4.450% 5/6/44 3,800 4,013

 

 

Apple Inc. 3.450% 2/9/45 8,700 7,856
Apple Inc. 4.375% 5/13/45 4,400 4,604
Apple Inc. 4.650% 2/23/46 40,225 43,933
Applied Materials Inc. 2.625% 10/1/20 4,250 4,389
Applied Materials Inc. 4.300% 6/15/21 4,840 5,321
Applied Materials Inc. 3.900% 10/1/25 11,400 12,096
Applied Materials Inc. 5.100% 10/1/35 2,550 2,771
Applied Materials Inc. 5.850% 6/15/41 5,885 6,955
Arrow Electronics Inc. 3.000% 3/1/18 2,200 2,221
Arrow Electronics Inc. 5.125% 3/1/21 515 556
Arrow Electronics Inc. 3.500% 4/1/22 2,000 2,001
Arrow Electronics Inc. 4.500% 3/1/23 3,450 3,621
Arrow Electronics Inc. 4.000% 4/1/25 3,500 3,518
Autodesk Inc. 1.950% 12/15/17 5,300 5,266
Autodesk Inc. 3.125% 6/15/20 1,500 1,523
Autodesk Inc. 3.600% 12/15/22 825 824
Autodesk Inc. 4.375% 6/15/25 2,350 2,401
Avnet Inc. 5.875% 6/15/20 4,300 4,730
Avnet Inc. 4.875% 12/1/22 750 794
AVNET Inc. 4.625% 4/15/26 2,750 2,777
Baidu Inc. 2.250% 11/28/17 7,400 7,429
Baidu Inc. 2.750% 6/9/19 2,500 2,531
Baidu Inc. 3.500% 11/28/22 7,200 7,374
Broadridge Financial Solutions Inc. 3.950% 9/1/20 2,150 2,265
CA Inc. 5.375% 12/1/19 3,545 3,879
CA Inc. 3.600% 8/1/20 5,900 6,088
Cadence Design Systems Inc. 4.375% 10/15/24 725 733
Cisco Systems Inc. 1.100% 3/3/17 4,050 4,064
Cisco Systems Inc. 3.150% 3/14/17 11,975 12,248
Cisco Systems Inc. 1.400% 2/28/18 8,000 8,073
Cisco Systems Inc. 4.950% 2/15/19 16,325 18,056
Cisco Systems Inc. 1.600% 2/28/19 16,300 16,532
Cisco Systems Inc. 2.125% 3/1/19 25,075 25,859
Cisco Systems Inc. 4.450% 1/15/20 12,100 13,415
Cisco Systems Inc. 2.450% 6/15/20 6,325 6,573
Cisco Systems Inc. 2.200% 2/28/21 15,000 15,315
Cisco Systems Inc. 2.900% 3/4/21 1,300 1,369
Cisco Systems Inc. 3.625% 3/4/24 3,000 3,295
Cisco Systems Inc. 2.950% 2/28/26 5,100 5,291
Cisco Systems Inc. 5.900% 2/15/39 1,400 1,803
Cisco Systems Inc. 5.500% 1/15/40 6,845 8,518
Corning Inc. 1.500% 5/8/18 4,000 3,979
Corning Inc. 6.625% 5/15/19 275 310
Corning Inc. 2.900% 5/15/22 3,875 3,886
Corning Inc. 3.700% 11/15/23 8,650 8,810
Corning Inc. 7.250% 8/15/36 100 112
Corning Inc. 4.700% 3/15/37 1,500 1,468
Corning Inc. 5.750% 8/15/40 7,910 8,738
Dun & Bradstreet Corp. 4.375% 12/1/22 950 953
EMC Corp. 1.875% 6/1/18 11,285 11,039
EMC Corp. 2.650% 6/1/20 4,620 4,331
EMC Corp. 3.375% 6/1/23 7,125 5,953
Equifax Inc. 6.300% 7/1/17 425 449
Equifax Inc. 7.000% 7/1/37 1,250 1,455
Fidelity National Information Services Inc. 2.000% 4/15/18 925 921
Fidelity National Information Services Inc. 2.850% 10/15/18 3,150 3,201
Fidelity National Information Services Inc. 3.625% 10/15/20 14,625 15,109

 

 

Fidelity National Information Services Inc. 5.000% 3/15/22 7,850 8,154
Fidelity National Information Services Inc. 3.500% 4/15/23 7,732 7,717
Fidelity National Information Services Inc. 5.000% 10/15/25 7,625 8,236
Fiserv Inc. 2.700% 6/1/20 4,575 4,654
Fiserv Inc. 3.500% 10/1/22 2,425 2,546
Fiserv Inc. 3.850% 6/1/25 6,625 7,002
Flextronics International Ltd. 4.625% 2/15/20 1,750 1,816
Flextronics International Ltd. 4.750% 6/15/25 400 389
Google Inc. 3.625% 5/19/21 3,125 3,453
7 Hewlett Packard Enterprise Co. 2.450% 10/5/17 10,575 10,655
7 Hewlett Packard Enterprise Co. 2.850% 10/5/18 11,075 11,261
7 Hewlett Packard Enterprise Co. 3.600% 10/15/20 17,780 18,496
7 Hewlett Packard Enterprise Co. 4.400% 10/15/22 12,275 12,878
7 Hewlett Packard Enterprise Co. 4.900% 10/15/25 19,000 19,567
7 Hewlett Packard Enterprise Co. 6.200% 10/15/35 2,000 1,964
7 Hewlett Packard Enterprise Co. 6.350% 10/15/45 14,325 14,116
HP Inc. 3.750% 12/1/20 2,009 2,091
HP Inc. 4.300% 6/1/21 2,280 2,374
HP Inc. 4.375% 9/15/21 13,375 13,937
HP Inc. 4.650% 12/9/21 11,965 12,598
HP Inc. 6.000% 9/15/41 7,445 6,719
Ingram Micro Inc. 4.950% 12/15/24 8,475 8,246
Intel Corp. 1.350% 12/15/17 27,205 27,435
Intel Corp. 2.450% 7/29/20 8,150 8,427
Intel Corp. 3.300% 10/1/21 2,000 2,149
Intel Corp. 3.100% 7/29/22 5,725 6,058
Intel Corp. 2.700% 12/15/22 13,525 13,943
Intel Corp. 3.700% 7/29/25 7,000 7,651
Intel Corp. 4.000% 12/15/32 3,300 3,447
Intel Corp. 4.800% 10/1/41 9,870 11,004
Intel Corp. 4.250% 12/15/42 7,325 7,585
Intel Corp. 4.900% 7/29/45 7,500 8,419
International Business Machines Corp. 1.250% 2/6/17 14,925 15,003
International Business Machines Corp. 5.700% 9/14/17 24,825 26,511
International Business Machines Corp. 1.125% 2/6/18 2,000 2,004
International Business Machines Corp. 7.625% 10/15/18 10,000 11,553
International Business Machines Corp. 1.950% 2/12/19 13,192 13,427
International Business Machines Corp. 1.875% 5/15/19 500 507
International Business Machines Corp. 1.625% 5/15/20 4,075 4,087
International Business Machines Corp. 2.900% 11/1/21 7,325 7,691
International Business Machines Corp. 2.875% 11/9/22 15,000 15,571
International Business Machines Corp. 3.375% 8/1/23 13,825 14,676
International Business Machines Corp. 3.625% 2/12/24 11,400 12,233
International Business Machines Corp. 7.000% 10/30/25 2,850 3,789
International Business Machines Corp. 6.220% 8/1/27 1,975 2,577
International Business Machines Corp. 6.500% 1/15/28 100 133
International Business Machines Corp. 5.875% 11/29/32 125 159
International Business Machines Corp. 5.600% 11/30/39 1,098 1,355
International Business Machines Corp. 4.000% 6/20/42 8,997 9,127
International Business Machines Corp. 4.700% 2/19/46 6,000 6,615
Jabil Circuit Inc. 5.625% 12/15/20 1,375 1,423
Jabil Circuit Inc. 4.700% 9/15/22 1,500 1,478
Juniper Networks Inc. 3.125% 2/26/19 2,700 2,747
Juniper Networks Inc. 3.300% 6/15/20 1,000 1,014
Juniper Networks Inc. 4.600% 3/15/21 900 951
Juniper Networks Inc. 4.350% 6/15/25 725 718
Juniper Networks Inc. 5.950% 3/15/41 5,500 5,015

 

 

Keysight Technologies Inc. 3.300% 10/30/19 3,050 3,071
Keysight Technologies Inc. 4.550% 10/30/24 2,050 1,993
KLA-Tencor Corp. 4.125% 11/1/21 8,950 9,341
KLA-Tencor Corp. 4.650% 11/1/24 3,550 3,585
KLA-Tencor Corp. 5.650% 11/1/34 225 225
Lam Research Corp. 2.750% 3/15/20 3,300 3,248
Lam Research Corp. 3.800% 3/15/25 2,600 2,484
Lexmark International Inc. 6.650% 6/1/18 1,850 1,956
Lexmark International Inc. 5.125% 3/15/20 2,450 2,560
Maxim Integrated Products Inc. 2.500% 11/15/18 3,365 3,385
Maxim Integrated Products Inc. 3.375% 3/15/23 3,875 3,936
Microsoft Corp. 0.875% 11/15/17 2,150 2,155
Microsoft Corp. 1.000% 5/1/18 4,050 4,056
Microsoft Corp. 1.300% 11/3/18 14,500 14,638
Microsoft Corp. 4.200% 6/1/19 1,265 1,387
Microsoft Corp. 3.000% 10/1/20 2,000 2,148
Microsoft Corp. 2.000% 11/3/20 35,625 36,473
Microsoft Corp. 4.000% 2/8/21 3,950 4,425
Microsoft Corp. 2.375% 2/12/22 6,625 6,817
Microsoft Corp. 2.650% 11/3/22 28,225 29,314
Microsoft Corp. 2.125% 11/15/22 4,350 4,413
Microsoft Corp. 2.375% 5/1/23 1,150 1,165
Microsoft Corp. 2.700% 2/12/25 8,625 8,795
Microsoft Corp. 3.125% 11/3/25 17,300 18,139
Microsoft Corp. 3.500% 2/12/35 8,800 8,573
Microsoft Corp. 4.200% 11/3/35 7,750 8,285
Microsoft Corp. 5.200% 6/1/39 4,875 5,851
Microsoft Corp. 4.500% 10/1/40 2,435 2,668
Microsoft Corp. 5.300% 2/8/41 2,500 3,026
Microsoft Corp. 3.500% 11/15/42 7,580 7,224
Microsoft Corp. 3.750% 5/1/43 1,865 1,865
Microsoft Corp. 4.875% 12/15/43 5,075 5,888
Microsoft Corp. 3.750% 2/12/45 5,425 5,405
Microsoft Corp. 4.450% 11/3/45 15,350 16,906
Microsoft Corp. 4.000% 2/12/55 16,075 15,729
Microsoft Corp. 4.750% 11/3/55 5,200 5,759
Motorola Solutions Inc. 3.750% 5/15/22 2,600 2,551
Motorola Solutions Inc. 4.000% 9/1/24 2,000 1,847
Motorola Solutions Inc. 5.500% 9/1/44 3,750 2,927
NetApp Inc. 2.000% 12/15/17 3,675 3,667
NetApp Inc. 3.375% 6/15/21 4,250 4,237
Oracle Corp. 1.200% 10/15/17 21,300 21,421
Oracle Corp. 5.750% 4/15/18 16,710 18,273
Oracle Corp. 2.375% 1/15/19 3,825 3,967
Oracle Corp. 5.000% 7/8/19 5,500 6,166
Oracle Corp. 2.250% 10/8/19 9,400 9,695
Oracle Corp. 3.875% 7/15/20 7,983 8,769
Oracle Corp. 2.800% 7/8/21 7,050 7,384
Oracle Corp. 2.500% 5/15/22 8,800 8,975
Oracle Corp. 2.500% 10/15/22 14,360 14,620
Oracle Corp. 3.400% 7/8/24 21,150 22,512
Oracle Corp. 2.950% 5/15/25 16,600 16,986
Oracle Corp. 3.250% 5/15/30 5,700 5,738
Oracle Corp. 4.300% 7/8/34 12,150 12,778
Oracle Corp. 3.900% 5/15/35 11,200 11,168
Oracle Corp. 6.500% 4/15/38 3,800 5,047
Oracle Corp. 6.125% 7/8/39 5,355 6,912

 

 

Oracle Corp. 5.375% 7/15/40 14,847 17,634
Oracle Corp. 4.500% 7/8/44 7,550 8,011
Oracle Corp. 4.375% 5/15/55 7,475 7,480
Pitney Bowes Inc. 5.750% 9/15/17 950 997
Pitney Bowes Inc. 6.250% 3/15/19 375 407
Pitney Bowes Inc. 4.625% 3/15/24 7,275 7,486
QUALCOMM Inc. 1.400% 5/18/18 8,000 8,044
QUALCOMM Inc. 2.250% 5/20/20 5,750 5,896
QUALCOMM Inc. 3.000% 5/20/22 13,000 13,562
QUALCOMM Inc. 3.450% 5/20/25 8,300 8,595
QUALCOMM Inc. 4.650% 5/20/35 4,175 4,330
QUALCOMM Inc. 4.800% 5/20/45 10,825 10,689
Seagate HDD Cayman 3.750% 11/15/18 2,125 2,114
Seagate HDD Cayman 4.750% 6/1/23 11,150 9,255
Seagate HDD Cayman 4.750% 1/1/25 9,450 7,371
7 Seagate HDD Cayman 4.875% 6/1/27 5,000 3,775
Seagate HDD Cayman 5.750% 12/1/34 2,450 1,740
Symantec Corp. 2.750% 6/15/17 3,275 3,300
Symantec Corp. 3.950% 6/15/22 2,425 2,439
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 1,250 1,317
Texas Instruments Inc. 1.650% 8/3/19 5,300 5,350
Texas Instruments Inc. 2.250% 5/1/23 1,750 1,726
Total System Services Inc. 2.375% 6/1/18 3,050 3,032
Total System Services Inc. 3.800% 4/1/21 6,000 6,173
Total System Services Inc. 3.750% 6/1/23 100 98
Total System Services Inc. 4.800% 4/1/26 7,600 7,818
Trimble Navigation Ltd. 4.750% 12/1/24 2,500 2,549
Tyco Electronics Group SA 6.550% 10/1/17 6,866 7,367
Tyco Electronics Group SA 4.875% 1/15/21 3,750 4,043
Tyco Electronics Group SA 3.500% 2/3/22 3,900 4,054
Tyco Electronics Group SA 3.700% 2/15/26 3,000 3,092
Tyco Electronics Group SA 7.125% 10/1/37 9,575 12,415
Verisk Analytics Inc. 5.800% 5/1/21 2,300 2,577
Verisk Analytics Inc. 4.125% 9/12/22 8,050 8,351
Verisk Analytics Inc. 4.000% 6/15/25 1,525 1,538
Verisk Analytics Inc. 5.500% 6/15/45 2,000 1,954
Xerox Corp. 6.350% 5/15/18 11,270 12,021
Xerox Corp. 5.625% 12/15/19 1,165 1,203
Xerox Corp. 2.800% 5/15/20 2,500 2,360
Xerox Corp. 2.750% 9/1/20 1,825 1,709
Xerox Corp. 4.500% 5/15/21 11,515 11,656
Xerox Corp. 6.750% 12/15/39 100 90
Xilinx Inc. 2.125% 3/15/19 500 503
Xilinx Inc. 3.000% 3/15/21 9,375 9,702
 
Transportation (0.6%)        
4 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 1,016 1,046
4 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 4,999 5,336
4 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 3,650 3,677
4 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 10,116 9,964
4 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 1,630 1,565

 

 

4 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 1,050 1,070
4 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 2,100 2,173
4 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 5,350 5,490
Burlington Northern Santa Fe LLC 5.650% 5/1/17 2,025 2,123
Burlington Northern Santa Fe LLC 5.750% 3/15/18 5,350 5,778
Burlington Northern Santa Fe LLC 3.600% 9/1/20 3,750 4,002
Burlington Northern Santa Fe LLC 3.450% 9/15/21 2,590 2,772
Burlington Northern Santa Fe LLC 3.050% 3/15/22 375 395
Burlington Northern Santa Fe LLC 3.050% 9/1/22 1,100 1,154
Burlington Northern Santa Fe LLC 3.000% 3/15/23 2,000 2,068
Burlington Northern Santa Fe LLC 3.850% 9/1/23 250 273
Burlington Northern Santa Fe LLC 3.750% 4/1/24 3,475 3,759
Burlington Northern Santa Fe LLC 3.400% 9/1/24 3,175 3,375
Burlington Northern Santa Fe LLC 3.000% 4/1/25 12,000 12,421
Burlington Northern Santa Fe LLC 6.200% 8/15/36 175 223
Burlington Northern Santa Fe LLC 6.150% 5/1/37 550 695
Burlington Northern Santa Fe LLC 5.750% 5/1/40 11,600 14,324
Burlington Northern Santa Fe LLC 5.050% 3/1/41 1,875 2,129
Burlington Northern Santa Fe LLC 5.400% 6/1/41 3,550 4,201
Burlington Northern Santa Fe LLC 4.950% 9/15/41 830 920
Burlington Northern Santa Fe LLC 4.400% 3/15/42 4,304 4,558
Burlington Northern Santa Fe LLC 4.375% 9/1/42 3,450 3,624
Burlington Northern Santa Fe LLC 4.450% 3/15/43 7,055 7,514
Burlington Northern Santa Fe LLC 4.900% 4/1/44 5,805 6,604
Burlington Northern Santa Fe LLC 4.550% 9/1/44 7,105 7,687
Burlington Northern Santa Fe LLC 4.150% 4/1/45 1,680 1,717
Burlington Northern Santa Fe LLC 4.700% 9/1/45 1,050 1,168
Canadian National Railway Co. 5.850% 11/15/17 350 374
Canadian National Railway Co. 5.550% 3/1/19 5,085 5,644
Canadian National Railway Co. 2.850% 12/15/21 11,235 11,762
Canadian National Railway Co. 2.750% 3/1/26 1,800 1,852
Canadian National Railway Co. 6.900% 7/15/28 100 139
Canadian National Railway Co. 6.250% 8/1/34 250 330
Canadian National Railway Co. 6.200% 6/1/36 5,525 7,323
Canadian National Railway Co. 6.375% 11/15/37 250 333
Canadian National Railway Co. 3.500% 11/15/42 600 583
Canadian Pacific Railway Co. 7.250% 5/15/19 2,445 2,803
Canadian Pacific Railway Co. 4.450% 3/15/23 3,830 4,161
Canadian Pacific Railway Co. 2.900% 2/1/25 5,250 5,090
Canadian Pacific Railway Co. 3.700% 2/1/26 2,100 2,148
Canadian Pacific Railway Co. 7.125% 10/15/31 1,456 1,874
Canadian Pacific Railway Co. 5.750% 3/15/33 100 113
Canadian Pacific Railway Co. 5.950% 5/15/37 8,985 10,410
Canadian Pacific Railway Co. 4.800% 8/1/45 100 103
Canadian Pacific Railway Co. 6.125% 9/15/15 1,900 2,055
Canadian Pacific Railway Ltd. 4.500% 1/15/22 4,375 4,753
Canadian Pacific Railway Ltd. 5.750% 1/15/42 8,360 9,620
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 865 973
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 3,781 3,998
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 5,954 6,140

 

 

4 Continental Airlines 2012-2 Class A Pass        
  Through Trust 4.000% 4/29/26 1,099 1,132
  CSX Corp. 7.900% 5/1/17 9,386 10,047
  CSX Corp. 6.250% 3/15/18 3,875 4,221
  CSX Corp. 7.375% 2/1/19 11,275 12,976
  CSX Corp. 4.250% 6/1/21 1,590 1,737
  CSX Corp. 3.700% 11/1/23 700 748
  CSX Corp. 6.150% 5/1/37 1,300 1,600
  CSX Corp. 6.220% 4/30/40 6,464 7,966
  CSX Corp. 5.500% 4/15/41 4,800 5,492
  CSX Corp. 4.750% 5/30/42 2,090 2,196
  CSX Corp. 4.100% 3/15/44 5,175 5,098
  CSX Corp. 3.950% 5/1/50 9,925 9,089
4 Delta Air Lines 2007-1 Class A Pass Through        
  Trust 6.821% 2/10/24 4,534 5,197
4 Delta Air Lines 2009-1 Class A Pass Through        
  Trust 7.750% 6/17/21 4,174 4,706
4 Delta Air Lines 2010-1 Class A Pass Through        
  Trust 6.200% 1/2/20 685 734
4 Delta Air Lines 2010-2 Class A Pass Through        
  Trust 4.950% 11/23/20 670 706
4 Delta Air Lines 2012-1 Class A Pass Through        
  Trust 4.750% 11/7/21 1,271 1,338
4 Delta Air Lines 2015-1 Class AA Pass        
  Through Trust 3.625% 7/30/27 1,029 1,063
  FedEx Corp. 8.000% 1/15/19 3,275 3,838
  FedEx Corp. 2.300% 2/1/20 4,100 4,169
  FedEx Corp. 2.625% 8/1/22 2,125 2,153
  FedEx Corp. 4.000% 1/15/24 250 271
  FedEx Corp. 3.200% 2/1/25 3,300 3,361
  FedEx Corp. 3.250% 4/1/26 2,900 2,975
  FedEx Corp. 4.900% 1/15/34 800 866
  FedEx Corp. 3.900% 2/1/35 4,050 3,897
  FedEx Corp. 3.875% 8/1/42 275 256
  FedEx Corp. 4.100% 4/15/43 2,425 2,310
  FedEx Corp. 5.100% 1/15/44 3,450 3,840
  FedEx Corp. 4.750% 11/15/45 5,100 5,401
  FedEx Corp. 4.550% 4/1/46 4,825 4,952
4 Hawaiian Airlines 2013-1 Class A Pass        
  Through Certificates 3.900% 1/15/26 6,807 6,603
  JB Hunt Transport Services Inc. 3.300% 8/15/22 3,100 3,164
  JB Hunt Transport Services Inc. 3.850% 3/15/24 850 886
7 Kansas City Southern 2.350% 5/15/20 875 861
7 Kansas City Southern 3.000% 5/15/23 4,025 3,904
7 Kansas City Southern 4.300% 5/15/43 3,125 2,907
7 Kansas City Southern 4.950% 8/15/45 2,850 2,912
4,7 Latam Airlines 2015-1 Pass Through Trust A 4.200% 11/15/27 3,300 2,871
  Norfolk Southern Corp. 7.700% 5/15/17 4,275 4,571
  Norfolk Southern Corp. 5.900% 6/15/19 3,890 4,356
  Norfolk Southern Corp. 3.250% 12/1/21 1,000 1,030
  Norfolk Southern Corp. 3.000% 4/1/22 3,900 3,979
  Norfolk Southern Corp. 2.903% 2/15/23 7,053 7,084
  Norfolk Southern Corp. 3.850% 1/15/24 2,000 2,126
  Norfolk Southern Corp. 5.590% 5/17/25 1,533 1,801
  Norfolk Southern Corp. 7.800% 5/15/27 675 921
  Norfolk Southern Corp. 7.250% 2/15/31 811 1,088
  Norfolk Southern Corp. 7.050% 5/1/37 300 387

 

 

Norfolk Southern Corp. 4.837% 10/1/41 9,498 10,343
Norfolk Southern Corp. 3.950% 10/1/42 2,125 2,040
Norfolk Southern Corp. 4.450% 6/15/45 2,725 2,810
Norfolk Southern Corp. 4.650% 1/15/46 1,900 2,020
Norfolk Southern Corp. 6.000% 3/15/05 2,700 3,019
Norfolk Southern Corp. 6.000% 5/23/11 7,785 8,658
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 198 221
Ryder System Inc. 3.500% 6/1/17 2,850 2,908
Ryder System Inc. 2.500% 3/1/18 4,793 4,840
Ryder System Inc. 2.450% 11/15/18 8,650 8,734
Ryder System Inc. 2.350% 2/26/19 3,205 3,226
Ryder System Inc. 2.550% 6/1/19 8,825 8,843
Ryder System Inc. 2.450% 9/3/19 700 700
Ryder System Inc. 2.500% 5/11/20 2,000 1,958
Ryder System Inc. 2.875% 9/1/20 1,600 1,600
Southern Railway Co. 9.750% 6/15/20 275 354
Southwest Airlines Co. 2.750% 11/6/19 3,400 3,493
Southwest Airlines Co. 2.650% 11/5/20 3,370 3,442
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 300 335
4 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 2,650 2,657
Trinity Industries Inc. 4.550% 10/1/24 1,240 1,035
Union Pacific Corp. 5.700% 8/15/18 850 933
Union Pacific Corp. 1.800% 2/1/20 1,000 1,003
Union Pacific Corp. 2.250% 6/19/20 6,500 6,626
Union Pacific Corp. 4.000% 2/1/21 4,325 4,733
Union Pacific Corp. 4.163% 7/15/22 4,290 4,733
Union Pacific Corp. 2.750% 4/15/23 4,500 4,592
Union Pacific Corp. 3.646% 2/15/24 1,698 1,818
Union Pacific Corp. 3.250% 1/15/25 3,200 3,383
Union Pacific Corp. 3.250% 8/15/25 9,350 9,996
Union Pacific Corp. 2.750% 3/1/26 2,900 2,945
Union Pacific Corp. 6.625% 2/1/29 470 636
Union Pacific Corp. 3.375% 2/1/35 6,000 5,776
Union Pacific Corp. 4.750% 9/15/41 3,825 4,260
Union Pacific Corp. 4.250% 4/15/43 100 104
Union Pacific Corp. 4.750% 12/15/43 2,900 3,256
Union Pacific Corp. 4.821% 2/1/44 4,264 4,832
Union Pacific Corp. 4.850% 6/15/44 400 456
Union Pacific Corp. 4.150% 1/15/45 350 361
Union Pacific Corp. 4.050% 11/15/45 7,300 7,477
Union Pacific Corp. 4.050% 3/1/46 2,000 2,059
Union Pacific Corp. 3.875% 2/1/55 5,325 5,013
Union Pacific Corp. 4.375% 11/15/65 5,600 5,537
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 345 410
4 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 3,917 4,083
4 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 7,544 7,780
4 United Airlines 2014-2 Class A Pass Through        
Trust 3.750% 3/3/28 2,719 2,759
United Airlines 2015-1 Class A Pass Through        
Trust 3.700% 12/1/22 1,700 1,719

 

 

4 United Airlines 2015-1 Class AA Pass        
Through Trust 3.450% 12/1/27 4,800 4,860
United Parcel Service Inc. 1.125% 10/1/17 875 880
United Parcel Service Inc. 5.500% 1/15/18 6,005 6,488
United Parcel Service Inc. 5.125% 4/1/19 4,875 5,414
United Parcel Service Inc. 3.125% 1/15/21 6,600 7,058
United Parcel Service Inc. 2.450% 10/1/22 7,875 8,187
United Parcel Service Inc. 6.200% 1/15/38 8,450 11,557
United Parcel Service Inc. 4.875% 11/15/40 3,625 4,335
United Parcel Service Inc. 3.625% 10/1/42 2,050 2,048
United Parcel Service of America Inc. 8.375% 4/1/30 500 719
4 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 746 765
        16,076,212
Utilities (2.1%)        
Electric (1.9%)        
AEP Texas Central Co. 6.650% 2/15/33 3,652 4,647
Alabama Power Co. 3.550% 12/1/23 8,800 9,370
Alabama Power Co. 2.800% 4/1/25 1,600 1,616
Alabama Power Co. 6.125% 5/15/38 900 1,154
Alabama Power Co. 6.000% 3/1/39 1,750 2,201
Alabama Power Co. 5.200% 6/1/41 5,575 6,560
Alabama Power Co. 4.100% 1/15/42 1,475 1,508
Alabama Power Co. 3.850% 12/1/42 1,850 1,831
Alabama Power Co. 4.150% 8/15/44 2,400 2,502
Alabama Power Co. 3.750% 3/1/45 3,100 3,040
Alabama Power Co. 4.300% 1/2/46 9,750 10,413
Ameren Corp. 2.700% 11/15/20 1,500 1,529
Ameren Corp. 3.650% 2/15/26 2,275 2,334
Ameren Illinois Co. 2.700% 9/1/22 2,170 2,212
Ameren Illinois Co. 3.250% 3/1/25 1,890 1,984
Ameren Illinois Co. 4.800% 12/15/43 4,775 5,524
Ameren Illinois Co. 4.300% 7/1/44 325 353
Ameren Illinois Co. 4.150% 3/15/46 525 561
Appalachian Power Co. 4.600% 3/30/21 13,850 15,096
Appalachian Power Co. 5.800% 10/1/35 1,900 2,223
Appalachian Power Co. 6.375% 4/1/36 750 891
Appalachian Power Co. 6.700% 8/15/37 3,750 4,547
Appalachian Power Co. 7.000% 4/1/38 1,815 2,345
Appalachian Power Co. 4.450% 6/1/45 1,650 1,702
Arizona Public Service Co. 8.750% 3/1/19 1,298 1,543
Arizona Public Service Co. 3.350% 6/15/24 1,975 2,063
Arizona Public Service Co. 3.150% 5/15/25 500 518
Arizona Public Service Co. 5.500% 9/1/35 2,100 2,528
Arizona Public Service Co. 4.500% 4/1/42 4,525 4,989
Arizona Public Service Co. 4.700% 1/15/44 3,350 3,789
Arizona Public Service Co. 4.350% 11/15/45 1,400 1,525
Atlantic City Electric Co. 7.750% 11/15/18 2,700 3,111
Baltimore Gas & Electric Co. 3.500% 11/15/21 4,825 5,136
Baltimore Gas & Electric Co. 2.800% 8/15/22 3,000 3,068
Baltimore Gas & Electric Co. 3.350% 7/1/23 3,225 3,362
Berkshire Hathaway Energy Co. 1.100% 5/15/17 6,300 6,298
Berkshire Hathaway Energy Co. 5.750% 4/1/18 6,136 6,612
Berkshire Hathaway Energy Co. 2.000% 11/15/18 1,000 1,011
Berkshire Hathaway Energy Co. 3.750% 11/15/23 5,925 6,325
Berkshire Hathaway Energy Co. 6.125% 4/1/36 7,415 9,159
Berkshire Hathaway Energy Co. 5.950% 5/15/37 5,317 6,458

 

 

Berkshire Hathaway Energy Co. 6.500% 9/15/37 7,580 9,886
Berkshire Hathaway Energy Co. 5.150% 11/15/43 6,950 8,059
Berkshire Hathaway Energy Co. 4.500% 2/1/45 2,575 2,748
Black Hills Corp. 2.500% 1/11/19 4,200 4,255
Black Hills Corp. 3.950% 1/15/26 1,300 1,381
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 700 691
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 4,950 4,768
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 125 138
CenterPoint Energy Inc. 6.500% 5/1/18 5,450 5,903
Cleco Power LLC 6.000% 12/1/40 1,600 1,793
Cleveland Electric Illuminating Co. 5.700% 4/1/17 1,695 1,749
Cleveland Electric Illuminating Co. 7.880% 11/1/17 600 656
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,250 1,462
CMS Energy Corp. 8.750% 6/15/19 5,620 6,794
CMS Energy Corp. 6.250% 2/1/20 2,900 3,333
CMS Energy Corp. 3.875% 3/1/24 1,600 1,693
CMS Energy Corp. 3.600% 11/15/25 3,225 3,333
CMS Energy Corp. 4.875% 3/1/44 4,400 4,689
Commonwealth Edison Co. 6.150% 9/15/17 15,282 16,345
Commonwealth Edison Co. 5.800% 3/15/18 6,635 7,176
Commonwealth Edison Co. 2.150% 1/15/19 1,750 1,771
Commonwealth Edison Co. 4.000% 8/1/20 5,000 5,418
Commonwealth Edison Co. 5.875% 2/1/33 100 125
Commonwealth Edison Co. 5.900% 3/15/36 3,330 4,161
Commonwealth Edison Co. 6.450% 1/15/38 3,020 4,051
Commonwealth Edison Co. 3.800% 10/1/42 4,450 4,449
Commonwealth Edison Co. 4.600% 8/15/43 1,200 1,336
Commonwealth Edison Co. 3.700% 3/1/45 3,900 3,838
Commonwealth Edison Co. 4.350% 11/15/45 5,425 5,941
Connecticut Light & Power Co. 5.500% 2/1/19 1,380 1,530
Connecticut Light & Power Co. 2.500% 1/15/23 2,275 2,271
Connecticut Light & Power Co. 6.350% 6/1/36 2,800 3,635
Connecticut Light & Power Co. 4.300% 4/15/44 1,800 1,951
Connecticut Light & Power Co. 4.150% 6/1/45 600 632
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 4,850 5,515
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 6,675 7,327
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 800 944
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 8,615 10,789
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 1,628 2,058
Consolidated Edison Co. of New York Inc. 5.700% 12/1/36 450 545
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 500 685
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 5,460 6,811
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 4,400 4,370
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 14,670 15,875
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 1,875 2,040
Constellation Energy Group Inc. 5.150% 12/1/20 3,705 4,108
Consumers Energy Co. 5.650% 9/15/18 1,800 1,976
Consumers Energy Co. 6.700% 9/15/19 7,960 9,254
Consumers Energy Co. 5.650% 4/15/20 1,375 1,571
Consumers Energy Co. 2.850% 5/15/22 3,516 3,613
Consumers Energy Co. 3.375% 8/15/23 875 923
Consumers Energy Co. 3.950% 5/15/43 3,900 4,031
Consumers Energy Co. 4.100% 11/15/45 450 475
Consumers Energy Co. 4.350% 8/31/64 1,675 1,730
Delmarva Power & Light Co. 3.500% 11/15/23 2,175 2,309
Delmarva Power & Light Co. 4.000% 6/1/42 3,650 3,685
Dominion Resources Inc. 1.400% 9/15/17 2,575 2,565

 

 

Dominion Resources Inc. 6.400% 6/15/18 300 328
Dominion Resources Inc. 2.750% 9/15/22 300 297
Dominion Resources Inc. 3.900% 10/1/25 675 694
Dominion Resources Inc. 6.300% 3/15/33 350 410
Dominion Resources Inc. 5.950% 6/15/35 5,700 6,585
Dominion Resources Inc. 4.900% 8/1/41 4,450 4,540
Dominion Resources Inc. 4.050% 9/15/42 4,997 4,607
4 Dominion Resources Inc. 5.750% 10/1/54 1,325 1,271
Dominion Resources Inc./VA 2.500% 12/1/19 2,900 2,932
Dominion Resources Inc./VA 3.625% 12/1/24 5,300 5,380
Dominion Resources Inc./VA 4.700% 12/1/44 4,500 4,513
DTE Electric Co. 3.450% 10/1/20 6,755 7,215
DTE Electric Co. 2.650% 6/15/22 6,025 6,135
DTE Electric Co. 5.700% 10/1/37 1,825 2,275
DTE Electric Co. 3.950% 6/15/42 10,075 10,390
DTE Energy Co. 2.400% 12/1/19 2,200 2,225
DTE Energy Co. 3.500% 6/1/24 8,150 8,377
Duke Energy Carolinas LLC 5.250% 1/15/18 2,000 2,139
Duke Energy Carolinas LLC 5.100% 4/15/18 1,650 1,779
Duke Energy Carolinas LLC 4.300% 6/15/20 2,275 2,513
Duke Energy Carolinas LLC 3.900% 6/15/21 8,868 9,713
Duke Energy Carolinas LLC 6.000% 12/1/28 3,694 4,618
Duke Energy Carolinas LLC 6.450% 10/15/32 6,325 8,194
Duke Energy Carolinas LLC 6.100% 6/1/37 3,625 4,637
Duke Energy Carolinas LLC 6.000% 1/15/38 900 1,158
Duke Energy Carolinas LLC 6.050% 4/15/38 525 681
Duke Energy Carolinas LLC 5.300% 2/15/40 4,890 6,024
Duke Energy Carolinas LLC 4.250% 12/15/41 6,875 7,355
Duke Energy Carolinas LLC 4.000% 9/30/42 3,725 3,854
Duke Energy Carolinas LLC 3.750% 6/1/45 1,800 1,787
Duke Energy Corp. 1.625% 8/15/17 525 526
Duke Energy Corp. 2.100% 6/15/18 1,250 1,256
Duke Energy Corp. 5.050% 9/15/19 2,225 2,435
Duke Energy Corp. 3.950% 10/15/23 1,850 1,951
Duke Energy Corp. 3.750% 4/15/24 12,025 12,576
Duke Energy Corp. 4.800% 12/15/45 600 638
Duke Energy Florida Llc 5.650% 6/15/18 1,175 1,283
Duke Energy Florida LLC 6.350% 9/15/37 775 1,041
Duke Energy Florida LLC 6.400% 6/15/38 5,000 6,744
Duke Energy Florida LLC 5.650% 4/1/40 4,200 5,262
Duke Energy Indiana LLC 3.750% 7/15/20 2,100 2,263
Duke Energy Indiana LLC 6.350% 8/15/38 3,575 4,738
Duke Energy Indiana LLC 4.200% 3/15/42 1,000 1,045
Duke Energy Indiana LLC 4.900% 7/15/43 2,450 2,791
Duke Energy Progress Llc 5.300% 1/15/19 5,475 6,048
Duke Energy Progress Llc 2.800% 5/15/22 3,000 3,080
Duke Energy Progress LLC 3.250% 8/15/25 2,800 2,938
Duke Energy Progress LLC 6.300% 4/1/38 3,025 4,112
Duke Energy Progress LLC 4.100% 5/15/42 3,625 3,767
Duke Energy Progress LLC 4.375% 3/30/44 10,150 11,038
Duke Energy Progress LLC 4.150% 12/1/44 4,050 4,252
Edison International 3.750% 9/15/17 6,690 6,926
Edison International 2.950% 3/15/23 7,600 7,701
El Paso Electric Co. 6.000% 5/15/35 600 731
El Paso Electric Co. 5.000% 12/1/44 3,100 3,353
Entergy Arkansas Inc. 3.750% 2/15/21 3,350 3,612
Entergy Arkansas Inc. 3.500% 4/1/26 2,350 2,511

 

 

Entergy Corp. 4.000% 7/15/22 1,000 1,061
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 4,175 4,553
Entergy Gulf States Louisiana LLC 3.950% 10/1/20 8,450 9,060
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,000 1,178
Entergy Louisiana LLC 6.500% 9/1/18 1,700 1,896
Entergy Louisiana LLC 4.050% 9/1/23 5,650 6,202
Entergy Louisiana LLC 5.400% 11/1/24 2,877 3,393
Entergy Louisiana LLC 4.950% 1/15/45 5,175 5,342
Entergy Texas Inc. 7.125% 2/1/19 3,000 3,406
Entergy Texas Inc. 5.150% 6/1/45 2,350 2,433
Eversource Energy 1.450% 5/1/18 1,700 1,695
Eversource Energy 4.500% 11/15/19 10,332 11,171
Eversource Energy 2.500% 3/15/21 3,800 3,853
Eversource Energy 3.350% 3/15/26 3,000 3,056
Exelon Corp. 1.550% 6/9/17 2,000 1,997
Exelon Corp. 2.850% 6/15/20 1,625 1,659
7 Exelon Corp. 3.950% 6/15/25 11,425 11,843
7 Exelon Corp. 4.950% 6/15/35 5,400 5,767
Exelon Corp. 5.625% 6/15/35 3,250 3,666
7 Exelon Corp. 5.100% 6/15/45 4,775 5,229
Exelon Generation Co. LLC 6.200% 10/1/17 9,320 9,930
Exelon Generation Co. LLC 2.950% 1/15/20 800 809
Exelon Generation Co. LLC 4.000% 10/1/20 3,300 3,466
Exelon Generation Co. LLC 4.250% 6/15/22 6,000 6,293
Exelon Generation Co. LLC 6.250% 10/1/39 3,000 3,099
Exelon Generation Co. LLC 5.750% 10/1/41 5,175 5,126
Exelon Generation Co. LLC 5.600% 6/15/42 5,848 5,705
FirstEnergy Solutions Corp. 6.800% 8/15/39 5,275 4,891
Florida Power & Light Co. 5.550% 11/1/17 3,200 3,414
Florida Power & Light Co. 2.750% 6/1/23 2,400 2,460
Florida Power & Light Co. 3.250% 6/1/24 2,800 2,964
Florida Power & Light Co. 5.625% 4/1/34 1,700 2,137
Florida Power & Light Co. 5.650% 2/1/37 692 869
Florida Power & Light Co. 5.950% 2/1/38 3,250 4,268
Florida Power & Light Co. 5.960% 4/1/39 9,950 13,132
Florida Power & Light Co. 5.250% 2/1/41 975 1,210
Florida Power & Light Co. 4.125% 2/1/42 10,575 11,371
Florida Power & Light Co. 3.800% 12/15/42 4,350 4,452
Florida Power & Light Co. 4.050% 10/1/44 500 534
Georgia Power Co. 5.700% 6/1/17 2,125 2,232
Georgia Power Co. 1.950% 12/1/18 17,375 17,562
Georgia Power Co. 2.400% 4/1/21 2,200 2,223
Georgia Power Co. 3.250% 4/1/26 3,100 3,180
Georgia Power Co. 4.750% 9/1/40 1,200 1,283
Georgia Power Co. 4.300% 3/15/42 8,215 8,448
Georgia Power Co. 4.300% 3/15/43 3,810 3,877
Great Plains Energy Inc. 5.292% 6/15/22 5,000 5,595
Iberdrola International BV 6.750% 7/15/36 3,985 4,966
Indiana Michigan Power Co. 7.000% 3/15/19 2,012 2,282
Indiana Michigan Power Co. 6.050% 3/15/37 2,850 3,333
Indiana Michigan Power Co. 4.550% 3/15/46 1,250 1,298
Interstate Power & Light Co. 3.250% 12/1/24 1,400 1,453
Interstate Power & Light Co. 6.250% 7/15/39 925 1,215
ITC Holdings Corp. 4.050% 7/1/23 5,000 5,190
ITC Holdings Corp. 5.300% 7/1/43 1,600 1,656
Jersey Central Power & Light Co. 5.625% 5/1/16 2,525 2,532
Jersey Central Power & Light Co. 5.650% 6/1/17 2,775 2,889

 

 

4 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 1,253 1,407
Kansas City Power & Light Co. 3.150% 3/15/23 850 855
Kansas City Power & Light Co. 6.050% 11/15/35 125 155
Kansas City Power & Light Co. 5.300% 10/1/41 4,795 5,500
Kentucky Utilities Co. 3.250% 11/1/20 5,145 5,441
Kentucky Utilities Co. 3.300% 10/1/25 1,500 1,577
Kentucky Utilities Co. 5.125% 11/1/40 3,375 4,024
Kentucky Utilities Co. 4.650% 11/15/43 425 482
Kentucky Utilities Co. 4.375% 10/1/45 1,425 1,564
LG&E & KU Energy LLC 3.750% 11/15/20 1,600 1,689
LG&E & KU Energy LLC 4.375% 10/1/21 3,625 3,948
Louisville Gas & Electric Co. 3.300% 10/1/25 1,500 1,577
Louisville Gas & Electric Co. 5.125% 11/15/40 2,590 3,084
Louisville Gas & Electric Co. 4.650% 11/15/43 725 818
Louisville Gas & Electric Co. 4.375% 10/1/45 2,325 2,539
Metropolitan Edison Co. 7.700% 1/15/19 500 569
MidAmerican Energy Co. 5.950% 7/15/17 2,810 2,978
MidAmerican Energy Co. 5.300% 3/15/18 100 108
MidAmerican Energy Co. 6.750% 12/30/31 4,150 5,548
MidAmerican Energy Co. 5.750% 11/1/35 1,575 1,987
MidAmerican Energy Co. 5.800% 10/15/36 1,350 1,701
MidAmerican Energy Co. 4.800% 9/15/43 675 783
MidAmerican Energy Co. 4.400% 10/15/44 3,800 4,152
MidAmerican Funding LLC 6.927% 3/1/29 3,935 5,190
Mississippi Power Co. 4.250% 3/15/42 4,475 3,446
National Rural Utilities Cooperative Finance        
Corp. 5.450% 4/10/17 175 183
National Rural Utilities Cooperative Finance        
Corp. 0.950% 4/24/17 3,000 3,001
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 4,850 5,204
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 2,475 3,019
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 4,250 4,345
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 3,000 3,022
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 8,775 8,926
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 3,779 3,850
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 7,510 7,742
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 6,000 6,099
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 4,500 4,542
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 7,278 7,548
Nevada Power Co. 6.500% 5/15/18 1,865 2,055
Nevada Power Co. 6.500% 8/1/18 14,093 15,621
Nevada Power Co. 7.125% 3/15/19 550 638
Nevada Power Co. 6.650% 4/1/36 965 1,252
Nevada Power Co. 6.750% 7/1/37 1,350 1,816
Nevada Power Co. 5.375% 9/15/40 100 119
Nevada Power Co. 5.450% 5/15/41 500 603
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 3,613 3,975

 

 

NextEra Energy Capital Holdings Inc. 2.300% 4/1/19 9,175 9,209
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 6,500 6,500
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 950 961
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 785 849
NextEra Energy Capital Holdings Inc. 3.625% 6/15/23 1,975 2,031
4 NextEra Energy Capital Holdings Inc. 6.650% 6/15/67 1,403 1,087
Northern States Power Co. 5.250% 3/1/18 3,000 3,216
Northern States Power Co. 2.200% 8/15/20 1,700 1,732
Northern States Power Co. 2.600% 5/15/23 1,330 1,353
Northern States Power Co. 5.250% 7/15/35 100 121
Northern States Power Co. 6.250% 6/1/36 840 1,115
Northern States Power Co. 6.200% 7/1/37 1,595 2,152
Northern States Power Co. 5.350% 11/1/39 3,245 3,994
Northern States Power Co. 4.850% 8/15/40 950 1,109
Northern States Power Co. 3.400% 8/15/42 525 499
Northern States Power Co. 4.125% 5/15/44 5,850 6,260
Northern States Power Co. 4.000% 8/15/45 1,150 1,196
NorthWestern Corp. 6.340% 4/1/19 3,000 3,395
NorthWestern Corp. 4.176% 11/15/44 2,400 2,569
NSTAR Electric Co. 5.625% 11/15/17 4,360 4,640
NSTAR Electric Co. 2.375% 10/15/22 1,700 1,696
NSTAR Electric Co. 3.250% 11/15/25 3,700 3,877
NSTAR Electric Co. 5.500% 3/15/40 3,655 4,507
Oglethorpe Power Corp. 5.950% 11/1/39 350 419
Oglethorpe Power Corp. 5.375% 11/1/40 5,145 5,842
Oglethorpe Power Corp. 4.200% 12/1/42 2,500 2,429
Ohio Edison Co. 6.875% 7/15/36 3,800 4,814
Ohio Power Co. 5.375% 10/1/21 3,775 4,291
Ohio Power Co. 5.850% 10/1/35 1,525 1,808
Oklahoma Gas & Electric Co. 5.850% 6/1/40 1,200 1,513
Oklahoma Gas & Electric Co. 5.250% 5/15/41 1,250 1,478
Oklahoma Gas & Electric Co. 3.900% 5/1/43 1,825 1,816
Oklahoma Gas & Electric Co. 4.000% 12/15/44 3,225 3,252
Oncor Electric Delivery Co. LLC 5.000% 9/30/17 3,000 3,136
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 2,125 2,142
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 3,415 3,692
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 7,045 9,177
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 150 200
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 2,800 3,873
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 7,590 7,845
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 2,300 2,691
Pacific Gas & Electric Co. 5.625% 11/30/17 9,476 10,117
Pacific Gas & Electric Co. 8.250% 10/15/18 3,705 4,311
Pacific Gas & Electric Co. 3.500% 10/1/20 3,590 3,817
Pacific Gas & Electric Co. 4.250% 5/15/21 4,400 4,822
Pacific Gas & Electric Co. 3.250% 9/15/21 9,226 9,681
Pacific Gas & Electric Co. 2.450% 8/15/22 6,397 6,363
Pacific Gas & Electric Co. 3.250% 6/15/23 1,675 1,739
Pacific Gas & Electric Co. 3.400% 8/15/24 3,225 3,366
Pacific Gas & Electric Co. 3.500% 6/15/25 2,850 3,015
Pacific Gas & Electric Co. 6.050% 3/1/34 12,774 16,441
Pacific Gas & Electric Co. 5.800% 3/1/37 9,005 11,197
Pacific Gas & Electric Co. 6.350% 2/15/38 4,000 5,201
Pacific Gas & Electric Co. 6.250% 3/1/39 1,073 1,385
Pacific Gas & Electric Co. 4.450% 4/15/42 13,052 14,105
Pacific Gas & Electric Co. 4.600% 6/15/43 3,776 4,109
Pacific Gas & Electric Co. 4.750% 2/15/44 3,080 3,505

 

 

Pacific Gas & Electric Co. 4.300% 3/15/45 1,100 1,174
Pacific Gas & Electric Co. 4.250% 3/15/46 6,200 6,614
PacifiCorp 5.650% 7/15/18 3,000 3,279
PacifiCorp 5.500% 1/15/19 4,000 4,407
PacifiCorp 2.950% 2/1/22 3,250 3,386
PacifiCorp 3.600% 4/1/24 4,350 4,662
PacifiCorp 3.350% 7/1/25 1,448 1,526
PacifiCorp 7.700% 11/15/31 985 1,433
PacifiCorp 5.250% 6/15/35 2,900 3,434
PacifiCorp 5.750% 4/1/37 10,850 13,457
PacifiCorp 6.250% 10/15/37 900 1,181
PacifiCorp 6.000% 1/15/39 100 129
PacifiCorp 4.100% 2/1/42 2,800 2,932
Peco Energy Co. 5.350% 3/1/18 575 617
Peco Energy Co. 2.375% 9/15/22 875 884
Peco Energy Co. 5.950% 10/1/36 4,275 5,426
Pennsylvania Electric Co. 6.150% 10/1/38 2,075 2,299
PG&E Corp. 2.400% 3/1/19 2,425 2,458
Potomac Electric Power Co. 3.600% 3/15/24 200 214
Potomac Electric Power Co. 6.500% 11/15/37 4,043 5,460
Potomac Electric Power Co. 7.900% 12/15/38 400 614
PPL Capital Funding Inc. 1.900% 6/1/18 3,120 3,129
PPL Capital Funding Inc. 3.500% 12/1/22 490 510
PPL Capital Funding Inc. 3.400% 6/1/23 10,400 10,652
PPL Capital Funding Inc. 3.950% 3/15/24 275 291
PPL Capital Funding Inc. 4.700% 6/1/43 3,900 4,014
PPL Capital Funding Inc. 5.000% 3/15/44 2,000 2,144
PPL Electric Utilities Corp. 3.000% 9/15/21 590 620
PPL Electric Utilities Corp. 6.250% 5/15/39 800 1,073
PPL Electric Utilities Corp. 5.200% 7/15/41 1,250 1,496
PPL Electric Utilities Corp. 4.750% 7/15/43 3,885 4,421
PPL Electric Utilities Corp. 4.125% 6/15/44 1,700 1,792
Progress Energy Inc. 4.875% 12/1/19 150 165
Progress Energy Inc. 4.400% 1/15/21 7,192 7,766
Progress Energy Inc. 3.150% 4/1/22 5,800 5,882
Progress Energy Inc. 6.000% 12/1/39 2,365 2,808
PSEG Power LLC 5.125% 4/15/20 415 448
PSEG Power LLC 4.150% 9/15/21 1,275 1,340
PSEG Power LLC 8.625% 4/15/31 2,335 2,796
Public Service Co. of Colorado 5.800% 8/1/18 425 465
Public Service Co. of Colorado 5.125% 6/1/19 3,725 4,119
Public Service Co. of Colorado 3.200% 11/15/20 5,825 6,147
Public Service Co. of Colorado 2.900% 5/15/25 4,000 4,113
Public Service Co. of Colorado 4.750% 8/15/41 1,500 1,714
Public Service Co. of Colorado 3.600% 9/15/42 800 788
Public Service Co. of Colorado 4.300% 3/15/44 4,450 4,879
Public Service Co. of New Hampshire 3.500% 11/1/23 875 926
Public Service Co. of New Mexico 7.950% 5/15/18 500 560
Public Service Co. of New Mexico 3.850% 8/1/25 1,250 1,304
Public Service Co. of Oklahoma 5.150% 12/1/19 650 717
Public Service Co. of Oklahoma 4.400% 2/1/21 2,585 2,796
Public Service Co. of Oklahoma 6.625% 11/15/37 1,550 1,937
Public Service Electric & Gas Co. 2.300% 9/15/18 9,500 9,701
Public Service Electric & Gas Co. 1.800% 6/1/19 3,500 3,535
Public Service Electric & Gas Co. 3.500% 8/15/20 625 666
Public Service Electric & Gas Co. 1.900% 3/15/21 6,575 6,621
Public Service Electric & Gas Co. 2.375% 5/15/23 3,100 3,113

 

 

Public Service Electric & Gas Co. 3.000% 5/15/25 1,100 1,136
Public Service Electric & Gas Co. 5.800% 5/1/37 875 1,124
Public Service Electric & Gas Co. 5.375% 11/1/39 4,189 5,187
Public Service Electric & Gas Co. 3.950% 5/1/42 3,800 3,944
Public Service Electric & Gas Co. 3.650% 9/1/42 575 567
Public Service Electric & Gas Co. 4.000% 6/1/44 1,300 1,358
Public Service Electric & Gas Co. 4.050% 5/1/45 100 105
Public Service Electric & Gas Co. 4.150% 11/1/45 5,300 5,656
Public Service Electric & Gas Co. 3.800% 3/1/46 14,050 14,300
Puget Energy Inc. 6.500% 12/15/20 4,050 4,697
Puget Energy Inc. 6.000% 9/1/21 4,325 4,928
Puget Energy Inc. 5.625% 7/15/22 2,500 2,809
Puget Energy Inc. 3.650% 5/15/25 4,150 4,172
Puget Sound Energy Inc. 5.483% 6/1/35 3,650 4,352
Puget Sound Energy Inc. 6.724% 6/15/36 200 275
Puget Sound Energy Inc. 6.274% 3/15/37 1,825 2,388
Puget Sound Energy Inc. 5.757% 10/1/39 1,400 1,772
Puget Sound Energy Inc. 5.795% 3/15/40 1,510 1,938
Puget Sound Energy Inc. 5.764% 7/15/40 600 774
Puget Sound Energy Inc. 4.434% 11/15/41 4,800 5,220
Puget Sound Energy Inc. 4.300% 5/20/45 6,025 6,496
San Diego Gas & Electric Co. 3.000% 8/15/21 1,350 1,430
San Diego Gas & Electric Co. 6.000% 6/1/26 4,000 5,075
San Diego Gas & Electric Co. 5.350% 5/15/35 250 304
San Diego Gas & Electric Co. 6.125% 9/15/37 1,000 1,335
San Diego Gas & Electric Co. 5.350% 5/15/40 2,000 2,490
San Diego Gas & Electric Co. 4.500% 8/15/40 3,870 4,310
San Diego Gas & Electric Co. 3.950% 11/15/41 400 411
San Diego Gas & Electric Co. 4.300% 4/1/42 1,500 1,620
SCANA Corp. 6.250% 4/1/20 1,455 1,633
SCANA Corp. 4.750% 5/15/21 1,295 1,354
Sierra Pacific Power Co. 3.375% 8/15/23 1,450 1,525
Sierra Pacific Power Co. 6.750% 7/1/37 1,450 1,946
South Carolina Electric & Gas Co. 5.250% 11/1/18 1,500 1,641
South Carolina Electric & Gas Co. 6.500% 11/1/18 2,700 3,035
South Carolina Electric & Gas Co. 6.625% 2/1/32 2,525 3,180
South Carolina Electric & Gas Co. 6.050% 1/15/38 1,550 1,923
South Carolina Electric & Gas Co. 5.450% 2/1/41 525 616
South Carolina Electric & Gas Co. 4.600% 6/15/43 2,300 2,440
South Carolina Electric & Gas Co. 4.500% 6/1/64 6,090 6,173
South Carolina Electric & Gas Co. 5.100% 6/1/65 2,675 3,026
Southern California Edison Co. 1.125% 5/1/17 600 600
Southern California Edison Co. 3.875% 6/1/21 2,000 2,176
4 Southern California Edison Co. 1.845% 2/1/22 3,000 2,959
Southern California Edison Co. 2.400% 2/1/22 2,700 2,732
Southern California Edison Co. 3.500% 10/1/23 10,600 11,349
Southern California Edison Co. 6.650% 4/1/29 450 573
Southern California Edison Co. 6.000% 1/15/34 750 962
Southern California Edison Co. 5.750% 4/1/35 800 1,005
Southern California Edison Co. 5.350% 7/15/35 4,185 5,052
Southern California Edison Co. 5.550% 1/15/36 500 614
Southern California Edison Co. 5.625% 2/1/36 1,875 2,321
Southern California Edison Co. 5.950% 2/1/38 2,800 3,608
Southern California Edison Co. 6.050% 3/15/39 1,460 1,912
Southern California Edison Co. 4.500% 9/1/40 6,807 7,422
Southern California Edison Co. 3.900% 12/1/41 150 153
Southern California Edison Co. 4.050% 3/15/42 6,450 6,702

 

 

Southern California Edison Co. 3.900% 3/15/43 725 744
Southern California Edison Co. 4.650% 10/1/43 3,900 4,425
Southern California Edison Co. 3.600% 2/1/45 2,200 2,153
Southern Co. 1.300% 8/15/17 2,100 2,096
Southern Co. 2.150% 9/1/19 1,650 1,658
Southern Co. 2.750% 6/15/20 2,400 2,436
Southern Power Co. 1.850% 12/1/17 850 857
Southern Power Co. 4.150% 12/1/25 2,000 2,062
Southern Power Co. 5.150% 9/15/41 6,290 6,253
Southern Power Co. 5.250% 7/15/43 5,275 5,343
Southwestern Electric Power Co. 5.875% 3/1/18 75 81
Southwestern Electric Power Co. 6.450% 1/15/19 4,763 5,322
Southwestern Electric Power Co. 3.550% 2/15/22 4,200 4,399
Southwestern Electric Power Co. 3.900% 4/1/45 3,000 2,769
Southwestern Public Service Co. 4.500% 8/15/41 2,079 2,289
System Energy Resources Inc. 4.100% 4/1/23 1,500 1,552
Tampa Electric Co. 6.100% 5/15/18 2,175 2,376
Tampa Electric Co. 5.400% 5/15/21 2,590 2,955
Tampa Electric Co. 2.600% 9/15/22 1,000 999
Tampa Electric Co. 6.550% 5/15/36 350 467
Tampa Electric Co. 4.350% 5/15/44 3,500 3,705
Tampa Electric Co. 4.200% 5/15/45 3,400 3,527
TECO Finance Inc. 6.572% 11/1/17 220 236
TECO Finance Inc. 5.150% 3/15/20 4,862 5,324
Toledo Edison Co. 6.150% 5/15/37 4,744 5,497
TransAlta Corp. 1.900% 6/3/17 15,134 14,626
TransAlta Corp. 4.500% 11/15/22 2,275 1,689
TransAlta Corp. 6.500% 3/15/40 2,500 1,450
Tri-State Generation & Transmission        
Association Inc. 3.700% 11/1/24 1,475 1,528
7 Tri-State Generation & Transmission        
Association Inc. 6.000% 6/15/40 800 1,004
Tri-State Generation & Transmission        
Association Inc. 4.700% 11/1/44 1,400 1,382
Tucson Electric Power Co. 5.150% 11/15/21 1,045 1,171
Tucson Electric Power Co. 3.050% 3/15/25 2,000 1,951
UIL Holdings Corp. 4.625% 10/1/20 4,400 4,668
Union Electric Co. 6.700% 2/1/19 2,432 2,759
Union Electric Co. 3.500% 4/15/24 5,300 5,663
Union Electric Co. 5.300% 8/1/37 2,869 3,423
Union Electric Co. 8.450% 3/15/39 2,000 3,207
Union Electric Co. 3.900% 9/15/42 175 180
Union Electric Co. 3.650% 4/15/45 575 561
Virginia Electric & Power Co. 1.200% 1/15/18 3,000 2,990
Virginia Electric & Power Co. 2.950% 1/15/22 2,025 2,104
Virginia Electric & Power Co. 3.450% 9/1/22 10,595 11,187
Virginia Electric & Power Co. 2.750% 3/15/23 6,300 6,339
Virginia Electric & Power Co. 3.100% 5/15/25 1,500 1,543
Virginia Electric & Power Co. 6.000% 1/15/36 2,840 3,601
Virginia Electric & Power Co. 6.000% 5/15/37 4,225 5,358
Virginia Electric & Power Co. 6.350% 11/30/37 2,800 3,693
Virginia Electric & Power Co. 4.000% 1/15/43 15,575 15,933
Virginia Electric & Power Co. 4.650% 8/15/43 225 252
Virginia Electric & Power Co. 4.450% 2/15/44 1,595 1,743
Virginia Electric & Power Co. 4.200% 5/15/45 3,050 3,208
WEC Energy Group Inc. 1.650% 6/15/18 2,150 2,151
WEC Energy Group Inc. 2.450% 6/15/20 2,075 2,111

 

 

WEC Energy Group Inc. 3.550% 6/15/25 2,950 3,067
4 WEC Energy Group Inc. 6.250% 5/15/67 5,175 4,192
Westar Energy Inc. 3.250% 12/1/25 1,900 1,993
Westar Energy Inc. 4.125% 3/1/42 4,375 4,574
Westar Energy Inc. 4.100% 4/1/43 900 948
Westar Energy Inc. 4.625% 9/1/43 2,900 3,283
Westar Energy Inc. 4.250% 12/1/45 750 814
Western Massachusetts Electric Co. 3.500% 9/15/21 1,050 1,112
Wisconsin Electric Power Co. 4.250% 12/15/19 2,650 2,867
Wisconsin Electric Power Co. 3.100% 6/1/25 400 415
Wisconsin Electric Power Co. 3.650% 12/15/42 400 389
Wisconsin Electric Power Co. 4.250% 6/1/44 600 643
Wisconsin Electric Power Co. 4.300% 12/15/45 1,475 1,611
Wisconsin Power & Light Co. 5.000% 7/15/19 475 522
Wisconsin Power & Light Co. 2.250% 11/15/22 3,850 3,815
Wisconsin Power & Light Co. 6.375% 8/15/37 1,625 2,192
Wisconsin Power & Light Co. 4.100% 10/15/44 1,150 1,207
Wisconsin Public Service Corp. 1.650% 12/4/18 4,500 4,518
Wisconsin Public Service Corp. 3.671% 12/1/42 2,100 2,051
Wisconsin Public Service Corp. 4.752% 11/1/44 2,175 2,546
Xcel Energy Inc. 5.613% 4/1/17 275 287
Xcel Energy Inc. 1.200% 6/1/17 450 449
Xcel Energy Inc. 4.700% 5/15/20 4,120 4,524
Xcel Energy Inc. 2.400% 3/15/21 6,975 7,053
Xcel Energy Inc. 3.300% 6/1/25 11,100 11,391
Xcel Energy Inc. 6.500% 7/1/36 1,111 1,442
 
Natural Gas (0.2%)        
AGL Capital Corp. 5.250% 8/15/19 1,600 1,740
AGL Capital Corp. 3.500% 9/15/21 580 593
AGL Capital Corp. 5.875% 3/15/41 5,600 6,505
AGL Capital Corp. 4.400% 6/1/43 1,000 917
Atmos Energy Corp. 8.500% 3/15/19 760 900
Atmos Energy Corp. 5.500% 6/15/41 4,050 4,898
Atmos Energy Corp. 4.150% 1/15/43 275 282
Atmos Energy Corp. 4.125% 10/15/44 3,250 3,352
British Transco Finance Inc. 6.625% 6/1/18 3,125 3,436
CenterPoint Energy Resources Corp. 6.000% 5/15/18 2,636 2,834
CenterPoint Energy Resources Corp. 4.500% 1/15/21 7,001 7,379
CenterPoint Energy Resources Corp. 6.625% 11/1/37 2,300 2,698
CenterPoint Energy Resources Corp. 5.850% 1/15/41 2,125 2,393
KeySpan Corp. 8.000% 11/15/30 150 204
NiSource Finance Corp. 6.400% 3/15/18 585 636
NiSource Finance Corp. 6.800% 1/15/19 5,900 6,602
NiSource Finance Corp. 5.450% 9/15/20 800 895
NiSource Finance Corp. 6.125% 3/1/22 11,295 13,262
NiSource Finance Corp. 6.250% 12/15/40 2,350 2,975
NiSource Finance Corp. 5.950% 6/15/41 5,150 6,267
NiSource Finance Corp. 5.800% 2/1/42 3,375 4,105
NiSource Finance Corp. 4.800% 2/15/44 3,075 3,312
ONE Gas Inc. 2.070% 2/1/19 2,350 2,358
ONE Gas Inc. 4.658% 2/1/44 1,200 1,302
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 1,375 1,503
Sempra Energy 2.300% 4/1/17 175 176
Sempra Energy 6.150% 6/15/18 2,775 3,013
Sempra Energy 9.800% 2/15/19 1,500 1,806
Sempra Energy 2.400% 3/15/20 2,950 2,963

 

 

Sempra Energy 2.850% 11/15/20 3,930 3,996
Sempra Energy 2.875% 10/1/22 2,125 2,105
Sempra Energy 4.050% 12/1/23 13,785 14,516
Sempra Energy 3.750% 11/15/25 8,855 9,077
Sempra Energy 6.000% 10/15/39 6,900 7,878
Southern California Gas Co. 5.750% 11/15/35 400 496
Southern California Gas Co. 3.750% 9/15/42 3,325 3,324
Southern California Gas Co. 4.450% 3/15/44 1,450 1,619
Spire Inc. 4.700% 8/15/44 3,500 3,362
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 8,041 8,601
American Water Capital Corp. 3.400% 3/1/25 1,825 1,914
American Water Capital Corp. 6.593% 10/15/37 6,125 8,336
American Water Capital Corp. 4.300% 9/1/45 1,000 1,062
United Utilities plc 5.375% 2/1/19 5,675 6,073
Veolia Environnement SA 6.750% 6/1/38 4,850 6,312
        1,972,909
Total Corporate Bonds (Cost $25,533,744)       26,334,222
Sovereign Bonds (U.S. Dollar-Denominated) (4.9%)        
African Development Bank 0.750% 10/18/16 8,920 8,896
African Development Bank 1.125% 3/15/17 4,200 4,217
African Development Bank 0.875% 3/15/18 5,200 5,195
African Development Bank 1.625% 10/2/18 11,500 11,680
African Development Bank 1.375% 2/12/20 5,700 5,724
African Development Bank 2.375% 9/23/21 13,000 13,558
Agricultural Bank Of China 2.000% 5/21/18 2,200 2,204
Agricultural Bank Of China 2.750% 5/21/20 2,000 2,038
Asian Development Bank 0.750% 1/11/17 16,575 16,585
Asian Development Bank 1.125% 3/15/17 29,275 29,375
Asian Development Bank 5.250% 6/12/17 100 105
Asian Development Bank 1.125% 6/5/18 19,000 19,051
Asian Development Bank 5.593% 7/16/18 1,700 1,867
Asian Development Bank 1.750% 9/11/18 1,650 1,681
Asian Development Bank 1.500% 9/28/18 15,000 15,194
Asian Development Bank 1.875% 10/23/18 5,120 5,235
Asian Development Bank 1.375% 1/15/19 9,500 9,568
Asian Development Bank 1.750% 3/21/19 14,600 14,875
Asian Development Bank 1.875% 4/12/19 13,250 13,558
Asian Development Bank 1.500% 1/22/20 10,400 10,483
Asian Development Bank 1.375% 3/23/20 2,750 2,760
Asian Development Bank 1.625% 3/16/21 8,300 8,391
Asian Development Bank 1.875% 2/18/22 15,700 15,928
Asian Development Bank 2.000% 1/22/25 10,750 10,766
7 Bank of England 1.250% 3/14/19 1,700 1,707
Canada 1.125% 3/19/18 20,150 20,251
Canada 1.625% 2/27/19 1,300 1,322
CNOOC Finance 2013 Ltd. 1.750% 5/9/18 2,850 2,836
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 13,900 13,483
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 8,000 7,972
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 17,400 17,132
CNOOC Nexen Finance 2014 ULC 1.625% 4/30/17 20,100 20,087
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 14,600 15,097
Corp. Andina de Fomento 1.500% 8/8/17 8,000 8,000
Corp. Andina de Fomento 8.125% 6/4/19 1,850 2,207
Corp. Andina de Fomento 4.375% 6/15/22 21,767 23,853

 

 

Council Of Europe Development Bank 1.500% 6/19/17 1,350 1,361
Council Of Europe Development Bank 1.000% 3/7/18 10,450 10,461
Council Of Europe Development Bank 1.125% 5/31/18 4,550 4,559
Council Of Europe Development Bank 1.750% 11/14/19 5,000 5,081
Council Of Europe Development Bank 1.625% 3/10/20 15,500 15,684
Council Of Europe Development Bank 1.625% 3/16/21 4,500 4,485
Ecopetrol SA 7.625% 7/23/19 5,050 5,561
Ecopetrol SA 5.875% 9/18/23 6,950 6,854
Ecopetrol SA 4.125% 1/16/25 12,775 10,859
Ecopetrol SA 5.375% 6/26/26 5,750 5,225
Ecopetrol SA 7.375% 9/18/43 1,450 1,316
Ecopetrol SA 5.875% 5/28/45 9,975 7,843
Emirates Telecommunications Group Co        
PJSC 3.500% 6/18/24 5,000 5,177
European Bank for Reconstruction &        
Development 1.000% 2/16/17 5,000 5,010
European Bank for Reconstruction &        
Development 0.750% 9/1/17 8,075 8,069
European Bank for Reconstruction &        
Development 1.000% 9/17/18 2,050 2,051
European Bank for Reconstruction &        
Development 1.625% 11/15/18 4,675 4,750
European Bank for Reconstruction &        
Development 1.750% 6/14/19 21,525 21,901
European Bank for Reconstruction &        
Development 1.750% 11/26/19 2,700 2,749
European Bank for Reconstruction &        
Development 1.500% 3/16/20 10,750 10,843
European Bank for Reconstruction &        
Development 1.875% 2/23/22 14,500 14,727
European Investment Bank 0.875% 4/18/17 15,100 15,112
European Investment Bank 5.125% 5/30/17 9,150 9,607
European Investment Bank 1.625% 6/15/17 1,000 1,010
European Investment Bank 1.000% 8/17/17 17,000 17,033
European Investment Bank 1.125% 9/15/17 14,425 14,485
European Investment Bank 1.000% 12/15/17 13,850 13,872
European Investment Bank 1.000% 3/15/18 20,575 20,577
European Investment Bank 1.250% 5/15/18 15,750 15,852
European Investment Bank 1.000% 6/15/18 48,100 48,173
European Investment Bank 1.125% 8/15/18 33,300 33,350
European Investment Bank 1.625% 12/18/18 34,225 34,720
European Investment Bank 1.875% 3/15/19 46,000 47,002
European Investment Bank 1.750% 6/17/19 62,970 64,013
European Investment Bank 1.625% 3/16/20 32,400 32,786
European Investment Bank 1.375% 6/15/20 21,200 21,235
European Investment Bank 2.875% 9/15/20 16,125 17,122
European Investment Bank 1.625% 12/15/20 21,500 21,646
European Investment Bank 4.000% 2/16/21 11,575 12,925
European Investment Bank 2.000% 3/15/21 37,000 37,906
European Investment Bank 2.500% 4/15/21 22,125 23,199
European Investment Bank 2.125% 10/15/21 7,600 7,788
European Investment Bank 2.250% 8/15/22 21,100 21,790
European Investment Bank 3.250% 1/29/24 12,100 13,336
European Investment Bank 1.875% 2/10/25 9,400 9,335
Export Development Canada 0.625% 12/15/16 1,675 1,671
8 Export Development Canada 1.000% 5/15/17 7,400 7,418
Export Development Canada 0.750% 12/15/17 9,025 9,003

 

 

Export Development Canada 1.500% 10/3/18 15,125 15,307
Export Development Canada 1.250% 2/4/19 8,500 8,538
8 Export Development Canada 1.625% 12/3/19 3,600 3,651
Export-Import Bank of Korea 3.750% 10/20/16 5,375 5,449
Export-Import Bank of Korea 1.750% 2/27/18 4,150 4,152
Export-Import Bank of Korea 2.875% 9/17/18 7,300 7,502
Export-Import Bank of Korea 2.375% 8/12/19 5,000 5,077
Export-Import Bank of Korea 5.125% 6/29/20 5,300 5,977
Export-Import Bank of Korea 4.000% 1/29/21 2,400 2,618
Export-Import Bank of Korea 2.500% 5/10/21 8,000 8,148
Export-Import Bank of Korea 4.375% 9/15/21 4,000 4,476
Export-Import Bank of Korea 5.000% 4/11/22 3,300 3,815
Export-Import Bank of Korea 4.000% 1/14/24 17,500 19,110
Export-Import Bank of Korea 2.875% 1/21/25 3,000 3,069
Export-Import Bank of Korea 3.250% 11/10/25 6,200 6,524
FMS Wertmanagement AoeR 1.125% 9/5/17 5,700 5,720
FMS Wertmanagement AoeR 1.000% 11/21/17 4,150 4,155
FMS Wertmanagement AoeR 1.250% 7/30/18 13,000 13,053
FMS Wertmanagement AoeR 1.625% 11/20/18 11,000 11,157
FMS Wertmanagement AoeR 1.750% 3/17/20 6,000 6,093
9 Hydro-Quebec 2.000% 6/30/16 14,625 14,675
Hydro-Quebec 1.375% 6/19/17 9,300 9,349
Hydro-Quebec 8.400% 1/15/22 3,040 4,012
Hydro-Quebec 8.050% 7/7/24 1,150 1,592
Industrial & Commercial Bank of China Ltd. 2.351% 11/13/17 4,200 4,238
Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 5,850 6,066
Inter-American Development Bank 1.125% 3/15/17 10,650 10,681
Inter-American Development Bank 1.000% 7/14/17 21,625 21,687
Inter-American Development Bank 2.375% 8/15/17 5,100 5,203
Inter-American Development Bank 0.875% 3/15/18 9,925 9,936
Inter-American Development Bank 1.750% 8/24/18 7,620 7,756
Inter-American Development Bank 1.125% 8/28/18 21,000 21,042
Inter-American Development Bank 1.125% 9/12/19 24,800 24,709
Inter-American Development Bank 3.875% 9/17/19 16,750 18,245
Inter-American Development Bank 1.750% 10/15/19 20,200 20,554
Inter-American Development Bank 3.875% 2/14/20 1,800 1,974
Inter-American Development Bank 2.125% 11/9/20 10,400 10,727
Inter-American Development Bank 1.875% 3/15/21 16,000 16,304
Inter-American Development Bank 1.750% 4/14/22 25,600 25,827
Inter-American Development Bank 3.000% 10/4/23 2,350 2,551
Inter-American Development Bank 3.000% 2/21/24 13,000 14,110
Inter-American Development Bank 2.125% 1/15/25 14,000 14,218
Inter-American Development Bank 7.000% 6/15/25 1,125 1,534
Inter-American Development Bank 3.200% 8/7/42 2,000 2,072
Inter-American Development Bank 4.375% 1/24/44 5,200 6,540
International Bank for Reconstruction &        
Development 0.750% 12/15/16 10,625 10,624
International Bank for Reconstruction &        
Development 0.875% 4/17/17 33,125 33,149
International Bank for Reconstruction &        
Development 1.125% 7/18/17 7,500 7,525
International Bank for Reconstruction &        
Development 1.000% 11/15/17 10,000 10,025
International Bank for Reconstruction &        
Development 1.375% 4/10/18 36,200 36,503
International Bank for Reconstruction &        
Development 1.000% 6/15/18 24,400 24,392

 

 

International Bank for Reconstruction &        
Development 1.000% 10/5/18 9,000 9,013
International Bank for Reconstruction &        
Development 1.875% 3/15/19 42,875 43,836
International Bank for Reconstruction &        
Development 1.250% 7/26/19 17,000 17,022
International Bank for Reconstruction &        
Development 1.875% 10/7/19 5,100 5,212
International Bank for Reconstruction &        
Development 1.375% 3/30/20 24,000 24,092
International Bank for Reconstruction &        
Development 2.125% 11/1/20 20,400 21,067
International Bank for Reconstruction &        
Development 1.625% 3/9/21 26,000 26,185
International Bank for Reconstruction &        
Development 2.250% 6/24/21 10,250 10,627
International Bank for Reconstruction &        
Development 1.625% 2/10/22 33,425 33,481
International Bank for Reconstruction &        
Development 7.625% 1/19/23 950 1,309
International Bank for Reconstruction &        
Development 2.500% 11/25/24 34,500 35,971
International Bank for Reconstruction &        
Development 8.875% 3/1/26 450 708
International Finance Corp. 1.125% 11/23/16 11,850 11,869
International Finance Corp. 1.000% 4/24/17 5,650 5,655
International Finance Corp. 2.125% 11/17/17 25,300 25,716
International Finance Corp. 0.625% 12/21/17 6,850 6,796
International Finance Corp. 1.250% 7/16/18 15,400 15,460
International Finance Corp. 1.750% 9/4/18 6,400 6,498
International Finance Corp. 1.750% 9/16/19 10,500 10,701
International Finance Corp. 2.125% 4/7/26 22,800 22,870
10 Japan Bank for International Cooperation 1.125% 7/19/17 6,475 6,464
10 Japan Bank for International Cooperation 1.750% 7/31/18 10,625 10,697
10 Japan Bank for International Cooperation 1.750% 11/13/18 19,900 20,006
10 Japan Bank for International Cooperation 2.125% 2/7/19 5,000 5,095
10 Japan Bank for International Cooperation 1.750% 5/28/20 4,750 4,755
10 Japan Bank for International Cooperation 3.375% 7/31/23 2,400 2,599
10 Japan Bank for International Cooperation 3.000% 5/29/24 17,000 17,990
10 Japan Bank for International Cooperation 2.125% 2/10/25 14,500 14,228
10 Japan Bank for International Cooperation 2.500% 5/28/25 3,900 3,954
10 Japan Finance Organization for Municipalities 5.000% 5/16/17 1,500 1,562
10 Japan Finance Organization for Municipalities 4.000% 1/13/21 5,625 6,187
11 KFW 0.750% 3/17/17 7,000 6,998
11 KFW 0.875% 9/5/17 14,200 14,210
11 KFW 0.875% 12/15/17 8,000 7,999
11 KFW 1.000% 1/26/18 2,000 2,003
11 KFW 4.375% 3/15/18 18,850 20,093
11 KFW 1.000% 6/11/18 26,350 26,350
11 KFW 4.500% 7/16/18 6,225 6,716
11 KFW 1.125% 8/6/18 11,600 11,633
11 KFW 1.125% 11/16/18 35,000 35,076
11 KFW 1.500% 2/6/19 51,500 52,087
11 KFW 1.875% 4/1/19 48,590 49,665
11 KFW 4.875% 6/17/19 10,075 11,234
11 KFW 1.750% 10/15/19 23,650 24,045
11 KFW 4.000% 1/27/20 5,400 5,931

 

 

11 KFW 1.500% 4/20/20 27,500 27,635
11 KFW 2.750% 9/8/20 14,250 15,064
11 KFW 2.750% 10/1/20 13,200 13,958
11 KFW 2.375% 8/25/21 19,590 20,407
11 KFW 2.625% 1/25/22 14,200 14,971
11 KFW 2.000% 10/4/22 24,875 25,263
11 KFW 2.125% 1/17/23 23,500 24,054
11 KFW 2.500% 11/20/24 39,500 41,182
11 KFW 2.000% 5/2/25 31,350 31,374
11 KFW 0.000% 4/18/36 7,000 3,900
  Korea Development Bank 4.000% 9/9/16 2,150 2,178
  Korea Development Bank 3.250% 9/20/16 4,000 4,043
  Korea Development Bank 3.875% 5/4/17 2,500 2,571
  Korea Development Bank 2.250% 8/7/17 1,475 1,492
  Korea Development Bank 3.500% 8/22/17 3,450 3,550
  Korea Development Bank 2.500% 1/13/21 5,000 5,076
  Korea Development Bank 4.625% 11/16/21 9,250 10,457
  Korea Development Bank 3.000% 9/14/22 18,750 19,504
  Korea Development Bank 3.750% 1/22/24 9,600 10,311
  Korea Development Bank 3.000% 1/13/26 1,500 1,551
11 Landwirtschaftliche Rentenbank 0.875% 9/12/17 2,225 2,228
11 Landwirtschaftliche Rentenbank 2.375% 9/13/17 3,900 3,981
11 Landwirtschaftliche Rentenbank 1.000% 4/4/18 11,400 11,406
11 Landwirtschaftliche Rentenbank 1.875% 9/17/18 5,600 5,708
11 Landwirtschaftliche Rentenbank 1.375% 10/23/19 2,900 2,905
11 Landwirtschaftliche Rentenbank 2.250% 10/1/21 16,700 17,238
11 Landwirtschaftliche Rentenbank 2.000% 1/13/25 16,300 16,351
11 Landwirtschaftliche Rentenbank 2.375% 6/10/25 14,575 14,931
  Nexen Energy ULC 7.875% 3/15/32 325 423
  Nexen Energy ULC 5.875% 3/10/35 690 757
  Nexen Energy ULC 6.400% 5/15/37 13,400 15,424
  Nexen Energy ULC 7.500% 7/30/39 3,400 4,394
  Nordic Investment Bank 5.000% 2/1/17 550 569
  Nordic Investment Bank 1.000% 3/7/17 2,250 2,253
  Nordic Investment Bank 0.750% 1/17/18 14,450 14,428
  Nordic Investment Bank 1.125% 3/19/18 9,250 9,284
  Nordic Investment Bank 1.875% 6/14/19 8,300 8,496
  North American Development Bank 2.300% 10/10/18 2,087 2,135
  North American Development Bank 4.375% 2/11/20 975 1,061
  North American Development Bank 2.400% 10/26/22 3,300 3,313
12 Oesterreichische Kontrollbank AG 5.000% 4/25/17 4,025 4,203
12 Oesterreichische Kontrollbank AG 1.625% 3/12/19 3,500 3,547
12 Oesterreichische Kontrollbank AG 1.375% 2/10/20 5,675 5,656
12 Oesterreichische Kontrollbank AG 1.500% 10/21/20 30,000 30,060
12 Oesterreichische Kontrollbank AG 1.875% 1/20/21 10,900 11,056
12 Oesterreichische Kontrollbank AG 2.375% 10/1/21 5,000 5,188
4 Oriental Republic of Uruguay 8.000% 11/18/22 3,900 4,910
4 Oriental Republic of Uruguay 4.500% 8/14/24 16,725 17,933
4 Oriental Republic of Uruguay 4.375% 10/27/27 2,850 2,911
4 Oriental Republic of Uruguay 7.625% 3/21/36 4,725 6,018
4 Oriental Republic of Uruguay 4.125% 11/20/45 6,579 5,567
4 Oriental Republic of Uruguay 5.100% 6/18/50 17,975 16,627
  Petroleos Mexicanos 5.750% 3/1/18 41,075 43,209
7 Petroleos Mexicanos 5.500% 2/4/19 5,000 5,227
  Petroleos Mexicanos 8.000% 5/3/19 6,675 7,441
  Petroleos Mexicanos 6.000% 3/5/20 5,000 5,291
  Petroleos Mexicanos 3.500% 7/23/20 4,200 4,117

 

 

Petroleos Mexicanos 5.500% 1/21/21 16,445 17,035
7 Petroleos Mexicanos 6.375% 2/4/21 13,450 14,350
Petroleos Mexicanos 4.875% 1/24/22 37,850 37,322
Petroleos Mexicanos 3.500% 1/30/23 11,050 10,023
4 Petroleos Mexicanos 2.290% 2/15/24 1,200 1,220
Petroleos Mexicanos 2.378% 4/15/25 1,805 1,837
Petroleos Mexicanos 4.500% 1/23/26 3,850 3,575
7 Petroleos Mexicanos 6.875% 8/4/26 18,530 20,059
Petroleos Mexicanos 6.625% 6/15/35 9,600 9,260
Petroleos Mexicanos 6.625% 6/15/38 3,025 2,910
Petroleos Mexicanos 6.500% 6/2/41 17,725 16,699
Petroleos Mexicanos 5.500% 6/27/44 27,000 22,467
Petroleos Mexicanos 6.375% 1/23/45 12,300 11,407
Petroleos Mexicanos 5.625% 1/23/46 22,000 18,324
Province of British Columbia 1.200% 4/25/17 4,700 4,719
Province of British Columbia 2.650% 9/22/21 8,200 8,642
Province of British Columbia 2.000% 10/23/22 9,800 9,893
Province of Manitoba 4.900% 12/6/16 5,865 6,015
Province of Manitoba 1.300% 4/3/17 4,050 4,067
Province of Manitoba 1.125% 6/1/18 1,200 1,200
Province of Manitoba 2.100% 9/6/22 3,000 3,019
Province of Manitoba 3.050% 5/14/24 19,500 20,762
Province of New Brunswick 2.750% 6/15/18 7,375 7,598
Province of Nova Scotia 9.125% 5/1/21 1,280 1,681
Province of Ontario 1.100% 10/25/17 10,350 10,368
Province of Ontario 3.150% 12/15/17 5,525 5,722
Province of Ontario 1.200% 2/14/18 5,600 5,611
Province of Ontario 3.000% 7/16/18 2,550 2,652
Province of Ontario 2.000% 9/27/18 12,500 12,728
Province of Ontario 1.625% 1/18/19 13,000 13,147
Province of Ontario 2.000% 1/30/19 20,000 20,341
Province of Ontario 1.650% 9/27/19 11,000 11,056
Province of Ontario 4.000% 10/7/19 3,550 3,848
Province of Ontario 4.400% 4/14/20 13,100 14,535
Province of Ontario 1.875% 5/21/20 7,400 7,484
Province of Ontario 2.500% 9/10/21 13,500 13,955
Province of Ontario 2.450% 6/29/22 1,525 1,569
Province of Ontario 3.200% 5/16/24 10,000 10,751
Quebec 4.625% 5/14/18 9,050 9,684
Quebec 3.500% 7/29/20 8,670 9,323
Quebec 2.750% 8/25/21 13,475 14,028
Quebec 2.625% 2/13/23 34,919 35,802
Quebec 7.125% 2/9/24 3,075 4,035
Quebec 2.875% 10/16/24 9,400 9,816
Quebec 7.500% 9/15/29 4,875 7,218
Republic of Chile 2.250% 10/30/22 10,400 10,347
Republic of Chile 3.125% 1/21/26 29,819 30,041
Republic of Chile 3.625% 10/30/42 3,600 3,431
Republic of Colombia 7.375% 3/18/19 3,010 3,401
Republic of Colombia 11.750% 2/25/20 850 1,106
Republic of Colombia 4.375% 7/12/21 15,385 16,000
4 Republic of Colombia 2.625% 3/15/23 17,950 16,687
Republic of Colombia 4.000% 2/26/24 19,715 19,616
Republic of Colombia 8.125% 5/21/24 2,800 3,504
4 Republic of Colombia 4.500% 1/28/26 19,000 19,237
Republic of Colombia 7.375% 9/18/37 11,500 13,541
Republic of Colombia 6.125% 1/18/41 8,550 8,969

 

 

4 Republic of Colombia 5.625% 2/26/44 6,600 6,567
4 Republic of Colombia 5.000% 6/15/45 20,500 19,039
Republic of Finland 6.950% 2/15/26 1,000 1,371
Republic of Italy 5.375% 6/12/17 9,100 9,503
Republic of Italy 6.875% 9/27/23 17,925 22,614
Republic of Italy 5.375% 6/15/33 13,750 16,119
Republic of Korea 5.125% 12/7/16 2,155 2,215
Republic of Korea 7.125% 4/16/19 15,878 18,420
Republic of Korea 3.875% 9/11/23 9,400 10,535
Republic of Korea 5.625% 11/3/25 575 731
Republic of Korea 4.125% 6/10/44 250 312
Republic of Panama 5.200% 1/30/20 15,455 17,039
4 Republic of Panama 3.750% 3/16/25 6,300 6,505
Republic of Panama 7.125% 1/29/26 13,500 17,449
Republic of Panama 9.375% 4/1/29 5,500 8,195
4 Republic of Panama 6.700% 1/26/36 9,848 12,561
4 Republic of Panama 4.300% 4/29/53 5,000 4,725
Republic of Peru 7.125% 3/30/19 12,350 14,183
Republic of Peru 7.350% 7/21/25 2,725 3,602
Republic of Peru 4.125% 8/25/27 3,400 3,565
Republic of Peru 8.750% 11/21/33 14,327 21,203
4 Republic of Peru 6.550% 3/14/37 10,500 13,071
Republic of Peru 5.625% 11/18/50 13,600 15,306
Republic of Poland 6.375% 7/15/19 12,860 14,637
Republic of Poland 5.125% 4/21/21 15,650 17,512
Republic of Poland 5.000% 3/23/22 23,085 25,836
Republic of Poland 3.000% 3/17/23 17,800 17,876
Republic of Poland 4.000% 1/22/24 225 241
Republic of Poland 3.250% 4/6/26 11,900 11,811
Republic of South Africa 6.875% 5/27/19 4,425 4,874
Republic of South Africa 5.500% 3/9/20 14,490 15,341
Republic of South Africa 5.875% 5/30/22 875 948
Republic of South Africa 4.665% 1/17/24 9,300 9,405
Republic of South Africa 5.875% 9/16/25 10,600 11,552
Republic of South Africa 5.375% 7/24/44 10,000 10,000
Republic of the Philippines 8.375% 6/17/19 5,000 6,075
Republic of the Philippines 4.000% 1/15/21 15,025 16,509
Republic of the Philippines 10.625% 3/16/25 8,525 13,970
Republic of the Philippines 5.500% 3/30/26 9,150 11,449
Republic of the Philippines 9.500% 2/2/30 4,450 7,520
Republic of the Philippines 7.750% 1/14/31 13,000 19,792
Republic of the Philippines 6.375% 1/15/32 9,650 13,317
Republic of the Philippines 6.375% 10/23/34 20,325 28,760
Republic of the Philippines 5.000% 1/13/37 1,950 2,447
Republic of the Philippines 3.950% 1/20/40 8,999 9,786
Republic of the Philippines 3.700% 3/1/41 6,733 7,053
Republic of Turkey 7.500% 7/14/17 5,725 6,113
Republic of Turkey 6.750% 4/3/18 31,225 33,605
Republic of Turkey 7.000% 3/11/19 17,600 19,460
Republic of Turkey 7.000% 6/5/20 5,600 6,342
Republic of Turkey 5.625% 3/30/21 11,875 12,815
Republic of Turkey 5.125% 3/25/22 8,925 9,394
Republic of Turkey 6.250% 9/26/22 6,000 6,674
Republic of Turkey 5.750% 3/22/24 41,800 45,355
Republic of Turkey 7.375% 2/5/25 15,475 18,567
Republic of Turkey 4.875% 10/9/26 1,500 1,513
Republic of Turkey 11.875% 1/15/30 4,000 6,807

 

 

Republic of Turkey 8.000% 2/14/34 11,200 14,636
Republic of Turkey 6.875% 3/17/36 14,600 17,226
Republic of Turkey 6.750% 5/30/40 8,000 9,395
Republic of Turkey 6.000% 1/14/41 24,750 26,715
Republic of Turkey 4.875% 4/16/43 23,800 22,163
State of Israel 5.125% 3/26/19 5,350 5,902
State of Israel 4.000% 6/30/22 8,200 9,008
State of Israel 3.150% 6/30/23 2,400 2,513
State of Israel 2.875% 3/16/26 30,000 30,114
State of Israel 4.500% 1/30/43 7,700 8,196
Statoil ASA 3.125% 8/17/17 5,390 5,507
Statoil ASA 6.700% 1/15/18 1,000 1,085
Statoil ASA 1.200% 1/17/18 1,500 1,489
Statoil ASA 1.950% 11/8/18 3,500 3,520
Statoil ASA 5.250% 4/15/19 3,990 4,368
Statoil ASA 2.250% 11/8/19 7,500 7,621
Statoil ASA 2.900% 11/8/20 3,025 3,108
Statoil ASA 2.750% 11/10/21 10,400 10,522
Statoil ASA 3.150% 1/23/22 3,175 3,261
Statoil ASA 2.450% 1/17/23 17,550 17,034
Statoil ASA 2.650% 1/15/24 6,500 6,325
Statoil ASA 3.700% 3/1/24 12,368 12,884
Statoil ASA 3.250% 11/10/24 5,100 5,176
Statoil ASA 7.250% 9/23/27 1,975 2,565
7 Statoil ASA 6.500% 12/1/28 225 287
Statoil ASA 7.150% 1/15/29 1,165 1,465
Statoil ASA 5.100% 8/17/40 4,000 4,377
Statoil ASA 4.250% 11/23/41 2,300 2,257
Statoil ASA 3.950% 5/15/43 2,400 2,303
Statoil ASA 4.800% 11/8/43 5,000 5,375
Svensk Exportkredit AB 1.750% 5/30/17 3,950 3,989
Svensk Exportkredit AB 1.125% 4/5/18 14,800 14,806
Svensk Exportkredit AB 1.875% 6/17/19 11,700 11,917
Svensk Exportkredit AB 1.750% 3/10/21 7,500 7,513
United Mexican States 5.950% 3/19/19 18,725 20,900
United Mexican States 5.125% 1/15/20 3,500 3,855
United Mexican States 3.500% 1/21/21 5,600 5,779
United Mexican States 3.625% 3/15/22 19,250 19,864
United Mexican States 4.000% 10/2/23 41,136 42,892
United Mexican States 3.600% 1/30/25 11,226 11,420
United Mexican States 7.500% 4/8/33 2,250 3,082
United Mexican States 6.750% 9/27/34 5,200 6,695
United Mexican States 6.050% 1/11/40 25,852 30,311
United Mexican States 4.750% 3/8/44 38,083 37,988
United Mexican States 5.550% 1/21/45 6,900 7,621
United Mexican States 4.600% 1/23/46 2,701 2,649
United Mexican States 5.750% 10/12/10 31,260 31,804
Total Sovereign Bonds (Cost $4,651,199)       4,748,581
Taxable Municipal Bonds (0.9%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 2,080 2,934
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 3,575 5,156
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 400 486
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 5,445 6,617

 

 

American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 1,090 1,328
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 750 1,056
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 2,850 4,362
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 875 1,120
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,600 2,203
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 8,133 11,519
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 1,325 1,948
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 4,265 6,260
California GO 5.750% 3/1/17 4,000 4,178
California GO 6.200% 3/1/19 1,100 1,249
California GO 6.200% 10/1/19 4,935 5,728
California GO 5.700% 11/1/21 9,655 11,560
California GO 7.500% 4/1/34 10,955 15,949
California GO 7.550% 4/1/39 14,955 22,842
California GO 7.300% 10/1/39 2,400 3,512
California GO 7.350% 11/1/39 7,825 11,505
California GO 7.625% 3/1/40 6,425 9,825
California GO 7.600% 11/1/40 18,185 28,168
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 550 707
Chicago IL GO 7.375% 1/1/33 1,800 1,838
Chicago IL GO 7.781% 1/1/35 825 871
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 3,060 3,715
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 400 454
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,240 1,635
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 1,650 1,851
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 4,255 5,088
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 2,600 3,070
Chicago IL Water Revenue 6.742% 11/1/40 4,400 5,154
Clark County NV Airport System Revenue 6.881% 7/1/42 550 619
Clark County NV Airport System Revenue 6.820% 7/1/45 3,400 5,043
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 1,300 1,693
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 2,350 2,856
Connecticut GO 5.632% 12/1/29 1,110 1,339
Connecticut GO 5.090% 10/1/30 800 929
Connecticut GO 5.850% 3/15/32 9,015 11,083
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 100 121
Cook County IL GO 6.229% 11/15/34 1,750 1,942
Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 1,000 1,297

 

 

Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 1,000 1,360
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,077
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 1,650 2,002
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,100 1,520
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 2,825 3,537
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 5,725 7,757
Dallas TX Independent School District GO 6.450% 2/15/35 1,500 1,770
Dartmouth College New Hampshire GO 4.750% 6/1/19 275 304
Denver CO City & County School District No.        
1 COP 7.017% 12/15/37 1,050 1,455
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 525 676
District of Columbia Income Tax Revenue 5.591% 12/1/34 450 569
District of Columbia Income Tax Revenue 5.582% 12/1/35 650 832
District of Columbia Water & Sewer Authority        
Public Utility Revenue 4.814% 10/1/14 8,200 8,879
East Baton Rouge LA Sewer Commission        
Revenue 6.087% 2/1/45 975 1,091
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 1,100 1,447
Emory University Georgia GO 5.625% 9/1/19 1,430 1,633
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 2,000 2,053
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.107% 7/1/18 6,650 6,715
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.995% 7/1/20 8,100 8,373
George Washington University District of        
Columbia GO 3.485% 9/15/22 2,800 2,936
George Washington University District of        
Columbia GO 4.300% 9/15/44 900 925
Georgia GO 4.503% 11/1/25 5,300 6,053
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 6,720 8,318
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 2,150 2,575
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 5,100 5,990
Houston TX GO 6.290% 3/1/32 5,000 6,229
Houston TX Utility System Revenue 3.828% 5/15/28 2,400 2,613
Illinois GO 5.365% 3/1/17 3,000 3,093
Illinois GO 5.665% 3/1/18 5,000 5,278
Illinois GO 4.950% 6/1/23 2,125 2,223
Illinois GO 5.100% 6/1/33 38,240 35,828
Illinois GO 6.630% 2/1/35 5,400 5,676
Illinois GO 6.725% 4/1/35 3,250 3,446
Illinois GO 7.350% 7/1/35 5,800 6,328
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 4,120 5,378
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 625 786
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 3,700 4,897
13 Industry CA Sales Tax Revenue 5.125% 1/1/51 1,400 1,471
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 3.985% 1/1/29 3,100 3,405

 

 

JobsOhio Beverage System Statewide Liquor        
Profits Revenue 4.532% 1/1/35 2,350 2,624
Kansas Department of Transportation        
Highway Revenue 4.596% 9/1/35 2,700 3,088
Kansas Development Finance Authority        
Revenue 4.727% 4/15/37 1,900 2,004
Kansas Development Finance Authority        
Revenue 4.927% 4/15/45 100 106
13 Kansas Development Finance Authority        
Revenue (Public Employees Retirement        
System) 5.501% 5/1/34 1,525 1,808
Kentucky Asset/Liability Commission General        
Fund Revenue 3.165% 4/1/18 139 141
Los Angeles CA Community College District        
GO 6.600% 8/1/42 2,050 2,932
Los Angeles CA Community College District        
GO 6.750% 8/1/49 4,250 6,356
Los Angeles CA Department of Airports        
International Airport Revenue 6.582% 5/15/39 450 596
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 850 1,080
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 2,400 3,023
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 600 684
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 6,555 9,320
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 500 720
Los Angeles CA Unified School District GO 5.755% 7/1/29 1,800 2,220
Los Angeles CA Unified School District GO 5.750% 7/1/34 6,590 8,317
Los Angeles CA Unified School District GO 6.758% 7/1/34 1,050 1,450
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 5,500 7,082
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 1,700 2,341
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 850 1,262
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 800 1,040
Massachusetts GO 4.200% 12/1/21 6,070 6,713
Massachusetts GO 5.456% 12/1/39 5,250 6,602
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 2,700 3,415
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 475 618
Massachusetts Water Pollution Abatement        
Trust Revenue 5.192% 8/1/40 2,415 2,924
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 1,500 1,999
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 1,000 1,242
Metropolitan Government of Nashville &        
Davidson County TN Health & Educational        
Facilities Board Revenue (Vanderbilt        
University Medical Center) 4.053% 7/1/26 650 679

 

 

Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 425 597
Metropolitan Water District of Southern        
California Revenue 6.947% 7/1/40 650 766
Mississippi GO 5.245% 11/1/34 1,350 1,626
Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 600 744
14 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 9,515 11,527
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 7,080 7,391
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 2,680 2,984
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 6,400 9,582
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 13,526 19,636
New York City NY GO 6.646% 12/1/31 100 117
New York City NY GO 6.246% 6/1/35 950 1,088
New York City NY GO 5.968% 3/1/36 1,390 1,789
New York City NY GO 5.985% 12/1/36 600 765
New York City NY GO 5.517% 10/1/37 3,225 3,997
New York City NY GO 6.271% 12/1/37 5,950 7,989
New York City NY GO 5.846% 6/1/40 750 984
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 500 662
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 4,000 4,460
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 1,000 1,359
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 350 479
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.282% 6/15/42 2,275 2,619
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 2,300 2,935
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 12,590 17,148
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 2,200 3,030
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 1,925 2,428
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 3,300 4,146
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 1,000 1,260
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 4,950 7,570
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 400 532
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.548% 11/15/31 300 397
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 975 1,213
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 2,540 3,442
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.668% 11/15/39 5,825 7,984

 

 

New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 3,745 4,608
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.289% 3/15/33 1,250 1,502
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 400 507
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 750 943
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 2,375 2,998
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 650 826
New York University Hospitals Center GO 4.428% 7/1/42 1,350 1,377
New York University Hospitals Center        
Revenue 5.750% 7/1/43 3,050 3,710
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 4,525 6,559
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 1,575 1,865
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 5,456 5,878
Ohio State University General Receipts        
Revenue 5.590% 12/1/14 3,400 3,821
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,050 1,236
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 650 913
Oregon Department of Transportation        
Highway User Tax Revenue 5.834% 11/15/34 2,060 2,718
Oregon GO 5.762% 6/1/23 850 997
Oregon GO 5.892% 6/1/27 1,125 1,395
15 Oregon School Boards Association GO 4.759% 6/30/28 11,450 13,000
13 Oregon School Boards Association GO 5.528% 6/30/28 375 448
Pennsylvania GO 4.650% 2/15/26 2,015 2,204
Pennsylvania GO 5.350% 5/1/30 3,000 3,314
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 999 1,062
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 2,250 2,811
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 550 704
Philadelphia PA Industrial Development        
Authority City Service Agreement Revenue 3.964% 4/15/26 1,500 1,547
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 850 1,069
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 2,950 3,671
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 4,800 5,973
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 4,925 5,739
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 3,350 3,619
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 4,465 5,116
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 13,850 14,468

 

 

President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 2,725 3,348
Princeton University New Jersey GO 4.950% 3/1/19 3,400 3,762
Princeton University New Jersey GO 5.700% 3/1/39 1,650 2,257
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 1,250 1,723
Rutgers State University New Jersey Revenue 5.665% 5/1/40 2,900 3,570
Sacramento CA Public Financing Authority        
Lease Revenue 5.637% 4/1/50 4,500 5,035
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 750 904
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 1,500 2,004
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 1,175 1,538
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 6,700 8,886
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,360 1,520
San Diego County CA Regional Airport        
Authority Revenue 5.594% 7/1/43 2,375 2,606
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 1,470 1,984
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 3,265 4,415
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 1,600 2,040
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 5,450 7,904
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 3,355 4,206
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 775 948
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 6,625 8,826
Stanford University California GO 4.750% 5/1/19 100 110
Stanford University California GO 3.460% 5/1/47 1,750 1,766
Texas GO 5.517% 4/1/39 6,590 8,686
Texas Transportation Commission Revenue 5.028% 4/1/26 750 887
Texas Transportation Commission Revenue 5.178% 4/1/30 3,850 4,730
Texas Transportation Commission Revenue 4.631% 4/1/33 4,000 4,582
Texas Transportation Commission Revenue 4.681% 4/1/40 1,375 1,625
Tufts University Massachusetts GO 5.017% 4/15/12 4,700 5,300
University of California Regents General        
Revenue 4.601% 5/15/31 12,830 14,335
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 1,675 2,275
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 1,055 1,435
University of California Revenue 1.796% 7/1/19 6,560 6,703
University of California Revenue 5.770% 5/15/43 5,790 7,435
University of California Revenue 5.946% 5/15/45 4,950 6,376
University of California Revenue 4.858% 5/15/12 5,325 5,479
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 600 743
University of Southern California GO 5.250% 10/1/11 1,650 2,003

 

 

University of Texas System Revenue        
Financing System Revenue 5.262% 7/1/39 5,214 6,589
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 525 598
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 150 187
University of Texas System Revenue        
Financing System Revenue 4.794% 8/15/46 1,665 2,014
University of Virginia Revenue 6.200% 9/1/39 1,000 1,437
Utah GO 4.554% 7/1/24 300 347
Utah GO 3.539% 7/1/25 4,300 4,738
Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 3,875 5,157
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 730 871
Washington GO 5.090% 8/1/33 3,825 4,612
Washington GO 5.481% 8/1/39 270 342
Washington GO 5.140% 8/1/40 1,920 2,376
13 Wisconsin GO 5.700% 5/1/26 3,020 3,611
Total Taxable Municipal Bonds (Cost $768,401)       874,363
      Shares  
Temporary Cash Investment (2.6%)        
Money Market Fund (2.6%)        
16 Vanguard Market Liquidity Fund        
(Cost $2,508,685) 0.495%   2,508,685,316 2,508,685
Total Investments (102.2%) (Cost $95,690,614)       98,409,142
Other Assest and Liabilities-Net (-2.2%)       (2,101,057)
Net Assets (100%)       96,308,085

 

1 U.S. government-guaranteed.
2 The issuer operates under a congressional charter; its securities are generally neither guaranteed by the U.S. Treasury nor backed by the full faith and credit of the U.S. government.
3 The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock.
4 The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called.
5 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of March 31, 2016.
6 Adjustable-rate security.
7 Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2016, the aggregate value of these securities was $766,682,000, representing 0.8% of net assets.
8 Guaranteed by the Government of Canada.
9 Guaranteed by Province of Quebec.
10 Guaranteed by the Government of Japan.
11 Guaranteed by the Federal Republic of Germany.
12 Guaranteed by the Republic of Austria.
13 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
14 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
15 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
16 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
COP—Certificate of Participation.
GO—General Obligation Bond.
REIT—Real Estate Investment Trust.

 

Total Bond Market II Index Fund

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds, and temporary cash investments acquired over 60 days to maturity, are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Other temporary cash investments are valued at amortized cost, which approximates market value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.

B. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash or short-term investments in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements.

At March 31, 2016, counterparties had deposited in segregated accounts securities and cash with a value of $1,978,000 in connection with TBA transactions.

C. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase similar securities in the future at a predetermined price. The proceeds of the securities sold in mortgage-dollar-roll transactions are typically invested in high-quality short-term fixed income securities. The fund forgoes principal and interest paid on the securities sold, and is compensated by interest earned on the proceeds of the sale and by a lower price on the securities to be repurchased. The fund has also entered into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.

D. Various inputs may be used to determine the value of the fund's investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

 

Total Bond Market II Index Fund

Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund's own assumptions used to determine the fair value of investments).

The following table summarizes the market value of the fund's investments as of March 31, 2016, based on the inputs used to value them:

  Level 1 Level 2 Level 3
Investments ($000) ($000) ($000)
U.S. Government and Agency Obligations — 61,239,309 —
Asset-Backed/Commercial Mortgage-Backed      
Securities — 2,699,811 4,171
Corporate Bonds — 26,316,327 17,895
Sovereign Bonds — 4,736,770 11,811
Taxable Municipal Bonds — 874,363 —
Temporary Cash Investments 2,508,685 — —
Total 2,508,685 95,866,580 33,877

 

E. At March 31, 2016, the cost of investment securities for tax purposes was $95,690,614,000. Net unrealized appreciation of investment securities for tax purposes was $2,718,528,000, consisting of unrealized gains of $2,999,700,000 on securities that had risen in value since their purchase and $281,172,000 in unrealized losses on securities that had fallen in value since their purchase.


Item 2: Controls and Procedures

(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

(b) Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrant’s internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3: Exhibits

(a) Certifications

  VANGUARD BOND INDEX FUNDS
 
By: /s/ F. WILLIAM MCNABB III*
  F. WILLIAM MCNABB III
  CHIEF EXECUTIVE OFFICER
 
Date: May 18, 2016  

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

VANGUARD BOND INDEX FUNDS
 
By: /s/ F. WILLIAM MCNABB III*
  F. WILLIAM MCNABB III
  CHIEF EXECUTIVE OFFICER
Date: May 18, 2016  
  VANGUARD BOND INDEX FUNDS
  /s/ THOMAS J. HIGGINS*
  THOMAS J. HIGGINS
  CHIEF FINANCIAL OFFICER
Date: May 18, 2016  

 

* By:/s/ Heidi Stam
Heidi Stam, pursuant to a Power of Attorney filed on April 22, 2014 see file Number 2-17620,
Incorporated by Reference.