N-Q 1 bond_final.htm VANGUARD BOND INDEX FUNDS bond_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:

Anne E. Robinson, Esquire
P.O. Box 876
Valley Forge, PA 19482

 

Date of fiscal year end:    December 31st

 

Date of reporting period:    September 30, 2016

 

Item 1: Schedule of Investments

 


Vanguard Short-Term Bond Index Fund

Schedule of Investments (unaudited)

As of September 30, 2016

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (63.8%)        
U.S. Government Securities (58.9%)        
United States Treasury Note/Bond 0.625% 8/31/17 104,972 104,939
United States Treasury Note/Bond 1.000% 9/15/17 321,935 322,939
United States Treasury Note/Bond 0.625% 9/30/17 209,125 209,027
United States Treasury Note/Bond 1.875% 9/30/17 69,825 70,643
United States Treasury Note/Bond 0.875% 10/15/17 389,490 390,222
United States Treasury Note/Bond 0.750% 10/31/17 64,454 64,494
United States Treasury Note/Bond 1.875% 10/31/17 249,746 252,908
United States Treasury Note/Bond 0.875% 11/15/17 252,417 252,892
United States Treasury Note/Bond 0.625% 11/30/17 259,970 259,726
United States Treasury Note/Bond 0.875% 11/30/17 227,328 227,789
United States Treasury Note/Bond 2.250% 11/30/17 12,620 12,843
United States Treasury Note/Bond 1.000% 12/15/17 172,111 172,703
United States Treasury Note/Bond 0.750% 12/31/17 179,250 179,334
United States Treasury Note/Bond 1.000% 12/31/17 8,839 8,869
United States Treasury Note/Bond 2.750% 12/31/17 140,990 144,537
United States Treasury Note/Bond 0.875% 1/15/18 36,850 36,925
United States Treasury Note/Bond 0.750% 1/31/18 80,000 80,025
United States Treasury Note/Bond 0.875% 1/31/18 179,320 179,684
United States Treasury Note/Bond 2.625% 1/31/18 86,529 88,678
United States Treasury Note/Bond 1.000% 2/15/18 3,542 3,555
United States Treasury Note/Bond 3.500% 2/15/18 80,105 83,109
United States Treasury Note/Bond 0.750% 2/28/18 169,855 169,908
United States Treasury Note/Bond 2.750% 2/28/18 56,165 57,744
United States Treasury Note/Bond 1.000% 3/15/18 296,384 297,542
United States Treasury Note/Bond 0.750% 3/31/18 100,380 100,411
United States Treasury Note/Bond 0.875% 3/31/18 230 230
United States Treasury Note/Bond 2.875% 3/31/18 68,794 70,965
United States Treasury Note/Bond 0.750% 4/15/18 183,405 183,434
United States Treasury Note/Bond 0.625% 4/30/18 192,675 192,344
United States Treasury Note/Bond 0.750% 4/30/18 1,760 1,760
United States Treasury Note/Bond 1.000% 5/15/18 254,995 256,030
United States Treasury Note/Bond 9.125% 5/15/18 900 1,021
United States Treasury Note/Bond 0.875% 5/31/18 122,528 122,777
United States Treasury Note/Bond 1.000% 5/31/18 433,365 435,124
United States Treasury Note/Bond 2.375% 5/31/18 21,269 21,834
United States Treasury Note/Bond 1.125% 6/15/18 145,724 146,611
United States Treasury Note/Bond 0.625% 6/30/18 7,960 7,943
United States Treasury Note/Bond 1.375% 6/30/18 253,390 256,043
United States Treasury Note/Bond 2.375% 6/30/18 55,466 57,000
United States Treasury Note/Bond 0.875% 7/15/18 315,960 316,554
United States Treasury Note/Bond 0.750% 7/31/18 70,715 70,693
United States Treasury Note/Bond 1.375% 7/31/18 242,360 244,973
United States Treasury Note/Bond 1.000% 8/15/18 548,419 550,733
United States Treasury Note/Bond 0.750% 8/31/18 39,725 39,719
United States Treasury Note/Bond 1.500% 8/31/18 308,780 312,976
United States Treasury Note/Bond 1.000% 9/15/18 328,170 329,502
United States Treasury Note/Bond 0.750% 9/30/18 101,715 101,683
United States Treasury Note/Bond 1.375% 9/30/18 376,790 381,029
United States Treasury Note/Bond 0.875% 10/15/18 229,430 229,825

 

 

United States Treasury Note/Bond 1.250% 10/31/18 185,900 187,584
United States Treasury Note/Bond 1.250% 11/15/18 23,436 23,652
United States Treasury Note/Bond 3.750% 11/15/18 5,932 6,298
United States Treasury Note/Bond 1.250% 11/30/18 749,264 756,052
United States Treasury Note/Bond 1.375% 11/30/18 13,360 13,519
United States Treasury Note/Bond 1.250% 12/15/18 43,036 43,440
United States Treasury Note/Bond 1.500% 12/31/18 164,859 167,306
United States Treasury Note/Bond 1.125% 1/15/19 431,800 434,633
United States Treasury Note/Bond 1.250% 1/31/19 2,020 2,040
United States Treasury Note/Bond 1.500% 1/31/19 322,060 326,991
United States Treasury Note/Bond 0.750% 2/15/19 277,354 276,791
United States Treasury Note/Bond 2.750% 2/15/19 15,115 15,800
United States Treasury Note/Bond 1.375% 2/28/19 9,070 9,185
United States Treasury Note/Bond 1.500% 2/28/19 402,200 408,482
United States Treasury Note/Bond 1.000% 3/15/19 109,715 110,126
United States Treasury Note/Bond 1.500% 3/31/19 3,885 3,948
United States Treasury Note/Bond 1.625% 3/31/19 340,305 346,791
United States Treasury Note/Bond 0.875% 4/15/19 291,295 291,476
United States Treasury Note/Bond 1.250% 4/30/19 16 16
United States Treasury Note/Bond 1.625% 4/30/19 321,394 327,623
United States Treasury Note/Bond 0.875% 5/15/19 344,055 344,162
United States Treasury Note/Bond 3.125% 5/15/19 1,140 1,207
United States Treasury Note/Bond 1.125% 5/31/19 800 806
United States Treasury Note/Bond 1.500% 5/31/19 366,265 372,330
United States Treasury Note/Bond 0.875% 6/15/19 112,617 112,635
United States Treasury Note/Bond 1.000% 6/30/19 11,185 11,227
United States Treasury Note/Bond 1.625% 6/30/19 465,386 474,838
United States Treasury Note/Bond 0.750% 7/15/19 262,013 261,154
United States Treasury Note/Bond 0.875% 7/31/19 62,544 62,544
United States Treasury Note/Bond 1.625% 7/31/19 294,605 300,680
United States Treasury Note/Bond 0.750% 8/15/19 208,434 207,652
United States Treasury Note/Bond 1.000% 8/31/19 12,660 12,698
United States Treasury Note/Bond 1.625% 8/31/19 491,569 501,862
United States Treasury Note/Bond 0.875% 9/15/19 330,550 330,497
United States Treasury Note/Bond 1.000% 9/30/19 10,000 10,028
United States Treasury Note/Bond 1.750% 9/30/19 368,231 377,378
United States Treasury Note/Bond 1.500% 10/31/19 260,571 265,131
United States Treasury Note/Bond 3.375% 11/15/19 45,227 48,612
United States Treasury Note/Bond 1.500% 11/30/19 709,865 722,174
United States Treasury Note/Bond 1.125% 12/31/19 8,000 8,043
United States Treasury Note/Bond 1.625% 12/31/19 192,799 196,927
United States Treasury Note/Bond 1.250% 1/31/20 433,842 437,773
United States Treasury Note/Bond 1.375% 1/31/20 8,000 8,105
United States Treasury Note/Bond 3.625% 2/15/20 75,000 81,551
United States Treasury Note/Bond 1.375% 2/29/20 536,907 543,871
United States Treasury Note/Bond 1.125% 3/31/20 15,000 15,070
United States Treasury Note/Bond 1.375% 3/31/20 537,098 544,064
United States Treasury Note/Bond 1.375% 4/30/20 312,770 316,827
United States Treasury Note/Bond 1.500% 5/31/20 418,712 425,910
United States Treasury Note/Bond 1.625% 6/30/20 250,465 255,945
United States Treasury Note/Bond 1.625% 7/31/20 543,474 555,278
United States Treasury Note/Bond 1.375% 8/31/20 648,220 656,122
United States Treasury Note/Bond 2.125% 8/31/20 27,598 28,710
United States Treasury Note/Bond 1.375% 9/30/20 395,433 400,131
United States Treasury Note/Bond 2.000% 9/30/20 9,633 9,979
United States Treasury Note/Bond 1.375% 10/31/20 530,380 536,596
United States Treasury Note/Bond 1.750% 10/31/20 129,040 132,427

 

 

United States Treasury Note/Bond 1.625% 11/30/20 656,725 670,989
United States Treasury Note/Bond 2.000% 11/30/20 4,000 4,146
United States Treasury Note/Bond 1.750% 12/31/20 220,419 226,309
United States Treasury Note/Bond 2.375% 12/31/20 4,000 4,209
United States Treasury Note/Bond 1.375% 1/31/21 309,010 312,391
United States Treasury Note/Bond 2.125% 1/31/21 6,000 6,252
United States Treasury Note/Bond 1.125% 2/28/21 440,910 441,183
United States Treasury Note/Bond 2.000% 2/28/21 74,000 76,752
United States Treasury Note/Bond 1.250% 3/31/21 689,875 693,538
United States Treasury Note/Bond 1.375% 4/30/21 204,955 207,132
United States Treasury Note/Bond 1.375% 5/31/21 612,595 619,389
United States Treasury Note/Bond 1.125% 6/30/21 524,218 523,647
United States Treasury Note/Bond 1.125% 7/31/21 293,645 293,278
United States Treasury Note/Bond 1.125% 8/31/21 733,051 732,361
United States Treasury Note/Bond 2.000% 8/31/21 10,000 10,386
United States Treasury Note/Bond 1.125% 9/30/21 757,350 756,403
        27,003,311
Agency Bonds and Notes (4.9%)        
1 AID-Jordan 1.945% 6/23/19 5,600 5,734
1 AID-Jordan 2.503% 10/30/20 7,250 7,627
1 AID-Tunisia 2.452% 7/24/21 2,175 2,288
1 AID-Tunisia 1.416% 8/5/21 3,860 3,860
1 AID-Ukraine 1.844% 5/16/19 3,400 3,480
1 AID-Ukraine 1.847% 5/29/20 6,000 6,132
AID-Ukraine 1.471% 9/29/21 6,850 6,880
2 Federal Farm Credit Banks 1.125% 12/18/17 15,000 15,070
2 Federal Farm Credit Banks 1.110% 2/20/18 4,150 4,167
2 Federal Farm Credit Banks 0.750% 4/18/18 10,000 9,988
2 Federal Farm Credit Banks 1.100% 6/1/18 2,000 2,009
2 Federal Farm Credit Banks 5.150% 11/15/19 7,621 8,579
2 Federal Home Loan Banks 0.625% 10/26/17 53,500 53,443
2 Federal Home Loan Banks 1.125% 12/8/17 12,500 12,557
2 Federal Home Loan Banks 1.000% 12/19/17 40,000 40,127
2 Federal Home Loan Banks 1.375% 3/9/18 20,000 20,159
2 Federal Home Loan Banks 0.875% 3/19/18 34,710 34,740
2 Federal Home Loan Banks 1.125% 4/25/18 73,080 73,418
2 Federal Home Loan Banks 2.750% 6/8/18 15,675 16,175
2 Federal Home Loan Banks 0.875% 6/29/18 65,000 65,044
2 Federal Home Loan Banks 0.625% 8/7/18 20,000 19,916
2 Federal Home Loan Banks 5.375% 8/15/18 14,025 15,196
2 Federal Home Loan Banks 0.875% 10/1/18 50,000 49,990
2 Federal Home Loan Banks 5.375% 5/15/19 11,920 13,277
2 Federal Home Loan Banks 1.125% 6/21/19 26,000 26,114
2 Federal Home Loan Banks 0.875% 8/5/19 20,000 19,930
2 Federal Home Loan Banks 5.125% 8/15/19 7,350 8,202
2 Federal Home Loan Banks 1.000% 9/26/19 20,000 19,988
2 Federal Home Loan Banks 1.250% 12/13/19 8,875 8,933
2 Federal Home Loan Banks 1.875% 3/13/20 16,525 16,962
2 Federal Home Loan Banks 4.125% 3/13/20 40,670 44,831
2 Federal Home Loan Banks 3.375% 6/12/20 7,025 7,599
2 Federal Home Loan Banks 5.250% 12/11/20 3,400 3,964
2 Federal Home Loan Banks 1.375% 2/18/21 17,600 17,708
2 Federal Home Loan Banks 5.625% 6/11/21 13,465 16,125
2 Federal Home Loan Banks 1.125% 7/14/21 19,500 19,368
3 Federal Home Loan Mortgage Corp. 1.000% 12/15/17 45,800 45,944
3 Federal Home Loan Mortgage Corp. 0.750% 1/12/18 93,110 93,067
3 Federal Home Loan Mortgage Corp. 0.875% 3/7/18 77,175 77,240

 

 

3 Federal Home Loan Mortgage Corp. 0.750% 4/9/18 8,450 8,440
3 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 11,500 12,280
3 Federal Home Loan Mortgage Corp. 0.875% 10/12/18 30,000 29,975
3 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 23,680 25,306
3 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 20,000 20,082
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 27,305 27,869
3 Federal Home Loan Mortgage Corp. 0.875% 7/19/19 25,000 24,921
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 120,560 121,340
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 49,845 50,342
3 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 14,000 13,878
3 Federal National Mortgage Assn. 0.875% 10/26/17 59,200 59,294
3 Federal National Mortgage Assn. 0.875% 12/20/17 59,380 59,480
3 Federal National Mortgage Assn. 0.875% 2/8/18 58,475 58,529
3 Federal National Mortgage Assn. 0.875% 3/28/18 20,000 20,017
3 Federal National Mortgage Assn. 0.875% 5/21/18 46,360 46,397
3 Federal National Mortgage Assn. 1.125% 7/20/18 25,000 25,124
3 Federal National Mortgage Assn. 1.875% 9/18/18 25,215 25,703
3 Federal National Mortgage Assn. 1.125% 10/19/18 18,500 18,589
3 Federal National Mortgage Assn. 1.625% 11/27/18 64,005 64,982
3 Federal National Mortgage Assn. 1.125% 12/14/18 25,745 25,862
3 Federal National Mortgage Assn. 1.375% 1/28/19 40,400 40,815
3 Federal National Mortgage Assn. 1.875% 2/19/19 9,000 9,198
3 Federal National Mortgage Assn. 1.000% 2/26/19 20,500 20,531
3 Federal National Mortgage Assn. 1.750% 6/20/19 45,000 45,950
3 Federal National Mortgage Assn. 0.875% 8/2/19 39,400 39,263
3 Federal National Mortgage Assn. 1.000% 8/28/19 53,000 52,984
3 Federal National Mortgage Assn. 1.750% 9/12/19 35,000 35,748
3 Federal National Mortgage Assn. 0.000% 10/9/19 47,300 45,527
3 Federal National Mortgage Assn. 1.750% 11/26/19 18,000 18,394
3 Federal National Mortgage Assn. 1.625% 1/21/20 22,500 22,904
3 Federal National Mortgage Assn. 1.500% 6/22/20 50,545 51,260
3 Federal National Mortgage Assn. 1.500% 11/30/20 40,000 40,516
3 Federal National Mortgage Assn. 1.875% 12/28/20 28,650 29,445
3 Federal National Mortgage Assn. 1.375% 2/26/21 21,150 21,289
3 Federal National Mortgage Assn. 1.250% 8/17/21 20,500 20,441
2 Financing Corp. 9.800% 4/6/18 1,440 1,631
2 Financing Corp. 10.350% 8/3/18 3,755 4,395
2 Financing Corp. 9.650% 11/2/18 12,540 14,776
2 Financing Corp. 8.600% 9/26/19 1,810 2,205
Private Export Funding Corp. 2.250% 12/15/17 9,225 9,372
Private Export Funding Corp. 1.875% 7/15/18 4,000 4,060
Private Export Funding Corp. 4.375% 3/15/19 10,650 11,494
Private Export Funding Corp. 1.450% 8/15/19 1,000 1,010
Private Export Funding Corp. 2.300% 9/15/20 6,650 6,907
Resolution Funding Corp. 8.625% 1/15/21 850 1,106
2 Tennessee Valley Authority 6.250% 12/15/17 2,630 2,800
2 Tennessee Valley Authority 4.500% 4/1/18 8,300 8,748
2 Tennessee Valley Authority 1.750% 10/15/18 3,040 3,092
2 Tennessee Valley Authority 3.875% 2/15/21 6,100 6,775
        2,226,877
Total U.S. Government and Agency Obligations (Cost $28,991,290)     29,230,188
Corporate Bonds (28.0%)        
Finance (11.5%)        
Banking (9.2%)        
American Express Bank FSB 6.000% 9/13/17 4,800 5,006
American Express Co. 7.000% 3/19/18 7,521 8,113

 

 

American Express Co. 1.550% 5/22/18 6,175 6,196
American Express Co. 8.125% 5/20/19 500 580
American Express Credit Corp. 1.125% 6/5/17 18,239 18,233
American Express Credit Corp. 2.125% 7/27/18 9,075 9,199
American Express Credit Corp. 1.800% 7/31/18 4,535 4,561
American Express Credit Corp. 1.875% 11/5/18 5,300 5,343
American Express Credit Corp. 2.125% 3/18/19 6,650 6,754
American Express Credit Corp. 2.250% 8/15/19 500 510
American Express Credit Corp. 2.375% 5/26/20 14,200 14,464
American Express Credit Corp. 2.600% 9/14/20 5,500 5,621
American Express Credit Corp. 2.250% 5/5/21 25,000 25,388
Associates Corp. of North America 6.950% 11/1/18 500 553
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 9,300 9,346
Australia & New Zealand Banking Group Ltd. 1.450% 5/15/18 5,000 4,999
Australia & New Zealand Banking Group Ltd. 2.000% 11/16/18 10,300 10,401
Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 4,650 4,730
Australia & New Zealand Banking Group Ltd. 1.600% 7/15/19 10,400 10,383
Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 6,375 6,591
Australia & New Zealand Banking Group Ltd. 2.300% 6/1/21 12,750 12,958
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 9,000 9,280
Bancolombia SA 5.950% 6/3/21 5,850 6,461
Bank of America Corp. 5.700% 5/2/17 10,000 10,228
Bank of America Corp. 6.000% 9/1/17 4 4
Bank of America Corp. 5.750% 12/1/17 18,125 18,981
Bank of America Corp. 2.000% 1/11/18 14,971 15,046
Bank of America Corp. 6.875% 4/25/18 40,119 43,261
Bank of America Corp. 5.650% 5/1/18 23,525 24,953
Bank of America Corp. 6.875% 11/15/18 5,125 5,680
Bank of America Corp. 2.600% 1/15/19 31,225 31,793
Bank of America Corp. 5.490% 3/15/19 1,075 1,160
Bank of America Corp. 2.650% 4/1/19 8,000 8,161
Bank of America Corp. 7.625% 6/1/19 32,925 37,782
Bank of America Corp. 2.250% 4/21/20 14,300 14,385
Bank of America Corp. 5.625% 7/1/20 20,675 23,207
Bank of America Corp. 2.625% 10/19/20 20,300 20,707
Bank of America Corp. 5.875% 1/5/21 9,600 10,984
Bank of America Corp. 2.625% 4/19/21 15,750 15,959
Bank of America Corp. 5.000% 5/13/21 12,300 13,735
Bank of America NA 1.650% 3/26/18 3,125 3,139
Bank of America NA 1.750% 6/5/18 15,100 15,192
Bank of America NA 2.050% 12/7/18 20,000 20,265
Bank of Montreal 1.450% 4/9/18 9,880 9,881
Bank of Montreal 1.400% 4/10/18 5,493 5,501
Bank of Montreal 1.800% 7/31/18 14,750 14,877
Bank of Montreal 1.350% 8/28/18 5,000 4,998
Bank of Montreal 2.375% 1/25/19 5,633 5,740
Bank of Montreal 1.500% 7/18/19 6,000 6,006
Bank of Montreal 1.900% 8/27/21 12,000 11,949
Bank of New York Mellon Corp. 1.969% 6/20/17 2,000 2,011
Bank of New York Mellon Corp. 1.300% 1/25/18 2,229 2,232
Bank of New York Mellon Corp. 1.350% 3/6/18 12,340 12,368
Bank of New York Mellon Corp. 2.200% 3/4/19 6,625 6,749
Bank of New York Mellon Corp. 2.200% 5/15/19 10,200 10,387
Bank of New York Mellon Corp. 5.450% 5/15/19 2,677 2,951
Bank of New York Mellon Corp. 2.300% 9/11/19 9,250 9,464
Bank of New York Mellon Corp. 4.600% 1/15/20 3,600 3,934
Bank of New York Mellon Corp. 2.150% 2/24/20 5,400 5,491

 

 

Bank of New York Mellon Corp. 2.600% 8/17/20 8,000 8,255
Bank of New York Mellon Corp. 2.450% 11/27/20 8,360 8,571
Bank of New York Mellon Corp. 4.150% 2/1/21 3,000 3,274
Bank of New York Mellon Corp. 2.050% 5/3/21 8,500 8,543
Bank of Nova Scotia 1.375% 12/18/17 6,522 6,547
Bank of Nova Scotia 1.450% 4/25/18 6,470 6,483
Bank of Nova Scotia 1.700% 6/11/18 5,100 5,126
Bank of Nova Scotia 2.050% 10/30/18 13,277 13,555
Bank of Nova Scotia 1.950% 1/15/19 6,700 6,767
Bank of Nova Scotia 2.050% 6/5/19 8,575 8,684
Bank of Nova Scotia 1.650% 6/14/19 4,000 4,010
Bank of Nova Scotia 2.350% 10/21/20 14,500 14,815
Bank of Nova Scotia 4.375% 1/13/21 3,050 3,389
Bank of Nova Scotia 2.450% 3/22/21 8,500 8,717
Bank of Nova Scotia 2.800% 7/21/21 5,247 5,472
Barclays Bank plc 5.140% 10/14/20 1,200 1,301
Barclays plc 2.000% 3/16/18 6,300 6,307
Barclays plc 2.750% 11/8/19 12,425 12,498
Barclays plc 2.875% 6/8/20 5,550 5,585
Barclays plc 3.250% 1/12/21 15,000 15,245
Barclays plc 3.200% 8/10/21 6,500 6,532
BB&T Corp. 1.600% 8/15/17 1,326 1,330
BB&T Corp. 1.450% 1/12/18 7,475 7,491
BB&T Corp. 2.050% 6/19/18 6,860 6,928
BB&T Corp. 2.250% 2/1/19 5,596 5,700
BB&T Corp. 6.850% 4/30/19 6,800 7,693
BB&T Corp. 2.450% 1/15/20 11,568 11,864
BB&T Corp. 2.050% 5/10/21 8,350 8,425
Bear Stearns Cos. LLC 6.400% 10/2/17 15,577 16,315
Bear Stearns Cos. LLC 7.250% 2/1/18 25,500 27,384
Bear Stearns Cos. LLC 4.650% 7/2/18 5,639 5,939
BNP Paribas SA 2.700% 8/20/18 10,850 11,066
BNP Paribas SA 2.400% 12/12/18 9,105 9,252
BNP Paribas SA 2.450% 3/17/19 4,575 4,659
BNP Paribas SA 2.375% 5/21/20 7,787 7,913
BNP Paribas SA 5.000% 1/15/21 12,660 14,181
BPCE SA 2.500% 12/10/18 12,950 13,191
BPCE SA 2.500% 7/15/19 8,225 8,396
BPCE SA 2.250% 1/27/20 6,200 6,299
BPCE SA 2.650% 2/3/21 5,150 5,314
Branch Banking & Trust Co. 1.350% 10/1/17 2,875 2,874
Branch Banking & Trust Co. 2.300% 10/15/18 4,750 4,833
Branch Banking & Trust Co. 1.450% 5/10/19 6,675 6,677
Branch Banking & Trust Co. 2.850% 4/1/21 2,175 2,265
Canadian Imperial Bank of Commerce 1.550% 1/23/18 8,025 8,046
Canadian Imperial Bank of Commerce 1.600% 9/6/19 3,700 3,700
Capital One Bank USA NA 1.300% 6/5/17 400 400
Capital One Bank USA NA 2.150% 11/21/18 1,200 1,212
Capital One Bank USA NA 2.250% 2/13/19 20,400 20,662
Capital One Bank USA NA 2.300% 6/5/19 1,150 1,162
Capital One Bank USA NA 8.800% 7/15/19 1,925 2,253
Capital One Financial Corp. 2.450% 4/24/19 100 102
Capital One Financial Corp. 4.750% 7/15/21 4,020 4,451
Capital One NA 1.650% 2/5/18 13,300 13,316
Capital One NA 1.500% 3/22/18 2,550 2,550
Capital One NA 2.350% 8/17/18 9,000 9,109
Capital One NA 2.400% 9/5/19 3,300 3,348

 

 

  Capital One NA 1.850% 9/13/19 8,250 8,248
  Capital One NA 2.950% 7/23/21 9,000 9,250
  Capital One NA 2.250% 9/13/21 6,600 6,595
4,5 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 450 526
  Citigroup Inc. 6.125% 11/21/17 6,366 6,687
  Citigroup Inc. 1.850% 11/24/17 3,993 4,006
  Citigroup Inc. 1.800% 2/5/18 11,446 11,475
  Citigroup Inc. 1.700% 4/27/18 32,825 32,846
  Citigroup Inc. 1.750% 5/1/18 12,699 12,713
  Citigroup Inc. 6.125% 5/15/18 4,837 5,174
  Citigroup Inc. 2.150% 7/30/18 5,950 5,999
  Citigroup Inc. 2.500% 9/26/18 17,746 18,021
  Citigroup Inc. 2.050% 12/7/18 13,110 13,211
  Citigroup Inc. 2.550% 4/8/19 11,256 11,481
  Citigroup Inc. 2.050% 6/7/19 6,475 6,519
  Citigroup Inc. 2.500% 7/29/19 14,942 15,244
  Citigroup Inc. 2.400% 2/18/20 24,450 24,739
  Citigroup Inc. 5.375% 8/9/20 1,325 1,485
  Citigroup Inc. 2.650% 10/26/20 9,882 10,094
  Citigroup Inc. 2.700% 3/30/21 15,000 15,335
  Citigroup Inc. 2.350% 8/2/21 16,700 16,727
  Citizens Bank NA 1.600% 12/4/17 3,375 3,367
  Citizens Bank NA 2.300% 12/3/18 4,975 5,033
  Citizens Bank NA 2.450% 12/4/19 3,465 3,514
  Citizens Bank NA 2.550% 5/13/21 8,000 8,127
  Citizens Financial Group Inc. 2.375% 7/28/21 1,400 1,406
  City National Corp. 5.250% 9/15/20 100 112
  Comerica Inc. 2.125% 5/23/19 3,000 3,019
  Commonwealth Bank of Australia 1.625% 3/12/18 13,600 13,633
  Commonwealth Bank of Australia 2.500% 9/20/18 6,235 6,352
  Commonwealth Bank of Australia 1.750% 11/2/18 7,400 7,428
  Commonwealth Bank of Australia 2.250% 3/13/19 8,125 8,255
  Commonwealth Bank of Australia 2.050% 3/15/19 5,075 5,131
  Commonwealth Bank of Australia 2.300% 9/6/19 11,500 11,699
  Commonwealth Bank of Australia 2.400% 11/2/20 18,375 18,769
  Commonwealth Bank of Australia 2.550% 3/15/21 7,900 8,128
  Compass Bank 1.850% 9/29/17 3,700 3,694
  Compass Bank 2.750% 9/29/19 2,175 2,169
  Cooperatieve Rabobank UA 1.700% 3/19/18 26,300 26,430
  Cooperatieve Rabobank UA 2.250% 1/14/19 11,550 11,735
  Cooperatieve Rabobank UA 2.250% 1/14/20 8,500 8,648
  Cooperatieve Rabobank UA 4.500% 1/11/21 1,000 1,105
  Cooperatieve Rabobank UA 2.500% 1/19/21 22,000 22,577
  Cooperatieve Rabobank UA/NY 1.375% 8/9/19 200 199
  Credit Suisse AG 1.375% 5/26/17 18,625 18,595
  Credit Suisse AG 1.750% 1/29/18 2,650 2,649
  Credit Suisse AG 6.000% 2/15/18 12,205 12,835
  Credit Suisse AG 1.700% 4/27/18 15,975 15,973
  Credit Suisse AG 2.300% 5/28/19 18,850 19,097
  Credit Suisse AG 5.300% 8/13/19 3,300 3,618
  Credit Suisse AG 5.400% 1/14/20 9,092 9,887
  Credit Suisse AG 4.375% 8/5/20 4,754 5,155
  Credit Suisse Group Funding Guernsey Ltd. 2.750% 3/26/20 17,500 17,586
  Credit Suisse Group Funding Guernsey Ltd. 3.125% 12/10/20 10,000 10,127
5 Credit Suisse Group Funding Guernsey Ltd. 3.450% 4/16/21 13,620 13,906
  Deutsche Bank AG 1.875% 2/13/18 13,400 13,163
  Deutsche Bank AG 2.500% 2/13/19 3,800 3,691

 

 

Deutsche Bank AG 2.850% 5/10/19 8,950 8,728
Deutsche Bank AG 2.950% 8/20/20 3,000 2,876
Deutsche Bank AG 3.125% 1/13/21 10,725 10,380
Deutsche Bank AG 3.375% 5/12/21 10,500 10,213
Discover Bank 2.000% 2/21/18 12,438 12,479
Discover Bank 2.600% 11/13/18 4,000 4,053
Discover Bank 7.000% 4/15/20 2,485 2,834
Discover Bank 3.100% 6/4/20 4,000 4,114
Discover Bank 3.200% 8/9/21 1,000 1,032
Fifth Third Bancorp 5.450% 1/15/17 200 202
Fifth Third Bancorp 4.500% 6/1/18 4,175 4,366
Fifth Third Bancorp 2.300% 3/1/19 3,000 3,045
Fifth Third Bancorp 2.875% 7/27/20 5,650 5,857
Fifth Third Bank 1.450% 2/28/18 2,951 2,953
Fifth Third Bank 2.150% 8/20/18 9,500 9,609
Fifth Third Bank 2.300% 3/15/19 5,000 5,085
Fifth Third Bank 2.375% 4/25/19 3,725 3,796
Fifth Third Bank 1.625% 9/27/19 5,000 4,996
Fifth Third Bank 2.250% 6/14/21 5,000 5,079
First Horizon National Corp. 3.500% 12/15/20 1,875 1,914
First Niagara Financial Group Inc. 6.750% 3/19/20 1,275 1,472
First Republic Bank 2.375% 6/17/19 4,708 4,743
Goldman Sachs Group Inc. 5.950% 1/18/18 34,210 36,092
Goldman Sachs Group Inc. 2.375% 1/22/18 15,035 15,188
Goldman Sachs Group Inc. 6.150% 4/1/18 31,982 34,067
Goldman Sachs Group Inc. 2.900% 7/19/18 18,860 19,288
Goldman Sachs Group Inc. 2.625% 1/31/19 24,375 24,867
Goldman Sachs Group Inc. 7.500% 2/15/19 18,913 21,375
Goldman Sachs Group Inc. 2.000% 4/25/19 1,000 1,006
Goldman Sachs Group Inc. 2.550% 10/23/19 19,252 19,673
Goldman Sachs Group Inc. 5.375% 3/15/20 17,578 19,453
Goldman Sachs Group Inc. 2.600% 4/23/20 16,925 17,204
Goldman Sachs Group Inc. 6.000% 6/15/20 6,995 7,953
Goldman Sachs Group Inc. 2.750% 9/15/20 14,627 14,982
Goldman Sachs Group Inc. 2.875% 2/25/21 8,000 8,206
Goldman Sachs Group Inc. 2.625% 4/25/21 19,502 19,830
Goldman Sachs Group Inc. 5.250% 7/27/21 19,334 21,856
HSBC Bank USA NA 4.875% 8/24/20 1,100 1,194
HSBC Holdings plc 3.400% 3/8/21 42,262 43,736
HSBC Holdings plc 5.100% 4/5/21 3,159 3,495
HSBC Holdings plc 2.950% 5/25/21 20,175 20,481
HSBC Holdings plc 2.650% 1/5/22 2,000 1,993
HSBC USA Inc. 1.625% 1/16/18 24,745 24,750
HSBC USA Inc. 1.700% 3/5/18 8,500 8,514
HSBC USA Inc. 2.000% 8/7/18 7,275 7,315
HSBC USA Inc. 2.625% 9/24/18 4,750 4,818
HSBC USA Inc. 2.250% 6/23/19 4,200 4,243
HSBC USA Inc. 2.375% 11/13/19 17,650 17,843
HSBC USA Inc. 2.350% 3/5/20 3,400 3,430
HSBC USA Inc. 2.750% 8/7/20 9,450 9,572
HSBC USA Inc. 5.000% 9/27/20 7,961 8,605
Huntington Bancshares Inc 7.000% 12/15/20 900 1,047
Huntington Bancshares Inc. 2.600% 8/2/18 3,225 3,278
Huntington Bancshares Inc. 3.150% 3/14/21 5,000 5,152
Huntington National Bank 1.375% 4/24/17 3,400 3,403
Huntington National Bank 2.000% 6/30/18 5,000 5,032
Huntington National Bank 2.200% 11/6/18 6,300 6,372

 

 

Huntington National Bank 2.200% 4/1/19 3,775 3,813
Huntington National Bank 2.400% 4/1/20 4,275 4,322
Huntington National Bank 2.875% 8/20/20 4,200 4,323
Intesa Sanpaolo SPA 3.875% 1/16/18 5,825 5,934
Intesa Sanpaolo SPA 3.875% 1/15/19 10,175 10,453
Itau Corpbanca 3.125% 1/15/18 5,000 5,056
5 Itau Corpbanca 3.875% 9/22/19 400 417
JPMorgan Chase & Co. 6.000% 1/15/18 21,859 23,091
JPMorgan Chase & Co. 1.800% 1/25/18 2,257 2,267
JPMorgan Chase & Co. 1.700% 3/1/18 13,800 13,842
JPMorgan Chase & Co. 1.625% 5/15/18 14,245 14,274
JPMorgan Chase & Co. 2.350% 1/28/19 7,112 7,228
JPMorgan Chase & Co. 1.850% 3/22/19 2,730 2,745
JPMorgan Chase & Co. 6.300% 4/23/19 23,150 25,747
JPMorgan Chase & Co. 2.200% 10/22/19 12,700 12,895
JPMorgan Chase & Co. 2.250% 1/23/20 35,967 36,397
JPMorgan Chase & Co. 2.750% 6/23/20 30,340 31,223
JPMorgan Chase & Co. 4.400% 7/22/20 11,840 12,867
JPMorgan Chase & Co. 4.250% 10/15/20 10,450 11,324
JPMorgan Chase & Co. 2.550% 10/29/20 30,900 31,446
JPMorgan Chase & Co. 2.550% 3/1/21 16,000 16,278
JPMorgan Chase & Co. 4.625% 5/10/21 9,069 10,028
JPMorgan Chase & Co. 2.400% 6/7/21 10,000 10,104
JPMorgan Chase & Co. 2.295% 8/15/21 24,000 24,022
JPMorgan Chase & Co. 4.350% 8/15/21 14,796 16,251
JPMorgan Chase Bank NA 6.000% 10/1/17 18,412 19,206
JPMorgan Chase Bank NA 1.450% 9/21/18 4,650 4,653
JPMorgan Chase Bank NA 1.650% 9/23/19 7,000 7,016
KeyBank NA 1.650% 2/1/18 13,650 13,702
KeyBank NA 1.700% 6/1/18 3,925 3,941
KeyBank NA 2.350% 3/8/19 5,295 5,394
KeyBank NA 2.500% 12/15/19 3,000 3,078
KeyBank NA 2.250% 3/16/20 500 508
KeyBank NA/Cleveland OH 1.600% 8/22/19 3,000 2,997
KeyCorp 2.300% 12/13/18 3,000 3,047
KeyCorp 2.900% 9/15/20 10,000 10,384
KeyCorp 5.100% 3/24/21 6,358 7,169
Lloyds Bank plc 4.200% 3/28/17 2,245 2,279
Lloyds Bank plc 1.750% 3/16/18 7,850 7,849
Lloyds Bank plc 1.750% 5/14/18 3,750 3,764
Lloyds Bank plc 2.000% 8/17/18 1,050 1,054
Lloyds Bank plc 2.300% 11/27/18 7,075 7,154
Lloyds Bank plc 2.350% 9/5/19 9,500 9,629
Lloyds Bank plc 2.400% 3/17/20 6,385 6,487
Lloyds Bank plc 2.700% 8/17/20 10,046 10,325
Lloyds Bank plc 6.375% 1/21/21 2,942 3,449
Manufacturers & Traders Trust Co. 6.625% 12/4/17 3,550 3,748
Manufacturers & Traders Trust Co. 1.450% 3/7/18 250 250
Manufacturers & Traders Trust Co. 2.300% 1/30/19 20,500 20,848
Manufacturers & Traders Trust Co. 2.250% 7/25/19 11,010 11,196
Manufacturers & Traders Trust Co. 2.100% 2/6/20 1,450 1,463
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 26,000 26,747
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 15,000 14,937
Mizuho Financial Group Inc. 2.273% 9/13/21 1,000 997
Morgan Stanley 5.950% 12/28/17 14,350 15,108
Morgan Stanley 1.875% 1/5/18 19,950 20,043
Morgan Stanley 6.625% 4/1/18 26,509 28,437

 

 

Morgan Stanley 2.125% 4/25/18 21,030 21,199
Morgan Stanley 2.200% 12/7/18 4,000 4,043
Morgan Stanley 2.500% 1/24/19 17,680 18,010
Morgan Stanley 2.450% 2/1/19 8,000 8,143
Morgan Stanley 7.300% 5/13/19 18,530 21,071
Morgan Stanley 2.375% 7/23/19 19,541 19,857
Morgan Stanley 5.625% 9/23/19 11,625 12,872
Morgan Stanley 5.500% 1/26/20 8,507 9,428
Morgan Stanley 2.650% 1/27/20 33,179 33,883
Morgan Stanley 2.800% 6/16/20 21,700 22,249
Morgan Stanley 5.500% 7/24/20 10,500 11,771
Morgan Stanley 5.750% 1/25/21 14,875 16,957
Morgan Stanley 2.500% 4/21/21 14,900 15,044
Morgan Stanley 5.500% 7/28/21 14,191 16,183
MUFG Americas Holdings Corp. 1.625% 2/9/18 1,788 1,791
MUFG Americas Holdings Corp. 2.250% 2/10/20 725 732
MUFG Union Bank NA 2.625% 9/26/18 23,950 24,393
MUFG Union Bank NA 2.250% 5/6/19 5,950 6,020
National Australia Bank Ltd. 2.300% 7/25/18 5,225 5,303
National Australia Bank Ltd. 2.000% 1/14/19 8,350 8,432
National Australia Bank Ltd. 1.375% 7/12/19 5,700 5,670
National Australia Bank Ltd. 2.625% 7/23/20 6,550 6,747
National Australia Bank Ltd. 2.625% 1/14/21 7,885 8,063
National Australia Bank Ltd. 1.875% 7/12/21 5,700 5,680
National Bank of Canada 1.450% 11/7/17 3,350 3,353
National Bank of Canada 2.100% 12/14/18 5,750 5,831
National City Corp. 6.875% 5/15/19 3,825 4,304
Northern Trust Co. 6.500% 8/15/18 775 847
Northern Trust Corp. 3.450% 11/4/20 300 320
Northern Trust Corp. 3.375% 8/23/21 2,300 2,465
PNC Bank NA 6.000% 12/7/17 6,125 6,426
PNC Bank NA 1.500% 2/23/18 8,300 8,325
PNC Bank NA 6.875% 4/1/18 1,500 1,616
PNC Bank NA 1.600% 6/1/18 4,500 4,512
PNC Bank NA 1.850% 7/20/18 4,100 4,136
PNC Bank NA 1.800% 11/5/18 5,300 5,338
PNC Bank NA 2.200% 1/28/19 9,125 9,320
PNC Bank NA 1.950% 3/4/19 6,850 6,919
PNC Bank NA 2.250% 7/2/19 10,675 10,872
PNC Bank NA 1.450% 7/29/19 2,000 1,997
PNC Bank NA 2.400% 10/18/19 13,744 14,040
PNC Bank NA 2.300% 6/1/20 10,430 10,671
PNC Bank NA 2.600% 7/21/20 5,320 5,470
PNC Bank NA 2.450% 11/5/20 3,178 3,251
PNC Bank NA 2.150% 4/29/21 14,000 14,143
PNC Funding Corp. 6.700% 6/10/19 3,346 3,796
PNC Funding Corp. 5.125% 2/8/20 9,549 10,615
PNC Funding Corp. 4.375% 8/11/20 400 438
Regions Bank 7.500% 5/15/18 790 863
Regions Bank 2.250% 9/14/18 3,000 3,024
Regions Financial Corp. 3.200% 2/8/21 2,500 2,600
Royal Bank of Canada 1.000% 4/27/17 8,000 8,000
Royal Bank of Canada 1.400% 10/13/17 4,825 4,829
Royal Bank of Canada 1.500% 1/16/18 6,425 6,444
Royal Bank of Canada 2.200% 7/27/18 5,576 5,655
Royal Bank of Canada 1.800% 7/30/18 14,950 15,061
Royal Bank of Canada 2.000% 12/10/18 6,815 6,885

 

 

Royal Bank of Canada 2.150% 3/15/19 10,066 10,215
Royal Bank of Canada 1.625% 4/15/19 5,000 5,014
Royal Bank of Canada 1.500% 7/29/19 8,500 8,495
Royal Bank of Canada 2.150% 3/6/20 1,750 1,785
Royal Bank of Canada 2.350% 10/30/20 10,650 10,900
Royal Bank of Canada 2.500% 1/19/21 9,000 9,353
Santander Bank NA 2.000% 1/12/18 1,000 1,001
Santander Bank NA 8.750% 5/30/18 2,825 3,103
Santander Holdings USA Inc. 3.450% 8/27/18 8,347 8,534
Santander Holdings USA Inc. 2.700% 5/24/19 8,425 8,526
Santander Holdings USA Inc. 2.650% 4/17/20 2,820 2,841
Santander UK Group Holdings plc 2.875% 10/16/20 12,910 13,025
Santander UK Group Holdings plc 3.125% 1/8/21 8,000 8,171
Santander UK Group Holdings plc 2.875% 8/5/21 2,000 2,003
Santander UK plc 3.050% 8/23/18 8,000 8,188
Santander UK plc 2.000% 8/24/18 8,700 8,733
Santander UK plc 2.500% 3/14/19 12,000 12,177
Santander UK plc 2.350% 9/10/19 16,800 17,024
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 13,025 13,386
Skandinaviska Enskilda Banken AB 1.875% 9/13/21 15,000 14,884
Societe Generale SA 2.750% 10/12/17 8,125 8,226
Societe Generale SA 2.625% 10/1/18 4,435 4,518
State Street Bank & Trust Co. 5.250% 10/15/18 775 831
State Street Corp. 4.956% 3/15/18 7,026 7,335
State Street Corp. 1.350% 5/15/18 4,675 4,686
State Street Corp. 2.550% 8/18/20 7,500 7,779
State Street Corp. 4.375% 3/7/21 4,250 4,724
State Street Corp. 1.950% 5/19/21 4,125 4,157
Sumitomo Mitsui Banking Corp. 1.300% 1/10/17 1,200 1,200
Sumitomo Mitsui Banking Corp. 1.800% 7/18/17 5,800 5,821
Sumitomo Mitsui Banking Corp. 1.500% 1/18/18 3,575 3,570
Sumitomo Mitsui Banking Corp. 2.500% 7/19/18 2,425 2,461
Sumitomo Mitsui Banking Corp. 1.950% 7/23/18 3,250 3,270
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 10,200 10,364
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 7,900 7,987
Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 10,850 11,026
Sumitomo Mitsui Banking Corp. 2.650% 7/23/20 7,575 7,754
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 3,250 3,311
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 10,870 11,181
Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 8,000 7,930
SunTrust Bank 1.350% 2/15/17 5,290 5,291
SunTrust Bank 7.250% 3/15/18 3,200 3,450
SunTrust Banks Inc. 6.000% 9/11/17 2,365 2,461
SunTrust Banks Inc. 2.350% 11/1/18 1,106 1,124
SunTrust Banks Inc. 2.500% 5/1/19 3,735 3,813
SunTrust Banks Inc. 2.900% 3/3/21 3,050 3,174
Svenska Handelsbanken AB 1.625% 3/21/18 10,095 10,133
Svenska Handelsbanken AB 2.500% 1/25/19 9,375 9,595
Svenska Handelsbanken AB 2.250% 6/17/19 6,050 6,155
Svenska Handelsbanken AB 1.500% 9/6/19 7,500 7,479
Svenska Handelsbanken AB 2.400% 10/1/20 1,550 1,583
Svenska Handelsbanken AB 2.450% 3/30/21 10,800 11,054
Svenska Handelsbanken AB 1.875% 9/7/21 3,250 3,231
Synchrony Financial 1.875% 8/15/17 2,515 2,519
Synchrony Financial 2.600% 1/15/19 5,614 5,679
Synchrony Financial 3.000% 8/15/19 12,450 12,735
Synchrony Financial 2.700% 2/3/20 6,437 6,516

 

 

Synchrony Financial 3.750% 8/15/21 2,050 2,156
Toronto-Dominion Bank 1.625% 3/13/18 10,500 10,597
Toronto-Dominion Bank 1.400% 4/30/18 17,133 17,147
Toronto-Dominion Bank 1.750% 7/23/18 12,000 12,077
Toronto-Dominion Bank 1.450% 9/6/18 500 501
Toronto-Dominion Bank 2.625% 9/10/18 5,000 5,112
Toronto-Dominion Bank 2.125% 7/2/19 6,500 6,602
Toronto-Dominion Bank 1.450% 8/13/19 9,700 9,689
Toronto-Dominion Bank 2.250% 11/5/19 9,975 10,206
Toronto-Dominion Bank 2.500% 12/14/20 7,300 7,508
Toronto-Dominion Bank 2.125% 4/7/21 12,650 12,799
Toronto-Dominion Bank 1.800% 7/13/21 11,700 11,662
UBS AG 5.875% 12/20/17 1,950 2,053
UBS AG 1.800% 3/26/18 6,550 6,563
UBS AG 5.750% 4/25/18 1,401 1,490
UBS AG 2.375% 8/14/19 20,179 20,551
UBS AG 2.350% 3/26/20 5,000 5,093
UBS AG 4.875% 8/4/20 5,900 6,565
US Bancorp 1.950% 11/15/18 5,225 5,288
US Bancorp 2.200% 4/25/19 12,720 12,978
US Bancorp 2.350% 1/29/21 5,000 5,142
US Bancorp 4.125% 5/24/21 2,764 3,061
US Bank NA 1.350% 1/26/18 7,300 7,311
US Bank NA 1.450% 1/29/18 12,000 12,022
US Bank NA 1.400% 4/26/19 10,000 9,990
US Bank NA 2.125% 10/28/19 11,000 11,198
Wachovia Corp. 5.750% 2/1/18 21,405 22,615
Wells Fargo & Co. 5.625% 12/11/17 23,124 24,258
Wells Fargo & Co. 1.500% 1/16/18 11,177 11,190
Wells Fargo & Co. 2.150% 1/15/19 5,710 5,780
Wells Fargo & Co. 2.125% 4/22/19 14,464 14,653
Wells Fargo & Co. 2.150% 1/30/20 13,972 14,068
Wells Fargo & Co. 2.600% 7/22/20 31,270 31,912
Wells Fargo & Co. 2.550% 12/7/20 18,800 19,148
Wells Fargo & Co. 3.000% 1/22/21 3,475 3,604
Wells Fargo & Co. 2.500% 3/4/21 8,300 8,413
Wells Fargo & Co. 4.600% 4/1/21 17,170 19,004
Wells Fargo & Co. 2.100% 7/26/21 15,000 14,929
Wells Fargo Bank NA 6.000% 11/15/17 2,075 2,178
Wells Fargo Bank NA 1.650% 1/22/18 6,750 6,769
Wells Fargo Bank NA 1.750% 5/24/19 17,740 17,817
Westpac Banking Corp. 1.500% 12/1/17 3,805 3,809
Westpac Banking Corp. 1.600% 1/12/18 6,645 6,669
Westpac Banking Corp. 1.550% 5/25/18 1,600 1,603
Westpac Banking Corp. 2.250% 7/30/18 700 710
Westpac Banking Corp. 1.950% 11/23/18 8,000 8,069
Westpac Banking Corp. 2.250% 1/17/19 11,175 11,350
Westpac Banking Corp. 1.650% 5/13/19 7,100 7,107
Westpac Banking Corp. 1.600% 8/19/19 8,250 8,243
Westpac Banking Corp. 4.875% 11/19/19 7,565 8,280
Westpac Banking Corp. 2.300% 5/26/20 21,377 21,751
Westpac Banking Corp. 2.600% 11/23/20 10,000 10,289
Westpac Banking Corp. 2.100% 5/13/21 22,000 22,134
Westpac Banking Corp. 2.000% 8/19/21 10,350 10,345
 
Brokerage (0.2%)        
Ameriprise Financial Inc. 7.300% 6/28/19 1,600 1,832

 

 

Ameriprise Financial Inc. 5.300% 3/15/20 4,025 4,474
BGC Partners Inc. 5.375% 12/9/19 1,700 1,781
5 BGC Partners Inc. 5.125% 5/27/21 1,675 1,754
BlackRock Inc. 5.000% 12/10/19 10,175 11,287
BlackRock Inc. 4.250% 5/24/21 4,175 4,641
Charles Schwab Corp. 1.500% 3/10/18 2,375 2,386
Charles Schwab Corp. 2.200% 7/25/18 5,014 5,100
Charles Schwab Corp. 4.450% 7/22/20 1,350 1,487
Eaton Vance Corp. 6.500% 10/2/17 257 270
Franklin Resources Inc. 4.625% 5/20/20 700 768
Intercontinental Exchange Inc. 2.500% 10/15/18 3,500 3,581
Intercontinental Exchange Inc. 2.750% 12/1/20 4,975 5,169
Jefferies Group LLC 5.125% 4/13/18 3,800 3,974
Jefferies Group LLC 8.500% 7/15/19 6,325 7,267
Jefferies Group LLC 6.875% 4/15/21 4,527 5,276
Lazard Group LLC 6.850% 6/15/17 572 591
Lazard Group LLC 4.250% 11/14/20 1,625 1,742
Legg Mason Inc. 2.700% 7/15/19 3,800 3,858
Nasdaq Inc. 5.250% 1/16/18 136 142
Nasdaq Inc. 5.550% 1/15/20 4,650 5,128
Nomura Holdings Inc. 2.750% 3/19/19 13,300 13,576
Nomura Holdings Inc. 6.700% 3/4/20 4,960 5,687
NYSE Euronext 2.000% 10/5/17 9,690 9,757
Raymond James Financial Inc. 8.600% 8/15/19 3,320 3,894
Stifel Financial Corp. 3.500% 12/1/20 1,975 2,018
TD Ameritrade Holding Corp. 5.600% 12/1/19 1,775 1,973
 
Finance Companies (0.5%)        
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 3.750% 5/15/19 8,152 8,325
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.250% 7/1/20 5,535 5,708
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.625% 10/30/20 6,609 6,939
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.500% 5/15/21 7,640 7,984
Air Lease Corp. 2.125% 1/15/18 3,625 3,643
Air Lease Corp. 2.625% 9/4/18 2,390 2,414
Air Lease Corp. 3.375% 1/15/19 8,530 8,765
Air Lease Corp. 2.125% 1/15/20 3,950 3,935
Air Lease Corp. 4.750% 3/1/20 1,300 1,404
Air Lease Corp. 3.875% 4/1/21 2,100 2,221
Air Lease Corp. 3.375% 6/1/21 4,050 4,202
Ares Capital Corp. 4.875% 11/30/18 8,000 8,339
Ares Capital Corp. 3.875% 1/15/20 2,000 2,068
FS Investment Corp. 4.000% 7/15/19 3,850 3,915
FS Investment Corp. 4.250% 1/15/20 775 793
GATX Corp. 2.375% 7/30/18 1,450 1,465
GATX Corp. 2.500% 7/30/19 1,720 1,735
GATX Corp. 2.600% 3/30/20 3,375 3,415
GE Capital International Funding Co. 2.342% 11/15/20 83,175 85,437
HSBC Finance Corp. 6.676% 1/15/21 13,060 15,016
International Lease Finance Corp. 3.875% 4/15/18 4,150 4,249
5 International Lease Finance Corp. 7.125% 9/1/18 12,000 13,110
International Lease Finance Corp. 5.875% 4/1/19 4,955 5,302
International Lease Finance Corp. 6.250% 5/15/19 6,233 6,747
International Lease Finance Corp. 8.250% 12/15/20 7,690 9,122

 

 

International Lease Finance Corp. 4.625% 4/15/21 3,303 3,460
Prospect Capital Corp. 5.000% 7/15/19 1,900 1,918
 
Insurance (1.1%)        
AEGON Funding Co. LLC 5.750% 12/15/20 2,443 2,798
Aetna Inc. 1.500% 11/15/17 7,620 7,639
Aetna Inc. 1.700% 6/7/18 13,000 13,045
Aetna Inc. 2.200% 3/15/19 2,525 2,562
Aetna Inc. 1.900% 6/7/19 12,300 12,412
Aetna Inc. 4.125% 6/1/21 3,125 3,376
Aetna Inc. 2.400% 6/15/21 10,517 10,641
Aflac Inc. 2.400% 3/16/20 3,675 3,775
Alleghany Corp. 5.625% 9/15/20 800 885
Allied World Assurance Co. Ltd. 5.500% 11/15/20 1,475 1,584
Alterra Finance LLC 6.250% 9/30/20 5,145 5,857
American Financial Group Inc. 9.875% 6/15/19 2,130 2,564
American International Group Inc. 5.850% 1/16/18 10,150 10,703
American International Group Inc. 2.300% 7/16/19 9,100 9,265
American International Group Inc. 3.375% 8/15/20 1,910 2,021
American International Group Inc. 6.400% 12/15/20 4,600 5,391
American International Group Inc. 3.300% 3/1/21 8,425 8,839
Anthem Inc. 1.875% 1/15/18 5,000 5,025
Anthem Inc. 7.000% 2/15/19 1,080 1,213
Anthem Inc. 2.250% 8/15/19 6,275 6,357
Anthem Inc. 4.350% 8/15/20 7,800 8,464
Anthem Inc. 3.700% 8/15/21 2,225 2,384
Aon Corp. 5.000% 9/30/20 4,025 4,449
Aon plc 2.800% 3/15/21 2,575 2,620
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 1,225 1,352
Assurant Inc. 2.500% 3/15/18 700 709
Axis Specialty Finance LLC 5.875% 6/1/20 10,638 11,875
AXIS Specialty Finance plc 2.650% 4/1/19 4,901 4,964
Berkshire Hathaway Finance Corp. 1.450% 3/7/18 6,150 6,177
Berkshire Hathaway Finance Corp. 1.300% 5/15/18 500 501
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 12,000 12,800
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 3,410 3,464
Berkshire Hathaway Finance Corp. 1.700% 3/15/19 8,350 8,422
Berkshire Hathaway Finance Corp. 1.300% 8/15/19 4,900 4,896
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 4,369 4,835
Berkshire Hathaway Inc. 1.550% 2/9/18 5,377 5,414
Berkshire Hathaway Inc. 1.150% 8/15/18 5,000 5,000
Berkshire Hathaway Inc. 2.100% 8/14/19 13,138 13,428
Berkshire Hathaway Inc. 2.200% 3/15/21 7,079 7,281
Berkshire Hathaway Inc. 3.750% 8/15/21 3,300 3,617
Chubb Corp. 5.750% 5/15/18 14,021 15,034
Chubb INA Holdings Inc. 5.800% 3/15/18 1,750 1,865
Chubb INA Holdings Inc. 5.900% 6/15/19 2,450 2,731
Chubb INA Holdings Inc. 2.300% 11/3/20 12,265 12,590
Cigna Corp. 5.125% 6/15/20 425 469
Cigna Corp. 4.375% 12/15/20 1,675 1,820
Cigna Corp. 4.500% 3/15/21 2,425 2,646
CNA Financial Corp. 7.350% 11/15/19 375 431
CNA Financial Corp. 5.875% 8/15/20 2,000 2,272
CNA Financial Corp. 5.750% 8/15/21 3,905 4,499
Coventry Health Care Inc. 5.450% 6/15/21 2,470 2,817
Hartford Financial Services Group Inc. 6.300% 3/15/18 3,430 3,652
Hartford Financial Services Group Inc. 6.000% 1/15/19 3,475 3,787

 

 

Hartford Financial Services Group Inc. 5.500% 3/30/20 2,529 2,821
Humana Inc. 7.200% 6/15/18 4,125 4,516
Humana Inc. 6.300% 8/1/18 500 540
Humana Inc. 2.625% 10/1/19 1,500 1,537
Lincoln National Corp. 8.750% 7/1/19 4,025 4,737
Lincoln National Corp. 6.250% 2/15/20 2,350 2,643
Manulife Financial Corp. 4.900% 9/17/20 3,225 3,563
Marsh & McLennan Cos. Inc. 2.300% 4/1/17 1,100 1,105
Marsh & McLennan Cos. Inc. 2.550% 10/15/18 400 405
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 5,775 5,870
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 2,400 2,436
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 3,585 4,015
MetLife Inc. 1.756% 12/15/17 3,604 3,618
MetLife Inc. 1.903% 12/15/17 15,350 15,431
MetLife Inc. 6.817% 8/15/18 7,216 7,923
MetLife Inc. 7.717% 2/15/19 1,954 2,236
MetLife Inc. 4.750% 2/8/21 4,300 4,817
PartnerRe Finance B LLC 5.500% 6/1/20 3,100 3,452
Principal Financial Group Inc. 1.850% 11/15/17 1,291 1,299
Principal Financial Group Inc. 8.875% 5/15/19 1,710 2,016
4 Principal Financial Group Inc. 4.700% 5/15/55 4,000 3,994
Progressive Corp. 3.750% 8/23/21 2,500 2,720
Protective Life Corp. 7.375% 10/15/19 1,650 1,905
Prudential Financial Inc. 6.000% 12/1/17 1,637 1,724
Prudential Financial Inc. 2.300% 8/15/18 4,200 4,262
Prudential Financial Inc. 7.375% 6/15/19 4,945 5,677
Prudential Financial Inc. 2.350% 8/15/19 7,240 7,391
Prudential Financial Inc. 5.375% 6/21/20 4,950 5,559
Prudential Financial Inc. 4.500% 11/15/20 1,800 1,985
4 Prudential Financial Inc. 8.875% 6/15/68 2,781 3,083
Reinsurance Group of America Inc. 6.450% 11/15/19 2,850 3,205
Reinsurance Group of America Inc. 5.000% 6/1/21 2,520 2,754
4 StanCorp Financial Group Inc. 6.900% 6/1/67 1,000 797
Torchmark Corp. 9.250% 6/15/19 1,500 1,782
Travelers Cos. Inc. 5.800% 5/15/18 2,825 3,028
Travelers Cos. Inc. 5.900% 6/2/19 1,756 1,960
Trinity Acquisition plc 3.500% 9/15/21 575 596
UnitedHealth Group Inc. 1.400% 10/15/17 3,388 3,394
UnitedHealth Group Inc. 1.400% 12/15/17 5,825 5,843
UnitedHealth Group Inc. 6.000% 2/15/18 7,900 8,404
UnitedHealth Group Inc. 1.900% 7/16/18 9,007 9,092
UnitedHealth Group Inc. 1.700% 2/15/19 4,050 4,075
UnitedHealth Group Inc. 1.625% 3/15/19 4,000 4,023
UnitedHealth Group Inc. 2.300% 12/15/19 3,125 3,212
UnitedHealth Group Inc. 2.700% 7/15/20 9,800 10,188
UnitedHealth Group Inc. 3.875% 10/15/20 2,975 3,220
UnitedHealth Group Inc. 4.700% 2/15/21 2,700 3,010
UnitedHealth Group Inc. 2.125% 3/15/21 5,150 5,240
Unum Group 5.625% 9/15/20 1,150 1,286
Unum Group 3.000% 5/15/21 2,700 2,759
Voya Financial Inc. 2.900% 2/15/18 7,405 7,533
Willis Towers Watson plc 5.750% 3/15/21 3,000 3,354
WR Berkley Corp. 7.375% 9/15/19 100 114
XLIT Ltd. 2.300% 12/15/18 1,976 1,995
 
Real Estate Investment Trusts (0.5%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 2,598 2,639

 

 

American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 1,600 1,670
AvalonBay Communities Inc. 3.625% 10/1/20 4,345 4,614
Boston Properties LP 3.700% 11/15/18 7,450 7,771
Boston Properties LP 5.875% 10/15/19 1,475 1,644
Boston Properties LP 5.625% 11/15/20 9,135 10,383
Boston Properties LP 4.125% 5/15/21 5,784 6,298
Brandywine Operating Partnership LP 5.700% 5/1/17 5,275 5,404
Brandywine Operating Partnership LP 4.950% 4/15/18 1,926 2,009
Corporate Office Properties LP 3.700% 6/15/21 2,000 2,074
DDR Corp. 7.875% 9/1/20 1,675 2,013
DDR Corp. 3.500% 1/15/21 3,290 3,406
Digital Realty Trust LP 3.400% 10/1/20 1,700 1,775
Digital Realty Trust LP 5.250% 3/15/21 6,775 7,583
Duke Realty LP 3.875% 2/15/21 250 267
Equity CommonWealth 6.650% 1/15/18 2,860 2,962
ERP Operating LP 5.750% 6/15/17 1,460 1,504
ERP Operating LP 2.375% 7/1/19 4,725 4,816
Essex Portfolio LP 5.200% 3/15/21 1,800 2,019
Federal Realty Investment Trust 2.550% 1/15/21 4,525 4,669
HCP Inc. 6.700% 1/30/18 10,910 11,643
HCP Inc. 2.625% 2/1/20 4,353 4,422
HCP Inc. 5.375% 2/1/21 4,025 4,509
Healthcare Realty Trust Inc. 5.750% 1/15/21 3,000 3,408
Highwoods Realty LP 3.200% 6/15/21 2,000 2,065
Hospitality Properties Trust 6.700% 1/15/18 2,000 2,078
Hospitality Properties Trust 4.250% 2/15/21 2,350 2,511
Kilroy Realty LP 4.800% 7/15/18 5,400 5,645
Kimco Realty Corp. 4.300% 2/1/18 1,250 1,288
Kimco Realty Corp. 3.200% 5/1/21 1,000 1,044
Liberty Property LP 6.625% 10/1/17 318 333
Liberty Property LP 4.750% 10/1/20 1,950 2,124
Mack-Cali Realty LP 2.500% 12/15/17 1,800 1,810
National Retail Properties Inc. 6.875% 10/15/17 2,000 2,098
ProLogis LP 2.750% 2/15/19 5,000 5,120
Realty Income Corp. 2.000% 1/31/18 4,400 4,427
Realty Income Corp. 6.750% 8/15/19 3,275 3,720
Realty Income Corp. 5.750% 1/15/21 550 627
Regency Centers LP 4.800% 4/15/21 725 801
Select Income REIT 2.850% 2/1/18 4,650 4,679
Select Income REIT 3.600% 2/1/20 234 238
Senior Housing Properties Trust 3.250% 5/1/19 4,105 4,147
Simon Property Group LP 2.200% 2/1/19 5,050 5,145
Simon Property Group LP 5.650% 2/1/20 5,480 6,128
Simon Property Group LP 2.500% 9/1/20 4,350 4,480
Simon Property Group LP 4.375% 3/1/21 5,775 6,385
Simon Property Group LP 2.500% 7/15/21 2,350 2,411
SL Green Realty Corp. 7.750% 3/15/20 2,500 2,894
Tanger Properties LP 6.125% 6/1/20 2,500 2,830
UDR Inc. 4.250% 6/1/18 850 887
UDR Inc. 3.700% 10/1/20 5,900 6,247
Ventas Realty LP / Ventas Capital Corp. 2.000% 2/15/18 8,855 8,907
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 2,740 2,884
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 302 310
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 5,606 6,224
Vornado Realty LP 2.500% 6/30/19 4,000 4,060
Washington Prime Group LP 3.850% 4/1/20 1,525 1,570

 

 

Washington REIT 4.950% 10/1/20 1,700 1,827
Welltower Inc. 2.250% 3/15/18 8,514 8,588
Welltower Inc. 4.125% 4/1/19 2,096 2,205
Welltower Inc. 6.125% 4/15/20 2,802 3,175
Welltower Inc. 4.950% 1/15/21 4,200 4,619
        5,286,223
Industrial (15.0%)        
Basic Industry (0.7%)        
Agrium Inc. 6.750% 1/15/19 1,750 1,935
Air Products & Chemicals Inc. 4.375% 8/21/19 1,000 1,085
Airgas Inc. 1.650% 2/15/18 1,940 1,950
Airgas Inc. 2.375% 2/15/20 1,300 1,324
Airgas Inc. 3.050% 8/1/20 3,500 3,634
Albemarle Corp. 3.000% 12/1/19 1,500 1,550
Albemarle Corp. 4.500% 12/15/20 1,725 1,861
Barrick North America Finance LLC 4.400% 5/30/21 17,654 19,345
BHP Billiton Finance USA Ltd. 2.050% 9/30/18 12,065 12,199
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 8,000 8,948
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 2,850 3,249
CF Industries Inc. 6.875% 5/1/18 6,487 6,974
CF Industries Inc. 7.125% 5/1/20 2,890 3,327
Dow Chemical Co. 8.550% 5/15/19 17,204 20,172
Dow Chemical Co. 4.250% 11/15/20 1,500 1,628
DOW CHEMICAL COMPANY (THE) 5.700% 5/15/18 1,000 1,066
Eastman Chemical Co. 2.400% 6/1/17 9,076 9,147
Eastman Chemical Co. 2.700% 1/15/20 5,680 5,826
Eastman Chemical Co. 4.500% 1/15/21 2,270 2,469
Ecolab Inc. 1.450% 12/8/17 3,825 3,835
Ecolab Inc. 1.550% 1/12/18 1,500 1,507
Ecolab Inc. 2.000% 1/14/19 2,250 2,278
Ecolab Inc. 2.250% 1/12/20 2,000 2,038
EI du Pont de Nemours & Co. 6.000% 7/15/18 7,525 8,143
EI du Pont de Nemours & Co. 4.625% 1/15/20 1,000 1,096
EI du Pont de Nemours & Co. 3.625% 1/15/21 9,675 10,380
EI du Pont de Nemours & Co. 4.250% 4/1/21 2,400 2,639
Goldcorp Inc. 2.125% 3/15/18 7,626 7,643
Goldcorp Inc. 3.625% 6/9/21 5,600 5,889
International Paper Co. 7.950% 6/15/18 3,590 3,971
International Paper Co. 9.375% 5/15/19 35 41
International Paper Co. 7.500% 8/15/21 4,465 5,452
Lubrizol Corp. 8.875% 2/1/19 1,075 1,256
LyondellBasell Industries NV 5.000% 4/15/19 15,450 16,539
Methanex Corp. 3.250% 12/15/19 2,240 2,226
Monsanto Co. 5.125% 4/15/18 925 975
Monsanto Co. 1.850% 11/15/18 825 831
Monsanto Co. 2.125% 7/15/19 16,150 16,375
Monsanto Co. 2.750% 7/15/21 2,758 2,835
Newmont Mining Corp. 5.125% 10/1/19 1,925 2,101
Nucor Corp. 5.750% 12/1/17 6,208 6,481
Nucor Corp. 5.850% 6/1/18 2,848 3,044
Plum Creek Timberlands LP 4.700% 3/15/21 4,010 4,345
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 1,725 1,758
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,150 1,281
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 1,800 1,965
PPG Industries Inc. 2.300% 11/15/19 10,000 10,166
PPG Industries Inc. 3.600% 11/15/20 6,350 6,696
Praxair Inc. 1.050% 11/7/17 7,160 7,159

 

 

Praxair Inc. 1.250% 11/7/18 2,500 2,499
Praxair Inc. 2.250% 9/24/20 1,400 1,443
Praxair Inc. 4.050% 3/15/21 1,525 1,680
Praxair Inc. 3.000% 9/1/21 2,070 2,196
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 13,193 15,606
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 3,325 3,654
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 1,450 1,568
Rohm & Haas Co. 6.000% 9/15/17 1,000 1,042
RPM International Inc. 6.500% 2/15/18 2,710 2,879
RPM International Inc. 6.125% 10/15/19 325 362
Sherwin-Williams Co. 1.350% 12/15/17 1,900 1,900
Southern Copper Corp. 5.375% 4/16/20 2,600 2,866
Vale Overseas Ltd. 5.625% 9/15/19 10,025 10,614
Vale Overseas Ltd. 4.625% 9/15/20 4,650 4,755
Vale Overseas Ltd. 5.875% 6/10/21 11,250 11,756
Valspar Corp. 7.250% 6/15/19 863 979
WestRock RKT Co. 4.450% 3/1/19 5,000 5,295
WestRock RKT Co. 3.500% 3/1/20 2,634 2,748
 
Capital Goods (1.5%)        
3M Co. 1.375% 8/7/18 3,100 3,118
3M Co. 2.000% 8/7/20 3,100 3,176
3M Co. 1.625% 9/19/21 5,500 5,516
Acuity Brands Lighting Inc. 6.000% 12/15/19 675 748
Bemis Co. Inc. 6.800% 8/1/19 500 565
Boeing Capital Corp. 2.900% 8/15/18 1,761 1,816
Boeing Capital Corp. 4.700% 10/27/19 6,745 7,435
Boeing Co. 0.950% 5/15/18 4,774 4,768
Boeing Co. 6.000% 3/15/19 3,425 3,819
Boeing Co. 4.875% 2/15/20 5,225 5,840
Boeing Co. 1.650% 10/30/20 4,250 4,293
Boeing Co. 8.750% 8/15/21 1,000 1,321
Caterpillar Financial Services Corp. 1.250% 11/6/17 11,252 11,250
Caterpillar Financial Services Corp. 1.500% 2/23/18 2,973 2,984
Caterpillar Financial Services Corp. 1.300% 3/1/18 5,750 5,759
Caterpillar Financial Services Corp. 2.450% 9/6/18 3,200 3,270
Caterpillar Financial Services Corp. 1.800% 11/13/18 4,300 4,341
Caterpillar Financial Services Corp. 7.150% 2/15/19 8,358 9,466
Caterpillar Financial Services Corp. 1.350% 5/18/19 4,500 4,495
Caterpillar Financial Services Corp. 2.100% 6/9/19 5,072 5,160
Caterpillar Financial Services Corp. 2.250% 12/1/19 4,495 4,587
Caterpillar Financial Services Corp. 2.000% 3/5/20 4,850 4,922
Caterpillar Financial Services Corp. 2.500% 11/13/20 3,500 3,607
Caterpillar Financial Services Corp. 1.700% 8/9/21 13,700 13,558
Caterpillar Financial Services Corp. 2.750% 8/20/21 350 366
5 Caterpillar Financial Services Corp. 1.931% 10/1/21 4,650 4,643
Caterpillar Inc. 7.900% 12/15/18 1,420 1,619
Caterpillar Inc. 3.900% 5/27/21 10,935 11,956
Crane Co. 2.750% 12/15/18 7,406 7,549
CRH America Inc. 8.125% 7/15/18 1,100 1,214
CRH America Inc. 5.750% 1/15/21 450 512
Dover Corp. 5.450% 3/15/18 1,375 1,458
Dover Corp. 4.300% 3/1/21 4,200 4,612
Eaton Corp. 1.500% 11/2/17 9,570 9,594
Eaton Corp. 5.600% 5/15/18 7,725 8,235
Eaton Corp. 6.950% 3/20/19 928 1,043
Eaton Electric Holdings LLC 3.875% 12/15/20 1,500 1,613

 

 

Emerson Electric Co. 5.250% 10/15/18 100 108
Emerson Electric Co. 4.875% 10/15/19 3,220 3,535
Emerson Electric Co. 4.250% 11/15/20 825 914
FLIR Systems Inc. 3.125% 6/15/21 2,275 2,344
5 Fortive Corp. 1.800% 6/15/19 2,000 2,006
5 Fortive Corp. 2.350% 6/15/21 6,400 6,464
Fortune Brands Home & Security Inc. 3.000% 6/15/20 3,000 3,091
General Dynamics Corp. 1.000% 11/15/17 6,435 6,425
General Electric Capital Corp. 5.625% 5/1/18 10,910 11,671
General Electric Capital Corp. 6.000% 8/7/19 8,193 9,255
General Electric Capital Corp. 2.100% 12/11/19 2,925 2,991
General Electric Capital Corp. 5.500% 1/8/20 7,476 8,468
General Electric Capital Corp. 2.200% 1/9/20 12,536 12,857
General Electric Capital Corp. 5.550% 5/4/20 7,556 8,612
General Electric Capital Corp. 4.375% 9/16/20 10,048 11,117
General Electric Capital Corp. 4.625% 1/7/21 8,486 9,555
General Electric Capital Corp. 5.300% 2/11/21 7,843 8,999
General Electric Co. 5.250% 12/6/17 34,950 36,622
Harris Corp. 1.999% 4/27/18 7,550 7,591
Harris Corp. 2.700% 4/27/20 9,542 9,726
Harris Corp. 4.400% 12/15/20 2,725 2,959
Honeywell International Inc. 5.300% 3/1/18 5,606 5,935
Honeywell International Inc. 5.000% 2/15/19 11,928 12,983
Honeywell International Inc. 4.250% 3/1/21 5,500 6,136
Illinois Tool Works Inc. 1.950% 3/1/19 2,832 2,887
Illinois Tool Works Inc. 6.250% 4/1/19 2,675 2,991
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 12,095 13,286
Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 1,150 1,186
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 1,500 1,528
John Deere Capital Corp. 1.200% 10/10/17 3,777 3,780
John Deere Capital Corp. 1.550% 12/15/17 6,714 6,754
John Deere Capital Corp. 1.350% 1/16/18 6,650 6,668
John Deere Capital Corp. 1.300% 3/12/18 600 601
John Deere Capital Corp. 5.350% 4/3/18 470 499
John Deere Capital Corp. 1.600% 7/13/18 2,650 2,666
John Deere Capital Corp. 1.750% 8/10/18 3,200 3,229
John Deere Capital Corp. 1.950% 12/13/18 10,583 10,754
John Deere Capital Corp. 1.950% 1/8/19 11,000 11,173
John Deere Capital Corp. 1.950% 3/4/19 13,155 13,357
John Deere Capital Corp. 2.250% 4/17/19 5,685 5,822
John Deere Capital Corp. 2.300% 9/16/19 2,500 2,561
John Deere Capital Corp. 1.250% 10/9/19 6,000 5,961
John Deere Capital Corp. 1.700% 1/15/20 250 251
John Deere Capital Corp. 2.050% 3/10/20 4,400 4,465
John Deere Capital Corp. 2.375% 7/14/20 2,500 2,567
John Deere Capital Corp. 2.450% 9/11/20 2,600 2,674
John Deere Capital Corp. 2.550% 1/8/21 2,000 2,074
John Deere Capital Corp. 2.800% 3/4/21 3,000 3,130
Kennametal Inc. 2.650% 11/1/19 3,400 3,426
L-3 Communications Corp. 5.200% 10/15/19 6,925 7,581
L-3 Communications Corp. 4.750% 7/15/20 4,427 4,830
L-3 Communications Corp. 4.950% 2/15/21 4,000 4,415
Lockheed Martin Corp. 1.850% 11/23/18 7,670 7,777
Lockheed Martin Corp. 4.250% 11/15/19 5,285 5,744
Lockheed Martin Corp. 2.500% 11/23/20 13,950 14,402
Martin Marietta Materials Inc. 6.600% 4/15/18 100 106
Northrop Grumman Corp. 1.750% 6/1/18 2,675 2,697

 

 

Northrop Grumman Corp. 3.500% 3/15/21 4,325 4,627
Parker-Hannifin Corp. 5.500% 5/15/18 335 358
Pentair Finance SA 1.875% 9/15/17 3,200 3,208
Pentair Finance SA 2.900% 9/15/18 275 277
Pentair Finance SA 3.625% 9/15/20 3,450 3,513
Pentair Finance SA 5.000% 5/15/21 3,000 3,277
Precision Castparts Corp. 1.250% 1/15/18 8,450 8,458
Precision Castparts Corp. 2.250% 6/15/20 3,550 3,636
Raytheon Co. 6.750% 3/15/18 3,125 3,377
Raytheon Co. 6.400% 12/15/18 500 557
Raytheon Co. 4.400% 2/15/20 3,300 3,624
Raytheon Co. 3.125% 10/15/20 5,465 5,797
Republic Services Inc. 3.800% 5/15/18 7,042 7,316
Republic Services Inc. 5.500% 9/15/19 4,175 4,615
Republic Services Inc. 5.000% 3/1/20 5,543 6,104
Rockwell Automation Inc. 2.050% 3/1/20 5,850 5,930
Roper Technologies Inc. 1.850% 11/15/17 7,821 7,864
Roper Technologies Inc. 2.050% 10/1/18 10,800 10,914
Roper Technologies Inc. 6.250% 9/1/19 1,000 1,121
Roper Technologies Inc. 3.000% 12/15/20 4,450 4,625
Stanley Black & Decker Inc. 2.451% 11/17/18 4,250 4,341
4 Stanley Black & Decker Inc. 5.750% 12/15/53 2,190 2,330
Textron Inc. 5.600% 12/1/17 1,000 1,045
Textron Inc. 7.250% 10/1/19 2,070 2,376
Textron Inc. 3.650% 3/1/21 4,250 4,475
United Technologies Corp. 5.375% 12/15/17 4,410 4,630
United Technologies Corp. 6.125% 2/1/19 4,095 4,535
United Technologies Corp. 4.500% 4/15/20 9,675 10,695
Valmont Industries Inc. 6.625% 4/20/20 464 528
Vulcan Materials Co. 7.500% 6/15/21 4,300 5,220
Waste Management Inc. 6.100% 3/15/18 9,410 10,056
Waste Management Inc. 4.750% 6/30/20 3,675 4,085
Waste Management Inc. 4.600% 3/1/21 2,703 3,005
 
Communication (1.8%)        
21st Century Fox America Inc. 6.900% 3/1/19 6,550 7,358
21st Century Fox America Inc. 5.650% 8/15/20 7,683 8,764
21st Century Fox America Inc. 4.500% 2/15/21 3,925 4,348
5 Activision Blizzard Inc. 2.300% 9/15/21 7,025 7,034
America Movil SAB de CV 5.625% 11/15/17 12 13
America Movil SAB de CV 5.000% 3/30/20 16,103 17,756
American Tower Corp. 4.500% 1/15/18 14,260 14,788
American Tower Corp. 3.400% 2/15/19 6,250 6,493
American Tower Corp. 2.800% 6/1/20 4,275 4,384
American Tower Corp. 5.050% 9/1/20 2,370 2,620
American Tower Corp. 3.300% 2/15/21 5,300 5,551
American Tower Corp. 3.450% 9/15/21 2,375 2,498
AT&T Inc. 1.400% 12/1/17 10,775 10,792
AT&T Inc. 1.750% 1/15/18 8,260 8,298
AT&T Inc. 5.500% 2/1/18 21,434 22,576
AT&T Inc. 5.600% 5/15/18 5,400 5,757
AT&T Inc. 2.375% 11/27/18 5,053 5,150
AT&T Inc. 5.800% 2/15/19 100 110
AT&T Inc. 2.300% 3/11/19 10,440 10,626
AT&T Inc. 5.875% 10/1/19 5,800 6,478
AT&T Inc. 5.200% 3/15/20 10,696 11,851
AT&T Inc. 2.450% 6/30/20 23,967 24,471

 

 

AT&T Inc. 4.600% 2/15/21 12,912 14,163
AT&T Inc. 2.800% 2/17/21 20,500 21,074
AT&T Inc. 5.000% 3/1/21 8,709 9,741
AT&T Inc. 4.450% 5/15/21 9,527 10,477
AT&T Inc. 3.875% 8/15/21 7,204 7,780
British Telecommunications plc 5.950% 1/15/18 5,725 6,060
British Telecommunications plc 2.350% 2/14/19 11,975 12,196
CBS Corp. 2.300% 8/15/19 8,425 8,547
CBS Corp. 5.750% 4/15/20 910 1,025
CBS Corp. 4.300% 2/15/21 1,800 1,957
5 Charter Communications Operating LLC /        
Charter Communications Operating Capital 3.579% 7/23/20 15,250 15,913
Comcast Corp. 6.300% 11/15/17 5,337 5,635
Comcast Corp. 5.875% 2/15/18 7,659 8,135
Comcast Corp. 5.700% 5/15/18 10,436 11,176
Comcast Corp. 5.700% 7/1/19 125 139
Comcast Corp. 5.150% 3/1/20 7,203 8,077
Crown Castle International Corp. 3.400% 2/15/21 14,600 15,275
Crown Castle International Corp. 2.250% 9/1/21 2,000 1,995
Deutsche Telekom International Finance BV 6.750% 8/20/18 7,245 7,942
Deutsche Telekom International Finance BV 6.000% 7/8/19 4,150 4,642
Discovery Communications LLC 5.625% 8/15/19 750 822
Discovery Communications LLC 5.050% 6/1/20 6,775 7,418
Discovery Communications LLC 4.375% 6/15/21 650 706
Electronic Arts Inc. 3.700% 3/1/21 5,600 5,952
Historic TW Inc. 6.875% 6/15/18 820 894
Interpublic Group of Cos. Inc. 2.250% 11/15/17 260 262
Moody's Corp. 2.750% 7/15/19 7,351 7,559
Moody's Corp. 5.500% 9/1/20 277 312
NBCUniversal Media LLC 5.150% 4/30/20 16,672 18,696
NBCUniversal Media LLC 4.375% 4/1/21 14,580 16,222
Nippon Telegraph & Telephone Corp. 1.400% 7/18/17 2,487 2,490
Omnicom Group Inc. 6.250% 7/15/19 5,035 5,654
Omnicom Group Inc. 4.450% 8/15/20 8,900 9,729
Orange SA 2.750% 2/6/19 17,675 18,151
Orange SA 5.375% 7/8/19 4,025 4,441
Orange SA 4.125% 9/14/21 6,906 7,651
Qwest Corp. 6.500% 6/1/17 2,062 2,126
Rogers Communications Inc. 6.800% 8/15/18 9,294 10,184
S&P Global Inc. 2.500% 8/15/18 3,600 3,662
S&P Global Inc. 3.300% 8/14/20 4,300 4,507
Scripps Networks Interactive Inc. 2.750% 11/15/19 2,850 2,925
Scripps Networks Interactive Inc. 2.800% 6/15/20 3,650 3,741
Telefonica Emisiones SAU 3.192% 4/27/18 22,600 23,115
Telefonica Emisiones SAU 5.877% 7/15/19 1,200 1,323
Telefonica Emisiones SAU 5.134% 4/27/20 9,452 10,431
Telefonica Emisiones SAU 5.462% 2/16/21 7,360 8,380
Thomson Reuters Corp. 1.650% 9/29/17 4,014 4,024
Thomson Reuters Corp. 6.500% 7/15/18 2,430 2,641
Thomson Reuters Corp. 4.700% 10/15/19 350 378
Time Warner Cable Inc. 6.750% 7/1/18 23,335 25,350
Time Warner Cable Inc. 8.750% 2/14/19 9,491 10,947
Time Warner Cable Inc. 8.250% 4/1/19 2,055 2,366
Time Warner Cable Inc. 5.000% 2/1/20 5,575 6,045
Time Warner Cable Inc. 4.125% 2/15/21 5,925 6,289
Time Warner Cable Inc. 4.000% 9/1/21 3,025 3,208
Time Warner Inc. 2.100% 6/1/19 5,475 5,556

 

 

Time Warner Inc. 4.875% 3/15/20 8,795 9,708
Time Warner Inc. 4.700% 1/15/21 2,560 2,849
Time Warner Inc. 4.750% 3/29/21 7,775 8,707
Verizon Communications Inc. 1.100% 11/1/17 27 27
Verizon Communications Inc. 5.500% 2/15/18 12,976 13,704
Verizon Communications Inc. 6.100% 4/15/18 4,519 4,837
Verizon Communications Inc. 3.650% 9/14/18 38,277 39,952
Verizon Communications Inc. 2.550% 6/17/19 500 514
Verizon Communications Inc. 1.375% 8/15/19 750 747
Verizon Communications Inc. 2.625% 2/21/20 24,101 24,818
Verizon Communications Inc. 4.500% 9/15/20 21,690 23,802
Verizon Communications Inc. 3.450% 3/15/21 5,758 6,135
Verizon Communications Inc. 4.600% 4/1/21 9,415 10,493
Verizon Communications Inc. 1.750% 8/15/21 2,950 2,918
Viacom Inc. 6.125% 10/5/17 6 6
Viacom Inc. 2.500% 9/1/18 6,000 6,060
Viacom Inc. 2.200% 4/1/19 12,000 12,023
Viacom Inc. 5.625% 9/15/19 1,000 1,093
Viacom Inc. 3.875% 12/15/21 2,231 2,369
Vodafone Group plc 1.500% 2/19/18 7,300 7,298
Vodafone Group plc 4.625% 7/15/18 5,320 5,606
Vodafone Group plc 5.450% 6/10/19 9,681 10,615
Vodafone Group plc 4.375% 3/16/21 3,258 3,575
Walt Disney Co. 0.875% 5/30/17 100 100
Walt Disney Co. 1.100% 12/1/17 12,010 12,018
Walt Disney Co. 1.500% 9/17/18 1,050 1,058
Walt Disney Co. 1.650% 1/8/19 2,250 2,276
Walt Disney Co. 1.850% 5/30/19 6,700 6,811
Walt Disney Co. 0.875% 7/12/19 5,750 5,691
Walt Disney Co. 2.150% 9/17/20 4,600 4,730
Walt Disney Co. 2.300% 2/12/21 6,175 6,360
Walt Disney Co. 3.750% 6/1/21 4,136 4,534
Walt Disney Co. 2.750% 8/16/21 5,300 5,591
 
Consumer Cyclical (2.2%)        
Advance Auto Parts Inc. 5.750% 5/1/20 1,190 1,313
Alibaba Group Holding Ltd. 1.625% 11/28/17 7,600 7,600
Alibaba Group Holding Ltd. 2.500% 11/28/19 16,250 16,447
Amazon.com Inc. 1.200% 11/29/17 5,700 5,706
Amazon.com Inc. 2.600% 12/5/19 9,250 9,581
American Honda Finance Corp. 1.550% 12/11/17 12,103 12,163
American Honda Finance Corp. 1.500% 3/13/18 3,152 3,166
American Honda Finance Corp. 1.600% 7/13/18 6,925 6,966
American Honda Finance Corp. 2.125% 10/10/18 7,111 7,232
American Honda Finance Corp. 1.700% 2/22/19 1,350 1,361
American Honda Finance Corp. 1.200% 7/12/19 5,500 5,467
American Honda Finance Corp. 2.250% 8/15/19 11,475 11,760
American Honda Finance Corp. 2.450% 9/24/20 7,575 7,788
American Honda Finance Corp. 1.650% 7/12/21 5,000 4,947
American Honda Finance Corp. 1.700% 9/9/21 4,250 4,211
Automatic Data Processing Inc. 2.250% 9/15/20 7,325 7,562
AutoNation Inc. 6.750% 4/15/18 2,500 2,668
AutoNation Inc. 5.500% 2/1/20 1,620 1,782
AutoNation Inc. 3.350% 1/15/21 5,525 5,688
AutoZone Inc. 7.125% 8/1/18 4,175 4,581
AutoZone Inc. 1.625% 4/21/19 2,000 2,006
AutoZone Inc. 4.000% 11/15/20 275 296

 

 

AutoZone Inc. 2.500% 4/15/21 900 917
Best Buy Co. Inc. 5.500% 3/15/21 1,150 1,274
Block Financial LLC 4.125% 10/1/20 3,050 3,197
BorgWarner Inc. 4.625% 9/15/20 450 488
Carnival Corp. 1.875% 12/15/17 3,209 3,221
Carnival Corp. 3.950% 10/15/20 2,400 2,595
Costco Wholesale Corp. 1.125% 12/15/17 8,350 8,362
Costco Wholesale Corp. 1.700% 12/15/19 4,025 4,070
Costco Wholesale Corp. 1.750% 2/15/20 3,475 3,513
CVS Health Corp. 1.900% 7/20/18 19,174 19,354
CVS Health Corp. 2.250% 12/5/18 10,100 10,270
CVS Health Corp. 2.250% 8/12/19 9,030 9,203
CVS Health Corp. 2.800% 7/20/20 24,199 25,077
CVS Health Corp. 2.125% 6/1/21 10,600 10,699
Delphi Automotive plc 3.150% 11/19/20 3,400 3,522
eBay Inc. 2.500% 3/9/18 2,750 2,789
eBay Inc. 2.200% 8/1/19 8,825 8,929
eBay Inc. 3.250% 10/15/20 500 521
eBay Inc. 2.875% 8/1/21 4,700 4,850
Expedia Inc. 7.456% 8/15/18 3,250 3,582
Expedia Inc. 5.950% 8/15/20 10,722 12,060
Ford Motor Co. 6.500% 8/1/18 1,392 1,512
Ford Motor Credit Co. LLC 3.000% 6/12/17 8,043 8,124
Ford Motor Credit Co. LLC 1.724% 12/6/17 9,500 9,509
Ford Motor Credit Co. LLC 2.145% 1/9/18 13,239 13,307
Ford Motor Credit Co. LLC 2.375% 1/16/18 25,734 25,953
Ford Motor Credit Co. LLC 5.000% 5/15/18 13,706 14,386
Ford Motor Credit Co. LLC 2.240% 6/15/18 7,700 7,765
Ford Motor Credit Co. LLC 2.875% 10/1/18 6,305 6,440
Ford Motor Credit Co. LLC 2.551% 10/5/18 3,153 3,199
Ford Motor Credit Co. LLC 2.375% 3/12/19 5,200 5,261
Ford Motor Credit Co. LLC 2.021% 5/3/19 500 501
Ford Motor Credit Co. LLC 1.897% 8/12/19 2,000 1,995
Ford Motor Credit Co. LLC 2.597% 11/4/19 7,300 7,405
Ford Motor Credit Co. LLC 8.125% 1/15/20 8,100 9,554
Ford Motor Credit Co. LLC 2.459% 3/27/20 7,290 7,342
Ford Motor Credit Co. LLC 3.157% 8/4/20 7,060 7,277
Ford Motor Credit Co. LLC 3.200% 1/15/21 10,100 10,371
Ford Motor Credit Co. LLC 5.750% 2/1/21 5,000 5,632
Ford Motor Credit Co. LLC 3.336% 3/18/21 15,000 15,433
Ford Motor Credit Co. LLC 5.875% 8/2/21 13,225 15,077
General Motors Co. 3.500% 10/2/18 6,100 6,271
General Motors Financial Co. Inc. 2.625% 7/10/17 3,962 3,994
General Motors Financial Co. Inc. 3.250% 5/15/18 4,070 4,137
General Motors Financial Co. Inc. 6.750% 6/1/18 7,325 7,879
General Motors Financial Co. Inc. 3.100% 1/15/19 16,000 16,307
General Motors Financial Co. Inc. 2.400% 5/9/19 6,700 6,723
General Motors Financial Co. Inc. 3.500% 7/10/19 7,750 8,004
General Motors Financial Co. Inc. 3.150% 1/15/20 5,540 5,645
General Motors Financial Co. Inc. 3.200% 7/13/20 19,187 19,653
General Motors Financial Co. Inc. 3.700% 11/24/20 10,220 10,637
General Motors Financial Co. Inc. 4.200% 3/1/21 9,313 9,794
General Motors Financial Co. Inc. 3.200% 7/6/21 6,975 7,057
General Motors Financial Co. Inc. 4.375% 9/25/21 12,905 13,786
Home Depot Inc. 2.250% 9/10/18 8,455 8,639
Home Depot Inc. 2.000% 6/15/19 9,855 10,058
Home Depot Inc. 3.950% 9/15/20 1,300 1,422

 

 

Home Depot Inc. 2.000% 4/1/21 8,950 9,103
Home Depot Inc. 4.400% 4/1/21 6,933 7,718
Johnson Controls Inc. 1.400% 11/2/17 5,735 5,744
Johnson Controls Inc. 5.000% 3/30/20 1,575 1,714
Johnson Controls Inc. 4.250% 3/1/21 750 803
Lowe's Cos. Inc. 1.625% 4/15/17 60 60
Lowe's Cos. Inc. 4.625% 4/15/20 4,050 4,421
Lowe's Cos. Inc. 3.750% 4/15/21 2,025 2,214
Macy's Retail Holdings Inc. 3.450% 1/15/21 2,300 2,405
Marriott International Inc. 6.375% 6/15/17 1,310 1,355
Marriott International Inc. 3.000% 3/1/19 1,503 1,546
Marriott International Inc. 3.375% 10/15/20 3,875 4,050
Marriott International Inc. 2.875% 3/1/21 1,625 1,681
MasterCard Inc. 2.000% 4/1/19 4,225 4,297
McDonald's Corp. 5.800% 10/15/17 4,448 4,655
McDonald's Corp. 5.350% 3/1/18 7,444 7,860
McDonald's Corp. 2.100% 12/7/18 5,100 5,177
McDonald's Corp. 1.875% 5/29/19 3,945 3,998
McDonald's Corp. 3.500% 7/15/20 1,999 2,128
McDonald's Corp. 2.750% 12/9/20 12,206 12,658
McDonald's Corp. 3.625% 5/20/21 4,878 5,243
Nordstrom Inc. 6.250% 1/15/18 4,854 5,150
Nordstrom Inc. 4.750% 5/1/20 2,975 3,257
O'Reilly Automotive Inc. 4.875% 1/14/21 2,435 2,695
PACCAR Financial Corp. 1.400% 11/17/17 1,260 1,265
PACCAR Financial Corp. 1.450% 3/9/18 2,450 2,463
PACCAR Financial Corp. 1.400% 5/18/18 2,000 2,010
PACCAR Financial Corp. 1.750% 8/14/18 1,250 1,264
PACCAR Financial Corp. 1.300% 5/10/19 5,000 5,002
PACCAR Financial Corp. 1.200% 8/12/19 4,400 4,389
PACCAR Financial Corp. 2.500% 8/14/20 2,000 2,064
PACCAR Financial Corp. 2.250% 2/25/21 2,725 2,781
QVC Inc. 3.125% 4/1/19 2,300 2,358
Ralph Lauren Corp. 2.125% 9/26/18 1,700 1,726
Ralph Lauren Corp. 2.625% 8/18/20 1,800 1,862
Staples Inc. 2.750% 1/12/18 950 959
Starbucks Corp. 2.000% 12/5/18 3,175 3,237
Starbucks Corp. 2.100% 2/4/21 5,600 5,716
Starwood Hotels & Resorts Worldwide LLC 6.750% 5/15/18 2,108 2,279
Target Corp. 6.000% 1/15/18 8,710 9,249
Target Corp. 2.300% 6/26/19 8,204 8,436
TJX Cos. Inc. 6.950% 4/15/19 9,953 11,309
TJX Cos. Inc. 2.750% 6/15/21 5,175 5,428
Toyota Motor Credit Corp. 1.250% 10/5/17 2,312 2,314
Toyota Motor Credit Corp. 1.375% 1/10/18 2,500 2,504
Toyota Motor Credit Corp. 1.450% 1/12/18 9,368 9,396
Toyota Motor Credit Corp. 1.200% 4/6/18 15,000 14,996
Toyota Motor Credit Corp. 1.550% 7/13/18 7,900 7,944
Toyota Motor Credit Corp. 2.000% 10/24/18 9,900 10,050
Toyota Motor Credit Corp. 2.100% 1/17/19 3,330 3,387
Toyota Motor Credit Corp. 1.700% 2/19/19 7,500 7,559
Toyota Motor Credit Corp. 1.400% 5/20/19 7,600 7,606
Toyota Motor Credit Corp. 2.125% 7/18/19 9,700 9,883
Toyota Motor Credit Corp. 2.150% 3/12/20 10,500 10,722
Toyota Motor Credit Corp. 4.500% 6/17/20 2,000 2,206
Toyota Motor Credit Corp. 4.250% 1/11/21 2,775 3,060
Toyota Motor Credit Corp. 1.900% 4/8/21 8,400 8,464

 

 

Toyota Motor Credit Corp. 2.750% 5/17/21 4,250 4,431
Toyota Motor Credit Corp. 3.400% 9/15/21 3,430 3,688
Visa Inc. 1.200% 12/14/17 18,926 18,969
Visa Inc. 2.200% 12/14/20 21,250 21,795
Wal-Mart Stores Inc. 5.800% 2/15/18 14,127 15,050
Wal-Mart Stores Inc. 1.125% 4/11/18 9,826 9,848
Wal-Mart Stores Inc. 1.950% 12/15/18 4,988 5,079
Wal-Mart Stores Inc. 4.125% 2/1/19 2,305 2,469
Wal-Mart Stores Inc. 3.625% 7/8/20 13,857 15,016
Wal-Mart Stores Inc. 3.250% 10/25/20 10,025 10,789
Wal-Mart Stores Inc. 4.250% 4/15/21 8,625 9,674
Walgreen Co. 5.250% 1/15/19 927 1,002
Walgreens Boots Alliance Inc. 1.750% 11/17/17 6,207 6,241
Walgreens Boots Alliance Inc. 1.750% 5/30/18 4,400 4,421
Walgreens Boots Alliance Inc. 2.700% 11/18/19 6,615 6,815
Walgreens Boots Alliance Inc. 2.600% 6/1/21 14,965 15,312
Western Union Co. 2.875% 12/10/17 744 756
Western Union Co. 3.650% 8/22/18 3,675 3,790
Western Union Co. 5.253% 4/1/20 200 220
Wyndham Worldwide Corp. 2.500% 3/1/18 1,110 1,121
 
Consumer Noncyclical (4.0%)        
Abbott Laboratories 5.125% 4/1/19 550 602
Abbott Laboratories 2.000% 3/15/20 10,175 10,337
Abbott Laboratories 4.125% 5/27/20 4,825 5,234
AbbVie Inc. 1.750% 11/6/17 23,349 23,420
AbbVie Inc. 1.800% 5/14/18 23,249 23,342
AbbVie Inc. 2.000% 11/6/18 3,266 3,296
AbbVie Inc. 2.500% 5/14/20 29,996 30,637
AbbVie Inc. 2.300% 5/14/21 13,350 13,458
Actavis Funding SCS 2.350% 3/12/18 20,578 20,783
Actavis Funding SCS 2.450% 6/15/19 5,438 5,552
Actavis Funding SCS 3.000% 3/12/20 30,215 31,199
Actavis Inc. 1.875% 10/1/17 11,585 11,625
Agilent Technologies Inc. 5.000% 7/15/20 3,300 3,659
Allergan Inc. 1.350% 3/15/18 2,975 2,967
Allergan Inc. 3.375% 9/15/20 2,500 2,637
Altria Group Inc. 9.700% 11/10/18 700 820
Altria Group Inc. 9.250% 8/6/19 6,124 7,442
Altria Group Inc. 2.625% 1/14/20 14,150 14,636
Altria Group Inc. 4.750% 5/5/21 9,401 10,609
AmerisourceBergen Corp. 1.150% 5/15/17 60 60
AmerisourceBergen Corp. 4.875% 11/15/19 2,105 2,305
Amgen Inc. 6.150% 6/1/18 3,000 3,235
Amgen Inc. 2.200% 5/22/19 16,260 16,561
Amgen Inc. 2.125% 5/1/20 6,675 6,769
Amgen Inc. 3.450% 10/1/20 8,250 8,734
Amgen Inc. 4.100% 6/15/21 7,175 7,822
Amgen Inc. 1.850% 8/19/21 6,000 5,965
Anheuser-Busch Cos. LLC 5.500% 1/15/18 12,266 12,912
Anheuser-Busch Cos. LLC 5.000% 3/1/19 750 813
Anheuser-Busch InBev Finance Inc. 1.250% 1/17/18 8,268 8,303
Anheuser-Busch InBev Finance Inc. 1.900% 2/1/19 29,300 29,559
Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 18,530 18,833
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 56,705 58,521
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 18,425 20,958
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 750 871

 

 

Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 14,900 16,646
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 1,855 2,065
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 2,425 2,664
Archer-Daniels-Midland Co. 5.450% 3/15/18 3,413 3,626
Archer-Daniels-Midland Co. 4.479% 3/1/21 2,239 2,511
AstraZeneca plc 1.750% 11/16/18 7,000 7,042
AstraZeneca plc 1.950% 9/18/19 5,585 5,661
AstraZeneca plc 2.375% 11/16/20 9,100 9,314
Baptist Health South Florida Obligated Group        
Revenue 4.590% 8/15/21 750 834
Baxalta Inc. 2.000% 6/22/18 2,300 2,309
Baxalta Inc. 2.875% 6/23/20 6,500 6,666
Baxter International Inc. 1.700% 8/15/21 3,300 3,287
Beam Suntory Inc. 1.750% 6/15/18 925 927
Becton Dickinson & Co. 1.800% 12/15/17 10,790 10,844
Becton Dickinson & Co. 5.000% 5/15/19 325 353
Becton Dickinson & Co. 6.375% 8/1/19 5,085 5,739
Becton Dickinson & Co. 2.675% 12/15/19 8,685 8,977
Becton Dickinson & Co. 3.250% 11/12/20 4,523 4,755
Bio-Rad Laboratories Inc. 4.875% 12/15/20 2,300 2,521
Biogen Inc. 6.875% 3/1/18 5,550 5,975
Biogen Inc. 2.900% 9/15/20 14,510 15,101
Boston Scientific Corp. 2.650% 10/1/18 5,700 5,829
Boston Scientific Corp. 6.000% 1/15/20 4,300 4,857
Boston Scientific Corp. 2.850% 5/15/20 5,050 5,200
Bottling Group LLC 5.125% 1/15/19 7,700 8,353
Brown-Forman Corp. 1.000% 1/15/18 2,275 2,271
Bunge Ltd. Finance Corp. 8.500% 6/15/19 7,250 8,501
Bunge Ltd. Finance Corp. 3.500% 11/24/20 3,020 3,147
Cardinal Health Inc. 1.700% 3/15/18 8,650 8,680
Cardinal Health Inc. 1.950% 6/15/18 1,910 1,929
Cardinal Health Inc. 4.625% 12/15/20 3,725 4,146
Catholic Health Initiatives Colorado GO 1.600% 11/1/17 1,700 1,703
Celgene Corp. 2.125% 8/15/18 5,711 5,772
Celgene Corp. 2.300% 8/15/18 2,188 2,218
Celgene Corp. 2.250% 5/15/19 4,850 4,937
Celgene Corp. 2.875% 8/15/20 7,253 7,503
Celgene Corp. 3.950% 10/15/20 6,004 6,483
Church & Dwight Co. Inc. 2.450% 12/15/19 2,550 2,599
Clorox Co. 5.950% 10/15/17 4,520 4,741
Coca-Cola Co. 1.650% 3/14/18 2,650 2,675
Coca-Cola Co. 1.150% 4/1/18 11,479 11,488
Coca-Cola Co. 1.650% 11/1/18 11,992 12,108
Coca-Cola Co. 1.375% 5/30/19 4,300 4,317
Coca-Cola Co. 1.875% 10/27/20 5,000 5,095
Coca-Cola Co. 2.450% 11/1/20 7,975 8,356
Coca-Cola Co. 3.150% 11/15/20 3,785 4,064
Coca-Cola Co. 1.550% 9/1/21 8,200 8,160
Coca-Cola Co. 3.300% 9/1/21 5,126 5,524
Coca-Cola Enterprises Inc. 3.500% 9/15/20 4,750 5,033
Coca-Cola Enterprises Inc. 4.500% 9/1/21 1,225 1,360
Coca-Cola Femsa SAB de CV 2.375% 11/26/18 11,945 12,052
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 275 299
Colgate-Palmolive Co. 0.900% 5/1/18 3,783 3,775
Colgate-Palmolive Co. 1.500% 11/1/18 1,575 1,589
Colgate-Palmolive Co. 1.750% 3/15/19 4,175 4,243
ConAgra Foods Inc. 1.900% 1/25/18 14,425 14,524

 

 

ConAgra Foods Inc. 7.000% 4/15/19 133 149
Covidien International Finance SA 6.000% 10/15/17 10,918 11,422
Covidien International Finance SA 4.200% 6/15/20 4,050 4,429
CR Bard Inc. 1.375% 1/15/18 3,425 3,427
CR Bard Inc. 4.400% 1/15/21 2,245 2,464
Danaher Corp. 1.650% 9/15/18 6,402 6,457
Danaher Corp. 2.400% 9/15/20 6,000 6,172
Diageo Capital plc 5.750% 10/23/17 5,640 5,900
Diageo Capital plc 1.125% 4/29/18 2,500 2,494
Diageo Capital plc 4.828% 7/15/20 85 95
Dignity Health California GO 2.637% 11/1/19 1,950 2,001
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 4,962 5,386
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 3,550 3,638
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 1,775 1,792
Edwards Lifesciences Corp. 2.875% 10/15/18 4,025 4,102
Eli Lilly & Co. 1.250% 3/1/18 4,300 4,314
Eli Lilly & Co. 1.950% 3/15/19 3,100 3,153
Estee Lauder Cos. Inc. 1.700% 5/10/21 5,225 5,259
Express Scripts Holding Co. 1.250% 6/2/17 18 18
Express Scripts Holding Co. 2.250% 6/15/19 1,000 1,014
Express Scripts Holding Co. 3.300% 2/25/21 5,275 5,545
Express Scripts Holding Co. 4.750% 11/15/21 7,000 7,846
General Mills Inc. 1.400% 10/20/17 4,200 4,210
General Mills Inc. 5.650% 2/15/19 8,993 9,860
General Mills Inc. 2.200% 10/21/19 4,000 4,084
Gilead Sciences Inc. 1.850% 9/4/18 8,258 8,345
Gilead Sciences Inc. 2.050% 4/1/19 13,225 13,441
Gilead Sciences Inc. 2.350% 2/1/20 1,250 1,283
Gilead Sciences Inc. 2.550% 9/1/20 19,003 19,629
Gilead Sciences Inc. 4.500% 4/1/21 2,060 2,283
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 13,895 14,858
Hasbro Inc. 3.150% 5/15/21 2,040 2,107
Hershey Co. 1.600% 8/21/18 1,600 1,615
Hershey Co. 4.125% 12/1/20 1,450 1,592
Hillshire Brands Co. 4.100% 9/15/20 673 708
Hormel Foods Corp. 4.125% 4/15/21 875 967
Ingredion Inc. 4.625% 11/1/20 2,100 2,304
JM Smucker Co. 1.750% 3/15/18 2,100 2,113
JM Smucker Co. 2.500% 3/15/20 9,895 10,137
Johnson & Johnson 1.125% 11/21/17 6,765 6,778
Johnson & Johnson 5.150% 7/15/18 7,955 8,535
Johnson & Johnson 1.650% 12/5/18 3,475 3,520
Johnson & Johnson 1.125% 3/1/19 3,300 3,306
Johnson & Johnson 1.875% 12/5/19 3,400 3,476
Johnson & Johnson 2.950% 9/1/20 2,860 3,036
Johnson & Johnson 1.650% 3/1/21 5,580 5,665
Johnson & Johnson 3.550% 5/15/21 3,000 3,274
Kellogg Co. 3.250% 5/21/18 5,150 5,306
Kellogg Co. 4.150% 11/15/19 400 432
Kellogg Co. 4.000% 12/15/20 5,068 5,546
Kimberly-Clark Corp. 6.250% 7/15/18 893 972
Kimberly-Clark Corp. 7.500% 11/1/18 2,780 3,137
Kimberly-Clark Corp. 1.400% 2/15/19 6,400 6,446
Kimberly-Clark Corp. 1.900% 5/22/19 4,670 4,751
Kimberly-Clark Corp. 1.850% 3/1/20 1,500 1,524
Kimberly-Clark Corp. 2.150% 8/15/20 1,500 1,544
Kimberly-Clark Corp. 3.875% 3/1/21 1,075 1,183

 

 

Koninklijke Philips NV 5.750% 3/11/18 7,030 7,451
Kraft Foods Group Inc. 6.125% 8/23/18 12,398 13,452
Kraft Foods Group Inc. 5.375% 2/10/20 3,450 3,853
Kraft Heinz Foods Co. 2.000% 7/2/18 10,165 10,266
Kraft Heinz Foods Co. 2.800% 7/2/20 7,814 8,097
Kroger Co. 1.500% 9/30/19 3,325 3,319
Laboratory Corp. of America Holdings 2.500% 11/1/18 1,425 1,449
Laboratory Corp. of America Holdings 2.625% 2/1/20 900 918
Life Technologies Corp. 6.000% 3/1/20 5,300 5,921
Life Technologies Corp. 5.000% 1/15/21 225 247
Mattel Inc. 1.700% 3/15/18 2,606 2,615
Mattel Inc. 2.350% 5/6/19 2,220 2,260
Mattel Inc. 2.350% 8/15/21 2,250 2,267
McKesson Corp. 1.400% 3/15/18 325 325
McKesson Corp. 7.500% 2/15/19 1,989 2,259
McKesson Corp. 2.284% 3/15/19 12,696 12,949
McKesson Corp. 4.750% 3/1/21 3,097 3,436
Mead Johnson Nutrition Co. 4.900% 11/1/19 825 904
Mead Johnson Nutrition Co. 3.000% 11/15/20 15,350 15,968
Medco Health Solutions Inc. 4.125% 9/15/20 4,876 5,262
Medtronic Inc. 1.500% 3/15/18 3,300 3,314
Medtronic Inc. 1.375% 4/1/18 10,640 10,669
Medtronic Inc. 5.600% 3/15/19 4,001 4,403
Medtronic Inc. 2.500% 3/15/20 26,250 27,142
Medtronic Inc. 4.125% 3/15/21 2,500 2,752
Merck & Co. Inc. 1.100% 1/31/18 13,550 13,562
Merck & Co. Inc. 1.300% 5/18/18 2,710 2,723
Merck & Co. Inc. 1.850% 2/10/20 5,345 5,445
Merck & Co. Inc. 3.875% 1/15/21 9,550 10,406
Merck Sharp & Dohme Corp. 5.000% 6/30/19 6,325 6,961
Molson Coors Brewing Co. 1.450% 7/15/19 2,250 2,243
Molson Coors Brewing Co. 2.100% 7/15/21 1,225 1,225
Mondelez International Inc. 6.125% 2/1/18 4,349 4,614
Mondelez International Inc. 6.125% 8/23/18 2,800 3,041
Mondelez International Inc. 2.250% 2/1/19 6,025 6,126
Mondelez International Inc. 5.375% 2/10/20 4,560 5,102
Mylan Inc. 2.600% 6/24/18 4,305 4,366
Mylan Inc. 2.550% 3/28/19 12,713 12,872
5 Mylan NV 2.500% 6/7/19 4,200 4,239
5 Mylan NV 3.750% 12/15/20 1,247 1,296
5 Mylan NV 3.150% 6/15/21 13,875 14,154
Newell Brands Inc. 2.050% 12/1/17 2,275 2,294
Newell Brands Inc. 6.250% 4/15/18 100 107
Newell Brands Inc. 2.150% 10/15/18 2,350 2,386
Newell Brands Inc. 2.600% 3/29/19 7,315 7,478
Newell Brands Inc. 2.875% 12/1/19 6,500 6,701
Newell Brands Inc. 3.150% 4/1/21 10,015 10,422
Novartis Capital Corp. 4.400% 4/24/20 6,250 6,887
Novartis Securities Investment Ltd. 5.125% 2/10/19 7,811 8,507
PepsiCo Inc. 1.000% 10/13/17 4,100 4,101
PepsiCo Inc. 1.250% 4/30/18 4,825 4,842
PepsiCo Inc. 5.000% 6/1/18 17,798 18,910
PepsiCo Inc. 7.900% 11/1/18 7,606 8,629
PepsiCo Inc. 2.250% 1/7/19 4,728 4,840
PepsiCo Inc. 4.500% 1/15/20 1,100 1,209
PepsiCo Inc. 1.850% 4/30/20 7,750 7,872
PepsiCo Inc. 2.150% 10/14/20 15,550 15,965

 

 

PepsiCo Inc. 3.125% 11/1/20 3,750 3,980
PepsiCo Inc. 3.000% 8/25/21 5,000 5,310
Perrigo Co. plc 2.300% 11/8/18 5,550 5,566
Perrigo Finance Unlimited Co. 3.500% 3/15/21 3,400 3,517
Pfizer Inc. 1.200% 6/1/18 7,875 7,885
Pfizer Inc. 1.500% 6/15/18 1,763 1,775
Pfizer Inc. 6.200% 3/15/19 17,648 19,640
Pfizer Inc. 2.100% 5/15/19 9,900 10,097
Pfizer Inc. 1.450% 6/3/19 9,400 9,459
Pfizer Inc. 1.950% 6/3/21 8,250 8,355
Philip Morris International Inc. 1.250% 11/9/17 2,218 2,220
Philip Morris International Inc. 5.650% 5/16/18 12,975 13,876
Philip Morris International Inc. 1.875% 1/15/19 6,348 6,417
Philip Morris International Inc. 4.500% 3/26/20 3,861 4,237
Philip Morris International Inc. 1.875% 2/25/21 5,215 5,263
Philip Morris International Inc. 4.125% 5/17/21 1,920 2,126
4 Procter & Gamble - Esop 9.360% 1/1/21 2,109 2,483
Procter & Gamble Co. 1.600% 11/15/18 774 783
Procter & Gamble Co. 4.700% 2/15/19 10,051 10,867
Procter & Gamble Co. 1.900% 11/1/19 4,245 4,330
Procter & Gamble Co. 1.850% 2/2/21 1,575 1,604
Quest Diagnostics Inc. 2.700% 4/1/19 2,900 2,968
Quest Diagnostics Inc. 2.500% 3/30/20 2,700 2,732
Quest Diagnostics Inc. 4.700% 4/1/21 340 377
Reynolds American Inc. 2.300% 6/12/18 3,275 3,322
Reynolds American Inc. 8.125% 6/23/19 3,425 4,013
Reynolds American Inc. 6.875% 5/1/20 1,775 2,079
Reynolds American Inc. 3.250% 6/12/20 16,355 17,200
Sanofi 1.250% 4/10/18 11,663 11,684
Sanofi 4.000% 3/29/21 13,716 15,144
Shire Acquisitions Investments Ireland DAC 1.900% 9/23/19 40,000 39,942
Shire Acquisitions Investments Ireland DAC 2.400% 9/23/21 30,000 29,958
St. Jude Medical Inc. 2.000% 9/15/18 3,300 3,334
St. Jude Medical Inc. 2.800% 9/15/20 3,300 3,408
Stryker Corp. 1.300% 4/1/18 705 706
Stryker Corp. 2.000% 3/8/19 5,900 5,973
Stryker Corp. 4.375% 1/15/20 3,985 4,335
Stryker Corp. 2.625% 3/15/21 13,300 13,683
Sysco Corp. 5.250% 2/12/18 3,200 3,364
Sysco Corp. 1.900% 4/1/19 3,000 3,021
Sysco Corp. 2.600% 10/1/20 700 725
Sysco Corp. 2.500% 7/15/21 975 995
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 5,790 5,862
Teva Pharmaceutical Finance Netherlands III        
BV 1.400% 7/20/18 11,000 10,965
Teva Pharmaceutical Finance Netherlands III        
BV 1.700% 7/19/19 14,100 14,065
Teva Pharmaceutical Finance Netherlands III        
BV 2.200% 7/21/21 19,865 19,789
The Kroger Co. 2.000% 1/15/19 1,250 1,266
The Kroger Co. 2.300% 1/15/19 10,150 10,352
The Kroger Co. 6.150% 1/15/20 5,949 6,762
The Kroger Co. 3.300% 1/15/21 5,600 5,915
The Kroger Co. 2.600% 2/1/21 2,250 2,315
Thermo Fisher Scientific Inc. 1.850% 1/15/18 7,600 7,646
Thermo Fisher Scientific Inc. 2.150% 12/14/18 4,000 4,047
Thermo Fisher Scientific Inc. 2.400% 2/1/19 1,550 1,577

 

 

Thermo Fisher Scientific Inc. 4.700% 5/1/20 1,375 1,503
Thermo Fisher Scientific Inc. 4.500% 3/1/21 6,330 6,990
Thermo Fisher Scientific Inc. 3.600% 8/15/21 7,400 7,870
Tupperware Brands Corp. 4.750% 6/1/21 3,600 3,925
Tyson Foods Inc. 2.650% 8/15/19 12,128 12,455
Unilever Capital Corp. 4.800% 2/15/19 4,813 5,208
Unilever Capital Corp. 2.200% 3/6/19 4,250 4,349
Unilever Capital Corp. 2.100% 7/30/20 1,200 1,231
Unilever Capital Corp. 4.250% 2/10/21 3,562 3,951
Unilever Capital Corp. 1.375% 7/28/21 6,000 5,956
Whirlpool Corp. 1.650% 11/1/17 1,000 1,003
Whirlpool Corp. 2.400% 3/1/19 7,845 7,994
Whirlpool Corp. 4.850% 6/15/21 2,000 2,241
Zimmer Biomet Holdings Inc. 2.000% 4/1/18 8,900 8,963
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 1,275 1,381
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 9,368 9,571
Zoetis Inc. 1.875% 2/1/18 3,675 3,687
Zoetis Inc. 3.450% 11/13/20 3,225 3,369
 
Energy (2.3%)        
Anadarko Petroleum Corp. 8.700% 3/15/19 4,465 5,086
Anadarko Petroleum Corp. 6.950% 6/15/19 4,123 4,566
Anadarko Petroleum Corp. 4.850% 3/15/21 4,420 4,761
Apache Corp. 6.900% 9/15/18 6,750 7,356
Apache Corp. 3.625% 2/1/21 4,000 4,182
Baker Hughes Inc. 7.500% 11/15/18 200 224
Baker Hughes Inc. 3.200% 8/15/21 3,400 3,544
Boardwalk Pipelines LP 5.500% 2/1/17 2,025 2,043
Boardwalk Pipelines LP 5.750% 9/15/19 4,000 4,289
BP Capital Markets plc 1.375% 11/6/17 5,914 5,911
BP Capital Markets plc 1.674% 2/13/18 5,938 5,962
BP Capital Markets plc 1.375% 5/10/18 16,625 16,622
BP Capital Markets plc 2.241% 9/26/18 5,025 5,100
BP Capital Markets plc 4.750% 3/10/19 5,800 6,244
BP Capital Markets plc 2.237% 5/10/19 22,578 22,936
BP Capital Markets plc 2.315% 2/13/20 8,750 8,926
BP Capital Markets plc 4.500% 10/1/20 7,950 8,729
BP Capital Markets plc 4.742% 3/11/21 8,000 8,958
BP Capital Markets plc 2.112% 9/16/21 5,000 5,025
Buckeye Partners LP 6.050% 1/15/18 650 682
Buckeye Partners LP 2.650% 11/15/18 1,125 1,136
Buckeye Partners LP 4.875% 2/1/21 1,410 1,516
Canadian Natural Resources Ltd. 1.750% 1/15/18 3,175 3,162
Canadian Natural Resources Ltd. 5.900% 2/1/18 1,630 1,707
Chevron Corp. 1.344% 11/9/17 16,500 16,528
Chevron Corp. 1.345% 11/15/17 4,604 4,611
Chevron Corp. 1.104% 12/5/17 13,294 13,280
Chevron Corp. 1.365% 3/2/18 10,100 10,119
Chevron Corp. 1.718% 6/24/18 19,300 19,444
Chevron Corp. 1.790% 11/16/18 6,800 6,871
Chevron Corp. 4.950% 3/3/19 3,383 3,662
Chevron Corp. 1.561% 5/16/19 3,000 3,015
Chevron Corp. 2.193% 11/15/19 15,293 15,600
Chevron Corp. 1.961% 3/3/20 10,110 10,249
Chevron Corp. 2.427% 6/24/20 5,100 5,251
Chevron Corp. 2.419% 11/17/20 7,400 7,609
Chevron Corp. 2.100% 5/16/21 5,500 5,581

 

 

Columbia Pipeline Group Inc. 2.450% 6/1/18 15,500 15,624
Columbia Pipeline Group Inc. 3.300% 6/1/20 1,000 1,037
ConocoPhillips 6.650% 7/15/18 2,280 2,478
ConocoPhillips 5.750% 2/1/19 13,710 14,916
ConocoPhillips 6.000% 1/15/20 300 338
ConocoPhillips Co. 1.050% 12/15/17 16,091 15,987
ConocoPhillips Co. 1.500% 5/15/18 9,700 9,688
ConocoPhillips Co. 2.200% 5/15/20 4,100 4,148
ConocoPhillips Co. 4.200% 3/15/21 5,000 5,405
Devon Energy Corp. 4.000% 7/15/21 50 52
Dominion Gas Holdings LLC 2.500% 12/15/19 6,815 6,999
Dominion Gas Holdings LLC 2.800% 11/15/20 6,595 6,835
El Paso Natural Gas Co. LLC 5.950% 4/15/17 70 71
Enable Midstream Partners LP 2.400% 5/15/19 2,200 2,151
Enbridge Energy Partners LP 6.500% 4/15/18 7,075 7,509
Enbridge Energy Partners LP 9.875% 3/1/19 6,000 6,982
Enbridge Energy Partners LP 4.375% 10/15/20 2,150 2,272
Enbridge Energy Partners LP 4.200% 9/15/21 1,125 1,194
Encana Corp. 6.500% 5/15/19 3,385 3,662
Energy Transfer Partners LP 2.500% 6/15/18 3,450 3,473
Energy Transfer Partners LP 6.700% 7/1/18 13,035 13,991
Energy Transfer Partners LP 9.000% 4/15/19 7,318 8,356
Energy Transfer Partners LP 4.150% 10/1/20 8,415 8,801
Energy Transfer Partners LP 4.650% 6/1/21 2,125 2,259
EnLink Midstream Partners LP 2.700% 4/1/19 1,000 993
Enterprise Products Operating LLC 6.650% 4/15/18 4,465 4,800
Enterprise Products Operating LLC 1.650% 5/7/18 10,305 10,312
Enterprise Products Operating LLC 6.500% 1/31/19 3,675 4,072
Enterprise Products Operating LLC 2.550% 10/15/19 3,725 3,794
Enterprise Products Operating LLC 5.250% 1/31/20 3,500 3,865
Enterprise Products Operating LLC 5.200% 9/1/20 2,825 3,150
Enterprise Products Operating LLC 2.850% 4/15/21 10,000 10,272
4 Enterprise Products Operating LLC 7.034% 1/15/68 7,822 8,262
EOG Resources Inc. 6.875% 10/1/18 3,336 3,675
EOG Resources Inc. 5.625% 6/1/19 4,350 4,759
EOG Resources Inc. 2.450% 4/1/20 2,700 2,734
EOG Resources Inc. 4.100% 2/1/21 9,840 10,600
EQT Corp. 6.500% 4/1/18 838 884
EQT Corp. 8.125% 6/1/19 6,830 7,805
Exxon Mobil Corp. 1.439% 3/1/18 12,600 12,653
Exxon Mobil Corp. 1.305% 3/6/18 8,275 8,300
Exxon Mobil Corp. 1.708% 3/1/19 250 252
Exxon Mobil Corp. 1.819% 3/15/19 2,790 2,823
Exxon Mobil Corp. 1.912% 3/6/20 22,560 22,933
Exxon Mobil Corp. 2.222% 3/1/21 20,120 20,543
FMC Technologies Inc. 2.000% 10/1/17 1,650 1,642
Halliburton Co. 2.000% 8/1/18 1,750 1,762
Halliburton Co. 5.900% 9/15/18 4,675 5,048
Halliburton Co. 6.150% 9/15/19 1,525 1,707
Husky Energy Inc. 7.250% 12/15/19 400 461
Kinder Morgan Energy Partners LP 5.950% 2/15/18 10,903 11,478
Kinder Morgan Energy Partners LP 2.650% 2/1/19 12,352 12,455
Kinder Morgan Energy Partners LP 6.850% 2/15/20 3,850 4,369
Kinder Morgan Energy Partners LP 6.500% 4/1/20 14,665 16,466
Kinder Morgan Energy Partners LP 3.500% 3/1/21 2,500 2,581
Kinder Morgan Energy Partners LP 5.800% 3/1/21 2,300 2,565
Kinder Morgan Inc. 2.000% 12/1/17 3,000 3,004

 

 

Kinder Morgan Inc. 7.250% 6/1/18 5,789 6,261
Kinder Morgan Inc. 6.500% 9/15/20 2,225 2,519
Magellan Midstream Partners LP 6.550% 7/15/19 685 770
Marathon Oil Corp. 6.000% 10/1/17 12 12
Marathon Oil Corp. 5.900% 3/15/18 7,100 7,411
Marathon Oil Corp. 2.700% 6/1/20 9,900 9,702
Marathon Petroleum Corp. 2.700% 12/14/18 500 511
Marathon Petroleum Corp. 3.400% 12/15/20 2,500 2,597
Marathon Petroleum Corp. 5.125% 3/1/21 8,594 9,475
Nabors Industries Inc. 6.150% 2/15/18 7,075 7,340
Nabors Industries Inc. 9.250% 1/15/19 925 1,015
Nabors Industries Inc. 5.000% 9/15/20 2,000 1,973
National Fuel Gas Co. 8.750% 5/1/19 2,000 2,256
National Oilwell Varco Inc. 1.350% 12/1/17 4,150 4,132
Noble Energy Inc. 8.250% 3/1/19 6,620 7,573
Noble Energy Inc. 5.625% 5/1/21 450 469
Occidental Petroleum Corp. 1.500% 2/15/18 2,150 2,157
Occidental Petroleum Corp. 4.100% 2/1/21 15,134 16,440
ONEOK Partners LP 2.000% 10/1/17 6,125 6,130
ONEOK Partners LP 3.200% 9/15/18 1,000 1,019
ONEOK Partners LP 8.625% 3/1/19 2,400 2,727
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 3,000 3,116
Panhandle Eastern Pipe Line Co. LP 7.000% 6/15/18 800 849
Petro-Canada 6.050% 5/15/18 4,480 4,787
Phillips 66 Partners LP 2.646% 2/15/20 1,600 1,613
Pioneer Natural Resources Co. 6.875% 5/1/18 2,920 3,137
Pioneer Natural Resources Co. 7.500% 1/15/20 4,000 4,626
Pioneer Natural Resources Co. 3.450% 1/15/21 3,700 3,850
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 1,930 2,057
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 2,000 2,306
Plains All American Pipeline LP / PAA        
Finance Corp. 2.600% 12/15/19 2,100 2,116
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 7,110 7,784
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 4,975 5,397
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.750% 9/1/20 4,000 4,350
Repsol Oil & Gas Canada Inc. 7.750% 6/1/19 4,425 4,851
Repsol Oil & Gas Canada Inc. 3.750% 2/1/21 2,150 2,086
Shell International Finance BV 1.250% 11/10/17 2,000 2,002
Shell International Finance BV 1.900% 8/10/18 13,675 13,855
Shell International Finance BV 1.625% 11/10/18 6,300 6,322
Shell International Finance BV 2.000% 11/15/18 10,000 10,121
Shell International Finance BV 1.375% 5/10/19 12,000 11,962
Shell International Finance BV 1.375% 9/12/19 22,000 21,921
Shell International Finance BV 4.300% 9/22/19 15,250 16,437
Shell International Finance BV 2.125% 5/11/20 14,250 14,450
Shell International Finance BV 2.250% 11/10/20 9,500 9,668
Shell International Finance BV 1.875% 5/10/21 8,000 8,001
Shell International Finance BV 1.750% 9/12/21 10,000 9,934
Spectra Energy Capital LLC 6.200% 4/15/18 6,200 6,559
Spectra Energy Capital LLC 8.000% 10/1/19 675 777
Spectra Energy Partners LP 2.950% 9/25/18 1,728 1,760
Spectra Energy Partners LP 4.600% 6/15/21 1,850 2,015

 

 

Suncor Energy Inc. 6.100% 6/1/18 16,572 17,750
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 8,000 8,584
Total Capital Canada Ltd. 1.450% 1/15/18 11,175 11,208
Total Capital International SA 2.125% 1/10/19 8,175 8,314
Total Capital International SA 2.100% 6/19/19 11,650 11,875
Total Capital International SA 2.750% 6/19/21 1,775 1,849
Total Capital SA 2.125% 8/10/18 6,771 6,871
Total Capital SA 4.450% 6/24/20 8,000 8,786
Total Capital SA 4.125% 1/28/21 2,975 3,263
TransCanada PipeLines Ltd. 1.625% 11/9/17 14,000 14,042
TransCanada PipeLines Ltd. 1.875% 1/12/18 6,850 6,863
TransCanada PipeLines Ltd. 6.500% 8/15/18 5,500 5,970
TransCanada PipeLines Ltd. 3.125% 1/15/19 5,500 5,666
TransCanada PipeLines Ltd. 7.125% 1/15/19 2,575 2,867
Valero Energy Corp. 9.375% 3/15/19 3,100 3,652
Valero Energy Corp. 6.125% 2/1/20 2,268 2,547
Western Gas Partners LP 2.600% 8/15/18 4,500 4,504
Western Gas Partners LP 5.375% 6/1/21 4,800 5,226
Williams Partners LP 5.250% 3/15/20 18,185 19,706
XTO Energy Inc. 5.500% 6/15/18 2,910 3,118
 
Other Industrial (0.0%)        
Yale University Connecticut GO 2.086% 4/15/19 3,550 3,641
 
Technology (2.2%)        
Adobe Systems Inc. 4.750% 2/1/20 1,900 2,091
Alphabet Inc. 3.625% 5/19/21 4,517 4,971
Altera Corp. 2.500% 11/15/18 15,555 15,966
Amphenol Corp. 2.550% 1/30/19 8,435 8,630
Apple Inc. 1.300% 2/23/18 100 100
Apple Inc. 1.700% 2/22/19 3,000 3,034
Apple Inc. 2.100% 5/6/19 12,143 12,405
Apple Inc. 1.100% 8/2/19 8,500 8,451
Apple Inc. 1.550% 2/7/20 19,000 19,164
Apple Inc. 2.000% 5/6/20 22,850 23,348
Apple Inc. 2.250% 2/23/21 19,900 20,407
Apple Inc. 2.850% 5/6/21 14,592 15,379
Apple Inc. 1.550% 8/4/21 10,950 10,917
Applied Materials Inc. 2.625% 10/1/20 5,700 5,897
Applied Materials Inc. 4.300% 6/15/21 3,450 3,842
Arrow Electronics Inc. 3.000% 3/1/18 2,000 2,032
Arrow Electronics Inc. 6.000% 4/1/20 1,299 1,431
Arrow Electronics Inc. 5.125% 3/1/21 1,125 1,214
Autodesk Inc. 1.950% 12/15/17 4,435 4,462
Autodesk Inc. 3.125% 6/15/20 1,975 2,030
Baidu Inc. 2.250% 11/28/17 5,719 5,764
Baidu Inc. 3.250% 8/6/18 5,955 6,103
Baidu Inc. 2.750% 6/9/19 7,300 7,444
Baidu Inc. 3.000% 6/30/20 4,600 4,738
CA Inc. 5.375% 12/1/19 825 912
CA Inc. 3.600% 8/1/20 4,325 4,534
CDK Global Inc. 3.300% 10/15/19 1,500 1,522
Cisco Systems Inc. 1.400% 2/28/18 7,100 7,129
Cisco Systems Inc. 1.650% 6/15/18 9,150 9,219
Cisco Systems Inc. 4.950% 2/15/19 11,876 12,872
Cisco Systems Inc. 1.600% 2/28/19 4,700 4,740
Cisco Systems Inc. 2.125% 3/1/19 19,005 19,375

 

 

Cisco Systems Inc. 1.400% 9/20/19 1,000 1,001
Cisco Systems Inc. 4.450% 1/15/20 11,544 12,627
Cisco Systems Inc. 2.450% 6/15/20 24,119 24,988
Cisco Systems Inc. 2.200% 2/28/21 14,385 14,686
Cisco Systems Inc. 2.900% 3/4/21 2,350 2,469
Cisco Systems Inc. 1.850% 9/20/21 10,000 10,059
Corning Inc. 1.450% 11/15/17 1,750 1,749
Corning Inc. 6.625% 5/15/19 5,000 5,589
Corning Inc. 4.250% 8/15/20 832 898
5 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 3.480% 6/1/19 28,200 29,000
5 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 4.420% 6/15/21 40,920 42,761
Dun & Bradstreet Corp. 3.250% 12/1/17 2,100 2,133
Fidelity National Information Services Inc. 1.450% 6/5/17 4,265 4,266
Fidelity National Information Services Inc. 2.000% 4/15/18 1,882 1,898
Fidelity National Information Services Inc. 2.850% 10/15/18 3,775 3,874
Fidelity National Information Services Inc. 3.625% 10/15/20 14,045 14,882
Fidelity National Information Services Inc. 2.250% 8/15/21 11,500 11,566
Fiserv Inc. 2.700% 6/1/20 3,100 3,199
Fiserv Inc. 4.625% 10/1/20 3,023 3,317
Flex Ltd. 4.625% 2/15/20 3,150 3,343
5 Hewlett Packard Enterprise Co. 2.450% 10/5/17 14,425 14,539
5 Hewlett Packard Enterprise Co. 2.850% 10/5/18 19,325 19,688
5 Hewlett Packard Enterprise Co. 3.600% 10/15/20 29,850 31,294
HP Inc. 3.750% 12/1/20 400 422
HP Inc. 4.375% 9/15/21 20,500 22,084
HP Inc. 4.650% 12/9/21 3,041 3,333
Intel Corp. 1.350% 12/15/17 33,005 33,107
Intel Corp. 2.450% 7/29/20 3,350 3,464
International Business Machines Corp. 1.125% 2/6/18 4,425 4,425
International Business Machines Corp. 1.250% 2/8/18 9,725 9,737
International Business Machines Corp. 7.625% 10/15/18 7,045 7,922
International Business Machines Corp. 1.950% 2/12/19 13,275 13,480
International Business Machines Corp. 1.800% 5/17/19 21,360 21,656
International Business Machines Corp. 1.625% 5/15/20 1,696 1,717
International Business Machines Corp. 2.250% 2/19/21 7,000 7,193
Jabil Circuit Inc. 8.250% 3/15/18 1,350 1,468
Jabil Circuit Inc. 5.625% 12/15/20 2,613 2,816
Juniper Networks Inc. 3.125% 2/26/19 2,800 2,874
Juniper Networks Inc. 3.300% 6/15/20 1,550 1,608
Juniper Networks Inc. 4.600% 3/15/21 1,575 1,705
Keysight Technologies Inc. 3.300% 10/30/19 3,200 3,260
KLA-Tencor Corp. 2.375% 11/1/17 1,275 1,283
KLA-Tencor Corp. 3.375% 11/1/19 1,600 1,658
Lam Research Corp. 2.750% 3/15/20 3,610 3,697
Lam Research Corp. 2.800% 6/15/21 5,350 5,491
Lexmark International Inc. 6.650% 6/1/18 2,800 2,969
Maxim Integrated Products Inc. 2.500% 11/15/18 3,003 3,051
Microsoft Corp. 0.875% 11/15/17 27 27
Microsoft Corp. 1.300% 11/3/18 1,533 1,540
Microsoft Corp. 1.625% 12/6/18 16 16
Microsoft Corp. 4.200% 6/1/19 8,325 8,980
Microsoft Corp. 1.100% 8/8/19 22,550 22,474
Microsoft Corp. 1.850% 2/12/20 10,000 10,165
Microsoft Corp. 3.000% 10/1/20 1,050 1,116
Microsoft Corp. 2.000% 11/3/20 18,370 18,736

 

 

Microsoft Corp. 4.000% 2/8/21 200 221
Microsoft Corp. 1.550% 8/8/21 24,400 24,338
National Semiconductor Corp. 6.600% 6/15/17 3,325 3,458
NetApp Inc. 2.000% 12/15/17 4,850 4,860
NetApp Inc. 3.375% 6/15/21 1,975 2,070
NVIDIA Corp. 2.200% 9/16/21 6,715 6,742
Oracle Corp. 1.200% 10/15/17 25,456 25,537
Oracle Corp. 5.750% 4/15/18 6,455 6,907
Oracle Corp. 2.375% 1/15/19 9,856 10,086
Oracle Corp. 5.000% 7/8/19 13,950 15,312
Oracle Corp. 2.250% 10/8/19 19,975 20,467
Oracle Corp. 3.875% 7/15/20 9,125 9,913
Oracle Corp. 2.800% 7/8/21 50 52
Oracle Corp. 1.900% 9/15/21 29,775 29,838
Pitney Bowes Inc. 5.600% 3/15/18 1,825 1,921
Pitney Bowes Inc. 6.250% 3/15/19 4,549 4,977
Pitney Bowes Inc. 3.375% 10/1/21 3,500 3,498
QUALCOMM Inc. 1.400% 5/18/18 10,000 10,032
QUALCOMM Inc. 2.250% 5/20/20 10,572 10,796
Seagate HDD Cayman 3.750% 11/15/18 5,667 5,816
Symantec Corp. 4.200% 9/15/20 2,555 2,664
Tech Data Corp. 3.750% 9/21/17 2,500 2,545
Texas Instruments Inc. 1.650% 8/3/19 3,695 3,740
Texas Instruments Inc. 1.750% 5/1/20 100 101
Total System Services Inc. 2.375% 6/1/18 3,428 3,455
Total System Services Inc. 3.800% 4/1/21 12,275 13,016
Tyco Electronics Group SA 6.550% 10/1/17 8,099 8,512
Tyco Electronics Group SA 2.350% 8/1/19 3,450 3,504
Tyco Electronics Group SA 4.875% 1/15/21 5,602 6,238
Xerox Corp. 6.350% 5/15/18 1,029 1,093
Xerox Corp. 2.750% 3/15/19 11,000 11,028
Xerox Corp. 5.625% 12/15/19 1,075 1,163
Xerox Corp. 2.800% 5/15/20 2,725 2,709
Xerox Corp. 4.500% 5/15/21 2,450 2,585
Xilinx Inc. 2.125% 3/15/19 4,825 4,888
Xilinx Inc. 3.000% 3/15/21 1,570 1,637
 
Transportation (0.3%)        
Burlington Northern Santa Fe LLC 5.650% 5/1/17 1,025 1,050
Burlington Northern Santa Fe LLC 5.750% 3/15/18 6,071 6,472
Burlington Northern Santa Fe LLC 4.700% 10/1/19 1,100 1,208
Burlington Northern Santa Fe LLC 3.600% 9/1/20 175 188
Burlington Northern Santa Fe LLC 3.450% 9/15/21 4,400 4,739
Canadian National Railway Co. 5.850% 11/15/17 175 184
Canadian National Railway Co. 5.550% 5/15/18 300 320
Canadian National Railway Co. 5.550% 3/1/19 625 689
Canadian Pacific Railway Co. 6.500% 5/15/18 494 533
Canadian Pacific Railway Co. 7.250% 5/15/19 6,705 7,659
Canadian Pacific Railway Co. 9.450% 8/1/21 2,700 3,531
4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 2,406 2,746
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 1,611 1,728
CSX Corp. 6.250% 3/15/18 9,550 10,203
CSX Corp. 7.375% 2/1/19 2,388 2,706
CSX Corp. 4.250% 6/1/21 1,275 1,405

 

 

4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 6/17/21 1,920 2,172
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 11/23/20 1,453 1,533
4 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 11/7/21 1,007 1,085
FedEx Corp. 8.000% 1/15/19 1,940 2,224
FedEx Corp. 2.300% 2/1/20 200 204
JB Hunt Transport Services Inc. 2.400% 3/15/19 2,400 2,433
Kansas City Southern 2.350% 5/15/20 2,150 2,167
Norfolk Southern Corp. 5.750% 4/1/18 3,278 3,493
Norfolk Southern Corp. 5.900% 6/15/19 2,625 2,921
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 978 1,106
Ryder System Inc. 2.500% 3/1/18 2,650 2,685
Ryder System Inc. 2.450% 11/15/18 7,925 8,053
Ryder System Inc. 2.350% 2/26/19 4,135 4,197
Ryder System Inc. 2.550% 6/1/19 350 357
Ryder System Inc. 2.450% 9/3/19 2,700 2,756
Ryder System Inc. 2.500% 5/11/20 3,800 3,837
Ryder System Inc. 2.875% 9/1/20 1,800 1,833
Southwest Airlines Co. 2.750% 11/6/19 4,600 4,744
Southwest Airlines Co. 2.650% 11/5/20 1,670 1,715
Union Pacific Corp. 5.750% 11/15/17 2,000 2,105
Union Pacific Corp. 5.700% 8/15/18 2,650 2,869
Union Pacific Corp. 2.250% 2/15/19 3,452 3,525
Union Pacific Corp. 1.800% 2/1/20 4,300 4,359
Union Pacific Corp. 2.250% 6/19/20 6,650 6,813
Union Pacific Corp. 4.000% 2/1/21 2,700 2,951
United Parcel Service Inc. 1.125% 10/1/17 500 501
United Parcel Service Inc. 5.500% 1/15/18 8,460 8,949
United Parcel Service Inc. 5.125% 4/1/19 11,061 12,117
United Parcel Service Inc. 3.125% 1/15/21 5,482 5,853
        6,887,561
Utilities (1.5%)        
Electric (1.4%)        
Alabama Power Co. 5.500% 10/15/17 700 731
Ameren Corp. 2.700% 11/15/20 6,750 6,959
Ameren Illinois Co. 6.125% 11/15/17 2,000 2,110
American Electric Power Co. Inc. 1.650% 12/15/17 6,274 6,305
Appalachian Power Co. 4.600% 3/30/21 4,092 4,485
Arizona Public Service Co. 8.750% 3/1/19 2,535 2,960
Arizona Public Service Co. 2.200% 1/15/20 4,847 4,965
Atlantic City Electric Co. 7.750% 11/15/18 1,550 1,754
Berkshire Hathaway Energy Co. 5.750% 4/1/18 5,025 5,353
Berkshire Hathaway Energy Co. 2.000% 11/15/18 1,825 1,848
Berkshire Hathaway Energy Co. 2.400% 2/1/20 3,650 3,739
Black Hills Corp. 2.500% 1/11/19 1,650 1,674
CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 2,000 2,014
CenterPoint Energy Inc. 6.500% 5/1/18 2,550 2,729
Cleveland Electric Illuminating Co. 5.700% 4/1/17 519 529
Cleveland Electric Illuminating Co. 8.875% 11/15/18 900 1,033
CMS Energy Corp. 5.050% 2/15/18 2,800 2,932
CMS Energy Corp. 8.750% 6/15/19 4,925 5,824
CMS Energy Corp. 6.250% 2/1/20 1,000 1,139
Commonwealth Edison Co. 6.150% 9/15/17 2,525 2,639
Commonwealth Edison Co. 5.800% 3/15/18 832 887

 

 

Commonwealth Edison Co. 2.150% 1/15/19 4,375 4,442
Commonwealth Edison Co. 4.000% 8/1/20 3,651 3,954
Connecticut Light & Power Co. 5.650% 5/1/18 780 835
Connecticut Light & Power Co. 5.500% 2/1/19 100 109
Consolidated Edison Co. of New York Inc. 5.850% 4/1/18 6,095 6,509
Consolidated Edison Co. of New York Inc. 7.125% 12/1/18 2,025 2,271
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 3,550 3,998
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 425 469
Consolidated Edison Inc. 2.000% 5/15/21 3,175 3,205
Constellation Energy Group Inc. 5.150% 12/1/20 3,035 3,378
Consumers Energy Co. 5.650% 9/15/18 2,625 2,841
Consumers Energy Co. 6.125% 3/15/19 8,850 9,869
Consumers Energy Co. 6.700% 9/15/19 400 461
Dominion Resources Inc. 6.400% 6/15/18 2,014 2,173
Dominion Resources Inc. 2.962% 7/1/19 6,200 6,363
Dominion Resources Inc. 5.200% 8/15/19 1,650 1,807
Dominion Resources Inc. 2.500% 12/1/19 5,150 5,273
Dominion Resources Inc. 4.450% 3/15/21 6,539 7,233
Dominion Resources Inc. 2.000% 8/15/21 200 199
DTE Electric Co. 5.600% 6/15/18 35 38
DTE Electric Co. 3.450% 10/1/20 1,855 1,982
DTE Electric Co. 3.900% 6/1/21 925 1,013
DTE Energy Co. 1.500% 10/1/19 4,100 4,094
DTE Energy Co. 2.400% 12/1/19 3,150 3,213
Duke Energy Carolinas LLC 5.100% 4/15/18 6,702 7,102
Duke Energy Carolinas LLC 7.000% 11/15/18 840 940
Duke Energy Carolinas LLC 4.300% 6/15/20 2,800 3,079
Duke Energy Carolinas LLC 3.900% 6/15/21 2,600 2,843
Duke Energy Corp. 2.100% 6/15/18 4,100 4,146
Duke Energy Corp. 6.250% 6/15/18 695 751
Duke Energy Corp. 5.050% 9/15/19 3,250 3,569
Duke Energy Florida LLC 5.650% 6/15/18 5,150 5,529
Duke Energy Florida LLC 4.550% 4/1/20 200 220
Duke Energy Florida LLC 3.100% 8/15/21 2,000 2,118
Duke Energy Indiana LLC 3.750% 7/15/20 3,874 4,174
Duke Energy Ohio Inc. 5.450% 4/1/19 3,243 3,567
Duke Energy Progress LLC 5.300% 1/15/19 4,075 4,449
Duke Energy Progress LLC 3.000% 9/15/21 2,225 2,356
5 Emera US Finance LP 2.150% 6/15/19 2,600 2,628
5 Emera US Finance LP 2.700% 6/15/21 4,450 4,550
Entergy Corp. 5.125% 9/15/20 5,725 6,351
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 7,000 7,487
Entergy Gulf States Louisiana LLC 3.950% 10/1/20 500 536
Entergy Texas Inc. 7.125% 2/1/19 4,435 4,975
Eversource Energy 1.450% 5/1/18 4,815 4,823
Eversource Energy 4.500% 11/15/19 2,425 2,632
Eversource Energy 2.500% 3/15/21 2,300 2,356
Exelon Corp. 2.850% 6/15/20 4,650 4,817
Exelon Corp. 2.450% 4/15/21 4,150 4,237
Exelon Generation Co. LLC 6.200% 10/1/17 6,091 6,360
Exelon Generation Co. LLC 5.200% 10/1/19 2,150 2,362
Exelon Generation Co. LLC 2.950% 1/15/20 10,000 10,308
Exelon Generation Co. LLC 4.000% 10/1/20 625 668
Florida Power & Light Co. 5.550% 11/1/17 1,850 1,937
5 Fortis Inc. 2.100% 10/4/21 400 398
Georgia Power Co. 5.400% 6/1/18 3,510 3,746
Georgia Power Co. 1.950% 12/1/18 9,725 9,888

 

 

Georgia Power Co. 2.400% 4/1/21 6,200 6,437
Great Plains Energy Inc. 4.850% 6/1/21 4,700 5,140
Indiana Michigan Power Co. 7.000% 3/15/19 4,772 5,349
Integrys Holding Inc. 4.170% 11/1/20 600 649
Jersey Central Power & Light Co. 5.650% 6/1/17 1,550 1,592
Kansas City Power & Light Co. 5.850% 6/15/17 200 206
Kansas City Power & Light Co. 7.150% 4/1/19 5,200 5,908
LG&E & KU Energy LLC 3.750% 11/15/20 6,470 6,903
Metropolitan Edison Co. 7.700% 1/15/19 2,423 2,722
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 10,535 11,126
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 225 266
National Rural Utilities Cooperative Finance        
Corp. 2.150% 2/1/19 6,800 6,930
National Rural Utilities Cooperative Finance        
Corp. 1.650% 2/8/19 750 756
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 600 615
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 7,524 7,629
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 3,435 3,515
Nevada Power Co. 6.500% 5/15/18 4,225 4,582
Nevada Power Co. 6.500% 8/1/18 6,774 7,396
Nevada Power Co. 7.125% 3/15/19 2,200 2,504
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 2,850 3,133
NextEra Energy Capital Holdings Inc. 2.300% 4/1/19 2,500 2,539
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 3,150 3,211
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 3,000 3,085
NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 3,525 3,881
Northern States Power Co. 5.250% 3/1/18 2,337 2,471
Northern States Power Co. 2.200% 8/15/20 2,300 2,353
NorthWestern Corp. 6.340% 4/1/19 2,000 2,219
NSTAR Electric Co. 5.625% 11/15/17 3,025 3,163
Ohio Power Co. 6.050% 5/1/18 2,990 3,191
Oncor Electric Delivery Co. LLC 6.800% 9/1/18 1,215 1,336
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 4,560 4,614
Pacific Gas & Electric Co. 5.625% 11/30/17 12,855 13,498
Pacific Gas & Electric Co. 8.250% 10/15/18 2,625 2,977
Pacific Gas & Electric Co. 3.500% 10/1/20 6,910 7,403
Pacific Gas & Electric Co. 4.250% 5/15/21 2,940 3,239
Pacific Gas & Electric Co. 3.250% 9/15/21 2,525 2,681
PacifiCorp 5.650% 7/15/18 6,053 6,519
PacifiCorp 5.500% 1/15/19 5,740 6,260
PacifiCorp 3.850% 6/15/21 2,600 2,846
PECO Energy Co. 5.350% 3/1/18 3,787 4,002
PECO Energy Co. 1.700% 9/15/21 1,000 1,003
Pennsylvania Electric Co. 6.050% 9/1/17 2,600 2,701
Pennsylvania Electric Co. 5.200% 4/1/20 1,550 1,684
PG&E Corp. 2.400% 3/1/19 6,275 6,372
Portland General Electric Co. 6.100% 4/15/19 2,855 3,198
PPL Capital Funding Inc. 1.900% 6/1/18 10,495 10,546
Progress Energy Inc. 7.050% 3/15/19 1,950 2,200
Progress Energy Inc. 4.875% 12/1/19 2,736 2,996
Progress Energy Inc. 4.400% 1/15/21 4,472 4,882
PSEG Power LLC 5.125% 4/15/20 4,037 4,424

 

 

PSEG Power LLC 3.000% 6/15/21 2,000 2,059
Public Service Co. of Colorado 5.125% 6/1/19 2,925 3,219
Public Service Co. of Colorado 3.200% 11/15/20 1,800 1,905
Public Service Co. of New Mexico 7.950% 5/15/18 3,531 3,878
Public Service Co. of Oklahoma 5.150% 12/1/19 1,725 1,894
Public Service Co. of Oklahoma 4.400% 2/1/21 796 870
Public Service Electric & Gas Co. 2.300% 9/15/18 11,725 11,982
Public Service Electric & Gas Co. 2.000% 8/15/19 3,000 3,058
Public Service Electric & Gas Co. 3.500% 8/15/20 1,375 1,471
Public Service Electric & Gas Co. 1.900% 3/15/21 2,100 2,135
Puget Energy Inc. 6.500% 12/15/20 4,100 4,759
San Diego Gas & Electric Co. 3.000% 8/15/21 2,597 2,753
SCANA Corp. 4.750% 5/15/21 3,875 4,174
South Carolina Electric & Gas Co. 5.250% 11/1/18 5,433 5,854
South Carolina Electric & Gas Co. 6.500% 11/1/18 813 899
Southern California Edison Co. 5.500% 8/15/18 5,565 6,006
Southern California Edison Co. 3.875% 6/1/21 3,500 3,834
Southern Co. 1.550% 7/1/18 3,775 3,793
Southern Co. 2.450% 9/1/18 300 306
Southern Co. 1.850% 7/1/19 5,500 5,541
Southern Co. 2.150% 9/1/19 2,675 2,705
Southern Co. 2.750% 6/15/20 4,850 5,003
Southern Co. 2.350% 7/1/21 6,225 6,327
Southern Power Co. 1.850% 12/1/17 8,000 8,050
Southern Power Co. 1.500% 6/1/18 2,400 2,402
Southern Power Co. 2.375% 6/1/20 2,000 2,040
Southwestern Electric Power Co. 5.875% 3/1/18 250 264
Southwestern Electric Power Co. 6.450% 1/15/19 3,772 4,153
Tampa Electric Co. 6.100% 5/15/18 2,845 3,037
Tampa Electric Co. 5.400% 5/15/21 1,900 2,151
TECO Finance Inc. 5.150% 3/15/20 5,100 5,612
TransAlta Corp. 6.900% 5/15/18 2,350 2,482
Union Electric Co. 6.700% 2/1/19 2,025 2,269
Virginia Electric & Power Co. 1.200% 1/15/18 6,330 6,327
Virginia Electric & Power Co. 5.400% 4/30/18 1,629 1,734
WEC Energy Group Inc. 1.650% 6/15/18 1,800 1,810
WEC Energy Group Inc. 2.450% 6/15/20 2,000 2,045
Wisconsin Electric Power Co. 1.700% 6/15/18 500 504
Wisconsin Electric Power Co. 4.250% 12/15/19 350 378
Wisconsin Power & Light Co. 5.000% 7/15/19 2,260 2,458
Wisconsin Public Service Corp. 1.650% 12/4/18 6,525 6,574
Xcel Energy Inc. 4.700% 5/15/20 5,335 5,824
Xcel Energy Inc. 2.400% 3/15/21 3,800 3,899
 
Natural Gas (0.1%)        
Atmos Energy Corp. 6.350% 6/15/17 45 47
British Transco Finance Inc. 6.625% 6/1/18 350 378
CenterPoint Energy Resources Corp. 6.125% 11/1/17 3,587 3,764
CenterPoint Energy Resources Corp. 6.000% 5/15/18 5,310 5,641
CenterPoint Energy Resources Corp. 4.500% 1/15/21 3,150 3,411
NiSource Finance Corp. 6.400% 3/15/18 7,840 8,373
NiSource Finance Corp. 6.800% 1/15/19 2,038 2,269
NiSource Finance Corp. 5.450% 9/15/20 200 225
ONE Gas Inc. 2.070% 2/1/19 5,675 5,759
Sempra Energy 6.150% 6/15/18 6,105 6,587
Sempra Energy 9.800% 2/15/19 3,445 4,091
Sempra Energy 2.400% 3/15/20 3,118 3,188

 

 

Sempra Energy 2.850% 11/15/20 3,350 3,468
Southern Co. Gas Capital Corp. 5.250% 8/15/19 225 248
Southern Co. Gas Capital Corp. 3.500% 9/15/21 2,125 2,275
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 206 216
 
        667,470
Total Corporate Bonds (Cost $12,672,940)       12,841,254
Sovereign Bonds (U.S. Dollar-Denominated) (7.8%)        
African Development Bank 1.125% 3/15/17 9,085 9,096
African Development Bank 0.875% 3/15/18 30,500 30,461
African Development Bank 1.625% 10/2/18 8,500 8,605
African Development Bank 1.375% 12/17/18 1,000 1,007
African Development Bank 1.125% 3/4/19 5,025 5,030
African Development Bank 1.375% 2/12/20 3,650 3,669
African Development Bank 1.250% 7/26/21 6,000 5,961
African Development Bank 2.375% 9/23/21 8,000 8,350
Agricultural Bank Of China 2.000% 5/21/18 2,250 2,257
Agricultural Bank Of China 2.750% 5/21/20 2,100 2,141
Asian Development Bank 5.250% 6/12/17 3,300 3,399
Asian Development Bank 0.750% 7/28/17 24,070 24,040
Asian Development Bank 0.875% 4/26/18 18,000 17,991
Asian Development Bank 1.125% 6/5/18 22,000 22,038
Asian Development Bank 5.593% 7/16/18 6,380 6,865
Asian Development Bank 1.750% 9/11/18 7,550 7,662
Asian Development Bank 1.500% 9/28/18 600 606
Asian Development Bank 0.875% 10/5/18 500 499
Asian Development Bank 1.875% 10/23/18 4,260 4,339
Asian Development Bank 1.375% 1/15/19 17,500 17,627
Asian Development Bank 1.750% 3/21/19 13,200 13,427
Asian Development Bank 1.875% 4/12/19 3,900 3,982
Asian Development Bank 1.500% 1/22/20 15,900 16,079
Asian Development Bank 1.375% 3/23/20 4,000 4,025
Asian Development Bank 1.625% 8/26/20 12,170 12,352
Asian Development Bank 1.625% 3/16/21 21,850 22,146
5 Bank of England 1.250% 3/14/19 5,500 5,526
Canada 1.125% 3/19/18 21,500 21,574
Canada 1.625% 2/27/19 14,170 14,362
CNOOC Finance 2013 Ltd. 1.750% 5/9/18 9,475 9,474
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 2,825 2,877
CNOOC Nexen Finance 2014 ULC 1.625% 4/30/17 7,300 7,326
Corp. Andina de Fomento 5.750% 1/12/17 1,415 1,431
Corp. Andina de Fomento 1.500% 8/8/17 15,500 15,519
Corp. Andina de Fomento 2.000% 5/10/19 5,000 5,037
Corp. Andina de Fomento 8.125% 6/4/19 4,705 5,457
Corp. Andina de Fomento 2.125% 9/27/21 2,200 2,201
Council Of Europe Development Bank 1.000% 3/7/18 6,075 6,075
Council Of Europe Development Bank 1.125% 5/31/18 6,775 6,791
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 10,242
Council Of Europe Development Bank 1.625% 3/16/21 5,600 5,664
6 Development Bank of Japan Inc. 5.125% 2/1/17 3,650 3,697
Ecopetrol SA 4.250% 9/18/18 4,400 4,554
Ecopetrol SA 7.625% 7/23/19 10,050 11,454
European Bank for Reconstruction &        
Development 1.000% 2/16/17 12,350 12,350

 

 

European Bank for Reconstruction &        
Development 0.750% 9/1/17 10,125 10,112
European Bank for Reconstruction &        
Development 1.000% 6/15/18 8,100 8,109
European Bank for Reconstruction &        
Development 1.000% 9/17/18 18,850 18,872
European Bank for Reconstruction &        
Development 1.625% 11/15/18 9,475 9,592
European Bank for Reconstruction &        
Development 1.750% 6/14/19 8,300 8,443
European Bank for Reconstruction &        
Development 0.875% 7/22/19 22,800 22,652
European Bank for Reconstruction &        
Development 1.750% 11/26/19 4,250 4,330
European Bank for Reconstruction &        
Development 1.500% 3/16/20 7,650 7,717
European Investment Bank 1.000% 8/17/17 30,950 30,988
European Investment Bank 1.125% 9/15/17 32,350 32,429
European Investment Bank 1.000% 12/15/17 19,700 19,724
European Investment Bank 1.000% 3/15/18 18,900 18,923
European Investment Bank 1.250% 5/15/18 16,500 16,560
European Investment Bank 1.000% 6/15/18 29,050 29,045
European Investment Bank 1.125% 8/15/18 21,975 21,993
European Investment Bank 1.625% 12/18/18 13,500 13,666
European Investment Bank 1.875% 3/15/19 43,220 44,025
European Investment Bank 1.250% 5/15/19 14,500 14,552
European Investment Bank 1.750% 6/17/19 46,700 47,455
European Investment Bank 1.125% 8/15/19 54,500 54,415
European Investment Bank 1.625% 3/16/20 12,150 12,315
European Investment Bank 1.375% 6/15/20 33,200 33,276
European Investment Bank 2.875% 9/15/20 2,500 2,650
European Investment Bank 1.625% 12/15/20 12,615 12,771
European Investment Bank 4.000% 2/16/21 13,270 14,743
European Investment Bank 2.000% 3/15/21 31,400 32,263
European Investment Bank 2.500% 4/15/21 23,925 25,086
European Investment Bank 1.625% 6/15/21 37,000 37,375
European Investment Bank 1.375% 9/15/21 15,725 15,750
Export Development Canada 0.750% 12/15/17 2,950 2,945
Export Development Canada 1.000% 6/15/18 10,075 10,096
Export Development Canada 1.500% 10/3/18 3,800 3,839
Export Development Canada 1.000% 11/1/18 6,000 6,013
Export Development Canada 1.250% 2/4/19 5,200 5,239
7 Export Development Canada 1.750% 8/19/19 3,800 3,864
7 Export Development Canada 1.625% 12/3/19 12,200 12,383
Export Development Canada 1.500% 5/26/21 17,500 17,649
Export-Import Bank of Korea 1.750% 2/27/18 3,250 3,265
Export-Import Bank of Korea 2.875% 9/17/18 9,900 10,172
Export-Import Bank of Korea 1.750% 5/26/19 1,000 1,007
Export-Import Bank of Korea 2.375% 8/12/19 1,900 1,945
Export-Import Bank of Korea 2.250% 1/21/20 750 762
Export-Import Bank of Korea 5.125% 6/29/20 6,400 7,177
Export-Import Bank of Korea 2.625% 12/30/20 5,700 5,893
Export-Import Bank of Korea 4.000% 1/29/21 11,484 12,518
Export-Import Bank of Korea 2.125% 2/11/21 4,800 4,865
Export-Import Bank of Korea 2.500% 5/10/21 2,000 2,060
Export-Import Bank of Korea 4.375% 9/15/21 8,000 8,962
FMS Wertmanagement AoeR 1.125% 9/5/17 5,600 5,610

 

 

FMS Wertmanagement AoeR 1.000% 11/21/17 9,725 9,730
FMS Wertmanagement AoeR 1.250% 7/30/18 9,700 9,728
FMS Wertmanagement AoeR 1.625% 11/20/18 15,200 15,377
FMS Wertmanagement AoeR 1.000% 8/16/19 22,000 21,895
FMS Wertmanagement AoeR 1.750% 3/17/20 8,500 8,634
Hydro-Quebec 9.400% 2/1/21 2,025 2,638
Industrial & Commercial Bank of China Ltd. 2.351% 11/13/17 8,900 8,962
Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 6,500 6,750
Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 5,000 5,075
Inter-American Development Bank 1.375% 10/18/16 200 200
Inter-American Development Bank 1.125% 3/15/17 20,985 21,011
Inter-American Development Bank 2.375% 8/15/17 9,300 9,416
Inter-American Development Bank 1.250% 1/16/18 1,000 1,005
Inter-American Development Bank 0.875% 3/15/18 13,475 13,475
Inter-American Development Bank 1.750% 8/24/18 16,225 16,467
Inter-American Development Bank 1.125% 8/28/18 10,675 10,714
Inter-American Development Bank 4.250% 9/10/18 2,200 2,337
Inter-American Development Bank 1.000% 5/13/19 15,300 15,276
Inter-American Development Bank 1.125% 9/12/19 8,200 8,210
Inter-American Development Bank 3.875% 9/17/19 10,500 11,340
Inter-American Development Bank 1.750% 10/15/19 18,200 18,535
Inter-American Development Bank 3.875% 2/14/20 7,125 7,758
Inter-American Development Bank 1.875% 6/16/20 32,720 33,491
Inter-American Development Bank 2.125% 11/9/20 13,500 13,953
Inter-American Development Bank 1.875% 3/15/21 23,476 24,036
International Bank for Reconstruction &        
Development 0.750% 12/15/16 10,950 10,950
International Bank for Reconstruction &        
Development 0.875% 4/17/17 27,650 27,650
International Bank for Reconstruction &        
Development 1.000% 11/15/17 14,300 14,318
International Bank for Reconstruction &        
Development 1.375% 4/10/18 7,400 7,455
International Bank for Reconstruction &        
Development 1.000% 6/15/18 39,600 39,649
International Bank for Reconstruction &        
Development 0.875% 7/19/18 40,000 39,950
International Bank for Reconstruction &        
Development 1.000% 10/5/18 23,000 23,027
International Bank for Reconstruction &        
Development 1.875% 3/15/19 29,500 30,086
International Bank for Reconstruction &        
Development 1.250% 7/26/19 30,000 30,182
International Bank for Reconstruction &        
Development 0.875% 8/15/19 44,500 44,245
International Bank for Reconstruction &        
Development 1.875% 10/7/19 23,175 23,690
International Bank for Reconstruction &        
Development 1.375% 3/30/20 18,000 18,113
International Bank for Reconstruction &        
Development 2.125% 11/1/20 16,000 16,560
International Bank for Reconstruction &        
Development 1.625% 3/9/21 15,950 16,152
International Bank for Reconstruction &        
Development 1.375% 5/24/21 23,000 23,057
International Bank for Reconstruction &        
Development 2.250% 6/24/21 16,900 17,592

 

 

International Bank for Reconstruction &        
Development 1.375% 9/20/21 31,000 31,112
International Finance Corp. 1.000% 4/24/17 19,100 19,102
International Finance Corp. 2.125% 11/17/17 1,450 1,465
International Finance Corp. 0.875% 6/15/18 23,000 22,910
International Finance Corp. 1.250% 7/16/18 3,300 3,306
International Finance Corp. 1.750% 9/4/18 22,700 22,949
International Finance Corp. 1.750% 9/16/19 12,625 12,836
International Finance Corp. 1.625% 7/16/20 15,600 15,836
6 Japan Bank for International Cooperation 1.750% 7/31/18 15,650 15,764
6 Japan Bank for International Cooperation 1.750% 11/13/18 12,500 12,575
6 Japan Bank for International Cooperation 2.125% 2/7/19 6,800 6,908
6 Japan Bank for International Cooperation 1.750% 5/29/19 11,950 12,027
6 Japan Bank for International Cooperation 1.750% 5/28/20 8,500 8,539
6 Japan Bank for International Cooperation 1.875% 4/20/21 4,500 4,487
6 Japan Bank for International Cooperation 1.500% 7/21/21 15,400 15,258
6 Japan Finance Organization for Municipalities 5.000% 5/16/17 4,000 4,089
6 Japan Finance Organization for Municipalities 4.000% 1/13/21 6,000 6,530
8 KFW 0.875% 9/5/17 26,525 26,525
8 KFW 0.875% 12/15/17 19,000 18,993
8 KFW 1.000% 1/26/18 48,450 48,490
8 KFW 4.375% 3/15/18 19,050 19,990
8 KFW 0.875% 4/19/18 39,500 39,455
8 KFW 1.000% 6/11/18 35,200 35,217
8 KFW 4.500% 7/16/18 13,075 13,883
8 KFW 1.125% 8/6/18 36,500 36,569
8 KFW 1.000% 9/7/18 18,000 17,990
8 KFW 1.125% 11/16/18 15,000 15,030
8 KFW 1.500% 2/6/19 35,500 35,834
8 KFW 1.875% 4/1/19 11,400 11,616
8 KFW 4.875% 6/17/19 18,120 19,919
8 KFW 1.000% 7/15/19 25,500 25,399
8 KFW 1.750% 10/15/19 11,000 11,189
8 KFW 4.000% 1/27/20 23,475 25,561
8 KFW 1.500% 4/20/20 49,650 50,094
8 KFW 1.875% 6/30/20 25,450 25,971
8 KFW 2.750% 9/8/20 23,475 24,736
8 KFW 2.750% 10/1/20 11,200 11,815
8 KFW 1.875% 11/30/20 500 511
8 KFW 1.625% 3/15/21 21,300 21,505
8 KFW 1.500% 6/15/21 37,900 38,035
8 KFW 2.375% 8/25/21 16,500 17,217
Korea Development Bank 2.250% 8/7/17 2,650 2,672
Korea Development Bank 3.500% 8/22/17 6,650 6,774
Korea Development Bank 1.500% 1/22/18 4,500 4,511
Korea Development Bank 2.875% 8/22/18 500 513
Korea Development Bank 3.000% 3/17/19 9,800 10,164
Korea Development Bank 2.500% 1/13/21 9,500 9,772
8 Landwirtschaftliche Rentenbank 5.125% 2/1/17 6,690 6,782
8 Landwirtschaftliche Rentenbank 0.875% 9/12/17 6,125 6,125
8 Landwirtschaftliche Rentenbank 1.000% 4/4/18 19,125 19,149
8 Landwirtschaftliche Rentenbank 1.875% 9/17/18 11,200 11,396
8 Landwirtschaftliche Rentenbank 1.750% 4/15/19 5,925 6,019
8 Landwirtschaftliche Rentenbank 1.375% 10/23/19 5,225 5,263
Nexen Energy ULC 6.200% 7/30/19 3,510 3,893
Nordic Investment Bank 5.000% 2/1/17 8,650 8,758
Nordic Investment Bank 1.000% 3/7/17 6,150 6,150

 

 

Nordic Investment Bank 0.875% 9/27/18 500 500
Nordic Investment Bank 1.125% 2/25/19 9,000 9,020
Nordic Investment Bank 1.875% 6/14/19 3,900 3,982
Nordic Investment Bank 1.500% 9/29/20 8,000 8,071
Nordic Investment Bank 1.250% 8/2/21 6,600 6,563
North American Development Bank 2.300% 10/10/18 2,700 2,757
North American Development Bank 4.375% 2/11/20 675 731
9 Oesterreichische Kontrollbank AG 1.125% 5/29/18 10,950 10,962
9 Oesterreichische Kontrollbank AG 1.625% 3/12/19 6,500 6,580
9 Oesterreichische Kontrollbank AG 1.125% 4/26/19 17,800 17,798
9 Oesterreichische Kontrollbank AG 1.375% 2/10/20 8,550 8,582
9 Oesterreichische Kontrollbank AG 1.500% 10/21/20 5,200 5,226
9 Oesterreichische Kontrollbank AG 1.875% 1/20/21 10,300 10,520
Petroleos Mexicanos 5.750% 3/1/18 24,985 26,147
Petroleos Mexicanos 3.500% 7/18/18 21,675 22,007
Petroleos Mexicanos 3.125% 1/23/19 2,400 2,420
5 Petroleos Mexicanos 5.500% 2/4/19 10,000 10,556
Petroleos Mexicanos 8.000% 5/3/19 5,650 6,344
Petroleos Mexicanos 6.000% 3/5/20 5,050 5,487
Petroleos Mexicanos 3.500% 7/23/20 9,600 9,685
Petroleos Mexicanos 5.500% 1/21/21 18,510 19,691
5 Petroleos Mexicanos 6.375% 2/4/21 11,500 12,513
Province of Manitoba 4.900% 12/6/16 5,450 5,489
Province of Manitoba 1.300% 4/3/17 1,100 1,102
Province of Manitoba 1.125% 6/1/18 2,330 2,337
Province of Manitoba 1.750% 5/30/19 5,725 5,810
Province of Manitoba 9.250% 4/1/20 1,500 1,890
Province of Manitoba 2.050% 11/30/20 9,700 9,953
Province of New Brunswick 2.750% 6/15/18 6,750 6,943
Province of Ontario 1.100% 10/25/17 16,300 16,330
Province of Ontario 3.150% 12/15/17 1,650 1,693
Province of Ontario 1.200% 2/14/18 18,500 18,533
Province of Ontario 2.000% 9/27/18 6,900 7,008
Province of Ontario 1.625% 1/18/19 35,000 35,302
Province of Ontario 2.000% 1/30/19 17,700 17,998
Province of Ontario 1.250% 6/17/19 11,200 11,194
Province of Ontario 1.650% 9/27/19 11,825 11,938
Province of Ontario 4.000% 10/7/19 11,550 12,452
Province of Ontario 4.400% 4/14/20 2,675 2,945
Province of Ontario 1.875% 5/21/20 8,000 8,122
Province of Ontario 2.500% 9/10/21 13,000 13,558
Quebec 4.625% 5/14/18 400 423
Quebec 3.500% 7/29/20 3,663 3,939
Quebec 2.750% 8/25/21 22,125 23,327
Republic of Chile 3.875% 8/5/20 2,123 2,299
Republic of Colombia 7.375% 3/18/19 23,085 26,109
Republic of Colombia 11.750% 2/25/20 2,025 2,648
Republic of Colombia 4.375% 7/12/21 15,342 16,600
Republic of Hungary 4.000% 3/25/19 500 524
Republic of Hungary 6.250% 1/29/20 14,200 15,957
Republic of Hungary 6.375% 3/29/21 27,970 32,410
Republic of Italy 5.375% 6/12/17 6,500 6,663
Republic of Korea 7.125% 4/16/19 15,350 17,577
Republic of Panama 5.200% 1/30/20 9,595 10,650
Republic of Poland 6.375% 7/15/19 28,748 32,341
Republic of Poland 5.125% 4/21/21 11,165 12,616
Republic of South Africa 5.500% 3/9/20 13,755 14,993

 

 

Republic of South Africa 4.300% 10/12/28 13,650 13,513
Republic of the Philippines 9.875% 1/15/19 6,650 7,905
Republic of the Philippines 8.375% 6/17/19 12,475 14,736
Republic of the Philippines 4.000% 1/15/21 2,050 2,224
State of Israel 5.125% 3/26/19 13,605 14,893
Statoil ASA 3.125% 8/17/17 10,729 10,902
Statoil ASA 1.250% 11/9/17 6,275 6,269
Statoil ASA 6.700% 1/15/18 4,765 5,069
Statoil ASA 1.200% 1/17/18 1,475 1,473
Statoil ASA 1.150% 5/15/18 5,570 5,554
Statoil ASA 1.950% 11/8/18 2,025 2,045
Statoil ASA 5.250% 4/15/19 9,810 10,722
Statoil ASA 2.250% 11/8/19 9,247 9,425
Statoil ASA 2.900% 11/8/20 6,175 6,461
Svensk Exportkredit AB 1.750% 5/30/17 3,335 3,352
Svensk Exportkredit AB 1.125% 4/5/18 6,000 6,007
Svensk Exportkredit AB 1.250% 4/12/19 13,000 13,019
Svensk Exportkredit AB 1.875% 6/17/19 7,600 7,724
Svensk Exportkredit AB 1.125% 8/28/19 5,700 5,678
Svensk Exportkredit AB 1.875% 6/23/20 8,500 8,587
Svensk Exportkredit AB 1.750% 3/10/21 8,500 8,587
United Mexican States 5.950% 3/19/19 14,832 16,489
United Mexican States 5.125% 1/15/20 20,221 22,474
United Mexican States 3.500% 1/21/21 11,930 12,683
Total Sovereign Bonds (Cost $3,547,270)       3,578,865
Taxable Municipal Bonds (0.1%)        
California GO 6.200% 3/1/19 500 560
California GO 6.200% 10/1/19 3,725 4,253
Cornell University New York GO 5.450% 2/1/19 925 1,015
Dartmouth College New Hampshire GO 4.750% 6/1/19 544 597
Emory University Georgia GO 5.625% 9/1/19 1,605 1,806
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.197% 7/1/19 1,650 1,685
Florida Board of Administration Finance Corp        
Revenue 2.163% 7/1/19 7,000 7,153
Florida Hurricane Catastrophe Fund Finance        
Corp. Revenue 2.995% 7/1/20 6,995 7,340
Illinois GO 5.365% 3/1/17 5,000 5,080
Illinois GO 5.665% 3/1/18 9,450 9,917
Illinois GO 5.877% 3/1/19 3,980 4,300
10 New Jersey Economic Development Authority        
Revenue 0.000% 2/15/20 1,350 1,240
Princeton University New Jersey GO 4.950% 3/1/19 5,720 6,236
Stanford University California GO 4.750% 5/1/19 1,150 1,256
University of California Revenue 1.796% 7/1/19 5,220 5,288
Total Taxable Municipal Bonds (Cost $56,768)       57,726
 
      Shares  
Temporary Cash Investment (0.7%)        
Money Market Fund (0.7%)        
11 Vanguard Market Liquidity Fund        
(Cost $330,193) 0.640%   3,301,603 330,193
Total Investments (100.4%) (Cost $45,598,461)       46,038,226
Other Assets and Liabilities-Net (-0.4%)       (184,766)
Net Assets (100%)       45,853,460

 

 

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 September 30, 2016, the
aggregate value of these securities was $258,915,000, representing 0.6% 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 September 30, 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 — 29,230,188 —
Corporate Bonds — 12,841,254 —
Sovereign Bonds — 3,578,865 —
Taxable Municipal Bonds — 57,726 —
Temporary Cash Investments 330,193 — —
Total 330,193 45,708,033 —

 

C. At September 30, 2016, the cost of investment securities for tax purposes was $45,598,461,000. Net unrealized appreciation of investment securities for tax purposes was $439,765,000, consisting of unrealized gains of $455,092,000 on securities that had risen in value since their purchase and $15,327,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Intermediate-Term Bond Index Fund

Schedule of Investments (unaudited)

As of September 30, 2016

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (52.1%)        
U.S. Government Securities (50.8%)        
United States Treasury Note/Bond 3.625% 2/15/21 40,615 44,930
United States Treasury Note/Bond 3.125% 5/15/21 71,573 77,869
United States Treasury Note/Bond 2.000% 5/31/21 30,100 31,243
United States Treasury Note/Bond 2.125% 6/30/21 44,520 46,489
United States Treasury Note/Bond 2.000% 8/31/21 151,510 157,357
United States Treasury Note/Bond 2.125% 9/30/21 191,431 200,045
United States Treasury Note/Bond 2.000% 10/31/21 301,065 312,825
United States Treasury Note/Bond 2.000% 11/15/21 246,645 256,242
United States Treasury Note/Bond 8.000% 11/15/21 36,300 48,557
United States Treasury Note/Bond 1.875% 11/30/21 266,828 275,625
United States Treasury Note/Bond 2.125% 12/31/21 188,284 196,845
United States Treasury Note/Bond 1.500% 1/31/22 188,100 190,598
United States Treasury Note/Bond 2.000% 2/15/22 128,058 133,101
United States Treasury Note/Bond 1.750% 2/28/22 220,611 226,402
United States Treasury Note/Bond 1.750% 3/31/22 227,992 233,906
United States Treasury Note/Bond 1.750% 4/30/22 302,230 309,973
United States Treasury Note/Bond 1.750% 5/15/22 216,535 222,015
United States Treasury Note/Bond 1.875% 5/31/22 177,170 182,900
United States Treasury Note/Bond 2.125% 6/30/22 90,130 94,271
United States Treasury Note/Bond 2.000% 7/31/22 201,200 209,091
United States Treasury Note/Bond 1.625% 8/15/22 201,817 205,474
United States Treasury Note/Bond 7.250% 8/15/22 2,500 3,346
United States Treasury Note/Bond 1.875% 8/31/22 266,564 275,145
United States Treasury Note/Bond 1.750% 9/30/22 107,965 110,631
United States Treasury Note/Bond 1.875% 10/31/22 76,915 79,367
United States Treasury Note/Bond 1.625% 11/15/22 293,185 298,134
United States Treasury Note/Bond 2.000% 11/30/22 379,025 393,830
United States Treasury Note/Bond 2.125% 12/31/22 100,274 104,943
United States Treasury Note/Bond 1.750% 1/31/23 243,490 249,273
United States Treasury Note/Bond 2.000% 2/15/23 207,020 215,106
United States Treasury Note/Bond 7.125% 2/15/23 35,000 47,403
United States Treasury Note/Bond 1.500% 2/28/23 155,120 156,380
United States Treasury Note/Bond 1.500% 3/31/23 128,010 128,970
United States Treasury Note/Bond 1.625% 4/30/23 39,135 39,716
United States Treasury Note/Bond 1.750% 5/15/23 828,790 847,695
United States Treasury Note/Bond 1.625% 5/31/23 262,300 266,153
United States Treasury Note/Bond 1.375% 6/30/23 121,120 120,949
United States Treasury Note/Bond 1.250% 7/31/23 122,260 120,999
United States Treasury Note/Bond 2.500% 8/15/23 740,860 793,994
United States Treasury Note/Bond 6.250% 8/15/23 76,500 100,897
United States Treasury Note/Bond 1.375% 8/31/23 337,275 336,327
United States Treasury Note/Bond 1.375% 9/30/23 175,750 175,145
United States Treasury Note/Bond 2.750% 11/15/23 717,667 782,257
United States Treasury Note/Bond 2.750% 2/15/24 302,773 330,495
United States Treasury Note/Bond 2.500% 5/15/24 486,189 522,653
United States Treasury Note/Bond 2.375% 8/15/24 419,451 447,110
United States Treasury Note/Bond 2.250% 11/15/24 414,024 437,313
United States Treasury Note/Bond 2.000% 2/15/25 421,836 437,060
United States Treasury Note/Bond 2.125% 5/15/25 591,060 618,396

 

 

United States Treasury Note/Bond 2.000% 8/15/25 482,047 499,145
United States Treasury Note/Bond 2.250% 11/15/25 482,252 509,379
United States Treasury Note/Bond 1.625% 2/15/26 647,539 649,158
United States Treasury Note/Bond 1.625% 5/15/26 628,123 629,398
United States Treasury Note/Bond 1.500% 8/15/26 538,783 533,982
        14,916,507
Agency Bonds and Notes (1.3%)        
1 AID-Israel 5.500% 9/18/23 4,300 5,362
1 AID-Israel 5.500% 12/4/23 8,000 10,013
1 AID-Israel 5.500% 4/26/24 12,058 15,220
1 AID-Jordan 2.578% 6/30/22 3,200 3,377
2 Federal Farm Credit Banks 3.500% 12/20/23 4,250 4,790
2 Federal Home Loan Banks 2.125% 3/10/23 8,950 9,277
2 Federal Home Loan Banks 2.875% 6/14/24 20,000 21,678
2 Federal Home Loan Banks 5.375% 8/15/24 100 127
2 Federal Home Loan Banks 2.875% 9/13/24 20,000 21,698
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 101,550 106,882
3 Federal National Mortgage Assn. 2.625% 9/6/24 74,645 79,934
3 Federal National Mortgage Assn. 2.125% 4/24/26 23,500 23,985
3 Federal National Mortgage Assn. 1.875% 9/24/26 24,300 24,206
Private Export Funding Corp. 4.300% 12/15/21 9,940 11,341
Private Export Funding Corp. 2.800% 5/15/22 3,725 3,958
Private Export Funding Corp. 2.050% 11/15/22 10,276 10,498
Private Export Funding Corp. 3.550% 1/15/24 3,500 3,894
Private Export Funding Corp. 2.450% 7/15/24 3,350 3,478
Private Export Funding Corp. 3.250% 6/15/25 1,675 1,841
2 Tennessee Valley Authority 1.875% 8/15/22 8,175 8,311
2 Tennessee Valley Authority 2.875% 9/15/24 7,875 8,501
2 Tennessee Valley Authority 6.750% 11/1/25 6,830 9,540
        387,911
Total U.S. Government and Agency Obligations (Cost $14,829,501)     15,304,418
Corporate Bonds (40.9%)        
Finance (13.0%)        
Banking (8.3%)        
American Express Co. 2.650% 12/2/22 13,223 13,537
American Express Co. 3.625% 12/5/24 6,125 6,392
Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 7,125 7,819
Bank of America Corp. 5.700% 1/24/22 14,389 16,736
Bank of America Corp. 3.300% 1/11/23 35,525 36,833
Bank of America Corp. 4.100% 7/24/23 23,358 25,275
Bank of America Corp. 4.125% 1/22/24 16,051 17,415
Bank of America Corp. 4.000% 4/1/24 21,714 23,406
Bank of America Corp. 4.200% 8/26/24 22,981 24,280
Bank of America Corp. 4.000% 1/22/25 26,334 27,259
Bank of America Corp. 3.950% 4/21/25 18,675 19,350
Bank of America Corp. 3.875% 8/1/25 26,733 28,581
Bank of America Corp. 4.450% 3/3/26 14,925 16,056
Bank of America Corp. 3.500% 4/19/26 12,701 13,205
Bank of Montreal 2.550% 11/6/22 9,619 9,876
Bank of New York Mellon Corp. 2.200% 8/16/23 11,000 10,960
Bank of New York Mellon Corp. 3.650% 2/4/24 548 595
Bank of New York Mellon Corp. 3.400% 5/15/24 6,175 6,603
Bank of New York Mellon Corp. 3.250% 9/11/24 9,000 9,551
Bank of New York Mellon Corp. 3.000% 2/24/25 8,750 9,148
Bank of New York Mellon Corp. 2.800% 5/4/26 3,350 3,441
Bank of New York Mellon Corp. 2.450% 8/17/26 8,175 8,084
Bank of Nova Scotia 4.500% 12/16/25 10,200 10,890

 

 

  Barclays plc 4.375% 9/11/24 12,355 12,509
  Barclays plc 3.650% 3/16/25 14,200 14,029
  Barclays plc 4.375% 1/12/26 22,579 23,374
  Barclays plc 5.200% 5/12/26 15,625 16,103
  BB&T Corp. 3.950% 3/22/22 1,800 1,935
  BNP Paribas SA 3.250% 3/3/23 9,883 10,381
  BNP Paribas SA 4.250% 10/15/24 5,850 6,077
  BPCE SA 4.000% 4/15/24 8,900 9,787
  Branch Banking & Trust Co. 3.625% 9/16/25 8,770 9,362
  Capital One Bank USA NA 3.375% 2/15/23 13,076 13,436
  Capital One Financial Corp. 3.500% 6/15/23 5,960 6,217
  Capital One Financial Corp. 3.750% 4/24/24 4,600 4,887
  Capital One Financial Corp. 3.200% 2/5/25 8,030 8,172
  Capital One Financial Corp. 4.200% 10/29/25 10,000 10,438
  Capital One Financial Corp. 3.750% 7/28/26 13,000 13,055
4,5 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 2,100 2,454
  Citigroup Inc. 4.500% 1/14/22 16,402 18,095
  Citigroup Inc. 4.050% 7/30/22 4,735 5,023
  Citigroup Inc. 3.375% 3/1/23 650 676
  Citigroup Inc. 3.500% 5/15/23 10,660 10,979
  Citigroup Inc. 3.875% 10/25/23 13,215 14,164
  Citigroup Inc. 3.750% 6/16/24 12,324 13,096
  Citigroup Inc. 4.000% 8/5/24 5,930 6,224
  Citigroup Inc. 3.875% 3/26/25 14,825 15,309
  Citigroup Inc. 3.300% 4/27/25 12,848 13,227
  Citigroup Inc. 4.400% 6/10/25 27,965 29,602
  Citigroup Inc. 5.500% 9/13/25 85 97
  Citigroup Inc. 3.700% 1/12/26 16,504 17,381
  Citigroup Inc. 4.600% 3/9/26 12,175 13,042
  Citigroup Inc. 3.400% 5/1/26 1,452 1,501
  Citigroup Inc. 4.300% 11/20/26 3,700 3,867
  Citizens Financial Group Inc. 4.300% 12/3/25 5,200 5,478
  Comerica Bank 4.000% 7/27/25 1,925 2,013
  Compass Bank 3.875% 4/10/25 500 489
  Cooperatieve Rabobank UA 3.875% 2/8/22 22,896 25,059
  Cooperatieve Rabobank UA 3.950% 11/9/22 18,034 18,868
  Cooperatieve Rabobank UA 4.625% 12/1/23 15,375 16,605
  Cooperatieve Rabobank UA 3.375% 5/21/25 12,205 12,972
  Cooperatieve Rabobank UA 4.375% 8/4/25 9,481 9,982
  Cooperatieve Rabobank UA 3.750% 7/21/26 9,500 9,540
  Credit Suisse AG 3.000% 10/29/21 24,250 24,888
  Credit Suisse AG 3.625% 9/9/24 23,014 24,009
  Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 13,000 13,287
5 Credit Suisse Group Funding Guernsey Ltd. 3.800% 6/9/23 12,000 12,149
  Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 14,997 14,945
5 Credit Suisse Group Funding Guernsey Ltd. 4.550% 4/17/26 17,975 18,857
  Deutsche Bank AG 3.700% 5/30/24 13,205 12,651
  Deutsche Bank AG 4.100% 1/13/26 5,000 4,847
  Discover Bank 4.200% 8/8/23 13,043 14,031
  Discover Bank 3.450% 7/27/26 5,900 5,915
  Discover Financial Services 5.200% 4/27/22 1,000 1,100
  Discover Financial Services 3.850% 11/21/22 6,545 6,789
  Discover Financial Services 3.950% 11/6/24 1,125 1,150
  Discover Financial Services 3.750% 3/4/25 4,225 4,277
  Fifth Third Bancorp 3.500% 3/15/22 2,502 2,641
  Fifth Third Bancorp 4.300% 1/16/24 5,500 5,905
  Fifth Third Bank 2.875% 10/1/21 5,315 5,559
  Fifth Third Bank 3.850% 3/15/26 4,200 4,478

 

 

FirstMerit Corp. 4.350% 2/4/23 4,420 4,599
Goldman Sachs Group Inc. 2.350% 11/15/21 5,000 4,989
Goldman Sachs Group Inc. 5.750% 1/24/22 36,853 42,716
Goldman Sachs Group Inc. 3.625% 1/22/23 16,237 17,161
Goldman Sachs Group Inc. 4.000% 3/3/24 27,175 29,197
Goldman Sachs Group Inc. 3.850% 7/8/24 25,525 27,111
Goldman Sachs Group Inc. 3.500% 1/23/25 30,500 31,571
Goldman Sachs Group Inc. 4.250% 10/21/25 20,000 21,015
Goldman Sachs Group Inc. 3.750% 2/25/26 12,900 13,548
HSBC Holdings plc 2.650% 1/5/22 20,000 19,930
HSBC Holdings plc 4.875% 1/14/22 3,824 4,226
HSBC Holdings plc 4.000% 3/30/22 16,341 17,443
HSBC Holdings plc 3.600% 5/25/23 15,000 15,512
HSBC Holdings plc 4.250% 3/14/24 19,000 19,602
HSBC Holdings plc 4.250% 8/18/25 11,250 11,587
HSBC Holdings plc 4.300% 3/8/26 26,910 28,831
HSBC Holdings plc 3.900% 5/25/26 23,300 24,215
HSBC USA Inc. 3.500% 6/23/24 4,750 4,963
Huntington Bancshares Inc. 2.300% 1/14/22 7,150 7,117
Intesa Sanpaolo SPA 5.250% 1/12/24 7,919 8,544
JPMorgan Chase & Co. 4.500% 1/24/22 25,898 28,611
JPMorgan Chase & Co. 3.250% 9/23/22 20,498 21,502
JPMorgan Chase & Co. 3.200% 1/25/23 22,341 23,303
JPMorgan Chase & Co. 3.375% 5/1/23 21,793 22,332
JPMorgan Chase & Co. 2.700% 5/18/23 15,500 15,661
JPMorgan Chase & Co. 3.875% 2/1/24 16,520 17,770
JPMorgan Chase & Co. 3.625% 5/13/24 17,220 18,286
JPMorgan Chase & Co. 3.875% 9/10/24 21,515 22,620
JPMorgan Chase & Co. 3.125% 1/23/25 21,350 21,737
JPMorgan Chase & Co. 3.900% 7/15/25 19,100 20,620
JPMorgan Chase & Co. 3.300% 4/1/26 16,310 16,851
JPMorgan Chase & Co. 3.200% 6/15/26 14,150 14,533
JPMorgan Chase & Co. 2.950% 10/1/26 3,000 2,993
KeyBank NA 3.300% 6/1/25 3,000 3,150
KeyBank NA 3.400% 5/20/26 7,250 7,401
KeyBank NA 3.180% 10/15/27 1,000 1,034
Lloyds Bank plc 3.500% 5/14/25 8,450 8,947
Lloyds Banking Group plc 4.500% 11/4/24 6,675 6,918
5 Lloyds Banking Group plc 4.582% 12/10/25 15,639 16,032
Lloyds Banking Group plc 4.650% 3/24/26 9,550 9,877
Manufacturers & Traders Trust Co. 2.900% 2/6/25 7,725 7,940
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 4,000 4,012
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 22,655 24,672
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 5,000 4,982
Morgan Stanley 4.875% 11/1/22 15,500 17,125
Morgan Stanley 3.750% 2/25/23 30,326 32,186
Morgan Stanley 4.100% 5/22/23 12,990 13,725
Morgan Stanley 3.875% 4/29/24 21,335 22,742
Morgan Stanley 3.700% 10/23/24 30,856 32,553
Morgan Stanley 4.000% 7/23/25 33,575 36,025
Morgan Stanley 5.000% 11/24/25 19,350 21,605
Morgan Stanley 3.875% 1/27/26 15,623 16,598
Morgan Stanley 3.125% 7/27/26 24,700 24,860
Morgan Stanley 4.350% 9/8/26 640 681
Morgan Stanley 3.950% 4/23/27 635 658
MUFG Americas Holdings Corp. 3.500% 6/18/22 3,075 3,257
MUFG Americas Holdings Corp. 3.000% 2/10/25 4,607 4,700
National Australia Bank Ltd. 3.000% 1/20/23 4,350 4,520

 

 

National Australia Bank Ltd. 3.375% 1/14/26 2,400 2,545
National Australia Bank Ltd. 2.500% 7/12/26 12,500 12,267
Northern Trust Corp. 2.375% 8/2/22 4,895 5,038
Northern Trust Corp. 3.950% 10/30/25 1,500 1,657
People's United Bank NA 4.000% 7/15/24 1,675 1,719
People's United Financial Inc. 3.650% 12/6/22 2,775 2,851
PNC Bank NA 2.700% 11/1/22 7,100 7,222
PNC Bank NA 2.950% 1/30/23 6,000 6,186
PNC Bank NA 3.800% 7/25/23 10,175 11,019
PNC Bank NA 3.300% 10/30/24 7,262 7,713
PNC Bank NA 2.950% 2/23/25 2,300 2,368
PNC Bank NA 3.250% 6/1/25 4,250 4,470
PNC Bank NA 4.200% 11/1/25 2,800 3,141
PNC Financial Services Group Inc. 2.854% 11/9/22 4,820 4,970
PNC Financial Services Group Inc. 3.900% 4/29/24 7,550 8,114
PNC Funding Corp. 3.300% 3/8/22 10,278 10,916
Royal Bank of Canada 4.650% 1/27/26 11,900 13,030
Royal Bank of Scotland Group plc 3.875% 9/12/23 16,700 16,458
Royal Bank of Scotland Group plc 4.800% 4/5/26 12,500 12,838
Santander Holdings USA Inc. 4.500% 7/17/25 6,350 6,627
Santander Issuances SAU 5.179% 11/19/25 10,436 10,672
Santander UK plc 4.000% 3/13/24 10,244 11,166
State Street Corp. 3.100% 5/15/23 6,875 7,138
State Street Corp. 3.700% 11/20/23 5,915 6,490
State Street Corp. 3.300% 12/16/24 6,500 6,914
State Street Corp. 3.550% 8/18/25 7,715 8,351
State Street Corp. 2.650% 5/19/26 6,450 6,517
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 4,750 4,946
Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 1,375 1,413
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 4,975 5,398
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 2,075 2,260
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 3,575 3,773
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 1,400 1,508
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 14,250 15,444
Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 17,750 17,529
SunTrust Bank 2.750% 5/1/23 3,425 3,475
SunTrust Bank 3.300% 5/15/26 4,250 4,331
SVB Financial Group 3.500% 1/29/25 3,825 3,881
Synchrony Financial 4.250% 8/15/24 9,688 10,151
Synchrony Financial 4.500% 7/23/25 10,650 11,262
Synchrony Financial 3.700% 8/4/26 5,800 5,735
US Bancorp 3.000% 3/15/22 7,554 7,988
US Bancorp 2.950% 7/15/22 10,023 10,443
US Bancorp 3.700% 1/30/24 2,520 2,760
US Bancorp 3.600% 9/11/24 6,600 7,076
US Bancorp 3.100% 4/27/26 7,000 7,224
US Bancorp 2.375% 7/22/26 7,500 7,369
US Bank NA 2.800% 1/27/25 9,050 9,323
Wells Fargo & Co. 3.500% 3/8/22 22,929 24,331
Wells Fargo & Co. 3.450% 2/13/23 14,647 15,113
Wells Fargo & Co. 4.125% 8/15/23 17,522 18,727
Wells Fargo & Co. 4.480% 1/16/24 6,139 6,751
Wells Fargo & Co. 3.300% 9/9/24 23,275 24,337
Wells Fargo & Co. 3.000% 2/19/25 21,403 21,660
Wells Fargo & Co. 3.550% 9/29/25 8,000 8,449
Wells Fargo & Co. 3.000% 4/22/26 32,025 32,376
Wells Fargo & Co. 4.100% 6/3/26 21,556 22,793
Westpac Banking Corp. 2.850% 5/13/26 19,700 19,968

 

 

Westpac Banking Corp. 2.700% 8/19/26 7,625 7,580
 
Brokerage (0.5%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 2,600 2,729
Affiliated Managers Group Inc. 3.500% 8/1/25 2,575 2,552
Ameriprise Financial Inc. 4.000% 10/15/23 6,064 6,640
Ameriprise Financial Inc. 3.700% 10/15/24 4,050 4,378
Apollo Investment Corp. 5.250% 3/3/25 1,625 1,607
BlackRock Inc. 3.375% 6/1/22 5,779 6,236
BlackRock Inc. 3.500% 3/18/24 8,861 9,701
Brookfield Asset Management Inc. 4.000% 1/15/25 5,800 5,965
Brookfield Finance Inc. 4.250% 6/2/26 1,550 1,602
Charles Schwab Corp. 3.225% 9/1/22 2,550 2,693
Charles Schwab Corp. 3.450% 2/13/26 100 108
CME Group Inc. 3.000% 9/15/22 5,075 5,389
CME Group Inc. 3.000% 3/15/25 5,275 5,529
E*TRADE Financial Corp. 5.375% 11/15/22 1,150 1,225
E*TRADE Financial Corp. 4.625% 9/15/23 7,075 7,323
Eaton Vance Corp. 3.625% 6/15/23 1,800 1,903
Franklin Resources Inc. 2.800% 9/15/22 2,425 2,523
Franklin Resources Inc. 2.850% 3/30/25 3,215 3,318
Intercontinental Exchange Inc. 4.000% 10/15/23 5,500 6,048
Intercontinental Exchange Inc. 3.750% 12/1/25 10,825 11,725
Invesco Finance plc 3.125% 11/30/22 5,154 5,296
Invesco Finance plc 4.000% 1/30/24 6,775 7,437
Invesco Finance plc 3.750% 1/15/26 5,000 5,357
Janus Capital Group Inc. 4.875% 8/1/25 1,900 2,037
Jefferies Group LLC 5.125% 1/20/23 3,975 4,235
Lazard Group LLC 3.750% 2/13/25 2,550 2,569
Legg Mason Inc. 3.950% 7/15/24 1,650 1,696
Legg Mason Inc. 4.750% 3/15/26 3,070 3,323
Leucadia National Corp. 5.500% 10/18/23 4,775 5,008
Nasdaq Inc. 4.250% 6/1/24 650 700
Nasdaq Inc. 3.850% 6/30/26 6,000 6,309
OM Asset Management plc 4.800% 7/27/26 3,000 2,998
Raymond James Financial Inc. 3.625% 9/15/26 1,300 1,320
Stifel Financial Corp. 4.250% 7/18/24 4,425 4,458
TD Ameritrade Holding Corp. 2.950% 4/1/22 10,786 11,222
TD Ameritrade Holding Corp. 3.625% 4/1/25 3,050 3,270
 
Finance Companies (0.3%)        
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 5.000% 10/1/21 7,350 7,809
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 3.950% 2/1/22 7,710 7,903
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.625% 7/1/22 4,335 4,557
Air Lease Corp. 3.750% 2/1/22 5,600 5,866
Air Lease Corp. 3.000% 9/15/23 3,400 3,357
Air Lease Corp. 4.250% 9/15/24 2,400 2,514
Ares Capital Corp. 3.625% 1/19/22 3,400 3,425
FS Investment Corp. 4.750% 5/15/22 1,700 1,745
GATX Corp. 4.750% 6/15/22 2,600 2,880
GATX Corp. 3.900% 3/30/23 2,825 2,932
GATX Corp. 3.250% 3/30/25 2,675 2,693
GATX Corp. 3.250% 9/15/26 1,500 1,493
GE Capital International Funding Co. 3.373% 11/15/25 13,846 14,992
International Lease Finance Corp. 8.625% 1/15/22 5,075 6,236

 

 

International Lease Finance Corp. 5.875% 8/15/22 6,067 6,742
Prospect Capital Corp. 5.875% 3/15/23 1,725 1,760
 
Insurance (2.0%)        
Aetna Inc. 2.750% 11/15/22 7,175 7,299
Aetna Inc. 2.800% 6/15/23 7,950 8,141
Aetna Inc. 3.500% 11/15/24 6,250 6,608
Aetna Inc. 3.200% 6/15/26 25,350 25,777
Aflac Inc. 4.000% 2/15/22 2,950 3,237
Aflac Inc. 3.625% 6/15/23 5,400 5,787
Aflac Inc. 3.625% 11/15/24 3,775 4,060
Aflac Inc. 3.250% 3/17/25 2,525 2,643
Aflac Inc. 2.875% 10/15/26 1,400 1,409
Alleghany Corp. 4.950% 6/27/22 5,000 5,516
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 14,778 15,470
Allstate Corp. 3.150% 6/15/23 3,120 3,310
4 Allstate Corp. 5.750% 8/15/53 4,810 5,159
American Financial Group Inc. 3.500% 8/15/26 2,450 2,454
American International Group Inc. 4.875% 6/1/22 18,211 20,453
American International Group Inc. 4.125% 2/15/24 12,315 13,251
American International Group Inc. 3.750% 7/10/25 3,075 3,223
American International Group Inc. 3.900% 4/1/26 10,745 11,358
Anthem Inc. 3.125% 5/15/22 6,235 6,489
Anthem Inc. 3.300% 1/15/23 5,271 5,528
Anthem Inc. 3.500% 8/15/24 9,050 9,535
Aon plc 4.000% 11/27/23 850 901
Aon plc 3.500% 6/14/24 5,575 5,785
Aon plc 3.875% 12/15/25 6,870 7,334
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 6,225 6,677
Assurant Inc. 4.000% 3/15/23 3,450 3,519
Assured Guaranty US Holdings Inc. 5.000% 7/1/24 2,400 2,698
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 8,149 8,635
Berkshire Hathaway Inc. 3.000% 2/11/23 4,725 4,974
Berkshire Hathaway Inc. 2.750% 3/15/23 18,455 19,143
Berkshire Hathaway Inc. 3.125% 3/15/26 25,025 26,316
Brown & Brown Inc. 4.200% 9/15/24 5,775 5,973
Chubb INA Holdings Inc. 2.875% 11/3/22 9,239 9,719
Chubb INA Holdings Inc. 2.700% 3/13/23 1,825 1,886
Chubb INA Holdings Inc. 3.350% 5/15/24 5,185 5,541
Chubb INA Holdings Inc. 3.150% 3/15/25 8,000 8,426
Chubb INA Holdings Inc. 3.350% 5/3/26 4,210 4,510
Cigna Corp. 4.000% 2/15/22 4,525 4,903
Cigna Corp. 3.250% 4/15/25 6,450 6,660
CNA Financial Corp. 3.950% 5/15/24 3,375 3,564
CNA Financial Corp. 4.500% 3/1/26 2,750 2,965
Fidelity National Financial Inc. 5.500% 9/1/22 775 852
First American Financial Corp. 4.300% 2/1/23 1,775 1,825
First American Financial Corp. 4.600% 11/15/24 2,700 2,793
Hanover Insurance Group Inc. 4.500% 4/15/26 4,500 4,678
Hartford Financial Services Group Inc. 5.125% 4/15/22 8,350 9,487
Horace Mann Educators Corp. 4.500% 12/1/25 1,125 1,168
Humana Inc. 3.150% 12/1/22 2,775 2,881
Humana Inc. 3.850% 10/1/24 7,790 8,356
Infinity Property & Casualty Corp. 5.000% 9/19/22 1,750 1,847
Kemper Corp. 4.350% 2/15/25 4,000 4,111
Lender Processing Services Inc / Black Knight        
Lending Solutions Inc 5.750% 4/15/23 2,571 2,709
Lincoln National Corp. 4.200% 3/15/22 300 325

 

 

Lincoln National Corp. 4.000% 9/1/23 4,000 4,259
Lincoln National Corp. 3.350% 3/9/25 4,950 5,060
Loews Corp. 2.625% 5/15/23 3,300 3,335
Manulife Financial Corp. 4.150% 3/4/26 7,800 8,572
Markel Corp. 4.900% 7/1/22 2,650 2,917
Markel Corp. 3.625% 3/30/23 2,750 2,838
Marsh & McLennan Cos. Inc. 3.300% 3/14/23 1,120 1,174
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 11,600 12,306
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 2,757 2,981
MetLife Inc. 3.048% 12/15/22 6,225 6,466
MetLife Inc. 4.368% 9/15/23 4,214 4,667
MetLife Inc. 3.600% 4/10/24 9,720 10,313
MetLife Inc. 3.000% 3/1/25 3,325 3,380
MetLife Inc. 3.600% 11/13/25 7,300 7,701
Montpelier Re Holdings Ltd. 4.700% 10/15/22 1,425 1,472
Navigators Group Inc. 5.750% 10/15/23 1,500 1,665
Old Republic International Corp. 4.875% 10/1/24 3,025 3,269
Old Republic International Corp. 3.875% 8/26/26 6,650 6,654
OneBeacon US Holdings Inc. 4.600% 11/9/22 1,925 1,945
Primerica Inc. 4.750% 7/15/22 1,750 1,915
Principal Financial Group Inc. 3.300% 9/15/22 2,460 2,562
Principal Financial Group Inc. 3.125% 5/15/23 2,525 2,574
Principal Financial Group Inc. 3.400% 5/15/25 1,966 2,020
ProAssurance Corp. 5.300% 11/15/23 900 962
Prudential Financial Inc. 4.500% 11/16/21 2,950 3,295
Prudential Financial Inc. 3.500% 5/15/24 9,625 10,085
4 Prudential Financial Inc. 5.875% 9/15/42 5,475 6,022
4 Prudential Financial Inc. 5.625% 6/15/43 10,675 11,476
4 Prudential Financial Inc. 5.200% 3/15/44 3,525 3,631
4 Prudential Financial Inc. 5.375% 5/15/45 6,450 6,716
Reinsurance Group of America Inc. 4.700% 9/15/23 3,600 3,934
Reinsurance Group of America Inc. 3.950% 9/15/26 1,700 1,764
StanCorp Financial Group Inc. 5.000% 8/15/22 3,700 3,944
Symetra Financial Corp. 4.250% 7/15/24 1,550 1,607
Torchmark Corp. 3.800% 9/15/22 1,850 1,965
Trinity Acquisition plc 4.625% 8/15/23 1,700 1,811
Trinity Acquisition plc 4.400% 3/15/26 4,480 4,649
UnitedHealth Group Inc. 3.375% 11/15/21 1,625 1,746
UnitedHealth Group Inc. 2.875% 12/15/21 5,500 5,796
UnitedHealth Group Inc. 2.875% 3/15/22 7,704 8,068
UnitedHealth Group Inc. 3.350% 7/15/22 7,695 8,261
UnitedHealth Group Inc. 2.750% 2/15/23 8,575 8,875
UnitedHealth Group Inc. 2.875% 3/15/23 4,565 4,761
UnitedHealth Group Inc. 3.750% 7/15/25 17,564 19,317
UnitedHealth Group Inc. 3.100% 3/15/26 5,527 5,777
Unum Group 4.000% 3/15/24 4,120 4,244
Unum Group 3.875% 11/5/25 175 179
Voya Financial Inc. 3.650% 6/15/26 3,250 3,248
WR Berkley Corp. 4.625% 3/15/22 2,150 2,359
XLIT Ltd. 5.750% 10/1/21 2,752 3,147
XLIT Ltd. 6.375% 11/15/24 875 1,039
XLIT Ltd. 4.450% 3/31/25 5,375 5,459
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 1,300 1,399
 
Real Estate Investment Trusts (1.9%)        
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 4,616 5,015

 

 

Alexandria Real Estate Equities Inc. 3.900% 6/15/23 4,025 4,206
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 2,000 2,157
American Campus Communities Operating        
Partnership LP 3.750% 4/15/23 1,800 1,881
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 2,150 2,290
AvalonBay Communities Inc. 2.950% 9/15/22 6,264 6,480
AvalonBay Communities Inc. 2.850% 3/15/23 1,500 1,522
AvalonBay Communities Inc. 4.200% 12/15/23 1,390 1,522
AvalonBay Communities Inc. 3.450% 6/1/25 3,742 3,905
AvalonBay Communities Inc. 3.500% 11/15/25 4,700 4,921
AvalonBay Communities Inc. 2.950% 5/11/26 3,025 3,025
AvalonBay Communities Inc. 2.900% 10/15/26 500 498
Boston Properties LP 3.850% 2/1/23 5,000 5,348
Boston Properties LP 3.125% 9/1/23 4,012 4,124
Boston Properties LP 3.800% 2/1/24 5,525 5,900
Boston Properties LP 3.650% 2/1/26 7,300 7,727
Boston Properties LP 2.750% 10/1/26 7,100 7,009
Brandywine Operating Partnership LP 3.950% 2/15/23 2,669 2,745
Brandywine Operating Partnership LP 4.100% 10/1/24 2,715 2,803
Brixmor Operating Partnership LP 3.875% 8/15/22 5,600 5,869
Brixmor Operating Partnership LP 3.250% 9/15/23 2,000 2,005
Brixmor Operating Partnership LP 3.850% 2/1/25 8,708 8,877
Brixmor Operating Partnership LP 4.125% 6/15/26 4,900 5,073
Camden Property Trust 2.950% 12/15/22 5,975 6,048
Camden Property Trust 4.250% 1/15/24 2,100 2,271
Camden Property Trust 3.500% 9/15/24 3,000 3,116
5 Care Capital Properties LP 5.125% 8/15/26 2,450 2,455
CBL & Associates LP 5.250% 12/1/23 3,500 3,605
CBL & Associates LP 4.600% 10/15/24 2,790 2,723
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 3,450 3,593
Columbia Property Trust Operating        
Partnership LP 3.650% 8/15/26 1,850 1,866
Corporate Office Properties LP 3.600% 5/15/23 4,450 4,445
CubeSmart LP 4.375% 12/15/23 3,150 3,410
CubeSmart LP 4.000% 11/15/25 825 882
CubeSmart LP 3.125% 9/1/26 4,200 4,192
DCT Industrial Operating Partnership LP 4.500% 10/15/23 1,475 1,552
DDR Corp. 4.625% 7/15/22 5,565 6,049
DDR Corp. 3.375% 5/15/23 1,338 1,339
DDR Corp. 3.625% 2/1/25 2,600 2,635
DDR Corp. 4.250% 2/1/26 500 529
Digital Realty Trust LP 3.950% 7/1/22 4,425 4,689
Digital Realty Trust LP 3.625% 10/1/22 7,400 7,708
Digital Realty Trust LP 4.750% 10/1/25 3,625 3,943
Duke Realty LP 4.375% 6/15/22 250 274
Duke Realty LP 3.875% 10/15/22 7,350 7,880
Duke Realty LP 3.625% 4/15/23 2,525 2,650
Duke Realty LP 3.750% 12/1/24 1,900 2,017
Duke Realty LP 3.250% 6/30/26 1,450 1,483
Education Realty Operating Partnership LP 4.600% 12/1/24 800 833
EPR Properties 5.750% 8/15/22 3,175 3,523
EPR Properties 5.250% 7/15/23 1,800 1,941
EPR Properties 4.500% 4/1/25 2,000 2,038
Equity One Inc. 3.750% 11/15/22 2,000 2,077
ERP Operating LP 4.625% 12/15/21 8,461 9,527
ERP Operating LP 3.000% 4/15/23 2,598 2,673

 

 

ERP Operating LP 3.375% 6/1/25 2,300 2,412
Essex Portfolio LP 3.375% 1/15/23 2,250 2,326
Essex Portfolio LP 3.250% 5/1/23 4,255 4,362
Essex Portfolio LP 3.875% 5/1/24 2,250 2,383
Essex Portfolio LP 3.500% 4/1/25 6,400 6,639
Essex Portfolio LP 3.375% 4/15/26 4,250 4,354
Federal Realty Investment Trust 3.000% 8/1/22 1,525 1,586
Federal Realty Investment Trust 2.750% 6/1/23 2,100 2,140
HCP Inc. 4.000% 12/1/22 1,400 1,479
HCP Inc. 4.250% 11/15/23 4,850 5,081
HCP Inc. 4.200% 3/1/24 5,042 5,251
HCP Inc. 3.875% 8/15/24 5,000 5,122
HCP Inc. 3.400% 2/1/25 10,345 10,213
HCP Inc. 4.000% 6/1/25 2,887 2,966
Healthcare Realty Trust Inc. 3.750% 4/15/23 2,625 2,672
Healthcare Realty Trust Inc. 3.875% 5/1/25 1,125 1,165
Healthcare Trust of America Holdings LP 3.700% 4/15/23 1,625 1,673
Healthcare Trust of America Holdings LP 3.500% 8/1/26 3,200 3,246
Highwoods Realty LP 3.625% 1/15/23 560 571
Hospitality Properties Trust 5.000% 8/15/22 2,968 3,229
Hospitality Properties Trust 4.500% 6/15/23 2,875 2,988
Hospitality Properties Trust 4.650% 3/15/24 4,160 4,279
Hospitality Properties Trust 4.500% 3/15/25 2,525 2,577
Hospitality Properties Trust 5.250% 2/15/26 2,100 2,219
Host Hotels & Resorts LP 6.000% 10/1/21 3,850 4,396
Host Hotels & Resorts LP 5.250% 3/15/22 5,650 6,241
Host Hotels & Resorts LP 4.750% 3/1/23 22 24
Host Hotels & Resorts LP 3.750% 10/15/23 2,489 2,528
Host Hotels & Resorts LP 4.000% 6/15/25 2,100 2,139
Kilroy Realty LP 3.800% 1/15/23 1,525 1,586
Kilroy Realty LP 4.375% 10/1/25 1,725 1,866
Kimco Realty Corp. 3.400% 11/1/22 2,500 2,633
Kimco Realty Corp. 3.125% 6/1/23 1,250 1,286
Kite Realty Group LP 4.000% 10/1/26 2,750 2,773
Lexington Realty Trust 4.400% 6/15/24 4,750 4,859
Liberty Property LP 4.125% 6/15/22 1,600 1,716
Liberty Property LP 4.400% 2/15/24 3,225 3,519
Liberty Property LP 3.750% 4/1/25 7,850 8,230
Liberty Property LP 3.250% 10/1/26 1,000 1,009
Mack-Cali Realty LP 4.500% 4/18/22 2,700 2,812
Mack-Cali Realty LP 3.150% 5/15/23 1,000 937
Mid-America Apartments LP 4.300% 10/15/23 3,050 3,294
Mid-America Apartments LP 3.750% 6/15/24 1,700 1,786
Mid-America Apartments LP 4.000% 11/15/25 3,900 4,168
National Retail Properties Inc. 3.800% 10/15/22 1,900 2,016
National Retail Properties Inc. 3.300% 4/15/23 5,270 5,376
National Retail Properties Inc. 3.900% 6/15/24 4,000 4,229
National Retail Properties Inc. 4.000% 11/15/25 600 642
Omega Healthcare Investors Inc. 4.375% 8/1/23 3,775 3,879
Omega Healthcare Investors Inc. 5.875% 3/15/24 2,075 2,174
Omega Healthcare Investors Inc. 4.950% 4/1/24 2,250 2,368
Omega Healthcare Investors Inc. 4.500% 1/15/25 8,400 8,568
Omega Healthcare Investors Inc. 5.250% 1/15/26 7,575 8,105
Piedmont Operating Partnership LP 3.400% 6/1/23 1,325 1,306
Piedmont Operating Partnership LP 4.450% 3/15/24 5,925 6,216
Post Apartment Homes LP 3.375% 12/1/22 1,750 1,779
ProLogis LP 4.250% 8/15/23 7,885 8,725
Prologis LP 3.750% 11/1/25 4,000 4,307

 

 

Realty Income Corp. 3.250% 10/15/22 5,485 5,691
Realty Income Corp. 4.650% 8/1/23 4,925 5,430
Realty Income Corp. 3.875% 7/15/24 2,350 2,489
Regency Centers LP 3.750% 6/15/24 2,875 3,039
Retail Opportunity Investments Partnership LP 5.000% 12/15/23 1,150 1,228
Retail Properties of America Inc. 4.000% 3/15/25 2,900 2,882
Select Income REIT 4.150% 2/1/22 1,725 1,738
Select Income REIT 4.500% 2/1/25 4,125 4,151
Senior Housing Properties Trust 4.750% 5/1/24 3,625 3,792
Simon Property Group LP 4.125% 12/1/21 6,500 7,152
Simon Property Group LP 3.375% 3/15/22 4,007 4,257
Simon Property Group LP 2.750% 2/1/23 1,550 1,590
Simon Property Group LP 3.750% 2/1/24 2,365 2,567
Simon Property Group LP 3.375% 10/1/24 3,875 4,120
Simon Property Group LP 3.500% 9/1/25 6,600 7,081
Simon Property Group LP 3.300% 1/15/26 11,250 11,878
Sovran Acquisition LP 3.500% 7/1/26 4,075 4,160
5 Spirit Realty LP 4.450% 9/15/26 1,300 1,292
Tanger Properties LP 3.875% 12/1/23 3,175 3,361
Tanger Properties LP 3.750% 12/1/24 1,525 1,607
Tanger Properties LP 3.125% 9/1/26 1,075 1,073
UDR Inc. 4.625% 1/10/22 2,700 2,982
UDR Inc. 3.750% 7/1/24 1,250 1,335
UDR Inc. 4.000% 10/1/25 3,850 4,158
UDR Inc. 2.950% 9/1/26 375 371
Ventas Realty LP 3.750% 5/1/24 3,400 3,579
Ventas Realty LP 3.500% 2/1/25 4,990 5,162
Ventas Realty LP 4.125% 1/15/26 3,381 3,631
Ventas Realty LP 3.250% 10/15/26 2,100 2,122
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 5,202 5,661
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 4,702 4,900
Vornado Realty LP 5.000% 1/15/22 2,500 2,751
Washington REIT 3.950% 10/15/22 750 779
Weingarten Realty Investors 3.375% 10/15/22 3,525 3,620
Weingarten Realty Investors 3.500% 4/15/23 2,275 2,326
Weingarten Realty Investors 4.450% 1/15/24 150 163
Weingarten Realty Investors 3.850% 6/1/25 3,500 3,671
Weingarten Realty Investors 3.250% 8/15/26 1,000 998
Welltower Inc. 5.250% 1/15/22 2,970 3,364
Welltower Inc. 3.750% 3/15/23 6,700 7,041
Welltower Inc. 4.500% 1/15/24 1,175 1,284
Welltower Inc. 4.000% 6/1/25 14,522 15,408
Welltower Inc. 4.250% 4/1/26 1,950 2,110
WP Carey Inc. 4.600% 4/1/24 4,175 4,375
WP Carey Inc. 4.000% 2/1/25 1,990 1,974
WP Carey Inc. 4.250% 10/1/26 1,175 1,192
        3,808,552
Industrial (25.7%)        
Basic Industry (1.6%)        
Agrium Inc. 3.150% 10/1/22 6,641 6,801
Agrium Inc. 3.500% 6/1/23 8,858 9,277
Agrium Inc. 3.375% 3/15/25 5,210 5,371
Air Products & Chemicals Inc. 3.000% 11/3/21 5,250 5,603
Air Products & Chemicals Inc. 2.750% 2/3/23 1,350 1,402
Air Products & Chemicals Inc. 3.350% 7/31/24 2,700 2,920
Airgas Inc. 2.900% 11/15/22 1,475 1,493
Airgas Inc. 3.650% 7/15/24 1,850 1,967

 

 

Albemarle Corp. 4.150% 12/1/24 4,050 4,367
Barrick Gold Corp. 3.850% 4/1/22 64 68
Barrick Gold Corp. 4.100% 5/1/23 13,022 14,041
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 6,900 7,374
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 7,975 8,354
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 15,500 16,910
BHP Billiton Finance USA Ltd. 6.420% 3/1/26 500 624
Braskem Finance Ltd. 6.450% 2/3/24 5,600 6,027
Cabot Corp. 3.700% 7/15/22 2,650 2,793
Cabot Corp. 3.400% 9/15/26 1,250 1,263
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 5,675 6,093
Celulosa Arauco y Constitucion SA 4.500% 8/1/24 2,000 2,105
CF Industries Inc. 3.450% 6/1/23 7,860 7,870
Cytec Industries Inc. 3.500% 4/1/23 2,673 2,661
Domtar Corp. 4.400% 4/1/22 660 706
Dow Chemical Co. 4.125% 11/15/21 10,450 11,436
Dow Chemical Co. 3.000% 11/15/22 10,890 11,294
Dow Chemical Co. 3.500% 10/1/24 6,300 6,666
Eastman Chemical Co. 3.600% 8/15/22 9,712 10,288
Eastman Chemical Co. 3.800% 3/15/25 4,690 4,951
Ecolab Inc. 4.350% 12/8/21 6,638 7,448
Ecolab Inc. 3.250% 1/14/23 2,025 2,119
EI du Pont de Nemours & Co. 2.800% 2/15/23 9,570 9,784
Fibria Overseas Finance Ltd. 5.250% 5/12/24 4,000 4,160
FMC Corp. 3.950% 2/1/22 3,235 3,384
FMC Corp. 4.100% 2/1/24 2,924 3,056
Georgia-Pacific LLC 8.000% 1/15/24 3,750 4,977
Georgia-Pacific LLC 7.375% 12/1/25 1,500 1,999
Goldcorp Inc. 3.700% 3/15/23 8,830 9,159
International Flavors & Fragrances Inc. 3.200% 5/1/23 1,525 1,574
International Paper Co. 4.750% 2/15/22 6,322 7,040
International Paper Co. 3.650% 6/15/24 6,350 6,682
International Paper Co. 3.800% 1/15/26 3,306 3,508
LYB International Finance BV 4.000% 7/15/23 5,700 6,186
LyondellBasell Industries NV 6.000% 11/15/21 10,350 12,110
LyondellBasell Industries NV 5.750% 4/15/24 5,225 6,211
Methanex Corp. 4.250% 12/1/24 3,500 3,396
Monsanto Co. 2.200% 7/15/22 2,150 2,149
Monsanto Co. 3.375% 7/15/24 5,598 5,830
Monsanto Co. 2.850% 4/15/25 8,300 8,339
Mosaic Co. 3.750% 11/15/21 2,000 2,108
Mosaic Co. 4.250% 11/15/23 10,000 10,645
NewMarket Corp. 4.100% 12/15/22 315 327
Newmont Mining Corp. 3.500% 3/15/22 10,694 11,127
Nucor Corp. 4.125% 9/15/22 3,450 3,763
Nucor Corp. 4.000% 8/1/23 6,735 7,269
Packaging Corp. of America 3.900% 6/15/22 1,900 2,022
Packaging Corp. of America 4.500% 11/1/23 10,150 11,231
Packaging Corp. of America 3.650% 9/15/24 2,550 2,658
Potash Corp. of Saskatchewan Inc. 3.625% 3/15/24 4,750 4,954
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 3,725 3,742
Praxair Inc. 2.450% 2/15/22 8,021 8,280
Praxair Inc. 2.200% 8/15/22 4,050 4,130
Praxair Inc. 2.700% 2/21/23 250 259
Praxair Inc. 2.650% 2/5/25 1,600 1,647
Praxair Inc. 3.200% 1/30/26 4,775 5,110
Rayonier Inc. 3.750% 4/1/22 2,175 2,218
Reliance Steel & Aluminum Co. 4.500% 4/15/23 2,200 2,289

 

 

Rio Tinto Finance USA Ltd. 3.750% 6/15/25 7,500 8,036
Rio Tinto Finance USA plc 3.500% 3/22/22 6,002 6,453
Rio Tinto Finance USA plc 2.875% 8/21/22 15,975 16,755
RPM International Inc. 3.450% 11/15/22 2,900 2,955
Sherwin-Williams Co. 3.450% 8/1/25 2,500 2,597
Southern Copper Corp. 3.500% 11/8/22 1,500 1,517
Southern Copper Corp. 3.875% 4/23/25 7,175 7,283
Syngenta Finance NV 3.125% 3/28/22 3,065 3,147
Vale Overseas Ltd. 4.375% 1/11/22 17,170 16,998
Vale Overseas Ltd. 6.250% 8/10/26 8,000 8,360
Valspar Corp. 4.200% 1/15/22 1,590 1,698
Valspar Corp. 3.300% 2/1/25 1,000 1,018
Valspar Corp. 3.950% 1/15/26 2,600 2,756
Westlake Chemical Corp. 3.600% 7/15/22 1,900 1,961
5 Westlake Chemical Corp. 3.600% 8/15/26 5,600 5,592
WestRock RKT Co. 4.000% 3/1/23 6,500 6,865
Weyerhaeuser Co. 4.625% 9/15/23 5,040 5,604
Weyerhaeuser Co. 8.500% 1/15/25 600 802
Worthington Industries Inc. 4.550% 4/15/26 425 442
Yamana Gold Inc. 4.950% 7/15/24 3,105 3,198
 
Capital Goods (1.9%)        
3M Co. 2.000% 6/26/22 3,165 3,205
3M Co. 3.000% 8/7/25 2,100 2,259
3M Co. 2.250% 9/19/26 6,000 5,996
ABB Finance USA Inc. 2.875% 5/8/22 7,665 8,049
Avery Dennison Corp. 3.350% 4/15/23 350 359
Bemis Co. Inc. 4.500% 10/15/21 2,075 2,270
Bemis Co. Inc. 3.100% 9/15/26 2,000 2,017
Boeing Co. 2.350% 10/30/21 7,150 7,405
Boeing Co. 2.200% 10/30/22 4,000 4,088
Boeing Co. 1.875% 6/15/23 3,750 3,728
Boeing Co. 7.950% 8/15/24 437 609
Boeing Co. 2.850% 10/30/24 3,195 3,355
Boeing Co. 2.500% 3/1/25 3,400 3,476
Boeing Co. 2.600% 10/30/25 3,250 3,354
Boeing Co. 2.250% 6/15/26 3,100 3,090
Carlisle Cos. Inc. 3.750% 11/15/22 3,950 4,060
Caterpillar Financial Services Corp. 2.850% 6/1/22 1,750 1,834
Caterpillar Financial Services Corp. 3.750% 11/24/23 4,424 4,866
Caterpillar Financial Services Corp. 3.300% 6/9/24 1,000 1,070
Caterpillar Financial Services Corp. 3.250% 12/1/24 970 1,035
Caterpillar Financial Services Corp. 2.400% 8/9/26 2,835 2,816
Caterpillar Inc. 2.600% 6/26/22 10,400 10,785
Caterpillar Inc. 3.400% 5/15/24 13,450 14,509
Crane Co. 4.450% 12/15/23 2,890 3,111
Deere & Co. 2.600% 6/8/22 13,850 14,373
Dover Corp. 3.150% 11/15/25 2,100 2,229
Eaton Corp. 2.750% 11/2/22 9,905 10,239
Embraer Netherlands Finance BV 5.050% 6/15/25 10,749 10,833
5 Embraer Overseas Ltd. 5.696% 9/16/23 4,500 4,772
Emerson Electric Co. 2.625% 12/1/21 3,150 3,296
Emerson Electric Co. 2.625% 2/15/23 3,525 3,654
Emerson Electric Co. 3.150% 6/1/25 3,300 3,506
Exelis Inc. 5.550% 10/1/21 2,400 2,736
Flowserve Corp. 3.500% 9/15/22 7,590 7,877
Flowserve Corp. 4.000% 11/15/23 2,000 2,104
5 Fortive Corp. 3.150% 6/15/26 7,600 7,826

 

 

Fortune Brands Home & Security Inc. 4.000% 6/15/25 3,000 3,226
General Dynamics Corp. 2.250% 11/15/22 3,253 3,329
General Dynamics Corp. 1.875% 8/15/23 6,500 6,437
General Dynamics Corp. 2.125% 8/15/26 3,750 3,683
General Electric Capital Corp. 4.650% 10/17/21 16,080 18,322
General Electric Capital Corp. 3.150% 9/7/22 6,266 6,686
General Electric Capital Corp. 3.100% 1/9/23 13,558 14,400
General Electric Capital Corp. 3.450% 5/15/24 3,711 4,035
General Electric Co. 2.700% 10/9/22 29,680 30,860
General Electric Co. 3.375% 3/11/24 10,200 11,114
Harris Corp. 3.832% 4/27/25 6,923 7,329
Hexcel Corp. 4.700% 8/15/25 1,500 1,633
Hubbell Inc. 3.350% 3/1/26 3,418 3,596
IDEX Corp. 4.200% 12/15/21 400 428
Illinois Tool Works Inc. 3.500% 3/1/24 4,850 5,314
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 9,087 10,086
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 4,800 5,052
John Deere Capital Corp. 3.150% 10/15/21 3,335 3,543
John Deere Capital Corp. 2.750% 3/15/22 425 442
John Deere Capital Corp. 2.800% 1/27/23 3,275 3,410
John Deere Capital Corp. 2.800% 3/6/23 8,799 9,141
John Deere Capital Corp. 3.350% 6/12/24 7,000 7,516
John Deere Capital Corp. 3.400% 9/11/25 2,300 2,500
John Deere Capital Corp. 2.650% 6/10/26 3,700 3,796
Kennametal Inc. 3.875% 2/15/22 2,425 2,472
L-3 Communications Corp. 3.950% 5/28/24 1,436 1,533
Leggett & Platt Inc. 3.800% 11/15/24 3,200 3,348
Legrand France SA 8.500% 2/15/25 2,700 3,693
Lockheed Martin Corp. 3.100% 1/15/23 5,150 5,433
Lockheed Martin Corp. 2.900% 3/1/25 4,546 4,691
Lockheed Martin Corp. 3.550% 1/15/26 19,150 20,710
Martin Marietta Materials Inc. 4.250% 7/2/24 2,790 2,974
Mohawk Industries Inc. 3.850% 2/1/23 6,487 6,803
Northrop Grumman Corp. 3.250% 8/1/23 12,545 13,410
Northrop Grumman Systems Corp. 7.875% 3/1/26 525 728
Owens Corning 4.200% 12/15/22 4,200 4,509
Owens Corning 4.200% 12/1/24 3,250 3,453
Owens Corning 3.400% 8/15/26 3,160 3,174
Parker-Hannifin Corp. 3.300% 11/21/24 9,550 10,248
Pentair Finance SA 3.150% 9/15/22 3,970 3,930
Pentair Finance SA 4.650% 9/15/25 2,075 2,187
Precision Castparts Corp. 2.500% 1/15/23 9,750 10,055
Precision Castparts Corp. 3.250% 6/15/25 6,900 7,404
Raytheon Co. 2.500% 12/15/22 9,125 9,468
Raytheon Co. 3.150% 12/15/24 4,680 5,020
Republic Services Inc. 5.250% 11/15/21 10,688 12,331
Republic Services Inc. 3.550% 6/1/22 6,547 7,024
Republic Services Inc. 4.750% 5/15/23 825 937
Republic Services Inc. 3.200% 3/15/25 5,896 6,173
Republic Services Inc. 2.900% 7/1/26 375 381
Rockwell Automation Inc. 2.875% 3/1/25 773 800
Rockwell Collins Inc. 3.100% 11/15/21 1,875 1,946
Rockwell Collins Inc. 3.700% 12/15/23 2,510 2,737
Roper Technologies Inc. 3.125% 11/15/22 2,550 2,632
Roper Technologies Inc. 3.850% 12/15/25 1,575 1,678
Sonoco Products Co. 4.375% 11/1/21 1,100 1,178
Spirit AeroSystems Inc. 5.250% 3/15/22 2,500 2,631
Spirit AeroSystems Inc. 3.850% 6/15/26 5,125 5,343

 

 

Stanley Black & Decker Inc. 3.400% 12/1/21 5,075 5,454
Stanley Black & Decker Inc. 2.900% 11/1/22 2,610 2,746
Textron Inc. 4.300% 3/1/24 2,500 2,682
Textron Inc. 3.875% 3/1/25 1,800 1,896
Textron Inc. 4.000% 3/15/26 3,300 3,459
Timken CO 3.875% 9/1/24 3,150 3,158
Tyco International Finance SA 3.900% 2/14/26 6,525 7,091
United Technologies Corp. 3.100% 6/1/22 17,396 18,689
Vulcan Materials Co. 4.500% 4/1/25 2,800 3,041
Waste Management Inc. 2.900% 9/15/22 2,466 2,586
Waste Management Inc. 2.400% 5/15/23 1,550 1,569
Waste Management Inc. 3.500% 5/15/24 4,010 4,330
Waste Management Inc. 3.125% 3/1/25 6,586 6,933
 
Communication (3.4%)        
21st Century Fox America Inc. 3.000% 9/15/22 13,989 14,574
21st Century Fox America Inc. 8.875% 4/26/23 1,255 1,691
21st Century Fox America Inc. 4.000% 10/1/23 2,475 2,720
21st Century Fox America Inc. 3.700% 9/15/24 3,825 4,120
21st Century Fox America Inc. 3.700% 10/15/25 5,250 5,691
5 Activision Blizzard Inc. 3.400% 9/15/26 9,000 9,052
America Movil SAB de CV 3.125% 7/16/22 13,125 13,506
American Tower Corp. 5.900% 11/1/21 4,300 5,016
American Tower Corp. 4.700% 3/15/22 615 684
American Tower Corp. 3.500% 1/31/23 11,845 12,357
American Tower Corp. 5.000% 2/15/24 10,238 11,626
American Tower Corp. 4.000% 6/1/25 7,375 7,894
American Tower Corp. 4.400% 2/15/26 3,675 4,027
American Tower Corp. 3.375% 10/15/26 2,810 2,855
AT&T Inc. 3.000% 2/15/22 13,926 14,369
AT&T Inc. 3.800% 3/15/22 11,227 11,992
AT&T Inc. 3.000% 6/30/22 15,300 15,735
AT&T Inc. 2.625% 12/1/22 9,533 9,642
AT&T Inc. 3.600% 2/17/23 23,075 24,312
AT&T Inc. 3.900% 3/11/24 500 534
AT&T Inc. 4.450% 4/1/24 19,879 21,901
AT&T Inc. 3.950% 1/15/25 8,132 8,634
AT&T Inc. 3.400% 5/15/25 46,791 48,030
AT&T Inc. 4.125% 2/17/26 16,993 18,373
CBS Corp. 3.375% 3/1/22 500 526
CBS Corp. 3.700% 8/15/24 9,975 10,434
CBS Corp. 3.500% 1/15/25 3,250 3,345
CBS Corp. 4.000% 1/15/26 500 530
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 8,885 9,521
5 Charter Communications Operating LLC /        
Charter Communications Operating Capital 4.464% 7/23/22 21,270 22,945
5 Charter Communications Operating LLC /        
Charter Communications Operating Capital 4.908% 7/23/25 36,327 40,061
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 7,328 10,304
Comcast Corp. 1.625% 1/15/22 3,250 3,222
Comcast Corp. 3.125% 7/15/22 9,232 9,825
Comcast Corp. 2.850% 1/15/23 2,150 2,251
Comcast Corp. 2.750% 3/1/23 8,652 8,973
Comcast Corp. 3.600% 3/1/24 7,775 8,494
Comcast Corp. 3.375% 2/15/25 13,200 14,130
Comcast Corp. 3.375% 8/15/25 8,719 9,374

 

 

Comcast Corp. 3.150% 3/1/26 13,265 14,020
Crown Castle International Corp. 4.875% 4/15/22 5,515 6,149
Crown Castle International Corp. 5.250% 1/15/23 22,371 25,307
Crown Castle International Corp. 4.450% 2/15/26 6,900 7,599
Crown Castle International Corp. 3.700% 6/15/26 5,600 5,852
Discovery Communications LLC 3.300% 5/15/22 1,900 1,944
Discovery Communications LLC 3.250% 4/1/23 2,150 2,175
Discovery Communications LLC 3.450% 3/15/25 3,400 3,361
Discovery Communications LLC 4.900% 3/11/26 3,000 3,260
Electronic Arts Inc. 4.800% 3/1/26 4,500 4,959
Grupo Televisa SAB 6.625% 3/18/25 850 1,031
Grupo Televisa SAB 4.625% 1/30/26 6,600 7,046
Interpublic Group of Cos. Inc. 4.000% 3/15/22 3,010 3,209
Interpublic Group of Cos. Inc. 3.750% 2/15/23 2,250 2,358
Interpublic Group of Cos. Inc. 4.200% 4/15/24 2,925 3,150
Moody's Corp. 4.500% 9/1/22 7,741 8,647
Moody's Corp. 4.875% 2/15/24 6,600 7,511
NBCUniversal Media LLC 2.875% 1/15/23 20,700 21,555
Omnicom Group Inc. 3.625% 5/1/22 6,686 7,160
Omnicom Group Inc. 3.650% 11/1/24 16,485 17,494
Omnicom Group Inc. 3.600% 4/15/26 7,450 7,876
Pacific Bell Telephone Co. 7.125% 3/15/26 1,250 1,624
Qwest Corp. 6.750% 12/1/21 10,370 11,571
Qwest Corp. 7.250% 9/15/25 2,250 2,462
RELX Capital Inc. 3.125% 10/15/22 6,482 6,623
Rogers Communications Inc. 3.000% 3/15/23 3,665 3,823
Rogers Communications Inc. 4.100% 10/1/23 8,500 9,449
Rogers Communications Inc. 3.625% 12/15/25 900 979
S&P Global Inc. 4.000% 6/15/25 6,100 6,652
Scripps Networks Interactive Inc. 3.500% 6/15/22 3,000 3,132
Scripps Networks Interactive Inc. 3.900% 11/15/24 2,400 2,523
Telefonica Emisiones SAU 4.570% 4/27/23 4,650 5,161
Thomson Reuters Corp. 3.950% 9/30/21 1,975 2,108
Thomson Reuters Corp. 4.300% 11/23/23 6,750 7,360
Thomson Reuters Corp. 3.850% 9/29/24 5,004 5,297
Thomson Reuters Corp. 3.350% 5/15/26 10,100 10,361
Time Warner Cos. Inc. 7.570% 2/1/24 3,000 3,884
Time Warner Entertainment Co. LP 8.375% 3/15/23 3,803 4,944
Time Warner Inc. 4.000% 1/15/22 7,082 7,734
Time Warner Inc. 3.400% 6/15/22 4,676 4,976
Time Warner Inc. 4.050% 12/15/23 3,175 3,491
Time Warner Inc. 3.550% 6/1/24 2,925 3,109
Time Warner Inc. 3.600% 7/15/25 12,900 13,721
Time Warner Inc. 3.875% 1/15/26 7,375 7,989
Verizon Communications Inc. 3.000% 11/1/21 11,208 11,727
Verizon Communications Inc. 3.500% 11/1/21 16,336 17,557
Verizon Communications Inc. 2.450% 11/1/22 5,289 5,365
Verizon Communications Inc. 5.150% 9/15/23 65,164 75,893
Verizon Communications Inc. 4.150% 3/15/24 15,485 17,025
Verizon Communications Inc. 3.500% 11/1/24 31,277 33,343
Verizon Communications Inc. 2.625% 8/15/26 19,200 18,915
Viacom Inc. 3.875% 12/15/21 910 966
Viacom Inc. 2.250% 2/4/22 4,000 3,981
Viacom Inc. 3.125% 6/15/22 5,025 5,120
Viacom Inc. 4.250% 9/1/23 9,675 10,264
Viacom Inc. 3.875% 4/1/24 10,279 10,601
Viacom Inc. 3.450% 10/4/26 1,850 1,850
Vodafone Group plc 2.500% 9/26/22 5,400 5,428

 

 

Vodafone Group plc 2.950% 2/19/23 14,273 14,625
Walt Disney Co. 2.550% 2/15/22 2,750 2,867
Walt Disney Co. 2.350% 12/1/22 6,007 6,204
Walt Disney Co. 3.150% 9/17/25 5,750 6,232
Walt Disney Co. 3.000% 2/13/26 2,150 2,276
Walt Disney Co. 1.850% 7/30/26 7,450 7,107
WPP Finance 2010 4.750% 11/21/21 8,127 9,106
WPP Finance 2010 3.750% 9/19/24 5,843 6,194
 
Consumer Cyclical (3.1%)        
Advance Auto Parts Inc. 4.500% 1/15/22 1,750 1,887
Advance Auto Parts Inc. 4.500% 12/1/23 3,646 3,947
Alibaba Group Holding Ltd. 3.125% 11/28/21 9,850 10,232
Alibaba Group Holding Ltd. 3.600% 11/28/24 16,675 17,346
Amazon.com Inc. 3.300% 12/5/21 8,201 8,791
Amazon.com Inc. 2.500% 11/29/22 11,608 11,959
Amazon.com Inc. 3.800% 12/5/24 8,057 8,960
American Honda Finance Corp. 2.300% 9/9/26 2,000 1,990
Automatic Data Processing Inc. 3.375% 9/15/25 6,685 7,298
AutoNation Inc. 4.500% 10/1/25 6,000 6,365
AutoZone Inc. 3.700% 4/15/22 9,316 9,972
AutoZone Inc. 2.875% 1/15/23 125 128
AutoZone Inc. 3.125% 7/15/23 2,775 2,876
AutoZone Inc. 3.250% 4/15/25 2,700 2,796
AutoZone Inc. 3.125% 4/21/26 3,050 3,125
Bed Bath & Beyond Inc. 3.749% 8/1/24 1,925 2,009
Block Financial LLC 5.500% 11/1/22 4,400 4,746
Block Financial LLC 5.250% 10/1/25 4,450 4,804
BorgWarner Inc. 3.375% 3/15/25 2,950 3,024
Brinker International Inc. 3.875% 5/15/23 1,340 1,270
Coach Inc. 4.250% 4/1/25 4,300 4,497
Costco Wholesale Corp. 2.250% 2/15/22 3,104 3,190
Cummins Inc. 3.650% 10/1/23 2,839 3,072
CVS Health Corp. 3.500% 7/20/22 12,750 13,657
CVS Health Corp. 2.750% 12/1/22 10,831 11,150
CVS Health Corp. 4.750% 12/1/22 2,000 2,272
CVS Health Corp. 4.000% 12/5/23 8,925 9,843
CVS Health Corp. 3.375% 8/12/24 8,975 9,500
CVS Health Corp. 5.000% 12/1/24 3,926 4,555
CVS Health Corp. 3.875% 7/20/25 21,442 23,388
CVS Health Corp. 2.875% 6/1/26 11,000 11,164
Delphi Automotive plc 4.250% 1/15/26 4,500 4,923
Delphi Corp. 4.150% 3/15/24 5,000 5,382
Dollar General Corp. 3.250% 4/15/23 4,470 4,611
Dollar General Corp. 4.150% 11/1/25 6,450 7,010
DR Horton Inc. 4.375% 9/15/22 2,000 2,140
DR Horton Inc. 5.750% 8/15/23 3,000 3,435
eBay Inc. 3.800% 3/9/22 5,501 5,884
eBay Inc. 2.600% 7/15/22 7,060 7,145
eBay Inc. 3.450% 8/1/24 6,625 6,879
Expedia Inc. 4.500% 8/15/24 3,610 3,793
5 Expedia Inc. 5.000% 2/15/26 6,000 6,293
Ford Motor Credit Co. LLC 3.219% 1/9/22 5,570 5,712
Ford Motor Credit Co. LLC 4.250% 9/20/22 8,000 8,621
Ford Motor Credit Co. LLC 3.096% 5/4/23 2,350 2,364
Ford Motor Credit Co. LLC 4.375% 8/6/23 10,050 10,809
Ford Motor Credit Co. LLC 3.664% 9/8/24 11,450 11,780
Ford Motor Credit Co. LLC 4.134% 8/4/25 12,639 13,343

 

 

Ford Motor Credit Co. LLC 4.389% 1/8/26 9,815 10,477
General Motors Co. 4.875% 10/2/23 18,603 20,120
General Motors Co. 4.000% 4/1/25 1,150 1,177
General Motors Financial Co. Inc. 3.450% 4/10/22 11,774 11,927
General Motors Financial Co. Inc. 3.700% 5/9/23 11,000 11,188
General Motors Financial Co. Inc. 4.250% 5/15/23 6,396 6,639
General Motors Financial Co. Inc. 4.000% 1/15/25 8,920 9,047
General Motors Financial Co. Inc. 4.300% 7/13/25 5,550 5,710
General Motors Financial Co. Inc. 5.250% 3/1/26 8,300 9,121
Harley-Davidson Inc. 3.500% 7/28/25 3,400 3,588
Harman International Industries Inc. 4.150% 5/15/25 2,400 2,474
Home Depot Inc. 2.625% 6/1/22 11,498 11,940
Home Depot Inc. 2.700% 4/1/23 7,475 7,779
Home Depot Inc. 3.750% 2/15/24 7,295 8,076
Home Depot Inc. 3.350% 9/15/25 8,292 8,994
Home Depot Inc. 3.000% 4/1/26 9,827 10,386
Home Depot Inc. 2.125% 9/15/26 5,500 5,406
Hyatt Hotels Corp. 3.375% 7/15/23 2,025 2,089
Hyatt Hotels Corp. 4.850% 3/15/26 2,250 2,497
Johnson Controls Inc. 3.750% 12/1/21 3,525 3,798
Johnson Controls Inc. 3.625% 7/2/24 3,725 3,986
Kohl's Corp. 4.000% 11/1/21 4,950 5,293
Kohl's Corp. 3.250% 2/1/23 3,460 3,447
Kohl's Corp. 4.750% 12/15/23 2,250 2,425
Kohl's Corp. 4.250% 7/17/25 4,350 4,486
Lear Corp. 5.375% 3/15/24 1,464 1,570
Lowe's Cos. Inc. 3.800% 11/15/21 2,870 3,156
Lowe's Cos. Inc. 3.120% 4/15/22 6,242 6,618
Lowe's Cos. Inc. 3.875% 9/15/23 6,950 7,716
Lowe's Cos. Inc. 3.125% 9/15/24 1,961 2,084
Lowe's Cos. Inc. 3.375% 9/15/25 8,715 9,397
Lowe's Cos. Inc. 2.500% 4/15/26 7,000 7,019
Macy's Retail Holdings Inc. 3.875% 1/15/22 4,510 4,759
Macy's Retail Holdings Inc. 2.875% 2/15/23 10,278 10,053
Macy's Retail Holdings Inc. 4.375% 9/1/23 1,825 1,934
Macy's Retail Holdings Inc. 3.625% 6/1/24 3,865 3,898
Magna International Inc. 3.625% 6/15/24 4,500 4,756
Magna International Inc. 4.150% 10/1/25 2,000 2,199
Marriott International Inc. 3.125% 10/15/21 2,575 2,680
Marriott International Inc. 2.300% 1/15/22 5,615 5,658
Marriott International Inc. 3.250% 9/15/22 3,125 3,278
Marriott International Inc. 3.750% 10/1/25 1,335 1,422
Marriott International Inc. 3.125% 6/15/26 8,125 8,225
MasterCard Inc. 3.375% 4/1/24 5,075 5,474
McDonald's Corp. 2.625% 1/15/22 6,632 6,857
McDonald's Corp. 3.375% 5/26/25 5,805 6,129
McDonald's Corp. 3.700% 1/30/26 15,128 16,305
NIKE Inc. 2.250% 5/1/23 2,623 2,675
Nordstrom Inc. 4.000% 10/15/21 3,254 3,490
NVR Inc. 3.950% 9/15/22 4,881 5,207
O'Reilly Automotive Inc. 3.800% 9/1/22 3,000 3,187
O'Reilly Automotive Inc. 3.850% 6/15/23 3,675 3,968
O'Reilly Automotive Inc. 3.550% 3/15/26 2,500 2,651
Priceline Group Inc. 3.650% 3/15/25 10,350 10,858
Priceline Group Inc. 3.600% 6/1/26 3,150 3,292
QVC Inc. 5.125% 7/2/22 4,550 4,821
QVC Inc. 4.375% 3/15/23 4,100 4,104
QVC Inc. 4.850% 4/1/24 7,275 7,390

 

 

QVC Inc. 4.450% 2/15/25 1,265 1,245
Ross Stores Inc. 3.375% 9/15/24 1,275 1,356
Signet UK Finance plc 4.700% 6/15/24 3,200 3,084
Staples Inc. 4.375% 1/12/23 3,025 3,120
Starbucks Corp. 2.700% 6/15/22 3,900 4,092
Starbucks Corp. 3.850% 10/1/23 6,890 7,695
Starbucks Corp. 2.450% 6/15/26 3,600 3,657
Starwood Hotels & Resorts Worldwide LLC 3.125% 2/15/23 2,630 2,686
Starwood Hotels & Resorts Worldwide LLC 3.750% 3/15/25 2,500 2,616
Target Corp. 2.900% 1/15/22 7,277 7,673
Target Corp. 3.500% 7/1/24 6,577 7,213
Target Corp. 2.500% 4/15/26 10,637 10,838
TJX Cos. Inc. 2.500% 5/15/23 4,225 4,340
TJX Cos. Inc. 2.250% 9/15/26 8,000 7,875
Toyota Motor Credit Corp. 3.300% 1/12/22 10,150 10,883
Toyota Motor Credit Corp. 2.800% 7/13/22 3,225 3,391
Toyota Motor Credit Corp. 2.625% 1/10/23 3,000 3,107
Under Armour Inc. 3.250% 6/15/26 4,295 4,324
Visa Inc. 2.800% 12/14/22 11,963 12,543
Visa Inc. 3.150% 12/14/25 39,300 41,525
Wal-Mart Stores Inc. 2.550% 4/11/23 17,019 17,675
Wal-Mart Stores Inc. 3.300% 4/22/24 17,150 18,619
Walgreen Co. 3.100% 9/15/22 4,761 4,959
Walgreens Boots Alliance Inc. 3.300% 11/18/21 13,400 14,160
Walgreens Boots Alliance Inc. 3.100% 6/1/23 6,700 6,900
Walgreens Boots Alliance Inc. 3.800% 11/18/24 16,639 17,855
Walgreens Boots Alliance Inc. 3.450% 6/1/26 14,850 15,422
Wyndham Worldwide Corp. 4.250% 3/1/22 4,577 4,864
Wyndham Worldwide Corp. 3.900% 3/1/23 7,125 7,383
Wyndham Worldwide Corp. 5.100% 10/1/25 1,000 1,098
 
Consumer Noncyclical (7.0%)        
Abbott Laboratories 2.550% 3/15/22 5,000 5,143
Abbott Laboratories 2.950% 3/15/25 5,600 5,740
AbbVie Inc. 2.900% 11/6/22 22,811 23,395
AbbVie Inc. 3.200% 11/6/22 8,045 8,377
AbbVie Inc. 2.850% 5/14/23 9,000 9,137
AbbVie Inc. 3.600% 5/14/25 29,663 31,032
AbbVie Inc. 3.200% 5/14/26 15,600 15,796
Actavis Funding SCS 3.450% 3/15/22 23,448 24,505
Actavis Funding SCS 3.850% 6/15/24 13,975 14,837
Actavis Funding SCS 3.800% 3/15/25 32,616 34,529
Actavis Inc. 3.250% 10/1/22 14,942 15,490
Agilent Technologies Inc. 3.200% 10/1/22 4,975 5,149
Agilent Technologies Inc. 3.875% 7/15/23 6,510 6,965
Agilent Technologies Inc. 3.050% 9/22/26 3,500 3,543
Allergan Inc. 2.800% 3/15/23 3,755 3,749
Altria Group Inc. 2.850% 8/9/22 15,066 15,731
Altria Group Inc. 2.950% 5/2/23 4,050 4,248
Altria Group Inc. 4.000% 1/31/24 10,225 11,420
Altria Group Inc. 2.625% 9/16/26 3,000 3,036
AmerisourceBergen Corp. 3.500% 11/15/21 7,625 8,165
AmerisourceBergen Corp. 3.400% 5/15/24 3,900 4,134
AmerisourceBergen Corp. 3.250% 3/1/25 2,100 2,224
Amgen Inc. 3.875% 11/15/21 14,860 16,151
Amgen Inc. 2.700% 5/1/22 2,100 2,171
Amgen Inc. 3.625% 5/15/22 6,667 7,157
Amgen Inc. 2.250% 8/19/23 5,000 4,982

 

 

Amgen Inc. 3.625% 5/22/24 10,495 11,252
Amgen Inc. 3.125% 5/1/25 9,075 9,398
Amgen Inc. 2.600% 8/19/26 9,825 9,675
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 10,050 10,259
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 52,935 55,815
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 8,015 8,673
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 89,267 95,620
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 28,901 29,472
Archer-Daniels-Midland Co. 2.500% 8/11/26 7,500 7,469
AstraZeneca plc 3.375% 11/16/25 14,250 15,215
Baxalta Inc. 3.600% 6/23/22 3,225 3,391
Baxalta Inc. 4.000% 6/23/25 13,300 14,199
Baxter International Inc. 2.600% 8/15/26 3,725 3,687
Beam Suntory Inc. 3.250% 5/15/22 925 951
Beam Suntory Inc. 3.250% 6/15/23 500 514
Becton Dickinson & Co. 3.125% 11/8/21 7,980 8,415
Becton Dickinson & Co. 3.300% 3/1/23 2,800 2,951
Becton Dickinson & Co. 3.875% 5/15/24 515 559
Becton Dickinson & Co. 3.734% 12/15/24 15,274 16,570
Biogen Inc. 3.625% 9/15/22 8,926 9,546
Biogen Inc. 4.050% 9/15/25 12,260 13,346
Boston Scientific Corp. 3.375% 5/15/22 1,925 2,026
Boston Scientific Corp. 4.125% 10/1/23 3,906 4,246
Boston Scientific Corp. 3.850% 5/15/25 6,975 7,418
Bristol-Myers Squibb Co. 2.000% 8/1/22 8,525 8,602
Bristol-Myers Squibb Co. 7.150% 6/15/23 425 558
Brown-Forman Corp. 2.250% 1/15/23 2,550 2,574
Bunge Ltd. Finance Corp. 3.250% 8/15/26 5,500 5,529
Campbell Soup Co. 2.500% 8/2/22 3,000 3,068
Campbell Soup Co. 3.300% 3/19/25 1,900 2,014
Cardinal Health Inc. 3.200% 6/15/22 3,350 3,518
Cardinal Health Inc. 3.200% 3/15/23 3,000 3,156
Cardinal Health Inc. 3.750% 9/15/25 6,600 7,159
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 4,000 4,048
Celgene Corp. 3.250% 8/15/22 10,118 10,571
Celgene Corp. 3.550% 8/15/22 5,422 5,760
Celgene Corp. 4.000% 8/15/23 5,350 5,808
Celgene Corp. 3.625% 5/15/24 7,500 7,896
Celgene Corp. 3.875% 8/15/25 19,855 21,249
Clorox Co. 3.800% 11/15/21 575 627
Clorox Co. 3.050% 9/15/22 4,540 4,773
Clorox Co. 3.500% 12/15/24 4,000 4,295
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 5,350 5,677
Coca-Cola Co. 2.500% 4/1/23 1,720 1,774
Coca-Cola Co. 3.200% 11/1/23 11,200 12,045
Coca-Cola Co. 2.875% 10/27/25 16,275 17,162
Coca-Cola Co. 2.550% 6/1/26 1,800 1,845
Coca-Cola Co. 2.250% 9/1/26 4,000 3,973
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 7,900 8,500
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 350 467
Colgate-Palmolive Co. 2.450% 11/15/21 5,000 5,242
Colgate-Palmolive Co. 2.300% 5/3/22 4,398 4,534
Colgate-Palmolive Co. 1.950% 2/1/23 5,000 5,039
Colgate-Palmolive Co. 2.100% 5/1/23 2,432 2,459
Colgate-Palmolive Co. 3.250% 3/15/24 2,660 2,920
ConAgra Foods Inc. 3.250% 9/15/22 4,025 4,185
ConAgra Foods Inc. 3.200% 1/25/23 7,183 7,475
Covidien International Finance SA 3.200% 6/15/22 6,579 6,973

 

 

CR Bard Inc. 3.000% 5/15/26 3,750 3,801
Danaher Corp. 3.350% 9/15/25 4,375 4,756
Diageo Capital plc 2.625% 4/29/23 8,610 8,877
Diageo Investment Corp. 2.875% 5/11/22 12,410 13,015
Dignity Health California GO 3.125% 11/1/22 1,833 1,881
Dignity Health California GO 3.812% 11/1/24 3,000 3,227
Dr Pepper Snapple Group Inc. 3.200% 11/15/21 3,967 4,194
Dr Pepper Snapple Group Inc. 2.700% 11/15/22 1,500 1,544
Dr Pepper Snapple Group Inc. 3.400% 11/15/25 1,900 2,031
Dr Pepper Snapple Group Inc. 2.550% 9/15/26 3,500 3,485
Eli Lilly & Co. 2.750% 6/1/25 5,100 5,383
Estee Lauder Cos. Inc. 2.350% 8/15/22 2,903 2,973
Express Scripts Holding Co. 4.750% 11/15/21 11,448 12,831
Express Scripts Holding Co. 3.900% 2/15/22 9,550 10,304
Express Scripts Holding Co. 3.000% 7/15/23 11,500 11,678
Express Scripts Holding Co. 3.500% 6/15/24 7,400 7,736
Express Scripts Holding Co. 4.500% 2/25/26 12,731 13,936
Flowers Foods Inc. 4.375% 4/1/22 3,025 3,272
Flowers Foods Inc. 3.500% 10/1/26 1,600 1,598
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 1,950 1,947
General Mills Inc. 3.150% 12/15/21 7,450 7,914
General Mills Inc. 3.650% 2/15/24 3,309 3,622
Gilead Sciences Inc. 4.400% 12/1/21 14,925 16,652
Gilead Sciences Inc. 1.950% 3/1/22 3,900 3,911
Gilead Sciences Inc. 3.250% 9/1/22 8,985 9,523
Gilead Sciences Inc. 2.500% 9/1/23 5,800 5,852
Gilead Sciences Inc. 3.700% 4/1/24 16,702 17,971
Gilead Sciences Inc. 3.500% 2/1/25 15,506 16,427
Gilead Sciences Inc. 3.650% 3/1/26 24,820 26,728
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 5,650 5,916
GlaxoSmithKline Capital plc 2.850% 5/8/22 13,923 14,603
Hershey Co. 2.625% 5/1/23 2,250 2,317
Hershey Co. 3.200% 8/21/25 1,900 2,037
Hershey Co. 2.300% 8/15/26 3,800 3,767
Ingredion Inc. 3.200% 10/1/26 2,500 2,552
JM Smucker Co. 3.500% 10/15/21 4,950 5,312
JM Smucker Co. 3.000% 3/15/22 4,425 4,635
JM Smucker Co. 3.500% 3/15/25 7,950 8,522
Johnson & Johnson 2.450% 12/5/21 1,000 1,050
Johnson & Johnson 2.050% 3/1/23 6,410 6,554
Johnson & Johnson 3.375% 12/5/23 6,500 7,177
Johnson & Johnson 2.450% 3/1/26 18,300 18,847
Kaiser Foundation Hospitals 3.500% 4/1/22 3,155 3,382
Kellogg Co. 3.250% 4/1/26 7,475 7,787
Kimberly-Clark Corp. 2.400% 3/1/22 3,600 3,729
Kimberly-Clark Corp. 2.400% 6/1/23 1,625 1,671
Kimberly-Clark Corp. 2.650% 3/1/25 4,225 4,397
Kimberly-Clark Corp. 3.050% 8/15/25 2,350 2,524
Kimberly-Clark Corp. 2.750% 2/15/26 3,700 3,846
Koninklijke Philips NV 3.750% 3/15/22 7,100 7,684
Kraft Foods Group Inc. 3.500% 6/6/22 14,617 15,556
Kraft Heinz Foods Co. 3.500% 7/15/22 8,050 8,545
Kraft Heinz Foods Co. 3.950% 7/15/25 14,913 16,121
Kraft Heinz Foods Co. 3.000% 6/1/26 20,611 20,769
Kroger Co. 2.650% 10/15/26 3,300 3,278
Laboratory Corp. of America Holdings 3.200% 2/1/22 3,054 3,181
Laboratory Corp. of America Holdings 3.750% 8/23/22 2,000 2,123
Laboratory Corp. of America Holdings 4.000% 11/1/23 1,875 2,017

 

 

Laboratory Corp. of America Holdings 3.600% 2/1/25 6,900 7,240
McCormick & Co. Inc. 3.500% 9/1/23 1,775 1,905
McCormick & Co. Inc. 3.250% 11/15/25 3,900 4,157
McKesson Corp. 2.700% 12/15/22 4,450 4,538
McKesson Corp. 2.850% 3/15/23 250 256
McKesson Corp. 3.796% 3/15/24 10,300 11,159
Mead Johnson Nutrition Co. 4.125% 11/15/25 8,175 8,905
Medtronic Inc. 3.125% 3/15/22 5,628 5,949
Medtronic Inc. 3.150% 3/15/22 24,902 26,459
Medtronic Inc. 2.750% 4/1/23 1,700 1,763
Medtronic Inc. 3.625% 3/15/24 5,950 6,462
Medtronic Inc. 3.500% 3/15/25 34,696 37,410
Merck & Co. Inc. 2.350% 2/10/22 7,221 7,417
Merck & Co. Inc. 2.400% 9/15/22 7,363 7,575
Merck & Co. Inc. 2.800% 5/18/23 13,075 13,706
Merck & Co. Inc. 2.750% 2/10/25 22,142 22,915
Molson Coors Brewing Co. 3.500% 5/1/22 2,800 2,995
Molson Coors Brewing Co. 3.000% 7/15/26 9,500 9,574
Mondelez International Inc. 4.000% 2/1/24 8,797 9,627
Mylan Inc. 4.200% 11/29/23 4,025 4,223
5 Mylan NV 3.950% 6/15/26 17,200 17,340
Newell Brands Inc. 4.000% 6/15/22 1,900 2,031
Newell Brands Inc. 3.850% 4/1/23 17,165 18,272
Newell Brands Inc. 4.000% 12/1/24 5,330 5,678
Newell Brands Inc. 3.900% 11/1/25 2,200 2,330
Newell Brands Inc. 4.200% 4/1/26 19,070 20,754
Novartis Capital Corp. 2.400% 9/21/22 12,347 12,775
Novartis Capital Corp. 3.400% 5/6/24 13,875 15,197
Novartis Capital Corp. 3.000% 11/20/25 12,480 13,229
Owens & Minor Inc. 4.375% 12/15/24 1,100 1,127
PepsiCo Inc. 2.750% 3/5/22 14,025 14,780
PepsiCo Inc. 3.100% 7/17/22 5,225 5,586
PepsiCo Inc. 2.750% 3/1/23 10,300 10,795
PepsiCo Inc. 3.600% 3/1/24 3,025 3,324
PepsiCo Inc. 2.750% 4/30/25 10,528 10,930
PepsiCo Inc. 3.500% 7/17/25 6,920 7,619
PepsiCo Inc. 2.850% 2/24/26 3,000 3,139
PerkinElmer Inc. 5.000% 11/15/21 7,250 8,003
Perrigo Co. plc 4.000% 11/15/23 5,725 5,876
Perrigo Finance Unlimited Co. 3.500% 12/15/21 6,400 6,599
Perrigo Finance Unlimited Co. 3.900% 12/15/24 4,065 4,111
Perrigo Finance Unlimited Co. 4.375% 3/15/26 4,250 4,396
Pfizer Inc. 3.000% 6/15/23 6,843 7,310
Pfizer Inc. 3.400% 5/15/24 3,950 4,310
Pfizer Inc. 2.750% 6/3/26 9,950 10,294
Philip Morris International Inc. 2.900% 11/15/21 3,500 3,674
Philip Morris International Inc. 2.500% 8/22/22 4,268 4,382
Philip Morris International Inc. 2.625% 3/6/23 3,660 3,762
Philip Morris International Inc. 2.125% 5/10/23 3,400 3,391
Philip Morris International Inc. 3.600% 11/15/23 7,875 8,631
Philip Morris International Inc. 3.250% 11/10/24 5,950 6,344
Philip Morris International Inc. 3.375% 8/11/25 5,400 5,832
Philip Morris International Inc. 2.750% 2/25/26 7,000 7,182
Procter & Gamble Co. 2.300% 2/6/22 3,600 3,722
Procter & Gamble Co. 3.100% 8/15/23 7,720 8,314
Procter & Gamble Co. 6.450% 1/15/26 850 1,142
Procter & Gamble Co. 2.700% 2/2/26 5,733 6,024

 

 

Providence St. Joseph Health ObligatedGroup        
2.746% 10/1/26 1,100 1,114
Quest Diagnostics Inc. 4.250% 4/1/24 2,400 2,620
Quest Diagnostics Inc. 3.500% 3/30/25 1,450 1,517
Quest Diagnostics Inc. 3.450% 6/1/26 6,200 6,476
Reynolds American Inc. 4.000% 6/12/22 6,200 6,736
Reynolds American Inc. 4.850% 9/15/23 3,000 3,433
Reynolds American Inc. 4.450% 6/12/25 21,036 23,475
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23 31,360 31,415
Shire Acquisitions Investments Ireland DAC 3.200% 9/23/26 1,000 1,008
St. Jude Medical Inc. 3.250% 4/15/23 6,310 6,502
St. Jude Medical Inc. 3.875% 9/15/25 2,200 2,356
Stryker Corp. 3.375% 5/15/24 3,625 3,821
Stryker Corp. 3.375% 11/1/25 5,843 6,135
Stryker Corp. 3.500% 3/15/26 8,780 9,303
Sysco Corp. 2.600% 6/12/22 1,950 1,987
Sysco Corp. 3.750% 10/1/25 5,000 5,384
Sysco Corp. 3.300% 7/15/26 715 740
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 7,021 7,459
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 5,909 6,046
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 981 1,044
Teva Pharmaceutical Finance Netherlands III        
BV 2.800% 7/21/23 20,000 20,039
Teva Pharmaceutical Finance Netherlands III        
BV 3.150% 10/1/26 10,000 10,052
The Kroger Co. 2.950% 11/1/21 4,800 5,004
The Kroger Co. 3.400% 4/15/22 3,129 3,319
The Kroger Co. 3.850% 8/1/23 6,545 7,105
The Kroger Co. 4.000% 2/1/24 6,436 7,047
The Kroger Co. 3.500% 2/1/26 2,050 2,197
Thermo Fisher Scientific Inc. 3.300% 2/15/22 5,556 5,822
Thermo Fisher Scientific Inc. 3.150% 1/15/23 5,175 5,339
Thermo Fisher Scientific Inc. 3.000% 4/15/23 12,870 13,155
Thermo Fisher Scientific Inc. 4.150% 2/1/24 5,960 6,482
Thermo Fisher Scientific Inc. 3.650% 12/15/25 2,500 2,647
Thermo Fisher Scientific Inc. 2.950% 9/19/26 7,400 7,382
Tyson Foods Inc. 4.500% 6/15/22 11,930 13,246
Tyson Foods Inc. 3.950% 8/15/24 14,262 15,393
Unilever Capital Corp. 3.100% 7/30/25 2,675 2,881
Unilever Capital Corp. 2.000% 7/28/26 6,700 6,560
Whirlpool Corp. 4.700% 6/1/22 2,200 2,477
Whirlpool Corp. 3.700% 3/1/23 2,300 2,450
Whirlpool Corp. 4.000% 3/1/24 1,925 2,090
Whirlpool Corp. 3.700% 5/1/25 2,275 2,393
5 Whole Foods Market Inc. 5.200% 12/3/25 7,250 7,855
Wyeth LLC 7.250% 3/1/23 1,000 1,300
Wyeth LLC 6.450% 2/1/24 5,500 6,971
Zeneca Wilmington Inc. 7.000% 11/15/23 2,400 3,087
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 970 1,018
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 6,700 6,924
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 15,110 15,582
Zoetis Inc. 3.250% 2/1/23 12,048 12,418
Zoetis Inc. 4.500% 11/13/25 3,825 4,277
 
Energy (4.0%)        
Anadarko Petroleum Corp. 3.450% 7/15/24 6,750 6,683
Anadarko Petroleum Corp. 5.550% 3/15/26 11,900 13,521
Apache Corp. 3.250% 4/15/22 9,733 9,999

 

 

Apache Corp. 2.625% 1/15/23 1,250 1,233
Boardwalk Pipelines LP 3.375% 2/1/23 1,000 954
Boardwalk Pipelines LP 4.950% 12/15/24 3,350 3,506
Boardwalk Pipelines LP 5.950% 6/1/26 5,450 6,006
BP Capital Markets plc 3.561% 11/1/21 5,479 5,910
BP Capital Markets plc 3.062% 3/17/22 2,500 2,619
BP Capital Markets plc 3.245% 5/6/22 15,736 16,600
BP Capital Markets plc 2.500% 11/6/22 12,598 12,715
BP Capital Markets plc 2.750% 5/10/23 17,613 17,935
BP Capital Markets plc 3.994% 9/26/23 6,800 7,420
BP Capital Markets plc 3.814% 2/10/24 7,327 7,899
BP Capital Markets plc 3.535% 11/4/24 2,439 2,585
BP Capital Markets plc 3.506% 3/17/25 11,319 12,006
BP Capital Markets plc 3.119% 5/4/26 7,650 7,849
Buckeye Partners LP 4.150% 7/1/23 4,550 4,642
Buckeye Partners LP 4.350% 10/15/24 125 128
Canadian Natural Resources Ltd. 3.450% 11/15/21 6,813 7,016
Canadian Natural Resources Ltd. 3.800% 4/15/24 5,175 5,186
Canadian Natural Resources Ltd. 3.900% 2/1/25 635 638
Chevron Corp. 2.411% 3/3/22 8,700 8,889
Chevron Corp. 2.355% 12/5/22 18,210 18,536
Chevron Corp. 2.566% 5/16/23 2,052 2,101
Chevron Corp. 3.191% 6/24/23 16,690 17,784
Chevron Corp. 3.326% 11/17/25 6,679 7,150
Chevron Corp. 2.954% 5/16/26 16,450 16,959
Cimarex Energy Co. 5.875% 5/1/22 5,799 6,059
Cimarex Energy Co. 4.375% 6/1/24 5,800 6,099
Columbia Pipeline Group Inc. 4.500% 6/1/25 8,000 8,694
ConocoPhillips Co. 2.875% 11/15/21 1,530 1,568
ConocoPhillips Co. 2.400% 12/15/22 14,238 14,120
ConocoPhillips Co. 3.350% 11/15/24 10,200 10,457
ConocoPhillips Co. 4.950% 3/15/26 9,890 11,164
Devon Energy Corp. 3.250% 5/15/22 7,875 7,809
Devon Energy Corp. 5.850% 12/15/25 9,900 11,233
Dominion Gas Holdings LLC 3.550% 11/1/23 6,791 7,152
Enable Midstream Partners LP 3.900% 5/15/24 4,450 4,171
Enbridge Energy Partners LP 5.875% 10/15/25 2,500 2,871
Enbridge Inc. 4.000% 10/1/23 2,050 2,117
Enbridge Inc. 3.500% 6/10/24 6,610 6,584
Encana Corp. 3.900% 11/15/21 4,575 4,573
Energy Transfer Partners LP 5.200% 2/1/22 13,752 14,909
Energy Transfer Partners LP 3.600% 2/1/23 9,958 9,804
Energy Transfer Partners LP 4.900% 2/1/24 4,000 4,168
Energy Transfer Partners LP 4.050% 3/15/25 9,150 9,048
Energy Transfer Partners LP 4.750% 1/15/26 2,717 2,810
EnLink Midstream Partners LP 4.400% 4/1/24 7,686 7,542
EnLink Midstream Partners LP 4.150% 6/1/25 3,025 2,896
EnLink Midstream Partners LP 4.850% 7/15/26 2,500 2,509
Enterprise Products Operating LLC 4.050% 2/15/22 4,043 4,382
Enterprise Products Operating LLC 3.350% 3/15/23 13,317 13,653
Enterprise Products Operating LLC 3.900% 2/15/24 5,800 6,069
Enterprise Products Operating LLC 3.750% 2/15/25 15,147 15,677
Enterprise Products Operating LLC 3.700% 2/15/26 2,000 2,061
EOG Resources Inc. 2.625% 3/15/23 8,055 8,044
EOG Resources Inc. 3.150% 4/1/25 3,745 3,801
EOG Resources Inc. 4.150% 1/15/26 7,375 8,059
EQT Corp. 4.875% 11/15/21 5,450 5,968
EQT Midstream Partners LP 4.000% 8/1/24 3,300 3,214

 

 

Exxon Mobil Corp. 2.397% 3/6/22 13,575 13,918
Exxon Mobil Corp. 2.726% 3/1/23 14,500 15,025
Exxon Mobil Corp. 3.176% 3/15/24 1,925 2,050
Exxon Mobil Corp. 2.709% 3/6/25 12,400 12,731
Exxon Mobil Corp. 3.043% 3/1/26 18,050 18,916
FMC Technologies Inc. 3.450% 10/1/22 3,125 3,168
Gulf South Pipeline Co. LP 4.000% 6/15/22 3,475 3,457
Halliburton Co. 3.250% 11/15/21 3,020 3,149
Halliburton Co. 3.500% 8/1/23 6,895 7,107
Halliburton Co. 3.800% 11/15/25 18,475 19,111
Helmerich & Payne International Drilling Co. 4.650% 3/15/25 1,000 1,064
Hess Corp. 3.500% 7/15/24 1,500 1,467
Husky Energy Inc. 3.950% 4/15/22 1,750 1,844
Husky Energy Inc. 4.000% 4/15/24 7,855 8,193
Kerr-McGee Corp. 6.950% 7/1/24 3,500 4,210
Kinder Morgan Energy Partners LP 5.000% 10/1/21 7,500 8,181
Kinder Morgan Energy Partners LP 4.150% 3/1/22 1,925 2,020
Kinder Morgan Energy Partners LP 3.950% 9/1/22 9,535 9,967
Kinder Morgan Energy Partners LP 3.450% 2/15/23 5,050 5,036
Kinder Morgan Energy Partners LP 3.500% 9/1/23 8,950 8,913
Kinder Morgan Energy Partners LP 4.150% 2/1/24 4,475 4,598
Kinder Morgan Energy Partners LP 4.300% 5/1/24 7,849 8,122
Kinder Morgan Energy Partners LP 4.250% 9/1/24 8,000 8,212
Kinder Morgan Inc. 4.300% 6/1/25 2,450 2,549
Magellan Midstream Partners LP 3.200% 3/15/25 3,725 3,745
Magellan Midstream Partners LP 5.000% 3/1/26 2,400 2,734
Marathon Oil Corp. 2.800% 11/1/22 7,450 6,891
Marathon Oil Corp. 3.850% 6/1/25 6,550 6,239
Marathon Petroleum Corp. 3.625% 9/15/24 3,350 3,356
MPLX LP 4.500% 7/15/23 15,600 16,068
MPLX LP 4.875% 12/1/24 6,847 7,121
MPLX LP 4.000% 2/15/25 250 246
MPLX LP 4.875% 6/1/25 10,680 11,081
Nabors Industries Inc. 4.625% 9/15/21 1,375 1,296
Nabors Industries Inc. 5.100% 9/15/23 2,525 2,430
National Fuel Gas Co. 4.900% 12/1/21 4,750 5,127
National Fuel Gas Co. 3.750% 3/1/23 4,525 4,611
National Fuel Gas Co. 5.200% 7/15/25 2,187 2,380
National Oilwell Varco Inc. 2.600% 12/1/22 12,268 11,573
Noble Energy Inc. 4.150% 12/15/21 6,105 6,493
Noble Energy Inc. 3.900% 11/15/24 7,395 7,530
Occidental Petroleum Corp. 3.125% 2/15/22 8,225 8,623
Occidental Petroleum Corp. 2.600% 4/15/22 1,725 1,761
Occidental Petroleum Corp. 2.700% 2/15/23 8,100 8,258
Occidental Petroleum Corp. 3.500% 6/15/25 3,738 3,984
Occidental Petroleum Corp. 3.400% 4/15/26 12,550 13,275
Oceaneering International Inc. 4.650% 11/15/24 2,775 2,788
ONEOK Partners LP 3.375% 10/1/22 7,844 7,922
ONEOK Partners LP 5.000% 9/15/23 2,000 2,170
ONEOK Partners LP 4.900% 3/15/25 4,100 4,415
Petro-Canada 7.875% 6/15/26 2,000 2,639
Phillips 66 4.300% 4/1/22 20,615 22,657
Phillips 66 Partners LP 3.605% 2/15/25 4,875 4,905
Pioneer Natural Resources Co. 3.950% 7/15/22 8,028 8,537
Pioneer Natural Resources Co. 4.450% 1/15/26 3,550 3,860
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 2,815 2,853

 

 

Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 3,968 3,952
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 12,995 12,641
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 7,300 7,585
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 7,843 8,637
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 4,600 4,853
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.500% 4/15/23 3,450 3,562
Regency Energy Partners LP / Regency        
Energy Finance Corp. 4.500% 11/1/23 8,381 8,454
Sasol Financing International plc 4.500% 11/14/22 5,450 5,588
Schlumberger Investment SA 3.650% 12/1/23 8,695 9,389
Shell International Finance BV 2.375% 8/21/22 11,389 11,556
Shell International Finance BV 2.250% 1/6/23 10,575 10,558
Shell International Finance BV 3.400% 8/12/23 4,150 4,417
Shell International Finance BV 3.250% 5/11/25 17,250 18,207
Shell International Finance BV 2.875% 5/10/26 14,750 14,982
Shell International Finance BV 2.500% 9/12/26 8,000 7,883
Spectra Energy Capital LLC 3.300% 3/15/23 7,435 7,376
Spectra Energy Partners LP 4.750% 3/15/24 9,900 10,876
Spectra Energy Partners LP 3.500% 3/15/25 2,725 2,765
Suncor Energy Inc. 3.600% 12/1/24 5,925 6,186
Sunoco Logistics Partners Operations LP 3.450% 1/15/23 2,525 2,520
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 4,950 5,137
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 5,500 6,371
Sunoco Logistics Partners Operations LP 3.900% 7/15/26 6,000 6,123
5 Texas Eastern Transmission LP 2.800% 10/15/22 50 50
Total Capital Canada Ltd. 2.750% 7/15/23 7,225 7,479
Total Capital International SA 2.875% 2/17/22 5,825 6,090
Total Capital International SA 2.700% 1/25/23 11,900 12,278
Total Capital International SA 3.700% 1/15/24 9,625 10,531
Total Capital International SA 3.750% 4/10/24 7,925 8,721
Total Capital SA 4.250% 12/15/21 3,385 3,776
TransCanada PipeLines Ltd. 2.500% 8/1/22 10,400 10,456
TransCanada PipeLines Ltd. 3.750% 10/16/23 6,050 6,451
TransCanada PipeLines Ltd. 4.875% 1/15/26 6,350 7,354
Valero Energy Corp. 3.650% 3/15/25 4,950 5,059
Valero Energy Corp. 3.400% 9/15/26 8,800 8,713
Western Gas Partners LP 3.950% 6/1/25 6,500 6,430
Western Gas Partners LP 4.650% 7/1/26 5,014 5,218
Williams Partners LP 4.000% 11/15/21 4,825 4,994
Williams Partners LP 3.600% 3/15/22 12,250 12,437
Williams Partners LP 3.350% 8/15/22 9,275 9,206
Williams Partners LP 4.500% 11/15/23 3,000 3,107
Williams Partners LP 4.300% 3/4/24 7,227 7,394
Williams Partners LP 3.900% 1/15/25 5,800 5,792
Williams Partners LP 4.000% 9/15/25 11,491 11,518
Williams Partners LP / ACMP Finance Corp. 6.125% 7/15/22 100 104
Williams Partners LP / ACMP Finance Corp. 4.875% 5/15/23 8,145 8,237
Williams Partners LP / ACMP Finance Corp. 4.875% 3/15/24 11,010 11,134
 
Other Industrial (0.1%)        
CBRE Services Inc. 5.000% 3/15/23 5,463 5,750
CBRE Services Inc. 5.250% 3/15/25 5,300 5,711

 

 

CBRE Services Inc. 4.875% 3/1/26 4,440 4,656
Cintas Corp. No 2 3.250% 6/1/22 1,450 1,526
Fluor Corp. 3.500% 12/15/24 5,800 6,171
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 8,976 9,829
 
Technology (3.7%)        
Adobe Systems Inc. 3.250% 2/1/25 12,200 12,838
Alphabet Inc. 3.375% 2/25/24 5,050 5,425
Alphabet Inc. 1.998% 8/15/26 10,000 9,850
Altera Corp. 4.100% 11/15/23 8,025 9,064
Amphenol Corp. 4.000% 2/1/22 1,950 2,072
Analog Devices Inc. 2.875% 6/1/23 3,016 3,052
Analog Devices Inc. 3.900% 12/15/25 4,925 5,263
Apple Inc. 2.150% 2/9/22 15,549 15,805
Apple Inc. 2.700% 5/13/22 12,059 12,599
Apple Inc. 2.850% 2/23/23 14,741 15,508
Apple Inc. 2.400% 5/3/23 36,380 37,052
Apple Inc. 3.450% 5/6/24 22,390 24,241
Apple Inc. 2.500% 2/9/25 11,689 11,850
Apple Inc. 3.200% 5/13/25 19,260 20,424
Apple Inc. 3.250% 2/23/26 29,150 30,998
Apple Inc. 2.450% 8/4/26 10,500 10,456
Applied Materials Inc. 3.900% 10/1/25 10,350 11,486
Arrow Electronics Inc. 3.500% 4/1/22 2,145 2,197
Arrow Electronics Inc. 4.500% 3/1/23 2,824 2,997
Arrow Electronics Inc. 4.000% 4/1/25 2,210 2,268
Autodesk Inc. 3.600% 12/15/22 1,550 1,600
Autodesk Inc. 4.375% 6/15/25 2,300 2,439
Avnet Inc. 4.875% 12/1/22 3,725 4,042
Avnet Inc. 4.625% 4/15/26 3,950 4,088
Baidu Inc. 3.500% 11/28/22 3,975 4,159
Baidu Inc. 4.125% 6/30/25 4,000 4,287
Broadridge Financial Solutions Inc. 3.400% 6/27/26 3,750 3,851
CA Inc. 4.500% 8/15/23 3,100 3,375
Cadence Design Systems Inc. 4.375% 10/15/24 2,275 2,352
CDK Global Inc. 4.500% 10/15/24 3,465 3,472
Cisco Systems Inc. 3.000% 6/15/22 800 856
Cisco Systems Inc. 2.600% 2/28/23 4,500 4,643
Cisco Systems Inc. 3.625% 3/4/24 8,195 9,015
Cisco Systems Inc. 2.950% 2/28/26 14,050 14,784
Cisco Systems Inc. 2.500% 9/20/26 7,000 7,088
Corning Inc. 2.900% 5/15/22 2,500 2,577
Corning Inc. 3.700% 11/15/23 2,500 2,676
5 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 5.450% 6/15/23 35,680 38,218
5 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 6.020% 6/15/26 38,675 42,301
Dun & Bradstreet Corp. 4.375% 12/1/22 2,225 2,318
Equifax Inc. 3.300% 12/15/22 1,200 1,261
Equifax Inc. 3.250% 6/1/26 4,200 4,320
Fidelity National Information Services Inc. 5.000% 3/15/22 3,259 3,377
Fidelity National Information Services Inc. 4.500% 10/15/22 2,350 2,596
Fidelity National Information Services Inc. 3.500% 4/15/23 8,742 9,170
Fidelity National Information Services Inc. 3.875% 6/5/24 11,620 12,428
Fidelity National Information Services Inc. 5.000% 10/15/25 20,925 23,862
Fidelity National Information Services Inc. 3.000% 8/15/26 5,000 4,954
Fiserv Inc. 3.500% 10/1/22 2,073 2,207
Fiserv Inc. 3.850% 6/1/25 9,550 10,333

 

 

Flex Ltd. 4.750% 6/15/25 6,750 7,121
5 Hewlett Packard Enterprise Co. 4.400% 10/15/22 15,171 16,184
5 Hewlett Packard Enterprise Co. 4.900% 10/15/25 21,700 23,137
HP Inc. 4.375% 9/15/21 11,200 12,066
HP Inc. 4.650% 12/9/21 5,550 6,082
Ingram Micro Inc. 5.000% 8/10/22 100 104
Ingram Micro Inc. 4.950% 12/15/24 5,050 5,153
Intel Corp. 3.300% 10/1/21 15,923 17,101
Intel Corp. 3.100% 7/29/22 8,550 9,115
Intel Corp. 2.700% 12/15/22 12,060 12,589
Intel Corp. 3.700% 7/29/25 18,295 20,270
Intel Corp. 2.600% 5/19/26 1,475 1,503
International Business Machines Corp. 2.900% 11/1/21 200 212
International Business Machines Corp. 1.875% 8/1/22 12,330 12,317
International Business Machines Corp. 2.875% 11/9/22 12,350 13,029
International Business Machines Corp. 3.375% 8/1/23 9,650 10,379
International Business Machines Corp. 3.625% 2/12/24 16,250 17,701
International Business Machines Corp. 3.450% 2/19/26 10,486 11,315
Jabil Circuit Inc. 4.700% 9/15/22 1,700 1,768
Juniper Networks Inc. 4.500% 3/15/24 2,900 3,075
Juniper Networks Inc. 4.350% 6/15/25 2,025 2,113
Keysight Technologies Inc. 4.550% 10/30/24 4,850 5,016
KLA-Tencor Corp. 4.125% 11/1/21 3,750 4,036
KLA-Tencor Corp. 4.650% 11/1/24 7,420 8,159
Lam Research Corp. 3.450% 6/15/23 5,900 6,039
Lam Research Corp. 3.800% 3/15/25 4,000 4,186
Lam Research Corp. 3.900% 6/15/26 7,375 7,678
Maxim Integrated Products Inc. 3.375% 3/15/23 3,525 3,625
Microsoft Corp. 2.375% 2/12/22 16,770 17,238
Microsoft Corp. 2.650% 11/3/22 11,675 12,165
Microsoft Corp. 2.125% 11/15/22 6,958 7,070
Microsoft Corp. 2.375% 5/1/23 1,575 1,610
Microsoft Corp. 2.000% 8/8/23 10,700 10,688
Microsoft Corp. 3.625% 12/15/23 9,525 10,471
Microsoft Corp. 2.700% 2/12/25 18,620 19,258
Microsoft Corp. 3.125% 11/3/25 21,980 23,387
Microsoft Corp. 2.400% 8/8/26 31,340 31,427
Motorola Solutions Inc. 3.750% 5/15/22 7,125 7,308
Motorola Solutions Inc. 3.500% 3/1/23 6,725 6,691
Motorola Solutions Inc. 4.000% 9/1/24 9,400 9,496
NetApp Inc. 3.250% 12/15/22 100 102
NVIDIA Corp. 3.200% 9/16/26 7,775 7,829
Oracle Corp. 2.500% 5/15/22 14,587 14,930
Oracle Corp. 2.500% 10/15/22 25,701 26,317
Oracle Corp. 3.625% 7/15/23 4,950 5,367
Oracle Corp. 2.400% 9/15/23 20,325 20,405
Oracle Corp. 3.400% 7/8/24 18,601 19,872
Oracle Corp. 2.950% 5/15/25 9,270 9,571
Oracle Corp. 2.650% 7/15/26 24,000 23,942
Pitney Bowes Inc. 3.375% 10/1/21 3,255 3,254
Pitney Bowes Inc. 4.625% 3/15/24 4,200 4,357
QUALCOMM Inc. 3.000% 5/20/22 14,000 14,608
QUALCOMM Inc. 3.450% 5/20/25 15,000 15,934
Seagate HDD Cayman 4.750% 6/1/23 7,150 7,079
Seagate HDD Cayman 4.750% 1/1/25 6,430 6,028
Symantec Corp. 3.950% 6/15/22 3,650 3,727
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 5,404 5,789
Texas Instruments Inc. 1.850% 5/15/22 1,000 1,003

 

 

Texas Instruments Inc. 2.250% 5/1/23 2,025 2,040
Total System Services Inc. 3.750% 6/1/23 1,850 1,906
Total System Services Inc. 4.800% 4/1/26 4,400 4,882
Trimble Navigation Ltd. 4.750% 12/1/24 1,650 1,737
Tyco Electronics Group SA 3.500% 2/3/22 3,179 3,329
Tyco Electronics Group SA 3.450% 8/1/24 950 991
Tyco Electronics Group SA 3.700% 2/15/26 3,350 3,535
Verisk Analytics Inc. 4.125% 9/12/22 4,675 5,018
Verisk Analytics Inc. 4.000% 6/15/25 8,232 8,755
 
Transportation (0.9%)        
4 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 2,909 3,090
4 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 7,652 8,331
4 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 3,315 3,224
4 BNSF Funding Trust I 6.613% 12/15/55 100 115
Burlington Northern Santa Fe LLC 3.050% 3/15/22 4,825 5,089
Burlington Northern Santa Fe LLC 3.050% 9/1/22 6,200 6,559
Burlington Northern Santa Fe LLC 3.000% 3/15/23 5,375 5,643
Burlington Northern Santa Fe LLC 3.850% 9/1/23 5,950 6,568
Burlington Northern Santa Fe LLC 3.750% 4/1/24 5,750 6,330
Burlington Northern Santa Fe LLC 3.400% 9/1/24 6,225 6,700
Burlington Northern Santa Fe LLC 3.000% 4/1/25 4,550 4,777
Burlington Northern Santa Fe LLC 3.650% 9/1/25 3,925 4,317
Burlington Northern Santa Fe LLC 7.000% 12/15/25 5,870 7,931
Canadian National Railway Co. 2.850% 12/15/21 3,725 3,927
Canadian National Railway Co. 2.250% 11/15/22 1,195 1,211
Canadian National Railway Co. 2.950% 11/21/24 1,825 1,942
Canadian National Railway Co. 2.750% 3/1/26 1,600 1,665
Canadian Pacific Railway Co. 4.450% 3/15/23 4,180 4,642
Canadian Pacific Railway Co. 2.900% 2/1/25 800 825
Canadian Pacific Railway Co. 3.700% 2/1/26 1,200 1,298
Canadian Pacific Railway Ltd. 4.500% 1/15/22 2,350 2,591
4 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 10/19/23 4,190 4,693
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 4,453 4,754
4 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 5,712 6,112
CSX Corp. 3.700% 11/1/23 5,875 6,370
CSX Corp. 3.400% 8/1/24 2,600 2,787
CSX Corp. 3.350% 11/1/25 8,400 8,999
4 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 5,379 6,341
FedEx Corp. 2.625% 8/1/22 3,028 3,124
FedEx Corp. 4.000% 1/15/24 4,551 5,054
FedEx Corp. 3.200% 2/1/25 4,200 4,417
FedEx Corp. 3.250% 4/1/26 8,500 8,971
4 Hawaiian Airlines 2013-1 Class A Pass        
Through Certificates 3.900% 1/15/26 1,960 1,977
JB Hunt Transport Services Inc. 3.300% 8/15/22 2,601 2,671
JB Hunt Transport Services Inc. 3.850% 3/15/24 2,525 2,659
Kansas City Southern 3.000% 5/15/23 5,550 5,654
Kansas City Southern 3.125% 6/1/26 1,600 1,624
Norfolk Southern Corp. 3.250% 12/1/21 4,693 4,980
Norfolk Southern Corp. 3.000% 4/1/22 6,005 6,279

 

 

Norfolk Southern Corp. 2.903% 2/15/23 5,024 5,206
Norfolk Southern Corp. 3.850% 1/15/24 2,075 2,265
Norfolk Southern Corp. 5.590% 5/17/25 1,339 1,615
Norfolk Southern Corp. 2.900% 6/15/26 450 462
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 1,525 1,724
Trinity Industries Inc. 4.550% 10/1/24 2,985 2,968
Union Pacific Corp. 4.163% 7/15/22 9,196 10,327
Union Pacific Corp. 2.950% 1/15/23 1,600 1,670
Union Pacific Corp. 2.750% 4/15/23 2,200 2,284
Union Pacific Corp. 3.646% 2/15/24 2,685 2,935
Union Pacific Corp. 3.750% 3/15/24 1,150 1,269
Union Pacific Corp. 3.250% 1/15/25 5,400 5,802
Union Pacific Corp. 3.250% 8/15/25 7,390 7,939
Union Pacific Corp. 2.750% 3/1/26 4,650 4,819
4 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 4,727 5,153
4 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 4,808 5,144
United Parcel Service Inc. 2.450% 10/1/22 14,456 15,017
4 US Airways 2012-1 Class A Pass Through        
Trust 5.900% 4/1/26 456 524
4 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 3,660 3,880
4 US Airways Inc. 2012-2 Class A Pass        
Through Trust 4.625% 12/3/26 995 1,085
        7,536,747
Utilities (2.2%)        
Electric (2.0%)        
Alabama Power Co. 3.550% 12/1/23 1,600 1,746
Alabama Power Co. 2.800% 4/1/25 725 752
Ameren Corp. 3.650% 2/15/26 2,527 2,699
Ameren Illinois Co. 2.700% 9/1/22 3,965 4,125
Ameren Illinois Co. 3.250% 3/1/25 1,000 1,074
American Electric Power Co. Inc. 2.950% 12/15/22 1,500 1,567
Appalachian Power Co. 3.400% 6/1/25 2,000 2,128
Arizona Public Service Co. 3.350% 6/15/24 1,690 1,822
Arizona Public Service Co. 3.150% 5/15/25 4,750 5,049
Arizona Public Service Co. 2.550% 9/15/26 3,050 3,072
Baltimore Gas & Electric Co. 3.500% 11/15/21 3,575 3,866
Baltimore Gas & Electric Co. 2.800% 8/15/22 1,050 1,095
Baltimore Gas & Electric Co. 3.350% 7/1/23 4,499 4,804
Baltimore Gas & Electric Co. 2.400% 8/15/26 3,200 3,178
Berkshire Hathaway Energy Co. 3.750% 11/15/23 6,125 6,688
Berkshire Hathaway Energy Co. 3.500% 2/1/25 3,061 3,285
Black Hills Corp. 4.250% 11/30/23 798 869
Black Hills Corp. 3.950% 1/15/26 4,150 4,447
CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 1,725 1,751
5 Cleco Corporate Holdings LLC 3.743% 5/1/26 6,050 6,274
Cleveland Electric Illuminating Co. 5.500% 8/15/24 250 298
CMS Energy Corp. 5.050% 3/15/22 3,550 4,045
CMS Energy Corp. 3.875% 3/1/24 6,395 6,978
CMS Energy Corp. 3.600% 11/15/25 250 267
CMS Energy Corp. 3.000% 5/15/26 2,100 2,134
Commonwealth Edison Co. 3.100% 11/1/24 1,500 1,592
Commonwealth Edison Co. 2.550% 6/15/26 6,950 7,059
Connecticut Light & Power Co. 2.500% 1/15/23 6,408 6,544

 

 

Consumers Energy Co. 2.850% 5/15/22 3,000 3,149
Consumers Energy Co. 3.375% 8/15/23 2,500 2,696
Consumers Energy Co. 3.125% 8/31/24 3,600 3,804
Delmarva Power & Light Co. 3.500% 11/15/23 4,875 5,277
Dominion Resources Inc. 2.750% 9/15/22 3,400 3,482
Dominion Resources Inc. 3.625% 12/1/24 6,055 6,400
Dominion Resources Inc. 3.900% 10/1/25 6,255 6,727
Dominion Resources Inc. 2.850% 8/15/26 3,500 3,471
4 Dominion Resources Inc. 5.750% 10/1/54 4,600 4,739
DTE Electric Co. 2.650% 6/15/22 2,875 2,968
DTE Electric Co. 3.650% 3/15/24 4,600 5,036
DTE Electric Co. 3.375% 3/1/25 1,675 1,814
DTE Energy Co. 3.300% 6/15/22 350 371
DTE Energy Co. 3.850% 12/1/23 275 301
DTE Energy Co. 3.500% 6/1/24 5,383 5,737
DTE Energy Co. 2.850% 10/1/26 6,800 6,754
Duke Energy Carolinas LLC 2.500% 3/15/23 2,915 3,010
Duke Energy Corp. 3.050% 8/15/22 5,947 6,225
Duke Energy Corp. 3.950% 10/15/23 3,612 3,948
Duke Energy Corp. 3.750% 4/15/24 4,975 5,358
Duke Energy Corp. 2.650% 9/1/26 5,000 4,902
Duke Energy Ohio Inc. 3.800% 9/1/23 2,540 2,791
Duke Energy Progress LLC 2.800% 5/15/22 4,079 4,290
Duke Energy Progress LLC 3.250% 8/15/25 4,769 5,123
Edison International 2.950% 3/15/23 3,200 3,299
5 Emera US Finance LP 3.550% 6/15/26 5,900 6,117
Empresa Nacional de Electricidad SA 4.250% 4/15/24 565 606
Entergy Arkansas Inc. 3.050% 6/1/23 4,610 4,805
Entergy Arkansas Inc. 3.700% 6/1/24 1,000 1,088
Entergy Arkansas Inc. 3.500% 4/1/26 4,372 4,748
Entergy Corp. 4.000% 7/15/22 2,000 2,169
Entergy Corp. 2.950% 9/1/26 3,480 3,481
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 5,970 7,208
Entergy Louisiana LLC 4.050% 9/1/23 4,750 5,247
Entergy Louisiana LLC 5.400% 11/1/24 1,575 1,907
Entergy Louisiana LLC 4.440% 1/15/26 525 599
Entergy Louisiana LLC 2.400% 10/1/26 1,875 1,859
Entergy Mississippi Inc. 3.100% 7/1/23 1,225 1,265
Eversource Energy 2.800% 5/1/23 2,325 2,376
Eversource Energy 3.150% 1/15/25 3,610 3,747
Eversource Energy 3.350% 3/15/26 2,400 2,528
Exelon Corp. 3.950% 6/15/25 11,043 11,965
Exelon Corp. 3.400% 4/15/26 4,850 5,035
Exelon Generation Co. LLC 4.250% 6/15/22 4,993 5,362
Florida Power & Light Co. 2.750% 6/1/23 7,550 7,859
Florida Power & Light Co. 3.250% 6/1/24 2,475 2,654
Florida Power & Light Co. 3.125% 12/1/25 800 856
5 Fortis Inc. 2.100% 10/4/21 3,950 3,931
5 Fortis Inc. 3.055% 10/4/26 10,275 10,237
Georgia Power Co. 2.850% 5/15/22 4,300 4,504
Georgia Power Co. 3.250% 4/1/26 3,300 3,509
Indiana Michigan Power Co. 3.200% 3/15/23 825 863
Interstate Power & Light Co. 3.400% 8/15/25 2,925 3,131
ITC Holdings Corp. 4.050% 7/1/23 900 980
ITC Holdings Corp. 3.650% 6/15/24 4,270 4,493
ITC Holdings Corp. 3.250% 6/30/26 2,325 2,354
Kansas City Power & Light Co. 3.150% 3/15/23 3,140 3,216
Kentucky Utilities Co. 3.300% 10/1/25 1,900 2,041

 

 

LG&E & KU Energy LLC 4.375% 10/1/21 375 412
Louisville Gas & Electric Co. 3.300% 10/1/25 2,900 3,108
MidAmerican Energy Co. 3.700% 9/15/23 750 822
MidAmerican Energy Co. 3.500% 10/15/24 3,550 3,875
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 4,950 5,207
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 4,400 4,570
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 4,150 4,319
National Rural Utilities Cooperative Finance        
Corp. 3.250% 11/1/25 3,875 4,143
4 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 2,100 2,137
4 National Rural Utilities Cooperative Finance        
Corp. 5.250% 4/20/46 3,575 3,825
NextEra Energy Capital Holdings Inc. 3.625% 6/15/23 1,600 1,698
Northern States Power Co. 2.150% 8/15/22 750 758
Northern States Power Co. 2.600% 5/15/23 1,300 1,336
NSTAR Electric Co. 2.375% 10/15/22 1,825 1,863
NSTAR Electric Co. 3.250% 11/15/25 2,650 2,829
NSTAR Electric Co. 2.700% 6/1/26 2,350 2,401
Ohio Power Co. 5.375% 10/1/21 5,175 5,941
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 3,375 3,730
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 2,560 3,244
Oncor Electric Delivery Co. LLC 2.950% 4/1/25 2,150 2,241
Pacific Gas & Electric Co. 2.450% 8/15/22 3,000 3,079
Pacific Gas & Electric Co. 3.250% 6/15/23 2,650 2,818
Pacific Gas & Electric Co. 3.850% 11/15/23 350 385
Pacific Gas & Electric Co. 3.750% 2/15/24 5,135 5,626
Pacific Gas & Electric Co. 3.400% 8/15/24 4,700 5,046
Pacific Gas & Electric Co. 3.500% 6/15/25 4,925 5,341
Pacific Gas & Electric Co. 2.950% 3/1/26 5,462 5,691
PacifiCorp 2.950% 2/1/22 5,332 5,621
PacifiCorp 3.600% 4/1/24 3,575 3,896
PacifiCorp 3.350% 7/1/25 1,925 2,073
PECO Energy Co. 2.375% 9/15/22 2,450 2,485
Potomac Electric Power Co. 3.600% 3/15/24 150 163
PPL Capital Funding Inc. 4.200% 6/15/22 7,351 8,057
PPL Capital Funding Inc. 3.500% 12/1/22 1,760 1,869
PPL Capital Funding Inc. 3.400% 6/1/23 3,975 4,171
PPL Capital Funding Inc. 3.950% 3/15/24 1,225 1,324
PPL Capital Funding Inc. 3.100% 5/15/26 5,225 5,317
Progress Energy Inc. 3.150% 4/1/22 4,575 4,788
PSEG Power LLC 4.300% 11/15/23 1,500 1,629
Public Service Co. of Colorado 2.250% 9/15/22 1,250 1,266
Public Service Co. of Colorado 2.500% 3/15/23 1,325 1,355
Public Service Co. of Colorado 2.900% 5/15/25 3,200 3,340
Public Service Co. of New Hampshire 3.500% 11/1/23 1,550 1,672
Public Service Co. of New Mexico 3.850% 8/1/25 1,650 1,756
Public Service Electric & Gas Co. 2.375% 5/15/23 7,279 7,439
Public Service Electric & Gas Co. 3.150% 8/15/24 2,550 2,709
Public Service Electric & Gas Co. 3.050% 11/15/24 3,000 3,182
Public Service Electric & Gas Co. 3.000% 5/15/25 3,315 3,512
Public Service Electric & Gas Co. 2.250% 9/15/26 3,375 3,367
Puget Energy Inc. 5.625% 7/15/22 7,050 8,103
Puget Energy Inc. 3.650% 5/15/25 3,900 4,062
San Diego Gas & Electric Co. 3.600% 9/1/23 4,573 5,031

 

 

San Diego Gas & Electric Co. 2.500% 5/15/26 5,350 5,433
SCANA Corp. 4.125% 2/1/22 5,165 5,398
Scottish Power Ltd. 5.810% 3/15/25 900 1,055
Sierra Pacific Power Co. 3.375% 8/15/23 3,750 4,015
5 Sierra Pacific Power Co. 2.600% 5/1/26 2,950 2,991
4 Southern California Edison Co. 1.845% 2/1/22 2,475 2,483
Southern California Edison Co. 2.400% 2/1/22 1,000 1,030
Southern California Edison Co. 3.500% 10/1/23 2,225 2,428
Southern Co. 2.950% 7/1/23 10,900 11,258
Southern Co. 3.250% 7/1/26 10,340 10,691
Southern Power Co. 4.150% 12/1/25 3,700 3,987
Southwestern Electric Power Co. 3.550% 2/15/22 1,575 1,680
Southwestern Electric Power Co. 2.750% 10/1/26 825 821
Southwestern Public Service Co. 3.300% 6/15/24 2,200 2,339
System Energy Resources Inc. 4.100% 4/1/23 2,200 2,350
Tampa Electric Co. 2.600% 9/15/22 2,600 2,676
TransAlta Corp. 4.500% 11/15/22 2,500 2,460
Tri-State Generation & Transmission Assn.        
Inc. 3.700% 11/1/24 1,325 1,405
Tucson Electric Power Co. 5.150% 11/15/21 2,150 2,405
Tucson Electric Power Co. 3.050% 3/15/25 750 756
Union Electric Co. 3.500% 4/15/24 3,625 3,912
Virginia Electric & Power Co. 2.950% 1/15/22 3,700 3,899
Virginia Electric & Power Co. 3.450% 9/1/22 1,550 1,672
Virginia Electric & Power Co. 2.750% 3/15/23 1,600 1,662
Virginia Electric & Power Co. 3.450% 2/15/24 1,925 2,085
Virginia Electric & Power Co. 3.100% 5/15/25 4,850 5,133
Virginia Electric & Power Co. 3.150% 1/15/26 2,900 3,061
WEC Energy Group Inc. 3.550% 6/15/25 3,225 3,465
Westar Energy Inc. 3.250% 12/1/25 2,325 2,463
Westar Energy Inc. 2.550% 7/1/26 3,150 3,150
Wisconsin Electric Power Co. 3.100% 6/1/25 1,600 1,689
Wisconsin Power & Light Co. 2.250% 11/15/22 1,850 1,861
Xcel Energy Inc. 3.300% 6/1/25 5,000 5,274
 
Natural Gas (0.2%)        
Laclede Gas Co. 3.400% 8/15/23 1,375 1,466
NiSource Finance Corp. 6.125% 3/1/22 5,254 6,272
Nisource Finance Corp. 3.850% 2/15/23 1,600 1,718
ONE Gas Inc. 3.610% 2/1/24 1,845 1,988
Sempra Energy 2.875% 10/1/22 4,004 4,138
Sempra Energy 4.050% 12/1/23 6,500 7,121
Sempra Energy 3.750% 11/15/25 7,085 7,624
Southern California Gas Co. 2.600% 6/15/26 11,000 11,220
Southern Co. Gas Capital Corp. 2.450% 10/1/23 2,150 2,157
Southern Co. Gas Capital Corp. 3.875% 11/15/25 1,100 1,195
Southern Co. Gas Capital Corp. 3.250% 6/15/26 1,325 1,370
 
Other Utility (0.0%)        
American Water Capital Corp. 3.850% 3/1/24 2,500 2,752
American Water Capital Corp. 3.400% 3/1/25 6,798 7,325
 
        651,585
Total Corporate Bonds (Cost $11,513,559)       11,996,884
Sovereign Bonds (U.S. Dollar-Denominated) (6.1%)        
Asian Development Bank 2.125% 11/24/21 7,300 7,546
Asian Development Bank 1.875% 2/18/22 20,750 21,192

 

 

Asian Development Bank 2.000% 1/22/25 11,950 12,172
Asian Development Bank 2.000% 4/24/26 5,000 5,088
Asian Development Bank 1.750% 8/14/26 15,000 14,935
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 16,825 16,989
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 16,475 16,871
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 17,950 19,474
Corp. Andina de Fomento 4.375% 6/15/22 12,670 14,032
Ecopetrol SA 5.875% 9/18/23 11,550 12,416
Ecopetrol SA 4.125% 1/16/25 10,693 10,372
Ecopetrol SA 5.375% 6/26/26 15,000 15,563
Emirates Telecommunications Group Co.        
PJSC 3.500% 6/18/24 2,000 2,113
European Bank for Reconstruction &        
Development 1.875% 2/23/22 8,775 8,941
European Investment Bank 2.125% 10/15/21 22,150 22,893
European Investment Bank 2.250% 8/15/22 24,250 25,188
European Investment Bank 3.250% 1/29/24 25,475 28,277
European Investment Bank 2.500% 10/15/24 6,825 7,218
European Investment Bank 1.875% 2/10/25 32,300 32,467
European Investment Bank 2.125% 4/13/26 6,000 6,145
Export-Import Bank of Korea 5.000% 4/11/22 6,400 7,456
Export-Import Bank of Korea 4.000% 1/14/24 4,900 5,491
Export-Import Bank of Korea 2.875% 1/21/25 12,250 12,838
Export-Import Bank of Korea 3.250% 11/10/25 9,000 9,731
Export-Import Bank of Korea 2.625% 5/26/26 12,500 12,775
Export-Import Bank of Korea 3.250% 8/12/26 3,900 4,229
Hydro-Quebec 8.400% 1/15/22 4,825 6,305
Hydro-Quebec 8.050% 7/7/24 8,825 12,245
Inter-American Development Bank 1.750% 4/14/22 21,900 22,205
Inter-American Development Bank 3.000% 10/4/23 9,000 9,833
Inter-American Development Bank 3.000% 2/21/24 22,000 24,042
Inter-American Development Bank 2.125% 1/15/25 18,900 19,447
Inter-American Development Bank 7.000% 6/15/25 750 1,016
Inter-American Development Bank 2.000% 6/2/26 12,600 12,825
International Bank for Reconstruction &        
Development 1.625% 2/10/22 29,800 30,104
International Bank for Reconstruction &        
Development 1.875% 10/7/22 1,400 1,430
International Bank for Reconstruction &        
Development 7.625% 1/19/23 2,307 3,146
International Bank for Reconstruction &        
Development 1.750% 4/19/23 20,500 20,733
International Bank for Reconstruction &        
Development 2.500% 11/25/24 46,200 48,969
International Bank for Reconstruction &        
Development 2.500% 7/29/25 33,950 35,914
International Bank for Reconstruction &        
Development 8.875% 3/1/26 1,000 1,575
International Finance Corp. 2.125% 4/7/26 10,400 10,715
6 Japan Bank for International Cooperation 3.375% 7/31/23 2,775 3,042
6 Japan Bank for International Cooperation 3.000% 5/29/24 6,700 7,204
6 Japan Bank for International Cooperation 2.125% 2/10/25 11,000 10,981
6 Japan Bank for International Cooperation 2.500% 5/28/25 9,500 9,892
6 Japan Bank for International Cooperation 2.750% 1/21/26 10,000 10,670
6 Japan Bank for International Cooperation 2.375% 4/20/26 6,000 6,190
7 KFW 2.625% 1/25/22 34,630 36,631
7 KFW 2.000% 10/4/22 15,550 15,952
7 KFW 2.125% 1/17/23 32,025 32,993

 

 

7 KFW 2.500% 11/20/24 32,650 34,477
7 KFW 2.000% 5/2/25 16,700 16,980
Korea Development Bank 4.625% 11/16/21 5,600 6,360
Korea Development Bank 3.000% 9/14/22 9,550 10,159
Korea Development Bank 3.750% 1/22/24 7,050 7,794
Korea Development Bank 3.000% 1/13/26 10,000 10,618
Korea Development Bank 2.000% 9/12/26 8,000 7,824
7 Landwirtschaftliche Rentenbank 2.250% 10/1/21 8,645 8,981
7 Landwirtschaftliche Rentenbank 2.000% 1/13/25 14,000 14,271
7 Landwirtschaftliche Rentenbank 2.375% 6/10/25 11,250 11,797
7 Landwirtschaftliche Rentenbank 1.750% 7/27/26 14,625 14,562
North American Development Bank 2.400% 10/26/22 2,500 2,534
8 Oesterreichische Kontrollbank AG 2.375% 10/1/21 5,600 5,846
4 Oriental Republic of Uruguay 8.000% 11/18/22 3,680 4,762
4 Oriental Republic of Uruguay 4.500% 8/14/24 12,225 13,506
Petroleos Mexicanos 4.875% 1/24/22 40,400 41,276
Petroleos Mexicanos 3.500% 1/30/23 24,360 23,023
5 Petroleos Mexicanos 4.625% 9/21/23 7,000 7,032
Petroleos Mexicanos 4.875% 1/18/24 14,100 14,252
4 Petroleos Mexicanos 2.290% 2/15/24 1,425 1,453
Petroleos Mexicanos 4.250% 1/15/25 7,575 7,369
Petroleos Mexicanos 4.500% 1/23/26 7,550 7,349
5 Petroleos Mexicanos 6.875% 8/4/26 9,500 10,682
Petroleos Mexicanos 6.875% 8/4/26 5,000 5,622
Province of British Columbia 2.000% 10/23/22 12,000 12,240
Province of British Columbia 6.500% 1/15/26 1,935 2,601
Province of British Columbia 2.250% 6/2/26 6,700 6,842
Province of Manitoba 2.100% 9/6/22 4,400 4,520
Province of Manitoba 3.050% 5/14/24 13,600 14,666
Province of Manitoba 2.125% 6/22/26 4,000 4,013
Province of Nova Scotia 8.250% 7/30/22 4,700 6,179
Province of Ontario 2.450% 6/29/22 12,150 12,632
Province of Ontario 3.200% 5/16/24 9,650 10,466
Province of Ontario 2.500% 4/27/26 7,500 7,753
Quebec 2.625% 2/13/23 7,075 7,395
Quebec 7.125% 2/9/24 6,125 8,040
Quebec 2.875% 10/16/24 12,300 13,031
Quebec 2.500% 4/20/26 24,000 24,600
Republic of Chile 2.250% 10/30/22 4,075 4,126
Republic of Chile 3.125% 1/21/26 24,663 26,081
4 Republic of Colombia 2.625% 3/15/23 12,725 12,550
Republic of Colombia 4.000% 2/26/24 26,250 27,956
Republic of Colombia 8.125% 5/21/24 5,690 7,525
4 Republic of Colombia 4.500% 1/28/26 9,461 10,436
Republic of Finland 6.950% 2/15/26 695 955
Republic of Hungary 6.375% 3/29/21 34,925 40,469
Republic of Hungary 5.375% 2/21/23 2,080 2,382
Republic of Hungary 5.750% 11/22/23 282 332
Republic of Italy 6.875% 9/27/23 24,750 30,964
Republic of Korea 3.875% 9/11/23 9,710 11,060
Republic of Korea 5.625% 11/3/25 1,775 2,321
4 Republic of Panama 4.000% 9/22/24 10,400 11,362
4 Republic of Panama 3.750% 3/16/25 14,750 15,912
Republic of Panama 7.125% 1/29/26 4,430 5,969
Republic of Peru 7.350% 7/21/25 17,750 24,750
Republic of Poland 5.000% 3/23/22 31,321 35,706
Republic of Poland 3.000% 3/17/23 12,055 12,537
Republic of Poland 4.000% 1/22/24 18,118 20,020

 

 

Republic of Poland 3.250% 4/6/26 13,150 13,923
Republic of South Africa 5.875% 5/30/22 4,800 5,418
Republic of South Africa 4.665% 1/17/24 25,570 27,008
Republic of South Africa 5.875% 9/16/25 10,700 12,104
Republic of South Africa 4.875% 4/14/26 5,600 5,887
Republic of the Philippines 4.200% 1/21/24 11,450 13,024
Republic of the Philippines 9.500% 10/21/24 400 614
Republic of the Philippines 10.625% 3/16/25 10,105 16,484
Republic of the Philippines 5.500% 3/30/26 7,075 8,923
State of Israel 4.000% 6/30/22 11,475 12,721
State of Israel 3.150% 6/30/23 9,800 10,413
State of Israel 2.875% 3/16/26 10,000 10,375
Statoil ASA 2.750% 11/10/21 2,650 2,767
Statoil ASA 3.150% 1/23/22 7,975 8,435
Statoil ASA 2.450% 1/17/23 13,392 13,621
Statoil ASA 2.650% 1/15/24 8,425 8,634
Statoil ASA 3.700% 3/1/24 9,463 10,335
Statoil ASA 3.250% 11/10/24 6,562 6,986
United Mexican States 3.625% 3/15/22 32,648 34,403
United Mexican States 4.000% 10/2/23 38,455 41,144
United Mexican States 3.600% 1/30/25 30,455 31,568
United Mexican States 4.125% 1/21/26 16,200 17,466
United Mexican States 11.500% 5/15/26 500 831
Total Sovereign Bonds (Cost $1,722,642)       1,786,475
Taxable Municipal Bonds (0.2%)        
California GO 5.700% 11/1/21 2,300 2,719
California GO 6.650% 3/1/22 3,500 4,305
Energy Northwest Washington Electric        
Revenue (Columbia Generating Station) 2.814% 7/1/24 4,000 4,179
Florida Board of Administration Finance Corp        
Revenue 2.638% 7/1/21 4,000 4,156
George Washington University District of        
Columbia GO 3.485% 9/15/22 2,500 2,692
Georgia GO 4.503% 11/1/25 3,825 4,391
Illinois GO 4.950% 6/1/23 8,954 9,422
Massachusetts GO 4.200% 12/1/21 6,375 7,079
9 New Jersey Economic Development Authority        
Lease Revenue 0.000% 2/15/22 5,000 4,276
Oregon GO 5.762% 6/1/23 1,950 2,261
Pennsylvania GO 4.650% 2/15/26 1,975 2,227
Philadelphia PA Industrial Development        
Authority City Service Agreement Revenue 3.964% 4/15/26 1,000 1,027
Port Authority of New York & New Jersey        
Revenue 5.859% 12/1/24 2,930 3,713
South Carolina Public Service Authority        
Revenue 2.388% 12/1/23 3,100 3,162
Texas Transportation Commission Revenue 5.028% 4/1/26 1,000 1,211
Utah GO 4.554% 7/1/24 4,895 5,631
Utah GO 3.539% 7/1/25 65 72
9 Wisconsin GO 5.700% 5/1/26 3,245 3,972
Total Taxable Municipal Bonds (Cost $64,008)       66,495

 

 

      Market
      Value
  Coupon Shares ($000)
Temporary Cash Investment (0.7%)      
Money Market Fund (0.7%)      
10 Vanguard Market Liquidity Fund (Cost$207,558)      
0.640% 2,075,440 207,565
 
Total Investments (100.0%) (Cost $28,337,268)     29,361,837
Other Assets and Liabilities-Net (0.0%)     (4,095)
Net Assets (100%)     29,357,742

 

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 September 30, 2016, the aggregate value of these securities was $342,129,000, representing 1.2% 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.).

 

Intermediate-Term Bond Index Fund

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 September 30, 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 — 15,304,418 —
Corporate Bonds — 11,996,884 —
Sovereign Bonds — 1,786,475 —
Taxable Municipal Bonds — 66,495 —
Temporary Cash Investments 207,565 — —
Total 207,565 29,154,272 —

 

C. At September 30, 2016, the cost of investment securities for tax purposes was $28,337,268,000. Net unrealized appreciation of investment securities for tax purposes was $1,024,569,000, consisting of unrealized gains of $1,036,337,000 on securities that had risen in value since their purchase and $11,768,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Long-Term Bond Index Fund

Schedule of Investments (unaudited)

As of September 30, 2016

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (40.0%)        
U.S. Government Securities (38.2%)        
United States Treasury Note/Bond 1.500% 8/15/26 21,260 21,071
United States Treasury Note/Bond 6.750% 8/15/26 6,810 10,030
United States Treasury Note/Bond 6.500% 11/15/26 11,670 17,009
United States Treasury Note/Bond 6.375% 8/15/27 18,955 27,879
United States Treasury Note/Bond 6.125% 11/15/27 8,571 12,452
United States Treasury Note/Bond 5.500% 8/15/28 18,690 26,295
United States Treasury Note/Bond 5.250% 11/15/28 33,005 45,732
United States Treasury Note/Bond 5.250% 2/15/29 51,206 71,273
United States Treasury Note/Bond 6.125% 8/15/29 17,570 26,446
United States Treasury Note/Bond 6.250% 5/15/30 25,770 39,819
United States Treasury Note/Bond 5.375% 2/15/31 35,345 51,615
United States Treasury Note/Bond 4.500% 2/15/36 55,035 77,582
United States Treasury Note/Bond 4.750% 2/15/37 16,555 24,067
United States Treasury Note/Bond 5.000% 5/15/37 21,169 31,767
United States Treasury Note/Bond 4.375% 2/15/38 28,153 39,343
United States Treasury Note/Bond 4.500% 5/15/38 32,550 46,292
United States Treasury Note/Bond 3.500% 2/15/39 40,667 50,471
United States Treasury Note/Bond 4.250% 5/15/39 45,162 62,048
United States Treasury Note/Bond 4.500% 8/15/39 52,381 74,406
United States Treasury Note/Bond 4.375% 11/15/39 57,480 80,328
United States Treasury Note/Bond 4.625% 2/15/40 61,306 88,645
United States Treasury Note/Bond 4.375% 5/15/40 53,298 74,642
United States Treasury Note/Bond 3.875% 8/15/40 44,805 58,590
United States Treasury Note/Bond 4.250% 11/15/40 28,905 39,894
United States Treasury Note/Bond 4.750% 2/15/41 62,480 92,402
United States Treasury Note/Bond 4.375% 5/15/41 47,045 66,245
United States Treasury Note/Bond 3.750% 8/15/41 27,950 36,012
United States Treasury Note/Bond 3.125% 11/15/41 43,417 50,676
United States Treasury Note/Bond 3.125% 2/15/42 54,627 63,803
United States Treasury Note/Bond 3.000% 5/15/42 22,330 25,526
United States Treasury Note/Bond 2.750% 8/15/42 109,903 120,103
United States Treasury Note/Bond 2.750% 11/15/42 143,123 156,273
United States Treasury Note/Bond 3.125% 2/15/43 139,640 163,204
United States Treasury Note/Bond 2.875% 5/15/43 177,355 198,056
United States Treasury Note/Bond 3.625% 8/15/43 107,700 137,536
United States Treasury Note/Bond 3.750% 11/15/43 120,580 157,394
United States Treasury Note/Bond 3.625% 2/15/44 144,444 184,482
United States Treasury Note/Bond 3.375% 5/15/44 116,587 142,673
United States Treasury Note/Bond 3.125% 8/15/44 118,838 139,133
United States Treasury Note/Bond 3.000% 11/15/44 149,556 171,101
United States Treasury Note/Bond 2.500% 2/15/45 162,337 168,323
United States Treasury Note/Bond 3.000% 5/15/45 142,205 162,624
United States Treasury Note/Bond 2.875% 8/15/45 161,812 180,799
United States Treasury Note/Bond 3.000% 11/15/45 81,750 93,578
United States Treasury Note/Bond 2.500% 2/15/46 124,532 129,182
United States Treasury Note/Bond 2.500% 5/15/46 81,364 84,504
United States Treasury Note/Bond 2.250% 8/15/46 142,280 140,190
        3,961,515

 

 

Agency Bonds and Notes (1.8%)        
1 Federal Home Loan Banks 5.625% 3/14/36 1,000 1,458
1 Federal Home Loan Banks 5.500% 7/15/36 7,080 10,283
2 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 1,890 2,847
2 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 16,260 25,118
2 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 17,092 25,844
2 Federal National Mortgage Assn. 6.250% 5/15/29 15,880 22,936
2 Federal National Mortgage Assn. 7.125% 1/15/30 9,175 14,303
2 Federal National Mortgage Assn. 7.250% 5/15/30 8,835 13,994
2 Federal National Mortgage Assn. 6.625% 11/15/30 9,050 13,776
2 Federal National Mortgage Assn. 5.625% 7/15/37 6,080 8,983
2 Federal National Mortgage Assn. 6.210% 8/6/38 700 1,108
1 Tennessee Valley Authority 7.125% 5/1/30 3,970 6,104
1 Tennessee Valley Authority 4.650% 6/15/35 4,510 5,788
1 Tennessee Valley Authority 5.880% 4/1/36 4,535 6,589
1 Tennessee Valley Authority 5.980% 4/1/36 1,000 1,468
1 Tennessee Valley Authority 6.150% 1/15/38 2,450 3,709
1 Tennessee Valley Authority 5.500% 6/15/38 1,175 1,670
1 Tennessee Valley Authority 5.250% 9/15/39 7,645 10,580
1 Tennessee Valley Authority 3.500% 12/15/42 3,150 3,453
1 Tennessee Valley Authority 4.875% 1/15/48 2,650 3,480
1 Tennessee Valley Authority 5.375% 4/1/56 1,950 2,807
1 Tennessee Valley Authority 4.625% 9/15/60 1,400 1,790
1 Tennessee Valley Authority 4.250% 9/15/65 3,500 4,189
        192,277
Total U.S. Government and Agency Obligations (Cost $3,641,056)     4,153,792
Corporate Bonds (49.8%)        
Finance (8.7%)        
Banking (4.7%)        
American Express Co. 4.050% 12/3/42 2,406 2,536
Bank of America Corp. 4.250% 10/22/26 8,439 8,929
Bank of America Corp. 6.750% 6/1/28 425 538
Bank of America Corp. 6.110% 1/29/37 6,600 8,056
Bank of America Corp. 7.750% 5/14/38 5,945 8,608
Bank of America Corp. 5.875% 2/7/42 6,635 8,669
Bank of America Corp. 5.000% 1/21/44 6,976 8,194
Bank of America Corp. 4.875% 4/1/44 3,400 3,950
Bank of America Corp. 4.750% 4/21/45 1,900 2,040
Bank of America NA 6.000% 10/15/36 3,400 4,375
Bank One Capital III 8.750% 9/1/30 425 619
Bank One Corp. 7.625% 10/15/26 4,975 6,639
Bank One Corp. 8.000% 4/29/27 185 250
Barclays plc 5.250% 8/17/45 4,500 5,083
Branch Banking & Trust Co. 3.800% 10/30/26 2,450 2,660
Citigroup Inc. 4.400% 6/10/25 5,575 5,901
Citigroup Inc. 4.600% 3/9/26 400 429
Citigroup Inc. 4.300% 11/20/26 2,750 2,875
Citigroup Inc. 4.450% 9/29/27 7,394 7,709
Citigroup Inc. 6.625% 1/15/28 625 792
Citigroup Inc. 4.125% 7/25/28 5,300 5,413
Citigroup Inc. 6.625% 6/15/32 3,350 4,137
Citigroup Inc. 6.000% 10/31/33 4,025 4,739
Citigroup Inc. 6.125% 8/25/36 5,033 6,071
Citigroup Inc. 8.125% 7/15/39 6,435 10,155
Citigroup Inc. 5.875% 1/30/42 4,285 5,501
Citigroup Inc. 6.675% 9/13/43 2,566 3,384

 

 

Citigroup Inc. 4.950% 11/7/43 3,508 4,000
Citigroup Inc. 5.300% 5/6/44 3,450 3,872
Citigroup Inc. 4.750% 5/18/46 750 788
Cooperatieve Rabobank UA 5.250% 5/24/41 6,675 8,315
Cooperatieve Rabobank UA 5.750% 12/1/43 4,225 5,125
Cooperatieve Rabobank UA 5.250% 8/4/45 2,300 2,639
Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 6,625 7,113
Credit Suisse USA Inc. 7.125% 7/15/32 2,400 3,299
Fifth Third Bancorp 8.250% 3/1/38 3,420 5,072
First Republic Bank 4.375% 8/1/46 1,200 1,199
FirstMerit Bank NA 4.270% 11/25/26 1,225 1,274
Goldman Sachs Capital I 6.345% 2/15/34 5,175 6,307
Goldman Sachs Group Inc. 5.950% 1/15/27 4,008 4,747
Goldman Sachs Group Inc. 6.125% 2/15/33 10,300 12,996
Goldman Sachs Group Inc. 6.450% 5/1/36 5,100 6,317
Goldman Sachs Group Inc. 6.750% 10/1/37 15,940 20,348
Goldman Sachs Group Inc. 6.250% 2/1/41 7,470 9,790
Goldman Sachs Group Inc. 4.800% 7/8/44 7,375 8,319
Goldman Sachs Group Inc. 5.150% 5/22/45 6,700 7,329
Goldman Sachs Group Inc. 4.750% 10/21/45 4,000 4,500
HSBC Bank USA NA 5.875% 11/1/34 4,390 5,315
HSBC Bank USA NA 5.625% 8/15/35 3,525 4,165
HSBC Bank USA NA 7.000% 1/15/39 2,625 3,561
HSBC Holdings plc 7.625% 5/17/32 1,050 1,431
HSBC Holdings plc 7.350% 11/27/32 200 270
HSBC Holdings plc 6.500% 5/2/36 6,200 7,860
HSBC Holdings plc 6.500% 9/15/37 8,950 11,478
HSBC Holdings plc 6.800% 6/1/38 1,540 2,043
HSBC Holdings plc 6.100% 1/14/42 3,370 4,483
HSBC Holdings plc 5.250% 3/14/44 4,925 5,572
JPMorgan Chase & Co. 2.950% 10/1/26 10,500 10,475
JPMorgan Chase & Co. 4.125% 12/15/26 6,150 6,565
JPMorgan Chase & Co. 4.250% 10/1/27 4,450 4,791
JPMorgan Chase & Co. 6.400% 5/15/38 6,800 9,428
JPMorgan Chase & Co. 5.500% 10/15/40 5,825 7,409
JPMorgan Chase & Co. 5.600% 7/15/41 4,825 6,194
JPMorgan Chase & Co. 5.400% 1/6/42 5,104 6,404
JPMorgan Chase & Co. 5.625% 8/16/43 3,550 4,295
JPMorgan Chase & Co. 4.850% 2/1/44 2,425 2,935
JPMorgan Chase & Co. 4.950% 6/1/45 10,364 11,505
KeyBank NA 6.950% 2/1/28 1,018 1,329
3 Lloyds Banking Group plc 5.300% 12/1/45 2,000 2,153
Morgan Stanley 4.350% 9/8/26 7,900 8,406
Morgan Stanley 3.950% 4/23/27 6,800 7,051
Morgan Stanley 7.250% 4/1/32 2,025 2,803
Morgan Stanley 6.375% 7/24/42 6,525 8,837
Morgan Stanley 4.300% 1/27/45 12,000 12,823
Regions Bank 6.450% 6/26/37 1,850 2,215
Regions Financial Corp. 7.375% 12/10/37 1,350 1,728
Wachovia Bank NA 5.850% 2/1/37 3,000 3,739
Wachovia Corp. 7.500% 4/15/35 1,940 2,691
Wachovia Corp. 5.500% 8/1/35 1,585 1,845
Wachovia Corp. 6.550% 10/15/35 125 159
Wells Fargo & Co. 4.300% 7/22/27 5,600 6,001
Wells Fargo & Co. 5.375% 2/7/35 2,450 3,023
Wells Fargo & Co. 5.375% 11/2/43 9,060 10,530
Wells Fargo & Co. 5.606% 1/15/44 7,845 9,396

 

 

Wells Fargo & Co. 4.650% 11/4/44 4,600 4,815
Wells Fargo & Co. 3.900% 5/1/45 6,150 6,345
Wells Fargo & Co. 4.900% 11/17/45 6,700 7,400
Wells Fargo & Co. 4.400% 6/14/46 5,000 5,092
Wells Fargo Bank NA 5.950% 8/26/36 1,755 2,224
Wells Fargo Bank NA 6.600% 1/15/38 6,075 8,335
4 Wells Fargo Capital X 5.950% 12/1/86 3,025 3,312
 
Brokerage (0.2%)        
Brookfield Asset Management Inc. 7.375% 3/1/33 850 1,030
CME Group Inc. 5.300% 9/15/43 2,475 3,187
Invesco Finance plc 5.375% 11/30/43 1,965 2,306
Jefferies Group LLC 6.450% 6/8/27 950 1,071
Jefferies Group LLC 6.250% 1/15/36 1,975 2,063
Legg Mason Inc. 5.625% 1/15/44 1,900 1,977
Leucadia National Corp. 6.625% 10/23/43 800 800
Raymond James Financial Inc. 3.625% 9/15/26 1,700 1,727
Raymond James Financial Inc. 4.950% 7/15/46 875 882
 
Finance Companies (0.4%)        
GATX Corp. 5.200% 3/15/44 575 620
GATX Corp. 4.500% 3/30/45 150 141
GE Capital International Funding Co. 4.418% 11/15/35 37,876 42,726
 
Insurance (3.0%)        
ACE Capital Trust II 9.700% 4/1/30 1,100 1,660
Aetna Inc. 4.250% 6/15/36 4,400 4,571
Aetna Inc. 6.625% 6/15/36 2,700 3,662
Aetna Inc. 6.750% 12/15/37 1,700 2,363
Aetna Inc. 4.500% 5/15/42 1,925 2,106
Aetna Inc. 4.125% 11/15/42 1,450 1,497
Aetna Inc. 4.750% 3/15/44 1,250 1,411
Aetna Inc. 4.375% 6/15/46 8,340 8,696
Aflac Inc. 2.875% 10/15/26 1,150 1,158
Aflac Inc. 6.900% 12/17/39 1,300 1,841
Aflac Inc. 6.450% 8/15/40 1,335 1,814
Aflac Inc. 4.000% 10/15/46 1,125 1,139
Alleghany Corp. 4.900% 9/15/44 975 1,012
Allstate Corp. 5.350% 6/1/33 1,950 2,424
Allstate Corp. 5.550% 5/9/35 1,435 1,841
Allstate Corp. 5.950% 4/1/36 950 1,281
Allstate Corp. 4.500% 6/15/43 1,380 1,625
4 Allstate Corp. 6.500% 5/15/67 1,675 1,949
American International Group Inc. 3.875% 1/15/35 3,400 3,335
American International Group Inc. 4.700% 7/10/35 2,525 2,731
American International Group Inc. 6.250% 5/1/36 1,200 1,478
American International Group Inc. 4.500% 7/16/44 8,075 8,251
American International Group Inc. 4.800% 7/10/45 1,857 1,973
American International Group Inc. 4.375% 1/15/55 1,900 1,809
4 American International Group Inc. 8.175% 5/15/68 1,500 1,996
Anthem Inc. 5.950% 12/15/34 671 822
Anthem Inc. 5.850% 1/15/36 2,375 2,902
Anthem Inc. 6.375% 6/15/37 2,445 3,202
Anthem Inc. 4.625% 5/15/42 2,900 3,138
Anthem Inc. 4.650% 1/15/43 925 1,007
Anthem Inc. 5.100% 1/15/44 2,500 2,893
Anthem Inc. 4.650% 8/15/44 2,650 2,884

 

 

Anthem Inc. 4.850% 8/15/54 800 870
Aon Corp. 8.205% 1/1/27 1,050 1,392
Aon Corp. 6.250% 9/30/40 1,750 2,223
Aon plc 4.250% 12/12/42 575 573
Aon plc 4.450% 5/24/43 1,575 1,636
Aon plc 4.600% 6/14/44 2,950 3,118
Arch Capital Group Ltd. 7.350% 5/1/34 625 843
Arch Capital Group US Inc. 5.144% 11/1/43 2,050 2,247
Assurant Inc. 6.750% 2/15/34 1,489 1,874
AXA SA 8.600% 12/15/30 4,895 6,826
AXIS Specialty Finance plc 5.150% 4/1/45 875 946
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 3,025 4,059
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 1,775 2,023
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 2,180 2,458
Berkshire Hathaway Inc. 4.500% 2/11/43 3,152 3,665
Chubb Corp. 6.000% 5/11/37 2,675 3,635
Chubb Corp. 6.500% 5/15/38 1,905 2,747
Chubb INA Holdings Inc. 6.700% 5/15/36 1,000 1,442
Chubb INA Holdings Inc. 4.150% 3/13/43 1,602 1,788
Chubb INA Holdings Inc. 4.350% 11/3/45 5,031 5,793
Cigna Corp. 7.875% 5/15/27 650 907
Cigna Corp. 6.150% 11/15/36 1,625 2,059
Cigna Corp. 5.875% 3/15/41 1,560 1,959
Cigna Corp. 5.375% 2/15/42 2,445 2,963
Cincinnati Financial Corp. 6.920% 5/15/28 1,200 1,558
Cincinnati Financial Corp. 6.125% 11/1/34 1,350 1,643
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 1,100 1,283
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 1,500 1,576
Hartford Financial Services Group Inc. 5.950% 10/15/36 1,675 2,002
Hartford Financial Services Group Inc. 6.625% 3/30/40 736 951
Hartford Financial Services Group Inc. 6.100% 10/1/41 1,325 1,620
Hartford Financial Services Group Inc. 4.300% 4/15/43 400 394
Humana Inc. 8.150% 6/15/38 810 1,198
Humana Inc. 4.625% 12/1/42 1,476 1,562
Humana Inc. 4.950% 10/1/44 2,195 2,444
Lincoln National Corp. 6.150% 4/7/36 2,125 2,505
Lincoln National Corp. 7.000% 6/15/40 2,295 2,961
Loews Corp. 6.000% 2/1/35 1,050 1,325
Loews Corp. 4.125% 5/15/43 1,965 2,046
Manulife Financial Corp. 5.375% 3/4/46 2,500 2,989
Markel Corp. 5.000% 3/30/43 1,100 1,189
Markel Corp. 5.000% 4/5/46 1,100 1,194
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 1,125 1,429
MetLife Inc. 6.500% 12/15/32 2,025 2,609
MetLife Inc. 6.375% 6/15/34 2,400 3,091
MetLife Inc. 5.700% 6/15/35 3,480 4,236
MetLife Inc. 5.875% 2/6/41 3,153 3,918
MetLife Inc. 4.125% 8/13/42 2,525 2,513
MetLife Inc. 4.875% 11/13/43 3,750 4,168
MetLife Inc. 4.721% 12/15/44 2,800 3,039
MetLife Inc. 4.050% 3/1/45 3,150 3,111
MetLife Inc. 4.600% 5/13/46 1,000 1,086
4 MetLife Inc. 6.400% 12/15/66 5,020 5,572
4 MetLife Inc. 10.750% 8/1/69 840 1,344
Munich Re America Corp. 7.450% 12/15/26 1,000 1,327
4 Nationwide Financial Services Inc. 6.750% 5/15/87 1,025 1,089
Principal Financial Group Inc. 6.050% 10/15/36 2,000 2,512

 

 

Principal Financial Group Inc. 4.625% 9/15/42 675 713
Principal Financial Group Inc. 4.350% 5/15/43 1,000 1,017
Progressive Corp. 2.450% 1/15/27 2,500 2,491
Progressive Corp. 6.625% 3/1/29 2,850 3,826
Progressive Corp. 4.350% 4/25/44 2,190 2,533
Protective Life Corp. 8.450% 10/15/39 1,020 1,440
Prudential Financial Inc. 5.750% 7/15/33 350 415
Prudential Financial Inc. 5.400% 6/13/35 1,820 2,090
Prudential Financial Inc. 5.900% 3/17/36 2,100 2,548
Prudential Financial Inc. 5.700% 12/14/36 2,650 3,178
Prudential Financial Inc. 6.625% 12/1/37 2,450 3,162
Prudential Financial Inc. 6.625% 6/21/40 1,550 2,007
Prudential Financial Inc. 6.200% 11/15/40 1,750 2,163
Prudential Financial Inc. 5.625% 5/12/41 1,025 1,207
Prudential Financial Inc. 5.100% 8/15/43 1,395 1,561
Prudential Financial Inc. 4.600% 5/15/44 4,188 4,479
Reinsurance Group of America Inc. 3.950% 9/15/26 1,175 1,219
Transatlantic Holdings Inc. 8.000% 11/30/39 1,325 1,827
Travelers Cos. Inc. 6.750% 6/20/36 1,000 1,448
Travelers Cos. Inc. 6.250% 6/15/37 734 1,021
Travelers Cos. Inc. 5.350% 11/1/40 2,750 3,545
Travelers Cos. Inc. 4.600% 8/1/43 1,825 2,182
Travelers Cos. Inc. 4.300% 8/25/45 750 862
Travelers Cos. Inc. 3.750% 5/15/46 1,800 1,902
Travelers Property Casualty Corp. 6.375% 3/15/33 1,750 2,401
Trinity Acquisition plc 6.125% 8/15/43 1,000 1,118
UnitedHealth Group Inc. 4.625% 7/15/35 3,350 3,899
UnitedHealth Group Inc. 5.800% 3/15/36 2,635 3,470
UnitedHealth Group Inc. 6.500% 6/15/37 890 1,244
UnitedHealth Group Inc. 6.625% 11/15/37 2,575 3,684
UnitedHealth Group Inc. 6.875% 2/15/38 4,185 6,148
UnitedHealth Group Inc. 5.950% 2/15/41 1,050 1,428
UnitedHealth Group Inc. 4.625% 11/15/41 2,825 3,278
UnitedHealth Group Inc. 4.375% 3/15/42 1,500 1,678
UnitedHealth Group Inc. 3.950% 10/15/42 3,050 3,243
UnitedHealth Group Inc. 4.250% 3/15/43 6,450 7,133
UnitedHealth Group Inc. 4.750% 7/15/45 3,310 3,979
Unum Group 5.750% 8/15/42 900 1,025
Validus Holdings Ltd. 8.875% 1/26/40 940 1,333
Voya Financial Inc. 5.700% 7/15/43 1,325 1,488
Voya Financial Inc. 4.800% 6/15/46 1,350 1,345
WR Berkley Corp. 4.750% 8/1/44 1,370 1,457
XLIT Ltd. 6.250% 5/15/27 825 994
XLIT Ltd. 5.250% 12/15/43 1,050 1,154
XLIT Ltd. 5.500% 3/31/45 1,700 1,660
 
Real Estate Investment Trusts (0.4%)        
Alexandria Real Estate Equities Inc. 3.950% 1/15/27 600 627
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 1,350 1,454
AvalonBay Communities Inc. 2.900% 10/15/26 2,000 1,992
AvalonBay Communities Inc. 3.900% 10/15/46 650 648
Boston Properties LP 2.750% 10/1/26 3,125 3,085
Brandywine Operating Partnership LP 4.550% 10/1/29 820 858
ERP Operating LP 4.500% 7/1/44 1,450 1,597
ERP Operating LP 4.500% 6/1/45 2,200 2,443
Federal Realty Investment Trust 4.500% 12/1/44 1,800 2,047
Federal Realty Investment Trust 3.625% 8/1/46 1,000 981

 

 

HCP Inc. 6.750% 2/1/41 900 1,113
Kilroy Realty LP 4.250% 8/15/29 1,300 1,381
Kimco Realty Corp. 2.800% 10/1/26 1,550 1,534
Kite Realty Group LP 4.000% 10/1/26 925 933
Liberty Property LP 3.250% 10/1/26 1,100 1,110
Omega Healthcare Investors Inc. 4.500% 4/1/27 2,325 2,348
Realty Income Corp. 4.125% 10/15/26 850 919
Realty Income Corp. 5.875% 3/15/35 1,170 1,446
Simon Property Group LP 6.750% 2/1/40 1,975 2,871
Simon Property Group LP 4.750% 3/15/42 1,100 1,308
Simon Property Group LP 4.250% 10/1/44 1,040 1,147
3 Spirit Realty LP 4.450% 9/15/26 950 944
Tanger Properties LP 3.125% 9/1/26 900 898
UDR Inc. 2.950% 9/1/26 950 941
Ventas Realty LP 3.250% 10/15/26 1,375 1,389
Ventas Realty LP 5.700% 9/30/43 750 903
Ventas Realty LP 4.375% 2/1/45 1,575 1,610
Welltower Inc. 6.500% 3/15/41 1,700 2,189
Welltower Inc. 5.125% 3/15/43 910 1,013
WP Carey Inc. 4.250% 10/1/26 800 812
        903,099
Industrial (34.5%)        
Basic Industry (2.3%)        
Agrium Inc. 4.125% 3/15/35 1,150 1,133
Agrium Inc. 7.125% 5/23/36 500 651
Agrium Inc. 6.125% 1/15/41 2,225 2,715
Agrium Inc. 4.900% 6/1/43 2,975 3,145
Agrium Inc. 5.250% 1/15/45 1,590 1,766
Albemarle Corp. 5.450% 12/1/44 1,250 1,461
Barrick Gold Corp. 5.250% 4/1/42 2,625 2,859
Barrick North America Finance LLC 7.500% 9/15/38 850 1,053
Barrick North America Finance LLC 5.700% 5/30/41 2,850 3,273
Barrick North America Finance LLC 5.750% 5/1/43 3,925 4,675
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 2,420 2,762
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 2,185 2,275
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 7,600 8,976
CF Industries Inc. 5.150% 3/15/34 3,925 3,975
CF Industries Inc. 4.950% 6/1/43 2,575 2,395
CF Industries Inc. 5.375% 3/15/44 2,670 2,642
Domtar Corp. 6.250% 9/1/42 1,475 1,574
Dow Chemical Co. 7.375% 11/1/29 2,650 3,626
Dow Chemical Co. 4.250% 10/1/34 2,700 2,786
Dow Chemical Co. 9.400% 5/15/39 2,265 3,724
Dow Chemical Co. 5.250% 11/15/41 2,425 2,741
Dow Chemical Co. 4.375% 11/15/42 3,350 3,416
Dow Chemical Co. 4.625% 10/1/44 3,000 3,189
Eastman Chemical Co. 4.800% 9/1/42 2,090 2,150
Eastman Chemical Co. 4.650% 10/15/44 2,530 2,582
Ecolab Inc. 5.500% 12/8/41 2,690 3,367
EI du Pont de Nemours & Co. 6.500% 1/15/28 775 994
EI du Pont de Nemours & Co. 5.600% 12/15/36 627 770
EI du Pont de Nemours & Co. 4.900% 1/15/41 2,575 2,890
EI du Pont de Nemours & Co. 4.150% 2/15/43 2,075 2,153
Georgia-Pacific LLC 7.250% 6/1/28 1,200 1,635
Georgia-Pacific LLC 7.750% 11/15/29 1,215 1,756
Georgia-Pacific LLC 8.875% 5/15/31 1,500 2,373
Glencore Canada Corp. 6.200% 6/15/35 1,000 1,028

 

 

Goldcorp Inc. 5.450% 6/9/44 1,725 1,865
International Paper Co. 3.000% 2/15/27 2,500 2,498
International Paper Co. 5.000% 9/15/35 1,750 1,937
International Paper Co. 8.700% 6/15/38 945 1,401
International Paper Co. 7.300% 11/15/39 1,740 2,317
International Paper Co. 6.000% 11/15/41 1,750 2,063
International Paper Co. 4.800% 6/15/44 3,896 4,119
International Paper Co. 5.150% 5/15/46 2,600 2,926
International Paper Co. 4.400% 8/15/47 4,000 4,021
Lubrizol Corp. 6.500% 10/1/34 925 1,260
LYB International Finance BV 5.250% 7/15/43 1,600 1,830
LYB International Finance BV 4.875% 3/15/44 1,910 2,054
LyondellBasell Industries NV 4.625% 2/26/55 3,375 3,307
Meadwestvaco Corp. 7.950% 2/15/31 2,125 2,878
Methanex Corp. 5.650% 12/1/44 500 434
Monsanto Co. 4.200% 7/15/34 2,900 2,944
Monsanto Co. 5.875% 4/15/38 2,100 2,519
Monsanto Co. 3.600% 7/15/42 425 386
Monsanto Co. 4.400% 7/15/44 2,650 2,750
Monsanto Co. 3.950% 4/15/45 3,000 2,940
Monsanto Co. 4.700% 7/15/64 2,070 1,979
Mosaic Co. 5.450% 11/15/33 1,725 1,874
Mosaic Co. 4.875% 11/15/41 1,030 1,023
Mosaic Co. 5.625% 11/15/43 1,950 2,100
Newmont Mining Corp. 5.875% 4/1/35 1,210 1,362
Newmont Mining Corp. 6.250% 10/1/39 3,185 3,721
Newmont Mining Corp. 4.875% 3/15/42 4,000 4,214
Nucor Corp. 6.400% 12/1/37 2,143 2,692
Nucor Corp. 5.200% 8/1/43 2,280 2,625
Placer Dome Inc. 6.450% 10/15/35 700 799
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 1,465 1,781
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 1,855 2,226
PPG Industries Inc. 5.500% 11/15/40 1,480 1,816
Praxair Inc. 3.550% 11/7/42 2,300 2,380
Reliance Steel & Aluminum Co. 6.850% 11/15/36 350 390
Rio Tinto Alcan Inc. 5.750% 6/1/35 2,650 2,941
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 3,425 4,576
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 3,175 3,712
Rio Tinto Finance USA plc 4.750% 3/22/42 1,250 1,395
Rio Tinto Finance USA plc 4.125% 8/21/42 2,200 2,266
Rohm & Haas Co. 7.850% 7/15/29 3,050 4,296
RPM International Inc. 5.250% 6/1/45 400 424
Sherwin-Williams Co. 4.000% 12/15/42 400 396
Sherwin-Williams Co. 4.550% 8/1/45 1,110 1,188
Southern Copper Corp. 7.500% 7/27/35 3,050 3,595
Southern Copper Corp. 6.750% 4/16/40 3,070 3,362
Southern Copper Corp. 5.250% 11/8/42 3,845 3,662
Southern Copper Corp. 5.875% 4/23/45 6,375 6,375
Syngenta Finance NV 4.375% 3/28/42 650 639
Vale Canada Ltd. 7.200% 9/15/32 1,050 1,060
Vale Overseas Ltd. 8.250% 1/17/34 1,725 1,861
Vale Overseas Ltd. 6.875% 11/21/36 8,825 8,637
Vale Overseas Ltd. 6.875% 11/10/39 2,965 2,835
Vale SA 5.625% 9/11/42 6,440 5,410
3 Westlake Chemical Corp. 5.000% 8/15/46 2,150 2,177
Westrock MWV LLC 8.200% 1/15/30 520 708
Weyerhaeuser Co. 7.375% 3/15/32 2,765 3,752

 

 

Weyerhaeuser Co. 6.875% 12/15/33 1,750 2,232
 
Capital Goods (2.5%)        
3M Co. 6.375% 2/15/28 500 686
3M Co. 5.700% 3/15/37 2,010 2,753
3M Co. 3.875% 6/15/44 500 559
3M Co. 3.125% 9/19/46 3,000 2,957
ABB Finance USA Inc. 4.375% 5/8/42 1,525 1,751
Boeing Co. 6.125% 2/15/33 1,325 1,799
Boeing Co. 3.300% 3/1/35 3,250 3,318
Boeing Co. 6.625% 2/15/38 1,600 2,339
Boeing Co. 6.875% 3/15/39 1,275 1,922
Boeing Co. 5.875% 2/15/40 325 445
Boeing Co. 3.500% 3/1/45 820 849
Boeing Co. 3.375% 6/15/46 1,200 1,206
Caterpillar Inc. 5.300% 9/15/35 1,100 1,345
Caterpillar Inc. 6.050% 8/15/36 1,325 1,756
Caterpillar Inc. 5.200% 5/27/41 2,100 2,607
Caterpillar Inc. 3.803% 8/15/42 6,916 7,105
Caterpillar Inc. 4.300% 5/15/44 1,500 1,676
Caterpillar Inc. 4.750% 5/15/64 1,200 1,376
Deere & Co. 5.375% 10/16/29 2,469 3,163
Deere & Co. 8.100% 5/15/30 1,450 2,198
Deere & Co. 7.125% 3/3/31 200 286
Deere & Co. 3.900% 6/9/42 4,310 4,678
Dover Corp. 5.375% 10/15/35 825 1,026
Dover Corp. 6.600% 3/15/38 1,075 1,546
Dover Corp. 5.375% 3/1/41 1,450 1,858
Eaton Corp. 4.000% 11/2/32 1,245 1,332
Eaton Corp. 4.150% 11/2/42 2,650 2,830
Emerson Electric Co. 6.000% 8/15/32 1,650 2,137
Emerson Electric Co. 6.125% 4/15/39 1,350 1,886
Emerson Electric Co. 5.250% 11/15/39 175 220
3 Fortive Corp. 4.300% 6/15/46 1,250 1,340
General Dynamics Corp. 3.600% 11/15/42 1,900 2,027
General Electric Capital Corp. 6.750% 3/15/32 9,475 13,301
General Electric Capital Corp. 6.150% 8/7/37 3,957 5,474
General Electric Capital Corp. 5.875% 1/14/38 7,982 10,717
General Electric Capital Corp. 6.875% 1/10/39 6,437 9,693
General Electric Co. 4.125% 10/9/42 7,380 8,071
General Electric Co. 4.500% 3/11/44 7,670 8,824
Harris Corp. 4.854% 4/27/35 1,500 1,652
Harris Corp. 6.150% 12/15/40 845 1,071
Harris Corp. 5.054% 4/27/45 2,550 2,911
Honeywell International Inc. 5.700% 3/15/36 1,700 2,259
Honeywell International Inc. 5.700% 3/15/37 1,850 2,477
Honeywell International Inc. 5.375% 3/1/41 1,670 2,224
Illinois Tool Works Inc. 4.875% 9/15/41 3,450 4,255
Illinois Tool Works Inc. 3.900% 9/1/42 3,250 3,594
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 1,750 2,177
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 1,200 1,306
Lafarge SA 7.125% 7/15/36 1,350 1,718
Lockheed Martin Corp. 3.600% 3/1/35 3,200 3,283
Lockheed Martin Corp. 4.500% 5/15/36 1,650 1,893
Lockheed Martin Corp. 6.150% 9/1/36 2,535 3,418
Lockheed Martin Corp. 5.500% 11/15/39 1,100 1,382
Lockheed Martin Corp. 5.720% 6/1/40 2,239 2,902

 

 

Lockheed Martin Corp. 4.850% 9/15/41 1,625 1,925
Lockheed Martin Corp. 4.070% 12/15/42 5,075 5,460
Lockheed Martin Corp. 3.800% 3/1/45 250 258
Lockheed Martin Corp. 4.700% 5/15/46 4,625 5,510
Northrop Grumman Corp. 5.050% 11/15/40 1,900 2,287
Northrop Grumman Corp. 4.750% 6/1/43 1,375 1,629
Northrop Grumman Corp. 3.850% 4/15/45 2,116 2,187
Northrop Grumman Systems Corp. 7.750% 2/15/31 1,315 1,975
Owens Corning 7.000% 12/1/36 1,375 1,740
Parker-Hannifin Corp. 4.200% 11/21/34 1,650 1,861
Parker-Hannifin Corp. 6.250% 5/15/38 1,095 1,564
Parker-Hannifin Corp. 4.450% 11/21/44 1,650 1,962
Precision Castparts Corp. 4.200% 6/15/35 100 113
Precision Castparts Corp. 3.900% 1/15/43 2,375 2,611
Precision Castparts Corp. 4.375% 6/15/45 500 592
Raytheon Co. 7.200% 8/15/27 700 985
Raytheon Co. 4.875% 10/15/40 2,300 2,816
Raytheon Co. 4.700% 12/15/41 2,450 2,972
Republic Services Inc. 6.200% 3/1/40 2,310 3,138
Republic Services Inc. 5.700% 5/15/41 1,175 1,503
Rockwell Automation Inc. 6.700% 1/15/28 300 406
Rockwell Automation Inc. 6.250% 12/1/37 800 1,090
Rockwell Collins Inc. 4.800% 12/15/43 1,025 1,227
Sonoco Products Co. 5.750% 11/1/40 2,050 2,421
Stanley Black & Decker Inc. 5.200% 9/1/40 1,400 1,696
Tyco International Finance SA 5.125% 9/14/45 2,345 2,782
United Technologies Corp. 6.700% 8/1/28 1,175 1,597
United Technologies Corp. 7.500% 9/15/29 1,850 2,751
United Technologies Corp. 5.400% 5/1/35 2,275 2,830
United Technologies Corp. 6.050% 6/1/36 4,525 6,062
United Technologies Corp. 6.125% 7/15/38 2,275 3,104
United Technologies Corp. 5.700% 4/15/40 4,835 6,392
United Technologies Corp. 4.500% 6/1/42 7,750 8,998
United Technologies Corp. 4.150% 5/15/45 1,800 1,997
Valmont Industries Inc. 5.000% 10/1/44 825 801
Valmont Industries Inc. 5.250% 10/1/54 1,000 935
Waste Management Inc. 3.900% 3/1/35 3,110 3,326
Waste Management Inc. 4.100% 3/1/45 3,120 3,444
WW Grainger Inc. 4.600% 6/15/45 4,500 5,284
WW Grainger Inc. 3.750% 5/15/46 1,400 1,449
 
Communication (7.2%)        
21st Century Fox America Inc. 6.550% 3/15/33 725 928
21st Century Fox America Inc. 6.200% 12/15/34 4,015 5,083
21st Century Fox America Inc. 6.400% 12/15/35 2,330 2,997
21st Century Fox America Inc. 8.150% 10/17/36 1,225 1,786
21st Century Fox America Inc. 6.150% 3/1/37 2,905 3,658
21st Century Fox America Inc. 6.650% 11/15/37 3,370 4,473
21st Century Fox America Inc. 7.850% 3/1/39 825 1,187
21st Century Fox America Inc. 6.900% 8/15/39 2,550 3,427
21st Century Fox America Inc. 6.150% 2/15/41 5,375 6,820
21st Century Fox America Inc. 5.400% 10/1/43 3,735 4,455
21st Century Fox America Inc. 4.750% 9/15/44 2,525 2,783
21st Century Fox America Inc. 7.750% 12/1/45 1,995 2,977
America Movil SAB de CV 6.375% 3/1/35 3,460 4,198
America Movil SAB de CV 6.125% 11/15/37 2,225 2,681
America Movil SAB de CV 6.125% 3/30/40 5,960 7,181

 

 

America Movil SAB de CV 4.375% 7/16/42 4,300 4,252
American Tower Corp. 3.375% 10/15/26 3,900 3,962
American Tower Corp. 3.125% 1/15/27 1,600 1,594
Ameritech Capital Funding Corp. 6.550% 1/15/28 875 1,042
AT&T Corp. 8.250% 11/15/31 1,717 2,527
AT&T Inc. 4.500% 5/15/35 9,000 9,490
AT&T Inc. 6.500% 9/1/37 1,960 2,460
AT&T Inc. 6.300% 1/15/38 3,040 3,780
AT&T Inc. 6.550% 2/15/39 1,760 2,260
AT&T Inc. 6.350% 3/15/40 2,360 2,965
AT&T Inc. 6.000% 8/15/40 3,800 4,560
AT&T Inc. 5.350% 9/1/40 7,881 8,795
AT&T Inc. 6.375% 3/1/41 3,625 4,551
AT&T Inc. 5.550% 8/15/41 5,330 6,128
AT&T Inc. 5.150% 3/15/42 5,000 5,482
AT&T Inc. 4.300% 12/15/42 8,275 8,237
AT&T Inc. 4.800% 6/15/44 5,275 5,550
AT&T Inc. 4.350% 6/15/45 12,470 12,270
AT&T Inc. 4.750% 5/15/46 11,500 12,027
AT&T Inc. 5.650% 2/15/47 4,775 5,635
3 AT&T Inc. 4.500% 3/9/48 14,167 14,264
3 AT&T Inc. 4.550% 3/9/49 8,959 9,051
AT&T Mobility LLC 7.125% 12/15/31 1,950 2,647
Bellsouth Capital Funding Corp. 7.875% 2/15/30 2,218 3,021
BellSouth LLC 6.875% 10/15/31 1,452 1,812
BellSouth LLC 6.550% 6/15/34 790 941
BellSouth LLC 6.000% 11/15/34 1,071 1,216
BellSouth Telecommunications LLC 6.375% 6/1/28 1,815 2,195
British Telecommunications plc 9.375% 12/15/30 8,825 14,279
CBS Corp. 2.900% 1/15/27 3,000 2,920
CBS Corp. 7.875% 7/30/30 2,615 3,714
CBS Corp. 5.500% 5/15/33 1,223 1,368
CBS Corp. 5.900% 10/15/40 900 1,072
CBS Corp. 4.850% 7/1/42 2,200 2,303
CBS Corp. 4.900% 8/15/44 1,405 1,492
3 Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.384% 10/23/35 6,704 7,882
3 Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.484% 10/23/45 8,925 10,772
3 Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.834% 10/23/55 1,625 1,945
Comcast Corp. 4.250% 1/15/33 1,607 1,785
Comcast Corp. 7.050% 3/15/33 950 1,347
Comcast Corp. 4.200% 8/15/34 3,087 3,407
Comcast Corp. 5.650% 6/15/35 4,650 5,976
Comcast Corp. 4.400% 8/15/35 2,700 3,050
Comcast Corp. 6.500% 11/15/35 5,265 7,299
Comcast Corp. 3.200% 7/15/36 3,400 3,327
Comcast Corp. 6.450% 3/15/37 6,530 9,010
Comcast Corp. 6.950% 8/15/37 4,335 6,322
Comcast Corp. 6.400% 5/15/38 2,575 3,585
Comcast Corp. 6.550% 7/1/39 4,325 6,109
Comcast Corp. 6.400% 3/1/40 2,800 3,922
Comcast Corp. 4.650% 7/15/42 2,741 3,172
Comcast Corp. 4.500% 1/15/43 2,225 2,515
Comcast Corp. 4.750% 3/1/44 1,335 1,570
Comcast Corp. 4.600% 8/15/45 4,935 5,710

 

 

Comcast Corp. 3.400% 7/15/46 7,200 6,991
Deutsche Telekom International Finance BV 8.750% 6/15/30 11,230 17,506
Deutsche Telekom International Finance BV 9.250% 6/1/32 2,465 3,990
Discovery Communications LLC 6.350% 6/1/40 2,850 3,093
Discovery Communications LLC 4.950% 5/15/42 1,600 1,522
Discovery Communications LLC 4.875% 4/1/43 1,850 1,762
Grupo Televisa SAB 8.500% 3/11/32 1,260 1,606
Grupo Televisa SAB 6.625% 1/15/40 1,035 1,184
Grupo Televisa SAB 5.000% 5/13/45 5,300 5,061
Grupo Televisa SAB 6.125% 1/31/46 3,400 3,778
GTE Corp. 6.940% 4/15/28 2,225 2,929
Historic TW Inc. 6.625% 5/15/29 5,575 7,313
Koninklijke KPN NV 8.375% 10/1/30 3,325 4,688
Moody's Corp. 5.250% 7/15/44 1,700 2,097
NBCUniversal Media LLC 6.400% 4/30/40 3,695 5,197
NBCUniversal Media LLC 5.950% 4/1/41 3,725 5,002
NBCUniversal Media LLC 4.450% 1/15/43 6,225 7,017
New Cingular Wireless Services Inc. 8.750% 3/1/31 2,585 3,991
Orange SA 9.000% 3/1/31 8,209 13,097
Orange SA 5.375% 1/13/42 4,025 4,836
Orange SA 5.500% 2/6/44 2,810 3,529
Qwest Corp. 6.875% 9/15/33 3,124 3,120
Qwest Corp. 7.125% 11/15/43 1,500 1,519
Rogers Communications Inc. 7.500% 8/15/38 2,605 3,595
Rogers Communications Inc. 4.500% 3/15/43 2,275 2,460
Rogers Communications Inc. 5.450% 10/1/43 650 800
Rogers Communications Inc. 5.000% 3/15/44 2,465 2,892
3 S&P Global Inc. 2.950% 1/22/27 2,000 2,013
S&P Global Inc. 6.550% 11/15/37 1,150 1,446
TCI Communications Inc. 7.125% 2/15/28 1,095 1,544
Telefonica Emisiones SAU 7.045% 6/20/36 6,675 8,766
Telefonica Europe BV 8.250% 9/15/30 3,761 5,473
TELUS Corp. 2.800% 2/16/27 1,800 1,800
Thomson Reuters Corp. 5.500% 8/15/35 1,940 2,233
Thomson Reuters Corp. 5.850% 4/15/40 625 752
Thomson Reuters Corp. 4.500% 5/23/43 300 308
Thomson Reuters Corp. 5.650% 11/23/43 2,525 3,009
Time Warner Cable Inc. 6.550% 5/1/37 3,785 4,485
Time Warner Cable Inc. 7.300% 7/1/38 5,905 7,609
Time Warner Cable Inc. 6.750% 6/15/39 5,075 6,178
Time Warner Cable Inc. 5.875% 11/15/40 3,350 3,713
Time Warner Cable Inc. 5.500% 9/1/41 4,725 5,053
Time Warner Cable Inc. 4.500% 9/15/42 2,075 1,978
Time Warner Cos. Inc. 6.950% 1/15/28 2,550 3,378
Time Warner Entertainment Co. LP 8.375% 7/15/33 3,325 4,534
Time Warner Inc. 7.625% 4/15/31 5,075 7,186
Time Warner Inc. 7.700% 5/1/32 3,266 4,633
Time Warner Inc. 6.500% 11/15/36 2,850 3,684
Time Warner Inc. 6.200% 3/15/40 2,350 3,018
Time Warner Inc. 6.100% 7/15/40 4,235 5,327
Time Warner Inc. 6.250% 3/29/41 2,575 3,331
Time Warner Inc. 5.375% 10/15/41 2,350 2,780
Time Warner Inc. 4.900% 6/15/42 1,825 2,040
Time Warner Inc. 5.350% 12/15/43 1,385 1,650
Time Warner Inc. 4.650% 6/1/44 4,300 4,667
Time Warner Inc. 4.850% 7/15/45 950 1,065
Verizon Communications Inc. 7.750% 12/1/30 3,200 4,628

 

 

Verizon Communications Inc. 6.400% 9/15/33 5,710 7,410
Verizon Communications Inc. 5.050% 3/15/34 4,600 5,178
Verizon Communications Inc. 4.400% 11/1/34 9,000 9,569
Verizon Communications Inc. 5.850% 9/15/35 3,925 4,878
Verizon Communications Inc. 4.272% 1/15/36 8,600 8,972
Verizon Communications Inc. 6.250% 4/1/37 2,275 2,886
Verizon Communications Inc. 6.400% 2/15/38 2,515 3,265
Verizon Communications Inc. 6.900% 4/15/38 2,225 2,987
Verizon Communications Inc. 7.350% 4/1/39 2,210 3,127
Verizon Communications Inc. 6.000% 4/1/41 2,575 3,243
Verizon Communications Inc. 4.750% 11/1/41 3,750 4,087
Verizon Communications Inc. 3.850% 11/1/42 2,515 2,411
Verizon Communications Inc. 6.550% 9/15/43 12,565 16,928
Verizon Communications Inc. 4.125% 8/15/46 10,250 10,277
Verizon Communications Inc. 4.862% 8/21/46 12,213 13,619
Verizon Communications Inc. 4.522% 9/15/48 15,998 16,960
Verizon Communications Inc. 5.012% 8/21/54 19,418 21,525
Verizon Communications Inc. 4.672% 3/15/55 17,760 18,629
Viacom Inc. 3.450% 10/4/26 1,650 1,650
Viacom Inc. 4.850% 12/15/34 1,750 1,781
Viacom Inc. 6.875% 4/30/36 2,310 2,722
Viacom Inc. 4.500% 2/27/42 700 643
Viacom Inc. 4.375% 3/15/43 6,937 6,382
Viacom Inc. 4.875% 6/15/43 550 542
Viacom Inc. 5.850% 9/1/43 4,325 4,887
Viacom Inc. 5.250% 4/1/44 1,050 1,102
Vodafone Group plc 7.875% 2/15/30 2,800 3,890
Vodafone Group plc 6.250% 11/30/32 1,150 1,414
Vodafone Group plc 6.150% 2/27/37 4,500 5,457
Vodafone Group plc 4.375% 2/19/43 6,875 6,892
Walt Disney Co. 7.000% 3/1/32 1,865 2,685
Walt Disney Co. 4.375% 8/16/41 1,025 1,190
Walt Disney Co. 4.125% 12/1/41 2,805 3,147
Walt Disney Co. 3.700% 12/1/42 1,352 1,429
Walt Disney Co. 4.125% 6/1/44 1,483 1,684
WPP Finance 2010 5.125% 9/7/42 875 961
WPP Finance 2010 5.625% 11/15/43 1,515 1,813
 
Consumer Cyclical (3.4%)        
Alibaba Group Holding Ltd. 4.500% 11/28/34 2,500 2,756
Amazon.com Inc. 4.800% 12/5/34 5,475 6,443
Amazon.com Inc. 4.950% 12/5/44 2,650 3,248
Bed Bath & Beyond Inc. 4.915% 8/1/34 900 913
Bed Bath & Beyond Inc. 5.165% 8/1/44 2,925 2,843
BorgWarner Inc. 4.375% 3/15/45 1,750 1,846
Cummins Inc. 7.125% 3/1/28 950 1,310
Cummins Inc. 4.875% 10/1/43 1,625 1,943
CVS Health Corp. 5.300% 12/5/43 3,680 4,575
CVS Health Corp. 5.125% 7/20/45 14,925 18,191
Daimler Finance North America LLC 8.500% 1/18/31 4,940 8,072
Darden Restaurants Inc. 6.800% 10/15/37 875 1,037
Delphi Automotive plc 4.400% 10/1/46 925 947
eBay Inc. 4.000% 7/15/42 2,510 2,323
Ford Holdings LLC 9.300% 3/1/30 1,225 1,766
Ford Motor Co. 6.625% 10/1/28 1,900 2,382
Ford Motor Co. 6.375% 2/1/29 1,025 1,247
Ford Motor Co. 7.450% 7/16/31 6,450 8,506

 

 

Ford Motor Co. 4.750% 1/15/43 6,370 6,585
Ford Motor Co. 7.400% 11/1/46 1,075 1,556
General Motors Co. 5.000% 4/1/35 3,480 3,600
General Motors Co. 6.600% 4/1/36 2,894 3,487
General Motors Co. 6.250% 10/2/43 5,965 7,045
General Motors Co. 5.200% 4/1/45 4,345 4,518
General Motors Co. 6.750% 4/1/46 2,128 2,665
Harley-Davidson Inc. 4.625% 7/28/45 1,025 1,123
Home Depot Inc. 5.875% 12/16/36 11,300 15,525
Home Depot Inc. 5.400% 9/15/40 1,725 2,231
Home Depot Inc. 5.950% 4/1/41 1,975 2,699
Home Depot Inc. 4.200% 4/1/43 2,225 2,509
Home Depot Inc. 4.875% 2/15/44 3,750 4,586
Home Depot Inc. 4.400% 3/15/45 4,424 5,138
Home Depot Inc. 4.250% 4/1/46 4,875 5,614
Home Depot Inc. 3.500% 9/15/56 2,250 2,194
Johnson Controls Inc. 6.000% 1/15/36 850 1,026
Johnson Controls Inc. 5.700% 3/1/41 1,050 1,267
Johnson Controls Inc. 5.250% 12/1/41 1,135 1,313
Johnson Controls Inc. 4.625% 7/2/44 1,575 1,748
Johnson Controls Inc. 4.950% 7/2/64 1,300 1,362
Kohl's Corp. 5.550% 7/17/45 1,100 1,081
Lowe's Cos. Inc. 6.875% 2/15/28 550 758
Lowe's Cos. Inc. 6.500% 3/15/29 1,300 1,757
Lowe's Cos. Inc. 5.800% 10/15/36 2,250 2,933
Lowe's Cos. Inc. 6.650% 9/15/37 827 1,193
Lowe's Cos. Inc. 5.800% 4/15/40 2,525 3,344
Lowe's Cos. Inc. 5.125% 11/15/41 3,025 3,726
Lowe's Cos. Inc. 4.650% 4/15/42 4,260 4,972
Lowe's Cos. Inc. 5.000% 9/15/43 1,050 1,272
Lowe's Cos. Inc. 4.250% 9/15/44 127 141
Lowe's Cos. Inc. 4.375% 9/15/45 1,400 1,594
Lowe's Cos. Inc. 3.700% 4/15/46 8,550 8,801
Macy's Retail Holdings Inc. 6.900% 4/1/29 2,300 2,613
Macy's Retail Holdings Inc. 6.900% 1/15/32 37 42
Macy's Retail Holdings Inc. 6.700% 7/15/34 55 61
Macy's Retail Holdings Inc. 4.500% 12/15/34 1,928 1,805
Macy's Retail Holdings Inc. 6.375% 3/15/37 2,675 2,878
Macy's Retail Holdings Inc. 5.125% 1/15/42 500 472
Macy's Retail Holdings Inc. 4.300% 2/15/43 1,700 1,435
McDonald's Corp. 4.700% 12/9/35 2,500 2,823
McDonald's Corp. 6.300% 10/15/37 2,375 3,143
McDonald's Corp. 6.300% 3/1/38 2,015 2,681
McDonald's Corp. 5.700% 2/1/39 1,725 2,161
McDonald's Corp. 3.700% 2/15/42 2,275 2,253
McDonald's Corp. 3.625% 5/1/43 2,475 2,415
McDonald's Corp. 4.600% 5/26/45 1,780 2,001
McDonald's Corp. 4.875% 12/9/45 5,704 6,636
Metropolitan Museum of Art New York        
Revenue 3.400% 7/1/45 1,100 1,143
NIKE Inc. 3.625% 5/1/43 1,475 1,554
NIKE Inc. 3.875% 11/1/45 209 232
Nordstrom Inc. 6.950% 3/15/28 850 1,080
Nordstrom Inc. 5.000% 1/15/44 2,274 2,393
QVC Inc. 5.450% 8/15/34 1,500 1,390
QVC Inc. 5.950% 3/15/43 575 543
Starbucks Corp. 4.300% 6/15/45 975 1,157

 

 

Starwood Hotels & Resorts Worldwide Inc. 4.500% 10/1/34 1,004 1,052
Target Corp. 6.350% 11/1/32 1,829 2,485
Target Corp. 6.500% 10/15/37 2,512 3,585
Target Corp. 7.000% 1/15/38 1,794 2,699
Target Corp. 4.000% 7/1/42 3,750 4,087
Target Corp. 3.625% 4/15/46 3,500 3,620
Tiffany & Co. 4.900% 10/1/44 1,025 1,041
VF Corp. 6.450% 11/1/37 2,140 2,935
Visa Inc. 4.150% 12/14/35 5,040 5,704
Visa Inc. 4.300% 12/14/45 10,875 12,602
Wal-Mart Stores Inc. 5.875% 4/5/27 2,737 3,604
Wal-Mart Stores Inc. 7.550% 2/15/30 4,225 6,481
Wal-Mart Stores Inc. 5.250% 9/1/35 5,640 7,491
Wal-Mart Stores Inc. 6.500% 8/15/37 9,350 13,837
Wal-Mart Stores Inc. 6.200% 4/15/38 7,000 10,085
Wal-Mart Stores Inc. 5.625% 4/1/40 3,150 4,253
Wal-Mart Stores Inc. 4.875% 7/8/40 4,000 5,002
Wal-Mart Stores Inc. 5.000% 10/25/40 3,060 3,855
Wal-Mart Stores Inc. 5.625% 4/15/41 5,685 7,767
Wal-Mart Stores Inc. 4.000% 4/11/43 3,793 4,239
Wal-Mart Stores Inc. 4.750% 10/2/43 3,775 4,687
Wal-Mart Stores Inc. 4.300% 4/22/44 3,275 3,839
Walgreen Co. 4.400% 9/15/42 1,775 1,845
Walgreens Boots Alliance Inc. 4.500% 11/18/34 1,700 1,820
Walgreens Boots Alliance Inc. 4.800% 11/18/44 5,025 5,565
Walgreens Boots Alliance Inc. 4.650% 6/1/46 6,500 7,064
Western Union Co. 6.200% 11/17/36 1,950 2,085
Western Union Co. 6.200% 6/21/40 325 346
 
Consumer Noncyclical (8.7%)        
Abbott Laboratories 6.150% 11/30/37 3,075 4,039
Abbott Laboratories 6.000% 4/1/39 1,225 1,593
AbbVie Inc. 4.500% 5/14/35 8,964 9,549
AbbVie Inc. 4.300% 5/14/36 2,500 2,591
AbbVie Inc. 4.400% 11/6/42 8,341 8,672
AbbVie Inc. 4.700% 5/14/45 10,220 11,032
AbbVie Inc. 4.450% 5/14/46 4,950 5,176
Actavis Funding SCS 4.550% 3/15/35 9,265 9,890
Actavis Funding SCS 4.850% 6/15/44 5,575 6,151
Actavis Funding SCS 4.750% 3/15/45 6,275 6,869
Actavis Inc. 4.625% 10/1/42 5,175 5,539
Ahold Finance USA LLC 6.875% 5/1/29 1,575 2,036
4 Allina Health System 4.805% 11/15/45 850 1,021
Altria Group Inc. 4.250% 8/9/42 3,476 3,793
Altria Group Inc. 4.500% 5/2/43 4,397 4,981
Altria Group Inc. 5.375% 1/31/44 5,655 7,161
Altria Group Inc. 3.875% 9/16/46 2,700 2,811
AmerisourceBergen Corp. 4.250% 3/1/45 1,720 1,873
Amgen Inc. 4.950% 10/1/41 3,010 3,363
Amgen Inc. 5.150% 11/15/41 5,225 5,991
Amgen Inc. 4.400% 5/1/45 4,695 4,948
3 Amgen Inc. 4.563% 6/15/48 11,856 12,694
3 Amgen Inc. 4.663% 6/15/51 11,493 12,286
Anheuser-Busch Cos. LLC 6.800% 8/20/32 1,675 2,258
Anheuser-Busch Cos. LLC 5.950% 1/15/33 650 825
Anheuser-Busch Cos. LLC 5.750% 4/1/36 1,575 2,028
Anheuser-Busch Cos. LLC 6.450% 9/1/37 650 889

 

 

Anheuser-Busch Cos. LLC 6.500% 2/1/43 140 198
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 20,290 23,380
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 4,190 4,365
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 3,575 4,114
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 44,916 53,779
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 5,143 8,288
Anheuser-Busch InBev Worldwide Inc. 8.000% 11/15/39 2,034 3,262
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 1,225 1,672
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 4,625 4,664
Archer-Daniels-Midland Co. 5.935% 10/1/32 1,540 1,988
Archer-Daniels-Midland Co. 5.375% 9/15/35 1,615 2,001
Archer-Daniels-Midland Co. 4.535% 3/26/42 1,985 2,326
Archer-Daniels-Midland Co. 4.016% 4/16/43 1,660 1,805
Ascension Health 3.945% 11/15/46 1,975 2,161
4 Ascension Health 4.847% 11/15/53 1,379 1,707
AstraZeneca plc 6.450% 9/15/37 7,750 10,839
AstraZeneca plc 4.000% 9/18/42 4,000 4,166
AstraZeneca plc 4.375% 11/16/45 3,325 3,680
Baxalta Inc. 5.250% 6/23/45 3,550 4,215
Baxter International Inc. 3.500% 8/15/46 3,000 2,835
Baylor Scott & White Holdings Texas        
Revenue 4.185% 11/15/45 1,245 1,375
Becton Dickinson & Co. 6.000% 5/15/39 850 1,088
Becton Dickinson & Co. 5.000% 11/12/40 1,000 1,145
Becton Dickinson & Co. 4.875% 5/15/44 900 1,041
Becton Dickinson & Co. 4.685% 12/15/44 4,008 4,566
Biogen Inc. 5.200% 9/15/45 5,900 6,950
Boston Scientific Corp. 7.000% 11/15/35 1,300 1,712
Boston Scientific Corp. 7.375% 1/15/40 1,005 1,371
Bristol-Myers Squibb Co. 5.875% 11/15/36 1,307 1,771
Bristol-Myers Squibb Co. 6.125% 5/1/38 750 1,054
Bristol-Myers Squibb Co. 3.250% 8/1/42 3,340 3,340
Bristol-Myers Squibb Co. 4.500% 3/1/44 1,025 1,233
Bristol-Myers Squibb Co. 6.875% 8/1/97 900 1,421
Brown-Forman Corp. 3.750% 1/15/43 1,000 1,017
Brown-Forman Corp. 4.500% 7/15/45 1,650 1,896
Campbell Soup Co. 3.800% 8/2/42 1,100 1,107
Cardinal Health Inc. 4.600% 3/15/43 2,775 3,060
Cardinal Health Inc. 4.900% 9/15/45 1,250 1,476
4 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 2,525 2,529
Celgene Corp. 5.700% 10/15/40 1,000 1,190
Celgene Corp. 5.250% 8/15/43 5,200 5,929
Celgene Corp. 4.625% 5/15/44 4,425 4,671
Celgene Corp. 5.000% 8/15/45 1,000 1,121
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 1,250 1,426
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 1,415 1,592
Coca-Cola Co. 2.250% 9/1/26 2,700 2,681
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 2,375 2,842
Colgate-Palmolive Co. 4.000% 8/15/45 1,750 2,013
ConAgra Foods Inc. 7.125% 10/1/26 1,073 1,378
ConAgra Foods Inc. 7.000% 10/1/28 925 1,190
ConAgra Foods Inc. 8.250% 9/15/30 1,200 1,701
Danaher Corp. 4.375% 9/15/45 2,650 3,140
Delhaize America LLC 9.000% 4/15/31 400 559
Diageo Capital plc 5.875% 9/30/36 1,825 2,442
Diageo Capital plc 3.875% 4/29/43 1,725 1,831
Diageo Investment Corp. 7.450% 4/15/35 1,250 1,862

 

 

Diageo Investment Corp. 4.250% 5/11/42 1,802 2,043
Dignity Health California GO 4.500% 11/1/42 1,050 1,124
Dignity Health California GO 5.267% 11/1/64 1,100 1,316
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 860 1,273
Dr Pepper Snapple Group Inc. 4.500% 11/15/45 800 909
Eli Lilly & Co. 5.550% 3/15/37 1,435 1,900
Eli Lilly & Co. 3.700% 3/1/45 5,429 5,818
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,025 1,345
Estee Lauder Cos. Inc. 3.700% 8/15/42 1,475 1,528
Estee Lauder Cos. Inc. 4.375% 6/15/45 1,275 1,469
Express Scripts Holding Co. 3.400% 3/1/27 7,825 7,874
Express Scripts Holding Co. 6.125% 11/15/41 520 640
Express Scripts Holding Co. 4.800% 7/15/46 4,880 5,086
Flowers Foods Inc. 3.500% 10/1/26 1,000 999
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 2,325 2,409
Genentech Inc. 5.250% 7/15/35 300 383
General Mills Inc. 5.400% 6/15/40 1,675 2,091
General Mills Inc. 4.150% 2/15/43 1,775 1,937
Gilead Sciences Inc. 2.950% 3/1/27 7,075 7,140
Gilead Sciences Inc. 4.600% 9/1/35 1,779 1,965
Gilead Sciences Inc. 4.000% 9/1/36 2,300 2,351
Gilead Sciences Inc. 5.650% 12/1/41 3,145 3,895
Gilead Sciences Inc. 4.800% 4/1/44 6,380 7,147
Gilead Sciences Inc. 4.500% 2/1/45 6,500 6,911
Gilead Sciences Inc. 4.750% 3/1/46 5,554 6,199
Gilead Sciences Inc. 4.150% 3/1/47 16,000 16,225
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 1,450 1,821
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 7,494 10,852
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 1,200 1,384
Hasbro Inc. 6.350% 3/15/40 1,729 2,123
Hasbro Inc. 5.100% 5/15/44 1,025 1,101
Hershey Co. 7.200% 8/15/27 90 123
Ingredion Inc. 3.200% 10/1/26 1,550 1,582
Ingredion Inc. 6.625% 4/15/37 1,025 1,320
JM Smucker Co. 4.250% 3/15/35 1,250 1,377
JM Smucker Co. 4.375% 3/15/45 2,900 3,205
Johnson & Johnson 6.950% 9/1/29 1,850 2,756
Johnson & Johnson 4.950% 5/15/33 2,125 2,712
Johnson & Johnson 4.375% 12/5/33 2,300 2,753
Johnson & Johnson 3.550% 3/1/36 4,701 5,204
Johnson & Johnson 5.950% 8/15/37 2,705 3,963
Johnson & Johnson 5.850% 7/15/38 615 893
Johnson & Johnson 4.500% 9/1/40 754 949
Johnson & Johnson 4.850% 5/15/41 1,000 1,313
Johnson & Johnson 4.500% 12/5/43 254 317
Johnson & Johnson 3.700% 3/1/46 5,500 6,135
Kaiser Foundation Hospitals 4.875% 4/1/42 2,841 3,552
Kellogg Co. 7.450% 4/1/31 300 422
Kellogg Co. 4.500% 4/1/46 4,584 4,971
Kimberly-Clark Corp. 6.625% 8/1/37 2,675 3,966
Kimberly-Clark Corp. 5.300% 3/1/41 1,220 1,624
Kimberly-Clark Corp. 3.700% 6/1/43 980 1,055
Kimberly-Clark Corp. 3.200% 7/30/46 1,600 1,579
Koninklijke Ahold Delhaize NV 5.700% 10/1/40 2,514 3,038
Koninklijke Philips NV 6.875% 3/11/38 2,805 3,716
Koninklijke Philips NV 5.000% 3/15/42 1,390 1,524
Kraft Foods Group Inc. 6.875% 1/26/39 3,150 4,380

 

 

Kraft Foods Group Inc. 6.500% 2/9/40 3,925 5,282
Kraft Foods Group Inc. 5.000% 6/4/42 5,640 6,491
Kraft Heinz Foods Co. 5.000% 7/15/35 5,057 5,837
Kraft Heinz Foods Co. 5.200% 7/15/45 4,840 5,717
Kraft Heinz Foods Co. 4.375% 6/1/46 9,725 10,321
Kroger Co. 2.650% 10/15/26 3,000 2,980
Kroger Co. 3.875% 10/15/46 1,600 1,610
Laboratory Corp. of America Holdings 4.700% 2/1/45 2,700 2,937
Mattel Inc. 5.450% 11/1/41 750 822
4 Mayo Clinic 3.774% 11/15/43 900 943
4 Mayo Clinic 4.000% 11/15/47 1,200 1,299
4 Mayo Clinic 4.128% 11/15/52 1,050 1,197
McKesson Corp. 6.000% 3/1/41 2,790 3,608
McKesson Corp. 4.883% 3/15/44 1,225 1,443
Mead Johnson Nutrition Co. 5.900% 11/1/39 1,335 1,653
Mead Johnson Nutrition Co. 4.600% 6/1/44 1,500 1,605
Medtronic Inc. 4.375% 3/15/35 7,928 9,005
Medtronic Inc. 6.500% 3/15/39 1,350 1,908
Medtronic Inc. 5.550% 3/15/40 1,535 1,944
Medtronic Inc. 4.500% 3/15/42 1,950 2,216
Medtronic Inc. 4.625% 3/15/44 4,661 5,445
Medtronic Inc. 4.625% 3/15/45 13,788 16,130
Memorial Sloan-Kettering Cancer Center 4.200% 7/1/55 975 1,090
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 850 1,077
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 1,525 1,689
Merck & Co. Inc. 6.500% 12/1/33 3,795 5,339
Merck & Co. Inc. 6.550% 9/15/37 3,505 4,991
Merck & Co. Inc. 3.600% 9/15/42 1,275 1,332
Merck & Co. Inc. 4.150% 5/18/43 5,034 5,712
Merck & Co. Inc. 3.700% 2/10/45 6,285 6,686
Merck Sharp & Dohme Corp. 5.950% 12/1/28 1,300 1,723
Molson Coors Brewing Co. 5.000% 5/1/42 3,675 4,254
Molson Coors Brewing Co. 4.200% 7/15/46 3,225 3,366
Mondelez International Inc. 6.500% 11/1/31 2,450 3,228
Mondelez International Inc. 6.500% 2/9/40 1,689 2,291
Mylan Inc. 5.400% 11/29/43 1,240 1,335
3 Mylan NV 5.250% 6/15/46 3,000 3,154
New York & Presbyterian Hospital 3.563% 8/1/36 750 792
New York & Presbyterian Hospital 4.024% 8/1/45 2,600 2,836
New York & Presbyterian Hospital 4.063% 8/1/56 925 999
New York & Presbyterian Hospital 4.763% 8/1/16 540 585
Newell Brands Inc. 5.375% 4/1/36 1,702 2,007
Newell Brands Inc. 5.500% 4/1/46 6,475 7,867
Northwell Healthcare Inc. 3.979% 11/1/46 2,625 2,653
Novant Health Inc. 4.371% 11/1/43 975 1,117
Novartis Capital Corp. 3.700% 9/21/42 1,275 1,347
Novartis Capital Corp. 4.400% 5/6/44 6,875 8,121
Novartis Capital Corp. 4.000% 11/20/45 3,700 4,105
NYU Hospitals Center 4.784% 7/1/44 1,150 1,350
Partners Healthcare System Inc. 4.117% 7/1/55 1,000 1,114
PepsiCo Inc. 5.500% 1/15/40 3,275 4,337
PepsiCo Inc. 4.875% 11/1/40 3,740 4,566
PepsiCo Inc. 4.000% 3/5/42 2,970 3,235
PepsiCo Inc. 3.600% 8/13/42 1,625 1,684
PepsiCo Inc. 4.250% 10/22/44 2,233 2,566

 

 

PepsiCo Inc. 4.600% 7/17/45 2,599 3,147
PepsiCo Inc. 4.450% 4/14/46 1,400 1,652
Perrigo Co. plc 5.300% 11/15/43 1,600 1,657
Perrigo Finance Unlimited Co. 4.900% 12/15/44 1,275 1,281
Pfizer Inc. 7.200% 3/15/39 6,360 9,709
Pfizer Inc. 4.300% 6/15/43 3,550 4,021
Pfizer Inc. 4.400% 5/15/44 3,525 4,071
Pharmacia LLC 6.600% 12/1/28 3,200 4,379
Philip Morris International Inc. 6.375% 5/16/38 4,290 5,988
Philip Morris International Inc. 4.375% 11/15/41 2,450 2,728
Philip Morris International Inc. 4.500% 3/20/42 4,678 5,292
Philip Morris International Inc. 3.875% 8/21/42 3,675 3,826
Philip Morris International Inc. 4.125% 3/4/43 3,000 3,230
Philip Morris International Inc. 4.875% 11/15/43 1,185 1,427
Philip Morris International Inc. 4.250% 11/10/44 3,000 3,315
Premier Health Partners 2.911% 11/15/26 800 800
Procter & Gamble Co. 5.500% 2/1/34 1,600 2,179
Procter & Gamble Co. 5.800% 8/15/34 650 909
Procter & Gamble Co. 5.550% 3/5/37 5,745 8,035
Providence St. Joseph Health Obligated        
Group 2.746% 10/1/26 925 937
Quest Diagnostics Inc. 4.700% 3/30/45 1,175 1,266
Reynolds American Inc. 5.700% 8/15/35 2,808 3,479
Reynolds American Inc. 7.250% 6/15/37 2,125 2,921
Reynolds American Inc. 6.150% 9/15/43 1,350 1,786
Reynolds American Inc. 5.850% 8/15/45 4,975 6,461
Southern Baptist Hospital of Florida Inc. 4.857% 7/15/45 600 731
St. Jude Medical Inc. 4.750% 4/15/43 2,400 2,531
Stryker Corp. 4.100% 4/1/43 2,325 2,410
Stryker Corp. 4.375% 5/15/44 475 516
Stryker Corp. 4.625% 3/15/46 4,400 4,940
Sysco Corp. 5.375% 9/21/35 2,450 2,957
Sysco Corp. 4.850% 10/1/45 1,250 1,432
Sysco Corp. 4.500% 4/1/46 1,625 1,768
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 2,306 2,931
Teva Pharmaceutical Finance Netherlands III        
BV 3.150% 10/1/26 13,250 13,319
Teva Pharmaceutical Finance Netherlands III        
BV 4.100% 10/1/46 6,600 6,583
4 Texas Health Resources 4.330% 11/15/55 1,000 1,124
The Kroger Co. 7.700% 6/1/29 1,550 2,186
The Kroger Co. 8.000% 9/15/29 775 1,122
The Kroger Co. 7.500% 4/1/31 1,620 2,297
The Kroger Co. 6.900% 4/15/38 1,550 2,142
The Kroger Co. 5.400% 7/15/40 1,020 1,241
The Kroger Co. 5.000% 4/15/42 900 1,051
The Kroger Co. 5.150% 8/1/43 1,300 1,564
The Pepsi Bottling Group Inc. 7.000% 3/1/29 3,525 5,115
Thermo Fisher Scientific Inc. 5.300% 2/1/44 1,175 1,408
Trinity Health Corp. 4.125% 12/1/45 1,175 1,289
Tyson Foods Inc. 4.875% 8/15/34 2,570 2,848
Tyson Foods Inc. 5.150% 8/15/44 1,448 1,710
Unilever Capital Corp. 5.900% 11/15/32 4,433 6,178
Whirlpool Corp. 5.150% 3/1/43 950 1,110
Whirlpool Corp. 4.500% 6/1/46 1,975 2,135
Wyeth LLC 6.500% 2/1/34 2,485 3,396
Wyeth LLC 6.000% 2/15/36 510 681

 

 

Wyeth LLC 5.950% 4/1/37 6,935 9,296
Zimmer Biomet Holdings Inc. 4.250% 8/15/35 2,200 2,237
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 1,000 1,208
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 4,400 4,524
Zoetis Inc. 4.700% 2/1/43 3,725 3,929
 
Energy (5.2%)        
Anadarko Finance Co. 7.500% 5/1/31 3,185 3,920
Anadarko Petroleum Corp. 6.450% 9/15/36 5,975 7,003
Anadarko Petroleum Corp. 7.950% 6/15/39 1,250 1,611
Anadarko Petroleum Corp. 6.200% 3/15/40 2,470 2,799
Anadarko Petroleum Corp. 4.500% 7/15/44 2,125 1,991
Anadarko Petroleum Corp. 6.600% 3/15/46 3,600 4,406
Apache Corp. 6.000% 1/15/37 4,206 4,832
Apache Corp. 5.100% 9/1/40 5,250 5,481
Apache Corp. 5.250% 2/1/42 1,675 1,780
Apache Corp. 4.750% 4/15/43 5,115 5,272
Apache Finance Canada Corp. 7.750% 12/15/29 1,150 1,492
Baker Hughes Inc. 5.125% 9/15/40 4,627 5,180
BP Capital Markets plc 3.017% 1/16/27 500 508
Buckeye Partners LP 5.850% 11/15/43 1,350 1,422
Buckeye Partners LP 5.600% 10/15/44 1,025 1,067
Burlington Resources Finance Co. 7.200% 8/15/31 1,050 1,375
Burlington Resources Finance Co. 7.400% 12/1/31 2,175 2,932
Canadian Natural Resources Ltd. 7.200% 1/15/32 1,775 2,062
Canadian Natural Resources Ltd. 6.450% 6/30/33 875 984
Canadian Natural Resources Ltd. 5.850% 2/1/35 1,862 1,959
Canadian Natural Resources Ltd. 6.500% 2/15/37 590 657
Canadian Natural Resources Ltd. 6.250% 3/15/38 1,690 1,902
Canadian Natural Resources Ltd. 6.750% 2/1/39 1,650 1,918
Columbia Pipeline Group Inc. 5.800% 6/1/45 1,700 2,017
Conoco Funding Co. 7.250% 10/15/31 1,945 2,573
ConocoPhillips 5.900% 10/15/32 2,850 3,386
ConocoPhillips 5.900% 5/15/38 2,275 2,747
ConocoPhillips 6.500% 2/1/39 6,575 8,470
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 1,100 1,317
ConocoPhillips Co. 4.150% 11/15/34 2,675 2,696
ConocoPhillips Co. 4.300% 11/15/44 550 562
ConocoPhillips Co. 5.950% 3/15/46 3,000 3,799
ConocoPhillips Holding Co. 6.950% 4/15/29 6,658 8,451
Devon Energy Corp. 7.950% 4/15/32 4,010 4,946
Devon Energy Corp. 5.600% 7/15/41 4,135 4,179
Devon Energy Corp. 4.750% 5/15/42 3,740 3,493
Devon Financing Co. LLC 7.875% 9/30/31 4,990 6,132
Dominion Gas Holdings LLC 4.800% 11/1/43 1,100 1,222
Dominion Gas Holdings LLC 4.600% 12/15/44 2,450 2,667
El Paso Natural Gas Co. LLC 8.375% 6/15/32 1,182 1,483
Enable Midstream Partners LP 5.000% 5/15/44 1,725 1,479
Enbridge Energy Partners LP 7.500% 4/15/38 2,170 2,618
Enbridge Energy Partners LP 5.500% 9/15/40 2,425 2,501
Enbridge Energy Partners LP 7.375% 10/15/45 750 950
Enbridge Inc. 4.500% 6/10/44 1,500 1,393
Encana Corp. 6.500% 8/15/34 3,500 3,667
Encana Corp. 6.625% 8/15/37 1,450 1,517
Encana Corp. 6.500% 2/1/38 4,400 4,524
Energy Transfer Partners LP 8.250% 11/15/29 1,250 1,535
Energy Transfer Partners LP 4.900% 3/15/35 1,952 1,824

 

 

Energy Transfer Partners LP 6.625% 10/15/36 1,501 1,628
Energy Transfer Partners LP 7.500% 7/1/38 1,075 1,245
Energy Transfer Partners LP 6.050% 6/1/41 2,400 2,431
Energy Transfer Partners LP 6.500% 2/1/42 3,280 3,483
Energy Transfer Partners LP 5.150% 2/1/43 1,424 1,320
Energy Transfer Partners LP 5.950% 10/1/43 500 512
Energy Transfer Partners LP 5.150% 3/15/45 3,000 2,801
Energy Transfer Partners LP 6.125% 12/15/45 4,300 4,496
Eni USA Inc. 7.300% 11/15/27 600 732
EnLink Midstream Partners LP 5.600% 4/1/44 1,975 1,842
Enlink Midstream Partners LP 5.050% 4/1/45 500 438
Enterprise Products Operating LLC 6.875% 3/1/33 2,020 2,461
Enterprise Products Operating LLC 6.650% 10/15/34 1,220 1,462
Enterprise Products Operating LLC 5.750% 3/1/35 505 565
Enterprise Products Operating LLC 7.550% 4/15/38 1,225 1,599
Enterprise Products Operating LLC 6.125% 10/15/39 1,650 1,907
Enterprise Products Operating LLC 6.450% 9/1/40 1,275 1,521
Enterprise Products Operating LLC 5.950% 2/1/41 2,353 2,713
Enterprise Products Operating LLC 5.700% 2/15/42 1,725 1,951
Enterprise Products Operating LLC 4.850% 8/15/42 3,460 3,596
Enterprise Products Operating LLC 4.450% 2/15/43 4,480 4,385
Enterprise Products Operating LLC 4.850% 3/15/44 5,500 5,688
Enterprise Products Operating LLC 5.100% 2/15/45 5,000 5,411
Enterprise Products Operating LLC 4.900% 5/15/46 2,775 2,923
Enterprise Products Operating LLC 4.950% 10/15/54 1,152 1,142
EOG Resources Inc. 3.900% 4/1/35 2,082 2,066
Exxon Mobil Corp. 3.567% 3/6/45 2,600 2,670
Exxon Mobil Corp. 4.114% 3/1/46 8,300 9,265
Halliburton Co. 4.850% 11/15/35 4,800 5,168
Halliburton Co. 6.700% 9/15/38 4,125 5,234
Halliburton Co. 7.450% 9/15/39 275 376
Halliburton Co. 4.500% 11/15/41 2,082 2,070
Halliburton Co. 4.750% 8/1/43 1,900 2,007
Halliburton Co. 5.000% 11/15/45 5,701 6,191
Hess Corp. 4.300% 4/1/27 10,562 10,644
Hess Corp. 7.875% 10/1/29 2,550 3,107
Hess Corp. 7.300% 8/15/31 645 755
Hess Corp. 7.125% 3/15/33 1,375 1,548
Hess Corp. 6.000% 1/15/40 2,740 2,802
Hess Corp. 5.600% 2/15/41 4,428 4,417
Hess Corp. 5.800% 4/1/47 4,500 4,605
Husky Energy Inc. 6.800% 9/15/37 1,350 1,636
Kerr-McGee Corp. 7.875% 9/15/31 1,200 1,473
Kinder Morgan Energy Partners LP 7.400% 3/15/31 425 492
Kinder Morgan Energy Partners LP 7.750% 3/15/32 500 599
Kinder Morgan Energy Partners LP 7.300% 8/15/33 1,600 1,862
Kinder Morgan Energy Partners LP 5.800% 3/15/35 2,575 2,676
Kinder Morgan Energy Partners LP 6.500% 2/1/37 450 481
Kinder Morgan Energy Partners LP 6.950% 1/15/38 3,979 4,524
Kinder Morgan Energy Partners LP 6.500% 9/1/39 3,375 3,637
Kinder Morgan Energy Partners LP 6.550% 9/15/40 375 405
Kinder Morgan Energy Partners LP 7.500% 11/15/40 1,500 1,779
Kinder Morgan Energy Partners LP 6.375% 3/1/41 2,000 2,155
Kinder Morgan Energy Partners LP 5.625% 9/1/41 1,929 1,905
Kinder Morgan Energy Partners LP 5.000% 8/15/42 2,375 2,263
Kinder Morgan Energy Partners LP 4.700% 11/1/42 1,650 1,524
Kinder Morgan Energy Partners LP 5.000% 3/1/43 1,000 941

 

 

Kinder Morgan Energy Partners LP 5.500% 3/1/44 3,000 3,047
Kinder Morgan Energy Partners LP 5.400% 9/1/44 1,600 1,612
Kinder Morgan Inc. 7.750% 1/15/32 4,474 5,422
Kinder Morgan Inc. 5.300% 12/1/34 3,300 3,285
Kinder Morgan Inc. 5.550% 6/1/45 6,000 6,157
Magellan Midstream Partners LP 6.400% 5/1/37 475 582
Magellan Midstream Partners LP 4.200% 12/1/42 1,150 1,113
Magellan Midstream Partners LP 5.150% 10/15/43 2,075 2,292
Magellan Midstream Partners LP 4.200% 3/15/45 300 288
Magellan Midstream Partners LP 4.250% 9/15/46 1,500 1,498
Marathon Oil Corp. 6.800% 3/15/32 1,600 1,660
Marathon Oil Corp. 6.600% 10/1/37 2,675 2,742
Marathon Oil Corp. 5.200% 6/1/45 1,652 1,503
Marathon Petroleum Corp. 6.500% 3/1/41 3,075 3,389
Marathon Petroleum Corp. 4.750% 9/15/44 1,850 1,661
Marathon Petroleum Corp. 5.850% 12/15/45 900 917
Marathon Petroleum Corp. 5.000% 9/15/54 2,700 2,382
National Oilwell Varco Inc. 3.950% 12/1/42 3,625 2,842
Noble Energy Inc. 8.000% 4/1/27 1,075 1,311
Noble Energy Inc. 6.000% 3/1/41 3,045 3,304
Noble Energy Inc. 5.250% 11/15/43 3,565 3,633
Noble Energy Inc. 5.050% 11/15/44 1,900 1,880
Occidental Petroleum Corp. 4.625% 6/15/45 2,500 2,826
Occidental Petroleum Corp. 4.400% 4/15/46 1,950 2,150
ONEOK Partners LP 6.650% 10/1/36 2,725 3,028
ONEOK Partners LP 6.850% 10/15/37 650 739
ONEOK Partners LP 6.125% 2/1/41 2,725 2,948
ONEOK Partners LP 6.200% 9/15/43 1,450 1,598
Petro-Canada 7.000% 11/15/28 1,425 1,879
Petro-Canada 5.350% 7/15/33 1,450 1,601
Petro-Canada 5.950% 5/15/35 2,480 2,987
Petro-Canada 6.800% 5/15/38 3,875 5,067
Phillips 66 4.650% 11/15/34 2,800 3,033
Phillips 66 5.875% 5/1/42 4,676 5,872
Phillips 66 4.875% 11/15/44 4,529 5,043
Phillips 66 Partners LP 4.680% 2/15/45 1,000 937
Pioneer Natural Resources Co. 7.200% 1/15/28 800 994
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 845 921
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 1,950 2,117
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 1,761 1,654
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 2,900 2,384
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 2,375 2,079
Plains All American Pipeline LP / PAA        
Finance Corp. 4.900% 2/15/45 2 2
Shell International Finance BV 4.125% 5/11/35 5,700 6,112
Shell International Finance BV 6.375% 12/15/38 9,300 12,531
Shell International Finance BV 5.500% 3/25/40 2,725 3,340
Shell International Finance BV 3.625% 8/21/42 1,900 1,837
Shell International Finance BV 4.550% 8/12/43 3,650 4,011
Shell International Finance BV 4.375% 5/11/45 7,614 8,222
Shell International Finance BV 4.000% 5/10/46 7,250 7,404
Shell International Finance BV 3.750% 9/12/46 8,000 7,917

 

 

Southern Natural Gas Co. LLC 8.000% 3/1/32 858 1,085
Spectra Energy Capital LLC 6.750% 2/15/32 905 1,007
Spectra Energy Partners LP 5.950% 9/25/43 1,450 1,718
Spectra Energy Partners LP 4.500% 3/15/45 1,525 1,535
Suncor Energy Inc. 7.150% 2/1/32 800 1,026
Suncor Energy Inc. 5.950% 12/1/34 855 1,037
Suncor Energy Inc. 6.500% 6/15/38 3,415 4,486
Suncor Energy Inc. 6.850% 6/1/39 2,575 3,488
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 850 979
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 1,600 1,737
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 1,900 1,832
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 2,750 2,794
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 2,150 2,204
Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 1,830 2,183
Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 1,400 1,679
Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 960 1,141
Texas Eastern Transmission LP 7.000% 7/15/32 1,375 1,716
Tosco Corp. 7.800% 1/1/27 155 203
Tosco Corp. 8.125% 2/15/30 2,700 3,675
TransCanada PipeLines Ltd. 4.625% 3/1/34 4,400 4,866
TransCanada PipeLines Ltd. 5.600% 3/31/34 925 1,115
TransCanada PipeLines Ltd. 5.850% 3/15/36 1,150 1,409
TransCanada PipeLines Ltd. 6.200% 10/15/37 4,075 5,220
TransCanada PipeLines Ltd. 7.250% 8/15/38 3,195 4,569
TransCanada PipeLines Ltd. 6.100% 6/1/40 3,225 4,077
TransCanada PipeLines Ltd. 5.000% 10/16/43 4,150 4,780
Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 1,275 1,368
Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 1,075 1,037
Valero Energy Corp. 7.500% 4/15/32 1,841 2,284
Valero Energy Corp. 6.625% 6/15/37 5,839 6,829
Valero Energy Corp. 10.500% 3/15/39 250 383
Valero Energy Corp. 4.900% 3/15/45 2,900 2,870
Western Gas Partners LP 5.450% 4/1/44 1,250 1,256
Williams Partners LP 6.300% 4/15/40 2,500 2,756
Williams Partners LP 5.800% 11/15/43 2,325 2,426
Williams Partners LP 5.400% 3/4/44 1,700 1,698
Williams Partners LP 4.900% 1/15/45 1,625 1,549
Williams Partners LP 5.100% 9/15/45 2,200 2,177
XTO Energy Inc. 6.750% 8/1/37 440 640
 
Other Industrial (0.3%)        
California Institute of Technology GO 4.321% 8/1/45 1,000 1,195
California Institute of Technology GO 4.700% 11/1/11 1,275 1,411
George Washington University 3.545% 9/15/46 1,000 987
4 Johns Hopkins University Maryland GO 4.083% 7/1/53 1,475 1,676
Massachusetts Institute of Technology 3.885% 7/1/16 1,600 1,594
4 Massachusetts Institute of Technology GO 3.959% 7/1/38 1,050 1,203
Massachusetts Institute of Technology GO 5.600% 7/1/11 2,375 3,296
Massachusetts Institute of Technology GO 4.678% 7/1/14 1,925 2,289
4 Northwestern University Illinois GO 3.688% 12/1/38 1,250 1,368
4 Northwestern University Illinois GO 4.643% 12/1/44 2,250 2,858
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 900 998
4 Rice University Texas GO 3.574% 5/15/45 1,900 2,096
4 Rice University Texas GO 3.774% 5/15/55 150 166
Trustees of Dartmouth College 3.474% 6/1/46 1,250 1,328
4 University of Notre Dame DU LAC Indiana GO 3.438% 2/15/45 1,400 1,483

 

 

University of Pennsylvania GO 4.674% 9/1/12 1,400 1,612
4 University of Southern California 3.028% 10/1/39 2,500 2,484
Wesleyan University Connecticut GO 4.781% 7/1/16 800 855
 
Technology (3.0%)        
Analog Devices Inc. 5.300% 12/15/45 1,000 1,114
Apple Inc. 4.500% 2/23/36 1,500 1,724
Apple Inc. 3.850% 5/4/43 10,010 10,230
Apple Inc. 4.450% 5/6/44 4,075 4,556
Apple Inc. 3.450% 2/9/45 5,200 4,982
Apple Inc. 4.375% 5/13/45 6,581 7,275
Apple Inc. 4.650% 2/23/46 15,807 18,175
Apple Inc. 3.850% 8/4/46 6,275 6,388
Applied Materials Inc. 5.100% 10/1/35 1,750 2,038
Applied Materials Inc. 5.850% 6/15/41 2,205 2,738
Cisco Systems Inc. 5.900% 2/15/39 5,181 6,953
Cisco Systems Inc. 5.500% 1/15/40 5,760 7,422
Corning Inc. 7.250% 8/15/36 600 733
Corning Inc. 4.700% 3/15/37 2,825 2,958
Corning Inc. 5.750% 8/15/40 1,450 1,716
3 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.100% 7/15/36 4,000 4,708
3 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.350% 7/15/46 7,600 9,122
Equifax Inc. 7.000% 7/1/37 750 983
Fidelity National Information Services Inc. 4.500% 8/15/46 3,500 3,535
3 Hewlett Packard Enterprise Co. 6.350% 10/15/45 8,550 8,840
HP Enterprise Services LLC 7.450% 10/15/29 876 1,062
HP Inc. 6.000% 9/15/41 1,585 1,612
Intel Corp. 4.000% 12/15/32 1,630 1,790
Intel Corp. 4.800% 10/1/41 5,145 6,036
Intel Corp. 4.250% 12/15/42 3,020 3,297
Intel Corp. 4.900% 7/29/45 7,295 8,723
Intel Corp. 4.100% 5/19/46 4,000 4,287
International Business Machines Corp. 6.220% 8/1/27 250 331
International Business Machines Corp. 6.500% 1/15/28 1,725 2,341
International Business Machines Corp. 5.875% 11/29/32 2,750 3,664
International Business Machines Corp. 5.600% 11/30/39 3,228 4,177
International Business Machines Corp. 4.000% 6/20/42 2,219 2,333
International Business Machines Corp. 4.700% 2/19/46 2,000 2,309
Juniper Networks Inc. 5.950% 3/15/41 1,350 1,427
Microsoft Corp. 3.500% 2/12/35 9,050 9,236
Microsoft Corp. 4.200% 11/3/35 810 903
Microsoft Corp. 3.450% 8/8/36 9,000 9,170
Microsoft Corp. 5.200% 6/1/39 1,205 1,506
Microsoft Corp. 4.500% 10/1/40 2,965 3,397
Microsoft Corp. 5.300% 2/8/41 2,175 2,788
Microsoft Corp. 3.500% 11/15/42 2,825 2,778
Microsoft Corp. 3.750% 5/1/43 685 708
Microsoft Corp. 4.875% 12/15/43 1,900 2,277
Microsoft Corp. 3.750% 2/12/45 7,475 7,581
Microsoft Corp. 4.450% 11/3/45 6,740 7,663
Microsoft Corp. 3.700% 8/8/46 19,775 20,031
Microsoft Corp. 4.000% 2/12/55 8,750 8,942
Microsoft Corp. 4.750% 11/3/55 3,500 4,040
Microsoft Corp. 3.950% 8/8/56 4,700 4,748
Motorola Solutions Inc. 5.500% 9/1/44 1,225 1,201

 

 

Oracle Corp. 3.250% 5/15/30 2,004 2,097
Oracle Corp. 4.300% 7/8/34 7,455 8,136
Oracle Corp. 3.900% 5/15/35 4,575 4,748
Oracle Corp. 3.850% 7/15/36 7,825 8,101
Oracle Corp. 6.500% 4/15/38 4,190 5,798
Oracle Corp. 6.125% 7/8/39 4,225 5,666
Oracle Corp. 5.375% 7/15/40 8,664 10,649
Oracle Corp. 4.500% 7/8/44 4,125 4,521
Oracle Corp. 4.125% 5/15/45 2,452 2,573
Oracle Corp. 4.000% 7/15/46 6,400 6,616
Oracle Corp. 4.375% 5/15/55 3,075 3,289
QUALCOMM Inc. 4.650% 5/20/35 2,475 2,655
QUALCOMM Inc. 4.800% 5/20/45 5,475 5,991
Seagate HDD Cayman 4.875% 6/1/27 2,000 1,810
Seagate HDD Cayman 5.750% 12/1/34 1,550 1,290
Tyco Electronics Group SA 7.125% 10/1/37 2,250 3,186
Verisk Analytics Inc. 5.500% 6/15/45 1,275 1,372
Xerox Corp. 4.800% 3/1/35 400 383
Xerox Corp. 6.750% 12/15/39 675 693
 
Transportation (1.9%)        
4 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 2,215 2,323
4 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 3,045 3,129
4 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 1,757 1,863
4 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 922 991
4 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 1,995 2,100
4 American Airlines 2016-2 Class A Pass        
Through Trust 3.650% 6/15/28 975 1,016
4 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 6/15/28 2,575 2,639
4 American Airlines 2016-3 Class A Pass        
Through Trust 3.250% 10/15/28 800 804
American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 1,725 1,734
Burlington Northern Santa Fe LLC 7.950% 8/15/30 905 1,368
Burlington Northern Santa Fe LLC 6.200% 8/15/36 2,160 2,919
Burlington Northern Santa Fe LLC 6.150% 5/1/37 1,670 2,282
Burlington Northern Santa Fe LLC 5.750% 5/1/40 2,275 2,962
Burlington Northern Santa Fe LLC 5.050% 3/1/41 2,175 2,645
Burlington Northern Santa Fe LLC 5.400% 6/1/41 2,230 2,836
Burlington Northern Santa Fe LLC 4.950% 9/15/41 525 634
Burlington Northern Santa Fe LLC 4.400% 3/15/42 2,060 2,311
Burlington Northern Santa Fe LLC 4.375% 9/1/42 2,780 3,121
Burlington Northern Santa Fe LLC 4.450% 3/15/43 2,050 2,331
Burlington Northern Santa Fe LLC 5.150% 9/1/43 2,250 2,803
Burlington Northern Santa Fe LLC 4.900% 4/1/44 2,350 2,857
Burlington Northern Santa Fe LLC 4.550% 9/1/44 2,850 3,281
Burlington Northern Santa Fe LLC 4.150% 4/1/45 3,473 3,832
Burlington Northern Santa Fe LLC 4.700% 9/1/45 1,500 1,768
Burlington Northern Santa Fe LLC 3.900% 8/1/46 1,850 1,972
Canadian National Railway Co. 6.900% 7/15/28 950 1,362
Canadian National Railway Co. 6.250% 8/1/34 2,420 3,393

 

 

Canadian National Railway Co. 6.200% 6/1/36 2,292 3,171
Canadian National Railway Co. 6.375% 11/15/37 490 696
Canadian National Railway Co. 3.500% 11/15/42 1,000 1,033
Canadian National Railway Co. 3.200% 8/2/46 2,425 2,362
Canadian Pacific Railway Co. 7.125% 10/15/31 1,115 1,535
Canadian Pacific Railway Co. 5.750% 3/15/33 765 918
Canadian Pacific Railway Co. 4.800% 9/15/35 1,225 1,408
Canadian Pacific Railway Co. 5.950% 5/15/37 1,910 2,408
Canadian Pacific Railway Co. 4.800% 8/1/45 1,720 2,017
Canadian Pacific Railway Co. 6.125% 9/15/15 2,950 3,653
Canadian Pacific Railway Ltd. 5.750% 1/15/42 900 1,146
CSX Corp. 6.000% 10/1/36 1,095 1,412
CSX Corp. 6.150% 5/1/37 2,230 2,921
CSX Corp. 6.220% 4/30/40 2,475 3,309
CSX Corp. 5.500% 4/15/41 1,810 2,245
CSX Corp. 4.750% 5/30/42 1,950 2,235
CSX Corp. 4.400% 3/1/43 1,150 1,263
CSX Corp. 4.100% 3/15/44 400 426
CSX Corp. 3.950% 5/1/50 2,325 2,330
CSX Corp. 4.500% 8/1/54 1,665 1,806
4 Delta Air Lines 2015-1 Class AA Pass        
Through Trust 3.625% 7/30/27 982 1,046
FedEx Corp. 4.900% 1/15/34 1,625 1,861
FedEx Corp. 3.900% 2/1/35 1,270 1,312
FedEx Corp. 3.875% 8/1/42 1,940 1,932
FedEx Corp. 4.100% 4/15/43 1,700 1,742
FedEx Corp. 5.100% 1/15/44 1,940 2,303
FedEx Corp. 4.100% 2/1/45 1,070 1,105
FedEx Corp. 4.750% 11/15/45 4,825 5,508
FedEx Corp. 4.550% 4/1/46 1,750 1,945
FedEx Corp. 4.500% 2/1/65 785 806
Kansas City Southern 4.300% 5/15/43 1,450 1,504
Kansas City Southern 4.950% 8/15/45 1,730 1,971
4 Latam Airlines 2015-1 Pass Through Trust A 4.200% 8/15/29 2,587 2,516
Norfolk Southern Corp. 7.800% 5/15/27 2,092 2,964
Norfolk Southern Corp. 7.250% 2/15/31 660 949
Norfolk Southern Corp. 7.050% 5/1/37 845 1,198
Norfolk Southern Corp. 4.837% 10/1/41 1,873 2,182
Norfolk Southern Corp. 3.950% 10/1/42 1,635 1,706
Norfolk Southern Corp. 4.800% 8/15/43 1,304 1,515
Norfolk Southern Corp. 4.450% 6/15/45 3,660 4,102
Norfolk Southern Corp. 4.650% 1/15/46 1,750 2,022
Norfolk Southern Corp. 7.900% 5/15/97 325 491
Norfolk Southern Corp. 6.000% 3/15/05 930 1,132
Norfolk Southern Corp. 6.000% 5/23/11 1,880 2,289
4 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 1,715 1,758
Union Pacific Corp. 6.625% 2/1/29 2,055 2,831
Union Pacific Corp. 3.375% 2/1/35 625 639
Union Pacific Corp. 4.750% 9/15/41 2,300 2,729
Union Pacific Corp. 4.300% 6/15/42 80 90
Union Pacific Corp. 4.250% 4/15/43 1,050 1,174
Union Pacific Corp. 4.750% 12/15/43 2,040 2,445
Union Pacific Corp. 4.821% 2/1/44 610 737
Union Pacific Corp. 4.850% 6/15/44 1,065 1,299
Union Pacific Corp. 4.150% 1/15/45 400 442
Union Pacific Corp. 4.050% 11/15/45 1,200 1,318

 

 

Union Pacific Corp. 4.050% 3/1/46 3,000 3,290
Union Pacific Corp. 3.350% 8/15/46 1,425 1,401
Union Pacific Corp. 3.875% 2/1/55 1,910 1,916
Union Pacific Corp. 4.375% 11/15/65 2,350 2,572
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 697 833
4 United Airlines 2014-2 Class A Pass Through        
Trust 3.750% 3/3/28 2,507 2,632
4 United Airlines 2015-1 Class AA Pass        
Through Trust 3.450% 12/1/27 2,000 2,100
4 United Airlines 2016-1 Class A Pass Through        
Trust 3.450% 7/7/28 1,250 1,292
4 United Airlines 2016-1 Class AA Pass        
Through Trust 3.100% 7/7/28 3,350 3,425
4 United Airlines 2016-2 Class A Pass Through        
Trust 3.100% 10/7/28 850 856
4 United Airlines 2016-2 Class AA Pass        
Through Trust 2.875% 10/7/28 2,075 2,083
United Parcel Service Inc. 6.200% 1/15/38 4,860 6,937
United Parcel Service Inc. 4.875% 11/15/40 1,355 1,711
United Parcel Service Inc. 3.625% 10/1/42 2,510 2,675
United Parcel Service of America Inc. 8.375% 4/1/30 500 748
        3,579,973
Utilities (6.6%)        
Electric (6.1%)        
AEP Texas Central Co. 6.650% 2/15/33 952 1,230
Alabama Power Co. 6.125% 5/15/38 1,460 1,960
Alabama Power Co. 6.000% 3/1/39 1,490 1,968
Alabama Power Co. 5.500% 3/15/41 1,125 1,436
Alabama Power Co. 5.200% 6/1/41 1,365 1,710
Alabama Power Co. 4.100% 1/15/42 755 816
Alabama Power Co. 3.850% 12/1/42 1,100 1,154
Alabama Power Co. 4.150% 8/15/44 1,975 2,165
Alabama Power Co. 3.750% 3/1/45 1,470 1,528
Alabama Power Co. 4.300% 1/2/46 1,400 1,577
Ameren Illinois Co. 4.800% 12/15/43 1,138 1,387
Ameren Illinois Co. 4.300% 7/1/44 743 855
Ameren Illinois Co. 4.150% 3/15/46 1,152 1,322
Appalachian Power Co 4.400% 5/15/44 740 806
Appalachian Power Co. 5.800% 10/1/35 1,105 1,345
Appalachian Power Co. 6.375% 4/1/36 1,005 1,296
Appalachian Power Co. 6.700% 8/15/37 740 987
Appalachian Power Co. 7.000% 4/1/38 1,543 2,154
Appalachian Power Co. 4.450% 6/1/45 1,108 1,225
Arizona Public Service Co. 5.500% 9/1/35 485 618
Arizona Public Service Co. 5.050% 9/1/41 1,505 1,865
Arizona Public Service Co. 4.500% 4/1/42 1,180 1,361
Arizona Public Service Co. 4.700% 1/15/44 1,255 1,501
Arizona Public Service Co. 4.350% 11/15/45 550 627
Arizona Public Service Co. 3.750% 5/15/46 1,525 1,604
Baltimore Gas & Electric Co. 6.350% 10/1/36 1,651 2,274
Baltimore Gas & Electric Co. 3.500% 8/15/46 1,350 1,355
Berkshire Hathaway Energy Co. 8.480% 9/15/28 1,025 1,579
Berkshire Hathaway Energy Co. 6.125% 4/1/36 4,460 5,938
Berkshire Hathaway Energy Co. 5.950% 5/15/37 3,125 4,053
Berkshire Hathaway Energy Co. 6.500% 9/15/37 2,580 3,548
Berkshire Hathaway Energy Co. 5.150% 11/15/43 875 1,057

 

 

Berkshire Hathaway Energy Co. 4.500% 2/1/45 1,264 1,424
Black Hills Corp. 3.150% 1/15/27 1,500 1,516
Black Hills Corp. 4.200% 9/15/46 1,450 1,483
CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 925 939
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 1,105 1,600
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 1,475 1,504
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 1,175 1,422
3 Cleco Corporate Holdings LLC 4.973% 5/1/46 1,325 1,445
Cleco Power LLC 6.500% 12/1/35 575 755
Cleco Power LLC 6.000% 12/1/40 1,290 1,624
Cleveland Electric Illuminating Co. 5.950% 12/15/36 730 846
CMS Energy Corp. 4.700% 3/31/43 935 1,068
CMS Energy Corp. 4.875% 3/1/44 805 944
Commonwealth Edison Co. 5.900% 3/15/36 2,235 2,935
Commonwealth Edison Co. 6.450% 1/15/38 1,230 1,750
Commonwealth Edison Co. 3.800% 10/1/42 1,350 1,421
Commonwealth Edison Co. 4.600% 8/15/43 1,990 2,342
Commonwealth Edison Co. 4.700% 1/15/44 1,200 1,435
Commonwealth Edison Co. 3.700% 3/1/45 1,885 1,953
Commonwealth Edison Co. 4.350% 11/15/45 1,625 1,857
Commonwealth Edison Co. 3.650% 6/15/46 3,200 3,295
Connecticut Light & Power Co. 6.350% 6/1/36 1,250 1,721
Connecticut Light & Power Co. 4.300% 4/15/44 1,015 1,164
Connecticut Light & Power Co. 4.150% 6/1/45 50 56
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 2,445 2,990
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 2,270 2,939
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 370 495
Consolidated Edison Co. of New York Inc. 5.700% 12/1/36 1,815 2,328
Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 870 1,185
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 2,125 3,064
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 790 1,014
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 1,970 2,592
Consolidated Edison Co. of New York Inc. 4.200% 3/15/42 675 742
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 1,050 1,120
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 2,700 3,104
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 727 838
Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 150 158
Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 2,837 3,263
Consumers Energy Co. 3.950% 5/15/43 1,805 1,995
Consumers Energy Co. 4.100% 11/15/45 925 1,048
Consumers Energy Co. 3.250% 8/15/46 1,350 1,332
Consumers Energy Co. 4.350% 8/31/64 420 475
Dominion Resources Inc. 6.300% 3/15/33 2,460 3,056
Dominion Resources Inc. 5.250% 8/1/33 1,250 1,414
Dominion Resources Inc. 5.950% 6/15/35 1,890 2,324
Dominion Resources Inc. 4.900% 8/1/41 1,725 1,933
Dominion Resources Inc. 4.050% 9/15/42 995 1,005
Dominion Resources Inc. 4.700% 12/1/44 1,670 1,852
DTE Electric Co. 5.700% 10/1/37 1,060 1,395
DTE Electric Co. 3.950% 6/15/42 885 968
DTE Electric Co. 4.000% 4/1/43 1,025 1,123
DTE Electric Co. 4.300% 7/1/44 1,420 1,637
DTE Electric Co. 3.700% 3/15/45 1,915 2,030
DTE Electric Co. 3.700% 6/1/46 2,125 2,248
DTE Energy Co. 2.850% 10/1/26 2,000 1,987
DTE Energy Co. 6.375% 4/15/33 1,680 2,215
Duke Energy Carolinas LLC 6.000% 12/1/28 925 1,211

 

 

Duke Energy Carolinas LLC 6.450% 10/15/32 1,225 1,662
Duke Energy Carolinas LLC 6.100% 6/1/37 1,410 1,876
Duke Energy Carolinas LLC 6.000% 1/15/38 2,025 2,740
Duke Energy Carolinas LLC 6.050% 4/15/38 1,075 1,467
Duke Energy Carolinas LLC 5.300% 2/15/40 2,590 3,287
Duke Energy Carolinas LLC 4.250% 12/15/41 2,420 2,697
Duke Energy Carolinas LLC 4.000% 9/30/42 1,700 1,826
Duke Energy Carolinas LLC 3.750% 6/1/45 2,010 2,101
Duke Energy Carolinas LLC 3.875% 3/15/46 500 532
Duke Energy Corp. 2.650% 9/1/26 3,500 3,432
Duke Energy Corp. 4.800% 12/15/45 2,175 2,477
Duke Energy Corp. 3.750% 9/1/46 4,700 4,569
Duke Energy Florida LLC 6.350% 9/15/37 1,390 1,952
Duke Energy Florida LLC 6.400% 6/15/38 2,900 4,121
Duke Energy Florida LLC 5.650% 4/1/40 1,115 1,467
Duke Energy Florida LLC 3.850% 11/15/42 1,490 1,563
Duke Energy Florida LLC 3.400% 10/1/46 1,900 1,858
4 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 1,400 1,404
4 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 800 801
4 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 900 903
Duke Energy Indiana LLC 6.120% 10/15/35 1,055 1,398
Duke Energy Indiana LLC 6.350% 8/15/38 2,215 3,111
Duke Energy Indiana LLC 6.450% 4/1/39 750 1,068
Duke Energy Indiana LLC 4.200% 3/15/42 870 958
Duke Energy Indiana LLC 4.900% 7/15/43 1,880 2,280
Duke Energy Indiana LLC 3.750% 5/15/46 900 937
Duke Energy Ohio Inc. 3.700% 6/15/46 1,675 1,730
Duke Energy Progress LLC 6.300% 4/1/38 1,075 1,501
Duke Energy Progress LLC 4.100% 5/15/42 2,625 2,867
Duke Energy Progress LLC 4.100% 3/15/43 1,115 1,220
Duke Energy Progress LLC 4.375% 3/30/44 2,005 2,283
Duke Energy Progress LLC 4.150% 12/1/44 1,705 1,877
Duke Energy Progress LLC 4.200% 8/15/45 3,050 3,401
Duke Energy Progress LLC 3.700% 10/15/46 825 853
El Paso Electric Co. 6.000% 5/15/35 550 675
El Paso Electric Co. 5.000% 12/1/44 1,784 2,101
3 Emera US Finance LP 4.750% 6/15/46 3,000 3,228
Entergy Corp. 2.950% 9/1/26 2,000 2,000
Entergy Louisiana LLC 2.400% 10/1/26 1,400 1,388
Entergy Louisiana LLC 3.050% 6/1/31 1,525 1,564
Entergy Louisiana LLC 4.950% 1/15/45 2,206 2,349
Entergy Mississippi Inc. 2.850% 6/1/28 2,800 2,856
Entergy Texas Inc. 5.150% 6/1/45 945 1,012
Exelon Corp. 4.950% 6/15/35 1,635 1,861
Exelon Corp. 5.625% 6/15/35 2,268 2,723
Exelon Corp. 5.100% 6/15/45 1,665 1,937
Exelon Corp. 4.450% 4/15/46 2,200 2,379
Exelon Generation Co. LLC 6.250% 10/1/39 3,010 3,366
Exelon Generation Co. LLC 5.750% 10/1/41 835 884
Exelon Generation Co. LLC 5.600% 6/15/42 3,225 3,397
Florida Power & Light Co. 5.625% 4/1/34 1,199 1,556
Florida Power & Light Co. 4.950% 6/1/35 755 920
Florida Power & Light Co. 5.650% 2/1/37 1,193 1,570
Florida Power & Light Co. 5.950% 2/1/38 1,825 2,517
Florida Power & Light Co. 5.960% 4/1/39 1,985 2,749
Florida Power & Light Co. 5.690% 3/1/40 1,315 1,783
Florida Power & Light Co. 5.250% 2/1/41 1,770 2,275

 

 

Florida Power & Light Co. 5.125% 6/1/41 850 1,077
Florida Power & Light Co. 4.125% 2/1/42 2,125 2,393
Florida Power & Light Co. 4.050% 6/1/42 2,117 2,367
Florida Power & Light Co. 3.800% 12/15/42 1,765 1,916
Florida Power & Light Co. 4.050% 10/1/44 1,682 1,889
3 Fortis Inc. 3.055% 10/4/26 4,925 4,907
Georgia Power Co. 5.650% 3/1/37 1,775 2,238
Georgia Power Co. 5.950% 2/1/39 1,630 2,122
Georgia Power Co. 5.400% 6/1/40 1,410 1,737
Georgia Power Co. 4.750% 9/1/40 1,695 1,947
Georgia Power Co. 4.300% 3/15/42 2,455 2,680
Georgia Power Co. 4.300% 3/15/43 1,270 1,384
Iberdrola International BV 6.750% 7/15/36 1,565 2,080
Indiana Michigan Power Co. 6.050% 3/15/37 1,040 1,316
Indiana Michigan Power Co. 4.550% 3/15/46 1,473 1,662
Interstate Power & Light Co. 6.250% 7/15/39 1,835 2,544
Interstate Power & Light Co. 3.700% 9/15/46 650 662
ITC Holdings Corp. 5.300% 7/1/43 890 1,058
Jersey Central Power & Light Co. 6.150% 6/1/37 980 1,181
4 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,659 3,087
Kansas City Power & Light Co. 6.050% 11/15/35 680 861
Kansas City Power & Light Co. 5.300% 10/1/41 1,545 1,801
Kentucky Utilities Co. 5.125% 11/1/40 1,065 1,325
Kentucky Utilities Co. 4.650% 11/15/43 1,165 1,380
Kentucky Utilities Co. 4.375% 10/1/45 1,250 1,436
Louisville Gas & Electric Co. 5.125% 11/15/40 950 1,179
Louisville Gas & Electric Co. 4.650% 11/15/43 525 623
Louisville Gas & Electric Co. 4.375% 10/1/45 900 1,034
MidAmerican Energy Co. 6.750% 12/30/31 1,655 2,325
MidAmerican Energy Co. 5.750% 11/1/35 1,550 2,020
MidAmerican Energy Co. 5.800% 10/15/36 1,930 2,542
MidAmerican Energy Co. 4.800% 9/15/43 1,290 1,579
MidAmerican Energy Co. 4.400% 10/15/44 920 1,075
MidAmerican Energy Co. 4.250% 5/1/46 6,519 7,456
MidAmerican Funding LLC 6.927% 3/1/29 150 210
Mississippi Power Co. 4.250% 3/15/42 1,750 1,641
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 675 1,017
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 2,199 2,406
Nevada Power Co. 6.650% 4/1/36 775 1,083
Nevada Power Co. 6.750% 7/1/37 1,295 1,838
Nevada Power Co. 5.375% 9/15/40 1,210 1,508
Nevada Power Co. 5.450% 5/15/41 1,230 1,562
Northern States Power Co. 5.250% 7/15/35 1,180 1,493
Northern States Power Co. 6.250% 6/1/36 1,175 1,638
Northern States Power Co. 6.200% 7/1/37 1,200 1,684
Northern States Power Co. 5.350% 11/1/39 625 808
Northern States Power Co. 4.850% 8/15/40 1,360 1,661
Northern States Power Co. 3.400% 8/15/42 1,515 1,536
Northern States Power Co. 4.125% 5/15/44 1,450 1,638
Northern States Power Co. 4.000% 8/15/45 1,000 1,114
Northern States Power Co. 3.600% 5/15/46 1,325 1,385
NorthWestern Corp. 4.176% 11/15/44 1,380 1,515
NSTAR Electric Co. 5.500% 3/15/40 1,705 2,206
NSTAR Electric Co. 4.400% 3/1/44 610 702
Oglethorpe Power Corp. 5.950% 11/1/39 1,165 1,471

 

 

Oglethorpe Power Corp. 5.375% 11/1/40 1,655 1,996
Oglethorpe Power Corp. 4.200% 12/1/42 485 508
Oglethorpe Power Corp. 4.550% 6/1/44 1,770 1,945
Oglethorpe Power Corp. 4.250% 4/1/46 925 985
Oglethorpe Power Corp. 5.250% 9/1/50 440 520
Ohio Edison Co. 6.875% 7/15/36 1,610 2,140
Ohio Edison Co. 8.250% 10/15/38 475 714
Ohio Power Co. 6.600% 2/15/33 945 1,227
Ohio Power Co. 5.850% 10/1/35 1,080 1,338
Oklahoma Gas & Electric Co. 5.850% 6/1/40 460 609
Oklahoma Gas & Electric Co. 5.250% 5/15/41 555 689
Oklahoma Gas & Electric Co. 3.900% 5/1/43 1,251 1,313
Oklahoma Gas & Electric Co. 4.550% 3/15/44 655 761
Oklahoma Gas & Electric Co. 4.000% 12/15/44 1,300 1,399
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 1,845 2,585
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 1,140 1,655
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,050 1,635
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 1,440 1,822
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 1,130 1,321
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 1,490 1,901
Oncor Electric Delivery Co. LLC 3.750% 4/1/45 1,495 1,571
Pacific Gas & Electric Co. 6.050% 3/1/34 10,198 13,615
Pacific Gas & Electric Co. 5.800% 3/1/37 2,925 3,850
Pacific Gas & Electric Co. 6.350% 2/15/38 2,345 3,219
Pacific Gas & Electric Co. 6.250% 3/1/39 1,955 2,684
Pacific Gas & Electric Co. 5.400% 1/15/40 2,270 2,881
Pacific Gas & Electric Co. 4.500% 12/15/41 595 678
Pacific Gas & Electric Co. 4.450% 4/15/42 1,650 1,871
Pacific Gas & Electric Co. 4.600% 6/15/43 1,245 1,441
Pacific Gas & Electric Co. 5.125% 11/15/43 2,180 2,701
Pacific Gas & Electric Co. 4.750% 2/15/44 1,730 2,068
Pacific Gas & Electric Co. 4.300% 3/15/45 1,765 1,981
Pacific Gas & Electric Co. 4.250% 3/15/46 1,938 2,181
PacifiCorp 7.700% 11/15/31 1,120 1,722
PacifiCorp 5.250% 6/15/35 1,385 1,707
PacifiCorp 6.100% 8/1/36 570 770
PacifiCorp 5.750% 4/1/37 2,430 3,187
PacifiCorp 6.250% 10/15/37 2,353 3,267
PacifiCorp 6.350% 7/15/38 1,190 1,672
PacifiCorp 6.000% 1/15/39 2,620 3,578
PacifiCorp 4.100% 2/1/42 960 1,055
PECO Energy Co. 5.950% 10/1/36 1,140 1,502
PECO Energy Co. 4.800% 10/15/43 1,000 1,214
PECO Energy Co. 4.150% 10/1/44 1,890 2,098
Pennsylvania Electric Co. 6.150% 10/1/38 1,140 1,327
Potomac Electric Power Co. 6.500% 11/15/37 1,945 2,760
Potomac Electric Power Co. 7.900% 12/15/38 60 95
Potomac Electric Power Co. 4.150% 3/15/43 1,690 1,866
PPL Capital Funding Inc. 4.700% 6/1/43 1,775 1,929
PPL Capital Funding Inc. 5.000% 3/15/44 1,235 1,395
PPL Electric Utilities Corp. 6.250% 5/15/39 1,665 2,321
PPL Electric Utilities Corp. 5.200% 7/15/41 1,675 2,106
PPL Electric Utilities Corp. 4.750% 7/15/43 75 90
PPL Electric Utilities Corp. 4.125% 6/15/44 1,020 1,127
Progress Energy Inc. 7.750% 3/1/31 2,480 3,505
Progress Energy Inc. 7.000% 10/30/31 1,225 1,647
Progress Energy Inc. 6.000% 12/1/39 1,525 1,948

 

 

PSEG Power LLC 8.625% 4/15/31 1,660 2,167
Public Service Co. of Colorado 6.500% 8/1/38 400 576
Public Service Co. of Colorado 4.750% 8/15/41 1,255 1,505
Public Service Co. of Colorado 3.600% 9/15/42 1,765 1,820
Public Service Co. of Colorado 3.950% 3/15/43 205 223
Public Service Co. of Colorado 4.300% 3/15/44 1,875 2,138
Public Service Co. of Oklahoma 6.625% 11/15/37 1,525 2,027
Public Service Electric & Gas Co. 5.800% 5/1/37 1,435 1,921
Public Service Electric & Gas Co. 5.375% 11/1/39 2,261 2,912
Public Service Electric & Gas Co. 3.950% 5/1/42 2,195 2,420
Public Service Electric & Gas Co. 3.650% 9/1/42 1,320 1,393
Public Service Electric & Gas Co. 4.000% 6/1/44 835 929
Public Service Electric & Gas Co. 4.050% 5/1/45 1,301 1,465
Public Service Electric & Gas Co. 4.150% 11/1/45 1,177 1,344
Public Service Electric & Gas Co. 3.800% 3/1/46 2,472 2,701
Puget Sound Energy Inc. 7.020% 12/1/27 1,461 2,011
Puget Sound Energy Inc. 5.483% 6/1/35 855 1,074
Puget Sound Energy Inc. 6.724% 6/15/36 275 390
Puget Sound Energy Inc. 6.274% 3/15/37 1,470 2,010
Puget Sound Energy Inc. 5.757% 10/1/39 1,400 1,851
Puget Sound Energy Inc. 5.795% 3/15/40 720 969
Puget Sound Energy Inc. 5.764% 7/15/40 965 1,284
Puget Sound Energy Inc. 5.638% 4/15/41 915 1,198
Puget Sound Energy Inc. 4.434% 11/15/41 451 516
Puget Sound Energy Inc. 4.300% 5/20/45 1,385 1,596
San Diego Gas & Electric Co. 5.350% 5/15/35 800 1,013
San Diego Gas & Electric Co. 6.125% 9/15/37 1,046 1,453
San Diego Gas & Electric Co. 6.000% 6/1/39 485 669
San Diego Gas & Electric Co. 5.350% 5/15/40 1,160 1,492
San Diego Gas & Electric Co. 4.500% 8/15/40 1,660 1,942
San Diego Gas & Electric Co. 3.950% 11/15/41 980 1,069
San Diego Gas & Electric Co. 4.300% 4/1/42 1,150 1,321
Sierra Pacific Power Co. 6.750% 7/1/37 885 1,248
South Carolina Electric & Gas Co. 6.625% 2/1/32 850 1,141
South Carolina Electric & Gas Co. 5.300% 5/15/33 1,475 1,766
South Carolina Electric & Gas Co. 6.050% 1/15/38 1,825 2,414
South Carolina Electric & Gas Co. 5.450% 2/1/41 1,015 1,281
South Carolina Electric & Gas Co. 4.350% 2/1/42 2,020 2,210
South Carolina Electric & Gas Co. 4.600% 6/15/43 1,455 1,657
South Carolina Electric & Gas Co. 4.100% 6/15/46 385 412
South Carolina Electric & Gas Co. 4.500% 6/1/64 1,750 1,851
South Carolina Electric & Gas Co. 5.100% 6/1/65 1,590 1,871
Southern California Edison Co. 6.650% 4/1/29 2,125 2,849
Southern California Edison Co. 6.000% 1/15/34 1,185 1,580
Southern California Edison Co. 5.750% 4/1/35 1,250 1,639
Southern California Edison Co. 5.350% 7/15/35 1,345 1,688
Southern California Edison Co. 5.550% 1/15/36 300 387
Southern California Edison Co. 5.625% 2/1/36 1,585 2,045
Southern California Edison Co. 5.550% 1/15/37 690 893
Southern California Edison Co. 5.950% 2/1/38 2,090 2,840
Southern California Edison Co. 6.050% 3/15/39 475 658
Southern California Edison Co. 5.500% 3/15/40 305 399
Southern California Edison Co. 4.500% 9/1/40 1,955 2,281
Southern California Edison Co. 3.900% 12/1/41 3,210 3,469
Southern California Edison Co. 4.050% 3/15/42 2,445 2,706
Southern California Edison Co. 3.900% 3/15/43 425 463
Southern California Edison Co. 4.650% 10/1/43 1,830 2,229

 

 

Southern California Edison Co. 3.600% 2/1/45 1,415 1,482
Southern Co. 4.250% 7/1/36 1,950 2,074
Southern Co. 4.400% 7/1/46 4,500 4,886
Southern Power Co. 5.150% 9/15/41 1,570 1,705
Southern Power Co. 5.250% 7/15/43 1,905 2,088
Southwestern Electric Power Co. 2.750% 10/1/26 1,275 1,269
Southwestern Electric Power Co. 6.200% 3/15/40 1,135 1,456
Southwestern Electric Power Co. 3.900% 4/1/45 910 910
Southwestern Public Service Co. 6.000% 10/1/36 300 386
Southwestern Public Service Co. 4.500% 8/15/41 1,630 1,899
Southwestern Public Service Co. 3.400% 8/15/46 1,400 1,395
Tampa Electric Co. 6.550% 5/15/36 780 1,079
Tampa Electric Co. 6.150% 5/15/37 1,025 1,358
Tampa Electric Co. 4.100% 6/15/42 1,250 1,324
Tampa Electric Co. 4.350% 5/15/44 185 204
Tampa Electric Co. 4.200% 5/15/45 1,480 1,607
Toledo Edison Co. 6.150% 5/15/37 385 479
TransAlta Corp. 6.500% 3/15/40 590 544
Tri-State Generation & Transmission Assn.        
Inc. 4.700% 11/1/44 805 898
Tri-State Generation & Transmission Assn.        
Inc. 4.250% 6/1/46 975 1,051
Union Electric Co. 5.300% 8/1/37 1,640 2,049
Union Electric Co. 8.450% 3/15/39 440 738
Union Electric Co. 3.900% 9/15/42 1,670 1,813
Union Electric Co. 3.650% 4/15/45 1,410 1,474
Virginia Electric & Power Co. 6.000% 1/15/36 1,885 2,498
Virginia Electric & Power Co. 6.000% 5/15/37 2,045 2,730
Virginia Electric & Power Co. 6.350% 11/30/37 1,925 2,676
Virginia Electric & Power Co. 8.875% 11/15/38 1,950 3,296
Virginia Electric & Power Co. 4.000% 1/15/43 1,725 1,857
Virginia Electric & Power Co. 4.650% 8/15/43 1,235 1,453
Virginia Electric & Power Co. 4.450% 2/15/44 1,845 2,113
Virginia Electric & Power Co. 4.200% 5/15/45 1,298 1,459
Westar Energy Inc. 4.125% 3/1/42 1,355 1,485
Westar Energy Inc. 4.100% 4/1/43 1,475 1,608
Westar Energy Inc. 4.625% 9/1/43 1,240 1,453
Westar Energy Inc. 4.250% 12/1/45 575 643
Wisconsin Electric Power Co. 5.625% 5/15/33 620 788
Wisconsin Electric Power Co. 5.700% 12/1/36 750 978
Wisconsin Electric Power Co. 3.650% 12/15/42 375 389
Wisconsin Electric Power Co. 4.250% 6/1/44 805 913
Wisconsin Electric Power Co. 4.300% 12/15/45 1,025 1,183
Wisconsin Power & Light Co. 6.375% 8/15/37 890 1,239
Wisconsin Power & Light Co. 4.100% 10/15/44 1,970 2,169
Wisconsin Public Service Corp. 3.671% 12/1/42 1,105 1,147
Wisconsin Public Service Corp. 4.752% 11/1/44 2,380 2,881
Xcel Energy Inc. 6.500% 7/1/36 1,700 2,316
Xcel Energy Inc. 4.800% 9/15/41 685 792
 
Natural Gas (0.4%)        
Atmos Energy Corp. 5.500% 6/15/41 1,575 1,999
Atmos Energy Corp. 4.150% 1/15/43 1,680 1,818
Atmos Energy Corp. 4.125% 10/15/44 1,450 1,581
CenterPoint Energy Resources Corp. 6.625% 11/1/37 600 734
CenterPoint Energy Resources Corp. 5.850% 1/15/41 1,600 1,936
KeySpan Corp. 8.000% 11/15/30 875 1,232

 

 

KeySpan Corp. 5.803% 4/1/35 1,000 1,220
NiSource Finance Corp. 6.250% 12/15/40 2,730 3,551
NiSource Finance Corp. 5.950% 6/15/41 1,375 1,723
Nisource Finance Corp. 5.250% 2/15/43 1,650 1,966
NiSource Finance Corp. 4.800% 2/15/44 1,925 2,180
ONE Gas Inc. 4.658% 2/1/44 1,782 2,071
Piedmont Natural Gas Co. Inc. 4.100% 9/18/34 850 891
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 850 966
Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 975 971
Sempra Energy 6.000% 10/15/39 3,461 4,429
Southern California Gas Co. 5.750% 11/15/35 75 99
Southern California Gas Co. 3.750% 9/15/42 1,550 1,652
Southern California Gas Co. 4.450% 3/15/44 1,525 1,807
Southern Co. Gas Capital Corp. 6.000% 10/1/34 850 1,046
Southern Co. Gas Capital Corp. 5.875% 3/15/41 2,805 3,504
Southern Co. Gas Capital Corp. 4.400% 6/1/43 1,350 1,457
Southern Co. Gas Capital Corp. 3.950% 10/1/46 925 937
Southwest Gas Corp. 3.800% 9/29/46 1,700 1,712
Spire Inc. 4.700% 8/15/44 850 931
Washington Gas Light Co. 3.796% 9/15/46 925 963
 
Other Utility (0.1%)        
American Water Capital Corp. 6.593% 10/15/37 2,677 3,870
American Water Capital Corp. 4.300% 12/1/42 1,300 1,493
American Water Capital Corp. 4.300% 9/1/45 1,000 1,150
United Utilities plc 6.875% 8/15/28 1,325 1,548
Veolia Environnement SA 6.750% 6/1/38 1,525 2,022
        686,949
Total Corporate Bonds (Cost $4,668,258)       5,170,021
Sovereign Bonds (U.S. Dollar-Denominated) (4.4%)        
Asian Development Bank 6.220% 8/15/27 2,275 3,200
Asian Development Bank 5.820% 6/16/28 1,480 1,981
CNOOC Finance 2013 Ltd. 4.250% 5/9/43 4,275 4,472
CNOOC Finance 2015 Australia Pty Ltd. 4.200% 5/5/45 500 520
CNOOC Nexen Finance 2014 ULC 4.875% 4/30/44 2,300 2,699
Ecopetrol SA 7.375% 9/18/43 2,300 2,426
Ecopetrol SA 5.875% 5/28/45 7,625 7,015
European Investment Bank 4.875% 2/15/36 3,060 4,131
Hydro-Quebec 8.500% 12/1/29 1,321 2,063
Inter-American Development Bank 3.875% 10/28/41 1,730 2,113
Inter-American Development Bank 3.200% 8/7/42 1,780 1,938
Inter-American Development Bank 4.375% 1/24/44 1,328 1,758
International Bank for Reconstruction &        
Development 4.750% 2/15/35 1,725 2,325
5 KFW 0.000% 4/18/36 8,125 4,907
5 KFW 0.000% 6/29/37 2,575 1,495
Korea Electric Power Corp. 7.000% 2/1/27 750 1,032
Nexen Energy ULC 7.875% 3/15/32 1,800 2,590
Nexen Energy ULC 5.875% 3/10/35 2,650 3,270
Nexen Energy ULC 6.400% 5/15/37 2,055 2,709
Nexen Energy ULC 7.500% 7/30/39 2,025 2,992
4 Oriental Republic of Uruguay 4.375% 10/27/27 6,700 7,219
4 Oriental Republic of Uruguay 7.625% 3/21/36 2,293 3,245
4 Oriental Republic of Uruguay 4.125% 11/20/45 2,600 2,424
4 Oriental Republic of Uruguay 5.100% 6/18/50 14,350 14,852
Petroleos Mexicanos 6.625% 6/15/35 9,970 10,148

 

 

Petroleos Mexicanos 6.625% 6/15/38 2,575 2,574
Petroleos Mexicanos 6.500% 6/2/41 11,300 10,990
Petroleos Mexicanos 5.500% 6/27/44 15,615 13,537
Petroleos Mexicanos 6.375% 1/23/45 10,750 10,323
Petroleos Mexicanos 5.625% 1/23/46 11,850 10,375
3 Petroleos Mexicanos 6.750% 9/21/47 2,000 1,995
Province of British Columbia 7.250% 9/1/36 500 823
Quebec 7.500% 9/15/29 7,815 11,793
Republic of Chile 3.625% 10/30/42 3,700 3,944
Republic of Colombia 10.375% 1/28/33 1,025 1,604
Republic of Colombia 7.375% 9/18/37 6,637 8,960
Republic of Colombia 6.125% 1/18/41 9,075 11,043
4 Republic of Colombia 5.625% 2/26/44 6,575 7,652
4 Republic of Colombia 5.000% 6/15/45 11,850 12,872
Republic of Hungary 7.625% 3/29/41 3,200 5,016
Republic of Italy 5.375% 6/15/33 5,825 7,074
Republic of Korea 4.125% 6/10/44 2,150 2,892
Republic of Panama 8.875% 9/30/27 2,560 3,840
4 Republic of Panama 3.875% 3/17/28 3,700 4,013
Republic of Panama 9.375% 4/1/29 3,985 6,167
4 Republic of Panama 6.700% 1/26/36 5,301 7,263
4 Republic of Panama 4.300% 4/29/53 3,050 3,241
Republic of Peru 4.125% 8/25/27 2,935 3,361
Republic of Peru 8.750% 11/21/33 9,350 15,270
4 Republic of Peru 6.550% 3/14/37 4,425 6,294
Republic of Peru 5.625% 11/18/50 8,340 11,083
Republic of South Africa 6.250% 3/8/41 1,975 2,380
Republic of South Africa 5.375% 7/24/44 3,600 3,901
Republic of South Africa 5.000% 10/12/46 1,700 1,711
Republic of the Philippines 9.500% 2/2/30 5,700 9,818
Republic of the Philippines 7.750% 1/14/31 8,225 12,810
Republic of the Philippines 6.375% 1/15/32 4,700 6,639
Republic of the Philippines 6.375% 10/23/34 9,175 13,327
Republic of the Philippines 5.000% 1/13/37 4,375 5,638
Republic of the Philippines 3.950% 1/20/40 8,702 9,942
Republic of the Philippines 3.700% 3/1/41 500 552
State of Israel 4.500% 1/30/43 6,200 7,054
Statoil ASA 7.250% 9/23/27 3,000 4,209
Statoil ASA 6.800% 1/15/28 185 244
Statoil ASA 7.150% 1/15/29 1,290 1,785
Statoil ASA 5.100% 8/17/40 3,209 3,855
Statoil ASA 4.250% 11/23/41 1,925 2,065
Statoil ASA 3.950% 5/15/43 1,770 1,839
Statoil ASA 4.800% 11/8/43 1,360 1,597
United Mexican States 8.300% 8/15/31 3,160 5,119
United Mexican States 7.500% 4/8/33 2,440 3,465
United Mexican States 6.750% 9/27/34 7,972 10,545
United Mexican States 6.050% 1/11/40 12,300 15,006
United Mexican States 4.750% 3/8/44 14,431 14,999
United Mexican States 5.550% 1/21/45 9,980 11,597
United Mexican States 4.600% 1/23/46 10,351 10,555
United Mexican States 4.350% 1/15/47 6,400 6,285
United Mexican States 5.750% 10/12/10 8,050 8,571
Total Sovereign Bonds (Cost $421,159)       453,031
Taxable Municipal Bonds (4.8%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 1,100 1,619

 

 

American Municipal Power Ohio Inc. Revenue        
(Hydroelectric Projects) 6.449% 2/15/44 680 905
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 645 988
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 550 717
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 2,400 3,115
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 450 589
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 175 263
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 2,995 4,964
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 600 784
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,095 1,619
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 4,400 6,698
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 2,800 4,500
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 1,515 2,433
California GO 7.700% 11/1/30 1,260 1,549
California GO 7.500% 4/1/34 6,780 10,319
California GO 7.950% 3/1/36 1,450 1,741
California GO 7.550% 4/1/39 9,505 15,181
California GO 7.300% 10/1/39 5,405 8,238
California GO 7.350% 11/1/39 3,425 5,246
California GO 7.625% 3/1/40 4,815 7,663
California GO 7.600% 11/1/40 5,750 9,356
California Public Works Board Lease Revenue        
(Various Capital Projects) 8.361% 10/1/34 725 1,122
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 800 1,083
Chicago IL GO 7.375% 1/1/33 2,600 2,894
Chicago IL GO 7.781% 1/1/35 675 779
Chicago IL GO 5.432% 1/1/42 900 820
Chicago IL GO 6.314% 1/1/44 1,050 1,058
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 1,655 2,128
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 625 705
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,275 1,846
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 1,450 1,816
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 5,150 6,827
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 1,075 1,426
Chicago IL Water Revenue 6.742% 11/1/40 1,200 1,582
Clark County NV Airport System Revenue 6.881% 7/1/42 1,650 1,870
Clark County NV Airport System Revenue 6.820% 7/1/45 1,400 2,179
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 880 1,201

 

 

Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 1,190 1,505
Connecticut GO 5.632% 12/1/29 2,000 2,444
Connecticut GO 5.090% 10/1/30 750 875
Connecticut GO 5.850% 3/15/32 3,350 4,307
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 900 1,102
Cook County IL GO 6.229% 11/15/34 1,050 1,311
Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 1,220 1,679
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 420 602
Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,137
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 890 1,136
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,745 2,532
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 1,665 2,193
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 1,640 2,346
Dallas TX Independent School District GO 6.450% 2/15/35 1,495 1,786
Denver CO City & County School District No.        
1 COP 4.242% 12/15/37 800 886
Denver CO City & County School District No.        
1 COP 7.017% 12/15/37 850 1,219
Denver CO City & County School District No.        
1 GO 5.664% 12/1/33 525 701
District of Columbia Income Tax Revenue 5.591% 12/1/34 675 885
District of Columbia Income Tax Revenue 5.582% 12/1/35 735 974
District of Columbia Water & Sewer Authority        
Public Utility Revenue 5.522% 10/1/44 575 770
District of Columbia Water & Sewer Authority        
Public Utility Revenue 4.814% 10/1/14 1,575 1,847
East Baton Rouge LA Sewer Commission        
Revenue 6.087% 2/1/45 700 787
East Bay CA Municipal Utility District Water        
System Revenue 5.874% 6/1/40 1,275 1,775
George Washington University District of        
Columbia GO 4.300% 9/15/44 1,825 2,025
Georgia Municipal Electric Power Authority        
Revenue 6.637% 4/1/57 5,107 6,935
Georgia Municipal Electric Power Authority        
Revenue 6.655% 4/1/57 2,825 3,788
Georgia Municipal Electric Power Authority        
Revenue 7.055% 4/1/57 850 1,054
Grand Parkway Transportation Corp. Texas        
System Toll Revenue 5.184% 10/1/42 1,000 1,301
Houston TX GO 6.290% 3/1/32 1,745 2,212
Houston TX Utility System Revenue 3.828% 5/15/28 1,200 1,345
Illinois GO 5.100% 6/1/33 24,940 24,001
Illinois GO 6.630% 2/1/35 1,770 1,901
Illinois GO 6.725% 4/1/35 2,000 2,163
Illinois GO 7.350% 7/1/35 1,055 1,190
Illinois Toll Highway Authority Revenue 6.184% 1/1/34 1,670 2,234
Illinois Toll Highway Authority Revenue 5.851% 12/1/34 600 802
Indianapolis IN Local Public Improvement        
Revenue 6.116% 1/15/40 1,075 1,499
6 Industry CA Sales Tax Revenue 5.125% 1/1/51 1,000 1,106

 

 

JobsOhio Beverage System Statewide Liquor        
Profits Revenue 3.985% 1/1/29 1,725 1,946
JobsOhio Beverage System Statewide Liquor        
Profits Revenue 4.532% 1/1/35 1,050 1,226
Kansas Department of Transportation        
Highway Revenue 4.596% 9/1/35 1,225 1,480
Kansas Development Finance Authority        
Revenue 4.727% 4/15/37 1,700 1,890
6 Kansas Development Finance Authority        
Revenue (Public Employees Retirement        
System) 5.501% 5/1/34 500 615
Los Angeles CA Community College District        
GO 6.600% 8/1/42 550 848
Los Angeles CA Community College District        
GO 6.750% 8/1/49 1,950 3,105
Los Angeles CA Department of Airports        
International Airport Revenue 6.582% 5/15/39 905 1,247
Los Angeles CA Department of Water &        
Power Revenue 5.716% 7/1/39 1,425 1,897
Los Angeles CA Department of Water &        
Power Revenue 6.008% 7/1/39 795 1,068
Los Angeles CA Department of Water &        
Power Revenue 6.166% 7/1/40 625 720
Los Angeles CA Department of Water &        
Power Revenue 6.574% 7/1/45 1,575 2,408
Los Angeles CA Department of Water &        
Power Revenue 6.603% 7/1/50 1,500 2,347
Los Angeles CA Unified School District GO 5.755% 7/1/29 1,140 1,466
Los Angeles CA Unified School District GO 5.750% 7/1/34 4,345 5,789
Los Angeles CA Unified School District GO 6.758% 7/1/34 2,760 4,007
Los Angeles County CA Metropolitan        
Transportation Authority Sales Tax        
Revenue 5.735% 6/1/39 1,500 1,988
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.488% 8/1/33 960 1,350
Los Angeles County CA Public Works        
Financing Authority Lease Revenue 7.618% 8/1/40 700 1,082
Maryland Transportation Authority Facilities        
Projects Revenue 5.888% 7/1/43 850 1,164
Massachusetts GO 4.500% 8/1/31 1,500 1,784
Massachusetts GO 5.456% 12/1/39 3,135 4,272
Massachusetts School Building Authority        
Dedicated Sales Tax Revenue 5.715% 8/15/39 1,530 2,109
Massachusetts Transportation Fund Revenue 5.731% 6/1/40 1,515 2,087
Massachusetts Water Pollution Abatement        
Trust Revenue 5.192% 8/1/40 900 1,102
Metropolitan Government of Nashville &        
Davidson County TN Convention Center        
Authority Tourism Tax Revenue 6.731% 7/1/43 1,000 1,391
Metropolitan Government of Nashville &        
Davidson County TN GO 5.707% 7/1/34 1,200 1,541
Metropolitan Washington DC/VA Airports        
Authority Dulles Toll Road Revenue 7.462% 10/1/46 1,755 2,718
Metropolitan Water District of Southern        
California Revenue 6.947% 7/1/40 575 681
Mississippi GO 5.245% 11/1/34 1,100 1,402

 

 

Missouri Highways & Transportation        
Commission Road Revenue 5.445% 5/1/33 600 766
7 New Jersey Economic Development Authority        
Revenue (State Pension Funding) 7.425% 2/15/29 5,750 7,257
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 5.754% 12/15/28 2,500 2,799
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.104% 12/15/28 1,660 1,830
New Jersey Transportation Trust Fund        
Authority Transportation System Revenue 6.561% 12/15/40 1,425 1,710
New Jersey Turnpike Authority Revenue 7.414% 1/1/40 4,639 7,280
New Jersey Turnpike Authority Revenue 7.102% 1/1/41 6,060 9,240
New York City NY GO 5.206% 10/1/31 1,070 1,308
New York City NY GO 6.646% 12/1/31 400 474
New York City NY GO 6.246% 6/1/35 1,075 1,241
New York City NY GO 5.968% 3/1/36 1,265 1,720
New York City NY GO 5.985% 12/1/36 625 836
New York City NY GO 5.517% 10/1/37 1,175 1,540
New York City NY GO 6.271% 12/1/37 1,020 1,445
New York City NY GO 5.846% 6/1/40 550 765
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.750% 6/15/41 1,075 1,531
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.790% 6/15/41 500 566
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.724% 6/15/42 1,580 2,252
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.952% 6/15/42 800 1,156
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 6.011% 6/15/42 1,500 2,172
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.440% 6/15/43 1,845 2,529
New York City NY Municipal Water Finance        
Authority Water & Sewer System Revenue 5.882% 6/15/44 1,070 1,550
New York City NY Transitional Finance        
Authority Building Aid Revenue 6.828% 7/15/40 1,100 1,580
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.267% 5/1/27 250 310
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.767% 8/1/36 775 1,021
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.508% 8/1/37 2,215 2,915
New York City NY Transitional Finance        
Authority Future Tax Revenue 5.572% 11/1/38 1,150 1,515
New York Metropolitan Transportation        
Authority Revenue 6.687% 11/15/40 730 1,050
New York Metropolitan Transportation        
Authority Revenue 6.814% 11/15/40 65 94
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 3,325 5,292
New York Metropolitan Transportation        
Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 575 791
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.548% 11/15/31 500 679
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 5.871% 11/15/39 700 914

 

 

New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.648% 11/15/39 1,750 2,494
New York Metropolitan Transportation        
Authority Revenue (Transit Revenue) 6.668% 11/15/39 2,345 3,366
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.500% 3/15/30 2,050 2,607
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.289% 3/15/33 500 633
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.427% 3/15/39 500 655
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.628% 3/15/39 2,580 3,427
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.389% 3/15/40 735 978
New York State Dormitory Authority Revenue        
(Personal Income Tax) 5.600% 3/15/40 200 270
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.770% 3/15/39 1,625 2,097
New York State Urban Development Corp.        
Revenue (Personal Income Tax) 5.838% 3/15/40 625 823
New York University Hospitals Center GO 4.428% 7/1/42 1,531 1,657
New York University Hospitals Center        
Revenue 5.750% 7/1/43 925 1,215
North Carolina Turnpike Authority Revenue 6.700% 1/1/39 170 188
North Texas Tollway Authority System        
Revenue 6.718% 1/1/49 3,135 4,892
Ohio State University General Receipts        
Revenue 4.910% 6/1/40 2,175 2,772
Ohio State University General Receipts        
Revenue 3.798% 12/1/46 1,700 1,871
Ohio State University General Receipts        
Revenue 4.048% 12/1/56 500 558
Ohio State University General Receipts        
Revenue 4.800% 6/1/11 1,882 2,126
Ohio University General Receipts Revenue 5.590% 12/1/14 900 1,078
Ohio Water Development Authority Water        
Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,125 1,346
Orange County CA Local Transportation        
Authority Sales Tax Revenue 6.908% 2/15/41 1,060 1,545
Oregon Department of Transportation        
Highway User Tax Revenue 5.834% 11/15/34 1,405 1,924
Oregon GO 5.892% 6/1/27 2,900 3,753
8 Oregon School Boards Association GO 4.759% 6/30/28 3,550 4,169
6 Oregon School Boards Association GO 5.528% 6/30/28 1,500 1,865
Pennsylvania GO 5.350% 5/1/30 1,000 1,109
Pennsylvania Public School Building Authority        
Lease Revenue (School District of        
Philadelphia) 5.000% 9/15/27 1,098 1,207
Pennsylvania Turnpike Commission Revenue 6.105% 12/1/39 600 833
Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 1,575 2,080
Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 850 1,156
Phoenix AZ GO 5.269% 7/1/34 100 125
Port Authority of New York & New Jersey        
Revenue 6.040% 12/1/29 2,260 3,044
Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 2,195 2,900

 

 

Port Authority of New York & New Jersey        
Revenue 5.647% 11/1/40 1,025 1,356
Port Authority of New York & New Jersey        
Revenue 4.960% 8/1/46 2,350 2,946
Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 1,200 1,363
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 1,520 1,897
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 6,625 7,655
Port Authority of New York & New Jersey        
Revenue 4.810% 10/15/65 1,500 1,827
Port of Seattle WA Revenue 7.000% 5/1/36 100 114
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 950 1,279
Princeton University New Jersey GO 5.700% 3/1/39 1,400 2,037
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 1,110 1,621
Rutgers State University New Jersey Revenue 5.665% 5/1/40 1,185 1,516
Sacramento CA Municipal Utility District        
Revenue 6.156% 5/15/36 905 1,195
Sacramento CA Public Financing Authority        
Lease Revenue 5.637% 4/1/50 1,100 1,330
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 1,100 1,414
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 600 844
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 1,190 1,639
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 1,750 2,432
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,100 1,301
San Diego County CA Regional Airport        
Authority Revenue 5.594% 7/1/43 900 1,024
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 1,365 1,947
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 1,700 2,424
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 1,325 1,760
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 1,815 2,813
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 1,500 1,948
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 1,000 1,230
South Carolina Public Service Authority        
Revenue 5.784% 12/1/41 250 322
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 1,900 2,778
Stanford University California GO 3.460% 5/1/47 950 1,066
Texas GO 5.517% 4/1/39 3,790 5,288
Texas Transportation Commission Revenue 5.178% 4/1/30 3,900 4,973
Texas Transportation Commission Revenue 4.631% 4/1/33 1,460 1,802
Texas Transportation Commission Revenue 4.681% 4/1/40 950 1,196

 

 

Tufts University Massachusetts GO 5.017% 4/15/12 935 1,109
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 900 1,291
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 1,075 1,543
University of California Revenue 4.601% 5/15/31 1,500 1,752
University of California Revenue 6.270% 5/15/31 500 560
University of California Revenue 5.770% 5/15/43 3,050 4,104
University of California Revenue 4.765% 5/15/44 1,600 1,753
University of California Revenue 4.131% 5/15/45 1,500 1,654
University of California Revenue 5.946% 5/15/45 1,400 1,886
University of California Revenue 4.858% 5/15/12 2,750 3,040
University of California Revenue 4.767% 5/15/15 1,550 1,712
University of Massachusetts Building Authority        
Revenue 5.450% 11/1/40 575 765
University of North Carolina at Chapel Hill        
Revenue 3.847% 12/1/34 950 1,086
University of Southern California GO 5.250% 10/1/11 950 1,255
University of Texas System Revenue        
Financing System Revenue 5.262% 7/1/39 1,920 2,577
University of Texas System Revenue        
Financing System Revenue 6.276% 8/15/41 900 1,013
University of Texas System Revenue        
Financing System Revenue 5.134% 8/15/42 550 723
University of Texas System Revenue        
Financing System Revenue 4.794% 8/15/46 1,575 2,004
University of Virginia Revenue 6.200% 9/1/39 330 500
Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 990 1,377
Virginia Commonwealth Transportation Board        
Revenue 5.350% 5/15/35 640 829
Washington Convention Center Public        
Facilities District Revenue 6.790% 7/1/40 600 808
Washington GO 5.090% 8/1/33 945 1,182
Washington GO 5.481% 8/1/39 1,160 1,570
Washington GO 5.140% 8/1/40 1,210 1,605
Washington University Revenue 3.086% 9/15/51 1,000 971
Total Taxable Municipal Bonds (Cost $401,907)       494,805
      Shares  
Temporary Cash Investment (0.5%)        
Money Market Fund (0.5%)        
9 Vanguard Market Liquidity Fund (Cost        
$51,933) 0.640%   519,283 51,934
 
Total Investments (99.5%) (Cost $9,184,313)       10,323,583
Other Assets and Liabilities-Net (0.5%)       55,305
Net Assets (100%)       10,378,888

 

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      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 September 30, 2016, the aggregate value of these securities was $114,920,000, representing 1.1% of net assets.
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 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 September 30, 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 — 4,153,792 —
Corporate Bonds — 5,170,021 —
Sovereign Bonds — 453,031 —
Taxable Municipal Bonds — 494,805 —
Temporary Cash Investments 51,934 — —
Total 51,934 10,271,649 —

 

C. At September 30, 2016, the cost of investment securities for tax purposes was $9,184,313,000. Net unrealized appreciation of investment securities for tax purposes was $1,139,270,000, consisting of unrealized gains of $1,156,705,000 on securities that had risen in value since their purchase and $17,435,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Total Bond Market Index Fund

Schedule of Investments (unaudited)

As of September 30, 2016

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (62.6%)        
U.S. Government Securities (39.7%)        
United States Treasury Note/Bond 8.750% 5/15/17 183,135 192,235
United States Treasury Note/Bond 4.750% 8/15/17 391,705 405,415
United States Treasury Note/Bond 8.875% 8/15/17 115,330 123,439
United States Treasury Note/Bond 4.250% 11/15/17 115,725 120,264
United States Treasury Note/Bond 0.625% 11/30/17 174,865 174,701
United States Treasury Note/Bond 0.875% 11/30/17 88,000 88,179
United States Treasury Note/Bond 2.250% 11/30/17 30,600 31,140
United States Treasury Note/Bond 1.000% 12/15/17 356,470 357,696
United States Treasury Note/Bond 0.750% 12/31/17 44,235 44,256
United States Treasury Note/Bond 1.000% 12/31/17 33,300 33,415
United States Treasury Note/Bond 2.750% 12/31/17 400 410
United States Treasury Note/Bond 0.875% 1/15/18 206,250 206,669
United States Treasury Note/Bond 0.750% 1/31/18 325,000 325,101
United States Treasury Note/Bond 0.875% 1/31/18 679,000 680,378
United States Treasury Note/Bond 2.625% 1/31/18 278,308 285,221
United States Treasury Note/Bond 1.000% 2/15/18 383,000 384,436
United States Treasury Note/Bond 3.500% 2/15/18 182,405 189,245
United States Treasury Note/Bond 0.750% 2/28/18 14,718 14,723
United States Treasury Note/Bond 2.750% 2/28/18 428,100 440,138
United States Treasury Note/Bond 1.000% 3/15/18 542,008 544,127
United States Treasury Note/Bond 0.750% 3/31/18 138,065 138,108
United States Treasury Note/Bond 0.875% 3/31/18 150,145 150,450
United States Treasury Note/Bond 2.875% 3/31/18 104,354 107,647
United States Treasury Note/Bond 0.750% 4/15/18 232,110 232,147
United States Treasury Note/Bond 0.625% 4/30/18 93,983 93,821
United States Treasury Note/Bond 0.750% 4/30/18 194,167 194,198
United States Treasury Note/Bond 1.000% 5/15/18 206,559 207,398
United States Treasury Note/Bond 9.125% 5/15/18 20,890 23,700
United States Treasury Note/Bond 0.875% 5/31/18 231,348 231,818
United States Treasury Note/Bond 1.000% 5/31/18 679,910 682,670
United States Treasury Note/Bond 2.375% 5/31/18 204,901 210,343
United States Treasury Note/Bond 1.125% 6/15/18 277,131 278,819
United States Treasury Note/Bond 0.625% 6/30/18 50,170 50,060
United States Treasury Note/Bond 1.375% 6/30/18 177,070 178,924
United States Treasury Note/Bond 2.375% 6/30/18 554,504 569,842
United States Treasury Note/Bond 0.875% 7/15/18 463,519 464,390
United States Treasury Note/Bond 0.750% 7/31/18 190,595 190,536
United States Treasury Note/Bond 1.375% 7/31/18 242,793 245,410
United States Treasury Note/Bond 2.250% 7/31/18 46,604 47,857
United States Treasury Note/Bond 1.000% 8/15/18 251,158 252,218
United States Treasury Note/Bond 4.000% 8/15/18 400 424
United States Treasury Note/Bond 0.750% 8/31/18 383,600 383,539
United States Treasury Note/Bond 1.500% 8/31/18 475,375 481,835
United States Treasury Note/Bond 1.000% 9/15/18 693,610 696,426
United States Treasury Note/Bond 0.750% 9/30/18 324,762 324,661
United States Treasury Note/Bond 1.375% 9/30/18 131,450 132,929
United States Treasury Note/Bond 0.875% 10/15/18 39,101 39,168
United States Treasury Note/Bond 1.250% 10/31/18 124,000 125,123
United States Treasury Note/Bond 1.750% 10/31/18 179,775 183,230

 

 

United States Treasury Note/Bond 1.250% 11/15/18 467,557 471,868
United States Treasury Note/Bond 3.750% 11/15/18 277,786 294,931
United States Treasury Note/Bond 9.000% 11/15/18 125 147
United States Treasury Note/Bond 1.250% 11/30/18 295,160 297,834
United States Treasury Note/Bond 1.375% 11/30/18 20,400 20,642
United States Treasury Note/Bond 1.250% 12/15/18 266,383 268,882
United States Treasury Note/Bond 1.375% 12/31/18 88,175 89,236
United States Treasury Note/Bond 1.500% 12/31/18 222,440 225,741
United States Treasury Note/Bond 1.125% 1/15/19 295,153 297,089
United States Treasury Note/Bond 1.250% 1/31/19 94,800 95,719
United States Treasury Note/Bond 1.500% 1/31/19 275,000 279,210
United States Treasury Note/Bond 0.750% 2/15/19 626,537 625,265
United States Treasury Note/Bond 2.750% 2/15/19 258,075 269,768
United States Treasury Note/Bond 8.875% 2/15/19 72,220 85,976
United States Treasury Note/Bond 1.375% 2/28/19 122,070 123,615
United States Treasury Note/Bond 1.500% 2/28/19 70,545 71,647
United States Treasury Note/Bond 1.000% 3/15/19 735,920 738,680
United States Treasury Note/Bond 1.500% 3/31/19 30,965 31,463
United States Treasury Note/Bond 1.625% 3/31/19 331,485 337,803
United States Treasury Note/Bond 0.875% 4/15/19 345,495 345,709
United States Treasury Note/Bond 1.250% 4/30/19 12,781 12,909
United States Treasury Note/Bond 1.625% 4/30/19 375,075 382,344
United States Treasury Note/Bond 0.875% 5/15/19 567,645 567,821
United States Treasury Note/Bond 3.125% 5/15/19 605,334 640,710
United States Treasury Note/Bond 1.125% 5/31/19 203,315 204,777
United States Treasury Note/Bond 1.500% 5/31/19 250,930 255,085
United States Treasury Note/Bond 0.875% 6/15/19 202,325 202,357
United States Treasury Note/Bond 1.000% 6/30/19 33,462 33,587
United States Treasury Note/Bond 1.625% 6/30/19 346,575 353,614
United States Treasury Note/Bond 0.750% 7/15/19 401,795 400,477
United States Treasury Note/Bond 0.875% 7/31/19 103,706 103,706
United States Treasury Note/Bond 1.625% 7/31/19 250,496 255,661
United States Treasury Note/Bond 0.750% 8/15/19 249,493 248,557
United States Treasury Note/Bond 3.625% 8/15/19 735,167 792,025
United States Treasury Note/Bond 8.125% 8/15/19 6,636 7,989
United States Treasury Note/Bond 1.625% 8/31/19 364,194 371,820
United States Treasury Note/Bond 0.875% 9/15/19 235,850 235,812
United States Treasury Note/Bond 1.000% 9/30/19 58,600 58,765
United States Treasury Note/Bond 1.750% 9/30/19 354,421 363,225
United States Treasury Note/Bond 1.250% 10/31/19 40,600 41,006
United States Treasury Note/Bond 1.500% 10/31/19 505,710 514,560
United States Treasury Note/Bond 3.375% 11/15/19 640,633 688,578
United States Treasury Note/Bond 1.000% 11/30/19 147,175 147,452
United States Treasury Note/Bond 1.500% 11/30/19 503,150 511,875
United States Treasury Note/Bond 1.125% 12/31/19 95,000 95,504
United States Treasury Note/Bond 1.625% 12/31/19 39,053 39,889
United States Treasury Note/Bond 1.250% 1/31/20 556,865 561,910
United States Treasury Note/Bond 1.375% 1/31/20 185,508 187,942
United States Treasury Note/Bond 3.625% 2/15/20 477,635 519,352
United States Treasury Note/Bond 8.500% 2/15/20 15,275 19,094
United States Treasury Note/Bond 1.250% 2/29/20 77,506 78,184
United States Treasury Note/Bond 1.375% 2/29/20 196,685 199,236
United States Treasury Note/Bond 1.125% 3/31/20 20,300 20,395
United States Treasury Note/Bond 1.375% 3/31/20 175,643 177,921
United States Treasury Note/Bond 1.125% 4/30/20 209,925 210,777
United States Treasury Note/Bond 1.375% 4/30/20 128,298 129,962
United States Treasury Note/Bond 3.500% 5/15/20 601,005 653,593

 

 

United States Treasury Note/Bond 8.750% 5/15/20 70 89
United States Treasury Note/Bond 1.375% 5/31/20 312,855 316,766
United States Treasury Note/Bond 1.500% 5/31/20 138,577 140,959
United States Treasury Note/Bond 1.625% 6/30/20 88,735 90,676
United States Treasury Note/Bond 1.875% 6/30/20 270,460 278,741
United States Treasury Note/Bond 1.625% 7/31/20 354,265 361,960
United States Treasury Note/Bond 2.000% 7/31/20 115,803 119,875
United States Treasury Note/Bond 2.625% 8/15/20 375,247 397,409
United States Treasury Note/Bond 8.750% 8/15/20 192,190 248,496
United States Treasury Note/Bond 1.375% 8/31/20 375,500 380,077
United States Treasury Note/Bond 2.125% 8/31/20 175,666 182,747
United States Treasury Note/Bond 2.000% 9/30/20 50,741 52,565
United States Treasury Note/Bond 1.375% 10/31/20 220,217 222,798
United States Treasury Note/Bond 1.750% 10/31/20 242,227 248,585
United States Treasury Note/Bond 2.625% 11/15/20 747,214 793,212
United States Treasury Note/Bond 1.625% 11/30/20 394,003 402,561
United States Treasury Note/Bond 2.000% 11/30/20 310,855 322,220
United States Treasury Note/Bond 1.750% 12/31/20 283,948 291,535
United States Treasury Note/Bond 2.375% 12/31/20 352,770 371,234
United States Treasury Note/Bond 1.375% 1/31/21 459,027 464,049
United States Treasury Note/Bond 2.125% 1/31/21 114,586 119,402
United States Treasury Note/Bond 3.625% 2/15/21 391,842 433,475
United States Treasury Note/Bond 7.875% 2/15/21 209,734 270,196
United States Treasury Note/Bond 1.125% 2/28/21 133,979 134,062
United States Treasury Note/Bond 2.000% 2/28/21 426,858 442,733
United States Treasury Note/Bond 1.250% 3/31/21 725,623 729,476
United States Treasury Note/Bond 2.250% 3/31/21 364,501 382,157
United States Treasury Note/Bond 1.375% 4/30/21 157,710 159,385
United States Treasury Note/Bond 2.250% 4/30/21 369,725 387,864
United States Treasury Note/Bond 3.125% 5/15/21 391,810 426,278
United States Treasury Note/Bond 8.125% 5/15/21 110 145
United States Treasury Note/Bond 1.375% 5/31/21 473,925 479,181
United States Treasury Note/Bond 2.000% 5/31/21 249,665 259,145
United States Treasury Note/Bond 1.125% 6/30/21 477,116 476,596
United States Treasury Note/Bond 2.125% 6/30/21 344,450 359,682
United States Treasury Note/Bond 1.125% 7/31/21 400,260 399,760
United States Treasury Note/Bond 2.250% 7/31/21 249,925 262,499
United States Treasury Note/Bond 2.125% 8/15/21 71,200 74,360
United States Treasury Note/Bond 8.125% 8/15/21 35,690 47,412
United States Treasury Note/Bond 1.125% 8/31/21 255,674 255,433
United States Treasury Note/Bond 2.000% 8/31/21 359,915 373,804
United States Treasury Note/Bond 1.125% 9/30/21 552,650 551,959
United States Treasury Note/Bond 2.125% 9/30/21 363,791 380,162
United States Treasury Note/Bond 2.000% 10/31/21 258,940 269,054
United States Treasury Note/Bond 2.000% 11/15/21 335,482 348,535
United States Treasury Note/Bond 8.000% 11/15/21 49,276 65,915
United States Treasury Note/Bond 1.875% 11/30/21 362,398 374,346
United States Treasury Note/Bond 2.125% 12/31/21 328,010 342,925
United States Treasury Note/Bond 1.500% 1/31/22 190,965 193,501
United States Treasury Note/Bond 2.000% 2/15/22 81,791 85,012
United States Treasury Note/Bond 1.750% 2/28/22 548,357 562,751
United States Treasury Note/Bond 1.750% 3/31/22 244,550 250,894
United States Treasury Note/Bond 1.750% 4/30/22 257,300 263,892
United States Treasury Note/Bond 1.750% 5/15/22 31,220 32,010
United States Treasury Note/Bond 1.875% 5/31/22 259,720 268,119
United States Treasury Note/Bond 2.125% 6/30/22 220,235 230,353
United States Treasury Note/Bond 2.000% 7/31/22 246,925 256,609

 

 

United States Treasury Note/Bond 1.625% 8/15/22 38,789 39,492
United States Treasury Note/Bond 7.250% 8/15/22 3,014 4,034
United States Treasury Note/Bond 1.875% 8/31/22 410,019 423,217
United States Treasury Note/Bond 1.750% 9/30/22 322,915 330,888
United States Treasury Note/Bond 1.875% 10/31/22 371,940 383,797
United States Treasury Note/Bond 1.625% 11/15/22 135,125 137,406
United States Treasury Note/Bond 2.000% 11/30/22 277,520 288,360
United States Treasury Note/Bond 2.125% 12/31/22 361,593 378,429
United States Treasury Note/Bond 1.750% 1/31/23 309,602 316,955
United States Treasury Note/Bond 2.000% 2/15/23 60,251 62,604
United States Treasury Note/Bond 7.125% 2/15/23 163,535 221,489
United States Treasury Note/Bond 1.500% 2/28/23 240,125 242,075
United States Treasury Note/Bond 1.500% 3/31/23 448,350 451,713
United States Treasury Note/Bond 1.625% 4/30/23 118,332 120,088
United States Treasury Note/Bond 1.750% 5/15/23 683,598 699,191
United States Treasury Note/Bond 1.625% 5/31/23 367,450 372,848
United States Treasury Note/Bond 1.375% 6/30/23 275,345 274,957
United States Treasury Note/Bond 1.250% 7/31/23 270,465 267,676
United States Treasury Note/Bond 2.500% 8/15/23 526,785 564,566
United States Treasury Note/Bond 6.250% 8/15/23 308,228 406,525
United States Treasury Note/Bond 1.375% 8/31/23 311,160 310,286
United States Treasury Note/Bond 1.375% 9/30/23 275,150 274,203
United States Treasury Note/Bond 2.750% 11/15/23 419,162 456,887
United States Treasury Note/Bond 2.750% 2/15/24 459,279 501,331
United States Treasury Note/Bond 2.500% 5/15/24 657,918 707,262
United States Treasury Note/Bond 2.375% 8/15/24 455,390 485,418
United States Treasury Note/Bond 2.250% 11/15/24 600,474 634,251
United States Treasury Note/Bond 7.500% 11/15/24 1,325 1,941
United States Treasury Note/Bond 2.000% 2/15/25 344,279 356,704
United States Treasury Note/Bond 7.625% 2/15/25 2,112 3,137
United States Treasury Note/Bond 2.125% 5/15/25 976,902 1,022,083
United States Treasury Note/Bond 2.000% 8/15/25 638,325 660,966
United States Treasury Note/Bond 6.875% 8/15/25 17,689 25,588
United States Treasury Note/Bond 2.250% 11/15/25 750,907 793,145
United States Treasury Note/Bond 1.625% 2/15/26 621,379 622,932
United States Treasury Note/Bond 6.000% 2/15/26 35,679 49,488
United States Treasury Note/Bond 1.625% 5/15/26 707,070 708,505
United States Treasury Note/Bond 1.500% 8/15/26 569,449 564,375
United States Treasury Note/Bond 6.750% 8/15/26 32,360 47,660
United States Treasury Note/Bond 6.500% 11/15/26 50,779 74,010
United States Treasury Note/Bond 6.375% 8/15/27 63,585 93,520
United States Treasury Note/Bond 5.500% 8/15/28 39,225 55,185
United States Treasury Note/Bond 5.250% 11/15/28 3,485 4,829
United States Treasury Note/Bond 5.250% 2/15/29 53,395 74,319
United States Treasury Note/Bond 6.125% 8/15/29 75,455 113,572
United States Treasury Note/Bond 6.250% 5/15/30 98,628 152,396
United States Treasury Note/Bond 5.375% 2/15/31 295,095 430,930
United States Treasury Note/Bond 4.500% 2/15/36 268,181 378,052
United States Treasury Note/Bond 4.750% 2/15/37 49,000 71,234
United States Treasury Note/Bond 5.000% 5/15/37 21,000 31,513
United States Treasury Note/Bond 4.375% 2/15/38 79,403 110,966
United States Treasury Note/Bond 4.500% 5/15/38 59,113 84,070
United States Treasury Note/Bond 3.500% 2/15/39 167,651 208,069
United States Treasury Note/Bond 4.250% 5/15/39 101,385 139,293
United States Treasury Note/Bond 4.500% 8/15/39 76,772 109,052
United States Treasury Note/Bond 4.375% 11/15/39 184,026 257,176
United States Treasury Note/Bond 4.625% 2/15/40 225,787 326,474

 

 

United States Treasury Note/Bond 4.375% 5/15/40 216,060 302,586
United States Treasury Note/Bond 3.875% 8/15/40 159,672 208,797
United States Treasury Note/Bond 4.250% 11/15/40 304,482 420,234
1 United States Treasury Note/Bond 4.750% 2/15/41 208,930 308,989
United States Treasury Note/Bond 4.375% 5/15/41 151,898 213,891
United States Treasury Note/Bond 3.750% 8/15/41 83,510 107,598
United States Treasury Note/Bond 3.125% 11/15/41 130,460 152,272
United States Treasury Note/Bond 3.125% 2/15/42 54,027 63,102
United States Treasury Note/Bond 3.000% 5/15/42 128,799 147,233
United States Treasury Note/Bond 2.750% 8/15/42 456,815 499,212
United States Treasury Note/Bond 2.750% 11/15/42 546,619 596,842
United States Treasury Note/Bond 3.125% 2/15/43 200,938 234,846
United States Treasury Note/Bond 2.875% 5/15/43 430,940 481,239
United States Treasury Note/Bond 3.625% 8/15/43 281,900 359,995
United States Treasury Note/Bond 3.750% 11/15/43 268,181 350,059
United States Treasury Note/Bond 3.625% 2/15/44 401,117 512,303
United States Treasury Note/Bond 3.375% 5/15/44 259,981 318,152
United States Treasury Note/Bond 3.125% 8/15/44 320,450 375,176
United States Treasury Note/Bond 3.000% 11/15/44 356,027 407,316
United States Treasury Note/Bond 2.500% 2/15/45 420,489 435,997
United States Treasury Note/Bond 3.000% 5/15/45 574,279 656,739
United States Treasury Note/Bond 2.875% 8/15/45 396,828 443,392
United States Treasury Note/Bond 3.000% 11/15/45 176,185 201,677
United States Treasury Note/Bond 2.500% 2/15/46 390,315 404,889
United States Treasury Note/Bond 2.500% 5/15/46 544,273 565,276
United States Treasury Note/Bond 2.250% 8/15/46 382,675 377,053
        69,526,208
Agency Bonds and Notes (2.5%)        
2 AID-Israel 5.500% 9/18/23 542 676
2 AID-Israel 5.500% 12/4/23 4,768 5,968
2 AID-Israel 5.500% 4/26/24 20,405 25,756
2 AID-Jordan 1.945% 6/23/19 7,750 7,935
2 AID-Jordan 2.503% 10/30/20 10,100 10,625
2 AID-Jordan 2.578% 6/30/22 3,400 3,588
2 AID-Tunisia 2.452% 7/24/21 3,275 3,445
2 AID-Tunisia 1.416% 8/5/21 3,860 3,860
2 AID-Ukraine 1.844% 5/16/19 4,650 4,759
2 AID-Ukraine 1.847% 5/29/20 11,500 11,752
2 AID-Ukraine 1.471% 9/29/21 10,100 10,144
3 Federal Farm Credit Banks 1.125% 12/18/17 16,800 16,878
3 Federal Farm Credit Banks 1.110% 2/20/18 5,800 5,824
3 Federal Farm Credit Banks 0.750% 4/18/18 20,000 19,977
3 Federal Farm Credit Banks 1.100% 6/1/18 10,000 10,044
3 Federal Farm Credit Banks 5.150% 11/15/19 15,675 17,645
3 Federal Farm Credit Banks 3.500% 12/20/23 5,000 5,635
3 Federal Home Loan Banks 0.625% 10/26/17 53,000 52,943
3 Federal Home Loan Banks 5.000% 11/17/17 7,690 8,057
3 Federal Home Loan Banks 1.000% 12/19/17 52,000 52,165
3 Federal Home Loan Banks 1.375% 3/9/18 31,000 31,246
3 Federal Home Loan Banks 0.875% 3/19/18 49,650 49,693
3 Federal Home Loan Banks 1.125% 4/25/18 39,675 39,859
3 Federal Home Loan Banks 2.750% 6/8/18 26,950 27,809
3 Federal Home Loan Banks 0.875% 6/29/18 71,165 71,213
3 Federal Home Loan Banks 0.625% 8/7/18 65,000 64,726
3 Federal Home Loan Banks 5.375% 8/15/18 4,820 5,222
3 Federal Home Loan Banks 0.875% 10/1/18 74,800 74,784
3 Federal Home Loan Banks 1.125% 6/21/19 77,000 77,339

 

 

3 Federal Home Loan Banks 0.875% 8/5/19 53,850 53,662
3 Federal Home Loan Banks 1.000% 9/26/19 61,000 60,963
3 Federal Home Loan Banks 1.875% 3/13/20 795 816
3 Federal Home Loan Banks 4.125% 3/13/20 8,100 8,929
3 Federal Home Loan Banks 3.375% 6/12/20 25,725 27,826
3 Federal Home Loan Banks 5.250% 12/11/20 6,850 7,986
3 Federal Home Loan Banks 1.375% 2/18/21 24,475 24,625
3 Federal Home Loan Banks 2.250% 6/11/21 30,750 32,116
3 Federal Home Loan Banks 5.625% 6/11/21 19,450 23,293
3 Federal Home Loan Banks 1.125% 7/14/21 29,650 29,450
3 Federal Home Loan Banks 2.125% 3/10/23 26,920 27,903
3 Federal Home Loan Banks 2.875% 6/14/24 40,400 43,790
3 Federal Home Loan Banks 5.375% 8/15/24 24,600 31,195
3 Federal Home Loan Banks 2.875% 9/13/24 14,985 16,257
3 Federal Home Loan Banks 5.500% 7/15/36 19,780 28,729
4 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 26,045 27,323
4 Federal Home Loan Mortgage Corp. 1.000% 12/15/17 70,000 70,221
4 Federal Home Loan Mortgage Corp. 0.750% 1/12/18 32,375 32,360
4 Federal Home Loan Mortgage Corp. 0.875% 3/7/18 29,170 29,195
4 Federal Home Loan Mortgage Corp. 0.750% 4/9/18 30,000 29,966
4 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 22,750 24,293
4 Federal Home Loan Mortgage Corp. 0.875% 10/12/18 60,000 59,951
4 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 60,938 65,122
4 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 60,000 60,247
4 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 62,007 63,289
4 Federal Home Loan Mortgage Corp. 0.875% 7/19/19 52,884 52,716
4 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 21,826 21,977
4 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 103,270 103,938
4 Federal Home Loan Mortgage Corp. 0.000% 11/29/19 150 144
4 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 65,570 66,223
4 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 25,000 24,782
4 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 125,724 132,326
4 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 3,606 5,432
4 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 75,784 117,070
4 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 8,604 13,010
4 Federal National Mortgage Assn. 0.875% 10/26/17 82,150 82,280
4,5 Federal National Mortgage Assn. 0.900% 11/7/17 70 70
4 Federal National Mortgage Assn. 0.875% 12/20/17 51,400 51,486
4,5 Federal National Mortgage Assn. 1.000% 12/28/17 70 70
4 Federal National Mortgage Assn. 0.875% 2/8/18 79,070 79,143
4 Federal National Mortgage Assn. 0.875% 3/28/18 30,850 30,877
4 Federal National Mortgage Assn. 0.875% 5/21/18 200,815 200,974
4 Federal National Mortgage Assn. 1.125% 7/20/18 100,775 101,276
4 Federal National Mortgage Assn. 1.875% 9/18/18 33,363 34,009
4 Federal National Mortgage Assn. 1.125% 10/19/18 63,950 64,259
4 Federal National Mortgage Assn. 1.625% 11/27/18 70,440 71,516
4 Federal National Mortgage Assn. 1.125% 12/14/18 62,072 62,354
4 Federal National Mortgage Assn. 1.375% 1/28/19 75,000 75,771
4 Federal National Mortgage Assn. 1.875% 2/19/19 53,110 54,280
4 Federal National Mortgage Assn. 1.000% 2/26/19 32,450 32,499
4 Federal National Mortgage Assn. 1.750% 6/20/19 48,425 49,447
4 Federal National Mortgage Assn. 0.875% 8/2/19 100,000 99,651
4 Federal National Mortgage Assn. 1.000% 8/28/19 95,000 94,972
4 Federal National Mortgage Assn. 1.750% 9/12/19 67,575 69,020
4 Federal National Mortgage Assn. 0.000% 10/9/19 19,695 18,957
4 Federal National Mortgage Assn. 1.750% 11/26/19 61,950 63,307
4 Federal National Mortgage Assn. 1.625% 1/21/20 30,800 31,352

 

 

4 Federal National Mortgage Assn. 1.500% 6/22/20 52,600 53,344
4 Federal National Mortgage Assn. 1.500% 11/30/20 41,400 41,934
4 Federal National Mortgage Assn. 1.875% 12/28/20 40,000 41,110
4 Federal National Mortgage Assn. 1.375% 2/26/21 32,145 32,357
4 Federal National Mortgage Assn. 1.250% 8/17/21 30,300 30,213
4 Federal National Mortgage Assn. 2.625% 9/6/24 49,965 53,505
4 Federal National Mortgage Assn. 2.125% 4/24/26 34,025 34,727
4 Federal National Mortgage Assn. 1.875% 9/24/26 43,000 42,833
4 Federal National Mortgage Assn. 6.250% 5/15/29 3,995 5,770
4 Federal National Mortgage Assn. 7.125% 1/15/30 26,389 41,136
4 Federal National Mortgage Assn. 7.250% 5/15/30 47,677 75,517
4 Federal National Mortgage Assn. 6.625% 11/15/30 24,700 37,599
4 Federal National Mortgage Assn. 5.625% 7/15/37 7,765 11,472
3 Financing Corp. 9.800% 4/6/18 1,750 1,982
3 Financing Corp. 10.350% 8/3/18 4,910 5,747
3 Financing Corp. 9.650% 11/2/18 10,615 12,508
3 Financing Corp. 9.700% 4/5/19 1,575 1,910
  Private Export Funding Corp. 2.250% 12/15/17 4,600 4,673
  Private Export Funding Corp. 1.875% 7/15/18 4,300 4,364
  Private Export Funding Corp. 4.375% 3/15/19 8,760 9,454
  Private Export Funding Corp. 1.450% 8/15/19 13,800 13,932
  Private Export Funding Corp. 2.250% 3/15/20 8,000 8,304
  Private Export Funding Corp. 2.300% 9/15/20 2,475 2,571
  Private Export Funding Corp. 4.300% 12/15/21 10,975 12,522
  Private Export Funding Corp. 2.800% 5/15/22 2,625 2,789
  Private Export Funding Corp. 2.050% 11/15/22 8,335 8,515
  Private Export Funding Corp. 3.550% 1/15/24 4,200 4,673
  Private Export Funding Corp. 2.450% 7/15/24 8,300 8,618
  Private Export Funding Corp. 3.250% 6/15/25 2,475 2,721
  Resolution Funding Corp. 8.125% 10/15/19 450 543
  Resolution Funding Corp. 8.875% 7/15/20 180 230
  Resolution Funding Corp. 8.625% 1/15/30 110 185
  Small Business Administration Variable Rate        
  Interest Only Custodial Receipts (U.S.        
  Government Guaranteed) 2.719% 7/15/17 4,449 1
3 Tennessee Valley Authority 4.500% 4/1/18 6,360 6,703
3 Tennessee Valley Authority 1.750% 10/15/18 6,460 6,570
3 Tennessee Valley Authority 3.875% 2/15/21 10,915 12,124
3 Tennessee Valley Authority 1.875% 8/15/22 7,300 7,421
3 Tennessee Valley Authority 2.875% 9/15/24 9,637 10,403
3 Tennessee Valley Authority 6.750% 11/1/25 17,306 24,172
3 Tennessee Valley Authority 7.125% 5/1/30 27,165 41,766
3 Tennessee Valley Authority 4.650% 6/15/35 15,169 19,467
3 Tennessee Valley Authority 5.880% 4/1/36 10,200 14,820
3 Tennessee Valley Authority 6.150% 1/15/38 920 1,393
3 Tennessee Valley Authority 5.500% 6/15/38 2,550 3,623
3 Tennessee Valley Authority 5.250% 9/15/39 9,178 12,701
3 Tennessee Valley Authority 3.500% 12/15/42 9,015 9,883
3 Tennessee Valley Authority 4.875% 1/15/48 6,951 9,128
3 Tennessee Valley Authority 5.375% 4/1/56 6,250 8,996
3 Tennessee Valley Authority 4.625% 9/15/60 7,468 9,550
3 Tennessee Valley Authority 4.250% 9/15/65 14,725 17,625
          4,328,366
Conventional Mortgage-Backed Securities (20.2%)        
4,5 Fannie Mae Pool 2.000% 8/1/28–8/1/31 83,124 84,554
4,5,6Fannie Mae Pool 2.500% 8/1/22–2/1/43 1,093,389 1,133,096
4,5,6Fannie Mae Pool 3.000% 9/1/20–10/1/46 3,354,834 3,507,181

 

 

4,5,6Fannie Mae Pool 3.500% 10/1/18–10/1/46 3,962,440 4,194,556
4,5,6Fannie Mae Pool 4.000% 6/1/18–10/1/46 2,546,866 2,745,370
4,5,6Fannie Mae Pool 4.500% 1/1/18–10/1/46 1,207,367 1,325,257
4,5 Fannie Mae Pool 5.000% 3/1/17–10/1/46 618,975 687,110
4,5 Fannie Mae Pool 5.500% 11/1/16–2/1/42 526,062 593,793
4,5 Fannie Mae Pool 6.000% 11/1/16–5/1/41 352,654 404,795
4,5 Fannie Mae Pool 6.500% 11/1/16–10/1/39 96,044 110,510
4,5 Fannie Mae Pool 7.000% 11/1/18–11/1/38 30,651 35,518
4,5 Fannie Mae Pool 7.500% 11/1/16–12/1/32 2,687 3,007
4,5 Fannie Mae Pool 8.000% 7/1/17–9/1/31 919 1,026
4,5 Fannie Mae Pool 8.500% 11/1/18–5/1/32 413 479
4,5 Fannie Mae Pool 9.000% 2/1/17–8/1/30 97 105
4,5 Fannie Mae Pool 9.500% 3/1/17–11/1/25 130 153
4,5 Freddie Mac Gold Pool 2.000% 1/1/28–1/1/29 48,609 49,545
4,5,6Freddie Mac Gold Pool 2.500% 6/1/22–3/1/43 802,896 833,706
4,5,6Freddie Mac Gold Pool 3.000% 3/1/21–10/1/46 2,253,489 2,354,685
4,5,6Freddie Mac Gold Pool 3.500% 6/1/19–10/1/46 2,486,284 2,630,280
4,5,6Freddie Mac Gold Pool 4.000% 3/1/18–11/1/46 1,571,405 1,688,550
4,5 Freddie Mac Gold Pool 4.500% 12/1/17–5/1/46 705,922 773,048
4,5 Freddie Mac Gold Pool 5.000% 12/1/16–8/1/44 375,002 414,814
4,5 Freddie Mac Gold Pool 5.500% 11/1/16–6/1/41 308,318 347,429
4,5 Freddie Mac Gold Pool 6.000% 11/1/16–5/1/40 178,685 203,779
4,5 Freddie Mac Gold Pool 6.500% 11/1/16–9/1/39 51,804 59,481
4,5 Freddie Mac Gold Pool 7.000% 11/1/16–12/1/38 18,696 21,781
4,5 Freddie Mac Gold Pool 7.500% 4/1/20–2/1/32 1,507 1,725
4,5 Freddie Mac Gold Pool 8.000% 4/1/20–1/1/32 1,619 1,843
4,5 Freddie Mac Gold Pool 8.500% 3/1/21–7/1/31 311 358
4,5 Freddie Mac Gold Pool 9.000% 7/1/20–3/1/31 250 273
4,5 Freddie Mac Gold Pool 9.500% 4/1/20–6/1/25 26 28
4,5 Freddie Mac Gold Pool 10.000% 11/1/16–4/1/25 3 3
4,5 Freddie Mac Non Gold Pool 8.500% 6/1/18 1 1
4,5 Freddie Mac Non Gold Pool 9.500% 3/1/20 2 2
5 Ginnie Mae I Pool 3.000% 1/15/26–3/15/45 243,248 255,703
5,6 Ginnie Mae I Pool 3.500% 11/15/25–10/1/46 293,787 313,312
5,6 Ginnie Mae I Pool 4.000% 8/15/18–10/1/46 360,337 388,656
5,6 Ginnie Mae I Pool 4.500% 5/15/18–10/1/46 347,390 385,336
5 Ginnie Mae I Pool 4.750% 8/15/33 13 14
5,6 Ginnie Mae I Pool 5.000% 1/15/17–10/1/46 211,758 237,357
5 Ginnie Mae I Pool 5.500% 2/15/17–2/15/41 114,991 130,820
5 Ginnie Mae I Pool 6.000% 2/15/17–6/15/41 91,277 105,257
5 Ginnie Mae I Pool 6.500% 9/15/23–1/15/39 23,144 26,495
5 Ginnie Mae I Pool 7.000% 9/15/22–9/15/36 5,909 6,596
5 Ginnie Mae I Pool 7.250% 9/15/25 29 30
5 Ginnie Mae I Pool 7.500% 5/15/17–6/15/32 2,610 2,883
5 Ginnie Mae I Pool 7.750% 2/15/30 2 2
5 Ginnie Mae I Pool 8.000% 4/15/17–12/15/30 1,776 1,970
5 Ginnie Mae I Pool 8.250% 6/15/27 1 1
5 Ginnie Mae I Pool 8.500% 1/15/17–3/15/31 383 405
5 Ginnie Mae I Pool 9.000% 1/15/17–1/15/31 365 383
5 Ginnie Mae I Pool 9.500% 10/15/17–9/15/25 107 120
5 Ginnie Mae I Pool 10.000% 2/15/18–2/15/25 18 21
5 Ginnie Mae I Pool 10.500% 9/15/17–2/15/25 16 17
5 Ginnie Mae II Pool 2.500% 6/20/27–9/20/46 70,058 72,722
5,6 Ginnie Mae II Pool 3.000% 10/20/26–10/1/46 2,078,881 2,182,425
5,6 Ginnie Mae II Pool 3.500% 9/20/25–11/1/46 3,499,627 3,723,034
5,6 Ginnie Mae II Pool 4.000% 9/20/25–10/1/46 1,687,080 1,812,250
5,6 Ginnie Mae II Pool 4.500% 4/20/18–10/1/46 774,839 838,828

 

 

5 Ginnie Mae II Pool 5.000% 12/20/32–11/20/44  383,379 420,999
5 Ginnie Mae II Pool 5.500% 8/20/23–4/20/45 118,557 131,244
5 Ginnie Mae II Pool 6.000% 7/20/23–12/20/41 44,229 50,503
5 Ginnie Mae II Pool 6.500% 12/20/23–9/20/40 19,583 22,660
5 Ginnie Mae II Pool 7.000% 3/20/28–11/20/38 3,780 4,458
5 Ginnie Mae II Pool 7.500% 8/20/30 5 5
5 Ginnie Mae II Pool 8.500% 10/20/30 10 12
          35,322,359
Nonconventional Mortgage-Backed Securities (0.2%)        
4,5,7Fannie Mae Pool 1.927% 4/1/37 1,715 1,778
4,5 Fannie Mae Pool 2.100% 3/1/43 8,807 8,977
4,5 Fannie Mae Pool 2.187% 6/1/42–6/1/43 12,444 12,804
4,5 Fannie Mae Pool 2.197% 10/1/42 4,569 4,671
4,5,7Fannie Mae Pool 2.208% 1/1/35 195 201
4,5,7Fannie Mae Pool 2.210% 12/1/41 3,711 3,813
4,5 Fannie Mae Pool 2.212% 9/1/42 5,495 5,694
4,5 Fannie Mae Pool 2.265% 7/1/43 9,974 10,220
4,5,7Fannie Mae Pool 2.327% 12/1/35 9 9
4,5,7Fannie Mae Pool 2.335% 2/1/37 4 4
4,5,7Fannie Mae Pool 2.344% 7/1/34 299 318
4,5,7Fannie Mae Pool 2.365% 9/1/37 2,054 2,195
4,5 Fannie Mae Pool 2.390% 7/1/42 6,182 6,343
4,5,7Fannie Mae Pool 2.416% 5/1/42 8,639 8,957
4,5 Fannie Mae Pool 2.424% 5/1/43 13,878 14,300
4,5 Fannie Mae Pool 2.436% 9/1/43 1,142 1,173
4,5,7Fannie Mae Pool 2.437% 12/1/33 563 598
4,5,7Fannie Mae Pool 2.443% 1/1/35 5 5
4,5 Fannie Mae Pool 2.445% 10/1/42 5,552 5,691
4,5,7Fannie Mae Pool 2.450% 11/1/33 343 365
4,5,7Fannie Mae Pool 2.454% 10/1/34 19 20
4,5,7Fannie Mae Pool 2.485% 11/1/36 899 953
4,5,7Fannie Mae Pool 2.501% 12/1/36 15 15
4,5,7Fannie Mae Pool 2.517% 9/1/33 4 4
4,5,7Fannie Mae Pool 2.539% 9/1/34 770 807
4,5,7Fannie Mae Pool 2.553% 2/1/36 1,436 1,460
4,5,7Fannie Mae Pool 2.575% 11/1/39 683 725
4,5,7Fannie Mae Pool 2.578% 10/1/39 1,057 1,099
4,5,7Fannie Mae Pool 2.581% 12/1/40 2,119 2,233
4,5,7Fannie Mae Pool 2.617% 11/1/41 3,295 3,484
4,5,7Fannie Mae Pool 2.618% 12/1/41 3,412 3,618
4,5,7Fannie Mae Pool 2.623% 12/1/35 1,251 1,327
4,5,7Fannie Mae Pool 2.634% 1/1/37 1,830 1,961
4,5,7Fannie Mae Pool 2.647% 6/1/37 1,428 1,505
4,5,7Fannie Mae Pool 2.649% 4/1/36 234 244
4,5,7Fannie Mae Pool 2.650% 11/1/32 16 17
4,5,7Fannie Mae Pool 2.662% 10/1/40 2,660 2,801
4,5,7Fannie Mae Pool 2.685% 11/1/33–12/1/40 4,598 4,850
4,5,7Fannie Mae Pool 2.690% 11/1/36–12/1/40 2,641 2,786
4,5,7Fannie Mae Pool 2.708% 10/1/37 66 71
4,5,7Fannie Mae Pool 2.710% 11/1/35–1/1/40 1,612 1,674
4,5,7Fannie Mae Pool 2.715% 8/1/37 2,126 2,237
4,5,7Fannie Mae Pool 2.718% 10/1/40 2,368 2,493
4,5 Fannie Mae Pool 2.725% 12/1/43 5,081 5,223
4,5,7Fannie Mae Pool 2.726% 2/1/36 777 828
4,5,7Fannie Mae Pool 2.728% 9/1/40 2,231 2,363
4,5,7Fannie Mae Pool 2.738% 7/1/38 420 444
4,5,7Fannie Mae Pool 2.748% 5/1/36 87 93

 

 

4,5,7Fannie Mae Pool 2.751% 2/1/41 1,354 1,357
4,5 Fannie Mae Pool 2.753% 1/1/42 3,043 3,200
4,5 Fannie Mae Pool 2.755% 1/1/42 3,849 4,012
4,5 Fannie Mae Pool 2.783% 3/1/42 4,873 5,064
4,5,7Fannie Mae Pool 2.793% 1/1/37 74 78
4,5,7Fannie Mae Pool 2.794% 1/1/35 1,223 1,311
4,5,7Fannie Mae Pool 2.796% 11/1/41 3,196 3,415
4,5,7Fannie Mae Pool 2.798% 7/1/42 1,911 2,055
4,5,7Fannie Mae Pool 2.807% 5/1/33 11 11
4,5,7Fannie Mae Pool 2.808% 5/1/42 490 511
4,5,7Fannie Mae Pool 2.818% 5/1/35 1,133 1,189
4,5,7Fannie Mae Pool 2.831% 3/1/41 3,365 3,535
4,5,7Fannie Mae Pool 2.842% 4/1/37 274 287
4,5,7Fannie Mae Pool 2.846% 4/1/36 584 606
4,5,7Fannie Mae Pool 2.847% 5/1/40 1,011 1,044
4,5,7Fannie Mae Pool 2.857% 8/1/35 1,775 1,885
4,5,7Fannie Mae Pool 2.905% 11/1/34 811 850
4,5 Fannie Mae Pool 2.911% 12/1/40 1,480 1,550
4,5,7Fannie Mae Pool 2.914% 7/1/35 823 863
4,5,7Fannie Mae Pool 2.915% 6/1/36 45 48
4,5,7Fannie Mae Pool 2.927% 3/1/42 1,483 1,590
4,5,7Fannie Mae Pool 2.928% 8/1/40 2,175 2,278
4,5,7Fannie Mae Pool 2.936% 4/1/37 372 399
4,5,7Fannie Mae Pool 2.939% 3/1/41 2,835 3,019
4,5,7Fannie Mae Pool 2.942% 9/1/33 16 17
4,5,7Fannie Mae Pool 2.945% 7/1/39–9/1/43 7,726 8,024
4,5,7Fannie Mae Pool 2.950% 7/1/37 477 509
4,5,7Fannie Mae Pool 2.957% 4/1/37 99 105
4,5,7Fannie Mae Pool 2.966% 2/1/42 3,156 3,374
4,5,7Fannie Mae Pool 2.995% 5/1/41 1,977 2,080
4,5,7Fannie Mae Pool 3.003% 7/1/36 476 492
4,5,7Fannie Mae Pool 3.041% 5/1/40 554 587
4,5 Fannie Mae Pool 3.064% 2/1/41 1,755 1,843
4,5,7Fannie Mae Pool 3.076% 7/1/38 360 372
4,5,7Fannie Mae Pool 3.090% 6/1/35–8/1/39 855 927
4,5 Fannie Mae Pool 3.123% 2/1/41 1,556 1,638
4,5,7Fannie Mae Pool 3.162% 5/1/36 90 91
4,5,7Fannie Mae Pool 3.234% 10/1/36 921 996
4,5 Fannie Mae Pool 3.355% 8/1/42 5,302 5,474
4,5 Fannie Mae Pool 3.577% 4/1/41 2,925 3,062
4,5 Fannie Mae Pool 3.583% 6/1/41 894 952
4,5 Fannie Mae Pool 3.587% 7/1/41 6,165 6,527
4,5,7Fannie Mae Pool 3.627% 11/1/39 917 960
4,5 Fannie Mae Pool 3.749% 6/1/41 3,530 3,745
4,5,7Fannie Mae Pool 3.825% 8/1/39 2,832 2,927
4,5,7Fannie Mae Pool 3.832% 9/1/40 3,784 4,016
4,5,7Fannie Mae Pool 4.058% 12/1/39 2,072 2,170
4,5 Fannie Mae Pool 4.847% 3/1/38 386 404
4,5 Fannie Mae Pool 5.519% 4/1/37 1,014 1,075
4,5 Fannie Mae Pool 5.603% 10/1/37 1,566 1,653
4,5,7Fannie Mae Pool 5.834% 10/1/37 1,612 1,680
4,5 Fannie Mae Pool 5.860% 12/1/37 1,116 1,202
4,5,7Freddie Mac Non Gold Pool 1.735% 10/1/37 57 58
4,5,7Freddie Mac Non Gold Pool 2.230% 6/1/37 1,809 1,855
4,5,7Freddie Mac Non Gold Pool 2.250% 5/1/37 93 97
4,5 Freddie Mac Non Gold Pool 2.338% 5/1/42 1,093 1,115
4,5,7Freddie Mac Non Gold Pool 2.492% 3/1/37 563 593

 

 

4,5,7Freddie Mac Non Gold Pool 2.500% 1/1/38 612 651
4,5,7Freddie Mac Non Gold Pool 2.515% 12/1/36 681 725
4,5,7Freddie Mac Non Gold Pool 2.530% 10/1/37 1,214 1,273
4,5 Freddie Mac Non Gold Pool 2.563% 11/1/43 1,954 2,006
4,5,7Freddie Mac Non Gold Pool 2.586% 12/1/34 34 36
4,5,7Freddie Mac Non Gold Pool 2.587% 12/1/34 1,178 1,241
4,5,7Freddie Mac Non Gold Pool 2.590% 7/1/35 835 882
4,5,7Freddie Mac Non Gold Pool 2.594% 1/1/37 1,798 1,897
4,5,7Freddie Mac Non Gold Pool 2.599% 8/1/37 76 77
4,5,7Freddie Mac Non Gold Pool 2.602% 1/1/35 211 228
4,5 Freddie Mac Non Gold Pool 2.608% 2/1/42 1,674 1,751
4,5,7Freddie Mac Non Gold Pool 2.620% 12/1/40 2,860 2,965
4,5,7Freddie Mac Non Gold Pool 2.633% 11/1/34 1,399 1,470
4,5,7Freddie Mac Non Gold Pool 2.634% 12/1/34 16 17
4,5,7Freddie Mac Non Gold Pool 2.652% 12/1/36–4/1/37 1,831 1,928
4,5,7Freddie Mac Non Gold Pool 2.654% 3/1/37 94 99
4,5,7Freddie Mac Non Gold Pool 2.664% 3/1/37 273 290
4,5,7Freddie Mac Non Gold Pool 2.668% 12/1/35 1,101 1,161
4,5,7Freddie Mac Non Gold Pool 2.677% 3/1/36 10 11
4,5,7Freddie Mac Non Gold Pool 2.713% 6/1/35 5 5
4,5,7Freddie Mac Non Gold Pool 2.721% 11/1/36 431 447
4,5 Freddie Mac Non Gold Pool 2.749% 2/1/42 2,715 2,811
4,5,7Freddie Mac Non Gold Pool 2.755% 11/1/40–12/1/40 2,093 2,169
4,5,7Freddie Mac Non Gold Pool 2.757% 11/1/40 1,592 1,644
4,5 Freddie Mac Non Gold Pool 2.763% 1/1/41 3,419 3,552
4,5,7Freddie Mac Non Gold Pool 2.773% 6/1/36 10 10
4,5,7Freddie Mac Non Gold Pool 2.776% 11/1/33 3 4
4,5,7Freddie Mac Non Gold Pool 2.802% 6/1/37 1,397 1,490
4,5,7Freddie Mac Non Gold Pool 2.821% 6/1/34 4 4
4,5,7Freddie Mac Non Gold Pool 2.851% 5/1/36 1,152 1,214
4,5,7Freddie Mac Non Gold Pool 2.856% 8/1/34 2 2
4,5,7Freddie Mac Non Gold Pool 2.875% 4/1/33–5/1/38 231 241
4,5,7Freddie Mac Non Gold Pool 2.882% 10/1/36 777 833
4,5,7Freddie Mac Non Gold Pool 2.890% 4/1/35 90 95
4,5,7Freddie Mac Non Gold Pool 2.938% 1/1/37 765 810
4,5,7Freddie Mac Non Gold Pool 2.945% 5/1/33 35 36
4,5,7Freddie Mac Non Gold Pool 2.951% 6/1/41 210 213
4,5,7Freddie Mac Non Gold Pool 2.972% 2/1/36 475 487
4,5,7Freddie Mac Non Gold Pool 2.984% 3/1/41 819 869
4,5,7Freddie Mac Non Gold Pool 3.005% 5/1/40 722 756
4,5,7Freddie Mac Non Gold Pool 3.010% 3/1/37 1,165 1,238
4,5,7Freddie Mac Non Gold Pool 3.023% 2/1/41 722 766
4,5,7Freddie Mac Non Gold Pool 3.035% 2/1/41 3,204 3,402
4,5 Freddie Mac Non Gold Pool 3.068% 1/1/41 643 676
4,5,7Freddie Mac Non Gold Pool 3.075% 5/1/40 492 511
4,5,7Freddie Mac Non Gold Pool 3.130% 6/1/40–6/1/41 2,322 2,403
4,5,7Freddie Mac Non Gold Pool 3.131% 6/1/40 1,559 1,664
4,5,7Freddie Mac Non Gold Pool 3.135% 7/1/38 815 827
4,5,7Freddie Mac Non Gold Pool 3.173% 3/1/37 101 101
4,5,7Freddie Mac Non Gold Pool 3.231% 6/1/37 1,350 1,435
4,5 Freddie Mac Non Gold Pool 3.435% 3/1/42 2,385 2,506
4,5 Freddie Mac Non Gold Pool 3.581% 6/1/40 2,727 2,868
4,5 Freddie Mac Non Gold Pool 3.683% 9/1/40 2,432 2,565
4,5 Freddie Mac Non Gold Pool 3.769% 12/1/39 473 503
4,5 Freddie Mac Non Gold Pool 4.623% 9/1/37 1,312 1,358
4,5 Freddie Mac Non Gold Pool 5.262% 3/1/38 1,698 1,813
4,5 Freddie Mac Non Gold Pool 5.893% 5/1/37 1,863 1,952

 

 

4,5 Freddie Mac Non Gold Pool 6.151% 12/1/36 415 447
4,5 Freddie Mac Non Gold Pool 6.289% 8/1/37 351 378
5,7 Ginnie Mae II Pool 2.000% 10/20/38–3/20/43 22,865 23,590
5,7 Ginnie Mae II Pool 2.125% 6/20/29–6/20/43 10,729 11,075
5,7 Ginnie Mae II Pool 2.500% 1/20/41–1/20/42 8,148 8,277
5,7 Ginnie Mae II Pool 2.625% 5/20/41 1,590 1,636
5,7 Ginnie Mae II Pool 3.000% 7/20/38–11/20/41 12,211 12,643
5,7 Ginnie Mae II Pool 3.500% 7/20/41–1/20/44 12,883 13,356
5 Ginnie Mae II Pool 4.000% 10/20/41 1,186 1,246
          369,864
Total U.S. Government and Agency Obligations (Cost $105,846,400)   109,546,797
Asset-Backed/Commercial Mortgage-Backed Securities (2.7%)      
5 AEP Texas Central Transition Funding II LLC        
  2006-A 5.170% 1/1/18 1,720 1,767
5 Ally Auto Receivables Trust 2013-2 0.790% 1/15/18 70 70
5 Ally Auto Receivables Trust 2013-2 1.240% 11/15/18 1,125 1,126
5 Ally Auto Receivables Trust 2014-1 0.970% 10/15/18 1,781 1,781
5 Ally Auto Receivables Trust 2014-1 1.530% 4/15/19 1,675 1,683
5 Ally Auto Receivables Trust 2014-3 1.280% 6/17/19 4,287 4,291
5 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 2,000 2,005
5 Ally Auto Receivables Trust 2014-SN2 1.030% 9/20/17 1,755 1,755
5 Ally Auto Receivables Trust 2014-SN2 1.210% 2/20/19 2,875 2,876
5 Ally Auto Receivables Trust 2015-1 1.390% 9/16/19 1,700 1,705
5 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 1,750 1,760
5 Ally Auto Receivables Trust 2015-2 1.490% 11/15/19 4,600 4,620
5 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 2,225 2,246
5 Ally Master Owner Trust Series 2014-4 1.430% 6/17/19 5,475 5,487
5 Ally Master Owner Trust Series 2015-3 1.630% 5/15/20 7,725 7,770
5 American Express Credit Account Master        
  Trust 2013-3 0.980% 5/15/19 1,516 1,516
5 American Express Credit Account Master        
  Trust 2014-3 1.490% 4/15/20 8,200 8,237
5 American Express Credit Account Master        
  Trust 2014-4 1.430% 6/15/20 4,550 4,569
5 AmeriCredit Automobile Receivables Trust        
  2013-5 0.900% 9/10/18 70 70
5 AmeriCredit Automobile Receivables Trust        
  2013-5 1.520% 1/8/19 600 600
5 AmeriCredit Automobile Receivables Trust        
  2014-1 0.900% 2/8/19 220 220
5 AmeriCredit Automobile Receivables Trust        
  2014-1 1.680% 7/8/19 550 551
5 AmeriCredit Automobile Receivables Trust        
  2014-2 0.940% 2/8/19 830 830
5 AmeriCredit Automobile Receivables Trust        
  2014-3 1.150% 6/10/19 2,137 2,137
5 AmeriCredit Automobile Receivables Trust        
  2015-2 1.270% 1/8/20 3,700 3,701
5 AmeriCredit Automobile Receivables Trust        
  2016-3 1.460% 5/8/21 4,275 4,279
5 Banc of America Commercial Mortgage Trust        
  2006-2 5.854% 5/10/45 454 454
5 Banc of America Commercial Mortgage Trust        
  2006-3 5.889% 7/10/44 15 15
5 Banc of America Commercial Mortgage Trust        
  2006-5 5.448% 9/10/47 1,953 1,953

 

 

5 Banc of America Commercial Mortgage Trust        
2008-1 6.436% 2/10/51 15,454 15,974
5 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.429% 9/15/48 2,350 2,488
5 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.705% 9/15/48 4,100 4,519
Bank of Nova Scotia 2.125% 9/11/19 10,900 11,092
Bank of Nova Scotia 1.850% 4/14/20 25,000 25,255
Bank of Nova Scotia 1.875% 4/26/21 8,800 8,844
5 Barclays Dryrock Issuance Trust 2015-2 1.560% 3/15/21 4,525 4,548
5 Barclays Dryrock Issuance Trust 2016-1 1.520% 5/16/22 8,050 8,085
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR16 5.910% 6/11/40 7,060 7,165
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.694% 6/11/50 24,145 24,645
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.915% 6/11/50 7,588 7,789
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR18 5.700% 6/11/50 9,646 9,835
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.471% 1/12/45 4,555 4,588
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP26 5.513% 1/12/45 6,500 6,581
5 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP28 5.742% 9/11/42 10,473 10,713
5 BMW Vehicle Lease Trust 2015-1 1.240% 12/20/17 5,950 5,957
5 BMW Vehicle Lease Trust 2015-2 1.400% 9/20/18 5,800 5,819
5 BMW Vehicle Lease Trust 2015-2 1.550% 2/20/19 2,075 2,086
5 BMW Vehicle Owner Trust 2014-A 0.970% 11/26/18 3,040 3,038
5 BMW Vehicle Owner Trust 2014-A 1.500% 2/25/21 3,400 3,400
5 Capital Auto Receivables Asset Trust 2013-3 1.680% 4/20/18 971 972
5 Capital Auto Receivables Asset Trust 2013-4 1.090% 3/20/18 319 319
5 Capital Auto Receivables Asset Trust 2013-4 1.470% 7/20/18 1,300 1,302
5 Capital Auto Receivables Asset Trust 2013-4 2.060% 10/22/18 1,430 1,436
5 Capital Auto Receivables Asset Trust 2014-1 1.320% 6/20/18 1,093 1,094
5 Capital Auto Receivables Asset Trust 2014-1 1.690% 10/22/18 785 787
5 Capital Auto Receivables Asset Trust 2014-1 2.220% 1/22/19 1,042 1,049
5 Capital Auto Receivables Asset Trust 2014-2 1.260% 5/21/18 518 518
5 Capital Auto Receivables Asset Trust 2014-2 1.620% 10/22/18 1,100 1,102
5 Capital Auto Receivables Asset Trust 2014-3 1.480% 11/20/18 2,100 2,103
5 Capital Auto Receivables Asset Trust 2014-3 1.830% 4/22/19 1,400 1,407
5 Capital Auto Receivables Asset Trust 2015-1 1.610% 6/20/19 11,475 11,514
5 Capital Auto Receivables Asset Trust 2015-1 1.860% 10/21/19 2,000 2,016
5 Capital Auto Receivables Asset Trust 2015-2 1.730% 9/20/19 5,800 5,816
5 Capital Auto Receivables Asset Trust 2015-2 1.970% 1/21/20 2,900 2,924
5 Capital Auto Receivables Asset Trust 2015-3 1.720% 1/22/19 5,025 5,044
5 Capital Auto Receivables Asset Trust 2015-3 1.940% 1/21/20 5,025 5,069
5 Capital Auto Receivables Asset Trust 2015-3 2.130% 5/20/20 3,000 3,034
5 Capital Auto Receivables Asset Trust 2015-4 1.830% 3/20/20 4,550 4,558
5 Capital Auto Receivables Asset Trust 2015-4 2.010% 7/20/20 2,950 2,979
5 Capital Auto Receivables Asset Trust 2016-3 1.690% 3/20/21 3,225 3,232
5 Capital One Multi-Asset Execution Trust        
2007-A7 5.750% 7/15/20 10,300 10,755
5 Capital One Multi-Asset Execution Trust        
2014-A2 1.260% 1/15/20 1,925 1,928
5 Capital One Multi-Asset Execution Trust        
2014-A5 1.480% 7/15/20 7,000 7,032

 

 

5 Capital One Multi-Asset Execution Trust        
2015-A2 2.080% 3/15/23 12,000 12,277
5 Capital One Multi-Asset Execution Trust        
2015-A5 1.600% 5/17/21 5,675 5,718
5 Capital One Multi-Asset Execution Trust        
2015-A8 2.050% 8/15/23 8,200 8,349
5 Capital One Multi-Asset Execution Trust        
2016-A3 1.340% 4/15/22 8,575 8,601
5 Capital One Multi-Asset Execution Trust        
2016-A4 1.330% 6/15/22 11,400 11,392
5 CarMax Auto Owner Trust 2012-3 0.790% 4/16/18 1,130 1,130
5 CarMax Auto Owner Trust 2013-2 0.840% 11/15/18 1,462 1,461
5 CarMax Auto Owner Trust 2013-3 0.970% 4/16/18 456 456
5 CarMax Auto Owner Trust 2013-3 1.490% 1/15/19 2,180 2,186
5 CarMax Auto Owner Trust 2013-4 0.800% 7/16/18 316 316
5 CarMax Auto Owner Trust 2013-4 1.280% 5/15/19 550 551
5 CarMax Auto Owner Trust 2014-1 0.790% 10/15/18 696 696
5 CarMax Auto Owner Trust 2014-1 1.320% 7/15/19 1,120 1,123
5 CarMax Auto Owner Trust 2014-2 0.980% 1/15/19 2,039 2,040
5 CarMax Auto Owner Trust 2014-2 1.610% 10/15/19 2,000 2,010
5 CarMax Auto Owner Trust 2014-3 1.160% 6/17/19 2,367 2,369
5 CarMax Auto Owner Trust 2014-3 1.730% 2/18/20 1,625 1,637
5 CarMax Auto Owner Trust 2014-4 1.250% 11/15/19 5,942 5,951
5 CarMax Auto Owner Trust 2015-2 1.370% 3/16/20 3,400 3,411
5 CarMax Auto Owner Trust 2015-2 1.800% 3/15/21 1,575 1,591
5 CarMax Auto Owner Trust 2015-3 1.630% 5/15/20 5,750 5,789
5 CarMax Auto Owner Trust 2015-3 1.980% 2/16/21 1,300 1,320
5 CarMax Auto Owner Trust 2015-4 1.560% 11/16/20 4,400 4,428
5 CarMax Auto Owner Trust 2015-4 1.830% 6/15/21 2,050 2,076
5 CarMax Auto Owner Trust 2016-3 1.390% 5/17/21 4,875 4,889
5 CarMax Auto Owner Trust 2016-3 1.600% 1/18/22 1,685 1,690
5 CD 2006-CD3 Mortgage Trust 5.617% 10/15/48 404 403
5 CD 2007-CD5 Mortgage Trust 5.886% 11/15/44 15,197 15,603
5 CD 2016-CD1 Mortgage Trust 2.724% 8/10/49 9,075 9,254
5 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.170% 8/1/19 474 482
5 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 1,184 1,269
5 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 9,483 10,038
5 CFCRE Commercial Mortgage Trust 2016-        
C3 3.865% 1/10/48 5,800 6,417
5 CFCRE Commercial Mortgage Trust 2016-        
C4 3.283% 5/10/58 8,250 8,718
5 CFCRE Commercial Mortgage Trust 2016-        
C4 3.691% 5/10/58 5,900 6,310
5 Chase Issuance Trust 2012-A4 1.580% 8/16/21 8,596 8,658
5 Chase Issuance Trust 2012-A7 2.160% 9/16/24 20,440 20,802
5 Chase Issuance Trust 2013-A1 1.300% 2/18/20 13,650 13,684
5 Chase Issuance Trust 2013-A8 1.010% 10/15/18 10,225 10,226
5 Chase Issuance Trust 2014-A1 1.150% 1/15/19 14,400 14,413
5 Chase Issuance Trust 2014-A2 2.770% 3/15/23 11,150 11,754
5 Chase Issuance Trust 2014-A6 1.260% 7/15/19 13,700 13,730
5 Chase Issuance Trust 2014-A7 1.380% 11/15/19 11,225 11,268
5 Chase Issuance Trust 2015-A2 1.590% 2/18/20 25,052 25,226
5 Chase Issuance Trust 2015-A4 1.840% 4/15/22 8,400 8,542
5 Chase Issuance Trust 2015-A5 1.360% 4/15/20 16,950 17,011

 

 

5 Chase Issuance Trust 2016-A2 1.370% 6/15/21 11,525 11,551
5 Chase Issuance Trust 2016-A4 1.490% 7/15/22 9,850 9,889
5 Chase Issuance Trust 2016-A5 1.270% 7/15/21 11,650 11,657
5 Citibank Credit Card Issuance Trust 2007-A8 5.650% 9/20/19 10,600 11,062
5 Citibank Credit Card Issuance Trust 2008-A1 5.350% 2/7/20 11,546 12,209
5 Citibank Credit Card Issuance Trust 2014-A1 2.880% 1/23/23 10,460 11,078
5 Citibank Credit Card Issuance Trust 2014-A4 1.230% 4/24/19 18,050 18,078
5 Citibank Credit Card Issuance Trust 2014-A5 2.680% 6/7/23 12,342 12,964
5 Citibank Credit Card Issuance Trust 2014-A6 2.150% 7/15/21 27,675 28,297
5 Citibank Credit Card Issuance Trust 2014-A8 1.730% 4/9/20 16,450 16,607
5 Citigroup Commercial Mortgage Trust 2006-        
C5 5.462% 10/15/49 3,375 3,373
5 Citigroup Commercial Mortgage Trust 2007-        
C6 5.900% 12/10/49 20,075 20,436
5 Citigroup Commercial Mortgage Trust 2008-        
C7 6.333% 12/10/49 18,196 18,665
5 Citigroup Commercial Mortgage Trust 2012-        
GC8 3.024% 9/10/45 5,450 5,738
5 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.093% 4/10/46 3,165 3,333
5 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.422% 4/10/46 2,000 2,087
5 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.161% 9/10/46 2,900 2,976
5 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.942% 9/10/46 1,200 1,292
5 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.371% 9/10/46 1,975 2,240
5 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.649% 9/10/46 2,875 3,259
5 Citigroup Commercial Mortgage Trust 2013-        
GC17 3.675% 11/10/46 875 935
5 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.131% 11/10/46 2,900 3,242
5 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.544% 11/10/46 1,150 1,288
5 Citigroup Commercial Mortgage Trust 2013-        
GC17 5.095% 11/10/46 1,150 1,311
5 Citigroup Commercial Mortgage Trust 2014-        
GC19 2.790% 3/10/47 1,840 1,884
5 Citigroup Commercial Mortgage Trust 2014-        
GC19 3.552% 3/10/47 1,150 1,225
5 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.023% 3/10/47 1,700 1,888
5 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.345% 3/10/47 1,425 1,594
5 Citigroup Commercial Mortgage Trust 2014-        
GC21 3.477% 5/10/47 625 670
5 Citigroup Commercial Mortgage Trust 2014-        
GC21 3.855% 5/10/47 3,025 3,313
5 Citigroup Commercial Mortgage Trust 2014-        
GC21 4.328% 5/10/47 2,450 2,643
5 Citigroup Commercial Mortgage Trust 2014-        
GC23 3.622% 7/10/47 3,875 4,222
5 Citigroup Commercial Mortgage Trust 2014-        
GC25 3.635% 10/10/47 8,525 9,216

 

 

5 Citigroup Commercial Mortgage Trust 2015-        
  GC27 3.137% 2/10/48 11,450 11,963
5 Citigroup Commercial Mortgage Trust 2015-        
  GC27 3.571% 2/10/48 4,550 4,733
5 Citigroup Commercial Mortgage Trust 2015-        
  GC29 2.674% 4/10/48 2,275 2,342
5 Citigroup Commercial Mortgage Trust 2015-        
  GC29 3.192% 4/10/48 9,075 9,536
5 Citigroup Commercial Mortgage Trust 2015-        
  GC29 3.758% 4/10/48 4,365 4,468
5 Citigroup Commercial Mortgage Trust 2015-        
  GC31 3.762% 6/10/48 4,625 5,060
5 Citigroup Commercial Mortgage Trust 2015-        
  GC33 3.778% 9/10/58 5,725 6,264
5 Citigroup Commercial Mortgage Trust 2016-        
  C1 3.003% 5/10/49 3,400 3,541
5 Citigroup Commercial Mortgage Trust 2016-        
  C1 3.209% 5/10/49 6,500 6,870
5 Citigroup Commercial Mortgage Trust 2016-        
  C2 2.832% 8/10/49 3,500 3,581
5 Citigroup Commercial Mortgage Trust 2016-        
  GC36 3.616% 2/10/49 11,425 12,383
5 Citigroup Commercial Mortgage Trust 2016-        
  P4 2.902% 7/10/49 3,825 3,940
5 COBALT CMBS Commercial Mortgage Trust        
  2007-C2 5.484% 4/15/47 2,797 2,824
5 COBALT CMBS Commercial Mortgage Trust        
  2007-C3 5.954% 5/15/46 10,355 10,528
5 COMM 2007-C9 Mortgage Trust 6.007% 12/10/49 17,967 18,320
5 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 2,580 2,749
5 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 2,950 3,175
5 COMM 2012-CCRE3 Mortgage Trust 2.822% 10/15/45 5,000 5,223
5,8 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 3,548 3,738
5 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 5,150 5,393
5 COMM 2012-CCRE5 Mortgage Trust 2.771% 12/10/45 1,500 1,564
5 COMM 2013-CCRE10 Mortgage Trust 4.210% 8/10/46 1,120 1,262
5 COMM 2013-CCRE11 Mortgage Trust 3.047% 10/10/46 1,430 1,472
5 COMM 2013-CCRE11 Mortgage Trust 3.660% 10/10/46 1,430 1,527
5 COMM 2013-CCRE11 Mortgage Trust 3.983% 10/10/46 1,910 2,126
5 COMM 2013-CCRE11 Mortgage Trust 4.258% 10/10/46 6,600 7,440
5 COMM 2013-CCRE11 Mortgage Trust 4.715% 10/10/46 1,430 1,614
5 COMM 2013-CCRE12 Mortgage Trust 1.295% 10/10/46 663 663
5 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 1,700 1,736
5 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 1,700 1,811
5 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 2,275 2,496
5 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 1,700 1,894
5 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 1,150 1,271
5 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 575 638
5 COMM 2013-CCRE13 Mortgage Trust 1.259% 11/10/18 457 456
5 COMM 2013-CCRE13 Mortgage Trust 3.039% 12/10/18 875 898
5 COMM 2013-CCRE13 Mortgage Trust 3.706% 10/10/23 575 624
5 COMM 2013-CCRE13 Mortgage Trust 4.194% 11/10/23 5,850 6,598
5 COMM 2013-CCRE13 Mortgage Trust 4.449% 12/10/23 1,750 1,953
5 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 2,908 3,076
5 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 2,300 2,448
5 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 3,262 3,554
5 COMM 2013-CCRE9 Mortgage Trust 4.375% 7/10/45 4,060 4,594

 

 

5 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 1,680 1,719
5 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 1,680 1,889
5 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 5,246 5,511
5 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 2,547 2,663
5 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 2,375 2,446
5 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 1,775 2,005
5 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 1,950 2,187
5 COMM 2014-CCRE14 Mortgage Trust 4.751% 2/10/47 1,175 1,311
5 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 4,124 4,238
5 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 1,422 1,513
5 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 2,641 2,956
5 COMM 2014-CCRE15 Mortgage Trust 4.864% 2/10/47 1,320 1,491
5 COMM 2014-CCRE16 Mortgage Trust 3.653% 4/10/47 2,206 2,374
5 COMM 2014-CCRE16 Mortgage Trust 4.278% 4/10/47 2,950 3,254
5 COMM 2014-CCRE17 Mortgage Trust 3.012% 5/10/47 2,800 2,885
5 COMM 2014-CCRE17 Mortgage Trust 3.598% 5/10/47 1,400 1,482
5 COMM 2014-CCRE17 Mortgage Trust 3.977% 5/10/47 2,225 2,470
5 COMM 2014-CCRE17 Mortgage Trust 4.377% 5/10/47 1,375 1,496
5 COMM 2014-CCRE18 Mortgage Trust 3.452% 7/15/47 4,315 4,551
5 COMM 2014-CCRE18 Mortgage Trust 3.828% 7/15/47 1,400 1,541
5 COMM 2014-CCRE18 Mortgage Trust 4.103% 7/15/47 1,845 2,031
5 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 8,400 9,233
5 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 2,250 2,449
5 COMM 2014-CCRE20 Mortgage Trust 3.590% 11/10/47 2,375 2,576
5 COMM 2014-CCRE21 Mortgage Trust 3.095% 12/10/47 4,429 4,615
5 COMM 2014-CCRE21 Mortgage Trust 3.528% 12/10/47 8,575 9,285
5 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 1,675 1,724
5 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 8,215 9,128
5 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 5,575 5,799
5 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 2,225 2,470
5 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 1,129 1,155
5 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 981 1,040
5 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 2,533 2,793
5 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 709 774
5 COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 449 499
5 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 1,675 1,725
5 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 4,475 4,896
5 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 5,575 6,036
5 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 2,144 2,273
5 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 6,650 7,293
5 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 5,600 5,807
5 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 5,600 5,894
5 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 10,725 11,625
5 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 2,800 3,020
5 COMM 2015-CCRE22 Mortgage Trust 2.856% 3/10/48 2,850 2,949
5 COMM 2015-CCRE22 Mortgage Trust 3.309% 3/10/48 7,950 8,464
5 COMM 2015-CCRE22 Mortgage Trust 3.603% 3/10/48 2,850 3,014
5 COMM 2015-CCRE23 Mortgage Trust 3.257% 5/10/48 3,475 3,672
5 COMM 2015-CCRE23 Mortgage Trust 3.497% 5/10/48 5,219 5,630
5 COMM 2015-CCRE23 Mortgage Trust 3.801% 5/10/48 2,325 2,494
5 COMM 2015-CCRE25 Mortgage Trust 3.759% 8/10/48 5,725 6,291
5 COMM 2015-CCRE26 Mortgage Trust 3.630% 10/10/48 11,600 12,613
5 COMM 2015-CCRE27 Mortgage Trust 3.404% 10/10/48 5,900 6,290
5 COMM 2015-CCRE27 Mortgage Trust 3.612% 10/10/48 5,900 6,439
5 COMM 2015-LC19 Mortgage Trust 3.040% 2/10/48 1,150 1,207
5 COMM 2015-LC19 Mortgage Trust 3.183% 2/10/48 5,894 6,250
5 COMM 2015-LC19 Mortgage Trust 3.527% 2/10/48 2,687 2,853

 

 

5 COMM 2016-CCRE28 Mortgage Trust 3.762% 2/10/49 8,575 9,428
5 COMM 2016-DC2 Mortgage Trust 3.550% 2/10/49 7,000 7,443
5 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C1 5.383% 2/15/40 2,906 2,909
5 Credit Suisse Commercial Mortgage Trust        
  Series 2007-C3 5.881% 6/15/39 13,673 13,753
5 CSAIL 2015-C1 Commercial Mortgage Trust 3.505% 4/15/50 5,550 5,988
5 CSAIL 2015-C1 Commercial Mortgage Trust 3.791% 4/15/50 2,825 3,057
5 CSAIL 2015-C1 Commercial Mortgage Trust 4.044% 4/15/50 2,250 2,421
5 CSAIL 2015-C2 Commercial Mortgage Trust 1.454% 6/15/57 3,633 3,630
5 CSAIL 2015-C2 Commercial Mortgage Trust 3.504% 6/15/57 7,400 7,983
5 CSAIL 2015-C2 Commercial Mortgage Trust 3.849% 6/15/57 2,900 3,109
5 CSAIL 2015-C3 Commercial Mortgage Trust 3.448% 8/15/48 4,443 4,738
5 CSAIL 2015-C3 Commercial Mortgage Trust 3.718% 8/15/48 5,700 6,254
5 CSAIL 2015-C3 Commercial Mortgage Trust 4.256% 8/15/48 2,625 2,818
5 CSAIL 2015-C4 Commercial Mortgage Trust 3.617% 11/15/48 2,950 3,183
5 CSAIL 2015-C4 Commercial Mortgage Trust 3.808% 11/15/48 4,600 5,047
5 DBJPM 16-C1 Mortgage Trust 3.276% 5/10/49 4,275 4,562
5 DBJPM 16-C3 Mortgage Trust 2.890% 9/10/49 5,000 5,171
5 Discover Card Execution Note Trust 2007-A1 5.650% 3/16/20 14,891 15,543
5 Discover Card Execution Note Trust 2014-A3 1.220% 10/15/19 17,675 17,701
5 Discover Card Execution Note Trust 2014-A5 1.390% 4/15/20 16,025 16,086
5 Discover Card Execution Note Trust 2015-A2 1.900% 10/17/22 14,494 14,748
5 Discover Card Execution Note Trust 2015-A3 1.450% 3/15/21 11,575 11,638
5 Discover Card Execution Note Trust 2015-A4 2.190% 4/17/23 11,500 11,803
5 Discover Card Execution Note Trust 2016-A1 1.640% 7/15/21 17,900 18,061
4,5 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 2,063 2,215
4,5 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 8,412 9,155
4,5 Fannie Mae-Aces 2011-M4 3.726% 6/25/21 14,650 15,920
4,5 Fannie Mae-Aces 2012-M9 1.553% 4/25/22 1,190 1,192
4,5 Fannie Mae-Aces 2013-M12 2.472% 3/25/23 13,074 13,427
4,5 Fannie Mae-Aces 2013-M14 2.586% 4/25/23 16,683 17,107
4,5 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 17,850 19,159
4,5 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 993 1,032
4,5 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 5,600 5,693
4,5 Fannie Mae-Aces 2014-M1 2.323% 11/25/18 18,997 19,287
4,5 Fannie Mae-Aces 2014-M1 3.367% 7/25/23 22,275 23,907
4,5 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 11,300 11,526
4,5 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 16,850 17,456
4,5 Fannie Mae-Aces 2014-M13 1.637% 11/25/17 2,082 2,089
4,5 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 2,370 2,470
4,5 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 6,750 7,183
4,5 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 17,626 19,294
4,5 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 5,765 5,997
4,5 Fannie Mae-Aces 2014-M3 3.501% 1/25/24 7,825 8,518
4,5 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 8,175 8,866
4,5 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 19,990 20,764
4,5 Fannie Mae-Aces 2014-M7 3.356% 6/25/24 16,211 17,780
4,5 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 2,337 2,408
4,5 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 8,325 8,892
4,5 Fannie Mae-Aces 2014-M9 1.462% 4/25/17 5,743 5,730
4,5 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 10,459 11,211
4,5 Fannie Mae-Aces 2015-M1 1.626% 2/25/18 4,043 4,058
4,5 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 15,000 15,382
4,5 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 4,600 4,875
4,5 Fannie Mae-Aces 2015-M12 2.884% 5/25/25 11,600 12,130
4,5 Fannie Mae-Aces 2015-M15 2.923% 10/25/25 14,400 15,151

 

 

4,5 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 10,854 11,145
4,5 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 5,650 5,851
4,5 Fannie Mae-Aces 2015-M4 2.509% 7/25/22 6,200 6,430
4,5 Fannie Mae-Aces 2015-M7 1.550% 4/25/18 2,850 2,863
4,5 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 10,125 10,416
4,5 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 5,357 5,538
4,5 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 5,700 6,040
4,5 Fannie Mae-Aces 2016-M2 2.152% 1/25/23 10,275 10,414
4,5 Fannie Mae-Aces 2016-M3 2.702% 2/25/26 5,800 6,000
4,5 Fannie Mae-Aces 2016-M4 2.576% 3/25/26 5,775 5,928
4,5 Fannie Mae-Aces 2016-M5 2.469% 4/25/26 12,400 12,667
4,5 Fannie Mae-Aces 2016-M6 2.488% 5/25/26 8,500 8,651
4,5 Fannie Mae-Aces 2016-M7 2.157% 10/25/23 2,800 2,845
4,5 Fannie Mae-Aces 2016-M7 2.499% 9/25/26 4,625 4,752
4 Federal Housing Administration 7.430% 10/1/20 1 1
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K005 3.484% 4/25/19 5,644 5,792
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K006 3.398% 7/25/19 6,252 6,398
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K007 3.342% 12/25/19 4,773 4,818
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K009 2.757% 5/25/20 8,124 8,223
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K010 2.412% 8/25/18 3,616 3,683
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K010 3.320% 7/25/20 9,065 9,230
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K011 4.084% 11/25/20 13,725 14,970
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K012 4.186% 12/25/20 1,025 1,128
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K014 3.871% 4/25/21 6,800 7,435
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K017 2.873% 12/25/21 18,650 19,535
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K019 2.272% 3/25/22 7,835 7,985
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K020 2.373% 5/25/22 20,750 21,453
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K021 2.396% 6/25/22 11,840 12,252
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K022 2.355% 7/25/22 870 899
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K026 2.510% 11/25/22 16,600 17,197
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K027 2.637% 1/25/23 16,625 17,379
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K028 3.111% 2/25/23 26,300 28,259
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K029 3.320% 2/25/23 16,425 17,888
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K030 2.779% 9/25/22 13,816 14,232
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K030 3.250% 4/25/23 17,675 19,242
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K031 3.300% 4/25/23 16,452 17,994

 

 

4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.016% 2/25/23 13,476 14,104
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.310% 5/25/23 17,660 19,275
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K033 2.871% 2/25/23 14,227 14,804
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K033 3.060% 7/25/23 19,075 20,513
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K034 3.531% 7/25/23 15,354 17,018
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K035 3.458% 8/25/23 19,775 21,730
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K036 3.527% 10/25/23 17,403 19,232
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K037 3.490% 1/25/24 675 747
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K038 2.604% 10/25/23 4,859 5,038
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K038 3.389% 3/25/24 19,450 21,449
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K039 2.683% 12/25/23 3,441 3,576
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K039 3.303% 7/25/24 10,850 11,897
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K040 2.768% 4/25/24 5,426 5,684
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K040 3.241% 9/25/24 14,400 15,704
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K041 3.171% 10/25/24 14,025 15,278
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K042 2.267% 6/25/24 2,703 2,778
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K042 2.670% 12/25/24 6,450 6,762
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K043 2.532% 10/25/23 2,717 2,809
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K043 3.062% 12/25/24 8,400 9,071
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K045 2.493% 11/25/24 5,565 5,824
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K045 3.023% 1/25/25 9,050 9,760
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K046 3.205% 3/25/25 9,175 10,028
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K047 2.827% 12/25/24 2,807 2,956
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K047 3.329% 5/25/25 6,850 7,513
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K048 3.284% 6/25/25 11,600 12,760
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K049 3.010% 7/25/25 6,350 6,811
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K050 3.334% 8/25/25 10,325 11,385
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K052 3.151% 11/25/25 7,025 7,639

 

 

4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K053 2.995% 12/25/25 4,050 4,354
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K054 2.745% 1/25/26 10,375 10,936
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K055 2.673% 3/25/26 11,200 11,731
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K056 2.525% 5/25/26 8,625 8,941
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K057 2.570% 7/25/26 15,025 15,568
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K152 3.080% 1/25/31 5,800 6,296
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K503 1.384% 1/25/19 6,697 6,687
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K503 2.456% 8/25/19 17,225 17,591
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K504 2.566% 9/25/20 5,775 5,933
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K702 3.154% 2/25/18 23,659 24,131
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K706 2.323% 10/25/18 6,769 6,891
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K707 2.220% 12/25/18 7,650 7,781
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K709 2.086% 3/25/19 350 355
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K710 1.883% 5/25/19 1,475 1,492
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.321% 12/25/18 7,900 7,892
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.730% 7/25/19 23,375 23,483
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K712 1.869% 11/25/19 11,200 11,336
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K713 2.313% 3/25/20 27,800 28,523
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K714 3.034% 10/25/20 23,455 24,670
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K716 3.130% 6/25/21 18,645 19,880
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K716 2.413% 8/25/47 3,119 3,180
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K717 2.991% 9/25/21 11,200 11,901
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.375% 9/25/21 12,307 12,645
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.791% 1/25/22 10,825 11,426
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates K722 2.183% 5/25/22 4,084 4,186
4,5 FHLMC Multifamily Structured Pass Through        
  Certificates KW01 2.853% 1/25/26 11,600 12,286
4,5 FHLMC Multifamily Structures Pass Through        
  Certificates K715 2.856% 1/25/21 6,180 6,501
4,5 FHLMC Multifamily Structures Pass Through        
  Certificates K720 2.716% 6/25/22 7,525 7,901
5 Fifth Third Auto Trust 2014-1 0.680% 4/16/18 484 484

 

 

5 Fifth Third Auto Trust 2014-1 1.140% 10/15/20 2,370 2,370
5 Fifth Third Auto Trust 2014-2 0.890% 11/15/18 1,068 1,068
5 Fifth Third Auto Trust 2014-2 1.380% 12/15/20 1,425 1,429
5 Fifth Third Auto Trust 2015-1 1.420% 3/16/20 5,900 5,919
5 Ford Credit Auto Lease Trust 2015-A 1.130% 6/15/18 4,575 4,577
5 Ford Credit Auto Lease Trust 2015-A 1.310% 8/15/18 1,150 1,152
5 Ford Credit Auto Lease Trust 2015-B 1.380% 12/15/18 4,125 4,136
5 Ford Credit Auto Lease Trust 2015-B 1.540% 2/15/19 2,950 2,965
5 Ford Credit Auto Owner Trust 2013-B 0.760% 8/15/18 869 869
5 Ford Credit Auto Owner Trust 2013-C 1.250% 10/15/18 1,138 1,139
5 Ford Credit Auto Owner Trust 2013-D 0.670% 4/15/18 476 476
5 Ford Credit Auto Owner Trust 2013-D 1.110% 2/15/19 550 550
5 Ford Credit Auto Owner Trust 2014-A 0.790% 5/15/18 631 631
5 Ford Credit Auto Owner Trust 2014-A 1.290% 4/15/19 600 601
5 Ford Credit Auto Owner Trust 2014-B 0.900% 10/15/18 2,252 2,252
5 Ford Credit Auto Owner Trust 2014-B 1.420% 8/15/19 850 852
5 Ford Credit Auto Owner Trust 2015-A 1.280% 9/15/19 2,700 2,704
5 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 850 852
5 Ford Credit Auto Owner Trust 2015-B 1.160% 11/15/19 3,675 3,680
5 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 1,450 1,460
5 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 2,825 2,834
5 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 1,300 1,316
5 Ford Credit Floorplan Master Owner Trust A        
Series 2014-1 1.200% 2/15/19 5,400 5,404
5 Ford Credit Floorplan Master Owner Trust A        
Series 2014-4 1.400% 8/15/19 11,200 11,225
5 Ford Credit Floorplan Master Owner Trust A        
Series 2016-1 1.760% 2/15/21 11,400 11,494
5 GE Capital Credit Card Master Note Trust        
Series 2012-7 1.760% 9/15/22 6,545 6,570
5 GE Commercial Mortgage Corp. Series        
2005-C4 Trust 5.632% 11/10/45 3,468 3,466
5 GE Commercial Mortgage Corp. Series        
2007-C1 Trust 5.543% 12/10/49 5,997 6,019
5 GM Financial Automobile Leasing Trust        
2015-2 1.680% 12/20/18 5,200 5,228
5 GM Financial Automobile Leasing Trust        
2015-2 1.850% 7/22/19 2,630 2,644
5 GM Financial Automobile Leasing Trust        
2015-3 1.690% 3/20/19 2,850 2,863
5 GM Financial Automobile Leasing Trust        
2015-3 1.810% 11/20/19 2,975 2,996
5 GM Financial Automobile Leasing Trust        
2016-1 1.790% 3/20/20 5,825 5,843
5 GM Financial Automobile Leasing Trust        
2016-2 1.620% 9/20/19 5,725 5,755
5 GM Financial Automobile Leasing Trust        
2016-3 1.610% 12/20/19 4,100 4,120
5 GS Mortgage Securities Trust 2007-GG10 5.988% 8/10/45 5,329 5,405
5 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 3,220 3,471
5 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 12,500 13,403
5 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 7,475 7,970
5 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 5,530 5,739
5 GS Mortgage Securities Trust 2013-GC10 2.943% 2/10/46 4,077 4,255
5 GS Mortgage Securities Trust 2013-GC10 3.279% 2/10/46 1,529 1,598
5 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 5,682 5,967
GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 1,792 1,863

 

 

5 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 2,055 2,096
5 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 1,470 1,572
5 GS Mortgage Securities Trust 2013-GCJ14 4.243% 8/10/46 7,350 8,264
5 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 2,600 2,679
5 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 1,100 1,195
5 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 1,525 1,719
5 GS Mortgage Securities Trust 2014-GC18 1.298% 1/10/47 94 94
5 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 8,000 8,913
5 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 1,975 2,160
5 GS Mortgage Securities Trust 2014-GC22 3.467% 6/10/47 2,225 2,384
5 GS Mortgage Securities Trust 2014-GC22 3.516% 6/10/47 500 530
5 GS Mortgage Securities Trust 2014-GC22 3.862% 6/10/47 1,950 2,138
5 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 6,125 6,747
5 GS Mortgage Securities Trust 2014-GC24 4.641% 9/10/47 1,675 1,846
5 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 1,850 1,917
5 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 3,400 3,633
5 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 11,450 12,475
5 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 2,000 2,123
5 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 1,700 1,837
5 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 6,200 6,598
5 GS Mortgage Securities Trust 2015-GC30 2.726% 5/10/50 4,025 4,152
5 GS Mortgage Securities Trust 2015-GC30 3.382% 5/10/50 5,700 6,077
5 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 5,775 6,211
5 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 2,275 2,504
5 GS Mortgage Securities Trust 2015-GC34 3.278% 10/10/48 5,900 6,277
5 GS Mortgage Securities Trust 2015-GC34 3.506% 10/10/48 5,600 6,009
5 GS Mortgage Securities Trust 2016-GS2 3.050% 5/10/49 4,425 4,647
5 GS Mortgage Securities Trust 2016-GS3 2.850% 10/10/49 11,450 11,770
5 Honda Auto Receivables 2013-4 Owner        
Trust 0.690% 9/18/17 158 158
5 Honda Auto Receivables 2013-4 Owner        
Trust 1.040% 2/18/20 1,650 1,651
5 Honda Auto Receivables 2014-1 Owner        
Trust 0.670% 11/21/17 852 852
5 Honda Auto Receivables 2014-1 Owner        
Trust 1.040% 2/21/20 1,707 1,707
5 Honda Auto Receivables 2014-2 Owner        
Trust 0.770% 3/19/18 1,031 1,030
5 Honda Auto Receivables 2014-2 Owner        
Trust 1.180% 5/18/20 1,375 1,376
5 Honda Auto Receivables 2014-3 Owner        
Trust 0.880% 6/15/18 2,741 2,740
5 Honda Auto Receivables 2014-3 Owner        
Trust 1.310% 10/15/20 3,025 3,034
5 Honda Auto Receivables 2015-1 Owner        
Trust 1.050% 10/15/18 4,813 4,815
5 Honda Auto Receivables 2015-1 Owner        
Trust 1.320% 11/16/20 3,675 3,685
5 Honda Auto Receivables 2015-2 Owner        
Trust 1.040% 2/21/19 4,275 4,276
5 Honda Auto Receivables 2015-2 Owner        
Trust 1.470% 8/23/21 2,500 2,513
5 Honda Auto Receivables 2015-3 Owner        
Trust 1.270% 4/18/19 4,625 4,635
5 Honda Auto Receivables 2015-3 Owner        
Trust 1.560% 10/18/21 1,150 1,158

 

 

5 Honda Auto Receivables 2015-4 Owner        
Trust 1.230% 9/23/19 5,900 5,910
5 Honda Auto Receivables 2015-4 Owner        
Trust 1.440% 1/21/22 1,600 1,606
5 Huntington Auto Trust 2015-1 1.240% 9/16/19 5,775 5,786
5 Hyundai Auto Receivables Trust 2012-C 0.730% 6/15/18 171 171
5 Hyundai Auto Receivables Trust 2013-A 0.750% 9/17/18 1,800 1,799
5 Hyundai Auto Receivables Trust 2013-B 1.010% 2/15/19 1,428 1,428
5 Hyundai Auto Receivables Trust 2013-C 1.550% 3/15/19 2,890 2,896
5 Hyundai Auto Receivables Trust 2014-A 0.790% 7/16/18 755 754
5 Hyundai Auto Receivables Trust 2014-B 0.900% 12/17/18 2,597 2,596
5 Hyundai Auto Receivables Trust 2014-B 1.460% 11/15/19 1,370 1,376
5 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 1,700 1,706
5 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 2,075 2,081
5 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 1,500 1,509
5 Hyundai Auto Receivables Trust 2016-A 1.560% 9/15/20 1,800 1,813
5 Hyundai Auto Receivables Trust 2016-B 1.290% 4/15/21 4,850 4,856
5 Hyundai Auto Receivables Trust 2016-B 1.450% 11/15/22 3,625 3,629
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 5.925% 4/17/45 285 284
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.794% 2/12/51 25,007 25,627
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 6.088% 2/12/51 3,645 3,772
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP11 5.940% 6/15/49 8,097 8,209
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP12 5.882% 2/15/51 11,770 12,024
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 9,250 9,944
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 6,675 6,941
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 7,490 8,014
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-LC9 2.840% 12/15/47 3,750 3,902
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.143% 12/15/47 2,314 2,445
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 1,735 1,830
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 1,600 1,725
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 2,300 2,550
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 9,174 10,285
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 1,600 1,795
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 5.076% 12/15/46 1,600 1,842
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 11,478 11,997
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 2,250 2,326
5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 850 932

 

 

5 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP3 2.870% 8/15/49 14,325 14,721
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 1,776 1,934
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.160% 7/15/45 1,184 1,295
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 1,680 1,816
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 4,470 5,001
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 1,260 1,410
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 3,171 3,258
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 420 453
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 2,940 3,295
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 1,680 1,873
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.003% 1/15/47 2,200 2,269
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 1,650 1,786
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 5,500 6,189
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 1,100 1,230
5 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 5.050% 1/15/47 1,650 1,869
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 6,590 7,358
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 1,173 1,307
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.974% 2/15/47 1,422 1,622
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.046% 4/15/47 2,225 2,307
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.669% 4/15/47 2,800 2,962
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.997% 4/15/47 2,800 3,111
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 2,225 2,454
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 1,411 1,508
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 1,375 1,508
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.997% 8/15/47 850 925
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 8,325 9,104
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 4.110% 9/15/47 2,225 2,422
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 4,175 4,627

 

 

5 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 2,462 2,716
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 2.940% 11/15/47 2,850 2,958
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.639% 11/15/47 2,275 2,473
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.914% 11/15/47 4,125 4,474
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 3.672% 11/15/47 9,975 10,862
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 4.065% 11/15/47 2,775 3,040
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.019% 1/15/48 5,725 5,967
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.494% 1/15/48 16,450 17,696
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.800% 1/15/48 2,875 3,069
5 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.951% 1/15/48 2,875 3,030
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 2.734% 2/15/48 4,695 4,850
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.017% 2/15/48 5,715 5,989
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.179% 2/15/48 3,048 3,205
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 2.773% 10/15/48 5,725 5,897
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.227% 10/15/48 6,775 7,149
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.532% 10/15/48 1,725 1,811
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 2.921% 5/15/48 5,000 5,214
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.304% 5/15/48 2,963 3,156
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.611% 5/15/48 4,650 5,041
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.559% 7/15/48 5,775 6,228
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.822% 7/15/48 5,675 6,246
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 4.226% 7/15/48 2,900 3,198
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.540% 8/15/48 2,772 2,967
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.801% 8/15/48 2,960 3,254
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.358% 11/15/48 5,875 6,300
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.598% 11/15/48 5,875 6,367
5 JPMBB Commercial Mortgage Securities        
Trust 2015-C33 3.770% 12/15/48 4,230 4,646
5 JPMBB Commercial Mortgage Securities        
Trust 2016-C1 3.316% 3/15/49 4,675 4,986

 

 

5 JPMCC Commercial Mortgage Securities        
Trust 2015-JP1 3.914% 1/15/49 4,600 5,104
5 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.144% 6/15/49 4,400 4,643
5 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.484% 6/15/49 2,050 2,164
5 LB Commercial Mortgage Trust 2007-C3 6.114% 7/15/44 564 579
5 LB-UBS Commercial Mortgage Trust 2006-        
C7 5.378% 11/15/38 2,078 2,079
5 LB-UBS Commercial Mortgage Trust 2007-        
C1 5.424% 2/15/40 10,044 10,067
5 LB-UBS Commercial Mortgage Trust 2007-        
C2 5.430% 2/15/40 6,217 6,260
5 LB-UBS Commercial Mortgage Trust 2007-        
C7 5.866% 9/15/45 17,318 17,924
5 LB-UBS Commercial Mortgage Trust 2008-        
C1 6.287% 4/15/41 18,050 18,856
5 Mercedes-Benz Auto Lease Trust 2015-A 1.210% 10/15/20 8,550 8,557
5 Mercedes-Benz Auto Lease Trust 2015-B 1.340% 7/16/18 2,950 2,957
5 Mercedes-Benz Auto Lease Trust 2015-B 1.530% 5/17/21 1,750 1,759
5 Mercedes-Benz Auto Receivables Trust        
2013-1 1.130% 11/15/19 951 952
5 Mercedes-Benz Auto Receivables Trust        
2014-1 0.870% 10/15/18 1,452 1,451
5 Mercedes-Benz Auto Receivables Trust        
2014-1 1.310% 11/16/20 825 827
5 Mercedes-Benz Auto Receivables Trust        
2015-1 1.340% 12/16/19 3,400 3,410
5 Mercedes-Benz Auto Receivables Trust        
2015-1 1.750% 12/15/21 1,175 1,190
5 Merrill Lynch Mortgage Trust 2007-C1 6.008% 6/12/50 24,020 24,521
5 Merrill Lynch Mortgage Trust 2008-C1 5.690% 2/12/51 15,477 15,933
5 ML-CFC Commercial Mortgage Trust 2006-4 5.204% 12/12/49 765 765
5 ML-CFC Commercial Mortgage Trust 2007-5 5.378% 8/12/48 8,952 8,988
5 ML-CFC Commercial Mortgage Trust 2007-7 5.810% 6/12/50 7,699 7,853
5 ML-CFC Commercial Mortgage Trust 2007-9 5.700% 9/12/49 13,276 13,659
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C5 3.176% 8/15/45 3,025 3,209
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2012-C6 2.858% 11/15/45 3,000 3,136
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C10 4.219% 7/15/46 8,000 8,943
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.360% 8/15/46 1,680 1,893
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C11 4.560% 8/15/46 840 928
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C12 3.001% 10/15/46 2,340 2,403
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C12 4.259% 10/15/46 3,915 4,409
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 2.936% 11/15/46 1,750 1,795
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.039% 11/15/46 3,500 3,916
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C13 4.902% 11/15/46 1,750 1,969

 

 

5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 2.918% 2/15/46 3,011 3,142
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C7 3.214% 2/15/46 599 624
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.134% 12/15/48 3,475 3,651
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C8 3.376% 12/15/48 1,800 1,900
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.102% 5/15/46 3,475 3,664
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2013-C9 3.456% 5/15/46 2,150 2,276
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 1.250% 2/15/47 993 988
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 2.916% 2/15/47 2,200 2,259
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 3.669% 2/15/47 4,695 5,002
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.064% 2/15/47 4,475 5,006
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C14 4.802% 2/15/47 1,600 1,767
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 2.849% 6/15/47 850 874
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.477% 6/15/47 1,125 1,195
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 3.892% 6/15/47 4,200 4,647
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C16 4.482% 6/15/47 1,675 1,859
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.194% 10/15/47 5,000 5,215
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 3.923% 10/15/47 1,400 1,560
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C18 4.593% 10/15/47 1,675 1,837
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.101% 12/15/47 5,700 5,936
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.326% 12/15/47 3,925 4,143
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2014-C19 3.526% 12/15/47 5,050 5,477
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.069% 2/15/48 2,875 2,998
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C20 3.249% 2/15/48 10,125 10,742
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C21 3.338% 3/15/48 2,500 2,662
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.040% 4/15/48 5,725 5,970
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.306% 4/15/48 4,500 4,776
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C22 3.883% 4/15/48 2,875 2,931
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 2.982% 7/15/50 2,900 3,016

 

 

5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.398% 7/15/50 1,750 1,861
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C23 3.719% 7/15/50 5,775 6,348
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.383% 10/15/48 6,550 6,996
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C25 3.635% 10/15/48 3,475 3,796
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.323% 10/15/48 3,825 4,077
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C26 3.531% 10/15/48 4,325 4,693
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.557% 12/15/47 2,950 3,171
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2015-C27 3.753% 12/15/47 3,500 3,846
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.288% 1/15/49 4,175 4,416
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C28 3.544% 1/15/49 11,975 12,972
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.140% 5/15/49 2,200 2,306
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C29 3.325% 5/15/49 1,250 1,335
5 Morgan Stanley Bank of America Merrill        
Lynch Trust 2016-C30 2.860% 9/15/49 11,700 11,972
5 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 1,492 1,493
5 Morgan Stanley Capital I Trust 2006-HQ9 5.793% 7/12/44 284 284
5 Morgan Stanley Capital I Trust 2006-IQ12 5.370% 12/15/43 1,960 1,961
5 Morgan Stanley Capital I Trust 2007-IQ14 5.654% 4/15/49 79 79
5 Morgan Stanley Capital I Trust 2007-IQ14 5.692% 4/15/49 14,295 14,393
5 Morgan Stanley Capital I Trust 2007-IQ15 6.103% 6/11/49 13,587 13,934
5 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 13,206 13,543
5 Morgan Stanley Capital I Trust 2007-IQ16 6.255% 12/12/49 5,300 5,484
5 Morgan Stanley Capital I Trust 2007-TOP25 5.514% 11/12/49 481 482
5 Morgan Stanley Capital I Trust 2007-TOP25 5.544% 11/12/49 4,525 4,558
5 Morgan Stanley Capital I Trust 2007-TOP27 5.818% 6/11/42 19,868 20,302
5 Morgan Stanley Capital I Trust 2007-TOP27 5.818% 6/11/42 5,375 5,503
5 Morgan Stanley Capital I Trust 2008-TOP29 6.477% 1/11/43 20,253 20,999
5 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 7,000 7,433
5 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 2,900 3,101
5 Morgan Stanley Capital I Trust 2015-UBS8 3.809% 12/15/48 4,100 4,545
5 Morgan Stanley Capital I Trust 2016-UB11 2.782% 8/15/49 11,700 11,954
8 National Australia Bank Ltd. 2.250% 3/16/21 16,000 16,340
5 Nissan Auto Lease Trust 2014-B 1.120% 9/15/17 1,408 1,409
5 Nissan Auto Lease Trust 2015-B 1.540% 4/16/18 4,100 4,114
5 Nissan Auto Lease Trust 2015-B 1.700% 4/15/21 2,625 2,637
5 Nissan Auto Lease Trust 2016-B 1.610% 1/18/22 5,250 5,255
5 Nissan Auto Receivables 2013-A Owner        
Trust 0.750% 7/15/19 4,644 4,642
5 Nissan Auto Receivables 2013-B Owner        
Trust 0.840% 11/15/17 96 96
5 Nissan Auto Receivables 2013-B Owner        
Trust 1.310% 10/15/19 1,770 1,772
5 Nissan Auto Receivables 2013-C Owner        
Trust 0.670% 8/15/18 655 655

 

 

5 Nissan Auto Receivables 2013-C Owner        
Trust 1.300% 6/15/20 1,600 1,604
5 Nissan Auto Receivables 2014-A Owner        
Trust 0.720% 8/15/18 684 684
5 Nissan Auto Receivables 2014-A Owner        
Trust 1.340% 8/17/20 2,250 2,256
5 Nissan Auto Receivables 2014-B Owner        
Trust 1.110% 5/15/19 2,281 2,283
5 Nissan Auto Receivables 2015-A Owner        
Trust 1.050% 10/15/19 5,050 5,053
5 Nissan Auto Receivables 2015-B Owner        
Trust 1.340% 3/16/20 3,400 3,414
5 Nissan Auto Receivables 2015-B Owner        
Trust 1.790% 1/17/22 1,750 1,778
5 Nissan Auto Receivables 2015-C Owner        
Trust 1.370% 5/15/20 1,800 1,807
5 Nissan Auto Receivables 2015-C Owner        
Trust 1.670% 2/15/22 2,975 2,999
5 Nissan Auto Receivables 2016-B Owner        
Trust 1.540% 10/17/22 2,500 2,516
5 Nissan Auto Receivables 2016-C Owner        
Trust 1.180% 1/15/21 5,125 5,120
5 Nissan Auto Receivables 2016-C Owner        
Trust 1.380% 1/17/23 4,250 4,255
5 Nissan Master Owner Trust Receivables        
Series 2016-A 1.540% 6/15/21 5,750 5,769
Royal Bank of Canada 2.200% 9/23/19 19,475 19,880
5 Royal Bank of Canada 2.000% 10/1/19 20,000 20,242
Royal Bank of Canada 2.100% 10/14/20 58,400 59,440
5 Royal Bank of Canada 1.875% 2/5/21 8,625 8,721
Royal Bank of Canada 2.300% 3/22/21 8,750 8,978
5 Santander Drive Auto Receivables Trust        
2014-1 1.590% 10/15/18 386 386
5 SG Commercial Mortgage Securities Trust        
2016-C5 3.055% 10/10/48 9,000 9,295
5 Synchrony Credit Card Master Note Trust        
2014-1 1.610% 11/15/20 3,325 3,341
5 Synchrony Credit Card Master Note Trust        
2015-2 1.600% 4/15/21 3,375 3,392
5 Synchrony Credit Card Master Note Trust        
2016-2 2.210% 5/15/24 5,331 5,438
5 Synchrony Credit Card Master Note Trust        
2016-3 1.580% 9/15/22 8,550 8,564
5 TIAA Seasoned Commercial Mortgage Trust        
2007-C4 5.482% 8/15/39 694 701
8 Toronto-Dominion Bank 2.250% 3/15/21 28,700 29,298
5 Toyota Auto Receivables 2013-A Owner        
Trust 0.690% 11/15/18 623 623
5 Toyota Auto Receivables 2014-A Owner        
Trust 1.180% 6/17/19 1,250 1,252
5 Toyota Auto Receivables 2014-B Owner        
Trust 0.760% 3/15/18 600 600
5 Toyota Auto Receivables 2014-B Owner        
Trust 1.310% 9/16/19 1,125 1,127
5 Toyota Auto Receivables 2015-B Owner        
Trust 1.270% 5/15/19 8,500 8,520

 

 

5 Toyota Auto Receivables 2015-B Owner        
Trust 1.740% 9/15/20 5,200 5,235
5 Toyota Auto Receivables 2015-C Owner        
Trust 1.340% 6/17/19 5,325 5,341
5 Toyota Auto Receivables 2015-C Owner        
Trust 1.690% 12/15/20 5,000 5,055
5 Toyota Auto Receivables 2016-B Owner        
Trust 1.300% 4/15/20 2,875 2,885
5 Toyota Auto Receivables 2016-B Owner        
Trust 1.520% 8/16/21 3,575 3,580
5 Toyota Auto Receivables 2016-C Owner        
Trust 1.140% 8/17/20 4,575 4,569
5 Toyota Auto Receivables 2016-C Owner        
Trust 1.320% 11/15/21 2,525 2,526
5 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 4,636 4,896
5 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 7,716 8,182
5 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 1,150 1,215
5 USAA Auto Owner Trust 2014-1 0.580% 12/15/17 5 5
5 USAA Auto Owner Trust 2014-1 0.940% 5/15/19 1,150 1,149
5 Volkswagen Auto Loan Enhanced Trust        
2013-2 0.700% 4/20/18 426 426
5 Volkswagen Auto Loan Enhanced Trust        
2013-2 1.160% 3/20/20 875 875
5 Volkswagen Auto Loan Enhanced Trust        
2014-1 0.910% 10/22/18 1,867 1,865
5 Volkswagen Auto Loan Enhanced Trust        
2014-1 1.450% 9/21/20 2,775 2,779
5 Volkswagen Auto Loan Enhanced Trust        
2014-2 0.950% 4/22/19 7,326 7,311
5 Volkswagen Auto Loan Enhanced Trust        
2014-2 1.390% 5/20/21 2,850 2,848
5 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.464% 10/15/44 98 98
5 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C26 6.285% 6/15/45 1,300 1,299
5 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C29 5.339% 11/15/48 2,225 2,226
5 Wachovia Bank Commercial Mortgage Trust        
Series 2007-C33 6.158% 2/15/51 6,101 6,168
5 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 9,540 10,006
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 1,675 1,726
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 1,125 1,199
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 9,925 10,910
5 Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 550 600
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 2.954% 12/15/47 3,400 3,521
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.244% 12/15/47 1,961 2,082

 

 

5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.271% 12/15/47 4,000 4,189
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.405% 12/15/47 5,650 6,060
5 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.808% 12/15/47 2,850 3,061
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 2.991% 2/15/48 5,725 6,005
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.166% 2/15/48 3,150 3,304
5 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.580% 2/15/48 2,275 2,394
5 Wells Fargo Commercial Mortgage Trust        
2015-C27 3.190% 2/15/48 14,150 14,920
5 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.540% 5/15/48 8,500 9,181
5 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.872% 5/15/48 1,619 1,758
5 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.400% 6/15/48 5,800 6,184
5 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.637% 6/15/48 8,500 9,249
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 2.978% 4/15/50 1,536 1,599
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.184% 4/15/50 11,350 11,984
5 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.719% 4/15/50 2,850 2,967
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.571% 9/15/58 2,350 2,534
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.839% 9/15/58 3,425 3,791
5 Wells Fargo Commercial Mortgage Trust        
2015-LC22 4.207% 9/15/58 2,925 3,222
5 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.632% 5/15/48 2,425 2,489
5 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.934% 5/15/48 4,200 4,362
5 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 3.148% 5/15/48 2,275 2,396
5 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.656% 12/15/48 4,700 5,088
5 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.809% 12/15/48 2,950 3,260
5 Wells Fargo Commercial Mortgage Trust        
2015-SG1 3.789% 12/15/47 4,000 4,394
5 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.652% 8/15/49 7,850 7,981
5 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.814% 8/15/49 1,800 1,812
5 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.324% 1/15/59 3,084 3,277
5 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.560% 1/15/59 6,700 7,255
5 Wells Fargo Commercial Mortgage Trust        
2016-C33 3.426% 3/15/59 2,350 2,524

 

 

5 Wells Fargo Commercial Mortgage Trust        
2016-C34 3.096% 6/15/49 4,700 4,888
5 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.825% 10/15/49 5,275 5,451
5 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.942% 10/15/49 9,053 9,375
5 WFRBS Commercial Mortgage Trust 2012-        
C10 2.875% 12/15/45 3,000 3,133
5 WFRBS Commercial Mortgage Trust 2012-        
C6 3.440% 4/15/45 7,425 7,947
5 WFRBS Commercial Mortgage Trust 2012-        
C7 3.431% 6/15/45 4,975 5,343
5 WFRBS Commercial Mortgage Trust 2012-        
C7 4.090% 6/15/45 4,400 4,812
5 WFRBS Commercial Mortgage Trust 2012-        
C8 3.001% 8/15/45 3,100 3,262
5 WFRBS Commercial Mortgage Trust 2012-        
C9 2.870% 11/15/45 6,125 6,407
5 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 4,148 4,368
5 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 1,733 1,837
5 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 820 868
5 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 3,436 3,602
5 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 673 702
5 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 6,000 6,389
5 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 3,000 3,175
5 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 1,120 1,208
5 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 4,470 5,009
5 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 1,120 1,247
5 WFRBS Commercial Mortgage Trust 2013-        
C16 3.223% 9/15/46 2,100 2,160
5 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 1,250 1,355
5 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 1,250 1,425
5 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 2,100 2,382
5 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 1,150 1,178
5 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 1,150 1,233
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 1,450 1,618
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 1,150 1,277
5 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 1,150 1,291

 

 

5 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 1,150 1,183
5 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 2,300 2,469
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 5,010 5,650
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 575 644
5 WFRBS Commercial Mortgage Trust 2013-        
C18 4.821% 12/15/46 862 983
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 3,100 3,181
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 1,750 1,856
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 2,350 2,624
5 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.782% 3/15/46 575 650
5 WFRBS Commercial Mortgage Trust 2014-        
C19 1.233% 3/15/47 741 738
5 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 950 1,017
5 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 1,250 1,337
5 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 2,825 3,164
5 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 950 1,062
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 1,100 1,136
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 1,100 1,182
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.723% 5/15/47 3,500 3,806
5 WFRBS Commercial Mortgage Trust 2014-        
C20 3.995% 5/15/47 1,675 1,860
5 WFRBS Commercial Mortgage Trust 2014-        
C20 4.176% 5/15/47 1,675 1,831
5 WFRBS Commercial Mortgage Trust 2014-        
C21 3.678% 8/15/47 4,000 4,360
5 WFRBS Commercial Mortgage Trust 2014-        
C22 3.752% 9/15/57 8,200 9,005
5 WFRBS Commercial Mortgage Trust 2014-        
C22 4.371% 9/15/57 1,675 1,817
5 WFRBS Commercial Mortgage Trust 2014-        
C23 3.636% 10/15/57 3,143 3,380
5 WFRBS Commercial Mortgage Trust 2014-        
C23 3.917% 10/15/57 1,675 1,859
5 WFRBS Commercial Mortgage Trust 2014-        
C23 4.210% 10/15/57 1,125 1,235
5 WFRBS Commercial Mortgage Trust 2014-        
C24 3.428% 11/15/47 2,860 3,017
5 WFRBS Commercial Mortgage Trust 2014-        
C24 3.607% 11/15/47 2,860 3,098
5 WFRBS Commercial Mortgage Trust 2014-        
LC14 1.193% 3/15/47 1,254 1,247

 

 

5 WFRBS Commercial Mortgage Trust 2014-        
LC14 2.862% 3/15/47 1,120 1,149
5 WFRBS Commercial Mortgage Trust 2014-        
LC14 3.522% 3/15/47 2,800 2,980
5 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.045% 3/15/47 6,720 7,502
5 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.351% 3/15/47 2,800 3,121
5 World Omni Auto Receivables Trust 2013-B 0.830% 8/15/18 389 389
5 World Omni Auto Receivables Trust 2013-B 1.320% 1/15/20 825 827
5 World Omni Auto Receivables Trust 2014-A 0.940% 4/15/19 1,333 1,332
5 World Omni Auto Receivables Trust 2014-A 1.530% 6/15/20 2,775 2,789
5 World Omni Auto Receivables Trust 2014-B 1.140% 1/15/20 3,250 3,253
5 World Omni Auto Receivables Trust 2014-B 1.680% 12/15/20 1,530 1,542
5 World Omni Auto Receivables Trust 2015-B 1.490% 12/15/20 2,975 2,990
5 World Omni Auto Receivables Trust 2015-B 1.840% 1/17/22 2,975 3,018
5 World Omni Automobile Lease Securitization        
Trust 2014-A 1.160% 9/15/17 2,620 2,622
5 World Omni Automobile Lease Securitization        
Trust 2014-A 1.370% 1/15/20 850 851
5 World Omni Automobile Lease Securitization        
Trust 2015-A 1.540% 10/15/18 2,875 2,889
5 World Omni Automobile Lease Securitization        
Trust 2016-A 1.610% 1/15/22 3,000 2,995
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $4,523,957)   4,666,011
Corporate Bonds (28.2%)        
Finance (8.7%)        
Banking (6.1%)        
American Express Bank FSB 6.000% 9/13/17 13,151 13,715
American Express Co. 7.000% 3/19/18 61,072 65,882
American Express Co. 2.650% 12/2/22 5,805 5,943
American Express Co. 3.625% 12/5/24 8,200 8,558
American Express Co. 4.050% 12/3/42 1,599 1,686
American Express Credit Corp. 1.125% 6/5/17 16,000 15,994
American Express Credit Corp. 2.125% 7/27/18 875 887
American Express Credit Corp. 1.800% 7/31/18 1,050 1,056
American Express Credit Corp. 2.125% 3/18/19 5,401 5,486
American Express Credit Corp. 2.250% 8/15/19 9,825 10,025
American Express Credit Corp. 2.375% 5/26/20 5,225 5,322
American Express Credit Corp. 2.600% 9/14/20 24,250 24,785
American Express Credit Corp. 2.250% 5/5/21 25,300 25,693
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 4,590 4,613
Australia & New Zealand Banking Group Ltd. 1.450% 5/15/18 250 250
Australia & New Zealand Banking Group Ltd. 2.000% 11/16/18 20,000 20,196
Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 16,800 17,090
Australia & New Zealand Banking Group Ltd. 1.600% 7/15/19 23,800 23,761
Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 14,275 14,759
Australia & New Zealand Banking Group Ltd. 2.300% 6/1/21 7,600 7,724
Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 12,425 13,635
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 13,975 14,410
Bancolombia SA 5.950% 6/3/21 6,425 7,096
Bank of America Corp. 5.625% 10/14/16 3 3
Bank of America Corp. 5.700% 5/2/17 75 77
Bank of America Corp. 6.000% 9/1/17 1 1
Bank of America Corp. 5.750% 12/1/17 15,028 15,737
Bank of America Corp. 2.000% 1/11/18 43,336 43,553
Bank of America Corp. 6.875% 4/25/18 81,312 87,680

 

 

Bank of America Corp. 5.650% 5/1/18 64,219 68,118
Bank of America Corp. 6.500% 7/15/18 3,125 3,380
Bank of America Corp. 6.875% 11/15/18 635 704
Bank of America Corp. 2.600% 1/15/19 38,950 39,659
Bank of America Corp. 2.650% 4/1/19 5,347 5,454
Bank of America Corp. 7.625% 6/1/19 38,970 44,719
Bank of America Corp. 2.250% 4/21/20 23,620 23,761
Bank of America Corp. 5.625% 7/1/20 57,188 64,191
Bank of America Corp. 2.625% 10/19/20 25,476 25,987
Bank of America Corp. 5.875% 1/5/21 3,930 4,497
Bank of America Corp. 2.625% 4/19/21 16,385 16,603
Bank of America Corp. 5.000% 5/13/21 11,060 12,350
Bank of America Corp. 5.700% 1/24/22 22,243 25,871
Bank of America Corp. 3.300% 1/11/23 36,917 38,276
Bank of America Corp. 4.100% 7/24/23 10,983 11,884
Bank of America Corp. 4.125% 1/22/24 34,280 37,192
Bank of America Corp. 4.000% 4/1/24 20,364 21,951
Bank of America Corp. 4.200% 8/26/24 31,635 33,423
Bank of America Corp. 4.000% 1/22/25 30,481 31,552
Bank of America Corp. 3.950% 4/21/25 22,280 23,085
Bank of America Corp. 3.875% 8/1/25 26,044 27,844
Bank of America Corp. 4.450% 3/3/26 17,500 18,826
Bank of America Corp. 3.500% 4/19/26 11,875 12,346
Bank of America Corp. 4.250% 10/22/26 19,840 20,991
Bank of America Corp. 6.110% 1/29/37 12,034 14,688
Bank of America Corp. 7.750% 5/14/38 20,098 29,102
Bank of America Corp. 5.875% 2/7/42 27,713 36,209
Bank of America Corp. 5.000% 1/21/44 25,215 29,616
Bank of America Corp. 4.875% 4/1/44 13,130 15,255
Bank of America Corp. 4.750% 4/21/45 1,200 1,288
Bank of America NA 1.650% 3/26/18 4,150 4,168
Bank of America NA 1.750% 6/5/18 12,000 12,073
Bank of America NA 2.050% 12/7/18 25,625 25,965
Bank of America NA 6.000% 10/15/36 11,205 14,420
Bank of Montreal 1.450% 4/9/18 5,845 5,845
Bank of Montreal 1.400% 4/10/18 10,300 10,315
Bank of Montreal 1.800% 7/31/18 500 504
Bank of Montreal 1.350% 8/28/18 6,450 6,448
Bank of Montreal 2.375% 1/25/19 10,210 10,405
Bank of Montreal 1.500% 7/18/19 16,575 16,593
Bank of Montreal 1.900% 8/27/21 25,875 25,766
Bank of Montreal 2.550% 11/6/22 23,285 23,906
Bank of New York Mellon Corp. 1.300% 1/25/18 3,250 3,255
Bank of New York Mellon Corp. 2.100% 1/15/19 30,326 30,807
Bank of New York Mellon Corp. 2.200% 3/4/19 6,643 6,767
Bank of New York Mellon Corp. 2.200% 5/15/19 375 382
Bank of New York Mellon Corp. 5.450% 5/15/19 5,285 5,826
Bank of New York Mellon Corp. 2.300% 9/11/19 15,450 15,808
Bank of New York Mellon Corp. 4.600% 1/15/20 6,375 6,967
Bank of New York Mellon Corp. 2.150% 2/24/20 5,000 5,085
Bank of New York Mellon Corp. 2.600% 8/17/20 4,875 5,030
Bank of New York Mellon Corp. 2.450% 11/27/20 6,275 6,433
Bank of New York Mellon Corp. 2.500% 4/15/21 14,365 14,766
Bank of New York Mellon Corp. 2.050% 5/3/21 23,625 23,744
Bank of New York Mellon Corp. 3.550% 9/23/21 4,455 4,785
Bank of New York Mellon Corp. 2.200% 8/16/23 8,650 8,618
Bank of New York Mellon Corp. 3.650% 2/4/24 6,575 7,139

 

 

Bank of New York Mellon Corp. 3.400% 5/15/24 800 855
Bank of New York Mellon Corp. 3.250% 9/11/24 13,750 14,592
Bank of New York Mellon Corp. 3.000% 2/24/25 4,700 4,914
Bank of New York Mellon Corp. 2.800% 5/4/26 6,025 6,190
Bank of New York Mellon Corp. 2.450% 8/17/26 6,025 5,958
Bank of Nova Scotia 1.375% 12/18/17 15,175 15,233
Bank of Nova Scotia 1.450% 4/25/18 2,750 2,756
Bank of Nova Scotia 1.700% 6/11/18 6,000 6,030
Bank of Nova Scotia 2.050% 10/30/18 16,785 17,136
Bank of Nova Scotia 1.950% 1/15/19 11,600 11,716
Bank of Nova Scotia 2.050% 6/5/19 10,515 10,649
Bank of Nova Scotia 1.650% 6/14/19 16,250 16,292
Bank of Nova Scotia 2.350% 10/21/20 21,500 21,967
Bank of Nova Scotia 4.375% 1/13/21 1,560 1,733
Bank of Nova Scotia 2.450% 3/22/21 10,250 10,512
Bank of Nova Scotia 2.800% 7/21/21 40,125 41,845
Bank of Nova Scotia 4.500% 12/16/25 31,750 33,898
Bank One Capital III 8.750% 9/1/30 1,100 1,603
Bank One Corp. 7.625% 10/15/26 2,055 2,742
Bank One Corp. 8.000% 4/29/27 2,500 3,379
Barclays Bank plc 5.140% 10/14/20 1,335 1,448
Barclays plc 2.000% 3/16/18 4,350 4,355
Barclays plc 2.750% 11/8/19 13,623 13,703
Barclays plc 2.875% 6/8/20 4,550 4,579
Barclays plc 3.250% 1/12/21 21,225 21,571
Barclays plc 3.200% 8/10/21 20,500 20,599
Barclays plc 4.375% 9/11/24 14,400 14,580
Barclays plc 3.650% 3/16/25 32,000 31,615
Barclays plc 4.375% 1/12/26 24,090 24,938
Barclays plc 5.200% 5/12/26 15,450 15,923
Barclays plc 5.250% 8/17/45 8,045 9,087
BB&T Corp. 2.150% 3/22/17 6,475 6,498
BB&T Corp. 1.450% 1/12/18 5,010 5,021
BB&T Corp. 2.050% 6/19/18 11,805 11,922
BB&T Corp. 2.250% 2/1/19 3,950 4,024
BB&T Corp. 6.850% 4/30/19 3,754 4,247
BB&T Corp. 5.250% 11/1/19 10,240 11,294
BB&T Corp. 2.450% 1/15/20 14,620 14,994
BB&T Corp. 2.050% 5/10/21 14,750 14,883
Bear Stearns Cos. LLC 6.400% 10/2/17 19,700 20,633
Bear Stearns Cos. LLC 7.250% 2/1/18 36,088 38,755
Bear Stearns Cos. LLC 4.650% 7/2/18 2,185 2,301
BNP Paribas SA 2.700% 8/20/18 4,175 4,258
BNP Paribas SA 2.400% 12/12/18 12,750 12,956
BNP Paribas SA 2.450% 3/17/19 2,575 2,622
BNP Paribas SA 2.375% 5/21/20 6,925 7,037
BNP Paribas SA 5.000% 1/15/21 38,605 43,244
BNP Paribas SA 3.250% 3/3/23 21,280 22,351
BNP Paribas SA 4.250% 10/15/24 2,400 2,493
BPCE SA 2.500% 12/10/18 14,225 14,490
BPCE SA 2.500% 7/15/19 10,600 10,820
BPCE SA 2.250% 1/27/20 4,600 4,674
BPCE SA 2.650% 2/3/21 7,355 7,589
BPCE SA 4.000% 4/15/24 19,575 21,525
Branch Banking & Trust Co. 1.350% 10/1/17 5,925 5,923
Branch Banking & Trust Co. 2.300% 10/15/18 8,200 8,344
Branch Banking & Trust Co. 1.450% 5/10/19 9,525 9,527

 

 

  Branch Banking & Trust Co. 2.850% 4/1/21 450 469
  Branch Banking & Trust Co. 3.625% 9/16/25 18,600 19,856
  Branch Banking & Trust Co. 3.800% 10/30/26 2,518 2,733
  Canadian Imperial Bank of Commerce 1.550% 1/23/18 675 677
  Canadian Imperial Bank of Commerce 1.600% 9/6/19 5,050 5,050
  Capital One Bank USA NA 2.150% 11/21/18 10,850 10,956
  Capital One Bank USA NA 2.250% 2/13/19 10,950 11,091
  Capital One Bank USA NA 2.300% 6/5/19 10,500 10,614
  Capital One Bank USA NA 8.800% 7/15/19 5,975 6,993
  Capital One Bank USA NA 3.375% 2/15/23 22,200 22,811
  Capital One Financial Corp. 6.750% 9/15/17 10,325 10,815
  Capital One Financial Corp. 2.450% 4/24/19 10,275 10,490
  Capital One Financial Corp. 4.750% 7/15/21 4,060 4,495
  Capital One Financial Corp. 3.500% 6/15/23 3,832 3,998
  Capital One Financial Corp. 3.750% 4/24/24 7,100 7,542
  Capital One Financial Corp. 4.200% 10/29/25 8,450 8,821
  Capital One Financial Corp. 3.750% 7/28/26 8,850 8,887
  Capital One NA 1.650% 2/5/18 12,500 12,515
  Capital One NA 2.400% 9/5/19 7,275 7,382
  Capital One NA 1.850% 9/13/19 7,000 6,998
  Capital One NA 2.950% 7/23/21 6,720 6,907
  Capital One NA 2.250% 9/13/21 7,800 7,795
5,8 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 14,225 16,622
  Citigroup Inc. 6.125% 11/21/17 10,188 10,702
  Citigroup Inc. 1.850% 11/24/17 27,890 27,981
  Citigroup Inc. 1.800% 2/5/18 11,025 11,053
  Citigroup Inc. 1.700% 4/27/18 38,260 38,285
  Citigroup Inc. 1.750% 5/1/18 21,947 21,971
  Citigroup Inc. 6.125% 5/15/18 9,065 9,697
  Citigroup Inc. 2.150% 7/30/18 17,000 17,140
  Citigroup Inc. 2.500% 9/26/18 25,468 25,863
  Citigroup Inc. 2.050% 12/7/18 40,905 41,219
  Citigroup Inc. 2.550% 4/8/19 16,150 16,474
  Citigroup Inc. 2.050% 6/7/19 9,525 9,589
  Citigroup Inc. 2.500% 7/29/19 2,950 3,010
  Citigroup Inc. 2.400% 2/18/20 18,065 18,279
  Citigroup Inc. 5.375% 8/9/20 10,375 11,630
  Citigroup Inc. 2.650% 10/26/20 4,600 4,699
  Citigroup Inc. 2.700% 3/30/21 27,231 27,839
  Citigroup Inc. 2.350% 8/2/21 11,300 11,318
  Citigroup Inc. 4.500% 1/14/22 15,832 17,466
  Citigroup Inc. 4.050% 7/30/22 6,250 6,631
  Citigroup Inc. 3.375% 3/1/23 5,600 5,822
  Citigroup Inc. 3.500% 5/15/23 14,683 15,122
  Citigroup Inc. 3.875% 10/25/23 9,392 10,067
  Citigroup Inc. 3.750% 6/16/24 19,222 20,426
  Citigroup Inc. 4.000% 8/5/24 21,925 23,010
  Citigroup Inc. 3.875% 3/26/25 4,975 5,137
  Citigroup Inc. 3.300% 4/27/25 10,708 11,024
  Citigroup Inc. 4.400% 6/10/25 56,519 59,828
  Citigroup Inc. 5.500% 9/13/25 10,249 11,652
  Citigroup Inc. 3.700% 1/12/26 5,025 5,292
  Citigroup Inc. 4.600% 3/9/26 10,650 11,409
  Citigroup Inc. 3.400% 5/1/26 20,000 20,682
  Citigroup Inc. 4.300% 11/20/26 2,625 2,744
  Citigroup Inc. 4.450% 9/29/27 22,015 22,952
  Citigroup Inc. 4.125% 7/25/28 25,375 25,915

 

 

Citigroup Inc. 6.625% 6/15/32 4,340 5,359
Citigroup Inc. 6.000% 10/31/33 7,445 8,766
Citigroup Inc. 6.125% 8/25/36 13,964 16,844
Citigroup Inc. 8.125% 7/15/39 26,330 41,550
Citigroup Inc. 5.875% 1/30/42 13,268 17,032
Citigroup Inc. 6.675% 9/13/43 4,689 6,184
Citigroup Inc. 4.950% 11/7/43 731 833
Citigroup Inc. 5.300% 5/6/44 7,850 8,811
Citigroup Inc. 4.650% 7/30/45 12,199 13,776
Citigroup Inc. 4.750% 5/18/46 4,285 4,503
Citizens Bank NA 1.600% 12/4/17 4,575 4,565
Citizens Bank NA 2.300% 12/3/18 5,025 5,084
Citizens Bank NA 2.500% 3/14/19 4,000 4,064
Citizens Bank NA 2.450% 12/4/19 4,550 4,614
Citizens Bank NA 2.550% 5/13/21 7,200 7,315
Citizens Financial Group Inc. 2.375% 7/28/21 1,000 1,004
Citizens Financial Group Inc. 4.300% 12/3/25 6,300 6,637
Comerica Bank 4.000% 7/27/25 2,550 2,666
Comerica Inc. 2.125% 5/23/19 2,260 2,275
Commonwealth Bank of Australia 1.400% 9/8/17 10,475 10,474
Commonwealth Bank of Australia 1.900% 9/18/17 4,450 4,472
Commonwealth Bank of Australia 1.625% 3/12/18 30,910 30,984
Commonwealth Bank of Australia 2.500% 9/20/18 2,925 2,980
Commonwealth Bank of Australia 1.750% 11/2/18 9,050 9,084
Commonwealth Bank of Australia 2.250% 3/13/19 5,875 5,969
Commonwealth Bank of Australia 2.050% 3/15/19 8,400 8,492
Commonwealth Bank of Australia 2.300% 9/6/19 17,200 17,497
Commonwealth Bank of Australia 2.400% 11/2/20 12,850 13,126
Commonwealth Bank of Australia 2.550% 3/15/21 9,005 9,265
8 Commonwealth Bank of Australia 4.500% 12/9/25 11,150 11,903
Compass Bank 1.850% 9/29/17 2,675 2,670
Compass Bank 6.400% 10/1/17 2,675 2,783
Compass Bank 2.750% 9/29/19 3,110 3,102
Cooperatieve Rabobank UA 1.700% 3/19/18 14,000 14,069
Cooperatieve Rabobank UA 2.250% 1/14/19 21,924 22,275
Cooperatieve Rabobank UA 4.500% 1/11/21 4,963 5,485
Cooperatieve Rabobank UA 2.500% 1/19/21 51,475 52,825
Cooperatieve Rabobank UA 3.875% 2/8/22 40,044 43,827
Cooperatieve Rabobank UA 3.950% 11/9/22 37,642 39,383
Cooperatieve Rabobank UA 4.625% 12/1/23 17,015 18,376
Cooperatieve Rabobank UA 3.375% 5/21/25 15,950 16,953
Cooperatieve Rabobank UA 4.375% 8/4/25 14,582 15,353
Cooperatieve Rabobank UA 3.750% 7/21/26 11,500 11,548
Cooperatieve Rabobank UA 5.250% 5/24/41 8,130 10,127
Cooperatieve Rabobank UA 5.750% 12/1/43 10,575 12,827
Cooperatieve Rabobank UA 5.250% 8/4/45 1,850 2,123
5 Cooperatieve Rabobank UA 8.400% 11/29/49 125 130
Credit Suisse AG 6.000% 2/15/18 27,329 28,740
Credit Suisse AG 1.700% 4/27/18 24,625 24,622
Credit Suisse AG 2.300% 5/28/19 43,359 43,927
Credit Suisse AG 5.300% 8/13/19 12,425 13,622
Credit Suisse AG 5.400% 1/14/20 8,516 9,261
Credit Suisse AG 3.000% 10/29/21 27,719 28,448
Credit Suisse AG 3.625% 9/9/24 26,750 27,906
Credit Suisse Group Funding Guernsey Ltd. 2.750% 3/26/20 2,850 2,864
Credit Suisse Group Funding Guernsey Ltd. 3.125% 12/10/20 12,850 13,013
8 Credit Suisse Group Funding Guernsey Ltd. 3.450% 4/16/21 40,120 40,963

 

 

Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 21,300 21,770
8 Credit Suisse Group Funding Guernsey Ltd. 3.800% 6/9/23 7,725 7,821
Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 31,450 31,342
8 Credit Suisse Group Funding Guernsey Ltd. 4.550% 4/17/26 1,000 1,049
Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 13,218 14,192
Credit Suisse USA Inc. 7.125% 7/15/32 10,966 15,073
Deutsche Bank AG 6.000% 9/1/17 17,955 18,316
Deutsche Bank AG 1.875% 2/13/18 8,414 8,265
Deutsche Bank AG 2.500% 2/13/19 15,331 14,892
Deutsche Bank AG 2.850% 5/10/19 7,919 7,723
Deutsche Bank AG 2.950% 8/20/20 7,100 6,807
Deutsche Bank AG 3.125% 1/13/21 11,550 11,178
Deutsche Bank AG 3.375% 5/12/21 7,475 7,271
Deutsche Bank AG 3.700% 5/30/24 26,905 25,777
Deutsche Bank AG 4.100% 1/13/26 7,010 6,795
Discover Bank 2.000% 2/21/18 14,700 14,748
Discover Bank 2.600% 11/13/18 5,250 5,319
Discover Bank 3.100% 6/4/20 4,250 4,371
Discover Bank 3.200% 8/9/21 4,440 4,582
Discover Bank 4.200% 8/8/23 13,275 14,281
Discover Bank 4.250% 3/13/26 2,150 2,286
Discover Bank 3.450% 7/27/26 8,000 8,021
Discover Financial Services 6.450% 6/12/17 2,235 2,300
Discover Financial Services 5.200% 4/27/22 1,817 1,999
Discover Financial Services 3.850% 11/21/22 9,495 9,849
Discover Financial Services 3.750% 3/4/25 5,525 5,593
Fifth Third Bancorp 5.450% 1/15/17 10,415 10,539
Fifth Third Bancorp 4.500% 6/1/18 1,555 1,626
Fifth Third Bancorp 2.300% 3/1/19 4,395 4,461
Fifth Third Bancorp 2.875% 7/27/20 75 78
Fifth Third Bancorp 3.500% 3/15/22 2,136 2,255
Fifth Third Bancorp 4.300% 1/16/24 8,995 9,658
Fifth Third Bancorp 8.250% 3/1/38 9,170 13,600
Fifth Third Bank 1.450% 2/28/18 500 500
Fifth Third Bank 2.150% 8/20/18 16,425 16,613
Fifth Third Bank 2.300% 3/15/19 3,250 3,305
Fifth Third Bank 2.375% 4/25/19 10,400 10,598
Fifth Third Bank 1.625% 9/27/19 7,600 7,594
Fifth Third Bank 2.250% 6/14/21 13,250 13,460
Fifth Third Bank 2.875% 10/1/21 7,250 7,583
Fifth Third Bank 3.850% 3/15/26 4,550 4,851
First Horizon National Corp. 3.500% 12/15/20 3,500 3,572
First Niagara Financial Group Inc. 6.750% 3/19/20 1,875 2,164
First Republic Bank 2.375% 6/17/19 4,100 4,130
First Republic Bank 4.375% 8/1/46 2,125 2,123
FirstMerit Bank NA 4.270% 11/25/26 5,750 5,981
FirstMerit Corp. 4.350% 2/4/23 2,750 2,861
Goldman Sachs Capital I 6.345% 2/15/34 12,525 15,264
Goldman Sachs Group Inc. 5.950% 1/18/18 34,798 36,713
Goldman Sachs Group Inc. 2.375% 1/22/18 45,540 46,004
Goldman Sachs Group Inc. 6.150% 4/1/18 40,930 43,598
Goldman Sachs Group Inc. 2.900% 7/19/18 23,750 24,289
Goldman Sachs Group Inc. 2.625% 1/31/19 28,785 29,366
Goldman Sachs Group Inc. 7.500% 2/15/19 23,562 26,629
Goldman Sachs Group Inc. 2.550% 10/23/19 26,469 27,047
Goldman Sachs Group Inc. 5.375% 3/15/20 39,034 43,199
Goldman Sachs Group Inc. 2.600% 4/23/20 21,274 21,625

 

 

Goldman Sachs Group Inc. 6.000% 6/15/20 34,229 38,917
Goldman Sachs Group Inc. 2.750% 9/15/20 18,750 19,206
Goldman Sachs Group Inc. 2.875% 2/25/21 15,500 15,899
Goldman Sachs Group Inc. 2.625% 4/25/21 21,000 21,353
Goldman Sachs Group Inc. 5.250% 7/27/21 11,489 12,988
Goldman Sachs Group Inc. 2.350% 11/15/21 18,000 17,961
Goldman Sachs Group Inc. 5.750% 1/24/22 56,268 65,220
Goldman Sachs Group Inc. 3.625% 1/22/23 27,450 29,012
Goldman Sachs Group Inc. 4.000% 3/3/24 64,379 69,168
Goldman Sachs Group Inc. 3.850% 7/8/24 12,879 13,679
Goldman Sachs Group Inc. 3.500% 1/23/25 26,525 27,457
Goldman Sachs Group Inc. 4.250% 10/21/25 9,800 10,297
Goldman Sachs Group Inc. 3.750% 2/25/26 30,750 32,295
Goldman Sachs Group Inc. 5.950% 1/15/27 18,831 22,305
Goldman Sachs Group Inc. 6.125% 2/15/33 26,444 33,365
Goldman Sachs Group Inc. 6.450% 5/1/36 32,690 40,490
Goldman Sachs Group Inc. 6.750% 10/1/37 40,211 51,330
Goldman Sachs Group Inc. 6.250% 2/1/41 27,452 35,978
Goldman Sachs Group Inc. 4.800% 7/8/44 14,085 15,889
Goldman Sachs Group Inc. 5.150% 5/22/45 28,203 30,851
Goldman Sachs Group Inc. 4.750% 10/21/45 10,060 11,318
HSBC Bank USA NA 4.875% 8/24/20 26,300 28,553
HSBC Bank USA NA 5.875% 11/1/34 7,275 8,808
HSBC Bank USA NA 5.625% 8/15/35 3,782 4,469
HSBC Bank USA NA 7.000% 1/15/39 7,909 10,728
HSBC Holdings plc 3.400% 3/8/21 26,183 27,096
HSBC Holdings plc 5.100% 4/5/21 41,250 45,638
HSBC Holdings plc 2.950% 5/25/21 35,325 35,860
HSBC Holdings plc 2.650% 1/5/22 15,000 14,947
HSBC Holdings plc 4.875% 1/14/22 4,140 4,575
HSBC Holdings plc 4.000% 3/30/22 15,126 16,146
HSBC Holdings plc 3.600% 5/25/23 16,000 16,546
HSBC Holdings plc 4.250% 3/14/24 29,100 30,022
HSBC Holdings plc 4.250% 8/18/25 12,000 12,359
HSBC Holdings plc 4.300% 3/8/26 32,070 34,359
HSBC Holdings plc 3.900% 5/25/26 39,450 41,000
HSBC Holdings plc 7.625% 5/17/32 1,925 2,624
HSBC Holdings plc 7.350% 11/27/32 2,040 2,753
HSBC Holdings plc 6.500% 5/2/36 23,775 30,141
HSBC Holdings plc 6.500% 9/15/37 31,705 40,660
HSBC Holdings plc 6.800% 6/1/38 5,385 7,142
HSBC Holdings plc 6.100% 1/14/42 6,850 9,113
HSBC Holdings plc 5.250% 3/14/44 10,575 11,965
HSBC USA Inc. 1.625% 1/16/18 25,000 25,005
HSBC USA Inc. 1.700% 3/5/18 2,500 2,504
HSBC USA Inc. 2.000% 8/7/18 11,000 11,060
HSBC USA Inc. 2.250% 6/23/19 6,550 6,617
HSBC USA Inc. 2.375% 11/13/19 21,650 21,886
HSBC USA Inc. 2.350% 3/5/20 16,575 16,719
HSBC USA Inc. 2.750% 8/7/20 4,875 4,938
HSBC USA Inc. 5.000% 9/27/20 8,200 8,863
HSBC USA Inc. 3.500% 6/23/24 7,350 7,680
Huntington Bancshares Inc. 7.000% 12/15/20 4,200 4,887
Huntington Bancshares Inc. 3.150% 3/14/21 3,525 3,632
Huntington Bancshares Inc. 2.300% 1/14/22 8,725 8,684
Huntington National Bank 1.375% 4/24/17 950 951
Huntington National Bank 2.000% 6/30/18 5,250 5,283

 

 

Huntington National Bank 2.200% 11/6/18 7,225 7,308
Huntington National Bank 2.400% 4/1/20 12,575 12,712
Huntington National Bank 2.875% 8/20/20 7,750 7,977
Intesa Sanpaolo SPA 3.875% 1/16/18 10,350 10,543
Intesa Sanpaolo SPA 3.875% 1/15/19 9,500 9,759
Intesa Sanpaolo SPA 5.250% 1/12/24 28,381 30,621
JPMorgan Chase & Co. 6.125% 6/27/17 7,131 7,373
JPMorgan Chase & Co. 6.000% 1/15/18 25,034 26,444
JPMorgan Chase & Co. 1.800% 1/25/18 13,566 13,627
JPMorgan Chase & Co. 1.700% 3/1/18 21,200 21,265
JPMorgan Chase & Co. 1.625% 5/15/18 22,045 22,089
JPMorgan Chase & Co. 2.350% 1/28/19 8,050 8,181
JPMorgan Chase & Co. 1.850% 3/22/19 14,640 14,721
JPMorgan Chase & Co. 6.300% 4/23/19 25,041 27,850
JPMorgan Chase & Co. 2.200% 10/22/19 12,395 12,586
JPMorgan Chase & Co. 2.250% 1/23/20 47,212 47,776
JPMorgan Chase & Co. 2.750% 6/23/20 53,925 55,494
JPMorgan Chase & Co. 4.400% 7/22/20 4,060 4,412
JPMorgan Chase & Co. 4.250% 10/15/20 14,604 15,825
JPMorgan Chase & Co. 2.550% 10/29/20 25,525 25,976
JPMorgan Chase & Co. 2.550% 3/1/21 17,850 18,160
JPMorgan Chase & Co. 4.625% 5/10/21 3,209 3,548
JPMorgan Chase & Co. 2.400% 6/7/21 8,050 8,134
JPMorgan Chase & Co. 2.295% 8/15/21 18,000 18,016
JPMorgan Chase & Co. 4.350% 8/15/21 26,109 28,677
JPMorgan Chase & Co. 4.500% 1/24/22 28,905 31,933
JPMorgan Chase & Co. 3.250% 9/23/22 19,085 20,020
JPMorgan Chase & Co. 3.200% 1/25/23 40,247 41,981
JPMorgan Chase & Co. 3.375% 5/1/23 24,599 25,207
JPMorgan Chase & Co. 2.700% 5/18/23 17,776 17,961
JPMorgan Chase & Co. 3.875% 2/1/24 19,110 20,555
JPMorgan Chase & Co. 3.625% 5/13/24 46,015 48,865
JPMorgan Chase & Co. 3.875% 9/10/24 34,658 36,439
JPMorgan Chase & Co. 3.125% 1/23/25 26,945 27,433
JPMorgan Chase & Co. 3.900% 7/15/25 26,049 28,121
JPMorgan Chase & Co. 3.300% 4/1/26 51,321 53,022
JPMorgan Chase & Co. 3.200% 6/15/26 25,575 26,267
JPMorgan Chase & Co. 2.950% 10/1/26 33,900 33,819
JPMorgan Chase & Co. 4.125% 12/15/26 22,268 23,771
JPMorgan Chase & Co. 4.250% 10/1/27 15,907 17,126
JPMorgan Chase & Co. 6.400% 5/15/38 25,142 34,860
JPMorgan Chase & Co. 5.500% 10/15/40 35,349 44,964
JPMorgan Chase & Co. 5.600% 7/15/41 11,645 14,948
JPMorgan Chase & Co. 5.400% 1/6/42 7,874 9,879
JPMorgan Chase & Co. 5.625% 8/16/43 7,000 8,470
JPMorgan Chase & Co. 4.850% 2/1/44 1,575 1,906
JPMorgan Chase & Co. 4.950% 6/1/45 10,800 11,989
JPMorgan Chase Bank NA 6.000% 10/1/17 21,265 22,182
JPMorgan Chase Bank NA 1.450% 9/21/18 6,825 6,829
JPMorgan Chase Bank NA 1.650% 9/23/19 14,325 14,358
KeyBank NA 1.650% 2/1/18 19,965 20,041
KeyBank NA 1.700% 6/1/18 5,000 5,021
KeyBank NA 2.350% 3/8/19 8,650 8,812
KeyBank NA 2.500% 12/15/19 3,000 3,078
KeyBank NA 2.250% 3/16/20 1,250 1,269
KeyBank NA 3.300% 6/1/25 6,125 6,432
KeyBank NA 3.400% 5/20/26 12,750 13,015

 

 

KeyBank NA 6.950% 2/1/28 1,290 1,684
KeyCorp 5.100% 3/24/21 9,200 10,374
Lloyds Bank plc 1.750% 3/16/18 4,750 4,750
Lloyds Bank plc 1.750% 5/14/18 4,700 4,717
Lloyds Bank plc 2.300% 11/27/18 9,350 9,455
Lloyds Bank plc 2.050% 1/22/19 3,775 3,788
Lloyds Bank plc 2.350% 9/5/19 9,925 10,060
Lloyds Bank plc 2.400% 3/17/20 1,275 1,295
Lloyds Bank plc 2.700% 8/17/20 7,200 7,400
Lloyds Bank plc 6.375% 1/21/21 11,050 12,954
Lloyds Bank plc 3.500% 5/14/25 13,675 14,480
Lloyds Banking Group plc 4.500% 11/4/24 6,975 7,229
8 Lloyds Banking Group plc 4.582% 12/10/25 29,900 30,651
Lloyds Banking Group plc 4.650% 3/24/26 22,450 23,218
8 Lloyds Banking Group plc 5.300% 12/1/45 2,400 2,584
Manufacturers & Traders Trust Co. 6.625% 12/4/17 5,950 6,282
Manufacturers & Traders Trust Co. 2.300% 1/30/19 28,700 29,188
Manufacturers & Traders Trust Co. 2.250% 7/25/19 8,000 8,135
Manufacturers & Traders Trust Co. 2.100% 2/6/20 14,000 14,124
Manufacturers & Traders Trust Co. 2.900% 2/6/25 7,175 7,374
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 30,150 31,016
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 30,250 30,122
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 2,500 2,508
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 32,150 35,013
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 9,275 9,242
Morgan Stanley 4.750% 3/22/17 24,458 24,852
Morgan Stanley 5.550% 4/27/17 11,870 12,144
Morgan Stanley 5.950% 12/28/17 21,075 22,188
Morgan Stanley 1.875% 1/5/18 16,221 16,296
Morgan Stanley 6.625% 4/1/18 38,385 41,177
Morgan Stanley 2.125% 4/25/18 31,495 31,749
Morgan Stanley 2.200% 12/7/18 1,000 1,011
Morgan Stanley 2.500% 1/24/19 31,822 32,415
Morgan Stanley 2.450% 2/1/19 17,000 17,304
Morgan Stanley 7.300% 5/13/19 38,289 43,540
Morgan Stanley 2.375% 7/23/19 20,053 20,377
Morgan Stanley 5.625% 9/23/19 34,025 37,674
Morgan Stanley 5.500% 1/26/20 10,414 11,541
Morgan Stanley 2.650% 1/27/20 21,999 22,466
Morgan Stanley 2.800% 6/16/20 17,987 18,442
Morgan Stanley 5.500% 7/24/20 1,245 1,396
Morgan Stanley 5.750% 1/25/21 21,000 23,939
Morgan Stanley 2.500% 4/21/21 4,620 4,665
Morgan Stanley 5.500% 7/28/21 11,980 13,662
Morgan Stanley 4.875% 11/1/22 20,795 22,975
Morgan Stanley 3.750% 2/25/23 36,365 38,596
Morgan Stanley 4.100% 5/22/23 20,730 21,902
Morgan Stanley 3.875% 4/29/24 37,910 40,410
Morgan Stanley 3.700% 10/23/24 45,004 47,480
Morgan Stanley 4.000% 7/23/25 33,618 36,071
Morgan Stanley 5.000% 11/24/25 23,390 26,116
Morgan Stanley 3.875% 1/27/26 37,950 40,318
Morgan Stanley 3.125% 7/27/26 31,650 31,855
Morgan Stanley 6.250% 8/9/26 11,326 14,160
Morgan Stanley 4.350% 9/8/26 33,339 35,473
Morgan Stanley 3.950% 4/23/27 15,625 16,202
Morgan Stanley 7.250% 4/1/32 7,457 10,321

 

 

Morgan Stanley 6.375% 7/24/42 18,377 24,889
Morgan Stanley 4.300% 1/27/45 19,664 21,012
MUFG Americas Holdings Corp. 1.625% 2/9/18 4,800 4,807
MUFG Americas Holdings Corp. 2.250% 2/10/20 10,850 10,960
MUFG Americas Holdings Corp. 3.500% 6/18/22 11,410 12,085
MUFG Americas Holdings Corp. 3.000% 2/10/25 7,000 7,141
MUFG Union Bank NA 2.125% 6/16/17 2,695 2,714
MUFG Union Bank NA 2.625% 9/26/18 17,575 17,900
MUFG Union Bank NA 2.250% 5/6/19 4,925 4,983
National Australia Bank Ltd. 2.750% 3/9/17 4,095 4,125
National Australia Bank Ltd. 2.300% 7/25/18 11,200 11,368
National Australia Bank Ltd. 2.000% 1/14/19 4,650 4,695
National Australia Bank Ltd. 1.375% 7/12/19 9,500 9,450
National Australia Bank Ltd. 2.625% 1/14/21 10,095 10,323
National Australia Bank Ltd. 1.875% 7/12/21 9,500 9,467
National Australia Bank Ltd. 3.000% 1/20/23 5,050 5,248
National Australia Bank Ltd. 3.375% 1/14/26 2,250 2,386
National Australia Bank Ltd. 2.500% 7/12/26 19,975 19,603
National Bank of Canada 1.450% 11/7/17 8,250 8,257
National Bank of Canada 2.100% 12/14/18 1,000 1,014
National City Corp. 6.875% 5/15/19 1,640 1,845
Northern Trust Co. 6.500% 8/15/18 1,625 1,776
Northern Trust Corp. 3.450% 11/4/20 7,820 8,333
Northern Trust Corp. 3.375% 8/23/21 2,013 2,157
Northern Trust Corp. 2.375% 8/2/22 6,300 6,484
Northern Trust Corp. 3.950% 10/30/25 8,475 9,359
People's United Bank NA 4.000% 7/15/24 3,850 3,951
People's United Financial Inc. 3.650% 12/6/22 4,650 4,778
PNC Bank NA 1.500% 10/18/17 10,595 10,605
PNC Bank NA 6.000% 12/7/17 1,050 1,102
PNC Bank NA 1.500% 2/23/18 2,425 2,432
PNC Bank NA 1.600% 6/1/18 8,000 8,021
PNC Bank NA 1.850% 7/20/18 4,500 4,540
PNC Bank NA 1.800% 11/5/18 10,525 10,601
PNC Bank NA 1.950% 3/4/19 4,750 4,798
PNC Bank NA 2.250% 7/2/19 5,475 5,576
PNC Bank NA 1.450% 7/29/19 7,500 7,490
PNC Bank NA 2.400% 10/18/19 21,345 21,804
PNC Bank NA 2.300% 6/1/20 10,730 10,978
PNC Bank NA 2.600% 7/21/20 5,320 5,471
PNC Bank NA 2.450% 11/5/20 7,800 7,979
PNC Bank NA 2.150% 4/29/21 21,850 22,074
PNC Bank NA 2.700% 11/1/22 7,317 7,443
PNC Bank NA 2.950% 1/30/23 10,077 10,389
PNC Bank NA 3.800% 7/25/23 15,575 16,867
PNC Bank NA 3.300% 10/30/24 8,375 8,895
PNC Bank NA 2.950% 2/23/25 8,425 8,673
PNC Bank NA 3.250% 6/1/25 9,075 9,545
PNC Financial Services Group Inc. 2.854% 11/9/22 14,450 14,899
PNC Financial Services Group Inc. 3.900% 4/29/24 20,585 22,122
PNC Funding Corp. 6.700% 6/10/19 6,479 7,350
PNC Funding Corp. 5.125% 2/8/20 11,808 13,126
PNC Funding Corp. 4.375% 8/11/20 19,200 21,035
PNC Funding Corp. 3.300% 3/8/22 12,200 12,957
Regions Bank 7.500% 5/15/18 2,546 2,782
Regions Bank 6.450% 6/26/37 3,371 4,037
Regions Financial Corp. 3.200% 2/8/21 2,500 2,600

 

 

Regions Financial Corp. 7.375% 12/10/37 3,555 4,552
Royal Bank of Canada 1.250% 6/16/17 18,750 18,753
Royal Bank of Canada 1.400% 10/13/17 14,781 14,792
Royal Bank of Canada 1.500% 1/16/18 614 616
Royal Bank of Canada 2.200% 7/27/18 20,088 20,372
Royal Bank of Canada 1.800% 7/30/18 16,325 16,446
Royal Bank of Canada 2.000% 12/10/18 9,300 9,396
Royal Bank of Canada 2.150% 3/15/19 1,000 1,015
Royal Bank of Canada 1.625% 4/15/19 2,625 2,632
Royal Bank of Canada 1.500% 7/29/19 10,000 9,994
Royal Bank of Canada 2.350% 10/30/20 23,650 24,204
Royal Bank of Canada 2.500% 1/19/21 18,033 18,740
Royal Bank of Canada 4.650% 1/27/26 9,580 10,490
Royal Bank of Scotland Group plc 3.875% 9/12/23 29,600 29,171
Royal Bank of Scotland Group plc 4.800% 4/5/26 3,275 3,364
Santander Bank NA 8.750% 5/30/18 820 901
Santander Holdings USA Inc. 3.450% 8/27/18 8,972 9,173
Santander Holdings USA Inc. 2.700% 5/24/19 23,750 24,034
Santander Holdings USA Inc. 2.650% 4/17/20 4,750 4,785
Santander Holdings USA Inc. 4.500% 7/17/25 5,300 5,531
Santander Issuances SAU 5.179% 11/19/25 23,400 23,930
Santander UK Group Holdings plc 2.875% 10/16/20 14,450 14,578
Santander UK Group Holdings plc 3.125% 1/8/21 13,500 13,789
Santander UK Group Holdings plc 2.875% 8/5/21 11,375 11,392
Santander UK plc 1.375% 3/13/17 9,333 9,333
Santander UK plc 3.050% 8/23/18 8,275 8,469
Santander UK plc 2.000% 8/24/18 10,595 10,635
Santander UK plc 2.500% 3/14/19 21,750 22,070
Santander UK plc 2.350% 9/10/19 7,985 8,091
Santander UK plc 2.375% 3/16/20 3,525 3,557
Santander UK plc 4.000% 3/13/24 17,825 19,430
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 15,000 15,416
Skandinaviska Enskilda Banken AB 1.875% 9/13/21 30,800 30,561
Societe Generale SA 2.750% 10/12/17 9,275 9,390
Societe Generale SA 2.625% 10/1/18 14,000 14,262
State Street Bank & Trust Co. 5.250% 10/15/18 275 295
State Street Corp. 4.956% 3/15/18 5,436 5,675
State Street Corp. 1.350% 5/15/18 9,175 9,197
State Street Corp. 4.375% 3/7/21 700 778
State Street Corp. 1.950% 5/19/21 7,175 7,231
State Street Corp. 3.100% 5/15/23 9,114 9,463
State Street Corp. 3.700% 11/20/23 6,076 6,666
State Street Corp. 3.300% 12/16/24 7,600 8,084
State Street Corp. 3.550% 8/18/25 21,237 22,987
State Street Corp. 2.650% 5/19/26 7,375 7,451
Sumitomo Mitsui Banking Corp. 1.300% 1/10/17 4,275 4,275
Sumitomo Mitsui Banking Corp. 2.500% 7/19/18 3,325 3,375
Sumitomo Mitsui Banking Corp. 1.950% 7/23/18 6,625 6,666
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 6,825 6,935
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 3,850 3,892
Sumitomo Mitsui Banking Corp. 2.650% 7/23/20 4,700 4,811
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 3,250 3,311
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 5,025 5,232
Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 550 565
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 9,998 10,847
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 9,850 10,726
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 14,050 14,828

 

 

Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 3,100 3,340
Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 13,135 13,511
Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 12,775 12,664
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 17,475 18,939
Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 30,875 30,491
SunTrust Bank 7.250% 3/15/18 950 1,024
SunTrust Bank 2.750% 5/1/23 6,600 6,696
SunTrust Bank 3.300% 5/15/26 7,025 7,160
SunTrust Banks Inc. 2.500% 5/1/19 4,040 4,124
SunTrust Banks Inc. 2.900% 3/3/21 4,500 4,683
SVB Financial Group 3.500% 1/29/25 4,025 4,084
Svenska Handelsbanken AB 1.625% 3/21/18 4,700 4,718
Svenska Handelsbanken AB 2.500% 1/25/19 9,775 10,005
Svenska Handelsbanken AB 2.250% 6/17/19 13,680 13,918
Svenska Handelsbanken AB 1.500% 9/6/19 24,725 24,655
Svenska Handelsbanken AB 2.400% 10/1/20 4,600 4,699
Svenska Handelsbanken AB 2.450% 3/30/21 8,975 9,186
Svenska Handelsbanken AB 1.875% 9/7/21 8,500 8,450
Synchrony Financial 2.600% 1/15/19 12,600 12,745
Synchrony Financial 3.000% 8/15/19 5,024 5,139
Synchrony Financial 2.700% 2/3/20 7,225 7,314
Synchrony Financial 3.750% 8/15/21 6,263 6,585
Synchrony Financial 4.250% 8/15/24 29,691 31,109
Synchrony Financial 4.500% 7/23/25 14,750 15,597
Synchrony Financial 3.700% 8/4/26 7,125 7,045
Toronto-Dominion Bank 1.625% 3/13/18 34,500 34,819
Toronto-Dominion Bank 1.400% 4/30/18 27,452 27,475
Toronto-Dominion Bank 1.750% 7/23/18 6,000 6,039
Toronto-Dominion Bank 2.625% 9/10/18 30,226 30,902
Toronto-Dominion Bank 2.125% 7/2/19 3,300 3,352
Toronto-Dominion Bank 1.450% 8/13/19 10,000 9,989
Toronto-Dominion Bank 2.250% 11/5/19 27,447 28,081
Toronto-Dominion Bank 2.500% 12/14/20 8,900 9,154
Toronto-Dominion Bank 2.125% 4/7/21 17,000 17,201
Toronto-Dominion Bank 1.800% 7/13/21 10,000 9,968
UBS AG 1.375% 6/1/17 13,200 13,196
UBS AG 5.875% 12/20/17 3,624 3,815
UBS AG 1.800% 3/26/18 28,475 28,529
UBS AG 5.750% 4/25/18 2,092 2,225
UBS AG 2.375% 8/14/19 9,573 9,750
UBS AG 2.350% 3/26/20 3,875 3,947
UBS AG 4.875% 8/4/20 2,510 2,793
US Bancorp 1.650% 5/15/17 4,300 4,311
US Bancorp 1.950% 11/15/18 6,225 6,300
US Bancorp 2.200% 4/25/19 15,805 16,125
US Bancorp 2.350% 1/29/21 9,000 9,256
US Bancorp 4.125% 5/24/21 7,185 7,957
US Bancorp 3.000% 3/15/22 2,240 2,369
US Bancorp 2.950% 7/15/22 16,199 16,877
US Bancorp 3.600% 9/11/24 2,175 2,332
US Bancorp 3.100% 4/27/26 6,000 6,192
US Bancorp 2.375% 7/22/26 11,000 10,808
US Bank NA 1.350% 1/26/18 12,600 12,620
US Bank NA 1.450% 1/29/18 12,700 12,723
US Bank NA 1.400% 4/26/19 7,880 7,872
US Bank NA 2.125% 10/28/19 14,500 14,761
US Bank NA 2.800% 1/27/25 16,400 16,894

 

 

Wachovia Bank NA 5.850% 2/1/37 16,351 20,376
Wachovia Corp. 5.750% 2/1/18 9,665 10,211
Wachovia Corp. 6.605% 10/1/25 3,175 3,875
Wachovia Corp. 5.500% 8/1/35 13,800 16,060
Wachovia Corp. 6.550% 10/15/35 7,625 9,678
Wells Fargo & Co. 2.625% 12/15/16 42,239 42,370
Wells Fargo & Co. 1.400% 9/8/17 26,775 26,766
Wells Fargo & Co. 5.625% 12/11/17 33,870 35,531
Wells Fargo & Co. 1.500% 1/16/18 3,562 3,566
Wells Fargo & Co. 2.150% 1/15/19 5,810 5,881
Wells Fargo & Co. 2.125% 4/22/19 2,126 2,154
Wells Fargo & Co. 2.150% 1/30/20 6,225 6,268
Wells Fargo & Co. 2.600% 7/22/20 33,225 33,907
Wells Fargo & Co. 2.550% 12/7/20 18,000 18,333
Wells Fargo & Co. 3.000% 1/22/21 13,070 13,554
Wells Fargo & Co. 2.500% 3/4/21 22,275 22,578
Wells Fargo & Co. 4.600% 4/1/21 20,769 22,987
Wells Fargo & Co. 2.100% 7/26/21 58,525 58,246
Wells Fargo & Co. 3.500% 3/8/22 22,690 24,077
Wells Fargo & Co. 3.450% 2/13/23 16,648 17,178
Wells Fargo & Co. 4.125% 8/15/23 14,214 15,191
Wells Fargo & Co. 4.480% 1/16/24 10,987 12,082
Wells Fargo & Co. 3.300% 9/9/24 21,300 22,272
Wells Fargo & Co. 3.000% 2/19/25 18,965 19,192
Wells Fargo & Co. 3.550% 9/29/25 15,900 16,792
Wells Fargo & Co. 3.000% 4/22/26 33,450 33,817
Wells Fargo & Co. 4.100% 6/3/26 44,106 46,637
Wells Fargo & Co. 4.300% 7/22/27 22,878 24,515
Wells Fargo & Co. 5.375% 2/7/35 13,150 16,224
Wells Fargo & Co. 5.375% 11/2/43 17,166 19,952
Wells Fargo & Co. 5.606% 1/15/44 9,065 10,858
Wells Fargo & Co. 4.650% 11/4/44 14,890 15,587
Wells Fargo & Co. 3.900% 5/1/45 25,125 25,920
Wells Fargo & Co. 4.900% 11/17/45 28,195 31,143
Wells Fargo & Co. 4.400% 6/14/46 15,700 15,990
Wells Fargo Bank NA 6.000% 11/15/17 8,775 9,213
Wells Fargo Bank NA 1.650% 1/22/18 9,250 9,276
Wells Fargo Bank NA 1.750% 5/24/19 42,650 42,836
Wells Fargo Bank NA 5.950% 8/26/36 10,653 13,502
Wells Fargo Bank NA 6.600% 1/15/38 10,140 13,912
5 Wells Fargo Capital X 5.950% 12/1/86 3,907 4,278
Westpac Banking Corp. 1.500% 12/1/17 11,538 11,552
Westpac Banking Corp. 1.600% 1/12/18 11,200 11,241
Westpac Banking Corp. 1.550% 5/25/18 500 501
Westpac Banking Corp. 2.250% 7/30/18 17,025 17,258
Westpac Banking Corp. 1.950% 11/23/18 9,800 9,885
Westpac Banking Corp. 2.250% 1/17/19 11,980 12,167
Westpac Banking Corp. 1.650% 5/13/19 10,200 10,210
Westpac Banking Corp. 1.600% 8/19/19 11,000 10,991
Westpac Banking Corp. 4.875% 11/19/19 17,340 18,979
Westpac Banking Corp. 2.300% 5/26/20 13,100 13,329
Westpac Banking Corp. 2.600% 11/23/20 21,415 22,033
Westpac Banking Corp. 2.100% 5/13/21 39,650 39,891
Westpac Banking Corp. 2.000% 8/19/21 16,200 16,192
Westpac Banking Corp. 2.850% 5/13/26 23,225 23,542
Westpac Banking Corp. 2.700% 8/19/26 18,225 18,118

 

 

Brokerage (0.2%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 8,625 9,054
Affiliated Managers Group Inc. 3.500% 8/1/25 10,650 10,556
Ameriprise Financial Inc. 7.300% 6/28/19 2,227 2,550
Ameriprise Financial Inc. 5.300% 3/15/20 3,942 4,382
Ameriprise Financial Inc. 4.000% 10/15/23 9,075 9,936
Ameriprise Financial Inc. 3.700% 10/15/24 7,190 7,772
Apollo Investment Corp. 5.250% 3/3/25 3,675 3,634
8 Apollo Management Holdings LP 4.400% 5/27/26 150 157
BGC Partners Inc. 5.375% 12/9/19 500 524
8 BGC Partners Inc. 5.125% 5/27/21 2,625 2,748
BlackRock Inc. 5.000% 12/10/19 7,598 8,428
BlackRock Inc. 4.250% 5/24/21 6,540 7,270
BlackRock Inc. 3.375% 6/1/22 10,375 11,195
BlackRock Inc. 3.500% 3/18/24 16,025 17,544
Brookfield Asset Management Inc. 4.000% 1/15/25 6,695 6,886
Brookfield Asset Management Inc. 7.375% 3/1/33 2,215 2,685
Brookfield Finance Inc. 4.250% 6/2/26 2,300 2,378
Charles Schwab Corp. 4.450% 7/22/20 10,525 11,591
Charles Schwab Corp. 3.225% 9/1/22 4,005 4,230
Charles Schwab Corp. 3.450% 2/13/26 6,425 6,921
CME Group Inc. 3.000% 9/15/22 7,820 8,304
CME Group Inc. 3.000% 3/15/25 5,769 6,047
CME Group Inc. 5.300% 9/15/43 6,995 9,008
E*TRADE Financial Corp. 5.375% 11/15/22 4,900 5,218
Eaton Vance Corp. 3.625% 6/15/23 1,900 2,008
8 FMR LLC 7.490% 6/15/19 800 912
Franklin Resources Inc. 4.625% 5/20/20 1,550 1,702
Franklin Resources Inc. 2.800% 9/15/22 10,550 10,976
Franklin Resources Inc. 2.850% 3/30/25 1,885 1,946
Intercontinental Exchange Inc. 2.500% 10/15/18 4,745 4,855
Intercontinental Exchange Inc. 2.750% 12/1/20 12,060 12,529
Intercontinental Exchange Inc. 4.000% 10/15/23 16,071 17,672
Intercontinental Exchange Inc. 3.750% 12/1/25 9,960 10,788
Invesco Finance plc 3.125% 11/30/22 7,000 7,192
Invesco Finance plc 4.000% 1/30/24 4,253 4,669
Invesco Finance plc 3.750% 1/15/26 1,940 2,078
Invesco Finance plc 5.375% 11/30/43 10,960 12,859
Janus Capital Group Inc. 4.875% 8/1/25 3,950 4,236
Jefferies Group LLC 5.125% 4/13/18 6,020 6,296
Jefferies Group LLC 8.500% 7/15/19 2,132 2,449
Jefferies Group LLC 6.875% 4/15/21 12,400 14,452
Jefferies Group LLC 5.125% 1/20/23 1,305 1,391
Jefferies Group LLC 6.450% 6/8/27 2,475 2,791
Jefferies Group LLC 6.250% 1/15/36 3,325 3,474
Jefferies Group LLC 6.500% 1/20/43 5,525 5,775
8 KKR Group Finance Co. III LLC 5.125% 6/1/44 5 5
Lazard Group LLC 6.850% 6/15/17 1,245 1,287
Lazard Group LLC 3.750% 2/13/25 125 126
Legg Mason Inc. 2.700% 7/15/19 950 965
Legg Mason Inc. 3.950% 7/15/24 1,775 1,824
Legg Mason Inc. 4.750% 3/15/26 3,400 3,680
Legg Mason Inc. 5.625% 1/15/44 7,270 7,566
Leucadia National Corp. 5.500% 10/18/23 4,650 4,877
Leucadia National Corp. 6.625% 10/23/43 2,765 2,765
Nasdaq Inc. 5.550% 1/15/20 10,175 11,221
Nasdaq Inc. 3.850% 6/30/26 1,550 1,630

 

 

Nomura Holdings Inc. 2.750% 3/19/19 22,244 22,706
Nomura Holdings Inc. 6.700% 3/4/20 7,880 9,034
NYSE Euronext 2.000% 10/5/17 6,800 6,847
OM Asset Management plc 4.800% 7/27/26 7,000 6,995
Raymond James Financial Inc. 4.950% 7/15/46 3,525 3,553
Stifel Financial Corp. 4.250% 7/18/24 10,075 10,149
TD Ameritrade Holding Corp. 5.600% 12/1/19 2,400 2,668
TD Ameritrade Holding Corp. 2.950% 4/1/22 7,200 7,491
TD Ameritrade Holding Corp. 3.625% 4/1/25 6,200 6,648
 
Finance Companies (0.4%)        
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 3.750% 5/15/19 12,157 12,415
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.250% 7/1/20 12,117 12,496
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.625% 10/30/20 9,811 10,302
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.500% 5/15/21 10,635 11,114
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 5.000% 10/1/21 13,180 14,004
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 3.950% 2/1/22 12,975 13,299
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.625% 7/1/22 6,565 6,901
Air Lease Corp. 2.125% 1/15/18 4,500 4,523
Air Lease Corp. 2.625% 9/4/18 625 631
Air Lease Corp. 3.375% 1/15/19 26,435 27,162
Air Lease Corp. 2.125% 1/15/20 2,850 2,839
Air Lease Corp. 4.750% 3/1/20 11,700 12,636
Air Lease Corp. 3.875% 4/1/21 4,245 4,489
Air Lease Corp. 3.750% 2/1/22 3,925 4,111
Ares Capital Corp. 4.875% 11/30/18 9,500 9,903
Ares Capital Corp. 3.875% 1/15/20 1,800 1,861
FS Investment Corp. 4.000% 7/15/19 3,775 3,838
FS Investment Corp. 4.250% 1/15/20 2,150 2,201
FS Investment Corp. 4.750% 5/15/22 2,250 2,310
GATX Corp. 2.375% 7/30/18 7,060 7,131
GATX Corp. 2.500% 3/15/19 1,000 1,012
GATX Corp. 2.500% 7/30/19 2,500 2,522
GATX Corp. 4.850% 6/1/21 125 137
GATX Corp. 4.750% 6/15/22 4,900 5,428
GATX Corp. 3.250% 3/30/25 4,950 4,984
GATX Corp. 3.250% 9/15/26 3,100 3,085
GATX Corp. 5.200% 3/15/44 1,025 1,105
GATX Corp. 4.500% 3/30/45 2,322 2,191
GE Capital International Funding Co. 2.342% 11/15/20 104,561 107,405
GE Capital International Funding Co. 3.373% 11/15/25 30,399 32,915
GE Capital International Funding Co. 4.418% 11/15/35 120,052 135,424
HSBC Finance Corp. 6.676% 1/15/21 45,744 52,595
International Lease Finance Corp. 3.875% 4/15/18 6,040 6,183
8 International Lease Finance Corp. 7.125% 9/1/18 13,897 15,183
International Lease Finance Corp. 5.875% 4/1/19 7,187 7,690
International Lease Finance Corp. 6.250% 5/15/19 9,800 10,609
International Lease Finance Corp. 8.250% 12/15/20 13,655 16,198
International Lease Finance Corp. 4.625% 4/15/21 5,725 5,997
International Lease Finance Corp. 8.625% 1/15/22 6,510 7,999

 

 

International Lease Finance Corp. 5.875% 8/15/22 8,631 9,591
Prospect Capital Corp. 5.000% 7/15/19 3,625 3,659
Prospect Capital Corp. 5.875% 3/15/23 1,860 1,898
 
Insurance (1.3%)        
ACE Capital Trust II 9.700% 4/1/30 1,689 2,548
AEGON Funding Co. LLC 5.750% 12/15/20 12,100 13,856
Aetna Inc. 1.500% 11/15/17 9,397 9,420
Aetna Inc. 1.700% 6/7/18 16,000 16,056
Aetna Inc. 2.200% 3/15/19 3,580 3,632
Aetna Inc. 1.900% 6/7/19 20,335 20,520
Aetna Inc. 4.125% 6/1/21 375 405
Aetna Inc. 2.400% 6/15/21 12,325 12,470
Aetna Inc. 2.750% 11/15/22 9,300 9,460
Aetna Inc. 2.800% 6/15/23 6,475 6,631
Aetna Inc. 3.500% 11/15/24 9,501 10,046
Aetna Inc. 3.200% 6/15/26 27,520 27,984
Aetna Inc. 4.250% 6/15/36 12,940 13,442
Aetna Inc. 6.625% 6/15/36 8,686 11,782
Aetna Inc. 6.750% 12/15/37 3,207 4,457
Aetna Inc. 4.500% 5/15/42 4,712 5,156
Aetna Inc. 4.125% 11/15/42 1,903 1,965
Aetna Inc. 4.750% 3/15/44 3,600 4,064
Aetna Inc. 4.375% 6/15/46 28,873 30,107
Aflac Inc. 2.400% 3/16/20 12,856 13,206
Aflac Inc. 4.000% 2/15/22 1,150 1,262
Aflac Inc. 3.625% 6/15/23 4,995 5,353
Aflac Inc. 2.875% 10/15/26 6,100 6,141
Aflac Inc. 6.900% 12/17/39 5,225 7,397
Aflac Inc. 6.450% 8/15/40 4,958 6,736
Aflac Inc. 4.000% 10/15/46 2,000 2,025
Alleghany Corp. 5.625% 9/15/20 3,450 3,815
Alleghany Corp. 4.950% 6/27/22 4,100 4,523
Alleghany Corp. 4.900% 9/15/44 7,927 8,230
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 28,026 29,339
Allied World Assurance Co. Ltd. 5.500% 11/15/20 1,850 1,986
Allstate Corp. 7.450% 5/16/19 500 571
Allstate Corp. 3.150% 6/15/23 9,650 10,237
Allstate Corp. 5.350% 6/1/33 1,404 1,745
Allstate Corp. 5.550% 5/9/35 2,906 3,727
Allstate Corp. 5.950% 4/1/36 28 38
Allstate Corp. 4.500% 6/15/43 6,237 7,345
5 Allstate Corp. 5.750% 8/15/53 3,400 3,647
5 Allstate Corp. 6.500% 5/15/67 4,290 4,992
Alterra Finance LLC 6.250% 9/30/20 2,235 2,544
American Financial Group Inc. 9.875% 6/15/19 8,004 9,635
American Financial Group Inc. 3.500% 8/15/26 2,200 2,204
American International Group Inc. 5.850% 1/16/18 16,881 17,800
American International Group Inc. 2.300% 7/16/19 12,091 12,310
American International Group Inc. 3.375% 8/15/20 15,175 16,060
American International Group Inc. 6.400% 12/15/20 22,413 26,268
American International Group Inc. 4.875% 6/1/22 13,023 14,626
American International Group Inc. 4.125% 2/15/24 14,215 15,295
American International Group Inc. 3.900% 4/1/26 3,570 3,774
American International Group Inc. 3.875% 1/15/35 9,735 9,548
American International Group Inc. 4.700% 7/10/35 4,445 4,807
American International Group Inc. 6.250% 5/1/36 9,120 11,231

 

 

American International Group Inc. 4.500% 7/16/44 20,438 20,883
American International Group Inc. 4.800% 7/10/45 7,700 8,181
American International Group Inc. 4.375% 1/15/55 4,643 4,420
5 American International Group Inc. 8.175% 5/15/68 5,875 7,817
Anthem Inc. 1.875% 1/15/18 9,743 9,792
Anthem Inc. 7.000% 2/15/19 875 983
Anthem Inc. 2.250% 8/15/19 5,595 5,668
Anthem Inc. 4.350% 8/15/20 6,475 7,026
Anthem Inc. 3.700% 8/15/21 6,125 6,562
Anthem Inc. 3.125% 5/15/22 7,340 7,639
Anthem Inc. 3.300% 1/15/23 8,695 9,118
Anthem Inc. 3.500% 8/15/24 5,759 6,067
Anthem Inc. 5.950% 12/15/34 7,525 9,217
Anthem Inc. 5.850% 1/15/36 6,885 8,413
Anthem Inc. 6.375% 6/15/37 6,403 8,385
Anthem Inc. 4.625% 5/15/42 13,042 14,113
Anthem Inc. 4.650% 1/15/43 12,198 13,283
Anthem Inc. 5.100% 1/15/44 4,925 5,699
Anthem Inc. 4.650% 8/15/44 1,150 1,252
Anthem Inc. 4.850% 8/15/54 3,550 3,861
Aon Corp. 5.000% 9/30/20 6,235 6,892
Aon Corp. 8.205% 1/1/27 1,319 1,749
Aon Corp. 6.250% 9/30/40 3,600 4,572
Aon plc 2.800% 3/15/21 13,425 13,661
Aon plc 3.500% 6/14/24 6,250 6,486
Aon plc 3.875% 12/15/25 725 774
Aon plc 4.450% 5/24/43 2,025 2,103
Aon plc 4.600% 6/14/44 6,900 7,292
Aon plc 4.750% 5/15/45 2,702 2,957
Arch Capital Group Ltd. 7.350% 5/1/34 4,510 6,080
Arch Capital Group US Inc. 5.144% 11/1/43 625 685
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 5,325 5,877
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 11,065 11,869
Assurant Inc. 4.000% 3/15/23 7,925 8,084
Assurant Inc. 6.750% 2/15/34 6,000 7,552
Assured Guaranty US Holdings Inc. 5.000% 7/1/24 600 674
AXA SA 8.600% 12/15/30 15,166 21,148
Axis Specialty Finance LLC 5.875% 6/1/20 11,775 13,144
AXIS Specialty Finance plc 2.650% 4/1/19 1,000 1,013
AXIS Specialty Finance plc 5.150% 4/1/45 1,375 1,487
Berkshire Hathaway Finance Corp. 1.450% 3/7/18 10,950 10,998
Berkshire Hathaway Finance Corp. 1.300% 5/15/18 12,350 12,380
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 4,985 5,317
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 5,909 6,002
Berkshire Hathaway Finance Corp. 1.700% 3/15/19 9,750 9,834
Berkshire Hathaway Finance Corp. 1.300% 8/15/19 500 500
Berkshire Hathaway Finance Corp. 2.900% 10/15/20 4,800 5,045
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 3,000 3,320
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 14,840 15,725
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 7,840 10,520
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 4,450 5,071
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 4,775 5,385
Berkshire Hathaway Inc. 1.550% 2/9/18 1,699 1,711
Berkshire Hathaway Inc. 1.150% 8/15/18 2,100 2,100
Berkshire Hathaway Inc. 2.100% 8/14/19 10,525 10,757
Berkshire Hathaway Inc. 2.200% 3/15/21 5,466 5,622
Berkshire Hathaway Inc. 3.750% 8/15/21 2,945 3,228

 

 

Berkshire Hathaway Inc. 3.400% 1/31/22 350 378
Berkshire Hathaway Inc. 3.000% 2/11/23 3,806 4,007
Berkshire Hathaway Inc. 2.750% 3/15/23 21,805 22,618
Berkshire Hathaway Inc. 3.125% 3/15/26 41,300 43,431
Berkshire Hathaway Inc. 4.500% 2/11/43 9,868 11,475
Brown & Brown Inc. 4.200% 9/15/24 8,215 8,497
Chubb Corp. 5.750% 5/15/18 6,135 6,578
Chubb Corp. 6.000% 5/11/37 5,450 7,405
Chubb Corp. 6.500% 5/15/38 2,140 3,085
Chubb INA Holdings Inc. 5.800% 3/15/18 1,956 2,085
Chubb INA Holdings Inc. 5.900% 6/15/19 2,755 3,072
Chubb INA Holdings Inc. 2.300% 11/3/20 6,500 6,673
Chubb INA Holdings Inc. 2.875% 11/3/22 19,375 20,381
Chubb INA Holdings Inc. 2.700% 3/13/23 8,648 8,939
Chubb INA Holdings Inc. 3.350% 5/15/24 4,999 5,343
Chubb INA Holdings Inc. 3.150% 3/15/25 7,106 7,484
Chubb INA Holdings Inc. 3.350% 5/3/26 13,625 14,596
Chubb INA Holdings Inc. 6.700% 5/15/36 690 995
Chubb INA Holdings Inc. 4.150% 3/13/43 4,358 4,865
Chubb INA Holdings Inc. 4.350% 11/3/45 14,150 16,294
Cigna Corp. 5.125% 6/15/20 8,289 9,152
Cigna Corp. 4.375% 12/15/20 8,571 9,312
Cigna Corp. 4.500% 3/15/21 1,050 1,146
Cigna Corp. 4.000% 2/15/22 5,265 5,704
Cigna Corp. 3.250% 4/15/25 8,875 9,164
Cigna Corp. 7.875% 5/15/27 1,325 1,850
Cigna Corp. 6.150% 11/15/36 4,443 5,630
Cigna Corp. 5.875% 3/15/41 2,725 3,421
Cigna Corp. 5.375% 2/15/42 796 964
Cincinnati Financial Corp. 6.920% 5/15/28 3,575 4,642
Cincinnati Financial Corp. 6.125% 11/1/34 2,045 2,489
CNA Financial Corp. 7.350% 11/15/19 9,475 10,879
CNA Financial Corp. 5.875% 8/15/20 5,820 6,611
CNA Financial Corp. 5.750% 8/15/21 4,118 4,744
CNA Financial Corp. 3.950% 5/15/24 100 106
CNA Financial Corp. 4.500% 3/1/26 3,850 4,150
Coventry Health Care Inc. 5.450% 6/15/21 10,245 11,685
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 7,275 8,485
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 4,500 4,728
Fidelity National Financial Inc. 5.500% 9/1/22 500 550
First American Financial Corp. 4.300% 2/1/23 2,675 2,750
First American Financial Corp. 4.600% 11/15/24 4,950 5,120
Hanover Insurance Group Inc. 4.500% 4/15/26 4,400 4,574
Hartford Financial Services Group Inc. 6.300% 3/15/18 8,020 8,540
Hartford Financial Services Group Inc. 6.000% 1/15/19 3,309 3,606
Hartford Financial Services Group Inc. 5.125% 4/15/22 1,705 1,937
Hartford Financial Services Group Inc. 5.950% 10/15/36 3,595 4,298
Hartford Financial Services Group Inc. 6.625% 3/30/40 2,205 2,848
Hartford Financial Services Group Inc. 6.100% 10/1/41 3,156 3,858
Hartford Financial Services Group Inc. 4.300% 4/15/43 6,615 6,518
Horace Mann Educators Corp. 4.500% 12/1/25 1,300 1,350
Humana Inc. 7.200% 6/15/18 5,815 6,366
Humana Inc. 6.300% 8/1/18 705 761
Humana Inc. 2.625% 10/1/19 2,100 2,151
Humana Inc. 3.150% 12/1/22 6,325 6,567
Humana Inc. 3.850% 10/1/24 8,475 9,091
Humana Inc. 8.150% 6/15/38 5,518 8,165

 

 

Humana Inc. 4.625% 12/1/42 4,278 4,527
Humana Inc. 4.950% 10/1/44 1,607 1,789
Infinity Property & Casualty Corp. 5.000% 9/19/22 9,075 9,579
Kemper Corp. 4.350% 2/15/25 11,000 11,304
Lincoln National Corp. 8.750% 7/1/19 993 1,169
Lincoln National Corp. 6.250% 2/15/20 1,268 1,426
Lincoln National Corp. 4.200% 3/15/22 5,475 5,930
Lincoln National Corp. 4.000% 9/1/23 4,455 4,743
Lincoln National Corp. 3.350% 3/9/25 2,547 2,604
Lincoln National Corp. 6.150% 4/7/36 7,625 8,990
Lincoln National Corp. 6.300% 10/9/37 2,568 3,088
Lincoln National Corp. 7.000% 6/15/40 2,955 3,812
Loews Corp. 2.625% 5/15/23 12,175 12,306
Loews Corp. 6.000% 2/1/35 468 591
Loews Corp. 4.125% 5/15/43 15,402 16,041
Manulife Financial Corp. 4.900% 9/17/20 14,484 16,001
Manulife Financial Corp. 4.150% 3/4/26 3,247 3,569
Manulife Financial Corp. 5.375% 3/4/46 5,550 6,636
Markel Corp. 4.900% 7/1/22 700 771
Markel Corp. 3.625% 3/30/23 1,625 1,677
Markel Corp. 5.000% 3/30/43 3,400 3,676
Markel Corp. 5.000% 4/5/46 6,878 7,468
Marsh & McLennan Cos. Inc. 2.300% 4/1/17 475 477
Marsh & McLennan Cos. Inc. 2.550% 10/15/18 3,225 3,266
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 1,225 1,245
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 6,700 6,801
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 1,945 2,178
Marsh & McLennan Cos. Inc. 3.300% 3/14/23 100 105
Marsh & McLennan Cos. Inc. 4.050% 10/15/23 4,568 4,976
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 13,850 14,693
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 6,170 6,455
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 3,650 3,946
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 2,909 3,694
MetLife Inc. 1.756% 12/15/17 8,984 9,019
MetLife Inc. 1.903% 12/15/17 9,540 9,590
MetLife Inc. 6.817% 8/15/18 3,915 4,299
MetLife Inc. 7.717% 2/15/19 4,896 5,602
MetLife Inc. 4.750% 2/8/21 15,215 17,044
MetLife Inc. 3.048% 12/15/22 7,250 7,530
MetLife Inc. 4.368% 9/15/23 5,435 6,019
MetLife Inc. 3.600% 4/10/24 14,195 15,061
MetLife Inc. 3.000% 3/1/25 13,675 13,901
MetLife Inc. 3.600% 11/13/25 11,925 12,581
MetLife Inc. 6.500% 12/15/32 1,550 1,997
MetLife Inc. 6.375% 6/15/34 2,025 2,608
MetLife Inc. 5.700% 6/15/35 10,890 13,255
MetLife Inc. 5.875% 2/6/41 14,415 17,910
MetLife Inc. 4.125% 8/13/42 9,555 9,511
MetLife Inc. 4.875% 11/13/43 8,350 9,280
MetLife Inc. 4.721% 12/15/44 9,575 10,391
MetLife Inc. 4.050% 3/1/45 9,050 8,939
MetLife Inc. 4.600% 5/13/46 5,900 6,410
5 MetLife Inc. 6.400% 12/15/66 19,567 21,719
5 MetLife Inc. 10.750% 8/1/69 685 1,096
Montpelier Re Holdings Ltd. 4.700% 10/15/22 600 620
Munich Re America Corp. 7.450% 12/15/26 2,350 3,119
5 Nationwide Financial Services Inc. 6.750% 5/15/87 500 531

 

 

Navigators Group Inc. 5.750% 10/15/23 2,000 2,221
Old Republic International Corp. 4.875% 10/1/24 7,815 8,446
Old Republic International Corp. 3.875% 8/26/26 7,343 7,347
OneBeacon US Holdings Inc. 4.600% 11/9/22 7,225 7,299
PartnerRe Finance B LLC 5.500% 6/1/20 14,734 16,408
Primerica Inc. 4.750% 7/15/22 200 219
Principal Financial Group Inc. 1.850% 11/15/17 1,300 1,308
Principal Financial Group Inc. 8.875% 5/15/19 8,128 9,581
Principal Financial Group Inc. 3.300% 9/15/22 2,675 2,786
Principal Financial Group Inc. 3.125% 5/15/23 3,645 3,716
Principal Financial Group Inc. 6.050% 10/15/36 4,475 5,621
Principal Financial Group Inc. 4.625% 9/15/42 2,680 2,831
Principal Financial Group Inc. 4.350% 5/15/43 968 984
5 Principal Financial Group Inc. 4.700% 5/15/55 3,250 3,245
ProAssurance Corp. 5.300% 11/15/23 1,415 1,512
Progressive Corp. 3.750% 8/23/21 10,088 10,977
Progressive Corp. 2.450% 1/15/27 4,900 4,883
Progressive Corp. 6.625% 3/1/29 4,600 6,176
Progressive Corp. 6.250% 12/1/32 75 100
Progressive Corp. 4.350% 4/25/44 2,985 3,452
Protective Life Corp. 7.375% 10/15/19 4,855 5,604
Protective Life Corp. 8.450% 10/15/39 3,334 4,708
Prudential Financial Inc. 6.000% 12/1/17 808 851
Prudential Financial Inc. 2.300% 8/15/18 165 167
Prudential Financial Inc. 7.375% 6/15/19 1,490 1,710
Prudential Financial Inc. 2.350% 8/15/19 11,150 11,383
Prudential Financial Inc. 5.375% 6/21/20 6,530 7,333
Prudential Financial Inc. 4.500% 11/15/20 10,675 11,770
Prudential Financial Inc. 4.500% 11/16/21 4,220 4,714
Prudential Financial Inc. 3.500% 5/15/24 3,440 3,604
Prudential Financial Inc. 5.750% 7/15/33 570 676
Prudential Financial Inc. 5.400% 6/13/35 9,160 10,517
Prudential Financial Inc. 5.900% 3/17/36 11,787 14,301
Prudential Financial Inc. 5.700% 12/14/36 12,082 14,488
Prudential Financial Inc. 6.625% 12/1/37 10,538 13,600
Prudential Financial Inc. 6.625% 6/21/40 5,575 7,219
Prudential Financial Inc. 6.200% 11/15/40 3,225 3,986
5 Prudential Financial Inc. 5.875% 9/15/42 5,200 5,720
5 Prudential Financial Inc. 5.625% 6/15/43 9,850 10,589
Prudential Financial Inc. 5.100% 8/15/43 3,150 3,525
5 Prudential Financial Inc. 5.200% 3/15/44 5,465 5,629
Prudential Financial Inc. 4.600% 5/15/44 3,525 3,770
5 Prudential Financial Inc. 5.375% 5/15/45 4,170 4,342
5 Prudential Financial Inc. 8.875% 6/15/68 705 782
Reinsurance Group of America Inc. 5.000% 6/1/21 1,175 1,284
Reinsurance Group of America Inc. 4.700% 9/15/23 3,575 3,907
Reinsurance Group of America Inc. 3.950% 9/15/26 4,504 4,674
StanCorp Financial Group Inc. 5.000% 8/15/22 7,675 8,182
5 StanCorp Financial Group Inc. 6.900% 6/1/67 15 12
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 1,309 1,689
Torchmark Corp. 3.800% 9/15/22 90 96
Transatlantic Holdings Inc. 8.000% 11/30/39 10,088 13,909
Travelers Cos. Inc. 5.750% 12/15/17 3,755 3,955
Travelers Cos. Inc. 5.800% 5/15/18 160 171
Travelers Cos. Inc. 5.900% 6/2/19 11,225 12,529
Travelers Cos. Inc. 3.900% 11/1/20 2,965 3,232
Travelers Cos. Inc. 6.750% 6/20/36 10 14

 

 

Travelers Cos. Inc. 6.250% 6/15/37 4,617 6,421
Travelers Cos. Inc. 5.350% 11/1/40 2,100 2,707
Travelers Cos. Inc. 4.600% 8/1/43 14,785 17,675
Travelers Cos. Inc. 3.750% 5/15/46 5,100 5,388
Travelers Property Casualty Corp. 6.375% 3/15/33 460 631
Trinity Acquisition plc 4.625% 8/15/23 1,075 1,145
Trinity Acquisition plc 6.125% 8/15/43 4,525 5,057
UnitedHealth Group Inc. 1.400% 10/15/17 20 20
UnitedHealth Group Inc. 1.400% 12/15/17 7,575 7,598
UnitedHealth Group Inc. 6.000% 2/15/18 10,645 11,324
UnitedHealth Group Inc. 1.900% 7/16/18 10,000 10,095
UnitedHealth Group Inc. 1.625% 3/15/19 5,035 5,065
UnitedHealth Group Inc. 2.300% 12/15/19 12,050 12,387
UnitedHealth Group Inc. 2.700% 7/15/20 14,085 14,643
UnitedHealth Group Inc. 3.875% 10/15/20 205 222
UnitedHealth Group Inc. 4.700% 2/15/21 4,775 5,322
UnitedHealth Group Inc. 2.125% 3/15/21 5,750 5,851
UnitedHealth Group Inc. 3.375% 11/15/21 4,545 4,883
UnitedHealth Group Inc. 2.875% 12/15/21 7,925 8,352
UnitedHealth Group Inc. 2.875% 3/15/22 2,510 2,629
UnitedHealth Group Inc. 3.350% 7/15/22 18,475 19,835
UnitedHealth Group Inc. 2.750% 2/15/23 10,030 10,381
UnitedHealth Group Inc. 2.875% 3/15/23 1,796 1,873
UnitedHealth Group Inc. 3.750% 7/15/25 29,108 32,012
UnitedHealth Group Inc. 3.100% 3/15/26 7,850 8,205
UnitedHealth Group Inc. 4.625% 7/15/35 11,026 12,832
UnitedHealth Group Inc. 5.800% 3/15/36 2,289 3,014
UnitedHealth Group Inc. 6.500% 6/15/37 1,425 1,992
UnitedHealth Group Inc. 6.625% 11/15/37 8,525 12,197
UnitedHealth Group Inc. 6.875% 2/15/38 17,118 25,147
UnitedHealth Group Inc. 5.950% 2/15/41 2,705 3,680
UnitedHealth Group Inc. 4.625% 11/15/41 6,907 8,016
UnitedHealth Group Inc. 4.375% 3/15/42 341 382
UnitedHealth Group Inc. 3.950% 10/15/42 11,581 12,315
UnitedHealth Group Inc. 4.250% 3/15/43 5,866 6,487
UnitedHealth Group Inc. 4.750% 7/15/45 18,407 22,129
Unum Group 5.625% 9/15/20 2,200 2,460
Unum Group 3.000% 5/15/21 3,000 3,066
Unum Group 4.000% 3/15/24 2,190 2,256
Unum Group 3.875% 11/5/25 175 179
Unum Group 5.750% 8/15/42 2,075 2,364
Validus Holdings Ltd. 8.875% 1/26/40 3,850 5,461
Voya Financial Inc. 2.900% 2/15/18 6,404 6,515
Voya Financial Inc. 3.650% 6/15/26 2,850 2,848
Voya Financial Inc. 5.700% 7/15/43 9,425 10,582
Voya Financial Inc. 4.800% 6/15/46 4,835 4,817
Willis Towers Watson plc 5.750% 3/15/21 9,351 10,454
WR Berkley Corp. 5.375% 9/15/20 595 656
WR Berkley Corp. 4.625% 3/15/22 2,550 2,798
WR Berkley Corp. 4.750% 8/1/44 3,188 3,390
XLIT Ltd. 2.300% 12/15/18 3,050 3,079
XLIT Ltd. 5.750% 10/1/21 7,755 8,867
XLIT Ltd. 4.450% 3/31/25 2,700 2,742
XLIT Ltd. 6.250% 5/15/27 2,500 3,012
XLIT Ltd. 5.250% 12/15/43 7,925 8,708
XLIT Ltd. 5.500% 3/31/45 6,679 6,521

 

 

Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 825 888
 
Real Estate Investment Trusts (0.7%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 4,225 4,292
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 6,225 6,763
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 400 418
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 400 431
Alexandria Real Estate Equities Inc. 3.950% 1/15/27 6,627 6,930
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 3,350 3,608
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 3,000 3,130
American Campus Communities Operating        
Partnership LP 3.750% 4/15/23 1,040 1,087
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 3,200 3,409
AvalonBay Communities Inc. 2.850% 3/15/23 5,944 6,032
AvalonBay Communities Inc. 4.200% 12/15/23 1,555 1,703
AvalonBay Communities Inc. 3.500% 11/15/24 3,300 3,467
AvalonBay Communities Inc. 3.450% 6/1/25 11,205 11,693
AvalonBay Communities Inc. 3.500% 11/15/25 600 628
AvalonBay Communities Inc. 2.950% 5/11/26 9,035 9,036
AvalonBay Communities Inc. 2.900% 10/15/26 1,375 1,369
Boston Properties LP 3.700% 11/15/18 3,000 3,129
Boston Properties LP 5.875% 10/15/19 2,095 2,334
Boston Properties LP 5.625% 11/15/20 9,225 10,486
Boston Properties LP 4.125% 5/15/21 3,665 3,990
Boston Properties LP 3.850% 2/1/23 11,143 11,918
Boston Properties LP 3.125% 9/1/23 4,540 4,667
Boston Properties LP 3.800% 2/1/24 7,025 7,502
Boston Properties LP 3.650% 2/1/26 5,925 6,272
Boston Properties LP 2.750% 10/1/26 8,500 8,391
Brandywine Operating Partnership LP 5.700% 5/1/17 7,070 7,243
Brandywine Operating Partnership LP 4.950% 4/15/18 3,325 3,468
Brandywine Operating Partnership LP 4.100% 10/1/24 5,140 5,307
Brandywine Operating Partnership LP 4.550% 10/1/29 6,625 6,931
Brixmor Operating Partnership LP 3.875% 8/15/22 5,950 6,236
Brixmor Operating Partnership LP 3.250% 9/15/23 3,925 3,935
Brixmor Operating Partnership LP 3.850% 2/1/25 14,135 14,409
Brixmor Operating Partnership LP 4.125% 6/15/26 4,500 4,659
Camden Property Trust 2.950% 12/15/22 4,850 4,909
Camden Property Trust 4.875% 6/15/23 1,470 1,640
Camden Property Trust 4.250% 1/15/24 2,350 2,541
8 Care Capital Properties LP 5.125% 8/15/26 270 271
CBL & Associates LP 5.250% 12/1/23 5,300 5,460
CBL & Associates LP 4.600% 10/15/24 4,075 3,977
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 3,000 3,125
Columbia Property Trust Operating        
Partnership LP 3.650% 8/15/26 4,200 4,235
Corporate Office Properties LP 3.700% 6/15/21 3,450 3,577
Corporate Office Properties LP 3.600% 5/15/23 7,931 7,923
CubeSmart LP 4.375% 12/15/23 9,425 10,202
CubeSmart LP 4.000% 11/15/25 2,265 2,420
CubeSmart LP 3.125% 9/1/26 3,725 3,718
DCT Industrial Operating Partnership LP 4.500% 10/15/23 2,550 2,684
DDR Corp. 7.875% 9/1/20 10,975 13,186

 

 

DDR Corp. 3.500% 1/15/21 11,005 11,392
DDR Corp. 4.625% 7/15/22 8,940 9,718
DDR Corp. 3.375% 5/15/23 8,250 8,253
DDR Corp. 3.625% 2/1/25 10,630 10,773
DDR Corp. 4.250% 2/1/26 2,140 2,264
Digital Realty Trust LP 5.875% 2/1/20 2,175 2,416
Digital Realty Trust LP 3.400% 10/1/20 5,600 5,846
Digital Realty Trust LP 5.250% 3/15/21 9,170 10,263
Digital Realty Trust LP 3.950% 7/1/22 11,600 12,293
Digital Realty Trust LP 4.750% 10/1/25 6,050 6,581
Duke Realty LP 4.375% 6/15/22 100 109
Duke Realty LP 3.875% 10/15/22 923 990
Duke Realty LP 3.625% 4/15/23 2,748 2,884
Duke Realty LP 3.750% 12/1/24 2,325 2,468
Duke Realty LP 3.250% 6/30/26 5,400 5,523
EPR Properties 5.750% 8/15/22 1,350 1,498
EPR Properties 5.250% 7/15/23 6,300 6,795
EPR Properties 4.500% 4/1/25 7,025 7,160
Equity Commonwealth 5.875% 9/15/20 3,200 3,543
Equity One Inc. 3.750% 11/15/22 3,000 3,115
ERP Operating LP 5.750% 6/15/17 2,747 2,830
ERP Operating LP 2.375% 7/1/19 1,120 1,142
ERP Operating LP 4.750% 7/15/20 2,810 3,094
ERP Operating LP 4.625% 12/15/21 6,666 7,506
ERP Operating LP 3.000% 4/15/23 2,603 2,678
ERP Operating LP 3.375% 6/1/25 500 524
ERP Operating LP 4.500% 7/1/44 7,355 8,100
Essex Portfolio LP 5.200% 3/15/21 2,825 3,169
Essex Portfolio LP 3.375% 1/15/23 3,409 3,523
Essex Portfolio LP 3.250% 5/1/23 3,305 3,388
Essex Portfolio LP 3.500% 4/1/25 10,915 11,323
Essex Portfolio LP 3.375% 4/15/26 8,650 8,861
Federal Realty Investment Trust 3.000% 8/1/22 4,348 4,521
Federal Realty Investment Trust 2.750% 6/1/23 2,685 2,736
Federal Realty Investment Trust 4.500% 12/1/44 13,900 15,810
Federal Realty Investment Trust 3.625% 8/1/46 1,200 1,178
HCP Inc. 6.700% 1/30/18 2,944 3,142
HCP Inc. 3.750% 2/1/19 8,300 8,633
HCP Inc. 2.625% 2/1/20 775 787
HCP Inc. 5.375% 2/1/21 1,717 1,924
HCP Inc. 3.150% 8/1/22 700 710
HCP Inc. 4.000% 12/1/22 29,550 31,208
HCP Inc. 4.250% 11/15/23 3,702 3,878
HCP Inc. 4.200% 3/1/24 2,950 3,072
HCP Inc. 3.875% 8/15/24 4,285 4,389
HCP Inc. 3.400% 2/1/25 775 765
HCP Inc. 4.000% 6/1/25 150 154
HCP Inc. 6.750% 2/1/41 480 594
Healthcare Realty Trust Inc. 5.750% 1/15/21 2,575 2,925
Healthcare Realty Trust Inc. 3.750% 4/15/23 425 433
Healthcare Realty Trust Inc. 3.875% 5/1/25 4,450 4,607
Healthcare Trust of America Holdings LP 3.375% 7/15/21 3,840 3,956
Healthcare Trust of America Holdings LP 3.700% 4/15/23 1,500 1,544
Healthcare Trust of America Holdings LP 3.500% 8/1/26 6,300 6,390
Highwoods Realty LP 3.200% 6/15/21 13,850 14,299
Highwoods Realty LP 3.625% 1/15/23 100 102
Hospitality Properties Trust 6.700% 1/15/18 9,880 10,265

 

 

Hospitality Properties Trust 5.000% 8/15/22 2,430 2,644
Hospitality Properties Trust 4.500% 6/15/23 7,138 7,419
Hospitality Properties Trust 4.650% 3/15/24 1,200 1,234
Hospitality Properties Trust 4.500% 3/15/25 650 663
Hospitality Properties Trust 5.250% 2/15/26 200 211
Host Hotels & Resorts LP 6.000% 10/1/21 10,550 12,046
Host Hotels & Resorts LP 5.250% 3/15/22 4,890 5,401
Host Hotels & Resorts LP 4.750% 3/1/23 1,100 1,180
Host Hotels & Resorts LP 3.750% 10/15/23 8,550 8,683
Host Hotels & Resorts LP 4.000% 6/15/25 1,300 1,324
Kilroy Realty LP 4.800% 7/15/18 11,600 12,127
Kilroy Realty LP 3.800% 1/15/23 3,050 3,173
Kilroy Realty LP 4.250% 8/15/29 550 584
Kimco Realty Corp. 4.300% 2/1/18 1,430 1,473
Kimco Realty Corp. 6.875% 10/1/19 5,457 6,251
Kimco Realty Corp. 3.200% 5/1/21 5,515 5,760
Kimco Realty Corp. 3.125% 6/1/23 3,300 3,395
Kimco Realty Corp. 2.800% 10/1/26 2,850 2,821
Kite Realty Group LP 4.000% 10/1/26 10,700 10,790
Lexington Realty Trust 4.400% 6/15/24 2,775 2,839
Liberty Property LP 6.625% 10/1/17 2,917 3,055
Liberty Property LP 4.750% 10/1/20 1,080 1,176
Liberty Property LP 3.375% 6/15/23 1,250 1,280
Liberty Property LP 4.400% 2/15/24 10,800 11,786
Liberty Property LP 3.750% 4/1/25 5,900 6,185
Liberty Property LP 3.250% 10/1/26 1,000 1,009
Mack-Cali Realty LP 2.500% 12/15/17 650 654
Mack-Cali Realty LP 4.500% 4/18/22 3,550 3,697
Mack-Cali Realty LP 3.150% 5/15/23 2,000 1,873
Mid-America Apartments LP 4.300% 10/15/23 12,300 13,284
Mid-America Apartments LP 3.750% 6/15/24 4,710 4,948
National Retail Properties Inc. 6.875% 10/15/17 10,360 10,869
National Retail Properties Inc. 5.500% 7/15/21 2,000 2,283
National Retail Properties Inc. 3.800% 10/15/22 3,000 3,183
National Retail Properties Inc. 3.300% 4/15/23 2,999 3,059
Omega Healthcare Investors Inc. 4.375% 8/1/23 20,550 21,115
Omega Healthcare Investors Inc. 5.875% 3/15/24 1,474 1,544
Omega Healthcare Investors Inc. 4.950% 4/1/24 3,875 4,078
Omega Healthcare Investors Inc. 4.500% 1/15/25 2,750 2,805
Omega Healthcare Investors Inc. 5.250% 1/15/26 5,792 6,197
Omega Healthcare Investors Inc. 4.500% 4/1/27 24,003 24,243
Piedmont Operating Partnership LP 3.400% 6/1/23 1,662 1,638
Piedmont Operating Partnership LP 4.450% 3/15/24 4,225 4,433
Post Apartment Homes LP 3.375% 12/1/22 2,825 2,872
ProLogis LP 2.750% 2/15/19 2,430 2,488
ProLogis LP 3.350% 2/1/21 1,840 1,947
ProLogis LP 4.250% 8/15/23 3,445 3,812
Realty Income Corp. 2.000% 1/31/18 1,175 1,182
Realty Income Corp. 6.750% 8/15/19 8,577 9,743
Realty Income Corp. 5.750% 1/15/21 5,175 5,902
Realty Income Corp. 3.875% 7/15/24 3,150 3,336
Realty Income Corp. 5.875% 3/15/35 8,085 9,990
Regency Centers LP 3.750% 6/15/24 4,849 5,125
Retail Opportunity Investments Partnership        
LP 5.000% 12/15/23 1,675 1,789
Retail Properties of America Inc. 4.000% 3/15/25 10,400 10,335
Select Income REIT 2.850% 2/1/18 2,200 2,214

 

 

Select Income REIT 3.600% 2/1/20 206 210
Select Income REIT 4.150% 2/1/22 4,000 4,029
Select Income REIT 4.500% 2/1/25 9,475 9,535
Senior Housing Properties Trust 3.250% 5/1/19 10,240 10,346
Senior Housing Properties Trust 4.750% 5/1/24 4,025 4,210
Simon Property Group LP 2.200% 2/1/19 2,000 2,038
Simon Property Group LP 5.650% 2/1/20 13,895 15,539
Simon Property Group LP 2.500% 9/1/20 600 618
Simon Property Group LP 4.375% 3/1/21 8,445 9,338
Simon Property Group LP 2.500% 7/15/21 7,260 7,450
Simon Property Group LP 4.125% 12/1/21 10,733 11,809
Simon Property Group LP 3.375% 3/15/22 2,775 2,948
Simon Property Group LP 2.750% 2/1/23 5,700 5,847
Simon Property Group LP 3.750% 2/1/24 6,014 6,527
Simon Property Group LP 3.500% 9/1/25 3,640 3,906
Simon Property Group LP 3.300% 1/15/26 7,769 8,203
Simon Property Group LP 6.750% 2/1/40 11,218 16,308
Simon Property Group LP 4.750% 3/15/42 1,971 2,343
Simon Property Group LP 4.250% 10/1/44 10 11
Sovran Acquisition LP 3.500% 7/1/26 19,950 20,366
8 Spirit Realty LP 4.450% 9/15/26 4,400 4,372
Tanger Properties LP 3.875% 12/1/23 3,445 3,647
Tanger Properties LP 3.750% 12/1/24 1,325 1,397
Tanger Properties LP 3.125% 9/1/26 5,800 5,789
UDR Inc. 3.700% 10/1/20 6,800 7,200
UDR Inc. 4.625% 1/10/22 11,645 12,861
UDR Inc. 2.950% 9/1/26 1,800 1,782
Ventas Realty LP 1.250% 4/17/17 4,000 3,999
Ventas Realty LP 3.750% 5/1/24 2,000 2,105
Ventas Realty LP 3.500% 2/1/25 2,900 3,000
Ventas Realty LP 4.125% 1/15/26 975 1,047
Ventas Realty LP 3.250% 10/15/26 300 303
Ventas Realty LP 5.700% 9/30/43 4,525 5,450
Ventas Realty LP 4.375% 2/1/45 6,680 6,829
Ventas Realty LP / Ventas Capital Corp. 2.000% 2/15/18 6,423 6,461
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 5,764
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 4,925 5,467
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,140 1,241
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 9,263 9,652
Vornado Realty LP 2.500% 6/30/19 8,525 8,654
Washington Prime Group LP 3.850% 4/1/20 4,525 4,658
Washington REIT 4.950% 10/1/20 825 887
Washington REIT 3.950% 10/15/22 1,900 1,973
Weingarten Realty Investors 3.375% 10/15/22 1,275 1,309
Weingarten Realty Investors 3.500% 4/15/23 3,925 4,013
Weingarten Realty Investors 4.450% 1/15/24 450 490
Weingarten Realty Investors 3.250% 8/15/26 2,200 2,197
Welltower Inc. 2.250% 3/15/18 4,653 4,693
Welltower Inc. 4.125% 4/1/19 4,555 4,791
Welltower Inc. 4.950% 1/15/21 7,680 8,447
Welltower Inc. 5.250% 1/15/22 8,184 9,271
Welltower Inc. 3.750% 3/15/23 4,650 4,887
Welltower Inc. 4.500% 1/15/24 250 273
Welltower Inc. 4.000% 6/1/25 16,925 17,957
Welltower Inc. 4.250% 4/1/26 6,706 7,257
Welltower Inc. 6.500% 3/15/41 4,962 6,390

 

 

Welltower Inc. 5.125% 3/15/43 5,050 5,620
WP Carey Inc. 4.600% 4/1/24 6,201 6,498
WP Carey Inc. 4.000% 2/1/25 1,800 1,785
WP Carey Inc. 4.250% 10/1/26 3,500 3,552
        15,229,708
Industrial (17.3%)        
Basic Industry (1.0%)        
Agrium Inc. 6.750% 1/15/19 7,095 7,843
Agrium Inc. 3.150% 10/1/22 3,321 3,401
Agrium Inc. 3.500% 6/1/23 15,750 16,495
Agrium Inc. 3.375% 3/15/25 6,575 6,779
Agrium Inc. 4.125% 3/15/35 5,750 5,667
Agrium Inc. 6.125% 1/15/41 7,293 8,898
Agrium Inc. 4.900% 6/1/43 3,200 3,383
Agrium Inc. 5.250% 1/15/45 11,292 12,545
Air Products & Chemicals Inc. 1.200% 10/15/17 500 501
Air Products & Chemicals Inc. 3.000% 11/3/21 3,825 4,082
Air Products & Chemicals Inc. 2.750% 2/3/23 7,125 7,399
Air Products & Chemicals Inc. 3.350% 7/31/24 6,300 6,814
Airgas Inc. 1.650% 2/15/18 1,500 1,508
Airgas Inc. 3.050% 8/1/20 8,250 8,566
Airgas Inc. 2.900% 11/15/22 2,500 2,530
Airgas Inc. 3.650% 7/15/24 7,000 7,444
Albemarle Corp. 3.000% 12/1/19 1,975 2,041
Albemarle Corp. 4.500% 12/15/20 500 539
Albemarle Corp. 4.150% 12/1/24 5,575 6,011
Albemarle Corp. 5.450% 12/1/44 5,025 5,873
Barrick Gold Corp. 4.100% 5/1/23 6,895 7,435
Barrick Gold Corp. 5.250% 4/1/42 7,904 8,610
Barrick North America Finance LLC 4.400% 5/30/21 9,382 10,281
Barrick North America Finance LLC 7.500% 9/15/38 2,925 3,623
Barrick North America Finance LLC 5.700% 5/30/41 11,138 12,791
Barrick North America Finance LLC 5.750% 5/1/43 18,633 22,194
Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 6,043 6,897
BHP Billiton Finance USA Ltd. 2.050% 9/30/18 4,400 4,449
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 13,517 15,120
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 6,596 7,049
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 18,494 19,373
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 4,546 4,959
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 12,183 12,685
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 25,518 30,138
Braskem Finance Ltd. 6.450% 2/3/24 850 915
Cabot Corp. 2.550% 1/15/18 1,004 1,014
Cabot Corp. 3.700% 7/15/22 800 843
Cabot Corp. 3.400% 9/15/26 2,750 2,778
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 1,225 1,397
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 3,300 3,548
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 6,863 7,369
Celulosa Arauco y Constitucion SA 4.500% 8/1/24 1,500 1,579
CF Industries Inc. 6.875% 5/1/18 18,123 19,482
CF Industries Inc. 7.125% 5/1/20 9,175 10,563
CF Industries Inc. 5.150% 3/15/34 21,698 21,974
CF Industries Inc. 4.950% 6/1/43 4,079 3,794
CF Industries Inc. 5.375% 3/15/44 9,125 9,029
Domtar Corp. 6.250% 9/1/42 850 907
Domtar Corp. 6.750% 2/15/44 5,000 5,619
Dow Chemical Co. 8.550% 5/15/19 21,204 24,862

 

 

Dow Chemical Co. 4.250% 11/15/20 19,320 20,968
Dow Chemical Co. 4.125% 11/15/21 1,996 2,184
Dow Chemical Co. 3.000% 11/15/22 20,445 21,203
Dow Chemical Co. 3.500% 10/1/24 3,000 3,174
Dow Chemical Co. 7.375% 11/1/29 2,398 3,281
Dow Chemical Co. 4.250% 10/1/34 8,236 8,499
Dow Chemical Co. 9.400% 5/15/39 13,293 21,858
Dow Chemical Co. 5.250% 11/15/41 8,032 9,078
Dow Chemical Co. 4.375% 11/15/42 7,607 7,757
Dow Chemical Co. 4.625% 10/1/44 2,515 2,673
Eastman Chemical Co. 2.400% 6/1/17 5,997 6,044
Eastman Chemical Co. 5.500% 11/15/19 4,771 5,280
Eastman Chemical Co. 2.700% 1/15/20 14,380 14,751
Eastman Chemical Co. 4.500% 1/15/21 775 843
Eastman Chemical Co. 3.600% 8/15/22 13,285 14,073
Eastman Chemical Co. 3.800% 3/15/25 2,500 2,639
Eastman Chemical Co. 4.800% 9/1/42 7,249 7,457
Eastman Chemical Co. 4.650% 10/15/44 4,650 4,746
Ecolab Inc. 1.450% 12/8/17 5,997 6,012
Ecolab Inc. 1.550% 1/12/18 2,000 2,009
Ecolab Inc. 2.000% 1/14/19 3,800 3,847
Ecolab Inc. 2.250% 1/12/20 3,243 3,304
Ecolab Inc. 4.350% 12/8/21 4,690 5,262
Ecolab Inc. 3.250% 1/14/23 4,475 4,682
Ecolab Inc. 5.500% 12/8/41 9,791 12,253
EI du Pont de Nemours & Co. 6.000% 7/15/18 9,965 10,784
EI du Pont de Nemours & Co. 4.625% 1/15/20 5,302 5,813
EI du Pont de Nemours & Co. 3.625% 1/15/21 14,975 16,067
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 10,385 10,618
EI du Pont de Nemours & Co. 6.500% 1/15/28 1,400 1,796
EI du Pont de Nemours & Co. 4.900% 1/15/41 10,328 11,592
EI du Pont de Nemours & Co. 4.150% 2/15/43 2,950 3,061
Fibria Overseas Finance Ltd. 5.250% 5/12/24 350 364
FMC Corp. 3.950% 2/1/22 1,675 1,752
FMC Corp. 4.100% 2/1/24 11,210 11,716
Georgia-Pacific LLC 8.000% 1/15/24 7,679 10,191
Georgia-Pacific LLC 7.375% 12/1/25 5,750 7,665
Georgia-Pacific LLC 7.750% 11/15/29 3,318 4,796
Georgia-Pacific LLC 8.875% 5/15/31 4,665 7,379
Glencore Canada Corp. 6.200% 6/15/35 250 257
Goldcorp Inc. 2.125% 3/15/18 18,785 18,827
Goldcorp Inc. 3.625% 6/9/21 2,000 2,103
Goldcorp Inc. 3.700% 3/15/23 9,575 9,932
Goldcorp Inc. 5.450% 6/9/44 7,055 7,630
International Flavors & Fragrances Inc. 3.200% 5/1/23 1,285 1,326
International Paper Co. 7.950% 6/15/18 5,742 6,351
International Paper Co. 7.500% 8/15/21 13,510 16,497
International Paper Co. 3.650% 6/15/24 7,410 7,797
International Paper Co. 3.800% 1/15/26 1,825 1,937
International Paper Co. 3.000% 2/15/27 10,000 9,993
International Paper Co. 5.000% 9/15/35 4,125 4,565
International Paper Co. 8.700% 6/15/38 1,200 1,780
International Paper Co. 7.300% 11/15/39 4,468 5,949
International Paper Co. 6.000% 11/15/41 2,250 2,653
International Paper Co. 4.800% 6/15/44 15,035 15,894
International Paper Co. 5.150% 5/15/46 12,252 13,788

 

 

International Paper Co. 4.400% 8/15/47 13,550 13,620
Lubrizol Corp. 8.875% 2/1/19 875 1,023
Lubrizol Corp. 6.500% 10/1/34 6,025 8,208
LYB International Finance BV 4.000% 7/15/23 3,250 3,527
LYB International Finance BV 5.250% 7/15/43 1,637 1,872
LYB International Finance BV 4.875% 3/15/44 11,350 12,207
LyondellBasell Industries NV 5.000% 4/15/19 21,595 23,117
LyondellBasell Industries NV 6.000% 11/15/21 15,125 17,696
LyondellBasell Industries NV 5.750% 4/15/24 4,950 5,884
LyondellBasell Industries NV 4.625% 2/26/55 11,427 11,198
Meadwestvaco Corp. 7.950% 2/15/31 5,253 7,115
Methanex Corp. 3.250% 12/15/19 7,850 7,800
Methanex Corp. 4.250% 12/1/24 865 839
Monsanto Co. 5.125% 4/15/18 3,105 3,273
Monsanto Co. 2.125% 7/15/19 4,400 4,461
Monsanto Co. 2.750% 7/15/21 13,810 14,194
Monsanto Co. 2.200% 7/15/22 7,580 7,578
Monsanto Co. 3.375% 7/15/24 500 521
Monsanto Co. 2.850% 4/15/25 2,800 2,813
Monsanto Co. 5.500% 8/15/25 2,353 2,762
Monsanto Co. 4.200% 7/15/34 9,025 9,162
Monsanto Co. 5.875% 4/15/38 5,631 6,753
Monsanto Co. 3.600% 7/15/42 6,341 5,755
Monsanto Co. 4.650% 11/15/43 2,450 2,587
Monsanto Co. 3.950% 4/15/45 15,000 14,700
Monsanto Co. 4.700% 7/15/64 10,385 9,930
Mosaic Co. 3.750% 11/15/21 3,160 3,331
Mosaic Co. 4.250% 11/15/23 15,482 16,480
Mosaic Co. 5.450% 11/15/33 3,054 3,318
Mosaic Co. 4.875% 11/15/41 1,543 1,533
Mosaic Co. 5.625% 11/15/43 3,981 4,286
Newmont Mining Corp. 5.125% 10/1/19 2,245 2,450
Newmont Mining Corp. 3.500% 3/15/22 4,508 4,691
Newmont Mining Corp. 5.875% 4/1/35 2,355 2,651
Newmont Mining Corp. 6.250% 10/1/39 11,024 12,879
Newmont Mining Corp. 4.875% 3/15/42 7,908 8,331
Nucor Corp. 5.750% 12/1/17 5,144 5,370
Nucor Corp. 5.850% 6/1/18 6,865 7,336
Nucor Corp. 4.125% 9/15/22 382 417
Nucor Corp. 4.000% 8/1/23 5,795 6,255
Nucor Corp. 6.400% 12/1/37 6,238 7,835
Nucor Corp. 5.200% 8/1/43 13,250 15,254
Packaging Corp. of America 3.900% 6/15/22 6,015 6,402
Packaging Corp. of America 4.500% 11/1/23 15,670 17,339
Packaging Corp. of America 3.650% 9/15/24 4,575 4,768
Placer Dome Inc. 6.450% 10/15/35 2,175 2,481
Plum Creek Timberlands LP 4.700% 3/15/21 3,605 3,906
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 4,456 4,542
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,190 1,326
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 7,078 7,727
Potash Corp. of Saskatchewan Inc. 3.625% 3/15/24 5,375 5,606
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 9,096 9,138
Potash Corp. of Saskatchewan Inc. 5.875% 12/1/36 875 1,064
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 4,918 5,901
PPG Industries Inc. 2.300% 11/15/19 10,043 10,209
PPG Industries Inc. 3.600% 11/15/20 4,650 4,904
PPG Industries Inc. 5.500% 11/15/40 3,825 4,694

 

 

Praxair Inc. 4.500% 8/15/19 2,590 2,820
Praxair Inc. 3.000% 9/1/21 5,900 6,258
Praxair Inc. 2.450% 2/15/22 20,085 20,734
Praxair Inc. 2.200% 8/15/22 4,319 4,404
Praxair Inc. 2.650% 2/5/25 4,500 4,633
Praxair Inc. 3.200% 1/30/26 4,750 5,083
Praxair Inc. 3.550% 11/7/42 2,250 2,328
Rayonier Inc. 3.750% 4/1/22 2,875 2,932
Reliance Steel & Aluminum Co. 6.200% 11/15/16 260 261
Reliance Steel & Aluminum Co. 4.500% 4/15/23 1,790 1,862
Reliance Steel & Aluminum Co. 6.850% 11/15/36 1,635 1,823
Rio Tinto Alcan Inc. 5.750% 6/1/35 9,604 10,659
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 7,873 9,313
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 6,150 6,758
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 7,639 8,259
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 42,800 45,856
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 7,009 9,365
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 13,381 15,646
Rio Tinto Finance USA plc 3.500% 3/22/22 5,922 6,367
Rio Tinto Finance USA plc 2.875% 8/21/22 12,955 13,587
Rio Tinto Finance USA plc 4.750% 3/22/42 418 466
Rio Tinto Finance USA plc 4.125% 8/21/42 120 124
Rohm & Haas Co. 6.000% 9/15/17 2,886 3,007
Rohm & Haas Co. 7.850% 7/15/29 2,950 4,155
RPM International Inc. 6.125% 10/15/19 2,493 2,778
RPM International Inc. 3.450% 11/15/22 4,585 4,672
RPM International Inc. 5.250% 6/1/45 3,392 3,595
Sherwin-Williams Co. 3.450% 8/1/25 9,200 9,556
Sherwin-Williams Co. 4.000% 12/15/42 2,000 1,978
Sherwin-Williams Co. 4.550% 8/1/45 3,044 3,259
Southern Copper Corp. 5.375% 4/16/20 1,238 1,365
Southern Copper Corp. 3.500% 11/8/22 3,000 3,034
Southern Copper Corp. 3.875% 4/23/25 1,225 1,243
Southern Copper Corp. 7.500% 7/27/35 5,544 6,535
Southern Copper Corp. 6.750% 4/16/40 2,565 2,809
Southern Copper Corp. 5.250% 11/8/42 16,320 15,545
Southern Copper Corp. 5.875% 4/23/45 32,250 32,250
Syngenta Finance NV 3.125% 3/28/22 4,100 4,209
Syngenta Finance NV 4.375% 3/28/42 2,675 2,629
Vale Canada Ltd. 7.200% 9/15/32 1,475 1,490
Vale Overseas Ltd. 5.625% 9/15/19 6,075 6,432
Vale Overseas Ltd. 5.875% 6/10/21 44,000 45,980
Vale Overseas Ltd. 4.375% 1/11/22 24,085 23,844
Vale Overseas Ltd. 6.250% 8/10/26 7,000 7,315
Vale Overseas Ltd. 8.250% 1/17/34 2,512 2,710
Vale Overseas Ltd. 6.875% 11/21/36 14,509 14,201
Vale Overseas Ltd. 6.875% 11/10/39 14,364 13,736
Vale SA 5.625% 9/11/42 33,459 28,106
Valspar Corp. 7.250% 6/15/19 675 766
Valspar Corp. 4.200% 1/15/22 1,000 1,068
Valspar Corp. 3.950% 1/15/26 8,700 9,221
Westlake Chemical Corp. 3.600% 7/15/22 775 800
8 Westlake Chemical Corp. 3.600% 8/15/26 1,000 998
8 Westlake Chemical Corp. 5.000% 8/15/46 7,500 7,594
Westrock MWV LLC 8.200% 1/15/30 2,268 3,087
WestRock RKT Co. 4.450% 3/1/19 9,150 9,689
WestRock RKT Co. 3.500% 3/1/20 3,755 3,917

 

 

WestRock RKT Co. 4.900% 3/1/22 3,650 4,101
Weyerhaeuser Co. 7.375% 10/1/19 8,291 9,533
Weyerhaeuser Co. 4.625% 9/15/23 5,625 6,254
Weyerhaeuser Co. 8.500% 1/15/25 2,350 3,142
Weyerhaeuser Co. 7.375% 3/15/32 7,592 10,301
Weyerhaeuser Co. 6.875% 12/15/33 2,775 3,539
Worthington Industries Inc. 4.550% 4/15/26 550 572
Yamana Gold Inc. 4.950% 7/15/24 2,105 2,168
 
Capital Goods (1.4%)        
3M Co. 1.375% 8/7/18 1,750 1,760
3M Co. 2.000% 8/7/20 4,650 4,764
3M Co. 1.625% 9/19/21 4,600 4,613
3M Co. 3.000% 8/7/25 4,550 4,895
3M Co. 2.250% 9/19/26 9,000 8,994
3M Co. 6.375% 2/15/28 3,650 5,007
3M Co. 5.700% 3/15/37 9,723 13,316
3M Co. 3.125% 9/19/46 5,000 4,929
ABB Finance USA Inc. 2.875% 5/8/22 5,005 5,256
ABB Finance USA Inc. 4.375% 5/8/42 1,578 1,812
Avery Dennison Corp. 3.350% 4/15/23 6,675 6,853
Bemis Co. Inc. 3.100% 9/15/26 3,000 3,026
Boeing Capital Corp. 2.900% 8/15/18 400 413
Boeing Capital Corp. 4.700% 10/27/19 6,025 6,642
Boeing Co. 0.950% 5/15/18 10,425 10,412
Boeing Co. 6.000% 3/15/19 640 714
Boeing Co. 4.875% 2/15/20 13,990 15,637
Boeing Co. 1.650% 10/30/20 1,495 1,510
Boeing Co. 8.750% 8/15/21 1,310 1,730
Boeing Co. 2.350% 10/30/21 9,645 9,989
Boeing Co. 2.200% 10/30/22 4,500 4,599
Boeing Co. 1.875% 6/15/23 6,500 6,462
Boeing Co. 7.950% 8/15/24 1,323 1,843
Boeing Co. 2.850% 10/30/24 7,433 7,806
Boeing Co. 2.500% 3/1/25 9,800 10,018
Boeing Co. 7.250% 6/15/25 675 928
Boeing Co. 2.600% 10/30/25 3,400 3,509
Boeing Co. 2.250% 6/15/26 6,150 6,130
Boeing Co. 8.750% 9/15/31 850 1,373
Boeing Co. 6.125% 2/15/33 4,562 6,196
Boeing Co. 3.300% 3/1/35 6,350 6,483
Boeing Co. 6.625% 2/15/38 2,905 4,246
Boeing Co. 6.875% 3/15/39 2,853 4,301
Boeing Co. 5.875% 2/15/40 3,762 5,151
Boeing Co. 3.500% 3/1/45 6,080 6,293
Boeing Co. 3.375% 6/15/46 5,300 5,325
Carlisle Cos. Inc. 3.750% 11/15/22 3,205 3,294
Caterpillar Financial Services Corp. 1.250% 11/6/17 8,024 8,022
Caterpillar Financial Services Corp. 1.500% 2/23/18 11,500 11,543
Caterpillar Financial Services Corp. 1.800% 11/13/18 4,000 4,038
Caterpillar Financial Services Corp. 7.150% 2/15/19 20,178 22,853
Caterpillar Financial Services Corp. 1.350% 5/18/19 11,450 11,438
Caterpillar Financial Services Corp. 2.100% 6/9/19 6,625 6,739
Caterpillar Financial Services Corp. 2.250% 12/1/19 3,990 4,072
Caterpillar Financial Services Corp. 2.000% 3/5/20 3,810 3,866
Caterpillar Financial Services Corp. 2.500% 11/13/20 2,950 3,040
Caterpillar Financial Services Corp. 1.700% 8/9/21 27,900 27,611

 

 

Caterpillar Financial Services Corp. 2.750% 8/20/21 3,400 3,554
8 Caterpillar Financial Services Corp. 1.931% 10/1/21 2,177 2,174
Caterpillar Financial Services Corp. 2.850% 6/1/22 800 839
Caterpillar Financial Services Corp. 3.750% 11/24/23 3,000 3,300
Caterpillar Financial Services Corp. 3.300% 6/9/24 2,000 2,140
Caterpillar Financial Services Corp. 3.250% 12/1/24 4,315 4,606
Caterpillar Financial Services Corp. 2.400% 8/9/26 3,000 2,980
Caterpillar Inc. 7.900% 12/15/18 475 541
Caterpillar Inc. 3.900% 5/27/21 10,730 11,732
Caterpillar Inc. 3.400% 5/15/24 20,490 22,103
Caterpillar Inc. 6.050% 8/15/36 11,322 15,004
Caterpillar Inc. 5.200% 5/27/41 9,250 11,482
Caterpillar Inc. 3.803% 8/15/42 24,253 24,915
Caterpillar Inc. 4.300% 5/15/44 7,803 8,719
Caterpillar Inc. 4.750% 5/15/64 2,550 2,923
Crane Co. 2.750% 12/15/18 2,525 2,574
Crane Co. 4.450% 12/15/23 8,650 9,312
CRH America Inc. 8.125% 7/15/18 9,420 10,400
CRH America Inc. 5.750% 1/15/21 6,950 7,914
Deere & Co. 4.375% 10/16/19 6,097 6,639
Deere & Co. 2.600% 6/8/22 22,578 23,431
Deere & Co. 5.375% 10/16/29 10,457 13,396
Deere & Co. 8.100% 5/15/30 5,467 8,288
Deere & Co. 7.125% 3/3/31 825 1,181
Deere & Co. 3.900% 6/9/42 7,370 7,999
Dover Corp. 5.450% 3/15/18 7,160 7,592
Dover Corp. 4.300% 3/1/21 850 933
Dover Corp. 3.150% 11/15/25 8,440 8,957
Dover Corp. 5.375% 10/15/35 550 684
Dover Corp. 6.600% 3/15/38 3,115 4,480
Dover Corp. 5.375% 3/1/41 1,759 2,253
Eaton Corp. 1.500% 11/2/17 14,165 14,200
Eaton Corp. 5.600% 5/15/18 11,960 12,750
Eaton Corp. 2.750% 11/2/22 11,130 11,505
Eaton Corp. 4.000% 11/2/32 9,999 10,700
Eaton Corp. 4.150% 11/2/42 1,147 1,225
Eaton Electric Holdings LLC 3.875% 12/15/20 2,325 2,500
Embraer Netherlands Finance BV 5.050% 6/15/25 8,200 8,264
8 Embraer Overseas Ltd. 5.696% 9/16/23 5,600 5,938
Emerson Electric Co. 5.250% 10/15/18 6,645 7,190
Emerson Electric Co. 4.875% 10/15/19 3,595 3,947
Emerson Electric Co. 4.250% 11/15/20 745 826
Emerson Electric Co. 2.625% 12/1/21 13,250 13,863
Emerson Electric Co. 2.625% 2/15/23 4,350 4,510
Emerson Electric Co. 3.150% 6/1/25 5,900 6,269
Emerson Electric Co. 6.000% 8/15/32 940 1,218
Emerson Electric Co. 6.125% 4/15/39 1,860 2,599
Exelis Inc. 4.250% 10/1/16 3,525 3,525
FLIR Systems Inc. 3.125% 6/15/21 3,000 3,091
Flowserve Corp. 3.500% 9/15/22 12,800 13,284
Flowserve Corp. 4.000% 11/15/23 4,325 4,550
8 Fortive Corp. 1.800% 6/15/19 1,500 1,505
8 Fortive Corp. 2.350% 6/15/21 12,055 12,176
8 Fortive Corp. 3.150% 6/15/26 5,865 6,039
8 Fortive Corp. 4.300% 6/15/46 6,325 6,780
Fortune Brands Home & Security Inc. 3.000% 6/15/20 4,430 4,564
Fortune Brands Home & Security Inc. 4.000% 6/15/25 4,900 5,269

 

 

General Dynamics Corp. 1.000% 11/15/17 14,300 14,278
General Dynamics Corp. 3.875% 7/15/21 5,869 6,437
General Dynamics Corp. 2.250% 11/15/22 8,965 9,174
General Dynamics Corp. 1.875% 8/15/23 6,950 6,882
General Dynamics Corp. 2.125% 8/15/26 4,500 4,420
General Dynamics Corp. 3.600% 11/15/42 2,408 2,569
General Electric Capital Corp. 5.625% 9/15/17 60 63
General Electric Capital Corp. 6.000% 8/7/19 13,750 15,533
General Electric Capital Corp. 2.100% 12/11/19 1,341 1,371
General Electric Capital Corp. 5.500% 1/8/20 18,899 21,407
General Electric Capital Corp. 2.200% 1/9/20 14,507 14,878
General Electric Capital Corp. 5.550% 5/4/20 15,926 18,151
General Electric Capital Corp. 4.375% 9/16/20 14,858 16,438
General Electric Capital Corp. 4.625% 1/7/21 11,471 12,916
General Electric Capital Corp. 5.300% 2/11/21 10,322 11,843
General Electric Capital Corp. 4.650% 10/17/21 17,120 19,507
General Electric Capital Corp. 3.150% 9/7/22 4,743 5,061
General Electric Capital Corp. 3.100% 1/9/23 12,856 13,655
General Electric Capital Corp. 3.450% 5/15/24 4,545 4,942
General Electric Capital Corp. 6.750% 3/15/32 30,697 43,092
General Electric Capital Corp. 7.500% 8/21/35 100 148
General Electric Capital Corp. 6.150% 8/7/37 8,417 11,645
General Electric Capital Corp. 5.875% 1/14/38 31,588 42,410
General Electric Capital Corp. 6.875% 1/10/39 18,599 28,008
General Electric Co. 5.250% 12/6/17 61,924 64,887
General Electric Co. 2.700% 10/9/22 34,840 36,226
General Electric Co. 3.375% 3/11/24 6,260 6,821
General Electric Co. 4.125% 10/9/42 24,824 27,150
General Electric Co. 4.500% 3/11/44 25,932 29,835
Harris Corp. 1.999% 4/27/18 5,898 5,930
Harris Corp. 2.700% 4/27/20 2,540 2,589
Harris Corp. 4.400% 12/15/20 3,795 4,121
Harris Corp. 3.832% 4/27/25 9,780 10,354
Harris Corp. 4.854% 4/27/35 8,375 9,225
Harris Corp. 6.150% 12/15/40 7,628 9,671
Harris Corp. 5.054% 4/27/45 5,106 5,828
Hexcel Corp. 4.700% 8/15/25 1,400 1,524
Honeywell International Inc. 5.300% 3/1/18 7,900 8,364
Honeywell International Inc. 5.000% 2/15/19 5,836 6,352
Honeywell International Inc. 4.250% 3/1/21 15,025 16,763
Honeywell International Inc. 3.350% 12/1/23 9,160 9,944
Honeywell International Inc. 5.700% 3/15/36 1,435 1,907
Honeywell International Inc. 5.700% 3/15/37 6,851 9,172
Honeywell International Inc. 5.375% 3/1/41 9,890 13,173
Hubbell Inc. 3.350% 3/1/26 4,750 4,998
Illinois Tool Works Inc. 1.950% 3/1/19 1,000 1,019
Illinois Tool Works Inc. 6.250% 4/1/19 12,700 14,201
Illinois Tool Works Inc. 3.375% 9/15/21 1,450 1,563
Illinois Tool Works Inc. 3.500% 3/1/24 2,000 2,191
Illinois Tool Works Inc. 4.875% 9/15/41 45 55
Illinois Tool Works Inc. 3.900% 9/1/42 18,206 20,135
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 12,440 13,665
Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 6,850 7,065
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 11,425 12,681
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 3,600 4,477
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 4,000 4,075
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 2,200 2,316

 

 

Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 3,500 3,808
John Deere Capital Corp. 1.200% 10/10/17 3,200 3,202
John Deere Capital Corp. 1.550% 12/15/17 7,021 7,063
John Deere Capital Corp. 1.350% 1/16/18 2,800 2,807
John Deere Capital Corp. 1.300% 3/12/18 13,769 13,789
John Deere Capital Corp. 1.600% 7/13/18 1,500 1,509
John Deere Capital Corp. 1.750% 8/10/18 4,500 4,540
John Deere Capital Corp. 5.750% 9/10/18 3,890 4,226
John Deere Capital Corp. 1.950% 12/13/18 10,375 10,543
John Deere Capital Corp. 1.950% 1/8/19 4,100 4,165
John Deere Capital Corp. 1.950% 3/4/19 10,200 10,357
John Deere Capital Corp. 2.250% 4/17/19 5,300 5,428
John Deere Capital Corp. 1.250% 10/9/19 15,000 14,903
John Deere Capital Corp. 1.700% 1/15/20 5,535 5,550
John Deere Capital Corp. 2.050% 3/10/20 4,500 4,567
John Deere Capital Corp. 2.375% 7/14/20 1,000 1,027
John Deere Capital Corp. 2.450% 9/11/20 3,500 3,600
John Deere Capital Corp. 2.800% 3/4/21 7,100 7,408
John Deere Capital Corp. 3.900% 7/12/21 5,850 6,419
John Deere Capital Corp. 3.150% 10/15/21 7,849 8,339
John Deere Capital Corp. 2.750% 3/15/22 1,645 1,711
John Deere Capital Corp. 2.800% 1/27/23 6,060 6,310
John Deere Capital Corp. 2.800% 3/6/23 9,900 10,285
John Deere Capital Corp. 3.350% 6/12/24 16,425 17,636
John Deere Capital Corp. 3.400% 9/11/25 3,525 3,831
John Deere Capital Corp. 2.650% 6/10/26 2,000 2,052
Kennametal Inc. 2.650% 11/1/19 3,650 3,678
Kennametal Inc. 3.875% 2/15/22 2,650 2,701
L-3 Communications Corp. 5.200% 10/15/19 12,950 14,177
L-3 Communications Corp. 4.750% 7/15/20 11,850 12,928
L-3 Communications Corp. 4.950% 2/15/21 11,525 12,722
L-3 Communications Corp. 3.950% 5/28/24 466 497
Lafarge SA 7.125% 7/15/36 5,200 6,617
Leggett & Platt Inc. 3.800% 11/15/24 4,600 4,813
Legrand France SA 8.500% 2/15/25 2,575 3,522
Lockheed Martin Corp. 1.850% 11/23/18 8,669 8,789
Lockheed Martin Corp. 4.250% 11/15/19 9,281 10,086
Lockheed Martin Corp. 2.500% 11/23/20 10,410 10,747
Lockheed Martin Corp. 3.350% 9/15/21 15,103 16,180
Lockheed Martin Corp. 3.100% 1/15/23 8,210 8,662
Lockheed Martin Corp. 2.900% 3/1/25 2,652 2,736
Lockheed Martin Corp. 3.550% 1/15/26 24,900 26,928
Lockheed Martin Corp. 3.600% 3/1/35 7,435 7,628
Lockheed Martin Corp. 4.500% 5/15/36 4,695 5,387
Lockheed Martin Corp. 6.150% 9/1/36 18,810 25,360
Lockheed Martin Corp. 5.500% 11/15/39 5,302 6,662
Lockheed Martin Corp. 5.720% 6/1/40 5,310 6,882
Lockheed Martin Corp. 4.850% 9/15/41 4,872 5,771
Lockheed Martin Corp. 4.070% 12/15/42 2,550 2,743
Lockheed Martin Corp. 3.800% 3/1/45 3,332 3,432
Lockheed Martin Corp. 4.700% 5/15/46 19,078 22,727
Martin Marietta Materials Inc. 6.600% 4/15/18 4,455 4,706
Mohawk Industries Inc. 3.850% 2/1/23 12,690 13,308
Northrop Grumman Corp. 5.050% 8/1/19 2,810 3,073
Northrop Grumman Corp. 3.500% 3/15/21 14,828 15,864
Northrop Grumman Corp. 3.250% 8/1/23 5,342 5,710
Northrop Grumman Corp. 5.050% 11/15/40 6,925 8,334

 

 

Northrop Grumman Corp. 4.750% 6/1/43 7,729 9,156
Northrop Grumman Corp. 3.850% 4/15/45 1,454 1,503
Northrop Grumman Systems Corp. 7.875% 3/1/26 2,475 3,431
Northrop Grumman Systems Corp. 7.750% 2/15/31 381 572
Owens Corning 4.200% 12/15/22 9,329 10,015
Owens Corning 4.200% 12/1/24 3,190 3,389
Owens Corning 3.400% 8/15/26 3,400 3,415
Owens Corning 7.000% 12/1/36 1,720 2,177
Parker-Hannifin Corp. 5.500% 5/15/18 965 1,032
Parker-Hannifin Corp. 3.500% 9/15/22 3,350 3,645
Parker-Hannifin Corp. 3.300% 11/21/24 7,600 8,156
Parker-Hannifin Corp. 4.200% 11/21/34 5,503 6,207
Parker-Hannifin Corp. 6.250% 5/15/38 4,203 6,002
Parker-Hannifin Corp. 4.450% 11/21/44 4,650 5,530
Pentair Finance SA 2.650% 12/1/19 2,204 2,248
Pentair Finance SA 3.625% 9/15/20 2,000 2,036
Pentair Finance SA 5.000% 5/15/21 1,210 1,322
Pentair Finance SA 3.150% 9/15/22 880 871
Pentair Finance SA 4.650% 9/15/25 125 132
Precision Castparts Corp. 1.250% 1/15/18 12,358 12,369
Precision Castparts Corp. 2.250% 6/15/20 4,800 4,916
Precision Castparts Corp. 2.500% 1/15/23 17,827 18,384
Precision Castparts Corp. 3.250% 6/15/25 9,005 9,662
Precision Castparts Corp. 4.200% 6/15/35 1,500 1,701
Precision Castparts Corp. 3.900% 1/15/43 4,125 4,535
Precision Castparts Corp. 4.375% 6/15/45 2,012 2,382
Raytheon Co. 6.400% 12/15/18 240 267
Raytheon Co. 4.400% 2/15/20 2,820 3,097
Raytheon Co. 3.125% 10/15/20 4,235 4,492
Raytheon Co. 2.500% 12/15/22 12,670 13,146
Raytheon Co. 3.150% 12/15/24 4,625 4,961
Raytheon Co. 7.200% 8/15/27 4,310 6,066
Raytheon Co. 4.875% 10/15/40 1,915 2,344
Raytheon Co. 4.700% 12/15/41 8,175 9,918
Raytheon Co. 4.200% 12/15/44 2,400 2,766
Republic Services Inc. 3.800% 5/15/18 6,400 6,649
Republic Services Inc. 5.500% 9/15/19 15,040 16,624
Republic Services Inc. 5.000% 3/1/20 5,810 6,398
Republic Services Inc. 5.250% 11/15/21 11,494 13,261
Republic Services Inc. 3.550% 6/1/22 4,700 5,042
Republic Services Inc. 4.750% 5/15/23 2,650 3,010
Republic Services Inc. 3.200% 3/15/25 7,100 7,433
Republic Services Inc. 2.900% 7/1/26 375 381
Republic Services Inc. 6.200% 3/1/40 6,273 8,523
Republic Services Inc. 5.700% 5/15/41 11,298 14,456
Rockwell Automation Inc. 5.650% 12/1/17 1,650 1,738
Rockwell Automation Inc. 2.050% 3/1/20 5,900 5,981
Rockwell Automation Inc. 6.700% 1/15/28 4,026 5,443
Rockwell Automation Inc. 6.250% 12/1/37 4,385 5,977
Rockwell Collins Inc. 5.250% 7/15/19 265 293
Rockwell Collins Inc. 3.100% 11/15/21 2,350 2,438
Rockwell Collins Inc. 4.800% 12/15/43 3,400 4,071
Roper Technologies Inc. 1.850% 11/15/17 5,550 5,581
Roper Technologies Inc. 2.050% 10/1/18 16,700 16,877
Roper Technologies Inc. 6.250% 9/1/19 2,760 3,095
Roper Technologies Inc. 3.000% 12/15/20 1,400 1,455
Roper Technologies Inc. 3.125% 11/15/22 3,968 4,095

 

 

Roper Technologies Inc. 3.850% 12/15/25 1,200 1,279
Snap-on Inc. 6.125% 9/1/21 3,700 4,430
Sonoco Products Co. 4.375% 11/1/21 745 798
Sonoco Products Co. 5.750% 11/1/40 6,600 7,795
Spirit AeroSystems Inc. 5.250% 3/15/22 600 631
Spirit AeroSystems Inc. 3.850% 6/15/26 5,485 5,718
Stanley Black & Decker Inc. 2.451% 11/17/18 2,150 2,196
Stanley Black & Decker Inc. 3.400% 12/1/21 4,340 4,664
Stanley Black & Decker Inc. 2.900% 11/1/22 1,881 1,979
Stanley Black & Decker Inc. 5.200% 9/1/40 3,428 4,153
Textron Inc. 5.600% 12/1/17 1,895 1,980
Textron Inc. 7.250% 10/1/19 4,140 4,752
Textron Inc. 4.300% 3/1/24 3,725 3,996
Textron Inc. 3.875% 3/1/25 6,335 6,673
Textron Inc. 4.000% 3/15/26 3,000 3,145
Timken CO 3.875% 9/1/24 1,000 1,002
Tyco International Finance SA 3.900% 2/14/26 11,677 12,690
Tyco International Finance SA 5.125% 9/14/45 1,847 2,191
United Technologies Corp. 5.375% 12/15/17 10,376 10,893
United Technologies Corp. 6.125% 2/1/19 2,420 2,680
United Technologies Corp. 4.500% 4/15/20 29,953 33,111
United Technologies Corp. 3.100% 6/1/22 13,956 14,994
United Technologies Corp. 6.700% 8/1/28 2,397 3,258
United Technologies Corp. 7.500% 9/15/29 4,821 7,168
United Technologies Corp. 5.400% 5/1/35 7,075 8,801
United Technologies Corp. 6.050% 6/1/36 8,612 11,538
United Technologies Corp. 6.125% 7/15/38 6,796 9,271
United Technologies Corp. 5.700% 4/15/40 10,545 13,940
United Technologies Corp. 4.500% 6/1/42 41,583 48,282
United Technologies Corp. 4.150% 5/15/45 4,000 4,437
Valmont Industries Inc. 6.625% 4/20/20 140 159
Valmont Industries Inc. 5.000% 10/1/44 1,900 1,845
Valmont Industries Inc. 5.250% 10/1/54 4,550 4,254
Vulcan Materials Co. 7.500% 6/15/21 5,540 6,725
Vulcan Materials Co. 4.500% 4/1/25 3,200 3,475
Waste Management Inc. 6.100% 3/15/18 450 481
Waste Management Inc. 4.750% 6/30/20 9,824 10,921
Waste Management Inc. 4.600% 3/1/21 9,470 10,527
Waste Management Inc. 2.400% 5/15/23 10,750 10,883
Waste Management Inc. 3.500% 5/15/24 2,600 2,808
Waste Management Inc. 3.125% 3/1/25 7,545 7,943
Waste Management Inc. 3.900% 3/1/35 2,202 2,355
Waste Management Inc. 6.125% 11/30/39 550 757
Waste Management Inc. 4.100% 3/1/45 5,759 6,357
WW Grainger Inc. 4.600% 6/15/45 15,600 18,317
WW Grainger Inc. 3.750% 5/15/46 5,125 5,303
Xylem Inc. 4.875% 10/1/21 150 164
 
Communication (2.7%)        
21st Century Fox America Inc. 8.000% 10/17/16 3,830 3,839
21st Century Fox America Inc. 7.250% 5/18/18 365 399
21st Century Fox America Inc. 6.900% 3/1/19 3,045 3,420
21st Century Fox America Inc. 5.650% 8/15/20 4,701 5,363
21st Century Fox America Inc. 4.500% 2/15/21 7,900 8,751
21st Century Fox America Inc. 3.000% 9/15/22 3,560 3,709
21st Century Fox America Inc. 3.700% 9/15/24 1,275 1,373
21st Century Fox America Inc. 3.700% 10/15/25 4,850 5,257

 

 

21st Century Fox America Inc. 7.700% 10/30/25 1,225 1,682
21st Century Fox America Inc. 6.550% 3/15/33 13,365 17,106
21st Century Fox America Inc. 6.200% 12/15/34 15,141 19,169
21st Century Fox America Inc. 6.400% 12/15/35 24,265 31,216
21st Century Fox America Inc. 8.150% 10/17/36 2,075 3,026
21st Century Fox America Inc. 6.150% 3/1/37 10,123 12,747
21st Century Fox America Inc. 6.650% 11/15/37 760 1,009
21st Century Fox America Inc. 6.900% 8/15/39 7,648 10,280
21st Century Fox America Inc. 6.150% 2/15/41 4,148 5,263
21st Century Fox America Inc. 5.400% 10/1/43 10,250 12,226
21st Century Fox America Inc. 4.750% 9/15/44 8,050 8,874
21st Century Fox America Inc. 4.950% 10/15/45 727 826
21st Century Fox America Inc. 7.750% 12/1/45 5,160 7,700
8 Activision Blizzard Inc. 2.300% 9/15/21 5,800 5,807
8 Activision Blizzard Inc. 3.400% 9/15/26 10,750 10,812
America Movil SAB de CV 5.625% 11/15/17 6,475 6,786
America Movil SAB de CV 5.000% 10/16/19 2,375 2,593
America Movil SAB de CV 5.000% 3/30/20 11,891 13,111
America Movil SAB de CV 3.125% 7/16/22 36,000 37,045
America Movil SAB de CV 6.375% 3/1/35 21,517 26,108
America Movil SAB de CV 6.125% 11/15/37 4,568 5,503
America Movil SAB de CV 6.125% 3/30/40 14,600 17,591
America Movil SAB de CV 4.375% 7/16/42 10,175 10,061
American Tower Corp. 4.500% 1/15/18 20,740 21,508
American Tower Corp. 3.400% 2/15/19 6,325 6,571
American Tower Corp. 2.800% 6/1/20 6,675 6,844
American Tower Corp. 5.050% 9/1/20 5,025 5,555
American Tower Corp. 3.300% 2/15/21 4,052 4,244
American Tower Corp. 3.450% 9/15/21 18,125 19,064
American Tower Corp. 5.900% 11/1/21 7,025 8,194
American Tower Corp. 2.250% 1/15/22 6,275 6,261
American Tower Corp. 3.500% 1/31/23 18,825 19,639
American Tower Corp. 5.000% 2/15/24 11,150 12,662
American Tower Corp. 4.000% 6/1/25 5,465 5,849
American Tower Corp. 4.400% 2/15/26 2,500 2,739
American Tower Corp. 3.375% 10/15/26 4,000 4,064
American Tower Corp. 3.125% 1/15/27 8,000 7,970
Ameritech Capital Funding Corp. 6.550% 1/15/28 445 530
AT&T Corp. 8.250% 11/15/31 16,803 24,725
AT&T Inc. 1.400% 12/1/17 2,150 2,153
AT&T Inc. 5.500% 2/1/18 6,171 6,500
AT&T Inc. 5.600% 5/15/18 8,995 9,590
AT&T Inc. 2.375% 11/27/18 18,990 19,356
AT&T Inc. 5.800% 2/15/19 28,560 31,314
AT&T Inc. 2.300% 3/11/19 6,242 6,353
AT&T Inc. 5.875% 10/1/19 25,645 28,641
AT&T Inc. 5.200% 3/15/20 16,889 18,712
AT&T Inc. 2.450% 6/30/20 41,385 42,255
AT&T Inc. 4.600% 2/15/21 13,727 15,057
AT&T Inc. 2.800% 2/17/21 24,500 25,186
AT&T Inc. 5.000% 3/1/21 11,328 12,670
AT&T Inc. 4.450% 5/15/21 3,000 3,299
AT&T Inc. 3.875% 8/15/21 23,823 25,727
AT&T Inc. 3.000% 2/15/22 12,461 12,857
AT&T Inc. 3.800% 3/15/22 21,601 23,073
AT&T Inc. 3.000% 6/30/22 26,900 27,665
AT&T Inc. 2.625% 12/1/22 17,204 17,400

 

 

AT&T Inc. 3.600% 2/17/23 26,950 28,395
AT&T Inc. 4.450% 4/1/24 4,675 5,150
AT&T Inc. 3.950% 1/15/25 32,910 34,943
AT&T Inc. 3.400% 5/15/25 9,150 9,392
AT&T Inc. 4.125% 2/17/26 7,800 8,434
AT&T Inc. 6.450% 6/15/34 7,510 9,284
AT&T Inc. 4.500% 5/15/35 17,850 18,822
AT&T Inc. 6.500% 9/1/37 12,028 15,096
AT&T Inc. 6.300% 1/15/38 9,050 11,252
AT&T Inc. 6.550% 2/15/39 22,474 28,854
AT&T Inc. 6.350% 3/15/40 11,125 13,976
AT&T Inc. 6.000% 8/15/40 10,547 12,656
AT&T Inc. 5.350% 9/1/40 43,468 48,508
AT&T Inc. 6.375% 3/1/41 8,137 10,215
AT&T Inc. 5.550% 8/15/41 5,060 5,817
AT&T Inc. 5.150% 3/15/42 28,534 31,285
AT&T Inc. 4.300% 12/15/42 18,950 18,863
AT&T Inc. 4.800% 6/15/44 28,690 30,188
AT&T Inc. 4.350% 6/15/45 11,986 11,794
AT&T Inc. 4.750% 5/15/46 16,344 17,093
AT&T Inc. 5.650% 2/15/47 5,000 5,901
8 AT&T Inc. 4.500% 3/9/48 28,514 28,709
8 AT&T Inc. 4.550% 3/9/49 12,195 12,321
AT&T Mobility LLC 7.125% 12/15/31 7,840 10,644
Bellsouth Capital Funding Corp. 7.875% 2/15/30 6,440 8,771
BellSouth LLC 6.875% 10/15/31 6,590 8,222
BellSouth LLC 6.550% 6/15/34 2,380 2,835
BellSouth LLC 6.000% 11/15/34 1,912 2,170
BellSouth Telecommunications LLC 6.375% 6/1/28 6,748 8,160
British Telecommunications plc 5.950% 1/15/18 18,400 19,478
British Telecommunications plc 2.350% 2/14/19 2,700 2,750
British Telecommunications plc 9.375% 12/15/30 8,300 13,430
CBS Corp. 4.625% 5/15/18 4,874 5,111
CBS Corp. 2.300% 8/15/19 6,360 6,452
CBS Corp. 5.750% 4/15/20 12,060 13,582
CBS Corp. 4.300% 2/15/21 7,575 8,235
CBS Corp. 3.375% 3/1/22 6,437 6,765
CBS Corp. 3.700% 8/15/24 3,775 3,949
CBS Corp. 3.500% 1/15/25 2,000 2,058
CBS Corp. 4.000% 1/15/26 5,459 5,781
CBS Corp. 2.900% 1/15/27 2,670 2,598
CBS Corp. 7.875% 7/30/30 2,339 3,322
CBS Corp. 5.500% 5/15/33 668 747
CBS Corp. 5.900% 10/15/40 1,400 1,668
CBS Corp. 4.850% 7/1/42 3,443 3,604
CBS Corp. 4.900% 8/15/44 7,974 8,465
CBS Corp. 4.600% 1/15/45 7,650 7,872
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 11,001 11,788
8 Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 3.579% 7/23/20 22,975 23,974
8 Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 4.464% 7/23/22 18,525 19,984

 

 

8 Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 4.908% 7/23/25 43,990 48,511
8 Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 6.384% 10/23/35 17,540 20,621
8 Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 6.484% 10/23/45 37,580 45,356
8 Charter Communications Operating LLC /        
Charter Communications Operating        
Capital 6.834% 10/23/55 4,600 5,505
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 7,156 10,062
Comcast Corp. 6.300% 11/15/17 39,128 41,315
Comcast Corp. 5.875% 2/15/18 21,618 22,960
Comcast Corp. 5.700% 5/15/18 9,112 9,758
Comcast Corp. 5.700% 7/1/19 7,575 8,449
Comcast Corp. 5.150% 3/1/20 9,043 10,140
Comcast Corp. 3.125% 7/15/22 3,654 3,889
Comcast Corp. 2.850% 1/15/23 250 262
Comcast Corp. 2.750% 3/1/23 9,925 10,293
Comcast Corp. 3.600% 3/1/24 1,125 1,229
Comcast Corp. 3.375% 2/15/25 6,132 6,564
Comcast Corp. 3.375% 8/15/25 12,150 13,062
Comcast Corp. 3.150% 3/1/26 9,929 10,494
Comcast Corp. 4.250% 1/15/33 15,572 17,300
Comcast Corp. 7.050% 3/15/33 3,152 4,469
Comcast Corp. 4.200% 8/15/34 9,850 10,872
Comcast Corp. 5.650% 6/15/35 3,671 4,718
Comcast Corp. 4.400% 8/15/35 7,500 8,471
Comcast Corp. 6.500% 11/15/35 17,480 24,234
Comcast Corp. 3.200% 7/15/36 8,425 8,244
Comcast Corp. 6.450% 3/15/37 9,606 13,254
Comcast Corp. 6.950% 8/15/37 12,076 17,613
Comcast Corp. 6.400% 5/15/38 15,421 21,467
Comcast Corp. 6.550% 7/1/39 2,436 3,441
Comcast Corp. 6.400% 3/1/40 1,800 2,522
Comcast Corp. 4.650% 7/15/42 21,722 25,134
Comcast Corp. 4.500% 1/15/43 8,150 9,211
Comcast Corp. 4.750% 3/1/44 6,925 8,145
Comcast Corp. 4.600% 8/15/45 17,775 20,566
Comcast Corp. 3.400% 7/15/46 22,000 21,360
Crown Castle International Corp. 3.400% 2/15/21 14,250 14,909
Crown Castle International Corp. 2.250% 9/1/21 6,875 6,858
Crown Castle International Corp. 4.875% 4/15/22 6,800 7,582
Crown Castle International Corp. 5.250% 1/15/23 14,150 16,007
Crown Castle International Corp. 4.450% 2/15/26 15,100 16,629
Crown Castle International Corp. 3.700% 6/15/26 11,925 12,461
Deutsche Telekom International Finance BV 6.750% 8/20/18 4,965 5,443
Deutsche Telekom International Finance BV 6.000% 7/8/19 11,075 12,388
Deutsche Telekom International Finance BV 8.750% 6/15/30 39,480 61,542
Deutsche Telekom International Finance BV 9.250% 6/1/32 600 971
Discovery Communications LLC 5.050% 6/1/20 9,925 10,867
Discovery Communications LLC 4.375% 6/15/21 4,925 5,351
Discovery Communications LLC 3.300% 5/15/22 6,850 7,007
Discovery Communications LLC 3.250% 4/1/23 2,500 2,530

 

 

Discovery Communications LLC 3.450% 3/15/25 3,950 3,905
Discovery Communications LLC 4.900% 3/11/26 10,500 11,410
Discovery Communications LLC 6.350% 6/1/40 295 320
Discovery Communications LLC 4.950% 5/15/42 12,075 11,487
Discovery Communications LLC 4.875% 4/1/43 973 927
Electronic Arts Inc. 3.700% 3/1/21 5,200 5,527
Electronic Arts Inc. 4.800% 3/1/26 3,850 4,242
Grupo Televisa SAB 6.625% 3/18/25 3,439 4,172
Grupo Televisa SAB 4.625% 1/30/26 2,550 2,722
Grupo Televisa SAB 8.500% 3/11/32 535 682
Grupo Televisa SAB 6.625% 1/15/40 7,918 9,058
Grupo Televisa SAB 5.000% 5/13/45 7,686 7,339
Grupo Televisa SAB 6.125% 1/31/46 13,367 14,851
GTE Corp. 6.940% 4/15/28 13,105 17,252
Historic TW Inc. 9.150% 2/1/23 8,925 12,078
Historic TW Inc. 6.625% 5/15/29 7,355 9,649
Interpublic Group of Cos. Inc. 3.750% 2/15/23 6,300 6,602
Interpublic Group of Cos. Inc. 4.200% 4/15/24 16,600 17,878
Koninklijke KPN NV 8.375% 10/1/30 6,321 8,912
Moody's Corp. 2.750% 7/15/19 3,404 3,501
Moody's Corp. 5.500% 9/1/20 1,000 1,125
Moody's Corp. 4.500% 9/1/22 15,750 17,593
Moody's Corp. 4.875% 2/15/24 6,335 7,209
Moody's Corp. 5.250% 7/15/44 8,175 10,086
NBCUniversal Media LLC 5.150% 4/30/20 16,030 17,976
NBCUniversal Media LLC 4.375% 4/1/21 21,345 23,749
NBCUniversal Media LLC 2.875% 1/15/23 22,820 23,762
NBCUniversal Media LLC 6.400% 4/30/40 23,725 33,370
NBCUniversal Media LLC 5.950% 4/1/41 7,883 10,586
NBCUniversal Media LLC 4.450% 1/15/43 14,555 16,408
New Cingular Wireless Services Inc. 8.750% 3/1/31 695 1,073
Omnicom Group Inc. 6.250% 7/15/19 770 865
Omnicom Group Inc. 4.450% 8/15/20 21,640 23,655
Omnicom Group Inc. 3.625% 5/1/22 24,678 26,426
Omnicom Group Inc. 3.650% 11/1/24 10,653 11,305
Omnicom Group Inc. 3.600% 4/15/26 6,000 6,343
Orange SA 2.750% 2/6/19 1,900 1,951
Orange SA 5.375% 7/8/19 9,559 10,546
Orange SA 4.125% 9/14/21 24,300 26,922
Orange SA 9.000% 3/1/31 22,269 35,529
Orange SA 5.375% 1/13/42 19,795 23,783
Orange SA 5.500% 2/6/44 8,511 10,690
Pacific Bell Telephone Co. 7.125% 3/15/26 625 812
Qwest Corp. 6.750% 12/1/21 13,624 15,202
Qwest Corp. 7.250% 9/15/25 1,360 1,488
Qwest Corp. 6.875% 9/15/33 25,620 25,588
Qwest Corp. 7.125% 11/15/43 13,910 14,084
RELX Capital Inc. 3.125% 10/15/22 18,518 18,921
Rogers Communications Inc. 6.800% 8/15/18 29,611 32,448
Rogers Communications Inc. 3.000% 3/15/23 6,425 6,702
Rogers Communications Inc. 3.625% 12/15/25 40 44
Rogers Communications Inc. 7.500% 8/15/38 1,248 1,722
Rogers Communications Inc. 4.500% 3/15/43 3,648 3,945
Rogers Communications Inc. 5.000% 3/15/44 10,309 12,096
S&P Global Inc. 5.900% 11/15/17 3,505 3,663
S&P Global Inc. 2.500% 8/15/18 4,175 4,247
S&P Global Inc. 3.300% 8/14/20 6,125 6,420

 

 

S&P Global Inc. 4.000% 6/15/25 5,375 5,862
S&P Global Inc. 4.400% 2/15/26 10,900 12,243
8 S&P Global Inc. 2.950% 1/22/27 6,000 6,038
S&P Global Inc. 6.550% 11/15/37 6,950 8,736
Scripps Networks Interactive Inc. 2.750% 11/15/19 5,850 6,003
Scripps Networks Interactive Inc. 2.800% 6/15/20 5,375 5,509
Scripps Networks Interactive Inc. 3.500% 6/15/22 9,100 9,499
Scripps Networks Interactive Inc. 3.900% 11/15/24 2,875 3,022
TCI Communications Inc. 7.875% 2/15/26 4,968 7,053
TCI Communications Inc. 7.125% 2/15/28 2,022 2,852
Telefonica Emisiones SAU 3.192% 4/27/18 18,650 19,075
Telefonica Emisiones SAU 5.877% 7/15/19 9,233 10,182
Telefonica Emisiones SAU 5.134% 4/27/20 8,605 9,496
Telefonica Emisiones SAU 5.462% 2/16/21 11,839 13,479
Telefonica Emisiones SAU 4.570% 4/27/23 15,075 16,733
Telefonica Emisiones SAU 7.045% 6/20/36 24,401 32,044
Telefonica Europe BV 8.250% 9/15/30 9,577 13,936
TELUS Corp. 2.800% 2/16/27 15,850 15,853
Thomson Reuters Corp. 4.700% 10/15/19 1,850 1,996
Thomson Reuters Corp. 4.300% 11/23/23 9,308 10,150
Thomson Reuters Corp. 3.850% 9/29/24 7,050 7,463
Thomson Reuters Corp. 3.350% 5/15/26 5,100 5,232
Thomson Reuters Corp. 5.500% 8/15/35 8,375 9,642
Thomson Reuters Corp. 5.850% 4/15/40 6,350 7,639
Thomson Reuters Corp. 4.500% 5/23/43 1,925 1,974
Thomson Reuters Corp. 5.650% 11/23/43 15,200 18,113
Time Warner Cable Inc. 6.750% 7/1/18 30,894 33,562
Time Warner Cable Inc. 8.750% 2/14/19 11,202 12,921
Time Warner Cable Inc. 8.250% 4/1/19 12,826 14,766
Time Warner Cable Inc. 5.000% 2/1/20 17,735 19,231
Time Warner Cable Inc. 4.125% 2/15/21 2,100 2,229
Time Warner Cable Inc. 4.000% 9/1/21 12,775 13,548
Time Warner Cable Inc. 6.550% 5/1/37 12,368 14,655
Time Warner Cable Inc. 7.300% 7/1/38 13,080 16,855
Time Warner Cable Inc. 6.750% 6/15/39 13,825 16,830
Time Warner Cable Inc. 5.875% 11/15/40 22,008 24,394
Time Warner Cable Inc. 5.500% 9/1/41 9,250 9,892
Time Warner Cable Inc. 4.500% 9/15/42 12,800 12,199
Time Warner Cos. Inc. 7.570% 2/1/24 1,680 2,175
Time Warner Cos. Inc. 6.950% 1/15/28 7,912 10,482
Time Warner Entertainment Co. LP 8.375% 7/15/33 6,985 9,524
Time Warner Inc. 2.100% 6/1/19 12,155 12,334
Time Warner Inc. 4.875% 3/15/20 6,505 7,180
Time Warner Inc. 4.700% 1/15/21 7,920 8,815
Time Warner Inc. 4.750% 3/29/21 14,990 16,787
Time Warner Inc. 4.000% 1/15/22 3,200 3,495
Time Warner Inc. 3.400% 6/15/22 50 53
Time Warner Inc. 4.050% 12/15/23 550 605
Time Warner Inc. 3.550% 6/1/24 7,375 7,838
Time Warner Inc. 3.600% 7/15/25 20,250 21,538
Time Warner Inc. 3.875% 1/15/26 19,450 21,068
Time Warner Inc. 7.625% 4/15/31 14,810 20,970
Time Warner Inc. 7.700% 5/1/32 12,659 17,958
Time Warner Inc. 6.500% 11/15/36 6,250 8,079
Time Warner Inc. 6.200% 3/15/40 4,895 6,286
Time Warner Inc. 6.100% 7/15/40 10,951 13,774
Time Warner Inc. 6.250% 3/29/41 11,090 14,346

 

 

Time Warner Inc. 5.375% 10/15/41 2,475 2,927
Time Warner Inc. 4.900% 6/15/42 500 559
Time Warner Inc. 5.350% 12/15/43 7,835 9,331
Time Warner Inc. 4.650% 6/1/44 8,695 9,437
Time Warner Inc. 4.850% 7/15/45 3,177 3,560
Verizon Communications Inc. 1.100% 11/1/17 2,800 2,796
Verizon Communications Inc. 5.500% 2/15/18 22,890 24,173
Verizon Communications Inc. 6.100% 4/15/18 5,614 6,009
Verizon Communications Inc. 3.650% 9/14/18 53,632 55,979
Verizon Communications Inc. 1.375% 8/15/19 9,450 9,406
Verizon Communications Inc. 2.625% 2/21/20 19,892 20,484
Verizon Communications Inc. 4.500% 9/15/20 29,790 32,690
Verizon Communications Inc. 3.450% 3/15/21 12,445 13,261
Verizon Communications Inc. 4.600% 4/1/21 13,400 14,935
Verizon Communications Inc. 3.000% 11/1/21 10,435 10,918
Verizon Communications Inc. 3.500% 11/1/21 22,590 24,279
Verizon Communications Inc. 2.450% 11/1/22 24,050 24,397
Verizon Communications Inc. 5.150% 9/15/23 72,965 84,979
Verizon Communications Inc. 4.150% 3/15/24 18,460 20,296
Verizon Communications Inc. 3.500% 11/1/24 12,424 13,245
Verizon Communications Inc. 2.625% 8/15/26 22,700 22,363
Verizon Communications Inc. 7.750% 12/1/30 14,176 20,501
Verizon Communications Inc. 6.400% 9/15/33 4,353 5,649
Verizon Communications Inc. 5.050% 3/15/34 12,825 14,437
Verizon Communications Inc. 4.400% 11/1/34 34,865 37,067
Verizon Communications Inc. 5.850% 9/15/35 10,498 13,046
Verizon Communications Inc. 4.272% 1/15/36 21,615 22,550
Verizon Communications Inc. 6.250% 4/1/37 6,991 8,870
Verizon Communications Inc. 6.400% 2/15/38 9,302 12,077
Verizon Communications Inc. 6.900% 4/15/38 14,495 19,457
Verizon Communications Inc. 7.350% 4/1/39 8,809 12,465
Verizon Communications Inc. 6.000% 4/1/41 24,690 31,099
Verizon Communications Inc. 4.750% 11/1/41 8,060 8,784
Verizon Communications Inc. 3.850% 11/1/42 6,095 5,844
Verizon Communications Inc. 6.550% 9/15/43 38,425 51,769
Verizon Communications Inc. 4.125% 8/15/46 19,665 19,717
Verizon Communications Inc. 4.862% 8/21/46 39,264 43,785
Verizon Communications Inc. 4.522% 9/15/48 39,798 42,191
Verizon Communications Inc. 5.012% 8/21/54 59,440 65,889
Verizon Communications Inc. 4.672% 3/15/55 50,660 53,138
Viacom Inc. 6.125% 10/5/17 6,415 6,697
Viacom Inc. 2.500% 9/1/18 440 444
Viacom Inc. 2.200% 4/1/19 12,100 12,123
Viacom Inc. 5.625% 9/15/19 20,325 22,220
Viacom Inc. 3.875% 12/15/21 3,450 3,663
Viacom Inc. 2.250% 2/4/22 7,000 6,967
Viacom Inc. 4.250% 9/1/23 38,201 40,527
Viacom Inc. 3.875% 4/1/24 10,740 11,076
Viacom Inc. 3.450% 10/4/26 6,000 6,001
Viacom Inc. 4.850% 12/15/34 5,100 5,190
Viacom Inc. 6.875% 4/30/36 9,239 10,886
Viacom Inc. 4.500% 2/27/42 3,410 3,134
Viacom Inc. 4.375% 3/15/43 12,978 11,939
Viacom Inc. 5.850% 9/1/43 6,365 7,192
Viacom Inc. 5.250% 4/1/44 2,650 2,781
Vodafone Group plc 1.500% 2/19/18 3,150 3,149
Vodafone Group plc 4.625% 7/15/18 410 432

 

 

Vodafone Group plc 5.450% 6/10/19 8,215 9,007
Vodafone Group plc 4.375% 3/16/21 3,025 3,319
Vodafone Group plc 2.500% 9/26/22 6,775 6,811
Vodafone Group plc 2.950% 2/19/23 9,885 10,129
Vodafone Group plc 7.875% 2/15/30 880 1,223
Vodafone Group plc 6.250% 11/30/32 7,425 9,128
Vodafone Group plc 6.150% 2/27/37 10,400 12,613
Vodafone Group plc 4.375% 2/19/43 29,509 29,581
Walt Disney Co. 1.100% 12/1/17 5,589 5,593
Walt Disney Co. 5.875% 12/15/17 5,375 5,689
Walt Disney Co. 1.650% 1/8/19 2,000 2,024
Walt Disney Co. 1.850% 5/30/19 8,905 9,053
Walt Disney Co. 0.875% 7/12/19 4,900 4,850
Walt Disney Co. 2.150% 9/17/20 4,000 4,113
Walt Disney Co. 2.300% 2/12/21 6,930 7,138
Walt Disney Co. 2.750% 8/16/21 11,318 11,938
Walt Disney Co. 2.550% 2/15/22 9,806 10,224
Walt Disney Co. 2.350% 12/1/22 6,211 6,415
Walt Disney Co. 3.150% 9/17/25 5,400 5,852
Walt Disney Co. 3.000% 2/13/26 14,250 15,088
Walt Disney Co. 1.850% 7/30/26 17,000 16,218
Walt Disney Co. 7.000% 3/1/32 2,843 4,093
Walt Disney Co. 4.375% 8/16/41 3,835 4,453
Walt Disney Co. 4.125% 12/1/41 13,425 15,064
Walt Disney Co. 3.700% 12/1/42 6,119 6,469
Walt Disney Co. 4.125% 6/1/44 13,025 14,787
WPP Finance 2010 4.750% 11/21/21 14,204 15,916
WPP Finance 2010 3.625% 9/7/22 11,006 11,761
WPP Finance 2010 3.750% 9/19/24 2,700 2,862
WPP Finance 2010 5.625% 11/15/43 2,250 2,693
 
Consumer Cyclical (2.1%)        
Advance Auto Parts Inc. 4.500% 1/15/22 2,525 2,722
Advance Auto Parts Inc. 4.500% 12/1/23 4,421 4,786
Alibaba Group Holding Ltd. 1.625% 11/28/17 13,945 13,945
Alibaba Group Holding Ltd. 2.500% 11/28/19 26,125 26,441
Alibaba Group Holding Ltd. 3.125% 11/28/21 12,590 13,078
Alibaba Group Holding Ltd. 3.600% 11/28/24 12,400 12,899
Alibaba Group Holding Ltd. 4.500% 11/28/34 7,650 8,434
Amazon.com Inc. 1.200% 11/29/17 5,265 5,271
Amazon.com Inc. 2.600% 12/5/19 16,829 17,431
Amazon.com Inc. 3.300% 12/5/21 10,899 11,683
Amazon.com Inc. 2.500% 11/29/22 7,538 7,766
Amazon.com Inc. 3.800% 12/5/24 4,680 5,204
Amazon.com Inc. 4.800% 12/5/34 17,797 20,942
Amazon.com Inc. 4.950% 12/5/44 15,075 18,477
American Honda Finance Corp. 1.550% 12/11/17 14,228 14,298
American Honda Finance Corp. 1.600% 7/13/18 5,700 5,734
American Honda Finance Corp. 2.125% 10/10/18 7,998 8,134
American Honda Finance Corp. 1.200% 7/12/19 8,200 8,151
American Honda Finance Corp. 2.250% 8/15/19 10,775 11,043
American Honda Finance Corp. 2.450% 9/24/20 20,267 20,837
American Honda Finance Corp. 1.650% 7/12/21 10,000 9,893
American Honda Finance Corp. 1.700% 9/9/21 16,000 15,854
American Honda Finance Corp. 2.300% 9/9/26 3,950 3,930
Automatic Data Processing Inc. 2.250% 9/15/20 9,826 10,144
Automatic Data Processing Inc. 3.375% 9/15/25 6,750 7,369

 

 

AutoNation Inc. 6.750% 4/15/18 2,600 2,774
AutoNation Inc. 5.500% 2/1/20 2,375 2,613
AutoNation Inc. 3.350% 1/15/21 2,905 2,991
AutoNation Inc. 4.500% 10/1/25 5,250 5,570
AutoZone Inc. 7.125% 8/1/18 7,950 8,722
AutoZone Inc. 2.500% 4/15/21 3,605 3,674
AutoZone Inc. 3.700% 4/15/22 10,136 10,850
AutoZone Inc. 2.875% 1/15/23 3,760 3,846
AutoZone Inc. 3.125% 7/15/23 375 389
AutoZone Inc. 3.250% 4/15/25 5,775 5,981
AutoZone Inc. 3.125% 4/21/26 3,910 4,007
Bed Bath & Beyond Inc. 3.749% 8/1/24 1,590 1,659
Bed Bath & Beyond Inc. 4.915% 8/1/34 2,350 2,385
Bed Bath & Beyond Inc. 5.165% 8/1/44 8,575 8,335
Best Buy Co. Inc. 5.500% 3/15/21 2,116 2,343
Block Financial LLC 4.125% 10/1/20 5,375 5,635
Block Financial LLC 5.500% 11/1/22 2,400 2,589
Block Financial LLC 5.250% 10/1/25 9,475 10,230
BorgWarner Inc. 4.625% 9/15/20 1,000 1,085
BorgWarner Inc. 3.375% 3/15/25 3,000 3,075
BorgWarner Inc. 4.375% 3/15/45 5,615 5,922
Brinker International Inc. 3.875% 5/15/23 4,041 3,830
Carnival Corp. 1.875% 12/15/17 1,950 1,957
Carnival Corp. 3.950% 10/15/20 4,050 4,379
Coach Inc. 4.250% 4/1/25 4,925 5,151
Costco Wholesale Corp. 1.125% 12/15/17 3,854 3,859
Costco Wholesale Corp. 1.700% 12/15/19 7,918 8,007
Costco Wholesale Corp. 1.750% 2/15/20 5,425 5,484
Costco Wholesale Corp. 2.250% 2/15/22 2,000 2,056
Cummins Inc. 3.650% 10/1/23 4,425 4,788
Cummins Inc. 7.125% 3/1/28 1,250 1,723
Cummins Inc. 4.875% 10/1/43 5,850 6,996
CVS Health Corp. 1.900% 7/20/18 26,960 27,213
CVS Health Corp. 2.250% 12/5/18 21,450 21,811
CVS Health Corp. 2.250% 8/12/19 19,490 19,863
CVS Health Corp. 2.800% 7/20/20 25,700 26,633
CVS Health Corp. 2.125% 6/1/21 15,000 15,140
CVS Health Corp. 3.500% 7/20/22 16,875 18,076
CVS Health Corp. 2.750% 12/1/22 15,235 15,684
CVS Health Corp. 4.750% 12/1/22 5,000 5,679
CVS Health Corp. 4.000% 12/5/23 9,856 10,869
CVS Health Corp. 3.375% 8/12/24 14,060 14,883
CVS Health Corp. 5.000% 12/1/24 6,700 7,774
CVS Health Corp. 3.875% 7/20/25 20,502 22,362
CVS Health Corp. 2.875% 6/1/26 17,100 17,356
CVS Health Corp. 4.875% 7/20/35 2,100 2,464
CVS Health Corp. 5.300% 12/5/43 12,295 15,284
CVS Health Corp. 5.125% 7/20/45 38,850 47,352
Daimler Finance North America LLC 8.500% 1/18/31 13,317 21,759
Delphi Automotive plc 3.150% 11/19/20 7,815 8,095
Delphi Automotive plc 4.250% 1/15/26 9,250 10,119
Delphi Automotive plc 4.400% 10/1/46 4,125 4,223
Delphi Corp. 4.150% 3/15/24 7,020 7,556
Dollar General Corp. 3.250% 4/15/23 10,170 10,492
Dollar General Corp. 4.150% 11/1/25 3,500 3,804
DR Horton Inc. 5.750% 8/15/23 3,295 3,773
eBay Inc. 2.500% 3/9/18 3,250 3,296

 

 

eBay Inc. 2.200% 8/1/19 10,925 11,054
eBay Inc. 3.250% 10/15/20 5,380 5,604
eBay Inc. 2.875% 8/1/21 7,550 7,791
eBay Inc. 3.800% 3/9/22 6,000 6,417
eBay Inc. 2.600% 7/15/22 6,675 6,756
eBay Inc. 3.450% 8/1/24 7,900 8,203
eBay Inc. 4.000% 7/15/42 6,483 6,001
Expedia Inc. 7.456% 8/15/18 2,650 2,921
Expedia Inc. 5.950% 8/15/20 7,546 8,488
Expedia Inc. 4.500% 8/15/24 4,855 5,101
8 Expedia Inc. 5.000% 2/15/26 10,775 11,302
Ford Holdings LLC 9.300% 3/1/30 4,125 5,945
Ford Motor Co. 6.625% 10/1/28 5,546 6,953
Ford Motor Co. 6.375% 2/1/29 6,944 8,446
Ford Motor Co. 7.450% 7/16/31 22,161 29,224
Ford Motor Co. 4.750% 1/15/43 7,370 7,618
Ford Motor Co. 7.400% 11/1/46 6,325 9,155
Ford Motor Credit Co. LLC 4.250% 2/3/17 10,050 10,135
Ford Motor Credit Co. LLC 1.461% 3/27/17 2,200 2,202
Ford Motor Credit Co. LLC 3.000% 6/12/17 12,450 12,575
Ford Motor Credit Co. LLC 1.724% 12/6/17 10,900 10,911
Ford Motor Credit Co. LLC 2.145% 1/9/18 1,500 1,508
Ford Motor Credit Co. LLC 2.375% 1/16/18 11,113 11,208
Ford Motor Credit Co. LLC 5.000% 5/15/18 23,920 25,107
Ford Motor Credit Co. LLC 2.875% 10/1/18 8,195 8,370
Ford Motor Credit Co. LLC 2.551% 10/5/18 13,500 13,696
Ford Motor Credit Co. LLC 2.375% 3/12/19 24,095 24,377
Ford Motor Credit Co. LLC 1.897% 8/12/19 11,000 10,972
Ford Motor Credit Co. LLC 2.597% 11/4/19 10,200 10,347
Ford Motor Credit Co. LLC 8.125% 1/15/20 18,545 21,875
Ford Motor Credit Co. LLC 2.459% 3/27/20 1,500 1,511
Ford Motor Credit Co. LLC 3.157% 8/4/20 2,286 2,356
Ford Motor Credit Co. LLC 3.200% 1/15/21 16,925 17,378
Ford Motor Credit Co. LLC 5.750% 2/1/21 24,550 27,654
Ford Motor Credit Co. LLC 3.336% 3/18/21 14,550 14,970
Ford Motor Credit Co. LLC 5.875% 8/2/21 21,404 24,401
Ford Motor Credit Co. LLC 3.219% 1/9/22 6,400 6,563
Ford Motor Credit Co. LLC 4.250% 9/20/22 8,890 9,580
Ford Motor Credit Co. LLC 4.375% 8/6/23 14,895 16,020
Ford Motor Credit Co. LLC 3.664% 9/8/24 4,375 4,501
Ford Motor Credit Co. LLC 4.134% 8/4/25 16,043 16,937
Ford Motor Credit Co. LLC 4.389% 1/8/26 9,800 10,461
General Motors Co. 3.500% 10/2/18 8,825 9,072
General Motors Co. 4.875% 10/2/23 16,565 17,916
General Motors Co. 4.000% 4/1/25 4,581 4,688
General Motors Co. 5.000% 4/1/35 11,230 11,617
General Motors Co. 6.600% 4/1/36 4,380 5,278
General Motors Co. 6.250% 10/2/43 11,305 13,351
General Motors Co. 5.200% 4/1/45 26,737 27,800
General Motors Co. 6.750% 4/1/46 10,545 13,206
General Motors Financial Co. Inc. 3.000% 9/25/17 2,216 2,244
General Motors Financial Co. Inc. 3.250% 5/15/18 5,565 5,656
General Motors Financial Co. Inc. 6.750% 6/1/18 9,000 9,681
General Motors Financial Co. Inc. 3.100% 1/15/19 16,850 17,173
General Motors Financial Co. Inc. 2.400% 5/9/19 10,500 10,537
General Motors Financial Co. Inc. 3.500% 7/10/19 11,434 11,808
General Motors Financial Co. Inc. 3.150% 1/15/20 10,225 10,420

 

 

General Motors Financial Co. Inc. 3.200% 7/13/20 36,575 37,463
General Motors Financial Co. Inc. 3.700% 11/24/20 15,120 15,737
General Motors Financial Co. Inc. 4.200% 3/1/21 14,500 15,249
General Motors Financial Co. Inc. 3.200% 7/6/21 14,131 14,298
General Motors Financial Co. Inc. 4.375% 9/25/21 5,680 6,068
General Motors Financial Co. Inc. 3.450% 4/10/22 10,869 11,010
General Motors Financial Co. Inc. 3.700% 5/9/23 10,000 10,171
General Motors Financial Co. Inc. 4.250% 5/15/23 8,407 8,727
General Motors Financial Co. Inc. 4.000% 1/15/25 11,600 11,765
General Motors Financial Co. Inc. 4.300% 7/13/25 9,214 9,480
General Motors Financial Co. Inc. 5.250% 3/1/26 8,300 9,121
Harley-Davidson Inc. 3.500% 7/28/25 5,325 5,619
Harley-Davidson Inc. 4.625% 7/28/45 5,660 6,201
Harman International Industries Inc. 4.150% 5/15/25 4,075 4,201
Home Depot Inc. 2.000% 6/15/19 8,775 8,956
Home Depot Inc. 3.950% 9/15/20 4,825 5,277
Home Depot Inc. 2.000% 4/1/21 8,675 8,823
Home Depot Inc. 4.400% 4/1/21 34,773 38,711
Home Depot Inc. 2.625% 6/1/22 11,700 12,150
Home Depot Inc. 2.700% 4/1/23 3,715 3,866
Home Depot Inc. 3.750% 2/15/24 10,053 11,130
Home Depot Inc. 3.350% 9/15/25 1,705 1,849
Home Depot Inc. 3.000% 4/1/26 8,900 9,407
Home Depot Inc. 2.125% 9/15/26 7,800 7,667
Home Depot Inc. 5.875% 12/16/36 33,338 45,804
Home Depot Inc. 5.400% 9/15/40 4,668 6,036
Home Depot Inc. 5.950% 4/1/41 14,528 19,852
Home Depot Inc. 4.200% 4/1/43 15,800 17,820
Home Depot Inc. 4.875% 2/15/44 8,399 10,271
Home Depot Inc. 4.400% 3/15/45 5,517 6,408
Home Depot Inc. 4.250% 4/1/46 11,758 13,540
Home Depot Inc. 3.500% 9/15/56 8,175 7,970
Hyatt Hotels Corp. 5.375% 8/15/21 1,347 1,527
Hyatt Hotels Corp. 3.375% 7/15/23 3,646 3,761
Hyatt Hotels Corp. 4.850% 3/15/26 1,700 1,886
Johnson Controls Inc. 5.000% 3/30/20 18,687 20,339
Johnson Controls Inc. 4.250% 3/1/21 750 803
Johnson Controls Inc. 3.750% 12/1/21 50 54
Johnson Controls Inc. 6.000% 1/15/36 1,920 2,317
Johnson Controls Inc. 5.700% 3/1/41 1,500 1,811
Johnson Controls Inc. 5.250% 12/1/41 5,183 5,997
Johnson Controls Inc. 4.625% 7/2/44 1,647 1,828
Johnson Controls Inc. 4.950% 7/2/64 4,020 4,211
Kohl's Corp. 4.000% 11/1/21 7,255 7,758
Kohl's Corp. 3.250% 2/1/23 2,518 2,508
Kohl's Corp. 4.750% 12/15/23 3,113 3,355
Kohl's Corp. 4.250% 7/17/25 2,800 2,887
Kohl's Corp. 5.550% 7/17/45 4,000 3,932
Lowe's Cos. Inc. 1.150% 4/15/19 5,000 4,993
Lowe's Cos. Inc. 4.625% 4/15/20 100 109
Lowe's Cos. Inc. 3.750% 4/15/21 1,000 1,093
Lowe's Cos. Inc. 3.800% 11/15/21 3,350 3,684
Lowe's Cos. Inc. 3.120% 4/15/22 5,675 6,017
Lowe's Cos. Inc. 3.875% 9/15/23 14,444 16,035
Lowe's Cos. Inc. 3.125% 9/15/24 12,569 13,357
Lowe's Cos. Inc. 3.375% 9/15/25 6,600 7,116
Lowe's Cos. Inc. 2.500% 4/15/26 11,617 11,649

 

 

Lowe's Cos. Inc. 6.875% 2/15/28 560 772
Lowe's Cos. Inc. 6.500% 3/15/29 3,294 4,452
Lowe's Cos. Inc. 5.500% 10/15/35 318 403
Lowe's Cos. Inc. 5.800% 10/15/36 8,699 11,341
Lowe's Cos. Inc. 5.800% 4/15/40 1,725 2,285
Lowe's Cos. Inc. 5.125% 11/15/41 5,800 7,145
Lowe's Cos. Inc. 4.650% 4/15/42 13,937 16,267
Lowe's Cos. Inc. 5.000% 9/15/43 3,000 3,633
Lowe's Cos. Inc. 4.250% 9/15/44 3,525 3,914
Lowe's Cos. Inc. 4.375% 9/15/45 7,825 8,911
Lowe's Cos. Inc. 3.700% 4/15/46 14,246 14,664
Macy's Retail Holdings Inc. 3.450% 1/15/21 4,775 4,993
Macy's Retail Holdings Inc. 3.875% 1/15/22 1,868 1,971
Macy's Retail Holdings Inc. 2.875% 2/15/23 9,320 9,116
Macy's Retail Holdings Inc. 4.375% 9/1/23 1,175 1,245
Macy's Retail Holdings Inc. 6.650% 7/15/24 105 125
Macy's Retail Holdings Inc. 6.900% 4/1/29 15,660 17,792
Macy's Retail Holdings Inc. 6.900% 1/15/32 25 28
Macy's Retail Holdings Inc. 6.700% 7/15/34 118 130
Macy's Retail Holdings Inc. 4.500% 12/15/34 6,250 5,851
Macy's Retail Holdings Inc. 6.375% 3/15/37 4,875 5,245
Macy's Retail Holdings Inc. 5.125% 1/15/42 2,640 2,492
Macy's Retail Holdings Inc. 4.300% 2/15/43 3,143 2,652
Magna International Inc. 3.625% 6/15/24 6,350 6,711
Magna International Inc. 4.150% 10/1/25 3,500 3,848
Marriott International Inc. 3.000% 3/1/19 2,721 2,799
Marriott International Inc. 3.375% 10/15/20 9,108 9,520
Marriott International Inc. 2.875% 3/1/21 4,600 4,758
Marriott International Inc. 3.125% 10/15/21 4,892 5,091
Marriott International Inc. 2.300% 1/15/22 3,000 3,023
Marriott International Inc. 3.250% 9/15/22 3,000 3,146
Marriott International Inc. 3.750% 10/1/25 4,560 4,858
Marriott International Inc. 3.125% 6/15/26 7,130 7,218
MasterCard Inc. 2.000% 4/1/19 6,875 6,992
MasterCard Inc. 3.375% 4/1/24 8,985 9,692
McDonald's Corp. 5.300% 3/15/17 3,350 3,413
McDonald's Corp. 5.800% 10/15/17 5,798 6,069
McDonald's Corp. 5.350% 3/1/18 9,445 9,973
McDonald's Corp. 2.100% 12/7/18 2,005 2,035
McDonald's Corp. 5.000% 2/1/19 4,165 4,511
McDonald's Corp. 1.875% 5/29/19 7,310 7,408
McDonald's Corp. 3.500% 7/15/20 115 122
McDonald's Corp. 2.750% 12/9/20 5,968 6,189
McDonald's Corp. 3.625% 5/20/21 750 806
McDonald's Corp. 2.625% 1/15/22 6,105 6,312
McDonald's Corp. 3.250% 6/10/24 750 810
McDonald's Corp. 3.375% 5/26/25 7,865 8,304
McDonald's Corp. 3.700% 1/30/26 19,614 21,140
McDonald's Corp. 4.700% 12/9/35 11,925 13,465
McDonald's Corp. 6.300% 10/15/37 4,653 6,158
McDonald's Corp. 6.300% 3/1/38 11,450 15,235
McDonald's Corp. 5.700% 2/1/39 7,552 9,462
McDonald's Corp. 3.700% 2/15/42 6,289 6,228
McDonald's Corp. 3.625% 5/1/43 4,933 4,814
McDonald's Corp. 4.600% 5/26/45 5,119 5,754
McDonald's Corp. 4.875% 12/9/45 17,600 20,475

 

 

Metropolitan Museum of Art New York        
Revenue 3.400% 7/1/45 3,400 3,534
NIKE Inc. 2.250% 5/1/23 730 744
NIKE Inc. 3.625% 5/1/43 1,718 1,810
NIKE Inc. 3.875% 11/1/45 14,803 16,418
Nordstrom Inc. 6.250% 1/15/18 8,125 8,621
Nordstrom Inc. 4.750% 5/1/20 4,575 5,009
Nordstrom Inc. 4.000% 10/15/21 12,166 13,050
Nordstrom Inc. 6.950% 3/15/28 1,400 1,780
Nordstrom Inc. 5.000% 1/15/44 6,335 6,666
NVR Inc. 3.950% 9/15/22 7,561 8,066
O'Reilly Automotive Inc. 4.875% 1/14/21 900 996
O'Reilly Automotive Inc. 4.625% 9/15/21 5,593 6,169
O'Reilly Automotive Inc. 3.800% 9/1/22 3,906 4,149
O'Reilly Automotive Inc. 3.850% 6/15/23 6,325 6,829
O'Reilly Automotive Inc. 3.550% 3/15/26 1,650 1,750
PACCAR Financial Corp. 1.400% 11/17/17 3,795 3,811
PACCAR Financial Corp. 1.450% 3/9/18 3,175 3,192
PACCAR Financial Corp. 1.400% 5/18/18 3,000 3,015
PACCAR Financial Corp. 1.750% 8/14/18 1,100 1,112
PACCAR Financial Corp. 1.300% 5/10/19 8,775 8,779
PACCAR Financial Corp. 1.200% 8/12/19 3,000 2,992
PACCAR Financial Corp. 2.200% 9/15/19 2,350 2,402
PACCAR Financial Corp. 2.500% 8/14/20 3,200 3,302
PACCAR Financial Corp. 2.250% 2/25/21 3,000 3,061
Priceline Group Inc. 3.650% 3/15/25 1,325 1,390
Priceline Group Inc. 3.600% 6/1/26 20,775 21,710
QVC Inc. 3.125% 4/1/19 3,135 3,214
QVC Inc. 5.125% 7/2/22 2,260 2,395
QVC Inc. 4.375% 3/15/23 1,570 1,571
QVC Inc. 4.850% 4/1/24 6,963 7,073
QVC Inc. 4.450% 2/15/25 2,700 2,658
QVC Inc. 5.450% 8/15/34 2,700 2,502
QVC Inc. 5.950% 3/15/43 4,478 4,228
Ralph Lauren Corp. 2.125% 9/26/18 2,900 2,944
Ralph Lauren Corp. 2.625% 8/18/20 3,000 3,103
Ross Stores Inc. 3.375% 9/15/24 2,115 2,250
Signet UK Finance plc 4.700% 6/15/24 3,640 3,508
Staples Inc. 2.750% 1/12/18 10,700 10,799
Staples Inc. 4.375% 1/12/23 3,300 3,403
Starbucks Corp. 2.000% 12/5/18 4,975 5,072
Starbucks Corp. 2.100% 2/4/21 6,700 6,838
Starbucks Corp. 2.700% 6/15/22 3,275 3,437
Starbucks Corp. 3.850% 10/1/23 5,980 6,678
Starbucks Corp. 2.450% 6/15/26 6,100 6,196
Starbucks Corp. 4.300% 6/15/45 3,231 3,835
Starwood Hotels & Resorts Worldwide LLC 3.125% 2/15/23 6,316 6,450
Starwood Hotels & Resorts Worldwide LLC 3.750% 3/15/25 4,300 4,500
Starwood Hotels & Resorts Worldwide LLC 4.500% 10/1/34 2,850 2,987
Target Corp. 6.000% 1/15/18 6,565 6,971
Target Corp. 2.300% 6/26/19 8,060 8,288
Target Corp. 3.875% 7/15/20 2,675 2,923
Target Corp. 2.900% 1/15/22 10,505 11,076
Target Corp. 3.500% 7/1/24 10,990 12,052
Target Corp. 2.500% 4/15/26 9,550 9,731
Target Corp. 6.350% 11/1/32 6,191 8,411
Target Corp. 6.500% 10/15/37 5,237 7,474

 

 

Target Corp. 7.000% 1/15/38 4,245 6,386
Target Corp. 4.000% 7/1/42 14,544 15,851
Target Corp. 3.625% 4/15/46 9,600 9,929
Tiffany & Co. 4.900% 10/1/44 2,535 2,574
TJX Cos. Inc. 6.950% 4/15/19 10,140 11,522
TJX Cos. Inc. 2.750% 6/15/21 9,570 10,037
TJX Cos. Inc. 2.500% 5/15/23 1,450 1,489
TJX Cos. Inc. 2.250% 9/15/26 14,200 13,978
Toyota Motor Credit Corp. 1.250% 10/5/17 6,300 6,306
Toyota Motor Credit Corp. 1.375% 1/10/18 13,235 13,254
Toyota Motor Credit Corp. 1.450% 1/12/18 8,550 8,576
Toyota Motor Credit Corp. 1.200% 4/6/18 5,000 4,999
Toyota Motor Credit Corp. 2.000% 10/24/18 5,875 5,964
Toyota Motor Credit Corp. 2.100% 1/17/19 10,425 10,602
Toyota Motor Credit Corp. 1.700% 2/19/19 14,020 14,131
Toyota Motor Credit Corp. 1.400% 5/20/19 20,000 20,015
Toyota Motor Credit Corp. 2.125% 7/18/19 14,985 15,268
Toyota Motor Credit Corp. 2.150% 3/12/20 18,150 18,535
Toyota Motor Credit Corp. 4.500% 6/17/20 10,285 11,347
Toyota Motor Credit Corp. 4.250% 1/11/21 2,575 2,839
Toyota Motor Credit Corp. 1.900% 4/8/21 16,300 16,423
Toyota Motor Credit Corp. 2.750% 5/17/21 7,275 7,585
Toyota Motor Credit Corp. 3.400% 9/15/21 8,636 9,285
Toyota Motor Credit Corp. 3.300% 1/12/22 14,830 15,901
Toyota Motor Credit Corp. 2.800% 7/13/22 2,875 3,023
Toyota Motor Credit Corp. 2.625% 1/10/23 8,625 8,932
Under Armour Inc. 3.250% 6/15/26 5,795 5,834
VF Corp. 5.950% 11/1/17 3,955 4,149
VF Corp. 3.500% 9/1/21 6,750 7,262
VF Corp. 6.450% 11/1/37 5,269 7,225
Visa Inc. 1.200% 12/14/17 41,310 41,403
Visa Inc. 2.200% 12/14/20 32,625 33,463
Visa Inc. 2.800% 12/14/22 30,575 32,057
Visa Inc. 3.150% 12/14/25 43,200 45,646
Visa Inc. 4.150% 12/14/35 13,034 14,751
Visa Inc. 4.300% 12/14/45 33,972 39,368
Wal-Mart Stores Inc. 5.800% 2/15/18 20,850 22,212
Wal-Mart Stores Inc. 1.125% 4/11/18 1,651 1,655
Wal-Mart Stores Inc. 1.950% 12/15/18 532 542
Wal-Mart Stores Inc. 3.625% 7/8/20 38,219 41,417
Wal-Mart Stores Inc. 3.250% 10/25/20 29,975 32,259
Wal-Mart Stores Inc. 4.250% 4/15/21 10,108 11,337
Wal-Mart Stores Inc. 2.550% 4/11/23 18,560 19,276
Wal-Mart Stores Inc. 3.300% 4/22/24 15,673 17,016
Wal-Mart Stores Inc. 5.875% 4/5/27 21,730 28,612
Wal-Mart Stores Inc. 7.550% 2/15/30 12,890 19,773
Wal-Mart Stores Inc. 5.250% 9/1/35 16,095 21,377
Wal-Mart Stores Inc. 6.500% 8/15/37 30,883 45,705
Wal-Mart Stores Inc. 6.200% 4/15/38 8,394 12,093
Wal-Mart Stores Inc. 5.625% 4/1/40 7,150 9,655
Wal-Mart Stores Inc. 4.875% 7/8/40 5,475 6,847
Wal-Mart Stores Inc. 5.000% 10/25/40 8,655 10,903
Wal-Mart Stores Inc. 5.625% 4/15/41 28,996 39,618
Wal-Mart Stores Inc. 4.000% 4/11/43 10,296 11,506
Wal-Mart Stores Inc. 4.750% 10/2/43 15,240 18,920
Wal-Mart Stores Inc. 4.300% 4/22/44 8,232 9,649
Walgreen Co. 5.250% 1/15/19 3,862 4,173

 

 

Walgreen Co. 3.100% 9/15/22 10,622 11,065
Walgreen Co. 4.400% 9/15/42 7,750 8,057
Walgreens Boots Alliance Inc. 1.750% 11/17/17 5,090 5,118
Walgreens Boots Alliance Inc. 1.750% 5/30/18 11,500 11,555
Walgreens Boots Alliance Inc. 2.700% 11/18/19 13,380 13,785
Walgreens Boots Alliance Inc. 2.600% 6/1/21 14,634 14,973
Walgreens Boots Alliance Inc. 3.300% 11/18/21 12,895 13,626
Walgreens Boots Alliance Inc. 3.100% 6/1/23 899 926
Walgreens Boots Alliance Inc. 3.800% 11/18/24 13,879 14,893
Walgreens Boots Alliance Inc. 3.450% 6/1/26 19,650 20,406
Walgreens Boots Alliance Inc. 4.500% 11/18/34 1,870 2,002
Walgreens Boots Alliance Inc. 4.800% 11/18/44 15,569 17,241
Walgreens Boots Alliance Inc. 4.650% 6/1/46 9,325 10,134
Western Union Co. 3.650% 8/22/18 400 413
Western Union Co. 5.253% 4/1/20 4,126 4,545
Western Union Co. 6.200% 11/17/36 5,873 6,281
Western Union Co. 6.200% 6/21/40 4,475 4,770
Wyndham Worldwide Corp. 2.950% 3/1/17 915 920
Wyndham Worldwide Corp. 2.500% 3/1/18 1,950 1,969
Wyndham Worldwide Corp. 4.250% 3/1/22 13,798 14,663
Wyndham Worldwide Corp. 3.900% 3/1/23 2,725 2,824
Wyndham Worldwide Corp. 5.100% 10/1/25 650 714
 
Consumer Noncyclical (4.5%)        
Abbott Laboratories 5.125% 4/1/19 19,628 21,476
Abbott Laboratories 2.000% 3/15/20 6,500 6,603
Abbott Laboratories 4.125% 5/27/20 9,493 10,298
Abbott Laboratories 2.550% 3/15/22 6,050 6,222
Abbott Laboratories 2.950% 3/15/25 2,025 2,076
Abbott Laboratories 6.150% 11/30/37 5,191 6,819
Abbott Laboratories 6.000% 4/1/39 1,175 1,528
Abbott Laboratories 5.300% 5/27/40 1,453 1,763
AbbVie Inc. 1.750% 11/6/17 29,538 29,627
AbbVie Inc. 1.800% 5/14/18 29,679 29,797
AbbVie Inc. 2.000% 11/6/18 14,850 14,987
AbbVie Inc. 2.500% 5/14/20 38,513 39,336
AbbVie Inc. 2.300% 5/14/21 9,075 9,148
AbbVie Inc. 2.900% 11/6/22 24,100 24,717
AbbVie Inc. 3.200% 11/6/22 23,597 24,572
AbbVie Inc. 2.850% 5/14/23 17,375 17,639
AbbVie Inc. 3.600% 5/14/25 38,600 40,381
AbbVie Inc. 3.200% 5/14/26 21,667 21,939
AbbVie Inc. 4.500% 5/14/35 22,899 24,394
AbbVie Inc. 4.300% 5/14/36 9,306 9,645
AbbVie Inc. 4.400% 11/6/42 27,983 29,095
AbbVie Inc. 4.700% 5/14/45 28,616 30,889
AbbVie Inc. 4.450% 5/14/46 14,850 15,529
Actavis Funding SCS 2.350% 3/12/18 27,765 28,041
Actavis Funding SCS 2.450% 6/15/19 4,100 4,186
Actavis Funding SCS 3.000% 3/12/20 34,320 35,438
Actavis Funding SCS 3.450% 3/15/22 23,254 24,302
Actavis Funding SCS 3.850% 6/15/24 12,961 13,760
Actavis Funding SCS 3.800% 3/15/25 39,577 41,899
Actavis Funding SCS 4.550% 3/15/35 22,933 24,481
Actavis Funding SCS 4.850% 6/15/44 21,100 23,279
Actavis Funding SCS 4.750% 3/15/45 21,700 23,753
Actavis Inc. 1.875% 10/1/17 15,790 15,845

 

 

Actavis Inc. 6.125% 8/15/19 5,410 6,042
Actavis Inc. 3.250% 10/1/22 18,763 19,452
Actavis Inc. 4.625% 10/1/42 12,584 13,468
Agilent Technologies Inc. 5.000% 7/15/20 9,905 10,983
Agilent Technologies Inc. 3.200% 10/1/22 6,200 6,417
Agilent Technologies Inc. 3.875% 7/15/23 5,781 6,185
Agilent Technologies Inc. 3.050% 9/22/26 7,775 7,870
Ahold Finance USA LLC 6.875% 5/1/29 175 226
Allergan Inc. 3.375% 9/15/20 835 881
Allergan Inc. 2.800% 3/15/23 4,175 4,168
5 Allina Health System 4.805% 11/15/45 1,700 2,041
Altria Group Inc. 9.250% 8/6/19 10,904 13,252
Altria Group Inc. 2.625% 1/14/20 12,735 13,173
Altria Group Inc. 4.750% 5/5/21 14,830 16,736
Altria Group Inc. 2.850% 8/9/22 17,515 18,288
Altria Group Inc. 2.950% 5/2/23 7,860 8,245
Altria Group Inc. 4.000% 1/31/24 11,087 12,382
Altria Group Inc. 2.625% 9/16/26 2,950 2,985
Altria Group Inc. 4.250% 8/9/42 15,608 17,030
Altria Group Inc. 4.500% 5/2/43 11,392 12,906
Altria Group Inc. 5.375% 1/31/44 15,323 19,403
Altria Group Inc. 3.875% 9/16/46 4,200 4,372
AmerisourceBergen Corp. 4.875% 11/15/19 5,395 5,908
AmerisourceBergen Corp. 3.500% 11/15/21 8,419 9,015
AmerisourceBergen Corp. 3.400% 5/15/24 5,725 6,069
AmerisourceBergen Corp. 3.250% 3/1/25 5,990 6,344
AmerisourceBergen Corp. 4.250% 3/1/45 4,784 5,209
Amgen Inc. 5.700% 2/1/19 19,538 21,394
Amgen Inc. 2.200% 5/22/19 13,943 14,201
Amgen Inc. 2.125% 5/1/20 8,585 8,706
Amgen Inc. 3.450% 10/1/20 2,200 2,329
Amgen Inc. 4.100% 6/15/21 12,330 13,441
Amgen Inc. 1.850% 8/19/21 8,165 8,118
Amgen Inc. 3.875% 11/15/21 11,105 12,070
Amgen Inc. 2.700% 5/1/22 3,220 3,329
Amgen Inc. 3.625% 5/15/22 16,679 17,904
Amgen Inc. 2.250% 8/19/23 14,550 14,497
Amgen Inc. 3.625% 5/22/24 10,080 10,807
Amgen Inc. 3.125% 5/1/25 9,082 9,405
Amgen Inc. 2.600% 8/19/26 19,500 19,202
Amgen Inc. 4.950% 10/1/41 6,090 6,804
Amgen Inc. 4.400% 5/1/45 11,223 11,827
8 Amgen Inc. 4.563% 6/15/48 36,817 39,421
8 Amgen Inc. 4.663% 6/15/51 52,999 56,656
Anheuser-Busch Cos. LLC 5.500% 1/15/18 12,468 13,125
Anheuser-Busch Cos. LLC 5.000% 3/1/19 2,520 2,731
Anheuser-Busch Cos. LLC 6.800% 8/20/32 2,275 3,067
Anheuser-Busch Cos. LLC 5.950% 1/15/33 10 13
Anheuser-Busch Cos. LLC 5.750% 4/1/36 5,995 7,721
Anheuser-Busch Cos. LLC 6.450% 9/1/37 670 916
Anheuser-Busch Cos. LLC 6.500% 5/1/42 2,336 3,285
Anheuser-Busch InBev Finance Inc. 1.250% 1/17/18 8,450 8,486
Anheuser-Busch InBev Finance Inc. 1.900% 2/1/19 39,385 39,734
Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 22,230 22,594
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 70,040 72,283
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 26,396 26,945
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 59,850 63,106

 

 

Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 11,900 12,876
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 118,127 126,534
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 60,879 70,151
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 11,885 12,380
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 6,680 7,687
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 119,294 142,834
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 18,542 21,091
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 8,975 10,427
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 17,822 19,910
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 9,765 10,869
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 2,624 2,882
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 33,369 34,028
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 2,768 4,461
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 10,403 14,202
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 20,255 20,425
Archer-Daniels-Midland Co. 5.450% 3/15/18 6,877 7,307
Archer-Daniels-Midland Co. 4.479% 3/1/21 4,018 4,505
Archer-Daniels-Midland Co. 2.500% 8/11/26 9,950 9,909
Archer-Daniels-Midland Co. 5.935% 10/1/32 3,505 4,524
Archer-Daniels-Midland Co. 5.375% 9/15/35 2,438 3,021
Archer-Daniels-Midland Co. 4.535% 3/26/42 3,700 4,336
Archer-Daniels-Midland Co. 4.016% 4/16/43 4,094 4,450
Ascension Health 3.945% 11/15/46 800 875
5 Ascension Health 4.847% 11/15/53 8,450 10,458
AstraZeneca plc 1.750% 11/16/18 11,075 11,141
AstraZeneca plc 1.950% 9/18/19 4,795 4,860
AstraZeneca plc 2.375% 11/16/20 25,225 25,817
AstraZeneca plc 3.375% 11/16/25 17,700 18,899
AstraZeneca plc 6.450% 9/15/37 24,644 34,468
AstraZeneca plc 4.000% 9/18/42 9,811 10,218
AstraZeneca plc 4.375% 11/16/45 8,529 9,439
Baxalta Inc. 2.000% 6/22/18 2,955 2,966
Baxalta Inc. 2.875% 6/23/20 9,365 9,605
Baxalta Inc. 3.600% 6/23/22 4,765 5,010
Baxalta Inc. 4.000% 6/23/25 16,487 17,602
Baxalta Inc. 5.250% 6/23/45 9,085 10,788
Baxter International Inc. 1.700% 8/15/21 7,000 6,972
Baxter International Inc. 2.600% 8/15/26 7,525 7,449
Baxter International Inc. 3.500% 8/15/46 6,250 5,907
Baylor Scott & White Holdings Texas        
Revenue 4.185% 11/15/45 3 3
Beam Suntory Inc. 1.750% 6/15/18 2,775 2,782
Beam Suntory Inc. 3.250% 5/15/22 2,050 2,107
Beam Suntory Inc. 3.250% 6/15/23 550 565
Becton Dickinson & Co. 1.800% 12/15/17 14,816 14,890
Becton Dickinson & Co. 5.000% 5/15/19 1,575 1,712
Becton Dickinson & Co. 6.375% 8/1/19 15,747 17,771
Becton Dickinson & Co. 2.675% 12/15/19 10,868 11,234
Becton Dickinson & Co. 3.250% 11/12/20 6,349 6,674
Becton Dickinson & Co. 3.125% 11/8/21 18,393 19,395
Becton Dickinson & Co. 3.875% 5/15/24 50 54
Becton Dickinson & Co. 3.734% 12/15/24 16,470 17,868
Becton Dickinson & Co. 6.000% 5/15/39 3,395 4,346
Becton Dickinson & Co. 5.000% 11/12/40 675 773
Becton Dickinson & Co. 4.875% 5/15/44 300 347
Becton Dickinson & Co. 4.685% 12/15/44 13,600 15,494
Bio-Rad Laboratories Inc. 4.875% 12/15/20 400 438

 

 

Biogen Inc. 6.875% 3/1/18 10,350 11,142
Biogen Inc. 2.900% 9/15/20 18,368 19,116
Biogen Inc. 3.625% 9/15/22 8,825 9,438
Biogen Inc. 4.050% 9/15/25 14,425 15,702
Biogen Inc. 5.200% 9/15/45 21,171 24,939
Boston Scientific Corp. 2.650% 10/1/18 9,650 9,869
Boston Scientific Corp. 6.000% 1/15/20 9,984 11,277
Boston Scientific Corp. 3.375% 5/15/22 3,350 3,525
Boston Scientific Corp. 4.125% 10/1/23 2,650 2,881
Boston Scientific Corp. 3.850% 5/15/25 6,050 6,434
Boston Scientific Corp. 7.000% 11/15/35 7,650 10,073
Boston Scientific Corp. 7.375% 1/15/40 4,180 5,701
Bottling Group LLC 5.125% 1/15/19 5,450 5,912
Bristol-Myers Squibb Co. 1.750% 3/1/19 1,790 1,815
Bristol-Myers Squibb Co. 2.000% 8/1/22 10,965 11,065
Bristol-Myers Squibb Co. 7.150% 6/15/23 400 525
Bristol-Myers Squibb Co. 3.250% 11/1/23 1,450 1,585
Bristol-Myers Squibb Co. 5.875% 11/15/36 8,602 11,656
Bristol-Myers Squibb Co. 6.125% 5/1/38 1,858 2,610
Bristol-Myers Squibb Co. 3.250% 8/1/42 5,621 5,622
Bristol-Myers Squibb Co. 6.875% 8/1/97 655 1,034
Brown-Forman Corp. 1.000% 1/15/18 1,300 1,298
Brown-Forman Corp. 2.250% 1/15/23 2,435 2,458
Brown-Forman Corp. 3.750% 1/15/43 2,775 2,822
Brown-Forman Corp. 4.500% 7/15/45 4,350 4,997
Bunge Ltd. Finance Corp. 8.500% 6/15/19 9,480 11,115
Bunge Ltd. Finance Corp. 3.500% 11/24/20 2,900 3,022
Bunge Ltd. Finance Corp. 3.250% 8/15/26 4,800 4,825
Campbell Soup Co. 4.250% 4/15/21 1,641 1,815
Campbell Soup Co. 2.500% 8/2/22 3,575 3,656
Campbell Soup Co. 3.300% 3/19/25 3,975 4,214
Campbell Soup Co. 3.800% 8/2/42 3,328 3,350
Cardinal Health Inc. 1.700% 3/15/18 3,340 3,351
Cardinal Health Inc. 1.950% 6/15/18 3,000 3,030
Cardinal Health Inc. 4.625% 12/15/20 13,665 15,209
Cardinal Health Inc. 3.200% 6/15/22 2,470 2,594
Cardinal Health Inc. 3.200% 3/15/23 7,533 7,924
Cardinal Health Inc. 3.750% 9/15/25 6,900 7,485
Cardinal Health Inc. 4.600% 3/15/43 1,300 1,434
Cardinal Health Inc. 4.500% 11/15/44 3,525 3,897
Cardinal Health Inc. 4.900% 9/15/45 4,150 4,899
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 4,987 5,047
5 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 9,350 9,365
Celgene Corp. 2.125% 8/15/18 6,400 6,469
Celgene Corp. 2.300% 8/15/18 3,075 3,117
Celgene Corp. 2.250% 5/15/19 7,775 7,914
Celgene Corp. 2.875% 8/15/20 11,908 12,318
Celgene Corp. 3.950% 10/15/20 16,470 17,783
Celgene Corp. 3.250% 8/15/22 7,225 7,549
Celgene Corp. 3.550% 8/15/22 6,285 6,676
Celgene Corp. 4.000% 8/15/23 5,345 5,803
Celgene Corp. 3.625% 5/15/24 15,875 16,713
Celgene Corp. 3.875% 8/15/25 26,211 28,051
Celgene Corp. 5.700% 10/15/40 3,250 3,868
Celgene Corp. 5.250% 8/15/43 5,580 6,362
Celgene Corp. 4.625% 5/15/44 8,680 9,163
Celgene Corp. 5.000% 8/15/45 17,575 19,694

 

 

Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 2,100 2,396
Church & Dwight Co. Inc. 2.450% 12/15/19 4,825 4,917
Cleveland Clinic Foundation Ohio Revenue 4.858% 1/1/14 4,985 5,610
Clorox Co. 5.950% 10/15/17 15,525 16,284
Clorox Co. 3.800% 11/15/21 450 491
Clorox Co. 3.050% 9/15/22 1,072 1,127
Clorox Co. 3.500% 12/15/24 6,425 6,899
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 6,300 6,686
Coca-Cola Co. 1.150% 4/1/18 11,456 11,465
Coca-Cola Co. 1.650% 11/1/18 21,704 21,913
Coca-Cola Co. 1.375% 5/30/19 5,100 5,120
Coca-Cola Co. 1.875% 10/27/20 3,750 3,821
Coca-Cola Co. 2.450% 11/1/20 15,120 15,841
Coca-Cola Co. 3.150% 11/15/20 8,364 8,980
Coca-Cola Co. 1.550% 9/1/21 18,300 18,210
Coca-Cola Co. 3.300% 9/1/21 6,027 6,495
Coca-Cola Co. 2.500% 4/1/23 1,600 1,651
Coca-Cola Co. 3.200% 11/1/23 14,219 15,292
Coca-Cola Co. 2.875% 10/27/25 21,095 22,245
Coca-Cola Co. 2.550% 6/1/26 6,000 6,151
Coca-Cola Co. 2.250% 9/1/26 9,200 9,137
Coca-Cola Enterprises Inc. 3.500% 9/15/20 5,600 5,934
Coca-Cola Enterprises Inc. 3.250% 8/19/21 1,575 1,656
Coca-Cola Enterprises Inc. 4.500% 9/1/21 2,045 2,270
Coca-Cola Femsa SAB de CV 2.375% 11/26/18 600 605
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,300 1,413
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 16,500 17,753
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 13,150 15,737
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 6,311 8,412
Colgate-Palmolive Co. 2.625% 5/1/17 700 707
Colgate-Palmolive Co. 1.750% 3/15/19 1,000 1,016
Colgate-Palmolive Co. 2.950% 11/1/20 2,370 2,519
Colgate-Palmolive Co. 2.450% 11/15/21 3,500 3,669
Colgate-Palmolive Co. 2.300% 5/3/22 7,000 7,217
Colgate-Palmolive Co. 1.950% 2/1/23 9,575 9,650
Colgate-Palmolive Co. 2.100% 5/1/23 5,133 5,190
Colgate-Palmolive Co. 3.250% 3/15/24 4,475 4,913
Colgate-Palmolive Co. 4.000% 8/15/45 5,955 6,849
ConAgra Foods Inc. 1.900% 1/25/18 11,075 11,151
ConAgra Foods Inc. 3.250% 9/15/22 10,012 10,410
ConAgra Foods Inc. 3.200% 1/25/23 8,041 8,368
ConAgra Foods Inc. 7.125% 10/1/26 1,568 2,013
ConAgra Foods Inc. 7.000% 10/1/28 1,020 1,312
ConAgra Foods Inc. 8.250% 9/15/30 5,799 8,222
Covidien International Finance SA 6.000% 10/15/17 7,868 8,231
Covidien International Finance SA 4.200% 6/15/20 5,625 6,152
Covidien International Finance SA 3.200% 6/15/22 15,875 16,827
CR Bard Inc. 1.375% 1/15/18 7,557 7,560
CR Bard Inc. 4.400% 1/15/21 3,237 3,553
CR Bard Inc. 3.000% 5/15/26 5,550 5,625
CR Bard Inc. 6.700% 12/1/26 5,250 6,849
Danaher Corp. 1.650% 9/15/18 6,100 6,153
Danaher Corp. 2.400% 9/15/20 6,900 7,098
Danaher Corp. 3.350% 9/15/25 5,100 5,544
Danaher Corp. 4.375% 9/15/45 13,525 16,028
Delhaize America LLC 9.000% 4/15/31 4,705 6,573
Diageo Capital plc 5.750% 10/23/17 4,597 4,809

 

 

Diageo Capital plc 1.125% 4/29/18 3,312 3,304
Diageo Capital plc 4.828% 7/15/20 5,795 6,469
Diageo Capital plc 2.625% 4/29/23 15,376 15,852
Diageo Capital plc 5.875% 9/30/36 2,622 3,508
Diageo Capital plc 3.875% 4/29/43 5,651 5,997
Diageo Investment Corp. 2.875% 5/11/22 19,025 19,953
Diageo Investment Corp. 7.450% 4/15/35 1,250 1,862
Diageo Investment Corp. 4.250% 5/11/42 4,097 4,645
Dignity Health California GO 2.637% 11/1/19 3,000 3,078
Dignity Health California GO 3.125% 11/1/22 2,100 2,155
Dignity Health California GO 3.812% 11/1/24 2,175 2,340
Dignity Health California GO 4.500% 11/1/42 8,325 8,912
Dignity Health California GO 5.267% 11/1/64 2,075 2,482
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 5,847 6,347
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 7,050 7,224
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 2,185 2,206
Dr Pepper Snapple Group Inc. 3.200% 11/15/21 10,839 11,460
Dr Pepper Snapple Group Inc. 2.700% 11/15/22 2,397 2,467
Dr Pepper Snapple Group Inc. 3.400% 11/15/25 500 534
Dr Pepper Snapple Group Inc. 2.550% 9/15/26 3,000 2,987
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 2,070 3,065
Dr Pepper Snapple Group Inc. 4.500% 11/15/45 2,450 2,784
Edwards Lifesciences Corp. 2.875% 10/15/18 5,400 5,503
Eli Lilly & Co. 1.250% 3/1/18 6,700 6,722
Eli Lilly & Co. 1.950% 3/15/19 9,424 9,584
Eli Lilly & Co. 2.750% 6/1/25 10,045 10,602
Eli Lilly & Co. 5.550% 3/15/37 3,994 5,288
Eli Lilly & Co. 3.700% 3/1/45 9,540 10,223
Estee Lauder Cos. Inc. 1.700% 5/10/21 5,350 5,384
Estee Lauder Cos. Inc. 2.350% 8/15/22 8,000 8,192
Estee Lauder Cos. Inc. 6.000% 5/15/37 2,847 3,737
Estee Lauder Cos. Inc. 3.700% 8/15/42 7,440 7,706
Estee Lauder Cos. Inc. 4.375% 6/15/45 5,243 6,039
Express Scripts Holding Co. 3.300% 2/25/21 24,000 25,227
Express Scripts Holding Co. 4.750% 11/15/21 10,811 12,117
Express Scripts Holding Co. 3.900% 2/15/22 17,032 18,377
Express Scripts Holding Co. 3.000% 7/15/23 11,925 12,109
Express Scripts Holding Co. 3.500% 6/15/24 3,492 3,651
Express Scripts Holding Co. 4.500% 2/25/26 18,205 19,928
Express Scripts Holding Co. 3.400% 3/1/27 15,025 15,119
Express Scripts Holding Co. 6.125% 11/15/41 2,494 3,070
Express Scripts Holding Co. 4.800% 7/15/46 18,150 18,918
Flowers Foods Inc. 4.375% 4/1/22 3,650 3,947
Flowers Foods Inc. 3.500% 10/1/26 3,000 2,995
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 1,000 999
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 4,215 4,368
General Mills Inc. 1.400% 10/20/17 2,459 2,465
General Mills Inc. 5.650% 2/15/19 21,143 23,181
General Mills Inc. 2.200% 10/21/19 14,000 14,295
General Mills Inc. 3.150% 12/15/21 10,078 10,706
General Mills Inc. 3.650% 2/15/24 1,000 1,095
General Mills Inc. 5.400% 6/15/40 2,850 3,558
General Mills Inc. 4.150% 2/15/43 2,875 3,138
Gilead Sciences Inc. 1.850% 9/4/18 11,100 11,217
Gilead Sciences Inc. 2.050% 4/1/19 5,505 5,595
Gilead Sciences Inc. 2.550% 9/1/20 17,558 18,137
Gilead Sciences Inc. 4.500% 4/1/21 10,031 11,119

 

 

Gilead Sciences Inc. 4.400% 12/1/21 26,834 29,939
Gilead Sciences Inc. 1.950% 3/1/22 4,225 4,237
Gilead Sciences Inc. 3.250% 9/1/22 8,400 8,903
Gilead Sciences Inc. 2.500% 9/1/23 7,500 7,568
Gilead Sciences Inc. 3.700% 4/1/24 26,100 28,083
Gilead Sciences Inc. 3.500% 2/1/25 6,875 7,283
Gilead Sciences Inc. 3.650% 3/1/26 24,830 26,739
Gilead Sciences Inc. 2.950% 3/1/27 18,500 18,669
Gilead Sciences Inc. 4.600% 9/1/35 7,375 8,145
Gilead Sciences Inc. 4.000% 9/1/36 5,000 5,111
Gilead Sciences Inc. 5.650% 12/1/41 9,085 11,250
Gilead Sciences Inc. 4.800% 4/1/44 19,290 21,610
Gilead Sciences Inc. 4.500% 2/1/45 19,057 20,263
Gilead Sciences Inc. 4.750% 3/1/46 29,077 32,453
Gilead Sciences Inc. 4.150% 3/1/47 18,150 18,405
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 22,538 24,100
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 8,875 9,293
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 3,773 4,737
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 27,524 39,856
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 4,500 5,190
GlaxoSmithKline Capital plc 2.850% 5/8/22 8,506 8,921
Hasbro Inc. 6.350% 3/15/40 7,026 8,629
Hasbro Inc. 5.100% 5/15/44 5,245 5,636
Hershey Co. 1.600% 8/21/18 3,160 3,189
Hershey Co. 4.125% 12/1/20 7,295 8,010
Hershey Co. 2.625% 5/1/23 7,400 7,620
Hershey Co. 3.200% 8/21/25 3,120 3,345
Hershey Co. 2.300% 8/15/26 3,000 2,974
Hershey Co. 7.200% 8/15/27 14 19
Hillshire Brands Co. 4.100% 9/15/20 2,002 2,106
Hormel Foods Corp. 4.125% 4/15/21 1,275 1,409
Ingredion Inc. 4.625% 11/1/20 1,185 1,300
Ingredion Inc. 3.200% 10/1/26 4,925 5,027
Ingredion Inc. 6.625% 4/15/37 1,475 1,899
JM Smucker Co. 1.750% 3/15/18 2,900 2,918
JM Smucker Co. 2.500% 3/15/20 10,375 10,629
JM Smucker Co. 3.500% 10/15/21 7,225 7,754
JM Smucker Co. 3.000% 3/15/22 3,500 3,666
JM Smucker Co. 3.500% 3/15/25 7,080 7,589
JM Smucker Co. 4.250% 3/15/35 5,800 6,388
JM Smucker Co. 4.375% 3/15/45 6,200 6,852
Johnson & Johnson 1.125% 11/21/17 6,100 6,111
Johnson & Johnson 5.150% 7/15/18 10,209 10,954
Johnson & Johnson 1.650% 12/5/18 13,556 13,730
Johnson & Johnson 1.125% 3/1/19 6,050 6,061
Johnson & Johnson 1.875% 12/5/19 6,500 6,646
Johnson & Johnson 2.950% 9/1/20 4,125 4,379
Johnson & Johnson 1.650% 3/1/21 10,980 11,147
Johnson & Johnson 2.450% 12/5/21 2,800 2,940
Johnson & Johnson 2.050% 3/1/23 8,975 9,177
Johnson & Johnson 3.375% 12/5/23 8,050 8,889
Johnson & Johnson 2.450% 3/1/26 17,655 18,183
Johnson & Johnson 6.950% 9/1/29 3,920 5,841
Johnson & Johnson 4.950% 5/15/33 5,025 6,414
Johnson & Johnson 4.375% 12/5/33 13,599 16,277
Johnson & Johnson 3.550% 3/1/36 9,925 10,988
Johnson & Johnson 5.950% 8/15/37 9,221 13,509

 

 

Johnson & Johnson 5.850% 7/15/38 4,067 5,903
Johnson & Johnson 4.500% 9/1/40 6,713 8,450
Johnson & Johnson 4.850% 5/15/41 210 276
Johnson & Johnson 4.500% 12/5/43 1,950 2,433
Johnson & Johnson 3.700% 3/1/46 18,702 20,860
Kaiser Foundation Hospitals 3.500% 4/1/22 3,365 3,607
Kaiser Foundation Hospitals 4.875% 4/1/42 8,775 10,971
Kellogg Co. 3.250% 5/21/18 7,600 7,831
Kellogg Co. 4.150% 11/15/19 1,300 1,403
Kellogg Co. 4.000% 12/15/20 8,125 8,891
Kellogg Co. 3.250% 4/1/26 6,250 6,511
Kellogg Co. 7.450% 4/1/31 1,000 1,407
Kellogg Co. 4.500% 4/1/46 13,325 14,450
Kimberly-Clark Corp. 6.250% 7/15/18 185 201
Kimberly-Clark Corp. 1.400% 2/15/19 7,725 7,781
Kimberly-Clark Corp. 1.850% 3/1/20 1,250 1,270
Kimberly-Clark Corp. 3.625% 8/1/20 8,424 9,147
Kimberly-Clark Corp. 2.150% 8/15/20 2,175 2,239
Kimberly-Clark Corp. 3.875% 3/1/21 575 633
Kimberly-Clark Corp. 2.400% 3/1/22 5,925 6,137
Kimberly-Clark Corp. 2.400% 6/1/23 4,372 4,495
Kimberly-Clark Corp. 2.650% 3/1/25 2,000 2,082
Kimberly-Clark Corp. 3.050% 8/15/25 4,025 4,323
Kimberly-Clark Corp. 2.750% 2/15/26 5,900 6,134
Kimberly-Clark Corp. 6.625% 8/1/37 2,128 3,155
Kimberly-Clark Corp. 5.300% 3/1/41 8,468 11,276
Kimberly-Clark Corp. 3.700% 6/1/43 2,485 2,674
Kimberly-Clark Corp. 3.200% 7/30/46 6,065 5,985
Koninklijke Ahold Delhaize NV 5.700% 10/1/40 2,400 2,900
Koninklijke Philips NV 5.750% 3/11/18 11,875 12,587
Koninklijke Philips NV 3.750% 3/15/22 10,250 11,093
Koninklijke Philips NV 6.875% 3/11/38 2,623 3,475
Koninklijke Philips NV 5.000% 3/15/42 5,235 5,740
Kraft Foods Group Inc. 6.125% 8/23/18 18,266 19,819
Kraft Foods Group Inc. 5.375% 2/10/20 8,438 9,424
Kraft Foods Group Inc. 3.500% 6/6/22 16,556 17,620
Kraft Foods Group Inc. 6.875% 1/26/39 14,751 20,510
Kraft Foods Group Inc. 6.500% 2/9/40 5,155 6,937
Kraft Foods Group Inc. 5.000% 6/4/42 24,962 28,727
Kraft Heinz Foods Co. 2.000% 7/2/18 14,555 14,700
Kraft Heinz Foods Co. 2.800% 7/2/20 15,355 15,911
Kraft Heinz Foods Co. 3.500% 7/15/22 8,250 8,757
Kraft Heinz Foods Co. 3.950% 7/15/25 18,430 19,923
Kraft Heinz Foods Co. 3.000% 6/1/26 19,250 19,398
Kraft Heinz Foods Co. 5.000% 7/15/35 9,115 10,521
Kraft Heinz Foods Co. 5.200% 7/15/45 19,255 22,744
Kraft Heinz Foods Co. 4.375% 6/1/46 35,750 37,941
Kroger Co. 1.500% 9/30/19 4,100 4,093
Kroger Co. 2.650% 10/15/26 7,000 6,952
Kroger Co. 3.875% 10/15/46 3,200 3,220
Laboratory Corp. of America Holdings 2.500% 11/1/18 2,025 2,060
Laboratory Corp. of America Holdings 2.625% 2/1/20 2,825 2,883
Laboratory Corp. of America Holdings 3.200% 2/1/22 5,775 6,015
Laboratory Corp. of America Holdings 3.750% 8/23/22 860 913
Laboratory Corp. of America Holdings 4.000% 11/1/23 1,800 1,937
Laboratory Corp. of America Holdings 3.600% 2/1/25 9,100 9,549
Laboratory Corp. of America Holdings 4.700% 2/1/45 7,303 7,944

 

 

Life Technologies Corp. 6.000% 3/1/20 1,700 1,899
Life Technologies Corp. 5.000% 1/15/21 3,725 4,089
Mattel Inc. 1.700% 3/15/18 2,710 2,719
Mattel Inc. 2.350% 5/6/19 3,150 3,206
Mattel Inc. 2.350% 8/15/21 2,700 2,720
Mattel Inc. 3.150% 3/15/23 4,000 4,047
Mattel Inc. 5.450% 11/1/41 5,363 5,877
5 Mayo Clinic 3.774% 11/15/43 6,502 6,812
5 Mayo Clinic 4.000% 11/15/47 4,025 4,357
5 Mayo Clinic 4.128% 11/15/52 2,150 2,451
McCormick & Co. Inc. 3.900% 7/15/21 3,025 3,304
McCormick & Co. Inc. 3.500% 9/1/23 3,741 4,014
McCormick & Co. Inc. 3.250% 11/15/25 2,100 2,239
McKesson Corp. 1.400% 3/15/18 5,000 4,998
McKesson Corp. 7.500% 2/15/19 3,484 3,957
McKesson Corp. 2.284% 3/15/19 12,175 12,418
McKesson Corp. 4.750% 3/1/21 12,320 13,668
McKesson Corp. 2.700% 12/15/22 4,550 4,640
McKesson Corp. 3.796% 3/15/24 11,158 12,089
McKesson Corp. 6.000% 3/1/41 4,439 5,741
McKesson Corp. 4.883% 3/15/44 6,586 7,758
Mead Johnson Nutrition Co. 4.900% 11/1/19 5,460 5,982
Mead Johnson Nutrition Co. 3.000% 11/15/20 5,044 5,247
Mead Johnson Nutrition Co. 4.125% 11/15/25 9,675 10,539
Mead Johnson Nutrition Co. 5.900% 11/1/39 7,450 9,222
Mead Johnson Nutrition Co. 4.600% 6/1/44 1,300 1,391
Medtronic Inc. 1.500% 3/15/18 8,025 8,060
Medtronic Inc. 1.375% 4/1/18 17,960 18,009
Medtronic Inc. 5.600% 3/15/19 1,450 1,596
Medtronic Inc. 2.500% 3/15/20 30,714 31,757
Medtronic Inc. 3.125% 3/15/22 3,000 3,171
Medtronic Inc. 3.150% 3/15/22 26,754 28,426
Medtronic Inc. 2.750% 4/1/23 1,000 1,037
Medtronic Inc. 3.625% 3/15/24 8,750 9,503
Medtronic Inc. 3.500% 3/15/25 36,795 39,673
Medtronic Inc. 4.375% 3/15/35 35,032 39,791
Medtronic Inc. 6.500% 3/15/39 2,445 3,455
Medtronic Inc. 5.550% 3/15/40 4,350 5,509
Medtronic Inc. 4.500% 3/15/42 7,125 8,099
Medtronic Inc. 4.625% 3/15/44 5,068 5,921
Medtronic Inc. 4.625% 3/15/45 39,081 45,719
Memorial Sloan-Kettering Cancer Center 4.200% 7/1/55 1,500 1,677
Memorial Sloan-Kettering Cancer Center        
New York GO 5.000% 7/1/42 1,250 1,584
Memorial Sloan-Kettering Cancer Center        
New York GO 4.125% 7/1/52 8,100 8,970
Merck & Co. Inc. 1.100% 1/31/18 6,444 6,450
Merck & Co. Inc. 1.300% 5/18/18 12,820 12,882
Merck & Co. Inc. 1.850% 2/10/20 10,060 10,249
Merck & Co. Inc. 3.875% 1/15/21 13,995 15,249
Merck & Co. Inc. 2.350% 2/10/22 11,828 12,149
Merck & Co. Inc. 2.400% 9/15/22 6,180 6,358
Merck & Co. Inc. 2.800% 5/18/23 21,800 22,851
Merck & Co. Inc. 2.750% 2/10/25 23,125 23,933
Merck & Co. Inc. 6.500% 12/1/33 3,543 4,985
Merck & Co. Inc. 6.550% 9/15/37 6,063 8,634
Merck & Co. Inc. 3.600% 9/15/42 4,997 5,222

 

 

Merck & Co. Inc. 4.150% 5/18/43 19,252 21,843
Merck & Co. Inc. 3.700% 2/10/45 22,581 24,023
Merck Sharp & Dohme Corp. 5.000% 6/30/19 14,090 15,506
Merck Sharp & Dohme Corp. 5.750% 11/15/36 2,000 2,608
Merck Sharp & Dohme Corp. 5.850% 6/30/39 1,410 1,895
Molson Coors Brewing Co. 1.450% 7/15/19 2,000 1,994
Molson Coors Brewing Co. 2.100% 7/15/21 4,000 4,001
Molson Coors Brewing Co. 3.500% 5/1/22 2,450 2,621
Molson Coors Brewing Co. 3.000% 7/15/26 14,024 14,133
Molson Coors Brewing Co. 5.000% 5/1/42 11,540 13,358
Molson Coors Brewing Co. 4.200% 7/15/46 14,700 15,342
Mondelez International Inc. 6.125% 2/1/18 5,335 5,660
Mondelez International Inc. 6.125% 8/23/18 5,000 5,431
Mondelez International Inc. 2.250% 2/1/19 8,175 8,312
Mondelez International Inc. 5.375% 2/10/20 11,431 12,790
Mondelez International Inc. 4.000% 2/1/24 17,300 18,932
Mondelez International Inc. 6.500% 11/1/31 7,290 9,604
Mondelez International Inc. 6.500% 2/9/40 6,860 9,307
Mylan Inc. 2.600% 6/24/18 1,106 1,122
Mylan Inc. 2.550% 3/28/19 10,911 11,047
Mylan Inc. 4.200% 11/29/23 14,488 15,201
Mylan Inc. 5.400% 11/29/43 4,825 5,193
8 Mylan NV 2.500% 6/7/19 6,275 6,333
8 Mylan NV 3.150% 6/15/21 14,650 14,944
8 Mylan NV 3.950% 6/15/26 22,300 22,482
8 Mylan NV 5.250% 6/15/46 8,200 8,622
New York & Presbyterian Hospital 3.563% 8/1/36 2,475 2,614
New York & Presbyterian Hospital 4.024% 8/1/45 7,000 7,637
New York & Presbyterian Hospital 4.063% 8/1/56 3,250 3,509
New York & Presbyterian Hospital 4.763% 8/1/16 2,970 3,219
Newell Brands Inc. 2.050% 12/1/17 2,525 2,546
Newell Brands Inc. 2.150% 10/15/18 2,700 2,741
Newell Brands Inc. 2.600% 3/29/19 6,740 6,890
Newell Brands Inc. 2.875% 12/1/19 7,025 7,242
Newell Brands Inc. 3.150% 4/1/21 9,840 10,240
Newell Brands Inc. 4.000% 6/15/22 1,400 1,497
Newell Brands Inc. 3.850% 4/1/23 16,668 17,743
Newell Brands Inc. 4.000% 12/1/24 7,025 7,484
Newell Brands Inc. 3.900% 11/1/25 4,625 4,898
Newell Brands Inc. 4.200% 4/1/26 20,625 22,446
Newell Brands Inc. 5.375% 4/1/36 6,010 7,086
Newell Brands Inc. 5.500% 4/1/46 20,855 25,338
Northwell Healthcare Inc. 3.979% 11/1/46 9,475 9,575
Novant Health Inc. 5.850% 11/1/19 6,125 6,934
Novant Health Inc. 4.371% 11/1/43 6,600 7,564
Novartis Capital Corp. 4.400% 4/24/20 2,026 2,233
Novartis Capital Corp. 2.400% 9/21/22 22,754 23,542
Novartis Capital Corp. 3.400% 5/6/24 15,520 16,999
Novartis Capital Corp. 3.000% 11/20/25 15,050 15,953
Novartis Capital Corp. 3.700% 9/21/42 4,038 4,265
Novartis Capital Corp. 4.400% 5/6/44 22,803 26,937
Novartis Capital Corp. 4.000% 11/20/45 12,356 13,710
Novartis Securities Investment Ltd. 5.125% 2/10/19 14,245 15,514
NYU Hospitals Center 4.784% 7/1/44 4,425 5,193
Owens & Minor Inc. 4.375% 12/15/24 2,250 2,306
Partners Healthcare System Inc. 4.117% 7/1/55 1,950 2,173

 

 

Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 2,450 2,598
PepsiCo Inc. 1.000% 10/13/17 6,200 6,201
PepsiCo Inc. 1.250% 4/30/18 6,303 6,326
PepsiCo Inc. 5.000% 6/1/18 19,560 20,782
PepsiCo Inc. 7.900% 11/1/18 4,974 5,643
PepsiCo Inc. 2.250% 1/7/19 14,450 14,793
PepsiCo Inc. 4.500% 1/15/20 8,155 8,963
PepsiCo Inc. 1.850% 4/30/20 14,746 14,979
PepsiCo Inc. 2.150% 10/14/20 19,315 19,830
PepsiCo Inc. 3.125% 11/1/20 5,800 6,156
PepsiCo Inc. 3.000% 8/25/21 12,712 13,499
PepsiCo Inc. 2.750% 3/5/22 11,590 12,214
PepsiCo Inc. 3.100% 7/17/22 5,375 5,746
PepsiCo Inc. 2.750% 3/1/23 1,600 1,677
PepsiCo Inc. 3.600% 3/1/24 7,450 8,187
PepsiCo Inc. 2.750% 4/30/25 15,713 16,312
PepsiCo Inc. 3.500% 7/17/25 11,650 12,826
PepsiCo Inc. 5.500% 1/15/40 11,585 15,343
PepsiCo Inc. 4.875% 11/1/40 4,676 5,708
PepsiCo Inc. 4.000% 3/5/42 11,975 13,043
PepsiCo Inc. 3.600% 8/13/42 4,571 4,736
PepsiCo Inc. 4.250% 10/22/44 6,325 7,268
PepsiCo Inc. 4.600% 7/17/45 8,195 9,924
PepsiCo Inc. 4.450% 4/14/46 7,551 8,913
PerkinElmer Inc. 5.000% 11/15/21 4,725 5,216
Perrigo Co. plc 2.300% 11/8/18 6,160 6,178
Perrigo Co. plc 4.000% 11/15/23 15,635 16,047
Perrigo Co. plc 5.300% 11/15/43 4,193 4,341
Perrigo Finance Unlimited Co. 3.500% 3/15/21 4,800 4,966
Perrigo Finance Unlimited Co. 3.500% 12/15/21 3,800 3,918
Perrigo Finance Unlimited Co. 3.900% 12/15/24 4,650 4,703
Perrigo Finance Unlimited Co. 4.375% 3/15/26 10,575 10,937
Perrigo Finance Unlimited Co. 4.900% 12/15/44 4,800 4,823
Pfizer Inc. 1.200% 6/1/18 11,500 11,515
Pfizer Inc. 1.500% 6/15/18 6,450 6,496
Pfizer Inc. 6.200% 3/15/19 24,902 27,713
Pfizer Inc. 2.100% 5/15/19 14,000 14,279
Pfizer Inc. 1.450% 6/3/19 16,825 16,930
Pfizer Inc. 1.950% 6/3/21 20,400 20,660
Pfizer Inc. 3.000% 6/15/23 9,585 10,240
Pfizer Inc. 3.400% 5/15/24 4,759 5,193
Pfizer Inc. 2.750% 6/3/26 13,360 13,822
Pfizer Inc. 7.200% 3/15/39 11,062 16,887
Pfizer Inc. 4.300% 6/15/43 6,993 7,920
Pfizer Inc. 4.400% 5/15/44 9,600 11,086
Pharmacia LLC 6.600% 12/1/28 7,000 9,578
Philip Morris International Inc. 1.250% 11/9/17 7,350 7,355
Philip Morris International Inc. 5.650% 5/16/18 19,203 20,536
Philip Morris International Inc. 1.875% 1/15/19 13,650 13,798
Philip Morris International Inc. 4.500% 3/26/20 750 823
Philip Morris International Inc. 1.875% 2/25/21 4,375 4,416
Philip Morris International Inc. 4.125% 5/17/21 3,050 3,378
Philip Morris International Inc. 2.900% 11/15/21 2,340 2,456
Philip Morris International Inc. 2.500% 8/22/22 1,850 1,900
Philip Morris International Inc. 2.625% 3/6/23 6,340 6,517
Philip Morris International Inc. 2.125% 5/10/23 7,000 6,982

 

 

Philip Morris International Inc. 3.600% 11/15/23 7,000 7,672
Philip Morris International Inc. 3.250% 11/10/24 10,750 11,461
Philip Morris International Inc. 3.375% 8/11/25 5,264 5,685
Philip Morris International Inc. 2.750% 2/25/26 9,950 10,209
Philip Morris International Inc. 6.375% 5/16/38 17,967 25,078
Philip Morris International Inc. 4.375% 11/15/41 9,150 10,188
Philip Morris International Inc. 4.500% 3/20/42 5,438 6,152
Philip Morris International Inc. 3.875% 8/21/42 5,785 6,022
Philip Morris International Inc. 4.125% 3/4/43 5,045 5,432
Philip Morris International Inc. 4.875% 11/15/43 13,874 16,705
Philip Morris International Inc. 4.250% 11/10/44 8,500 9,393
Premier Health Partners 2.911% 11/15/26 2,950 2,948
5 Procter & Gamble - Esop 9.360% 1/1/21 2,829 3,331
Procter & Gamble Co. 1.600% 11/15/18 6,700 6,778
Procter & Gamble Co. 4.700% 2/15/19 4,105 4,438
Procter & Gamble Co. 1.900% 11/1/19 8,800 8,977
Procter & Gamble Co. 1.850% 2/2/21 6,250 6,364
Procter & Gamble Co. 2.300% 2/6/22 14,148 14,627
Procter & Gamble Co. 3.100% 8/15/23 8,167 8,796
Procter & Gamble Co. 6.450% 1/15/26 5,186 6,965
Procter & Gamble Co. 2.700% 2/2/26 5,950 6,252
Procter & Gamble Co. 5.500% 2/1/34 5,788 7,884
Procter & Gamble Co. 5.800% 8/15/34 95 133
Procter & Gamble Co. 5.550% 3/5/37 17,745 24,820
Providence St. Joseph Health Obligated        
Group 2.746% 10/1/26 2,000 2,026
Quest Diagnostics Inc. 2.700% 4/1/19 6,950 7,113
Quest Diagnostics Inc. 4.750% 1/30/20 2,650 2,893
Quest Diagnostics Inc. 2.500% 3/30/20 3,000 3,036
Quest Diagnostics Inc. 4.700% 4/1/21 2,000 2,218
Quest Diagnostics Inc. 4.250% 4/1/24 4,587 5,008
Quest Diagnostics Inc. 3.500% 3/30/25 4,900 5,128
Quest Diagnostics Inc. 3.450% 6/1/26 4,735 4,946
Quest Diagnostics Inc. 5.750% 1/30/40 1,355 1,616
Quest Diagnostics Inc. 4.700% 3/30/45 2,149 2,316
Reynolds American Inc. 2.300% 6/12/18 11,610 11,778
Reynolds American Inc. 8.125% 6/23/19 7,728 9,054
Reynolds American Inc. 6.875% 5/1/20 1,400 1,640
Reynolds American Inc. 3.250% 6/12/20 11,335 11,921
Reynolds American Inc. 4.000% 6/12/22 8,250 8,964
Reynolds American Inc. 4.850% 9/15/23 3,425 3,919
Reynolds American Inc. 4.450% 6/12/25 31,950 35,655
Reynolds American Inc. 5.700% 8/15/35 10,500 13,008
Reynolds American Inc. 7.250% 6/15/37 3,034 4,170
Reynolds American Inc. 8.125% 5/1/40 2,569 3,674
Reynolds American Inc. 7.000% 8/4/41 3,375 4,335
Reynolds American Inc. 5.850% 8/15/45 17,760 23,065
Sanofi 1.250% 4/10/18 13,235 13,259
Sanofi 4.000% 3/29/21 18,223 20,121
Shire Acquisitions Investments Ireland DAC 1.900% 9/23/19 75,000 74,891
Shire Acquisitions Investments Ireland DAC 2.400% 9/23/21 52,625 52,551
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23 40,810 40,881
Southern Baptist Hospital of Florida Inc. 4.857% 7/15/45 1,900 2,314
St. Jude Medical Inc. 2.000% 9/15/18 4,650 4,698
St. Jude Medical Inc. 2.800% 9/15/20 4,650 4,802
St. Jude Medical Inc. 3.250% 4/15/23 9,525 9,815
St. Jude Medical Inc. 3.875% 9/15/25 3,400 3,641

 

 

St. Jude Medical Inc. 4.750% 4/15/43 9,950 10,493
Stryker Corp. 2.000% 3/8/19 6,425 6,504
Stryker Corp. 4.375% 1/15/20 811 882
Stryker Corp. 2.625% 3/15/21 22,325 22,969
Stryker Corp. 3.375% 5/15/24 11,300 11,911
Stryker Corp. 3.375% 11/1/25 11,725 12,312
Stryker Corp. 3.500% 3/15/26 10,365 10,983
Stryker Corp. 4.375% 5/15/44 13,400 14,544
Stryker Corp. 4.625% 3/15/46 13,385 15,027
Sysco Corp. 5.250% 2/12/18 3,045 3,201
Sysco Corp. 1.900% 4/1/19 4,700 4,733
Sysco Corp. 2.600% 10/1/20 5,575 5,771
Sysco Corp. 2.500% 7/15/21 4,950 5,050
Sysco Corp. 3.750% 10/1/25 4,075 4,388
Sysco Corp. 3.300% 7/15/26 10,250 10,607
Sysco Corp. 5.375% 9/21/35 6,655 8,033
Sysco Corp. 4.850% 10/1/45 2,100 2,405
Sysco Corp. 4.500% 4/1/46 3,275 3,564
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 9,342 9,924
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 15,225 15,577
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 1,670 2,123
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 5,270 5,609
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 12,567 12,724
Teva Pharmaceutical Finance Netherlands III        
BV 1.400% 7/20/18 31,495 31,396
Teva Pharmaceutical Finance Netherlands III        
BV 1.700% 7/19/19 22,425 22,370
Teva Pharmaceutical Finance Netherlands III        
BV 2.200% 7/21/21 9,000 8,965
Teva Pharmaceutical Finance Netherlands III        
BV 2.800% 7/21/23 29,700 29,758
Teva Pharmaceutical Finance Netherlands III        
BV 3.150% 10/1/26 35,003 35,185
Teva Pharmaceutical Finance Netherlands III        
BV 4.100% 10/1/46 31,025 30,947
5 Texas Health Resources 4.330% 11/15/55 1,575 1,770
The Kroger Co. 6.800% 12/15/18 2,185 2,436
The Kroger Co. 2.000% 1/15/19 1,350 1,367
The Kroger Co. 2.300% 1/15/19 10,790 11,004
The Kroger Co. 6.150% 1/15/20 11,449 13,013
The Kroger Co. 3.300% 1/15/21 3,776 3,988
The Kroger Co. 2.600% 2/1/21 3,584 3,687
The Kroger Co. 2.950% 11/1/21 6,884 7,176
The Kroger Co. 3.400% 4/15/22 3,890 4,127
The Kroger Co. 3.850% 8/1/23 2,525 2,741
The Kroger Co. 4.000% 2/1/24 5,175 5,667
The Kroger Co. 3.500% 2/1/26 3,400 3,644
The Kroger Co. 7.700% 6/1/29 8,550 12,058
The Kroger Co. 8.000% 9/15/29 4,185 6,056
The Kroger Co. 7.500% 4/1/31 7,570 10,734
The Kroger Co. 6.900% 4/15/38 4,664 6,446
The Kroger Co. 5.400% 7/15/40 1,468 1,787
The Kroger Co. 5.000% 4/15/42 925 1,080
The Kroger Co. 5.150% 8/1/43 700 842
The Pepsi Bottling Group Inc. 7.000% 3/1/29 12,455 18,072
Thermo Fisher Scientific Inc. 1.850% 1/15/18 4,360 4,386
Thermo Fisher Scientific Inc. 2.150% 12/14/18 3,525 3,567

 

 

Thermo Fisher Scientific Inc. 2.400% 2/1/19 9,012 9,171
Thermo Fisher Scientific Inc. 4.700% 5/1/20 750 820
Thermo Fisher Scientific Inc. 4.500% 3/1/21 8,800 9,717
Thermo Fisher Scientific Inc. 3.600% 8/15/21 7,296 7,759
Thermo Fisher Scientific Inc. 3.300% 2/15/22 11,420 11,966
Thermo Fisher Scientific Inc. 3.150% 1/15/23 3,250 3,353
Thermo Fisher Scientific Inc. 3.000% 4/15/23 10,500 10,733
Thermo Fisher Scientific Inc. 4.150% 2/1/24 6,749 7,340
Thermo Fisher Scientific Inc. 3.650% 12/15/25 8,775 9,290
Thermo Fisher Scientific Inc. 2.950% 9/19/26 8,725 8,704
Thermo Fisher Scientific Inc. 5.300% 2/1/44 5,022 6,017
Trinity Health Corp. 4.125% 12/1/45 2,940 3,226
Tupperware Brands Corp. 4.750% 6/1/21 5,460 5,953
Tyson Foods Inc. 2.650% 8/15/19 11,681 11,996
Tyson Foods Inc. 4.500% 6/15/22 20,638 22,914
Tyson Foods Inc. 3.950% 8/15/24 13,455 14,522
Tyson Foods Inc. 4.875% 8/15/34 8,549 9,475
Tyson Foods Inc. 5.150% 8/15/44 3,925 4,635
Unilever Capital Corp. 4.800% 2/15/19 6,986 7,559
Unilever Capital Corp. 2.200% 3/6/19 6,600 6,754
Unilever Capital Corp. 2.100% 7/30/20 7,600 7,799
Unilever Capital Corp. 4.250% 2/10/21 12,720 14,109
Unilever Capital Corp. 1.375% 7/28/21 5,000 4,963
Unilever Capital Corp. 3.100% 7/30/25 6,200 6,677
Unilever Capital Corp. 2.000% 7/28/26 10,125 9,914
Unilever Capital Corp. 5.900% 11/15/32 4,250 5,923
Whirlpool Corp. 1.650% 11/1/17 3,300 3,310
Whirlpool Corp. 2.400% 3/1/19 2,000 2,038
Whirlpool Corp. 4.850% 6/15/21 2,763 3,096
Whirlpool Corp. 4.700% 6/1/22 2,655 2,989
Whirlpool Corp. 3.700% 3/1/23 1,450 1,545
Whirlpool Corp. 4.000% 3/1/24 5,234 5,681
Whirlpool Corp. 3.700% 5/1/25 3,305 3,477
Whirlpool Corp. 5.150% 3/1/43 3,320 3,880
Whirlpool Corp. 4.500% 6/1/46 7,507 8,115
8 Whole Foods Market Inc. 5.200% 12/3/25 14,950 16,197
Wyeth LLC 7.250% 3/1/23 2,400 3,119
Wyeth LLC 6.450% 2/1/24 4,925 6,243
Wyeth LLC 6.500% 2/1/34 6,675 9,123
Wyeth LLC 6.000% 2/15/36 5,940 7,926
Wyeth LLC 5.950% 4/1/37 35,138 47,100
Zeneca Wilmington Inc. 7.000% 11/15/23 3,175 4,084
Zimmer Biomet Holdings Inc. 2.000% 4/1/18 9,000 9,064
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 1,850 2,004
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 10,400 10,625
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 5,675 5,954
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 8,480 8,763
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 23,140 23,863
Zimmer Biomet Holdings Inc. 4.250% 8/15/35 7,460 7,587
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 4,258 5,144
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 9,000 9,253
Zoetis Inc. 1.875% 2/1/18 2,550 2,558
Zoetis Inc. 3.450% 11/13/20 5,000 5,223
Zoetis Inc. 3.250% 2/1/23 13,385 13,796
Zoetis Inc. 4.500% 11/13/25 5,025 5,618
Zoetis Inc. 4.700% 2/1/43 8,703 9,178

 

 

Energy (2.6%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 1,370 1,522
Anadarko Finance Co. 7.500% 5/1/31 9,861 12,137
Anadarko Petroleum Corp. 6.375% 9/15/17 3,439 3,585
Anadarko Petroleum Corp. 8.700% 3/15/19 225 256
Anadarko Petroleum Corp. 4.850% 3/15/21 2,500 2,693
Anadarko Petroleum Corp. 3.450% 7/15/24 6,794 6,726
Anadarko Petroleum Corp. 5.550% 3/15/26 43,714 49,670
Anadarko Petroleum Corp. 6.450% 9/15/36 16,266 19,064
Anadarko Petroleum Corp. 7.950% 6/15/39 3,455 4,454
Anadarko Petroleum Corp. 6.200% 3/15/40 13,865 15,712
Anadarko Petroleum Corp. 4.500% 7/15/44 300 281
Anadarko Petroleum Corp. 6.600% 3/15/46 3,450 4,223
Apache Corp. 6.900% 9/15/18 7,110 7,748
Apache Corp. 3.625% 2/1/21 5,800 6,064
Apache Corp. 3.250% 4/15/22 6,163 6,331
Apache Corp. 2.625% 1/15/23 1,075 1,060
Apache Corp. 6.000% 1/15/37 19,005 21,834
Apache Corp. 5.100% 9/1/40 12,718 13,277
Apache Corp. 5.250% 2/1/42 11,300 12,007
Apache Corp. 4.750% 4/15/43 5,676 5,851
Apache Finance Canada Corp. 7.750% 12/15/29 5,215 6,767
Baker Hughes Inc. 3.200% 8/15/21 10,502 10,947
Baker Hughes Inc. 5.125% 9/15/40 9,730 10,893
Boardwalk Pipelines LP 5.750% 9/15/19 50 54
Boardwalk Pipelines LP 3.375% 2/1/23 3,525 3,363
Boardwalk Pipelines LP 4.950% 12/15/24 8,250 8,635
Boardwalk Pipelines LP 5.950% 6/1/26 8,005 8,821
BP Capital Markets plc 1.375% 11/6/17 3,840 3,838
BP Capital Markets plc 1.375% 5/10/18 35,515 35,508
BP Capital Markets plc 2.241% 9/26/18 6,375 6,470
BP Capital Markets plc 4.750% 3/10/19 12,310 13,252
BP Capital Markets plc 1.676% 5/3/19 1,000 1,003
BP Capital Markets plc 2.237% 5/10/19 23,986 24,367
BP Capital Markets plc 2.315% 2/13/20 7,350 7,498
BP Capital Markets plc 4.742% 3/11/21 15,503 17,360
BP Capital Markets plc 3.561% 11/1/21 14,445 15,582
BP Capital Markets plc 3.062% 3/17/22 3,425 3,588
BP Capital Markets plc 3.245% 5/6/22 18,766 19,797
BP Capital Markets plc 2.500% 11/6/22 13,082 13,204
BP Capital Markets plc 2.750% 5/10/23 24,550 24,999
BP Capital Markets plc 3.994% 9/26/23 5,800 6,329
BP Capital Markets plc 3.814% 2/10/24 5,722 6,169
BP Capital Markets plc 3.535% 11/4/24 23,119 24,498
BP Capital Markets plc 3.506% 3/17/25 14,373 15,245
BP Capital Markets plc 3.119% 5/4/26 700 718
Buckeye Partners LP 6.050% 1/15/18 320 336
Buckeye Partners LP 2.650% 11/15/18 7,000 7,071
Buckeye Partners LP 4.150% 7/1/23 3,725 3,800
Buckeye Partners LP 4.350% 10/15/24 400 411
Buckeye Partners LP 5.850% 11/15/43 5,900 6,215
Buckeye Partners LP 5.600% 10/15/44 1,425 1,483
Burlington Resources Finance Co. 7.200% 8/15/31 750 982
Burlington Resources Finance Co. 7.400% 12/1/31 4,150 5,595
Canadian Natural Resources Ltd. 3.450% 11/15/21 4,100 4,222
Canadian Natural Resources Ltd. 3.800% 4/15/24 4,573 4,583
Canadian Natural Resources Ltd. 3.900% 2/1/25 50 50

 

 

Canadian Natural Resources Ltd. 7.200% 1/15/32 5,318 6,178
Canadian Natural Resources Ltd. 6.450% 6/30/33 5,865 6,594
Canadian Natural Resources Ltd. 5.850% 2/1/35 4,145 4,361
Canadian Natural Resources Ltd. 6.500% 2/15/37 6,997 7,794
Canadian Natural Resources Ltd. 6.250% 3/15/38 5,564 6,261
Canadian Natural Resources Ltd. 6.750% 2/1/39 2,470 2,872
Chevron Corp. 1.344% 11/9/17 11,100 11,119
Chevron Corp. 1.345% 11/15/17 1,910 1,913
Chevron Corp. 1.104% 12/5/17 7,750 7,742
Chevron Corp. 1.365% 3/2/18 30,350 30,408
Chevron Corp. 1.718% 6/24/18 17,465 17,595
Chevron Corp. 1.790% 11/16/18 11,800 11,923
Chevron Corp. 4.950% 3/3/19 27,550 29,819
Chevron Corp. 1.561% 5/16/19 16,050 16,132
Chevron Corp. 2.193% 11/15/19 12,650 12,904
Chevron Corp. 1.961% 3/3/20 20,390 20,671
Chevron Corp. 2.427% 6/24/20 6,700 6,898
Chevron Corp. 2.419% 11/17/20 11,000 11,311
Chevron Corp. 2.100% 5/16/21 13,990 14,197
Chevron Corp. 2.411% 3/3/22 7,760 7,929
Chevron Corp. 2.355% 12/5/22 10,471 10,658
Chevron Corp. 3.191% 6/24/23 11,205 11,940
Chevron Corp. 3.326% 11/17/25 800 856
Chevron Corp. 2.954% 5/16/26 21,200 21,857
Cimarex Energy Co. 5.875% 5/1/22 3,500 3,657
Cimarex Energy Co. 4.375% 6/1/24 13,450 14,143
Columbia Pipeline Group Inc. 2.450% 6/1/18 3,475 3,503
Columbia Pipeline Group Inc. 3.300% 6/1/20 1,485 1,539
Columbia Pipeline Group Inc. 4.500% 6/1/25 16,075 17,469
Columbia Pipeline Group Inc. 5.800% 6/1/45 5,015 5,950
ConocoPhillips 6.650% 7/15/18 45 49
ConocoPhillips 5.750% 2/1/19 18,030 19,616
ConocoPhillips 6.000% 1/15/20 400 451
ConocoPhillips 5.900% 10/15/32 13,226 15,711
ConocoPhillips 5.900% 5/15/38 4,462 5,387
ConocoPhillips 6.500% 2/1/39 17,457 22,489
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 4,720 5,649
ConocoPhillips Co. 1.050% 12/15/17 1,952 1,939
ConocoPhillips Co. 2.200% 5/15/20 1,150 1,163
ConocoPhillips Co. 4.200% 3/15/21 10,300 11,134
ConocoPhillips Co. 2.875% 11/15/21 13,300 13,631
ConocoPhillips Co. 2.400% 12/15/22 11,475 11,380
ConocoPhillips Co. 3.350% 11/15/24 4,963 5,088
ConocoPhillips Co. 3.350% 5/15/25 250 256
ConocoPhillips Co. 4.950% 3/15/26 22,786 25,721
ConocoPhillips Co. 4.150% 11/15/34 6,366 6,415
ConocoPhillips Co. 4.300% 11/15/44 18,362 18,757
ConocoPhillips Co. 5.950% 3/15/46 6,724 8,515
ConocoPhillips Holding Co. 6.950% 4/15/29 8,759 11,118
Devon Energy Corp. 4.000% 7/15/21 5,965 6,241
Devon Energy Corp. 3.250% 5/15/22 21,285 21,107
Devon Energy Corp. 5.850% 12/15/25 6,650 7,546
Devon Energy Corp. 7.950% 4/15/32 8,755 10,799
Devon Energy Corp. 5.600% 7/15/41 11,374 11,496
Devon Energy Corp. 4.750% 5/15/42 11,422 10,669
Devon Energy Corp. 5.000% 6/15/45 4,603 4,480
Devon Financing Co. LLC 7.875% 9/30/31 16,736 20,567

 

 

Dominion Gas Holdings LLC 2.800% 11/15/20 4,800 4,975
Dominion Gas Holdings LLC 3.550% 11/1/23 14,025 14,771
Dominion Gas Holdings LLC 3.600% 12/15/24 7,825 8,329
Dominion Gas Holdings LLC 4.800% 11/1/43 5,400 5,996
Dominion Gas Holdings LLC 4.600% 12/15/44 4,925 5,361
El Paso Natural Gas Co. LLC 8.625% 1/15/22 6,694 8,275
El Paso Natural Gas Co. LLC 8.375% 6/15/32 1,408 1,767
Enable Midstream Partners LP 2.400% 5/15/19 4,000 3,910
Enable Midstream Partners LP 3.900% 5/15/24 9,994 9,366
Enable Midstream Partners LP 5.000% 5/15/44 1,275 1,093
Enbridge Energy Partners LP 6.500% 4/15/18 6,255 6,639
Enbridge Energy Partners LP 9.875% 3/1/19 8,235 9,583
Enbridge Energy Partners LP 4.375% 10/15/20 1,400 1,479
Enbridge Energy Partners LP 4.200% 9/15/21 500 531
Enbridge Energy Partners LP 5.875% 10/15/25 4,100 4,709
Enbridge Energy Partners LP 7.500% 4/15/38 11,035 13,312
Enbridge Energy Partners LP 5.500% 9/15/40 8,620 8,889
Enbridge Energy Partners LP 7.375% 10/15/45 2,231 2,827
Enbridge Inc. 4.500% 6/10/44 4,100 3,807
Encana Corp. 6.500% 5/15/19 6,500 7,033
Encana Corp. 3.900% 11/15/21 6,992 6,988
Encana Corp. 6.500% 8/15/34 18,415 19,293
Encana Corp. 6.625% 8/15/37 448 469
Encana Corp. 6.500% 2/1/38 5,000 5,141
Energy Transfer Partners LP 2.500% 6/15/18 3,530 3,554
Energy Transfer Partners LP 6.700% 7/1/18 8,372 8,986
Energy Transfer Partners LP 9.000% 4/15/19 21,388 24,421
Energy Transfer Partners LP 4.150% 10/1/20 8,051 8,420
Energy Transfer Partners LP 4.650% 6/1/21 4,650 4,942
Energy Transfer Partners LP 5.200% 2/1/22 6,966 7,552
Energy Transfer Partners LP 3.600% 2/1/23 18,833 18,541
Energy Transfer Partners LP 4.900% 2/1/24 1,620 1,688
Energy Transfer Partners LP 7.600% 2/1/24 4,222 4,764
Energy Transfer Partners LP 4.050% 3/15/25 10,775 10,655
Energy Transfer Partners LP 4.750% 1/15/26 14,635 15,136
Energy Transfer Partners LP 8.250% 11/15/29 10 12
Energy Transfer Partners LP 4.900% 3/15/35 4,150 3,878
Energy Transfer Partners LP 6.625% 10/15/36 3,495 3,791
Energy Transfer Partners LP 7.500% 7/1/38 7,457 8,635
Energy Transfer Partners LP 6.050% 6/1/41 4,300 4,355
Energy Transfer Partners LP 6.500% 2/1/42 17,744 18,844
Energy Transfer Partners LP 5.150% 2/1/43 1,524 1,412
Energy Transfer Partners LP 5.950% 10/1/43 4,335 4,442
Energy Transfer Partners LP 5.150% 3/15/45 503 470
Energy Transfer Partners LP 6.125% 12/15/45 8,100 8,469
EnLink Midstream Partners LP 2.700% 4/1/19 750 744
EnLink Midstream Partners LP 4.400% 4/1/24 5,975 5,863
EnLink Midstream Partners LP 4.150% 6/1/25 5,599 5,361
EnLink Midstream Partners LP 4.850% 7/15/26 1,150 1,154
EnLink Midstream Partners LP 5.600% 4/1/44 6,520 6,080
Enterprise Products Operating LLC 6.650% 4/15/18 5,950 6,396
Enterprise Products Operating LLC 1.650% 5/7/18 8,040 8,045
Enterprise Products Operating LLC 6.500% 1/31/19 9,444 10,465
Enterprise Products Operating LLC 2.550% 10/15/19 11,185 11,391
Enterprise Products Operating LLC 5.250% 1/31/20 845 933
Enterprise Products Operating LLC 5.200% 9/1/20 3,143 3,505
Enterprise Products Operating LLC 2.850% 4/15/21 1,000 1,027

 

 

Enterprise Products Operating LLC 4.050% 2/15/22 225 244
Enterprise Products Operating LLC 3.350% 3/15/23 10,686 10,955
Enterprise Products Operating LLC 3.900% 2/15/24 18,570 19,431
Enterprise Products Operating LLC 3.750% 2/15/25 16,150 16,715
Enterprise Products Operating LLC 3.700% 2/15/26 4,465 4,601
Enterprise Products Operating LLC 3.950% 2/15/27 5,400 5,658
Enterprise Products Operating LLC 6.875% 3/1/33 7,343 8,947
Enterprise Products Operating LLC 6.650% 10/15/34 1,485 1,780
Enterprise Products Operating LLC 5.750% 3/1/35 5,200 5,820
Enterprise Products Operating LLC 7.550% 4/15/38 2,969 3,876
Enterprise Products Operating LLC 6.125% 10/15/39 5,335 6,167
Enterprise Products Operating LLC 6.450% 9/1/40 743 887
Enterprise Products Operating LLC 5.950% 2/1/41 5,419 6,248
Enterprise Products Operating LLC 5.700% 2/15/42 7,145 8,083
Enterprise Products Operating LLC 4.850% 8/15/42 7,775 8,080
Enterprise Products Operating LLC 4.450% 2/15/43 19,042 18,639
Enterprise Products Operating LLC 4.850% 3/15/44 18,087 18,704
Enterprise Products Operating LLC 5.100% 2/15/45 6,340 6,861
Enterprise Products Operating LLC 4.900% 5/15/46 18,045 19,008
Enterprise Products Operating LLC 4.950% 10/15/54 4,320 4,284
EOG Resources Inc. 5.625% 6/1/19 1,006 1,101
EOG Resources Inc. 2.450% 4/1/20 20 20
EOG Resources Inc. 4.400% 6/1/20 9,175 9,926
EOG Resources Inc. 4.100% 2/1/21 9,735 10,487
EOG Resources Inc. 2.625% 3/15/23 15,728 15,707
EOG Resources Inc. 3.150% 4/1/25 7,500 7,613
EOG Resources Inc. 4.150% 1/15/26 4,500 4,917
EOG Resources Inc. 3.900% 4/1/35 5,076 5,037
EQT Corp. 6.500% 4/1/18 16,650 17,565
EQT Corp. 8.125% 6/1/19 4,400 5,028
EQT Corp. 4.875% 11/15/21 6,600 7,228
EQT Midstream Partners LP 4.000% 8/1/24 3,210 3,126
Exxon Mobil Corp. 1.439% 3/1/18 38,100 38,259
Exxon Mobil Corp. 1.305% 3/6/18 25,000 25,076
Exxon Mobil Corp. 1.819% 3/15/19 2,078 2,102
Exxon Mobil Corp. 1.912% 3/6/20 8,041 8,174
Exxon Mobil Corp. 2.222% 3/1/21 21,000 21,441
Exxon Mobil Corp. 2.397% 3/6/22 27,250 27,938
Exxon Mobil Corp. 2.726% 3/1/23 29,000 30,051
Exxon Mobil Corp. 2.709% 3/6/25 19,700 20,225
Exxon Mobil Corp. 3.043% 3/1/26 12,225 12,812
Exxon Mobil Corp. 3.567% 3/6/45 9,225 9,472
Exxon Mobil Corp. 4.114% 3/1/46 21,925 24,474
FMC Technologies Inc. 2.000% 10/1/17 5,075 5,052
FMC Technologies Inc. 3.450% 10/1/22 1,292 1,310
Gulf South Pipeline Co. LP 4.000% 6/15/22 750 746
Halliburton Co. 2.000% 8/1/18 5,375 5,411
Halliburton Co. 5.900% 9/15/18 2,970 3,207
Halliburton Co. 6.150% 9/15/19 2,145 2,401
Halliburton Co. 3.500% 8/1/23 4,942 5,094
Halliburton Co. 3.800% 11/15/25 44,100 45,618
Halliburton Co. 4.850% 11/15/35 13,085 14,089
Halliburton Co. 6.700% 9/15/38 10,240 12,994
Halliburton Co. 7.450% 9/15/39 5,484 7,493
Halliburton Co. 4.500% 11/15/41 5,196 5,166
Halliburton Co. 4.750% 8/1/43 9,150 9,667
Halliburton Co. 5.000% 11/15/45 14,975 16,262

 

 

Hess Corp. 3.500% 7/15/24 5,250 5,135
Hess Corp. 4.300% 4/1/27 7,400 7,457
Hess Corp. 7.875% 10/1/29 6,283 7,657
Hess Corp. 7.300% 8/15/31 4,628 5,415
Hess Corp. 7.125% 3/15/33 4,642 5,225
Hess Corp. 6.000% 1/15/40 14,268 14,593
Hess Corp. 5.600% 2/15/41 8,231 8,210
Hess Corp. 5.800% 4/1/47 6,450 6,600
Husky Energy Inc. 6.150% 6/15/19 750 816
Husky Energy Inc. 7.250% 12/15/19 6,616 7,619
Husky Energy Inc. 3.950% 4/15/22 2,921 3,078
Husky Energy Inc. 4.000% 4/15/24 14,003 14,606
Husky Energy Inc. 6.800% 9/15/37 2,716 3,291
Kerr-McGee Corp. 6.950% 7/1/24 9,270 11,151
Kerr-McGee Corp. 7.875% 9/15/31 2,224 2,730
Kinder Morgan Energy Partners LP 5.950% 2/15/18 11,440 12,044
Kinder Morgan Energy Partners LP 2.650% 2/1/19 13,765 13,879
Kinder Morgan Energy Partners LP 6.850% 2/15/20 4,910 5,571
Kinder Morgan Energy Partners LP 6.500% 4/1/20 2,200 2,470
Kinder Morgan Energy Partners LP 3.500% 3/1/21 5,625 5,807
Kinder Morgan Energy Partners LP 5.800% 3/1/21 5,415 6,040
Kinder Morgan Energy Partners LP 5.000% 10/1/21 10,450 11,399
Kinder Morgan Energy Partners LP 4.150% 3/1/22 4,000 4,198
Kinder Morgan Energy Partners LP 3.950% 9/1/22 7,925 8,284
Kinder Morgan Energy Partners LP 3.450% 2/15/23 6,880 6,861
Kinder Morgan Energy Partners LP 3.500% 9/1/23 10,699 10,655
Kinder Morgan Energy Partners LP 4.300% 5/1/24 9,300 9,623
Kinder Morgan Energy Partners LP 4.250% 9/1/24 7,970 8,181
Kinder Morgan Energy Partners LP 7.400% 3/15/31 85 98
Kinder Morgan Energy Partners LP 7.300% 8/15/33 2,465 2,868
Kinder Morgan Energy Partners LP 5.800% 3/15/35 5,699 5,923
Kinder Morgan Energy Partners LP 6.500% 2/1/37 21,891 23,407
Kinder Morgan Energy Partners LP 6.950% 1/15/38 3,518 4,000
Kinder Morgan Energy Partners LP 6.500% 9/1/39 5,695 6,137
Kinder Morgan Energy Partners LP 6.550% 9/15/40 5,000 5,401
Kinder Morgan Energy Partners LP 7.500% 11/15/40 6,331 7,507
Kinder Morgan Energy Partners LP 5.625% 9/1/41 10,601 10,469
Kinder Morgan Energy Partners LP 5.000% 8/15/42 1,645 1,567
Kinder Morgan Energy Partners LP 4.700% 11/1/42 10,974 10,138
Kinder Morgan Energy Partners LP 5.000% 3/1/43 2,091 1,969
Kinder Morgan Energy Partners LP 5.500% 3/1/44 10,845 11,016
Kinder Morgan Energy Partners LP 5.400% 9/1/44 1,009 1,016
Kinder Morgan Inc. 2.000% 12/1/17 5,000 5,007
Kinder Morgan Inc. 3.050% 12/1/19 9,968 10,176
Kinder Morgan Inc. 4.300% 6/1/25 9,100 9,468
Kinder Morgan Inc. 7.800% 8/1/31 4,550 5,560
Kinder Morgan Inc. 7.750% 1/15/32 9,453 11,456
Kinder Morgan Inc. 5.300% 12/1/34 11,517 11,464
Kinder Morgan Inc. 5.550% 6/1/45 18,968 19,466
Magellan Midstream Partners LP 6.400% 7/15/18 9,010 9,725
Magellan Midstream Partners LP 6.550% 7/15/19 9,640 10,830
Magellan Midstream Partners LP 4.250% 2/1/21 3,945 4,257
Magellan Midstream Partners LP 3.200% 3/15/25 925 930
Magellan Midstream Partners LP 5.000% 3/1/26 1,450 1,652
Magellan Midstream Partners LP 6.400% 5/1/37 2,900 3,555
Magellan Midstream Partners LP 4.200% 12/1/42 2,400 2,322
Magellan Midstream Partners LP 5.150% 10/15/43 176 194

 

 

Magellan Midstream Partners LP 4.200% 3/15/45 2,201 2,116
Magellan Midstream Partners LP 4.250% 9/15/46 4,000 3,994
Marathon Oil Corp. 6.000% 10/1/17 13,905 14,376
Marathon Oil Corp. 5.900% 3/15/18 4,057 4,235
Marathon Oil Corp. 2.700% 6/1/20 4,515 4,425
Marathon Oil Corp. 2.800% 11/1/22 17,596 16,276
Marathon Oil Corp. 3.850% 6/1/25 115 110
Marathon Oil Corp. 6.800% 3/15/32 7,117 7,384
Marathon Oil Corp. 6.600% 10/1/37 4,938 5,061
Marathon Oil Corp. 5.200% 6/1/45 6,275 5,710
Marathon Petroleum Corp. 2.700% 12/14/18 4,500 4,598
Marathon Petroleum Corp. 3.400% 12/15/20 5,900 6,128
Marathon Petroleum Corp. 5.125% 3/1/21 11,515 12,695
Marathon Petroleum Corp. 3.625% 9/15/24 7,325 7,338
Marathon Petroleum Corp. 6.500% 3/1/41 14,500 15,979
Marathon Petroleum Corp. 4.750% 9/15/44 1,802 1,617
Marathon Petroleum Corp. 5.850% 12/15/45 1,459 1,486
Marathon Petroleum Corp. 5.000% 9/15/54 3,052 2,692
MPLX LP 4.500% 7/15/23 22,032 22,693
MPLX LP 4.875% 12/1/24 18,210 18,938
MPLX LP 4.875% 6/1/25 3,400 3,528
Nabors Industries Inc. 6.150% 2/15/18 20,435 21,201
Nabors Industries Inc. 9.250% 1/15/19 1,600 1,756
Nabors Industries Inc. 5.000% 9/15/20 2,500 2,466
Nabors Industries Inc. 4.625% 9/15/21 4,775 4,500
Nabors Industries Inc. 5.100% 9/15/23 4,800 4,620
National Fuel Gas Co. 6.500% 4/15/18 6,000 6,329
National Fuel Gas Co. 8.750% 5/1/19 1,600 1,804
National Fuel Gas Co. 4.900% 12/1/21 1,050 1,133
National Fuel Gas Co. 3.750% 3/1/23 3,660 3,729
National Fuel Gas Co. 5.200% 7/15/25 1,400 1,523
National Oilwell Varco Inc. 1.350% 12/1/17 12,150 12,098
National Oilwell Varco Inc. 2.600% 12/1/22 24,491 23,104
National Oilwell Varco Inc. 3.950% 12/1/42 8,573 6,722
Noble Energy Inc. 8.250% 3/1/19 9,799 11,210
Noble Energy Inc. 5.625% 5/1/21 50 52
Noble Energy Inc. 4.150% 12/15/21 10,965 11,662
Noble Energy Inc. 3.900% 11/15/24 2,850 2,902
Noble Energy Inc. 8.000% 4/1/27 725 884
Noble Energy Inc. 6.000% 3/1/41 15,651 16,984
Noble Energy Inc. 5.250% 11/15/43 8,327 8,485
Noble Energy Inc. 5.050% 11/15/44 3,025 2,994
Occidental Petroleum Corp. 1.500% 2/15/18 2,350 2,358
Occidental Petroleum Corp. 4.100% 2/1/21 20,135 21,873
Occidental Petroleum Corp. 3.125% 2/15/22 6,795 7,124
Occidental Petroleum Corp. 2.700% 2/15/23 10,968 11,182
Occidental Petroleum Corp. 3.500% 6/15/25 4,300 4,583
Occidental Petroleum Corp. 3.400% 4/15/26 9,254 9,789
Occidental Petroleum Corp. 4.625% 6/15/45 7,756 8,766
Occidental Petroleum Corp. 4.400% 4/15/46 13,928 15,353
Oceaneering International Inc. 4.650% 11/15/24 4,331 4,352
ONEOK Partners LP 2.000% 10/1/17 200 200
ONEOK Partners LP 3.200% 9/15/18 100 102
ONEOK Partners LP 8.625% 3/1/19 10,150 11,533
ONEOK Partners LP 3.375% 10/1/22 12,427 12,551
ONEOK Partners LP 4.900% 3/15/25 5,700 6,137
ONEOK Partners LP 6.650% 10/1/36 14,219 15,802

 

 

ONEOK Partners LP 6.850% 10/15/37 1,825 2,076
ONEOK Partners LP 6.125% 2/1/41 5,165 5,588
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 13,357 13,874
Panhandle Eastern Pipe Line Co. LP 7.000% 6/15/18 300 319
Petro-Canada 6.050% 5/15/18 13,010 13,902
Petro-Canada 5.350% 7/15/33 4,825 5,329
Petro-Canada 5.950% 5/15/35 8,410 10,128
Petro-Canada 6.800% 5/15/38 8,909 11,650
Phillips 66 4.300% 4/1/22 13,440 14,772
Phillips 66 4.650% 11/15/34 5,190 5,622
Phillips 66 5.875% 5/1/42 14,331 17,995
Phillips 66 4.875% 11/15/44 25,981 28,932
Phillips 66 Partners LP 2.646% 2/15/20 1,850 1,865
Phillips 66 Partners LP 3.605% 2/15/25 7,618 7,665
Phillips 66 Partners LP 4.680% 2/15/45 2,050 1,922
Pioneer Natural Resources Co. 6.875% 5/1/18 9,800 10,530
Pioneer Natural Resources Co. 3.450% 1/15/21 3,100 3,226
Pioneer Natural Resources Co. 3.950% 7/15/22 10,310 10,964
Pioneer Natural Resources Co. 4.450% 1/15/26 15,900 17,287
Pioneer Natural Resources Co. 7.200% 1/15/28 2,400 2,981
Plains All American Pipeline LP / PAA        
Finance Corp. 6.500% 5/1/18 4,210 4,486
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 2,986 3,443
Plains All American Pipeline LP / PAA        
Finance Corp. 2.600% 12/15/19 100 101
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 9,856 10,791
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 6,512 7,065
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 3,854 3,906
Plains All American Pipeline LP / PAA        
Finance Corp. 2.850% 1/31/23 12,470 11,817
Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 3,834 3,818
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 22,615 21,999
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 3,458 3,593
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 400 436
Plains All American Pipeline LP / PAA        
Finance Corp. 6.650% 1/15/37 2,075 2,252
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 7,525 7,067
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 13,297 10,931
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 4,310 3,773
Plains All American Pipeline LP / PAA        
Finance Corp. 4.900% 2/15/45 200 184
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.750% 9/1/20 50 54
Regency Energy Partners LP / Regency        
Energy Finance Corp. 6.500% 7/15/21 10,189 10,507

 

 

Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 8,270 9,107
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 20,550 21,680
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.500% 4/15/23 9,100 9,396
Regency Energy Partners LP / Regency        
Energy Finance Corp. 4.500% 11/1/23 13,800 13,921
Repsol Oil & Gas Canada Inc. 7.750% 6/1/19 9,497 10,411
Repsol Oil & Gas Canada Inc. 3.750% 2/1/21 5,579 5,412
Schlumberger Investment SA 3.650% 12/1/23 10,510 11,349
Shell International Finance BV 1.250% 11/10/17 3,950 3,953
Shell International Finance BV 1.900% 8/10/18 31,340 31,753
Shell International Finance BV 1.625% 11/10/18 7,200 7,225
Shell International Finance BV 2.000% 11/15/18 10,450 10,576
Shell International Finance BV 1.375% 5/10/19 24,750 24,671
Shell International Finance BV 1.375% 9/12/19 15,400 15,345
Shell International Finance BV 4.300% 9/22/19 27,750 29,910
Shell International Finance BV 4.375% 3/25/20 7,450 8,137
Shell International Finance BV 2.125% 5/11/20 12,375 12,549
Shell International Finance BV 2.250% 11/10/20 2,450 2,493
Shell International Finance BV 1.875% 5/10/21 24,700 24,704
Shell International Finance BV 1.750% 9/12/21 13,800 13,709
Shell International Finance BV 2.375% 8/21/22 7,015 7,118
Shell International Finance BV 2.250% 1/6/23 11,653 11,634
Shell International Finance BV 3.400% 8/12/23 8,520 9,068
Shell International Finance BV 3.250% 5/11/25 19,850 20,951
Shell International Finance BV 2.875% 5/10/26 29,100 29,557
Shell International Finance BV 2.500% 9/12/26 17,000 16,752
Shell International Finance BV 4.125% 5/11/35 20,650 22,144
Shell International Finance BV 6.375% 12/15/38 30,492 41,086
Shell International Finance BV 5.500% 3/25/40 6,908 8,466
Shell International Finance BV 4.550% 8/12/43 12,691 13,947
Shell International Finance BV 4.375% 5/11/45 28,359 30,625
Shell International Finance BV 4.000% 5/10/46 21,600 22,059
Shell International Finance BV 3.750% 9/12/46 24,150 23,899
Southern Natural Gas Co. LLC 8.000% 3/1/32 8,150 10,309
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 6,443 7,076
Spectra Energy Capital LLC 6.200% 4/15/18 14,500 15,340
Spectra Energy Capital LLC 3.300% 3/15/23 6,000 5,952
Spectra Energy Capital LLC 6.750% 2/15/32 3,050 3,395
Spectra Energy Capital LLC 7.500% 9/15/38 995 1,238
Spectra Energy Partners LP 2.950% 9/25/18 575 586
Spectra Energy Partners LP 4.750% 3/15/24 2,600 2,856
Spectra Energy Partners LP 3.500% 3/15/25 13,570 13,771
Spectra Energy Partners LP 5.950% 9/25/43 500 592
Spectra Energy Partners LP 4.500% 3/15/45 9,500 9,562
Suncor Energy Inc. 6.100% 6/1/18 1,775 1,901
Suncor Energy Inc. 3.600% 12/1/24 1,265 1,321
Suncor Energy Inc. 7.150% 2/1/32 4,903 6,286
Suncor Energy Inc. 5.950% 12/1/34 260 315
Suncor Energy Inc. 6.500% 6/15/38 18,608 24,444
Suncor Energy Inc. 6.850% 6/1/39 2,859 3,873
Sunoco Logistics Partners Operations LP 5.500% 2/15/20 3,305 3,619
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 22,100 23,712
Sunoco Logistics Partners Operations LP 3.450% 1/15/23 1,164 1,161

 

 

Sunoco Logistics Partners Operations LP 4.250% 4/1/24 2,250 2,335
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 6,350 7,356
Sunoco Logistics Partners Operations LP 6.850% 2/15/40 750 864
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 10,440 11,337
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 225 217
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 6,878 6,989
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 5,925 6,075
Tennessee Gas Pipeline Co. LLC 7.000% 10/15/28 1,720 2,063
Tennessee Gas Pipeline Co. LLC 7.625% 4/1/37 1,342 1,596
8 Texas Eastern Transmission LP 2.800% 10/15/22 165 165
Texas Eastern Transmission LP 7.000% 7/15/32 5,900 7,362
Tosco Corp. 7.800% 1/1/27 875 1,144
Tosco Corp. 8.125% 2/15/30 17,805 24,237
Total Capital Canada Ltd. 1.450% 1/15/18 8,014 8,038
Total Capital Canada Ltd. 2.750% 7/15/23 22,865 23,670
Total Capital International SA 2.125% 1/10/19 13,560 13,790
Total Capital International SA 2.100% 6/19/19 8,400 8,562
Total Capital International SA 2.750% 6/19/21 27,098 28,228
Total Capital International SA 2.875% 2/17/22 6,465 6,759
Total Capital International SA 2.700% 1/25/23 8,800 9,080
Total Capital International SA 3.700% 1/15/24 15,200 16,631
Total Capital International SA 3.750% 4/10/24 8,030 8,836
Total Capital SA 2.125% 8/10/18 11,460 11,629
Total Capital SA 4.450% 6/24/20 13,365 14,679
Total Capital SA 4.125% 1/28/21 9,002 9,874
TransCanada PipeLines Ltd. 1.625% 11/9/17 24,500 24,574
TransCanada PipeLines Ltd. 6.500% 8/15/18 16,655 18,079
TransCanada PipeLines Ltd. 7.125% 1/15/19 875 974
TransCanada PipeLines Ltd. 3.800% 10/1/20 17,050 18,247
TransCanada PipeLines Ltd. 2.500% 8/1/22 11,655 11,717
TransCanada PipeLines Ltd. 4.875% 1/15/26 18,675 21,626
TransCanada PipeLines Ltd. 4.625% 3/1/34 7,450 8,239
TransCanada PipeLines Ltd. 5.600% 3/31/34 3,055 3,683
TransCanada PipeLines Ltd. 5.850% 3/15/36 14,410 17,660
TransCanada PipeLines Ltd. 6.200% 10/15/37 15,710 20,125
TransCanada PipeLines Ltd. 7.250% 8/15/38 5,436 7,774
TransCanada PipeLines Ltd. 5.000% 10/16/43 14,900 17,163
Transcontinental Gas Pipe Line Co. LLC 5.400% 8/15/41 368 395
Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 650 627
Valero Energy Corp. 9.375% 3/15/19 9,926 11,695
Valero Energy Corp. 6.125% 2/1/20 13,570 15,242
Valero Energy Corp. 3.650% 3/15/25 6,959 7,112
Valero Energy Corp. 3.400% 9/15/26 10,000 9,902
Valero Energy Corp. 7.500% 4/15/32 10,671 13,239
Valero Energy Corp. 6.625% 6/15/37 9,803 11,465
Valero Energy Corp. 10.500% 3/15/39 323 494
Valero Energy Corp. 4.900% 3/15/45 12,735 12,601
Western Gas Partners LP 2.600% 8/15/18 5,700 5,704
Western Gas Partners LP 5.375% 6/1/21 5,075 5,526
Western Gas Partners LP 4.650% 7/1/26 2,000 2,081
Western Gas Partners LP 5.450% 4/1/44 8,150 8,187
Williams Partners LP 5.250% 3/15/20 7,375 7,992
Williams Partners LP 4.000% 11/15/21 4,425 4,580
Williams Partners LP 3.600% 3/15/22 30,260 30,722
Williams Partners LP 3.350% 8/15/22 9,500 9,429
Williams Partners LP 4.500% 11/15/23 3,800 3,936
Williams Partners LP 4.300% 3/4/24 13,325 13,632

 

 

Williams Partners LP 3.900% 1/15/25 13,641 13,623
Williams Partners LP 4.000% 9/15/25 6,605 6,621
Williams Partners LP 6.300% 4/15/40 2,840 3,130
Williams Partners LP 5.800% 11/15/43 14,705 15,345
Williams Partners LP 5.400% 3/4/44 4,000 3,995
Williams Partners LP 4.900% 1/15/45 1,085 1,034
Williams Partners LP 5.100% 9/15/45 16,265 16,097
Williams Partners LP / ACMP Finance Corp. 6.125% 7/15/22 200 208
Williams Partners LP / ACMP Finance Corp. 4.875% 5/15/23 6,305 6,376
Williams Partners LP / ACMP Finance Corp. 4.875% 3/15/24 17,718 17,917
XTO Energy Inc. 5.500% 6/15/18 500 536
XTO Energy Inc. 6.750% 8/1/37 600 873
 
Other Industrial (0.1%)        
California Institute of Technology GO 4.321% 8/1/45 700 837
California Institute of Technology GO 4.700% 11/1/11 11,700 12,948
CBRE Services Inc. 5.250% 3/15/25 5,425 5,845
CBRE Services Inc. 4.875% 3/1/26 13,435 14,090
Cintas Corp. No 2 6.125% 12/1/17 1,575 1,666
Cintas Corp. No 2 3.250% 6/1/22 4,015 4,226
Fluor Corp. 3.375% 9/15/21 2,150 2,300
Fluor Corp. 3.500% 12/15/24 10,459 11,127
George Washington University 3.545% 9/15/46 2,400 2,368
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 5,141 5,630
5 Johns Hopkins University Maryland GO 4.083% 7/1/53 4,125 4,688
Massachusetts Institute of Technology 3.885% 7/1/16 7,500 7,473
5 Massachusetts Institute of Technology GO 3.959% 7/1/38 7,975 9,137
Massachusetts Institute of Technology GO 5.600% 7/1/11 11,831 16,416
Massachusetts Institute of Technology GO 4.678% 7/1/14 4,450 5,292
5 Northwestern University Illinois GO 3.688% 12/1/38 6,150 6,730
5 Northwestern University Illinois GO 4.643% 12/1/44 4,550 5,780
5 Northwestern University Illinois GO 3.868% 12/1/48 100 113
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 2,500 2,773
Trustees of Dartmouth College 3.474% 6/1/46 10,402 11,050
5 University of Notre Dame DU LAC Indiana        
GO 3.438% 2/15/45 4,600 4,873
University of Pennsylvania GO 4.674% 9/1/12 10,350 11,913
5 University of Southern California 3.028% 10/1/39 7,050 7,005
Wesleyan University Connecticut GO 4.781% 7/1/16 2,250 2,405
Yale University Connecticut GO 2.086% 4/15/19 7,865 8,066
 
Technology (2.2%)        
Adobe Systems Inc. 4.750% 2/1/20 6,650 7,317
Adobe Systems Inc. 3.250% 2/1/25 9,633 10,137
Alphabet Inc. 3.625% 5/19/21 12,705 13,981
Altera Corp. 1.750% 5/15/17 10,210 10,262
Altera Corp. 2.500% 11/15/18 16,290 16,720
Altera Corp. 4.100% 11/15/23 7,030 7,940
Amphenol Corp. 2.550% 1/30/19 14,893 15,238
Amphenol Corp. 4.000% 2/1/22 440 468
Analog Devices Inc. 2.875% 6/1/23 12,425 12,573
Analog Devices Inc. 5.300% 12/15/45 400 445
Apple Inc. 1.300% 2/23/18 7,000 7,023
Apple Inc. 1.000% 5/3/18 31,693 31,649
Apple Inc. 2.100% 5/6/19 17,475 17,852
Apple Inc. 1.100% 8/2/19 19,475 19,362

 

 

Apple Inc. 1.550% 2/7/20 9,545 9,627
Apple Inc. 2.000% 5/6/20 7,300 7,459
Apple Inc. 2.250% 2/23/21 30,400 31,175
Apple Inc. 2.850% 5/6/21 61,510 64,828
Apple Inc. 1.550% 8/4/21 19,000 18,943
Apple Inc. 2.150% 2/9/22 22,595 22,968
Apple Inc. 2.700% 5/13/22 24,175 25,258
Apple Inc. 2.850% 2/23/23 15,550 16,359
Apple Inc. 2.400% 5/3/23 53,464 54,451
Apple Inc. 3.450% 5/6/24 16,412 17,769
Apple Inc. 2.500% 2/9/25 15,120 15,328
Apple Inc. 3.200% 5/13/25 15,090 16,002
Apple Inc. 3.250% 2/23/26 49,850 53,011
Apple Inc. 2.450% 8/4/26 20,225 20,141
Apple Inc. 4.500% 2/23/36 3,050 3,505
Apple Inc. 3.850% 5/4/43 35,525 36,305
Apple Inc. 4.450% 5/6/44 9,975 11,152
Apple Inc. 3.450% 2/9/45 11,949 11,449
Apple Inc. 4.375% 5/13/45 11,407 12,610
Apple Inc. 4.650% 2/23/46 57,051 65,598
Apple Inc. 3.850% 8/4/46 15,725 16,008
Applied Materials Inc. 2.625% 10/1/20 8,025 8,302
Applied Materials Inc. 4.300% 6/15/21 8,105 9,027
Applied Materials Inc. 3.900% 10/1/25 12,650 14,038
Applied Materials Inc. 5.100% 10/1/35 4,575 5,327
Applied Materials Inc. 5.850% 6/15/41 7,061 8,766
Arrow Electronics Inc. 3.000% 3/1/18 2,500 2,540
Arrow Electronics Inc. 5.125% 3/1/21 1,288 1,390
Arrow Electronics Inc. 3.500% 4/1/22 4,350 4,456
Arrow Electronics Inc. 4.500% 3/1/23 2,154 2,286
Arrow Electronics Inc. 4.000% 4/1/25 6,400 6,568
Autodesk Inc. 1.950% 12/15/17 9,014 9,069
Autodesk Inc. 3.125% 6/15/20 2,500 2,570
Autodesk Inc. 3.600% 12/15/22 1,675 1,729
Autodesk Inc. 4.375% 6/15/25 2,900 3,076
Avnet Inc. 5.875% 6/15/20 120 133
Avnet Inc. 4.875% 12/1/22 4,725 5,127
Avnet Inc. 4.625% 4/15/26 5,600 5,795
Baidu Inc. 2.250% 11/28/17 5,250 5,292
Baidu Inc. 3.250% 8/6/18 2,800 2,869
Baidu Inc. 2.750% 6/9/19 14,475 14,760
Baidu Inc. 3.500% 11/28/22 14,925 15,617
Broadridge Financial Solutions Inc. 3.950% 9/1/20 2,425 2,576
Broadridge Financial Solutions Inc. 3.400% 6/27/26 4,400 4,518
CA Inc. 2.875% 8/15/18 3,000 3,058
CA Inc. 5.375% 12/1/19 3,525 3,896
CA Inc. 3.600% 8/1/20 6,525 6,840
CA Inc. 4.500% 8/15/23 4,950 5,389
Cadence Design Systems Inc. 4.375% 10/15/24 725 750
Cisco Systems Inc. 1.400% 2/28/18 10,000 10,040
Cisco Systems Inc. 4.950% 2/15/19 29,650 32,136
Cisco Systems Inc. 1.600% 2/28/19 21,000 21,178
Cisco Systems Inc. 2.125% 3/1/19 20,885 21,291
Cisco Systems Inc. 4.450% 1/15/20 31,925 34,921
Cisco Systems Inc. 2.450% 6/15/20 25,350 26,263
Cisco Systems Inc. 2.200% 2/28/21 48,148 49,154
Cisco Systems Inc. 2.900% 3/4/21 1,650 1,734

 

 

Cisco Systems Inc. 2.200% 9/20/23 4,350 4,384
Cisco Systems Inc. 3.625% 3/4/24 5,625 6,188
Cisco Systems Inc. 2.950% 2/28/26 475 500
Cisco Systems Inc. 2.500% 9/20/26 8,450 8,556
Cisco Systems Inc. 5.900% 2/15/39 30,426 40,832
Cisco Systems Inc. 5.500% 1/15/40 2,941 3,790
Corning Inc. 1.450% 11/15/17 1,350 1,349
Corning Inc. 1.500% 5/8/18 6,900 6,888
Corning Inc. 6.625% 5/15/19 3,860 4,315
Corning Inc. 4.250% 8/15/20 7,474 8,068
Corning Inc. 2.900% 5/15/22 5,975 6,158
Corning Inc. 3.700% 11/15/23 4,925 5,272
Corning Inc. 7.250% 8/15/36 75 92
Corning Inc. 4.700% 3/15/37 7,168 7,506
Corning Inc. 5.750% 8/15/40 4,856 5,747
8 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 3.480% 6/1/19 37,750 38,821
8 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 4.420% 6/15/21 45,025 47,050
8 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 5.450% 6/15/23 74,056 79,324
8 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 6.020% 6/15/26 38,565 42,181
8 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.100% 7/15/36 10,400 12,242
8 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.350% 7/15/46 17,175 20,616
Dun & Bradstreet Corp. 3.250% 12/1/17 800 813
Dun & Bradstreet Corp. 4.375% 12/1/22 1,955 2,036
Equifax Inc. 2.300% 6/1/21 4,750 4,799
Equifax Inc. 3.250% 6/1/26 7,000 7,200
Fidelity National Information Services Inc. 1.450% 6/5/17 150 150
Fidelity National Information Services Inc. 2.000% 4/15/18 2,167 2,186
Fidelity National Information Services Inc. 2.850% 10/15/18 5,475 5,619
Fidelity National Information Services Inc. 3.625% 10/15/20 33,950 35,974
Fidelity National Information Services Inc. 2.250% 8/15/21 18,800 18,908
Fidelity National Information Services Inc. 5.000% 3/15/22 7,294 7,558
Fidelity National Information Services Inc. 3.500% 4/15/23 9,000 9,440
Fidelity National Information Services Inc. 3.875% 6/5/24 3,350 3,583
Fidelity National Information Services Inc. 5.000% 10/15/25 14,582 16,628
Fidelity National Information Services Inc. 3.000% 8/15/26 21,800 21,601
Fidelity National Information Services Inc. 4.500% 8/15/46 4,100 4,141
Fiserv Inc. 2.700% 6/1/20 6,015 6,207
Fiserv Inc. 4.750% 6/15/21 175 196
Fiserv Inc. 3.500% 10/1/22 8,431 8,977
Fiserv Inc. 3.850% 6/1/25 11,519 12,463
Flex Ltd. 4.625% 2/15/20 3,740 3,969
Flex Ltd. 4.750% 6/15/25 4,720 4,980
8 Hewlett Packard Enterprise Co. 2.450% 10/5/17 27,800 28,020
8 Hewlett Packard Enterprise Co. 2.850% 10/5/18 18,300 18,644
8 Hewlett Packard Enterprise Co. 3.600% 10/15/20 42,525 44,582
8 Hewlett Packard Enterprise Co. 4.400% 10/15/22 20,325 21,682
8 Hewlett Packard Enterprise Co. 4.900% 10/15/25 30,460 32,477
8 Hewlett Packard Enterprise Co. 6.200% 10/15/35 5,125 5,348
8 Hewlett Packard Enterprise Co. 6.350% 10/15/45 23,000 23,780
HP Enterprise Services LLC 7.450% 10/15/29 1,950 2,364
HP Inc. 3.750% 12/1/20 1,149 1,213

 

 

HP Inc. 4.300% 6/1/21 14,555 15,756
HP Inc. 4.375% 9/15/21 16,420 17,689
HP Inc. 4.650% 12/9/21 27,125 29,726
HP Inc. 6.000% 9/15/41 8,543 8,688
Ingram Micro Inc. 4.950% 12/15/24 12,750 13,009
Intel Corp. 1.350% 12/15/17 16,746 16,798
Intel Corp. 2.450% 7/29/20 22,000 22,752
Intel Corp. 1.700% 5/19/21 5,450 5,480
Intel Corp. 3.300% 10/1/21 15,694 16,855
Intel Corp. 3.100% 7/29/22 12,000 12,793
Intel Corp. 2.700% 12/15/22 12,770 13,330
Intel Corp. 3.700% 7/29/25 15,600 17,284
Intel Corp. 2.600% 5/19/26 5,700 5,808
Intel Corp. 4.000% 12/15/32 5,550 6,093
Intel Corp. 4.800% 10/1/41 24,654 28,922
Intel Corp. 4.250% 12/15/42 14,091 15,386
Intel Corp. 4.900% 7/29/45 7,570 9,052
Intel Corp. 4.100% 5/19/46 8,000 8,574
International Business Machines Corp. 1.250% 2/6/17 7,100 7,110
International Business Machines Corp. 5.700% 9/14/17 18,911 19,735
International Business Machines Corp. 1.125% 2/6/18 22,925 22,924
International Business Machines Corp. 1.250% 2/8/18 1,300 1,302
International Business Machines Corp. 7.625% 10/15/18 10,506 11,814
International Business Machines Corp. 1.950% 2/12/19 15,600 15,841
International Business Machines Corp. 1.875% 5/15/19 1,500 1,523
International Business Machines Corp. 1.800% 5/17/19 2,650 2,687
International Business Machines Corp. 8.375% 11/1/19 4,691 5,679
International Business Machines Corp. 2.250% 2/19/21 15,400 15,824
International Business Machines Corp. 2.900% 11/1/21 800 846
International Business Machines Corp. 1.875% 8/1/22 3,300 3,296
International Business Machines Corp. 2.875% 11/9/22 22,600 23,843
International Business Machines Corp. 3.375% 8/1/23 14,100 15,164
International Business Machines Corp. 3.625% 2/12/24 18,800 20,479
International Business Machines Corp. 7.000% 10/30/25 3,315 4,507
International Business Machines Corp. 6.220% 8/1/27 10,050 13,319
International Business Machines Corp. 6.500% 1/15/28 620 841
International Business Machines Corp. 5.600% 11/30/39 10,380 13,431
International Business Machines Corp. 4.000% 6/20/42 10,042 10,557
International Business Machines Corp. 4.700% 2/19/46 6,793 7,844
Jabil Circuit Inc. 5.625% 12/15/20 2,200 2,371
Jabil Circuit Inc. 4.700% 9/15/22 400 416
Juniper Networks Inc. 3.125% 2/26/19 6,350 6,517
Juniper Networks Inc. 3.300% 6/15/20 4,000 4,149
Juniper Networks Inc. 4.600% 3/15/21 3,830 4,147
Juniper Networks Inc. 4.500% 3/15/24 2,150 2,280
Juniper Networks Inc. 4.350% 6/15/25 1,550 1,617
Juniper Networks Inc. 5.950% 3/15/41 3,125 3,304
Keysight Technologies Inc. 3.300% 10/30/19 4,540 4,625
Keysight Technologies Inc. 4.550% 10/30/24 7,075 7,317
KLA-Tencor Corp. 2.375% 11/1/17 3,975 4,001
KLA-Tencor Corp. 3.375% 11/1/19 2,615 2,710
KLA-Tencor Corp. 4.125% 11/1/21 10,250 11,031
KLA-Tencor Corp. 4.650% 11/1/24 5,024 5,524
KLA-Tencor Corp. 5.650% 11/1/34 625 698
Lam Research Corp. 2.750% 3/15/20 4,465 4,572
Lam Research Corp. 2.800% 6/15/21 7,275 7,467
Lam Research Corp. 3.450% 6/15/23 5,500 5,629

 

 

Lam Research Corp. 3.800% 3/15/25 5,500 5,756
Lam Research Corp. 3.900% 6/15/26 14,500 15,097
Lexmark International Inc. 6.650% 6/1/18 5,310 5,630
Maxim Integrated Products Inc. 3.375% 3/15/23 6,050 6,222
Microsoft Corp. 0.875% 11/15/17 1,350 1,350
Microsoft Corp. 1.000% 5/1/18 4,300 4,298
Microsoft Corp. 1.300% 11/3/18 31,425 31,568
Microsoft Corp. 4.200% 6/1/19 9,270 10,000
Microsoft Corp. 1.100% 8/8/19 26,650 26,561
Microsoft Corp. 1.850% 2/12/20 4,650 4,727
Microsoft Corp. 3.000% 10/1/20 8,005 8,508
Microsoft Corp. 2.000% 11/3/20 40,425 41,230
Microsoft Corp. 4.000% 2/8/21 4,775 5,280
Microsoft Corp. 1.550% 8/8/21 29,925 29,849
Microsoft Corp. 2.375% 2/12/22 11,850 12,181
Microsoft Corp. 2.650% 11/3/22 13,000 13,546
Microsoft Corp. 2.125% 11/15/22 3,168 3,219
Microsoft Corp. 2.375% 5/1/23 2,460 2,514
Microsoft Corp. 2.000% 8/8/23 18,200 18,179
Microsoft Corp. 3.625% 12/15/23 3,090 3,397
Microsoft Corp. 2.700% 2/12/25 9,554 9,881
Microsoft Corp. 3.125% 11/3/25 41,600 44,264
Microsoft Corp. 2.400% 8/8/26 44,000 44,123
Microsoft Corp. 3.500% 2/12/35 16,755 17,099
Microsoft Corp. 4.200% 11/3/35 6,520 7,268
Microsoft Corp. 3.450% 8/8/36 26,125 26,619
Microsoft Corp. 5.200% 6/1/39 1,988 2,485
Microsoft Corp. 4.500% 10/1/40 5,863 6,717
Microsoft Corp. 5.300% 2/8/41 5,985 7,672
Microsoft Corp. 3.500% 11/15/42 12,875 12,660
Microsoft Corp. 3.750% 5/1/43 1,981 2,049
Microsoft Corp. 4.875% 12/15/43 1,575 1,888
Microsoft Corp. 3.750% 2/12/45 20,075 20,359
Microsoft Corp. 4.450% 11/3/45 40,885 46,483
Microsoft Corp. 3.700% 8/8/46 38,130 38,623
Microsoft Corp. 4.000% 2/12/55 24,955 25,503
Microsoft Corp. 4.750% 11/3/55 9,050 10,447
Microsoft Corp. 3.950% 8/8/56 15,000 15,153
Motorola Solutions Inc. 3.750% 5/15/22 6,471 6,637
Motorola Solutions Inc. 3.500% 3/1/23 750 746
Motorola Solutions Inc. 4.000% 9/1/24 4,181 4,224
Motorola Solutions Inc. 7.500% 5/15/25 410 489
Motorola Solutions Inc. 5.500% 9/1/44 6,050 5,932
NetApp Inc. 2.000% 12/15/17 5,905 5,918
NetApp Inc. 3.250% 12/15/22 1,025 1,049
NVIDIA Corp. 2.200% 9/16/21 10,000 10,040
NVIDIA Corp. 3.200% 9/16/26 9,300 9,365
Oracle Corp. 1.200% 10/15/17 20,575 20,640
Oracle Corp. 5.750% 4/15/18 20,052 21,455
Oracle Corp. 2.375% 1/15/19 20,525 21,004
Oracle Corp. 5.000% 7/8/19 17,712 19,441
Oracle Corp. 2.250% 10/8/19 16,973 17,391
Oracle Corp. 3.875% 7/15/20 13,615 14,790
Oracle Corp. 2.800% 7/8/21 12,380 12,916
Oracle Corp. 1.900% 9/15/21 76,195 76,355
Oracle Corp. 2.500% 5/15/22 15,640 16,007
Oracle Corp. 2.500% 10/15/22 11,663 11,943

 

 

Oracle Corp. 3.625% 7/15/23 450 488
Oracle Corp. 2.400% 9/15/23 21,000 21,082
Oracle Corp. 3.400% 7/8/24 37,035 39,566
Oracle Corp. 2.950% 5/15/25 28,580 29,508
Oracle Corp. 2.650% 7/15/26 34,625 34,542
Oracle Corp. 3.250% 5/15/30 4,795 5,017
Oracle Corp. 4.300% 7/8/34 11,870 12,954
Oracle Corp. 3.900% 5/15/35 11,247 11,672
Oracle Corp. 3.850% 7/15/36 25,625 26,528
Oracle Corp. 6.500% 4/15/38 5,740 7,943
Oracle Corp. 6.125% 7/8/39 7,853 10,531
Oracle Corp. 5.375% 7/15/40 33,888 41,652
Oracle Corp. 4.500% 7/8/44 10,150 11,124
Oracle Corp. 4.125% 5/15/45 10,750 11,281
Oracle Corp. 4.000% 7/15/46 25,610 26,475
Oracle Corp. 4.375% 5/15/55 16,402 17,541
Pitney Bowes Inc. 6.250% 3/15/19 200 219
Pitney Bowes Inc. 3.375% 10/1/21 12,025 12,019
Pitney Bowes Inc. 4.625% 3/15/24 12,525 12,994
QUALCOMM Inc. 1.400% 5/18/18 12,000 12,039
QUALCOMM Inc. 2.250% 5/20/20 9,435 9,635
QUALCOMM Inc. 3.000% 5/20/22 18,675 19,487
QUALCOMM Inc. 3.450% 5/20/25 23,815 25,298
QUALCOMM Inc. 4.650% 5/20/35 5,805 6,226
QUALCOMM Inc. 4.800% 5/20/45 17,282 18,910
Seagate HDD Cayman 3.750% 11/15/18 10,550 10,827
Seagate HDD Cayman 4.750% 6/1/23 11,675 11,558
Seagate HDD Cayman 4.750% 1/1/25 10,275 9,633
Seagate HDD Cayman 4.875% 6/1/27 8,275 7,489
Seagate HDD Cayman 5.750% 12/1/34 6,000 4,995
Symantec Corp. 4.200% 9/15/20 7,125 7,429
Symantec Corp. 3.950% 6/15/22 4,925 5,029
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 6,294 6,743
Texas Instruments Inc. 1.650% 8/3/19 9,540 9,656
Total System Services Inc. 2.375% 6/1/18 2,945 2,968
Total System Services Inc. 3.800% 4/1/21 7,395 7,841
Total System Services Inc. 4.800% 4/1/26 18,475 20,498
Trimble Navigation Ltd. 4.750% 12/1/24 4,800 5,052
Tyco Electronics Group SA 6.550% 10/1/17 3,743 3,934
Tyco Electronics Group SA 2.350% 8/1/19 3,906 3,967
Tyco Electronics Group SA 3.500% 2/3/22 2,175 2,278
Tyco Electronics Group SA 3.450% 8/1/24 4,400 4,591
Tyco Electronics Group SA 3.700% 2/15/26 1,000 1,055
Tyco Electronics Group SA 7.125% 10/1/37 9,950 14,090
Verisk Analytics Inc. 5.800% 5/1/21 2,125 2,427
Verisk Analytics Inc. 4.125% 9/12/22 5,414 5,812
Verisk Analytics Inc. 4.000% 6/15/25 14,050 14,943
Verisk Analytics Inc. 5.500% 6/15/45 8,525 9,171
Xerox Corp. 6.350% 5/15/18 17,205 18,281
Xerox Corp. 2.750% 3/15/19 7,646 7,666
Xerox Corp. 5.625% 12/15/19 5,650 6,114
Xerox Corp. 2.800% 5/15/20 4,300 4,274
Xerox Corp. 2.750% 9/1/20 2,950 2,929
Xerox Corp. 4.500% 5/15/21 6,115 6,452
Xilinx Inc. 2.125% 3/15/19 600 608
Xilinx Inc. 3.000% 3/15/21 13,675 14,257

 

 

Transportation (0.7%)        
5 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 7/31/22 921 998
5 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 2,309 2,453
5 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 10,269 11,180
5 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 6,120 6,418
5 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 13,292 13,657
5 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 2,361 2,297
5 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 2,021 2,142
5 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 3,365 3,617
5 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 8,479 8,924
5 American Airlines 2016-2 Class A Pass        
Through Trust 3.650% 6/15/28 9,400 9,799
5 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 6/15/28 15,300 15,682
5 American Airlines 2016-3 Class A Pass        
Through Trust 3.250% 4/15/30 2,300 2,312
American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 9,200 9,246
Burlington Northern Santa Fe LLC 5.750% 3/15/18 7,047 7,512
Burlington Northern Santa Fe LLC 4.700% 10/1/19 50 55
Burlington Northern Santa Fe LLC 3.600% 9/1/20 5,800 6,236
Burlington Northern Santa Fe LLC 4.100% 6/1/21 700 767
Burlington Northern Santa Fe LLC 3.450% 9/15/21 8,675 9,343
Burlington Northern Santa Fe LLC 3.050% 3/15/22 3,390 3,576
Burlington Northern Santa Fe LLC 3.050% 9/1/22 5,037 5,329
Burlington Northern Santa Fe LLC 3.000% 3/15/23 7,566 7,943
Burlington Northern Santa Fe LLC 3.850% 9/1/23 250 276
Burlington Northern Santa Fe LLC 3.750% 4/1/24 5,812 6,398
Burlington Northern Santa Fe LLC 3.400% 9/1/24 5,540 5,962
Burlington Northern Santa Fe LLC 3.000% 4/1/25 15,000 15,749
Burlington Northern Santa Fe LLC 3.650% 9/1/25 5,850 6,434
Burlington Northern Santa Fe LLC 7.000% 12/15/25 986 1,332
Burlington Northern Santa Fe LLC 7.950% 8/15/30 2,830 4,277
Burlington Northern Santa Fe LLC 6.200% 8/15/36 3,200 4,324
Burlington Northern Santa Fe LLC 6.150% 5/1/37 2,877 3,932
Burlington Northern Santa Fe LLC 5.750% 5/1/40 7,785 10,136
Burlington Northern Santa Fe LLC 5.050% 3/1/41 6,255 7,605
Burlington Northern Santa Fe LLC 5.400% 6/1/41 7,175 9,124
Burlington Northern Santa Fe LLC 4.950% 9/15/41 2,050 2,477
Burlington Northern Santa Fe LLC 4.400% 3/15/42 5,623 6,309
Burlington Northern Santa Fe LLC 4.375% 9/1/42 4,300 4,828
Burlington Northern Santa Fe LLC 4.450% 3/15/43 9,995 11,364
Burlington Northern Santa Fe LLC 5.150% 9/1/43 7,075 8,815
Burlington Northern Santa Fe LLC 4.900% 4/1/44 6,795 8,262
Burlington Northern Santa Fe LLC 4.550% 9/1/44 7,485 8,616
Burlington Northern Santa Fe LLC 4.150% 4/1/45 4,084 4,506
Burlington Northern Santa Fe LLC 4.700% 9/1/45 7,050 8,310
Burlington Northern Santa Fe LLC 3.900% 8/1/46 12,628 13,462

 

 

Canadian National Railway Co. 5.550% 3/1/19 2,410 2,657
Canadian National Railway Co. 2.850% 12/15/21 2,085 2,198
Canadian National Railway Co. 2.250% 11/15/22 2,765 2,803
Canadian National Railway Co. 2.950% 11/21/24 1,150 1,224
Canadian National Railway Co. 2.750% 3/1/26 8,960 9,324
Canadian National Railway Co. 6.900% 7/15/28 2,875 4,123
Canadian National Railway Co. 6.250% 8/1/34 1,025 1,437
Canadian National Railway Co. 6.200% 6/1/36 2,468 3,414
Canadian National Railway Co. 6.375% 11/15/37 2,068 2,939
Canadian National Railway Co. 3.500% 11/15/42 9,925 10,256
Canadian National Railway Co. 3.200% 8/2/46 1,250 1,217
Canadian Pacific Railway Co. 6.500% 5/15/18 250 270
Canadian Pacific Railway Co. 7.250% 5/15/19 5,789 6,612
Canadian Pacific Railway Co. 9.450% 8/1/21 1,000 1,308
Canadian Pacific Railway Co. 4.450% 3/15/23 6,303 6,999
Canadian Pacific Railway Co. 2.900% 2/1/25 6,514 6,720
Canadian Pacific Railway Co. 3.700% 2/1/26 1,375 1,488
Canadian Pacific Railway Co. 7.125% 10/15/31 2,535 3,490
Canadian Pacific Railway Co. 5.750% 3/15/33 375 450
Canadian Pacific Railway Co. 4.800% 9/15/35 725 833
Canadian Pacific Railway Co. 5.950% 5/15/37 14,754 18,602
Canadian Pacific Railway Co. 4.800% 8/1/45 1,600 1,876
Canadian Pacific Railway Co. 6.125% 9/15/15 3,860 4,780
Canadian Pacific Railway Ltd. 4.500% 1/15/22 8,500 9,370
Canadian Pacific Railway Ltd. 5.750% 1/15/42 13,430 17,099
5 Continental Airlines 2007-1 Class A Pass        
Through Trust 5.983% 10/19/23 2,907 3,256
5 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 3,237 3,694
5 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 1,628 1,746
5 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 9,112 9,727
5 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 3,770 4,034
CSX Corp. 6.250% 3/15/18 2,870 3,066
CSX Corp. 7.375% 2/1/19 34,110 38,649
CSX Corp. 3.700% 10/30/20 1,155 1,236
CSX Corp. 4.250% 6/1/21 4,690 5,169
CSX Corp. 3.700% 11/1/23 2,500 2,711
CSX Corp. 3.350% 11/1/25 10,365 11,104
CSX Corp. 6.000% 10/1/36 6,119 7,892
CSX Corp. 6.150% 5/1/37 2,997 3,925
CSX Corp. 6.220% 4/30/40 8,885 11,879
CSX Corp. 5.500% 4/15/41 8,800 10,916
CSX Corp. 4.750% 5/30/42 4,290 4,916
CSX Corp. 4.400% 3/1/43 137 150
CSX Corp. 4.100% 3/15/44 6,800 7,243
CSX Corp. 3.950% 5/1/50 4,365 4,374
CSX Corp. 4.500% 8/1/54 25 27
5 Delta Air Lines 2007-1 Class A Pass        
Through Trust 6.821% 2/10/24 3,824 4,508
5 Delta Air Lines 2009-1 Class A Pass        
Through Trust 7.750% 6/17/21 3,488 3,946
5 Delta Air Lines 2010-2 Class A Pass        
Through Trust 4.950% 11/23/20 1,839 1,941

 

 

5 Delta Air Lines 2012-1 Class A Pass        
Through Trust 4.750% 11/7/21 714 769
5 Delta Air Lines 2015-1 Class AA Pass        
Through Trust 3.625% 7/30/27 3,785 4,031
FedEx Corp. 8.000% 1/15/19 5,680 6,510
FedEx Corp. 2.300% 2/1/20 4,200 4,289
FedEx Corp. 2.625% 8/1/22 4,565 4,710
FedEx Corp. 4.000% 1/15/24 500 555
FedEx Corp. 3.200% 2/1/25 5,000 5,258
FedEx Corp. 3.250% 4/1/26 7,495 7,910
FedEx Corp. 4.900% 1/15/34 75 86
FedEx Corp. 3.900% 2/1/35 2,450 2,532
FedEx Corp. 3.875% 8/1/42 1,725 1,718
FedEx Corp. 4.100% 4/15/43 4,260 4,365
FedEx Corp. 5.100% 1/15/44 4,500 5,343
FedEx Corp. 4.100% 2/1/45 1,050 1,084
FedEx Corp. 4.750% 11/15/45 14,675 16,753
FedEx Corp. 4.550% 4/1/46 15,950 17,730
FedEx Corp. 4.500% 2/1/65 740 759
5 Hawaiian Airlines 2013-1 Class A Pass        
Through Certificates 3.900% 1/15/26 9,943 10,030
JB Hunt Transport Services Inc. 2.400% 3/15/19 1,270 1,288
JB Hunt Transport Services Inc. 3.300% 8/15/22 4,650 4,774
Kansas City Southern 2.350% 5/15/20 3,800 3,830
Kansas City Southern 3.000% 5/15/23 5,955 6,067
Kansas City Southern 3.125% 6/1/26 6,775 6,875
Kansas City Southern 4.300% 5/15/43 5,050 5,238
Kansas City Southern 4.950% 8/15/45 4,750 5,413
5 Latam Airlines 2015-1 Pass Through Trust A 4.200% 8/15/29 5,446 5,296
Norfolk Southern Corp. 5.750% 4/1/18 2,595 2,765
Norfolk Southern Corp. 5.900% 6/15/19 9,350 10,406
Norfolk Southern Corp. 3.250% 12/1/21 5,259 5,581
Norfolk Southern Corp. 3.000% 4/1/22 6,148 6,429
Norfolk Southern Corp. 2.903% 2/15/23 3,468 3,594
Norfolk Southern Corp. 3.850% 1/15/24 1,750 1,910
Norfolk Southern Corp. 5.590% 5/17/25 2,302 2,777
Norfolk Southern Corp. 7.800% 5/15/27 4,550 6,447
Norfolk Southern Corp. 7.250% 2/15/31 3,912 5,624
Norfolk Southern Corp. 7.050% 5/1/37 2,000 2,836
Norfolk Southern Corp. 4.837% 10/1/41 20,081 23,389
Norfolk Southern Corp. 3.950% 10/1/42 100 104
Norfolk Southern Corp. 4.450% 6/15/45 3,750 4,202
Norfolk Southern Corp. 4.650% 1/15/46 6,160 7,117
Norfolk Southern Corp. 7.900% 5/15/97 205 310
Norfolk Southern Corp. 6.000% 3/15/05 2,350 2,859
Norfolk Southern Corp. 6.000% 5/23/11 12,325 15,005
5 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 640 724
Ryder System Inc. 2.500% 3/1/18 4,157 4,212
Ryder System Inc. 2.450% 11/15/18 13,240 13,454
Ryder System Inc. 2.350% 2/26/19 13,637 13,840
Ryder System Inc. 2.550% 6/1/19 10,195 10,398
Ryder System Inc. 2.450% 9/3/19 3,620 3,695
Ryder System Inc. 2.500% 5/11/20 3,050 3,080
Ryder System Inc. 2.875% 9/1/20 3,125 3,183
Southern Railway Co. 9.750% 6/15/20 1,559 1,976
Southwest Airlines Co. 2.750% 11/6/19 3,650 3,765

 

 

Southwest Airlines Co. 2.650% 11/5/20 6,680 6,861
5 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 1,229 1,389
5 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 4,500 4,612
Trinity Industries Inc. 4.550% 10/1/24 3,005 2,988
Union Pacific Corp. 5.750% 11/15/17 155 163
Union Pacific Corp. 5.700% 8/15/18 931 1,008
Union Pacific Corp. 1.800% 2/1/20 2,825 2,864
Union Pacific Corp. 2.250% 6/19/20 11,725 12,013
Union Pacific Corp. 4.000% 2/1/21 4,975 5,438
Union Pacific Corp. 4.163% 7/15/22 24,264 27,248
Union Pacific Corp. 2.750% 4/15/23 1,475 1,532
Union Pacific Corp. 3.646% 2/15/24 5,270 5,760
Union Pacific Corp. 3.750% 3/15/24 1,063 1,173
Union Pacific Corp. 3.250% 1/15/25 2,600 2,794
Union Pacific Corp. 3.250% 8/15/25 17,850 19,176
Union Pacific Corp. 2.750% 3/1/26 6,425 6,658
Union Pacific Corp. 6.625% 2/1/29 2,351 3,239
Union Pacific Corp. 3.375% 2/1/35 7,000 7,160
Union Pacific Corp. 4.750% 9/15/41 9,687 11,494
Union Pacific Corp. 4.250% 4/15/43 1,156 1,292
Union Pacific Corp. 4.750% 12/15/43 3,909 4,685
Union Pacific Corp. 4.821% 2/1/44 4,169 5,034
Union Pacific Corp. 4.850% 6/15/44 645 787
Union Pacific Corp. 4.150% 1/15/45 1,000 1,105
Union Pacific Corp. 4.050% 11/15/45 1,882 2,067
Union Pacific Corp. 4.050% 3/1/46 8,000 8,774
Union Pacific Corp. 3.350% 8/15/46 5,000 4,917
Union Pacific Corp. 3.875% 2/1/55 8,800 8,828
Union Pacific Corp. 4.375% 11/15/65 10,861 11,887
5 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 1,004 1,200
5 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 5,187 5,654
5 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 6,793 7,269
5 United Airlines 2014-2 Class A Pass Through        
Trust 3.750% 3/3/28 2,332 2,449
5 United Airlines 2015-1 Class A Pass Through        
Trust 3.700% 6/1/24 2,880 3,053
5 United Airlines 2015-1 Class AA Pass        
Through Trust 3.450% 12/1/27 11,625 12,206
5 United Airlines 2016-1 Class A Pass Through        
Trust 3.450% 1/7/30 4,100 4,238
5 United Airlines 2016-1 Class AA Pass        
Through Trust 3.100% 7/7/28 37,515 38,359
5 United Airlines 2016-2 Class A Pass Through        
Trust 3.100% 10/7/28 2,350 2,368
5 United Airlines 2016-2 Class AA Pass        
Through Trust 2.875% 10/7/28 8,025 8,055
United Parcel Service Inc. 1.125% 10/1/17 2,465 2,468
United Parcel Service Inc. 5.500% 1/15/18 2,565 2,713
United Parcel Service Inc. 5.125% 4/1/19 6,908 7,567
United Parcel Service Inc. 3.125% 1/15/21 8,249 8,808
United Parcel Service Inc. 2.450% 10/1/22 10,640 11,053
United Parcel Service Inc. 6.200% 1/15/38 17,791 25,396

 

 

United Parcel Service Inc. 4.875% 11/15/40 3,992 5,040
United Parcel Service Inc. 3.625% 10/1/42 4,180 4,454
United Parcel Service of America Inc. 8.375% 4/1/20 10 12
United Parcel Service of America Inc. 8.375% 4/1/30 1,413 2,112
5 US Airways 2012-1 Class A Pass Through        
Trust 5.900% 4/1/26 1,199 1,379
5 US Airways 2013-1 Class A Pass Through        
Trust 3.950% 5/15/27 719 762
5 US Airways Inc. 2012-2 Class A Pass        
Through Trust 4.625% 12/3/26 856 933
        30,203,931
Utilities (2.2%)        
Electric (2.0%)        
AEP Texas Central Co. 6.650% 2/15/33 4,550 5,879
Alabama Power Co. 3.550% 12/1/23 1,000 1,091
Alabama Power Co. 2.800% 4/1/25 3,600 3,733
Alabama Power Co. 6.125% 5/15/38 275 369
Alabama Power Co. 6.000% 3/1/39 195 258
Alabama Power Co. 5.500% 3/15/41 475 606
Alabama Power Co. 5.200% 6/1/41 3,350 4,196
Alabama Power Co. 4.100% 1/15/42 8,425 9,107
Alabama Power Co. 3.850% 12/1/42 1,050 1,102
Alabama Power Co. 4.150% 8/15/44 3,575 3,920
Alabama Power Co. 3.750% 3/1/45 3,750 3,898
Alabama Power Co. 4.300% 1/2/46 14,854 16,727
Ameren Corp. 2.700% 11/15/20 11,475 11,830
Ameren Corp. 3.650% 2/15/26 4,690 5,009
Ameren Illinois Co. 6.125% 11/15/17 1,424 1,502
Ameren Illinois Co. 2.700% 9/1/22 12,931 13,451
Ameren Illinois Co. 3.250% 3/1/25 1,335 1,434
Ameren Illinois Co. 4.800% 12/15/43 4,015 4,894
Ameren Illinois Co. 4.300% 7/1/44 3,324 3,826
Ameren Illinois Co. 4.150% 3/15/46 2,700 3,097
American Electric Power Co. Inc. 1.650% 12/15/17 5,325 5,352
American Electric Power Co. Inc. 2.950% 12/15/22 4,850 5,067
Appalachian Power Co. 4.600% 3/30/21 5,372 5,887
Appalachian Power Co. 3.400% 6/1/25 2,825 3,006
Appalachian Power Co. 5.800% 10/1/35 2,693 3,278
Appalachian Power Co. 6.375% 4/1/36 3,400 4,384
Appalachian Power Co. 7.000% 4/1/38 35 49
Appalachian Power Co. 4.450% 6/1/45 6,700 7,407
Arizona Public Service Co. 8.750% 3/1/19 1,080 1,261
Arizona Public Service Co. 3.350% 6/15/24 2,625 2,830
Arizona Public Service Co. 3.150% 5/15/25 4,350 4,624
Arizona Public Service Co. 2.550% 9/15/26 600 604
Arizona Public Service Co. 5.500% 9/1/35 3,580 4,559
Arizona Public Service Co. 4.500% 4/1/42 9,138 10,537
Arizona Public Service Co. 4.700% 1/15/44 4,651 5,564
Arizona Public Service Co. 4.350% 11/15/45 725 827
Arizona Public Service Co. 3.750% 5/15/46 10,325 10,860
Atlantic City Electric Co. 7.750% 11/15/18 2,430 2,749
Baltimore Gas & Electric Co. 3.500% 11/15/21 1,738 1,879
Baltimore Gas & Electric Co. 2.800% 8/15/22 175 182
Baltimore Gas & Electric Co. 3.350% 7/1/23 7,650 8,169
Baltimore Gas & Electric Co. 2.400% 8/15/26 4,000 3,973
Baltimore Gas & Electric Co. 6.350% 10/1/36 643 886
Baltimore Gas & Electric Co. 3.500% 8/15/46 10,280 10,319

 

 

Berkshire Hathaway Energy Co. 5.750% 4/1/18 19,458 20,728
Berkshire Hathaway Energy Co. 2.000% 11/15/18 2,750 2,784
Berkshire Hathaway Energy Co. 2.400% 2/1/20 5,500 5,634
Berkshire Hathaway Energy Co. 3.750% 11/15/23 7,699 8,407
Berkshire Hathaway Energy Co. 3.500% 2/1/25 6,475 6,950
Berkshire Hathaway Energy Co. 8.480% 9/15/28 555 855
Berkshire Hathaway Energy Co. 6.125% 4/1/36 6,776 9,022
Berkshire Hathaway Energy Co. 5.950% 5/15/37 8,250 10,700
Berkshire Hathaway Energy Co. 6.500% 9/15/37 2,405 3,307
Berkshire Hathaway Energy Co. 5.150% 11/15/43 7,199 8,699
Berkshire Hathaway Energy Co. 4.500% 2/1/45 8,175 9,210
Black Hills Corp. 2.500% 1/11/19 6,625 6,720
Black Hills Corp. 3.950% 1/15/26 2,700 2,893
Black Hills Corp. 3.150% 1/15/27 5,650 5,711
Black Hills Corp. 4.200% 9/15/46 5,825 5,956
CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 2,575 2,593
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 5,300 5,397
CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 2,100 2,132
CenterPoint Energy Houston Electric LLC 6.950% 3/15/33 100 145
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 10,922 11,133
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 1,200 1,452
CenterPoint Energy Inc. 6.500% 5/1/18 2,470 2,643
8 Cleco Corporate Holdings LLC 3.743% 5/1/26 7,400 7,675
8 Cleco Corporate Holdings LLC 4.973% 5/1/46 3,500 3,818
Cleco Power LLC 6.500% 12/1/35 4,300 5,647
Cleco Power LLC 6.000% 12/1/40 4,075 5,131
Cleveland Electric Illuminating Co. 7.880% 11/1/17 2,767 2,948
Cleveland Electric Illuminating Co. 5.500% 8/15/24 5,740 6,841
Cleveland Electric Illuminating Co. 5.950% 12/15/36 20 23
CMS Energy Corp. 8.750% 6/15/19 9,710 11,482
CMS Energy Corp. 6.250% 2/1/20 3,476 3,959
CMS Energy Corp. 5.050% 3/15/22 1,275 1,453
CMS Energy Corp. 3.875% 3/1/24 3,749 4,091
CMS Energy Corp. 3.600% 11/15/25 1,750 1,871
CMS Energy Corp. 3.000% 5/15/26 3,000 3,048
CMS Energy Corp. 4.700% 3/31/43 6,300 7,197
CMS Energy Corp. 4.875% 3/1/44 2,400 2,815
Commonwealth Edison Co. 5.800% 3/15/18 10,705 11,407
Commonwealth Edison Co. 4.000% 8/1/20 3,795 4,110
Commonwealth Edison Co. 3.400% 9/1/21 4,400 4,728
Commonwealth Edison Co. 3.100% 11/1/24 625 663
Commonwealth Edison Co. 2.550% 6/15/26 9,600 9,751
Commonwealth Edison Co. 5.875% 2/1/33 340 439
Commonwealth Edison Co. 5.900% 3/15/36 3,086 4,052
Commonwealth Edison Co. 6.450% 1/15/38 9,223 13,125
Commonwealth Edison Co. 3.800% 10/1/42 2,314 2,436
Commonwealth Edison Co. 4.600% 8/15/43 3,315 3,902
Commonwealth Edison Co. 4.700% 1/15/44 5,263 6,295
Commonwealth Edison Co. 3.700% 3/1/45 8,550 8,857
Commonwealth Edison Co. 4.350% 11/15/45 12,150 13,883
Commonwealth Edison Co. 3.650% 6/15/46 12,875 13,256
Connecticut Light & Power Co. 5.500% 2/1/19 11,695 12,770
Connecticut Light & Power Co. 2.500% 1/15/23 6,940 7,087
Connecticut Light & Power Co. 6.350% 6/1/36 5,100 7,021
Connecticut Light & Power Co. 4.300% 4/15/44 7,075 8,112
Consolidated Edison Co. of New York Inc. 5.850% 4/1/18 465 497
Consolidated Edison Co. of New York Inc. 7.125% 12/1/18 800 897

 

 

Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 13,090 14,741
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 2,250 2,482
Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 6,475 7,919
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 4,894 6,336
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 2,920 3,905
Consolidated Edison Co. of New York Inc. 6.300% 8/15/37 500 681
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 1,080 1,557
Consolidated Edison Co. of New York Inc. 5.500% 12/1/39 428 550
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 6,650 8,750
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 22,885 26,306
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 10,950 12,615
Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 9,415 9,896
Consolidated Edison Co. of New York Inc. 4.625% 12/1/54 4,762 5,477
Consolidated Edison Inc. 2.000% 5/15/21 5,000 5,047
Constellation Energy Group Inc. 5.150% 12/1/20 9,038 10,059
Consumers Energy Co. 6.125% 3/15/19 19,856 22,143
Consumers Energy Co. 6.700% 9/15/19 12,212 14,061
Consumers Energy Co. 2.850% 5/15/22 10,850 11,387
Consumers Energy Co. 3.375% 8/15/23 5,185 5,592
Consumers Energy Co. 3.950% 5/15/43 3,493 3,861
Consumers Energy Co. 4.100% 11/15/45 925 1,048
Consumers Energy Co. 3.250% 8/15/46 4,725 4,663
Consumers Energy Co. 4.350% 8/31/64 2,625 2,969
Delmarva Power & Light Co. 3.500% 11/15/23 3,525 3,816
Delmarva Power & Light Co. 4.000% 6/1/42 1,985 2,132
Dominion Resources Inc. 1.400% 9/15/17 540 540
Dominion Resources Inc. 1.900% 6/15/18 1,100 1,106
Dominion Resources Inc. 6.400% 6/15/18 508 548
Dominion Resources Inc. 2.500% 12/1/19 4,688 4,800
Dominion Resources Inc. 4.450% 3/15/21 9,163 10,136
Dominion Resources Inc. 2.750% 9/15/22 50 51
Dominion Resources Inc. 3.625% 12/1/24 5,500 5,813
Dominion Resources Inc. 3.900% 10/1/25 8,570 9,217
Dominion Resources Inc. 6.300% 3/15/33 7,775 9,658
Dominion Resources Inc. 5.250% 8/1/33 695 786
Dominion Resources Inc. 5.950% 6/15/35 10,385 12,769
Dominion Resources Inc. 4.900% 8/1/41 3,770 4,225
Dominion Resources Inc. 4.050% 9/15/42 6,725 6,791
Dominion Resources Inc. 4.700% 12/1/44 7,532 8,351
5 Dominion Resources Inc. 5.750% 10/1/54 4,125 4,250
DTE Electric Co. 3.450% 10/1/20 2,800 2,992
DTE Electric Co. 3.900% 6/1/21 600 657
DTE Electric Co. 2.650% 6/15/22 10,820 11,170
DTE Electric Co. 3.650% 3/15/24 8,100 8,869
DTE Electric Co. 3.375% 3/1/25 8,550 9,257
DTE Electric Co. 5.700% 10/1/37 1,170 1,540
DTE Electric Co. 3.950% 6/15/42 11,055 12,094
DTE Electric Co. 4.000% 4/1/43 6,575 7,201
DTE Electric Co. 4.300% 7/1/44 375 432
DTE Electric Co. 3.700% 3/15/45 4,375 4,639
DTE Electric Co. 3.700% 6/1/46 2,025 2,142
DTE Energy Co. 2.400% 12/1/19 5,858 5,974
DTE Energy Co. 3.500% 6/1/24 7,556 8,053
DTE Energy Co. 2.850% 10/1/26 24,725 24,559
DTE Energy Co. 6.375% 4/15/33 4,995 6,585
Duke Energy Carolinas LLC 5.250% 1/15/18 1,149 1,208
Duke Energy Carolinas LLC 5.100% 4/15/18 4,987 5,285

 

 

Duke Energy Carolinas LLC 7.000% 11/15/18 910 1,019
Duke Energy Carolinas LLC 4.300% 6/15/20 5,900 6,488
Duke Energy Carolinas LLC 3.900% 6/15/21 1,100 1,203
Duke Energy Carolinas LLC 6.000% 12/1/28 5,170 6,766
Duke Energy Carolinas LLC 6.450% 10/15/32 1,575 2,137
Duke Energy Carolinas LLC 6.100% 6/1/37 11,676 15,537
Duke Energy Carolinas LLC 6.000% 1/15/38 6,445 8,720
Duke Energy Carolinas LLC 6.050% 4/15/38 4,486 6,123
Duke Energy Carolinas LLC 5.300% 2/15/40 7,273 9,229
Duke Energy Carolinas LLC 4.250% 12/15/41 5,600 6,240
Duke Energy Carolinas LLC 4.000% 9/30/42 2,895 3,110
Duke Energy Carolinas LLC 3.750% 6/1/45 5,110 5,341
Duke Energy Carolinas LLC 3.875% 3/15/46 50 53
Duke Energy Corp. 2.100% 6/15/18 9,450 9,556
Duke Energy Corp. 5.050% 9/15/19 11,200 12,300
Duke Energy Corp. 3.550% 9/15/21 7,139 7,635
Duke Energy Corp. 3.050% 8/15/22 13,015 13,624
Duke Energy Corp. 4.800% 12/15/45 825 940
Duke Energy Corp. 3.750% 9/1/46 4,325 4,204
Duke Energy Florida LLC 5.650% 6/15/18 500 537
Duke Energy Florida LLC 3.100% 8/15/21 400 424
Duke Energy Florida LLC 6.350% 9/15/37 10,625 14,919
Duke Energy Florida LLC 6.400% 6/15/38 8,300 11,795
Duke Energy Florida LLC 5.650% 4/1/40 750 987
5 Duke Energy Florida Project Finance LLC 1.196% 3/1/22 2,950 2,948
5 Duke Energy Florida Project Finance LLC 1.731% 9/1/22 2,950 2,958
5 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 4,350 4,361
5 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 2,150 2,153
5 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 3,800 3,812
Duke Energy Indiana LLC 3.750% 7/15/20 539 581
Duke Energy Indiana LLC 6.120% 10/15/35 5,048 6,690
Duke Energy Indiana LLC 6.350% 8/15/38 8,804 12,364
Duke Energy Indiana LLC 6.450% 4/1/39 400 569
Duke Energy Indiana LLC 4.200% 3/15/42 3,375 3,717
Duke Energy Indiana LLC 4.900% 7/15/43 1,200 1,455
Duke Energy Indiana LLC 3.750% 5/15/46 29,025 30,223
Duke Energy Ohio Inc. 3.700% 6/15/46 3,800 3,926
Duke Energy Progress LLC 5.300% 1/15/19 14,805 16,165
Duke Energy Progress LLC 3.000% 9/15/21 7,800 8,260
Duke Energy Progress LLC 2.800% 5/15/22 3,000 3,155
Duke Energy Progress LLC 3.250% 8/15/25 5,050 5,425
Duke Energy Progress LLC 6.300% 4/1/38 6,799 9,493
Duke Energy Progress LLC 4.100% 5/15/42 100 109
Duke Energy Progress LLC 4.100% 3/15/43 775 848
Duke Energy Progress LLC 4.375% 3/30/44 6,875 7,827
Duke Energy Progress LLC 4.150% 12/1/44 6,034 6,642
Duke Energy Progress LLC 4.200% 8/15/45 2,827 3,152
Duke Energy Progress LLC 3.700% 10/15/46 4,325 4,469
Edison International 2.950% 3/15/23 950 979
El Paso Electric Co. 6.000% 5/15/35 1,725 2,118
El Paso Electric Co. 5.000% 12/1/44 4,375 5,152
8 Emera US Finance LP 2.150% 6/15/19 1,975 1,996
8 Emera US Finance LP 2.700% 6/15/21 5,200 5,317
8 Emera US Finance LP 3.550% 6/15/26 5,425 5,624
8 Emera US Finance LP 4.750% 6/15/46 26,545 28,565
Entergy Arkansas Inc. 3.750% 2/15/21 10,325 11,105
Entergy Arkansas Inc. 3.500% 4/1/26 5,878 6,383

 

 

Entergy Corp. 4.000% 7/15/22 106 115
Entergy Corp. 2.950% 9/1/26 3,000 3,000
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 3,985 4,262
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 2,305 2,783
Entergy Louisiana LLC 4.050% 9/1/23 6,600 7,290
Entergy Louisiana LLC 5.400% 11/1/24 2,725 3,300
Entergy Louisiana LLC 2.400% 10/1/26 1,800 1,785
Entergy Louisiana LLC 3.050% 6/1/31 11,300 11,585
Entergy Louisiana LLC 4.950% 1/15/45 9,900 10,544
Entergy Mississippi Inc. 3.100% 7/1/23 1,787 1,845
Entergy Mississippi Inc. 2.850% 6/1/28 5,150 5,254
Entergy Texas Inc. 7.125% 2/1/19 11,785 13,220
Entergy Texas Inc. 5.150% 6/1/45 4,325 4,630
Eversource Energy 1.450% 5/1/18 2,340 2,344
Eversource Energy 4.500% 11/15/19 5,753 6,244
Eversource Energy 2.500% 3/15/21 4,275 4,379
Eversource Energy 3.150% 1/15/25 5,400 5,604
Eversource Energy 3.350% 3/15/26 6,875 7,241
Exelon Corp. 2.850% 6/15/20 3,195 3,310
Exelon Corp. 2.450% 4/15/21 2,875 2,935
Exelon Corp. 3.950% 6/15/25 21,350 23,133
Exelon Corp. 3.400% 4/15/26 9,325 9,681
Exelon Corp. 4.950% 6/15/35 6,500 7,400
Exelon Corp. 5.625% 6/15/35 5,515 6,622
Exelon Corp. 5.100% 6/15/45 3,850 4,479
Exelon Corp. 4.450% 4/15/46 13,250 14,328
Exelon Generation Co. LLC 6.200% 10/1/17 5,065 5,289
Exelon Generation Co. LLC 5.200% 10/1/19 888 976
Exelon Generation Co. LLC 4.000% 10/1/20 11,323 12,100
Exelon Generation Co. LLC 4.250% 6/15/22 20,475 21,988
Exelon Generation Co. LLC 6.250% 10/1/39 7,912 8,849
Exelon Generation Co. LLC 5.750% 10/1/41 1,600 1,695
Exelon Generation Co. LLC 5.600% 6/15/42 11,336 11,942
Florida Power & Light Co. 5.550% 11/1/17 730 764
Florida Power & Light Co. 2.750% 6/1/23 7,425 7,729
Florida Power & Light Co. 3.250% 6/1/24 9,925 10,642
Florida Power & Light Co. 3.125% 12/1/25 12,400 13,274
Florida Power & Light Co. 5.625% 4/1/34 3,000 3,894
Florida Power & Light Co. 4.950% 6/1/35 645 786
Florida Power & Light Co. 5.650% 2/1/37 3,297 4,340
Florida Power & Light Co. 5.950% 2/1/38 8,675 11,963
Florida Power & Light Co. 5.250% 2/1/41 500 643
Florida Power & Light Co. 4.125% 2/1/42 14,918 16,801
Florida Power & Light Co. 3.800% 12/15/42 5,095 5,531
Florida Power & Light Co. 4.050% 10/1/44 4,200 4,716
8 Fortis Inc. 2.100% 10/4/21 3,000 2,986
8 Fortis Inc. 3.055% 10/4/26 26,700 26,602
Georgia Power Co. 1.950% 12/1/18 6,870 6,985
Georgia Power Co. 4.250% 12/1/19 45 49
Georgia Power Co. 2.400% 4/1/21 7,500 7,787
Georgia Power Co. 2.850% 5/15/22 8,675 9,086
Georgia Power Co. 3.250% 4/1/26 5,300 5,635
Georgia Power Co. 5.650% 3/1/37 1,133 1,429
Georgia Power Co. 5.950% 2/1/39 2,000 2,604
Georgia Power Co. 5.400% 6/1/40 6,290 7,751
Georgia Power Co. 4.750% 9/1/40 5,532 6,353
Georgia Power Co. 4.300% 3/15/42 10,423 11,377

 

 

Georgia Power Co. 4.300% 3/15/43 4,055 4,420
Great Plains Energy Inc. 4.850% 6/1/21 1,053 1,152
Iberdrola International BV 6.750% 7/15/36 3,375 4,486
Indiana Michigan Power Co. 7.000% 3/15/19 4,540 5,089
Indiana Michigan Power Co. 3.200% 3/15/23 7,277 7,610
Indiana Michigan Power Co. 6.050% 3/15/37 7,050 8,919
Indiana Michigan Power Co. 4.550% 3/15/46 1,655 1,868
Interstate Power & Light Co. 3.250% 12/1/24 2,375 2,510
Interstate Power & Light Co. 3.400% 8/15/25 5,997 6,420
Interstate Power & Light Co. 6.250% 7/15/39 4,364 6,051
Interstate Power & Light Co. 3.700% 9/15/46 3,000 3,055
ITC Holdings Corp. 4.050% 7/1/23 2,925 3,184
ITC Holdings Corp. 3.650% 6/15/24 4,465 4,698
ITC Holdings Corp. 5.300% 7/1/43 11,810 14,037
Jersey Central Power & Light Co. 6.150% 6/1/37 7,959 9,594
5 John Sevier Combined Cycle Generation        
LLC 4.626% 1/15/42 2,439 2,831
Kansas City Power & Light Co. 5.850% 6/15/17 275 283
Kansas City Power & Light Co. 7.150% 4/1/19 2,890 3,284
Kansas City Power & Light Co. 3.150% 3/15/23 750 768
Kansas City Power & Light Co. 6.050% 11/15/35 1,440 1,823
Kansas City Power & Light Co. 5.300% 10/1/41 6,370 7,427
Kentucky Utilities Co. 3.250% 11/1/20 3,375 3,562
Kentucky Utilities Co. 5.125% 11/1/40 3,081 3,834
Kentucky Utilities Co. 4.650% 11/15/43 12,320 14,597
LG&E & KU Energy LLC 3.750% 11/15/20 26,786 28,578
LG&E & KU Energy LLC 4.375% 10/1/21 75 83
Louisville Gas & Electric Co. 3.300% 10/1/25 250 268
Louisville Gas & Electric Co. 5.125% 11/15/40 1,675 2,078
Louisville Gas & Electric Co. 4.650% 11/15/43 8,400 9,969
Metropolitan Edison Co. 7.700% 1/15/19 4,611 5,180
MidAmerican Energy Co. 5.300% 3/15/18 815 863
MidAmerican Energy Co. 3.700% 9/15/23 500 548
MidAmerican Energy Co. 3.500% 10/15/24 5,185 5,659
MidAmerican Energy Co. 6.750% 12/30/31 9,000 12,644
MidAmerican Energy Co. 5.750% 11/1/35 1,400 1,824
MidAmerican Energy Co. 5.800% 10/15/36 275 362
MidAmerican Energy Co. 4.800% 9/15/43 475 581
MidAmerican Energy Co. 4.250% 5/1/46 170 194
Mississippi Power Co. 4.250% 3/15/42 7,875 7,386
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 7,940 8,386
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 18,190 21,505
National Rural Utilities Cooperative Finance        
Corp. 2.150% 2/1/19 6,275 6,395
National Rural Utilities Cooperative Finance        
Corp. 1.650% 2/8/19 14,900 15,016
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 5,000 5,121
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 3,500 3,549
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 6,900 7,069
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 4,500 4,605

 

 

National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 2,117 2,227
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 9,800 10,179
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 8,720 9,076
National Rural Utilities Cooperative Finance        
Corp. 3.250% 11/1/25 650 695
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 12,537 13,720
5 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 1,450 1,475
5 National Rural Utilities Cooperative Finance        
Corp. 5.250% 4/20/46 4,750 5,082
Nevada Power Co. 6.500% 5/15/18 5,647 6,124
Nevada Power Co. 7.125% 3/15/19 18,555 21,123
Nevada Power Co. 6.650% 4/1/36 5,600 7,822
Nevada Power Co. 6.750% 7/1/37 7,472 10,603
Nevada Power Co. 5.375% 9/15/40 3,905 4,867
Nevada Power Co. 5.450% 5/15/41 2,225 2,826
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 15,600 17,151
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 8,075 8,232
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 3,075 3,162
NextEra Energy Capital Holdings Inc. 3.625% 6/15/23 7,325 7,775
Northern States Power Co. 5.250% 3/1/18 2,840 3,002
Northern States Power Co. 2.200% 8/15/20 2,700 2,762
Northern States Power Co. 5.250% 7/15/35 730 923
Northern States Power Co. 6.250% 6/1/36 3,670 5,115
Northern States Power Co. 6.200% 7/1/37 5,443 7,638
Northern States Power Co. 5.350% 11/1/39 9,296 12,022
Northern States Power Co. 4.850% 8/15/40 527 643
Northern States Power Co. 3.400% 8/15/42 18 18
Northern States Power Co. 4.000% 8/15/45 2,900 3,230
Northern States Power Co. 3.600% 5/15/46 2,700 2,821
NorthWestern Corp. 6.340% 4/1/19 4,500 4,993
NorthWestern Corp. 4.176% 11/15/44 3,125 3,430
NSTAR Electric Co. 5.625% 11/15/17 5,365 5,610
NSTAR Electric Co. 2.375% 10/15/22 8,150 8,321
NSTAR Electric Co. 3.250% 11/15/25 450 480
NSTAR Electric Co. 2.700% 6/1/26 825 843
NSTAR Electric Co. 5.500% 3/15/40 5,596 7,239
NV Energy Inc. 6.250% 11/15/20 12,485 14,639
Oglethorpe Power Corp. 5.950% 11/1/39 1,450 1,830
Oglethorpe Power Corp. 5.375% 11/1/40 4,300 5,187
Oglethorpe Power Corp. 4.250% 4/1/46 7,750 8,252
Oglethorpe Power Corp. 5.250% 9/1/50 18 21
Ohio Edison Co. 6.875% 7/15/36 1,150 1,529
Ohio Edison Co. 8.250% 10/15/38 3,209 4,821
Ohio Power Co. 5.375% 10/1/21 4,466 5,127
Ohio Power Co. 6.600% 2/15/33 1,550 2,013
Ohio Power Co. 5.850% 10/1/35 4,518 5,596
Oklahoma Gas & Electric Co. 5.850% 6/1/40 2,925 3,872
Oklahoma Gas & Electric Co. 5.250% 5/15/41 200 248
Oklahoma Gas & Electric Co. 3.900% 5/1/43 3,825 4,014
Oklahoma Gas & Electric Co. 4.550% 3/15/44 135 157
Oklahoma Gas & Electric Co. 4.000% 12/15/44 5,225 5,623
Oncor Electric Delivery Co. LLC 5.000% 9/30/17 2,620 2,714

 

 

Oncor Electric Delivery Co. LLC 6.800% 9/1/18 5,535 6,086
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 5,910 5,980
Oncor Electric Delivery Co. LLC 7.000% 9/1/22 5,496 6,965
Oncor Electric Delivery Co. LLC 2.950% 4/1/25 6,000 6,253
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 2,500 3,503
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 2,930 4,253
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 1,621 2,524
Oncor Electric Delivery Co. LLC 5.250% 9/30/40 1,050 1,329
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 4,304 5,033
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 237 302
Pacific Gas & Electric Co. 5.625% 11/30/17 6,966 7,315
Pacific Gas & Electric Co. 3.500% 10/1/20 23,275 24,936
Pacific Gas & Electric Co. 4.250% 5/15/21 11,366 12,521
Pacific Gas & Electric Co. 3.250% 9/15/21 750 796
Pacific Gas & Electric Co. 3.250% 6/15/23 9,980 10,611
Pacific Gas & Electric Co. 3.850% 11/15/23 1,500 1,652
Pacific Gas & Electric Co. 3.750% 2/15/24 9,675 10,601
Pacific Gas & Electric Co. 3.400% 8/15/24 5,575 5,985
Pacific Gas & Electric Co. 3.500% 6/15/25 5,800 6,289
Pacific Gas & Electric Co. 2.950% 3/1/26 2,000 2,084
Pacific Gas & Electric Co. 6.050% 3/1/34 31,972 42,685
Pacific Gas & Electric Co. 5.800% 3/1/37 8,995 11,840
Pacific Gas & Electric Co. 6.350% 2/15/38 1,275 1,750
Pacific Gas & Electric Co. 6.250% 3/1/39 4,575 6,282
Pacific Gas & Electric Co. 4.450% 4/15/42 9,769 11,079
Pacific Gas & Electric Co. 3.750% 8/15/42 175 180
Pacific Gas & Electric Co. 4.600% 6/15/43 15,250 17,653
Pacific Gas & Electric Co. 5.125% 11/15/43 55 68
Pacific Gas & Electric Co. 4.750% 2/15/44 5,158 6,166
Pacific Gas & Electric Co. 4.300% 3/15/45 1,950 2,188
Pacific Gas & Electric Co. 4.250% 3/15/46 11,995 13,501
PacifiCorp 5.650% 7/15/18 7,504 8,081
PacifiCorp 5.500% 1/15/19 10,477 11,426
PacifiCorp 2.950% 2/1/22 8,000 8,434
PacifiCorp 3.600% 4/1/24 9,564 10,423
PacifiCorp 7.700% 11/15/31 1,174 1,805
PacifiCorp 5.250% 6/15/35 100 123
PacifiCorp 5.750% 4/1/37 3,181 4,172
PacifiCorp 6.250% 10/15/37 8,356 11,603
PacifiCorp 6.350% 7/15/38 2,050 2,881
PacifiCorp 6.000% 1/15/39 3,256 4,447
PacifiCorp 4.100% 2/1/42 3,545 3,894
PECO Energy Co. 5.350% 3/1/18 695 734
PECO Energy Co. 2.375% 9/15/22 2,925 2,967
PECO Energy Co. 3.150% 10/15/25 200 212
Pennsylvania Electric Co. 5.200% 4/1/20 3,600 3,910
Pennsylvania Electric Co. 6.150% 10/1/38 11,215 13,057
PG&E Corp. 2.400% 3/1/19 4,700 4,773
Potomac Electric Power Co. 3.600% 3/15/24 3,650 3,963
Potomac Electric Power Co. 6.500% 11/15/37 7,757 11,008
PPL Capital Funding Inc. 1.900% 6/1/18 1,245 1,251
PPL Capital Funding Inc. 4.200% 6/15/22 2,265 2,483
PPL Capital Funding Inc. 3.500% 12/1/22 1,795 1,906
PPL Capital Funding Inc. 3.400% 6/1/23 3,495 3,667
PPL Capital Funding Inc. 3.950% 3/15/24 815 881
PPL Capital Funding Inc. 3.100% 5/15/26 4,576 4,657
PPL Capital Funding Inc. 4.700% 6/1/43 2,750 2,988

 

 

PPL Capital Funding Inc. 5.000% 3/15/44 11,571 13,072
PPL Electric Utilities Corp. 3.000% 9/15/21 3,300 3,494
PPL Electric Utilities Corp. 6.250% 5/15/39 5,452 7,601
PPL Electric Utilities Corp. 5.200% 7/15/41 4,165 5,236
PPL Electric Utilities Corp. 4.750% 7/15/43 700 839
PPL Electric Utilities Corp. 4.125% 6/15/44 2,700 2,983
Progress Energy Inc. 4.875% 12/1/19 4,310 4,719
Progress Energy Inc. 4.400% 1/15/21 9,782 10,679
Progress Energy Inc. 3.150% 4/1/22 250 262
Progress Energy Inc. 7.750% 3/1/31 1,885 2,664
Progress Energy Inc. 7.000% 10/30/31 2,850 3,831
Progress Energy Inc. 6.000% 12/1/39 5,420 6,922
PSEG Power LLC 5.125% 4/15/20 1,286 1,409
PSEG Power LLC 3.000% 6/15/21 4,000 4,118
PSEG Power LLC 4.150% 9/15/21 5,169 5,530
PSEG Power LLC 4.300% 11/15/23 350 380
PSEG Power LLC 8.625% 4/15/31 300 392
Public Service Co. of Colorado 5.800% 8/1/18 1,485 1,604
Public Service Co. of Colorado 5.125% 6/1/19 7,575 8,337
Public Service Co. of Colorado 3.200% 11/15/20 4,175 4,418
Public Service Co. of Colorado 2.250% 9/15/22 5,650 5,724
Public Service Co. of Colorado 2.900% 5/15/25 5,200 5,427
Public Service Co. of Colorado 6.250% 9/1/37 497 693
Public Service Co. of Colorado 4.750% 8/15/41 3,000 3,597
Public Service Co. of Colorado 3.600% 9/15/42 11,100 11,443
Public Service Co. of Colorado 4.300% 3/15/44 120 137
Public Service Co. of New Hampshire 3.500% 11/1/23 2,054 2,216
Public Service Co. of New Mexico 3.850% 8/1/25 2,250 2,394
Public Service Co. of Oklahoma 5.150% 12/1/19 100 110
Public Service Co. of Oklahoma 6.625% 11/15/37 3,675 4,884
Public Service Electric & Gas Co. 2.300% 9/15/18 6,150 6,285
Public Service Electric & Gas Co. 1.800% 6/1/19 2,125 2,155
Public Service Electric & Gas Co. 3.500% 8/15/20 525 562
Public Service Electric & Gas Co. 1.900% 3/15/21 3,100 3,151
Public Service Electric & Gas Co. 2.375% 5/15/23 308 315
Public Service Electric & Gas Co. 3.150% 8/15/24 4,200 4,462
Public Service Electric & Gas Co. 3.050% 11/15/24 1,575 1,671
Public Service Electric & Gas Co. 3.000% 5/15/25 3,960 4,195
Public Service Electric & Gas Co. 5.700% 12/1/36 4,207 5,567
Public Service Electric & Gas Co. 5.800% 5/1/37 1,700 2,276
Public Service Electric & Gas Co. 5.375% 11/1/39 7,972 10,267
Public Service Electric & Gas Co. 3.950% 5/1/42 15,365 16,943
Public Service Electric & Gas Co. 3.650% 9/1/42 450 475
Public Service Electric & Gas Co. 4.000% 6/1/44 2,875 3,200
Public Service Electric & Gas Co. 4.050% 5/1/45 2,700 3,041
Public Service Electric & Gas Co. 3.800% 3/1/46 16,180 17,681
Puget Energy Inc. 6.500% 12/15/20 17,900 20,776
Puget Energy Inc. 6.000% 9/1/21 9,765 11,307
Puget Energy Inc. 5.625% 7/15/22 2,400 2,759
Puget Energy Inc. 3.650% 5/15/25 7,450 7,759
Puget Sound Energy Inc. 7.020% 12/1/27 1,000 1,377
Puget Sound Energy Inc. 5.483% 6/1/35 852 1,070
Puget Sound Energy Inc. 6.274% 3/15/37 5,475 7,485
Puget Sound Energy Inc. 5.757% 10/1/39 2,675 3,537
Puget Sound Energy Inc. 5.795% 3/15/40 1,774 2,387
Puget Sound Energy Inc. 5.764% 7/15/40 2,145 2,854
Puget Sound Energy Inc. 5.638% 4/15/41 3,918 5,128

 

 

Puget Sound Energy Inc. 4.434% 11/15/41 5,209 5,962
Puget Sound Energy Inc. 4.300% 5/20/45 7,225 8,323
San Diego Gas & Electric Co. 3.000% 8/15/21 3,000 3,181
San Diego Gas & Electric Co. 3.600% 9/1/23 3,675 4,043
San Diego Gas & Electric Co. 5.350% 5/15/35 1,200 1,519
San Diego Gas & Electric Co. 6.125% 9/15/37 118 164
San Diego Gas & Electric Co. 6.000% 6/1/39 805 1,110
San Diego Gas & Electric Co. 5.350% 5/15/40 2,760 3,550
San Diego Gas & Electric Co. 4.500% 8/15/40 2,570 3,007
San Diego Gas & Electric Co. 3.950% 11/15/41 9,150 9,980
San Diego Gas & Electric Co. 4.300% 4/1/42 1,945 2,235
SCANA Corp. 4.750% 5/15/21 5,600 6,033
SCANA Corp. 4.125% 2/1/22 6,605 6,903
Sierra Pacific Power Co. 3.375% 8/15/23 8,448 9,045
8 Sierra Pacific Power Co. 2.600% 5/1/26 14,145 14,340
Sierra Pacific Power Co. 6.750% 7/1/37 4,250 5,993
South Carolina Electric & Gas Co. 6.500% 11/1/18 1,620 1,792
South Carolina Electric & Gas Co. 6.625% 2/1/32 5,729 7,692
South Carolina Electric & Gas Co. 5.300% 5/15/33 93 111
South Carolina Electric & Gas Co. 6.050% 1/15/38 3,635 4,809
South Carolina Electric & Gas Co. 5.450% 2/1/41 4,520 5,706
South Carolina Electric & Gas Co. 4.350% 2/1/42 7,718 8,445
South Carolina Electric & Gas Co. 4.600% 6/15/43 8,710 9,921
South Carolina Electric & Gas Co. 4.100% 6/15/46 350 375
South Carolina Electric & Gas Co. 4.500% 6/1/64 3,750 3,965
South Carolina Electric & Gas Co. 5.100% 6/1/65 6,225 7,325
Southern California Edison Co. 3.875% 6/1/21 19,575 21,441
5 Southern California Edison Co. 1.845% 2/1/22 4,302 4,316
Southern California Edison Co. 2.400% 2/1/22 9,900 10,193
Southern California Edison Co. 6.650% 4/1/29 2,056 2,757
Southern California Edison Co. 6.000% 1/15/34 6,035 8,045
Southern California Edison Co. 5.750% 4/1/35 2,913 3,819
Southern California Edison Co. 5.350% 7/15/35 7,323 9,188
Southern California Edison Co. 5.550% 1/15/36 1,400 1,807
Southern California Edison Co. 5.625% 2/1/36 6,925 8,934
Southern California Edison Co. 5.550% 1/15/37 7,150 9,254
Southern California Edison Co. 5.950% 2/1/38 5,713 7,762
Southern California Edison Co. 6.050% 3/15/39 935 1,295
Southern California Edison Co. 5.500% 3/15/40 898 1,175
Southern California Edison Co. 4.500% 9/1/40 4,575 5,337
Southern California Edison Co. 3.900% 12/1/41 1,380 1,491
Southern California Edison Co. 4.050% 3/15/42 5,925 6,557
Southern California Edison Co. 4.650% 10/1/43 3,349 4,078
Southern California Edison Co. 3.600% 2/1/45 8,250 8,642
Southern Co. 1.550% 7/1/18 7,500 7,535
Southern Co. 1.850% 7/1/19 3,675 3,702
Southern Co. 2.150% 9/1/19 3,050 3,084
Southern Co. 2.750% 6/15/20 12,210 12,596
Southern Co. 2.350% 7/1/21 9,125 9,275
Southern Co. 2.950% 7/1/23 7,300 7,539
Southern Co. 3.250% 7/1/26 15,425 15,949
Southern Co. 4.250% 7/1/36 13,200 14,040
Southern Co. 4.400% 7/1/46 15,400 16,721
Southern Power Co. 1.850% 12/1/17 1,550 1,560
Southern Power Co. 1.500% 6/1/18 2,475 2,477
Southern Power Co. 2.375% 6/1/20 2,900 2,958
Southern Power Co. 4.150% 12/1/25 12,150 13,092

 

 

Southern Power Co. 5.150% 9/15/41 11,215 12,179
Southwestern Electric Power Co. 5.875% 3/1/18 1,327 1,403
Southwestern Electric Power Co. 6.450% 1/15/19 3,685 4,057
Southwestern Electric Power Co. 3.550% 2/15/22 8,044 8,580
Southwestern Electric Power Co. 6.200% 3/15/40 1,910 2,450
Southwestern Electric Power Co. 3.900% 4/1/45 4,475 4,476
Southwestern Public Service Co. 3.300% 6/15/24 3,315 3,524
Southwestern Public Service Co. 4.500% 8/15/41 3,645 4,247
Southwestern Public Service Co. 3.400% 8/15/46 21,700 21,622
System Energy Resources Inc. 4.100% 4/1/23 3,050 3,258
Tampa Electric Co. 6.100% 5/15/18 275 294
Tampa Electric Co. 5.400% 5/15/21 2,462 2,787
Tampa Electric Co. 2.600% 9/15/22 5,690 5,856
Tampa Electric Co. 6.550% 5/15/36 800 1,106
Tampa Electric Co. 4.100% 6/15/42 602 638
Tampa Electric Co. 4.350% 5/15/44 7,345 8,100
Tampa Electric Co. 4.200% 5/15/45 4,250 4,616
TECO Finance Inc. 6.572% 11/1/17 2,270 2,394
TECO Finance Inc. 5.150% 3/15/20 3,367 3,705
Toledo Edison Co. 6.150% 5/15/37 880 1,094
TransAlta Corp. 6.900% 5/15/18 1,135 1,199
TransAlta Corp. 4.500% 11/15/22 1,350 1,329
TransAlta Corp. 6.500% 3/15/40 3,439 3,172
Tri-State Generation & Transmission Assn.        
Inc. 3.700% 11/1/24 1,500 1,590
Tri-State Generation & Transmission Assn.        
Inc. 4.700% 11/1/44 2,350 2,622
Tri-State Generation & Transmission Assn.        
Inc. 4.250% 6/1/46 4,250 4,581
Tucson Electric Power Co. 5.150% 11/15/21 2,750 3,076
Tucson Electric Power Co. 3.050% 3/15/25 2,375 2,395
UIL Holdings Corp. 4.625% 10/1/20 1,550 1,662
Union Electric Co. 6.700% 2/1/19 4,441 4,977
Union Electric Co. 3.500% 4/15/24 7,160 7,726
Union Electric Co. 5.300% 8/1/37 3,945 4,929
Union Electric Co. 8.450% 3/15/39 1,775 2,976
Union Electric Co. 3.900% 9/15/42 2,625 2,850
Union Electric Co. 3.650% 4/15/45 3,975 4,156
Virginia Electric & Power Co. 5.400% 4/30/18 4,920 5,237
Virginia Electric & Power Co. 5.000% 6/30/19 4,500 4,938
Virginia Electric & Power Co. 2.950% 1/15/22 3,600 3,794
Virginia Electric & Power Co. 3.450% 9/1/22 1,165 1,257
Virginia Electric & Power Co. 3.450% 2/15/24 2,850 3,087
Virginia Electric & Power Co. 3.100% 5/15/25 5,130 5,429
Virginia Electric & Power Co. 3.150% 1/15/26 2,800 2,955
Virginia Electric & Power Co. 6.000% 1/15/36 5,575 7,387
Virginia Electric & Power Co. 6.000% 5/15/37 3,316 4,427
Virginia Electric & Power Co. 6.350% 11/30/37 3,700 5,144
Virginia Electric & Power Co. 8.875% 11/15/38 28 47
Virginia Electric & Power Co. 4.000% 1/15/43 4,058 4,369
Virginia Electric & Power Co. 4.650% 8/15/43 8,055 9,474
Virginia Electric & Power Co. 4.450% 2/15/44 9,475 10,853
Virginia Electric & Power Co. 4.200% 5/15/45 5,850 6,576
WEC Energy Group Inc. 1.650% 6/15/18 3,500 3,520
WEC Energy Group Inc. 2.450% 6/15/20 3,000 3,068
WEC Energy Group Inc. 3.550% 6/15/25 4,775 5,131
Westar Energy Inc. 3.250% 12/1/25 1,070 1,134

 

 

Westar Energy Inc. 2.550% 7/1/26 6,050 6,051
Westar Energy Inc. 4.125% 3/1/42 8,530 9,348
Westar Energy Inc. 4.100% 4/1/43 5,475 5,970
Westar Energy Inc. 4.625% 9/1/43 1,425 1,670
Westar Energy Inc. 4.250% 12/1/45 1,225 1,371
Western Massachusetts Electric Co. 3.500% 9/15/21 2,650 2,821
Wisconsin Electric Power Co. 1.700% 6/15/18 400 403
Wisconsin Electric Power Co. 4.250% 12/15/19 4,300 4,642
Wisconsin Electric Power Co. 2.950% 9/15/21 2,500 2,643
Wisconsin Electric Power Co. 5.625% 5/15/33 775 985
Wisconsin Electric Power Co. 5.700% 12/1/36 1,050 1,370
Wisconsin Electric Power Co. 3.650% 12/15/42 418 433
Wisconsin Electric Power Co. 4.250% 6/1/44 2,125 2,411
Wisconsin Power & Light Co. 2.250% 11/15/22 2,875 2,893
Wisconsin Power & Light Co. 6.375% 8/15/37 4,875 6,786
Wisconsin Power & Light Co. 4.100% 10/15/44 1,325 1,459
Wisconsin Public Service Corp. 1.650% 12/4/18 3,650 3,677
Wisconsin Public Service Corp. 3.671% 12/1/42 1,625 1,687
Xcel Energy Inc. 4.700% 5/15/20 825 901
Xcel Energy Inc. 2.400% 3/15/21 7,000 7,183
Xcel Energy Inc. 3.300% 6/1/25 4,800 5,063
Xcel Energy Inc. 6.500% 7/1/36 8,042 10,957
 
Natural Gas (0.2%)        
Atmos Energy Corp. 8.500% 3/15/19 1,110 1,292
Atmos Energy Corp. 5.500% 6/15/41 10,225 12,977
Atmos Energy Corp. 4.150% 1/15/43 9,190 9,947
British Transco Finance Inc. 6.625% 6/1/18 4,665 5,043
CenterPoint Energy Resources Corp. 4.500% 1/15/21 16,687 18,072
CenterPoint Energy Resources Corp. 5.850% 1/15/41 7,150 8,651
KeySpan Corp. 8.000% 11/15/30 360 507
NiSource Finance Corp. 6.400% 3/15/18 8,234 8,794
NiSource Finance Corp. 6.800% 1/15/19 1,270 1,414
NiSource Finance Corp. 5.450% 9/15/20 6,732 7,569
NiSource Finance Corp. 6.125% 3/1/22 1,500 1,791
NiSource Finance Corp. 6.250% 12/15/40 8,375 10,892
NiSource Finance Corp. 5.950% 6/15/41 4,165 5,219
NiSource Finance Corp. 5.800% 2/1/42 11,798 14,746
Nisource Finance Corp. 5.250% 2/15/43 1,300 1,549
NiSource Finance Corp. 4.800% 2/15/44 762 863
ONE Gas Inc. 2.070% 2/1/19 4,249 4,312
ONE Gas Inc. 4.658% 2/1/44 1,325 1,540
Piedmont Natural Gas Co. Inc. 4.100% 9/18/34 80 84
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 2,450 2,785
Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 1,550 1,544
Sempra Energy 6.150% 6/15/18 8,290 8,944
Sempra Energy 9.800% 2/15/19 6,155 7,309
Sempra Energy 2.400% 3/15/20 3,211 3,283
Sempra Energy 2.850% 11/15/20 7,179 7,432
Sempra Energy 2.875% 10/1/22 6,156 6,362
Sempra Energy 4.050% 12/1/23 7,685 8,420
Sempra Energy 3.750% 11/15/25 3,000 3,228
Sempra Energy 6.000% 10/15/39 21,913 28,044
Southern California Gas Co. 3.150% 9/15/24 125 134
Southern California Gas Co. 3.200% 6/15/25 750 801
Southern California Gas Co. 2.600% 6/15/26 13,000 13,260
Southern California Gas Co. 5.750% 11/15/35 960 1,264

 

 

Southern California Gas Co. 3.750% 9/15/42 5,270 5,615
Southern California Gas Co. 4.450% 3/15/44 1,935 2,292
Southern Co. Gas Capital Corp. 5.250% 8/15/19 885 977
Southern Co. Gas Capital Corp. 3.500% 9/15/21 2,625 2,810
Southern Co. Gas Capital Corp. 3.875% 11/15/25 1,000 1,086
Southern Co. Gas Capital Corp. 3.250% 6/15/26 7,700 7,960
Southern Co. Gas Capital Corp. 5.875% 3/15/41 4,075 5,091
Southern Co. Gas Capital Corp. 4.400% 6/1/43 3,825 4,127
Southern Co. Gas Capital Corp. 3.950% 10/1/46 4,700 4,759
Spire Inc. 4.700% 8/15/44 4,925 5,396
Washington Gas Light Co. 3.796% 9/15/46 5,200 5,416
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 7,106 7,448
American Water Capital Corp. 3.850% 3/1/24 3,450 3,798
American Water Capital Corp. 3.400% 3/1/25 1,100 1,185
American Water Capital Corp. 6.593% 10/15/37 5,520 7,980
American Water Capital Corp. 4.300% 9/1/45 5,700 6,555
United Utilities plc 5.375% 2/1/19 2,500 2,673
United Utilities plc 6.875% 8/15/28 985 1,151
Veolia Environnement SA 6.750% 6/1/38 3,849 5,104
 
        3,811,551
Total Corporate Bonds (Cost $46,517,388)       49,245,190
Sovereign Bonds (U.S. Dollar-Denominated) (5.0%)        
African Development Bank 0.750% 10/18/16 8,920 8,913
African Development Bank 1.125% 3/15/17 8,485 8,496
African Development Bank 0.875% 5/15/17 3,015 3,015
African Development Bank 0.875% 3/15/18 9,175 9,163
African Development Bank 1.625% 10/2/18 24,650 24,953
African Development Bank 1.000% 5/15/19 16,400 16,353
African Development Bank 1.375% 2/12/20 9,600 9,649
African Development Bank 1.250% 7/26/21 2,450 2,434
African Development Bank 2.375% 9/23/21 26,400 27,553
Agricultural Bank Of China 2.000% 5/21/18 4,750 4,765
Agricultural Bank Of China 2.750% 5/21/20 2,100 2,141
Asian Development Bank 0.750% 1/11/17 35,600 35,606
Asian Development Bank 1.125% 3/15/17 20,920 20,946
Asian Development Bank 5.250% 6/12/17 600 618
Asian Development Bank 0.875% 4/26/18 24,400 24,388
Asian Development Bank 1.125% 6/5/18 15,500 15,527
Asian Development Bank 5.593% 7/16/18 3,528 3,796
Asian Development Bank 1.750% 9/11/18 21,365 21,683
Asian Development Bank 0.875% 10/5/18 32,000 31,955
Asian Development Bank 1.875% 10/23/18 13,850 14,107
Asian Development Bank 1.375% 1/15/19 14,500 14,606
Asian Development Bank 1.750% 3/21/19 3,970 4,038
Asian Development Bank 1.875% 4/12/19 10,770 10,996
Asian Development Bank 1.000% 8/16/19 2,000 1,997
Asian Development Bank 1.500% 1/22/20 17,100 17,293
Asian Development Bank 1.375% 3/23/20 14,525 14,616
Asian Development Bank 1.625% 8/26/20 600 609
Asian Development Bank 1.625% 3/16/21 44,000 44,595
Asian Development Bank 2.125% 11/24/21 20,000 20,675
Asian Development Bank 1.875% 2/18/22 26,625 27,192
Asian Development Bank 2.000% 1/22/25 16,850 17,164

 

 

Asian Development Bank 2.000% 4/24/26 9,000 9,159
Asian Development Bank 6.220% 8/15/27 375 528
Asian Development Bank 5.820% 6/16/28 148 198
8 Bank of England 1.250% 3/14/19 4,700 4,723
Canada 1.125% 3/19/18 29,120 29,220
Canada 1.625% 2/27/19 3,460 3,507
CNOOC Curtis Funding No 1 Pty Ltd. 4.500% 10/3/23 5,000 5,519
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 6,250 6,311
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 21,275 21,666
CNOOC Finance 2015 Australia Pty Ltd. 4.200% 5/5/45 4,500 4,677
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 26,800 27,443
CNOOC Nexen Finance 2014 ULC 1.625% 4/30/17 20,460 20,532
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 31,900 34,609
CNOOC Nexen Finance 2014 ULC 4.875% 4/30/44 200 235
Corp. Andina de Fomento 2.000% 5/10/19 17,000 17,124
Corp. Andina de Fomento 8.125% 6/4/19 19,700 22,847
Corp. Andina de Fomento 2.125% 9/27/21 10,900 10,903
Corp. Andina de Fomento 4.375% 6/15/22 25,925 28,712
Council Of Europe Development Bank 1.500% 6/19/17 9,675 9,711
Council Of Europe Development Bank 1.000% 3/7/18 13,440 13,439
Council Of Europe Development Bank 1.125% 5/31/18 12,695 12,725
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 17,858
Council Of Europe Development Bank 1.625% 3/16/21 8,500 8,596
Ecopetrol SA 4.250% 9/18/18 3,015 3,121
Ecopetrol SA 5.875% 9/18/23 30,450 32,734
Ecopetrol SA 4.125% 1/16/25 34,125 33,101
Ecopetrol SA 5.375% 6/26/26 11,550 11,983
Ecopetrol SA 7.375% 9/18/43 4,000 4,220
Ecopetrol SA 5.875% 5/28/45 19,275 17,733
Emirates Telecommunications Group Co.        
PJSC 3.500% 6/18/24 5,000 5,283
European Bank for Reconstruction &        
Development 1.000% 2/16/17 10,870 10,870
European Bank for Reconstruction &        
Development 0.750% 9/1/17 11,400 11,385
European Bank for Reconstruction &        
Development 1.000% 6/15/18 5,340 5,346
European Bank for Reconstruction &        
Development 1.000% 9/17/18 4,650 4,655
European Bank for Reconstruction &        
Development 1.625% 11/15/18 9,600 9,719
European Bank for Reconstruction &        
Development 1.750% 6/14/19 20,600 20,954
European Bank for Reconstruction &        
Development 1.750% 11/26/19 14,550 14,823
European Bank for Reconstruction &        
Development 1.500% 3/16/20 23,050 23,251
European Bank for Reconstruction &        
Development 1.875% 2/23/22 14,800 15,081
European Investment Bank 5.125% 5/30/17 54,435 55,929
European Investment Bank 1.625% 6/15/17 5,570 5,598
European Investment Bank 1.000% 8/17/17 24,025 24,055
European Investment Bank 1.125% 9/15/17 32,655 32,734
European Investment Bank 1.000% 12/15/17 23,000 23,028
European Investment Bank 1.000% 3/15/18 17,975 17,997
European Investment Bank 1.250% 5/15/18 38,850 38,992

 

 

European Investment Bank 1.000% 6/15/18 30,700 30,694
European Investment Bank 1.125% 8/15/18 42,060 42,095
European Investment Bank 1.625% 12/18/18 23,145 23,429
European Investment Bank 1.875% 3/15/19 78,430 79,891
European Investment Bank 1.250% 5/15/19 45,150 45,312
European Investment Bank 1.750% 6/17/19 68,060 69,160
European Investment Bank 1.125% 8/15/19 62,600 62,502
European Investment Bank 1.625% 3/16/20 58,370 59,164
European Investment Bank 1.375% 6/15/20 20,000 20,046
European Investment Bank 2.875% 9/15/20 12,445 13,191
European Investment Bank 1.625% 12/15/20 37,500 37,964
European Investment Bank 4.000% 2/16/21 30,490 33,874
European Investment Bank 2.000% 3/15/21 7,700 7,912
European Investment Bank 2.500% 4/15/21 40,760 42,737
European Investment Bank 1.625% 6/15/21 12,000 12,122
European Investment Bank 2.125% 10/15/21 4,550 4,703
European Investment Bank 2.250% 8/15/22 27,625 28,694
European Investment Bank 3.250% 1/29/24 18,900 20,979
European Investment Bank 2.500% 10/15/24 23,660 25,024
European Investment Bank 1.875% 2/10/25 41,300 41,514
European Investment Bank 2.125% 4/13/26 59,100 60,524
European Investment Bank 4.875% 2/15/36 1,090 1,472
Export Development Canada 1.250% 10/26/16 12,420 12,425
9 Export Development Canada 1.000% 5/15/17 6,450 6,458
Export Development Canada 0.750% 12/15/17 14,975 14,951
Export Development Canada 1.000% 6/15/18 9,500 9,520
Export Development Canada 1.500% 10/3/18 4,275 4,319
Export Development Canada 1.000% 11/1/18 7,750 7,767
Export Development Canada 1.250% 2/4/19 11,000 11,083
9 Export Development Canada 1.750% 8/19/19 8,200 8,339
9 Export Development Canada 1.625% 12/3/19 4,000 4,060
Export Development Canada 1.750% 7/21/20 200 204
Export Development Canada 1.500% 5/26/21 23,000 23,195
Export-Import Bank of Korea 3.750% 10/20/16 11,550 11,560
Export-Import Bank of Korea 1.750% 2/27/18 17,810 17,892
Export-Import Bank of Korea 2.875% 9/17/18 10,400 10,686
Export-Import Bank of Korea 1.750% 5/26/19 8,600 8,658
Export-Import Bank of Korea 2.375% 8/12/19 7,000 7,164
Export-Import Bank of Korea 5.125% 6/29/20 10,000 11,214
Export-Import Bank of Korea 2.625% 12/30/20 2,450 2,533
Export-Import Bank of Korea 4.000% 1/29/21 6,324 6,893
Export-Import Bank of Korea 2.125% 2/11/21 500 507
Export-Import Bank of Korea 2.500% 5/10/21 5,200 5,355
Export-Import Bank of Korea 4.375% 9/15/21 3,925 4,397
Export-Import Bank of Korea 5.000% 4/11/22 4,150 4,835
Export-Import Bank of Korea 4.000% 1/14/24 34,750 38,938
Export-Import Bank of Korea 3.250% 11/10/25 6,000 6,487
Export-Import Bank of Korea 2.625% 5/26/26 12,900 13,184
FMS Wertmanagement AoeR 1.125% 9/5/17 8,500 8,515
FMS Wertmanagement AoeR 1.000% 11/21/17 8,500 8,504
FMS Wertmanagement AoeR 1.625% 11/20/18 22,200 22,458
FMS Wertmanagement AoeR 1.000% 8/16/19 35,000 34,832
FMS Wertmanagement AoeR 1.750% 3/17/20 8,000 8,126
Hydro-Quebec 1.375% 6/19/17 3,775 3,788
Hydro-Quebec 8.400% 1/15/22 8,195 10,708
Hydro-Quebec 8.050% 7/7/24 3,310 4,593
Hydro-Quebec 8.500% 12/1/29 825 1,288

 

 

Industrial & Commercial Bank of China Ltd. 2.351% 11/13/17 4,850 4,884
Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 4,400 4,569
Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 8,000 8,120
Inter-American Development Bank 1.125% 3/15/17 33,640 33,682
Inter-American Development Bank 1.000% 7/14/17 20,190 20,214
Inter-American Development Bank 2.375% 8/15/17 25,256 25,571
Inter-American Development Bank 0.875% 3/15/18 19,260 19,260
Inter-American Development Bank 1.750% 8/24/18 5,600 5,684
Inter-American Development Bank 1.125% 8/28/18 40,150 40,297
Inter-American Development Bank 4.250% 9/10/18 2,980 3,166
Inter-American Development Bank 1.000% 5/13/19 15,000 14,977
Inter-American Development Bank 1.125% 9/12/19 2,150 2,153
Inter-American Development Bank 3.875% 9/17/19 56,980 61,538
Inter-American Development Bank 1.250% 10/15/19 12,750 12,795
Inter-American Development Bank 1.750% 10/15/19 31,400 31,977
Inter-American Development Bank 3.875% 2/14/20 6,475 7,050
Inter-American Development Bank 1.875% 6/16/20 28,100 28,762
Inter-American Development Bank 2.125% 11/9/20 10,470 10,821
Inter-American Development Bank 1.875% 3/15/21 2,500 2,560
Inter-American Development Bank 1.750% 4/14/22 32,425 32,876
Inter-American Development Bank 3.000% 10/4/23 7,600 8,303
Inter-American Development Bank 3.000% 2/21/24 19,195 20,977
Inter-American Development Bank 2.125% 1/15/25 19,910 20,486
Inter-American Development Bank 7.000% 6/15/25 2,950 3,996
Inter-American Development Bank 2.000% 6/2/26 42,000 42,749
Inter-American Development Bank 3.875% 10/28/41 45 55
Inter-American Development Bank 3.200% 8/7/42 5,575 6,071
Inter-American Development Bank 4.375% 1/24/44 8,125 10,758
International Bank for Reconstruction &        
Development 0.875% 4/17/17 60,570 60,569
International Bank for Reconstruction &        
Development 9.250% 7/15/17 10 11
International Bank for Reconstruction &        
Development 1.125% 7/18/17 2,500 2,506
International Bank for Reconstruction &        
Development 1.000% 11/15/17 39,300 39,350
International Bank for Reconstruction &        
Development 1.375% 4/10/18 32,960 33,207
International Bank for Reconstruction &        
Development 1.000% 6/15/18 34,110 34,152
International Bank for Reconstruction &        
Development 0.875% 7/19/18 43,300 43,246
International Bank for Reconstruction &        
Development 1.000% 10/5/18 18,000 18,021
International Bank for Reconstruction &        
Development 1.875% 3/15/19 72,430 73,869
International Bank for Reconstruction &        
Development 1.250% 7/26/19 65,400 65,796
International Bank for Reconstruction &        
Development 0.875% 8/15/19 49,200 48,918
International Bank for Reconstruction &        
Development 1.875% 10/7/19 45,125 46,129
International Bank for Reconstruction &        
Development 1.375% 3/30/20 22,000 22,138
International Bank for Reconstruction &        
Development 1.125% 8/10/20 2,000 1,990

 

 

  International Bank for Reconstruction &        
  Development 2.125% 11/1/20 18,500 19,148
  International Bank for Reconstruction &        
  Development 1.625% 3/9/21 19,000 19,240
  International Bank for Reconstruction &        
  Development 1.375% 5/24/21 60,300 60,449
  International Bank for Reconstruction &        
  Development 2.250% 6/24/21 22,460 23,380
  International Bank for Reconstruction &        
  Development 1.375% 9/20/21 59,000 59,212
  International Bank for Reconstruction &        
  Development 1.625% 2/10/22 23,475 23,715
  International Bank for Reconstruction &        
  Development 1.875% 10/7/22 100 102
  International Bank for Reconstruction &        
  Development 7.625% 1/19/23 4,000 5,454
  International Bank for Reconstruction &        
  Development 1.750% 4/19/23 1,000 1,011
  International Bank for Reconstruction &        
  Development 2.500% 11/25/24 63,650 67,465
  International Bank for Reconstruction &        
  Development 2.125% 3/3/25 100 103
  International Bank for Reconstruction &        
  Development 2.500% 7/29/25 31,000 32,793
  International Bank for Reconstruction &        
  Development 8.875% 3/1/26 1,050 1,653
  International Bank for Reconstruction &        
  Development 4.750% 2/15/35 3,423 4,613
  International Finance Corp. 1.125% 11/23/16 34,220 34,249
  International Finance Corp. 1.000% 4/24/17 3,975 3,975
  International Finance Corp. 2.125% 11/17/17 16,975 17,156
  International Finance Corp. 0.625% 12/21/17 12,270 12,191
  International Finance Corp. 0.875% 6/15/18 2,325 2,316
  International Finance Corp. 1.250% 7/16/18 8,600 8,617
  International Finance Corp. 1.750% 9/4/18 29,050 29,369
  International Finance Corp. 1.750% 9/16/19 15,600 15,861
  International Finance Corp. 1.625% 7/16/20 30,500 30,962
  International Finance Corp. 2.125% 4/7/26 21,175 21,817
10 Japan Bank for International Cooperation 1.125% 7/19/17 39,500 39,478
10 Japan Bank for International Cooperation 1.750% 7/31/18 17,900 18,031
10 Japan Bank for International Cooperation 1.750% 11/13/18 19,000 19,114
10 Japan Bank for International Cooperation 1.875% 4/20/21 9,300 9,274
10 Japan Bank for International Cooperation 1.500% 7/21/21 20,625 20,435
10 Japan Bank for International Cooperation 3.375% 7/31/23 6,600 7,234
10 Japan Bank for International Cooperation 3.000% 5/29/24 25,500 27,419
10 Japan Bank for International Cooperation 2.125% 2/10/25 25,900 25,855
10 Japan Bank for International Cooperation 2.500% 5/28/25 1,750 1,822
10 Japan Bank for International Cooperation 2.750% 1/21/26 4,800 5,122
10 Japan Bank for International Cooperation 2.375% 4/20/26 2,000 2,063
10 Japan Finance Organization for        
  Municipalities 5.000% 5/16/17 4,050 4,140
10 Japan Finance Organization for        
  Municipalities 4.000% 1/13/21 10,400 11,318
11 KFW 0.875% 9/5/17 26,710 26,710
11 KFW 0.875% 12/15/17 44,000 43,984
11 KFW 1.000% 1/26/18 22,110 22,128
11 KFW 4.375% 3/15/18 19,230 20,179

 

 

11 KFW 0.875% 4/19/18 66,000 65,924
11 KFW 1.000% 6/11/18 37,000 37,018
11 KFW 4.500% 7/16/18 14,415 15,306
11 KFW 1.125% 8/6/18 30,000 30,057
11 KFW 1.000% 9/7/18 28,900 28,883
11 KFW 1.125% 11/16/18 29,500 29,558
11 KFW 1.500% 2/6/19 11,000 11,104
11 KFW 1.875% 4/1/19 39,030 39,770
11 KFW 4.875% 6/17/19 38,975 42,845
11 KFW 1.000% 7/15/19 70,925 70,643
11 KFW 1.750% 10/15/19 13,800 14,037
11 KFW 4.000% 1/27/20 39,145 42,624
11 KFW 1.500% 4/20/20 44,275 44,671
11 KFW 1.875% 6/30/20 55,350 56,484
11 KFW 2.750% 9/8/20 55,130 58,090
11 KFW 2.750% 10/1/20 46,289 48,833
11 KFW 1.625% 3/15/21 43,300 43,717
11 KFW 1.500% 6/15/21 106,100 106,479
11 KFW 2.375% 8/25/21 12,375 12,913
11 KFW 2.000% 10/4/22 23,650 24,262
11 KFW 2.125% 1/17/23 39,630 40,828
11 KFW 2.500% 11/20/24 45,400 47,940
11 KFW 2.000% 5/2/25 14,750 14,998
11 KFW 0.000% 4/18/36 15,775 9,527
11 KFW 0.000% 6/29/37 6,950 4,036
  Korea Development Bank 3.875% 5/4/17 15,300 15,529
  Korea Development Bank 2.250% 8/7/17 850 857
  Korea Development Bank 3.500% 8/22/17 5,400 5,501
  Korea Development Bank 1.500% 1/22/18 11,000 11,027
  Korea Development Bank 3.000% 3/17/19 8,000 8,297
  Korea Development Bank 2.500% 3/11/20 2,500 2,569
  Korea Development Bank 2.500% 1/13/21 500 514
  Korea Development Bank 4.625% 11/16/21 5,975 6,786
  Korea Development Bank 3.000% 9/14/22 15,000 15,957
  Korea Development Bank 3.750% 1/22/24 24,400 26,975
  Landesbank Baden-Wuerttemberg 7.625% 2/1/23 1,000 1,260
11 Landwirtschaftliche Rentenbank 0.875% 9/12/17 11,825 11,824
11 Landwirtschaftliche Rentenbank 1.000% 4/4/18 7,525 7,534
11 Landwirtschaftliche Rentenbank 1.875% 9/17/18 12,540 12,760
11 Landwirtschaftliche Rentenbank 1.750% 4/15/19 3,425 3,479
11 Landwirtschaftliche Rentenbank 1.375% 10/23/19 13,665 13,765
11 Landwirtschaftliche Rentenbank 2.000% 1/13/25 40,060 40,834
11 Landwirtschaftliche Rentenbank 2.375% 6/10/25 22,975 24,093
11 Landwirtschaftliche Rentenbank 1.750% 7/27/26 16,025 15,956
  Nexen Energy ULC 6.200% 7/30/19 3,505 3,887
  Nexen Energy ULC 7.875% 3/15/32 9,765 14,053
  Nexen Energy ULC 5.875% 3/10/35 4,687 5,784
  Nexen Energy ULC 6.400% 5/15/37 9,880 13,024
  Nexen Energy ULC 7.500% 7/30/39 7,105 10,500
  Nordic Investment Bank 5.000% 2/1/17 5,700 5,771
  Nordic Investment Bank 1.000% 3/7/17 2,650 2,650
  Nordic Investment Bank 0.750% 1/17/18 18,350 18,325
  Nordic Investment Bank 1.125% 3/19/18 10,250 10,275
  Nordic Investment Bank 0.875% 9/27/18 5,550 5,551
  Nordic Investment Bank 1.875% 6/14/19 20,900 21,339
  Nordic Investment Bank 1.500% 9/29/20 2,800 2,825
  Nordic Investment Bank 1.250% 8/2/21 4,950 4,922

 

 

  North American Development Bank 2.300% 10/10/18 2,138 2,183
  North American Development Bank 4.375% 2/11/20 2,600 2,814
  North American Development Bank 2.400% 10/26/22 6,000 6,082
12 Oesterreichische Kontrollbank AG 5.000% 4/25/17 20,170 20,623
12 Oesterreichische Kontrollbank AG 0.750% 5/19/17 11,830 11,815
12 Oesterreichische Kontrollbank AG 1.125% 5/29/18 8,150 8,159
12 Oesterreichische Kontrollbank AG 1.125% 4/26/19 18,300 18,297
12 Oesterreichische Kontrollbank AG 1.375% 2/10/20 8,175 8,206
12 Oesterreichische Kontrollbank AG 1.500% 10/21/20 24,100 24,222
12 Oesterreichische Kontrollbank AG 1.875% 1/20/21 7,900 8,069
12 Oesterreichische Kontrollbank AG 2.375% 10/1/21 5,000 5,219
5 Oriental Republic of Uruguay 4.500% 8/14/24 14,731 16,274
5 Oriental Republic of Uruguay 4.375% 10/27/27 24,519 26,420
5 Oriental Republic of Uruguay 7.625% 3/21/36 4,845 6,856
5 Oriental Republic of Uruguay 4.125% 11/20/45 14,775 13,778
5 Oriental Republic of Uruguay 5.100% 6/18/50 33,490 34,663
  Petroleos Mexicanos 5.750% 3/1/18 55,215 57,782
  Petroleos Mexicanos 3.500% 7/18/18 13,720 13,930
  Petroleos Mexicanos 3.125% 1/23/19 1,000 1,009
8 Petroleos Mexicanos 5.500% 2/4/19 22,550 23,803
  Petroleos Mexicanos 8.000% 5/3/19 25,266 28,369
  Petroleos Mexicanos 6.000% 3/5/20 5,943 6,457
  Petroleos Mexicanos 3.500% 7/23/20 14,260 14,386
  Petroleos Mexicanos 5.500% 1/21/21 18,240 19,404
8 Petroleos Mexicanos 6.375% 2/4/21 36,480 39,694
  Petroleos Mexicanos 4.875% 1/24/22 26,898 27,481
  Petroleos Mexicanos 3.500% 1/30/23 15,225 14,389
8 Petroleos Mexicanos 4.625% 9/21/23 15,450 15,520
  Petroleos Mexicanos 4.875% 1/18/24 19,758 19,970
5 Petroleos Mexicanos 2.290% 2/15/24 1,781 1,817
  Petroleos Mexicanos 2.378% 4/15/25 2,543 2,597
  Petroleos Mexicanos 4.500% 1/23/26 6,950 6,765
8 Petroleos Mexicanos 6.875% 8/4/26 25,399 28,560
  Petroleos Mexicanos 6.625% 6/15/35 22,161 22,556
  Petroleos Mexicanos 6.625% 6/15/38 7,475 7,471
  Petroleos Mexicanos 6.500% 6/2/41 22,030 21,426
  Petroleos Mexicanos 5.500% 6/27/44 51,736 44,850
  Petroleos Mexicanos 6.375% 1/23/45 12,389 11,897
  Petroleos Mexicanos 5.625% 1/23/46 54,995 48,151
8 Petroleos Mexicanos 6.750% 9/21/47 5,000 4,988
13 Power Sector Assets & Liabilities        
  Management Corp. 9.625% 5/15/28 1,970 3,147
  Province of British Columbia 1.200% 4/25/17 7,040 7,053
  Province of British Columbia 2.650% 9/22/21 16,660 17,622
  Province of British Columbia 2.000% 10/23/22 6,400 6,528
  Province of British Columbia 6.500% 1/15/26 266 358
  Province of British Columbia 2.250% 6/2/26 5,500 5,616
  Province of Manitoba 4.900% 12/6/16 13,470 13,565
  Province of Manitoba 1.300% 4/3/17 3,635 3,643
  Province of Manitoba 1.125% 6/1/18 3,470 3,481
  Province of Manitoba 1.750% 5/30/19 4,000 4,059
  Province of Manitoba 2.100% 9/6/22 6,375 6,548
  Province of Manitoba 3.050% 5/14/24 24,750 26,690
  Province of Manitoba 2.125% 6/22/26 5,150 5,167
  Province of New Brunswick 2.750% 6/15/18 14,750 15,171
  Province of Ontario 1.100% 10/25/17 17,865 17,898
  Province of Ontario 3.150% 12/15/17 13,025 13,368

 

 

Province of Ontario 1.200% 2/14/18 2,175 2,179
Province of Ontario 3.000% 7/16/18 8,475 8,747
Province of Ontario 2.000% 9/27/18 11,090 11,263
Province of Ontario 1.625% 1/18/19 26,800 27,032
Province of Ontario 2.000% 1/30/19 10,795 10,977
Province of Ontario 1.250% 6/17/19 13,000 12,993
Province of Ontario 1.650% 9/27/19 12,070 12,186
Province of Ontario 4.000% 10/7/19 21,240 22,899
Province of Ontario 4.400% 4/14/20 33,100 36,443
Province of Ontario 1.875% 5/21/20 23,770 24,134
Province of Ontario 2.500% 9/10/21 34,550 36,034
Province of Ontario 2.450% 6/29/22 9,975 10,370
Province of Ontario 3.200% 5/16/24 2,050 2,223
Province of Ontario 2.500% 4/27/26 12,600 13,026
Quebec 4.625% 5/14/18 12,310 13,003
Quebec 3.500% 7/29/20 17,120 18,411
Quebec 2.750% 8/25/21 17,205 18,139
Quebec 2.625% 2/13/23 24,960 26,089
Quebec 7.500% 7/15/23 250 330
Quebec 7.125% 2/9/24 5,675 7,450
Quebec 2.875% 10/16/24 12,900 13,667
Quebec 2.500% 4/20/26 17,000 17,425
Quebec 7.500% 9/15/29 18,980 28,642
Republic of Chile 3.250% 9/14/21 200 214
Republic of Chile 2.250% 10/30/22 9,975 10,099
Republic of Chile 3.125% 3/27/25 500 534
Republic of Chile 3.125% 1/21/26 38,738 40,965
Republic of Chile 3.625% 10/30/42 9,700 10,339
Republic of Colombia 7.375% 3/18/19 9,050 10,236
Republic of Colombia 11.750% 2/25/20 3,350 4,380
Republic of Colombia 4.375% 7/12/21 18,552 20,073
5 Republic of Colombia 2.625% 3/15/23 30,485 30,065
Republic of Colombia 4.000% 2/26/24 46,685 49,720
Republic of Colombia 8.125% 5/21/24 6,440 8,517
Republic of Colombia 10.375% 1/28/33 2,500 3,911
Republic of Colombia 7.375% 9/18/37 19,672 26,557
Republic of Colombia 6.125% 1/18/41 27,225 33,128
5 Republic of Colombia 5.625% 2/26/44 5,932 6,903
5 Republic of Colombia 5.000% 6/15/45 41,386 44,956
Republic of Finland 6.950% 2/15/26 1,905 2,617
Republic of Hungary 6.250% 1/29/20 22,900 25,734
Republic of Hungary 6.375% 3/29/21 78,350 90,788
Republic of Hungary 7.625% 3/29/41 6,575 10,306
Republic of Italy 5.375% 6/12/17 9,150 9,379
Republic of Italy 6.875% 9/27/23 39,715 49,685
Republic of Italy 5.375% 6/15/33 16,695 20,274
Republic of Korea 5.125% 12/7/16 1,100 1,108
Republic of Korea 7.125% 4/16/19 27,338 31,303
Republic of Korea 3.875% 9/11/23 10,650 12,131
Republic of Korea 5.625% 11/3/25 525 686
Republic of Korea 4.125% 6/10/44 340 457
Republic of Panama 5.200% 1/30/20 17,753 19,706
5 Republic of Panama 4.000% 9/22/24 1,480 1,617
5 Republic of Panama 3.750% 3/16/25 15,750 16,990
Republic of Panama 7.125% 1/29/26 20,150 27,152
Republic of Panama 8.875% 9/30/27 750 1,125
5 Republic of Panama 3.875% 3/17/28 12,100 13,122

 

 

Republic of Panama 9.375% 4/1/29 12,545 19,413
5 Republic of Panama 6.700% 1/26/36 26,295 36,025
5 Republic of Panama 4.300% 4/29/53 5,000 5,313
Republic of Peru 7.350% 7/21/25 500 697
Republic of Peru 8.750% 11/21/33 47,164 77,026
5 Republic of Peru 6.550% 3/14/37 13,131 18,677
Republic of Peru 5.625% 11/18/50 16,567 22,015
Republic of Poland 6.375% 7/15/19 43,638 49,093
Republic of Poland 5.125% 4/21/21 26,125 29,521
Republic of Poland 5.000% 3/23/22 30,402 34,658
Republic of Poland 3.000% 3/17/23 16,050 16,692
Republic of Poland 4.000% 1/22/24 9,395 10,381
Republic of Poland 3.250% 4/6/26 23,650 25,039
Republic of South Africa 5.500% 3/9/20 17,300 18,857
Republic of South Africa 5.875% 5/30/22 1,905 2,150
Republic of South Africa 4.665% 1/17/24 36,255 38,294
Republic of South Africa 5.875% 9/16/25 23,900 27,037
Republic of South Africa 4.875% 4/14/26 6,000 6,308
Republic of South Africa 4.300% 10/12/28 40,725 40,318
Republic of South Africa 6.250% 3/8/41 2,220 2,675
Republic of South Africa 5.375% 7/24/44 12,100 13,113
Republic of South Africa 5.000% 10/12/46 5,550 5,585
Republic of the Philippines 8.375% 6/17/19 21,650 25,574
Republic of the Philippines 4.000% 1/15/21 11,460 12,434
Republic of the Philippines 9.500% 10/21/24 900 1,382
Republic of the Philippines 10.625% 3/16/25 17,325 28,261
Republic of the Philippines 5.500% 3/30/26 23,625 29,797
Republic of the Philippines 9.500% 2/2/30 6,250 10,766
Republic of the Philippines 7.750% 1/14/31 21,920 34,140
Republic of the Philippines 6.375% 1/15/32 9,500 13,419
Republic of the Philippines 6.375% 10/23/34 38,690 56,197
Republic of the Philippines 5.000% 1/13/37 975 1,257
Republic of the Philippines 3.950% 1/20/40 7,200 8,226
Republic of the Philippines 3.700% 3/1/41 17,400 19,205
Republic of Turkey 4.875% 4/16/43 5,325 4,952
State of Israel 5.125% 3/26/19 15,595 17,071
State of Israel 4.000% 6/30/22 16,600 18,403
State of Israel 3.150% 6/30/23 10,000 10,626
State of Israel 2.875% 3/16/26 25,000 25,939
State of Israel 4.500% 1/30/43 15,750 17,919
Statoil ASA 3.125% 8/17/17 11,097 11,276
Statoil ASA 1.250% 11/9/17 8,135 8,127
Statoil ASA 1.200% 1/17/18 2,050 2,047
Statoil ASA 1.950% 11/8/18 7,733 7,808
Statoil ASA 5.250% 4/15/19 25,144 27,480
Statoil ASA 2.250% 11/8/19 15,050 15,339
Statoil ASA 2.900% 11/8/20 4,475 4,683
Statoil ASA 2.750% 11/10/21 17,600 18,375
Statoil ASA 3.150% 1/23/22 11,340 11,994
Statoil ASA 2.450% 1/17/23 9,050 9,204
Statoil ASA 7.750% 6/15/23 25 32
Statoil ASA 2.650% 1/15/24 17,741 18,181
Statoil ASA 3.700% 3/1/24 10,462 11,426
Statoil ASA 3.250% 11/10/24 8,600 9,156
Statoil ASA 7.250% 9/23/27 5,375 7,541
8 Statoil ASA 6.500% 12/1/28 975 1,275
Statoil ASA 7.150% 1/15/29 2,950 4,082

 

 

Statoil ASA 5.100% 8/17/40 7,860 9,442
Statoil ASA 4.250% 11/23/41 8,395 9,005
Statoil ASA 3.950% 5/15/43 9,267 9,627
Statoil ASA 4.800% 11/8/43 7,700 9,041
Svensk Exportkredit AB 1.750% 5/30/17 8,970 9,016
Svensk Exportkredit AB 1.250% 4/12/19 12,600 12,619
Svensk Exportkredit AB 1.875% 6/17/19 12,000 12,195
Svensk Exportkredit AB 1.125% 8/28/19 25,000 24,904
Svensk Exportkredit AB 1.875% 6/23/20 10,700 10,809
Svensk Exportkredit AB 1.750% 3/10/21 12,350 12,476
United Mexican States 5.950% 3/19/19 11,930 13,263
United Mexican States 5.125% 1/15/20 12,885 14,320
United Mexican States 3.625% 3/15/22 54,232 57,147
United Mexican States 4.000% 10/2/23 58,692 62,798
United Mexican States 3.600% 1/30/25 4,712 4,884
United Mexican States 4.125% 1/21/26 7,800 8,410
United Mexican States 7.500% 4/8/33 16,775 23,821
United Mexican States 6.750% 9/27/34 35,141 46,485
United Mexican States 6.050% 1/11/40 30,541 37,260
United Mexican States 4.750% 3/8/44 73,621 76,521
United Mexican States 5.550% 1/21/45 19,628 22,807
United Mexican States 4.600% 1/23/46 14,339 14,621
United Mexican States 4.350% 1/15/47 19,050 18,708
United Mexican States 5.750% 10/12/10 28,250 30,078
Total Sovereign Bonds (Cost $8,498,133)       8,780,485
Taxable Municipal Bonds (1.0%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 2,100 3,092
American Municipal Power Ohio Inc.        
Revenue (Hydroelectric Projects) 6.449% 2/15/44 50 67
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 7.834% 2/15/41 2,300 3,524
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 6.053% 2/15/43 1,000 1,303
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 5.939% 2/15/47 8,600 11,161
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 6.270% 2/15/50 2,175 2,846
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 7.499% 2/15/50 1,550 2,333
American Municipal Power Ohio Inc.        
Revenue (Prairie State Energy Campus        
Project) 8.084% 2/15/50 7,625 12,639
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 2,375 3,105
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 4,075 6,026
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 17,045 25,946
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 1,000 1,607

 

 

Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 10,330 16,587
California Department of Water Resources        
Power Supply Revenue 2.000% 5/1/22 14,745 14,858
California GO 5.750% 3/1/17 10,750 10,973
California GO 6.200% 3/1/19 1,400 1,568
California GO 6.200% 10/1/19 11,100 12,672
California GO 5.700% 11/1/21 24,250 28,671
California GO 7.500% 4/1/34 38,000 57,833
California GO 7.950% 3/1/36 550 660
California GO 7.550% 4/1/39 10,730 17,137
California GO 7.300% 10/1/39 6,010 9,160
California GO 7.350% 11/1/39 24,970 38,248
California GO 7.625% 3/1/40 15,400 24,510
California GO 7.600% 11/1/40 10,900 17,735
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 1,410 1,909
Chicago IL GO 7.375% 1/1/33 1,800 2,003
Chicago IL GO 7.781% 1/1/35 2,010 2,318
Chicago IL GO 6.314% 1/1/44 3,800 3,830
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 10,100 12,986
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 1,450 1,636
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,745 2,527
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 2,850 3,570
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 7,135 9,459
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 4,200 5,571
Chicago IL Water Revenue 6.742% 11/1/40 5,750 7,582
Clark County NV Airport System Revenue 6.881% 7/1/42 475 538
Clark County NV Airport System Revenue 6.820% 7/1/45 3,745 5,828
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 2,400 3,276
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 6,375 8,064
Connecticut GO 5.090% 10/1/30 8,770 10,233
Connecticut GO 5.850% 3/15/32 6,510 8,371
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 3,300 4,041
Cook County IL GO 6.229% 11/15/34 5,550 6,932
Curators of the University of Missouri System        
Facilities Revenue 5.960% 11/1/39 3,000 4,128
Curators of the University of Missouri System        
Facilities Revenue 5.792% 11/1/41 3,000 4,299
Dallas County TX Hospital District Revenue 5.621% 8/15/44 2,100 2,809
Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 6,850 8,747
Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 950 1,379
Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 3,850 5,071
Dallas TX Convention Center Hotel        
Development Corp. Hotel Revenue 7.088% 1/1/42 8,090 11,571
Dallas TX Independent School District GO 6.450% 2/15/35 3,750 4,480
Dartmouth College New Hampshire GO 4.750% 6/1/19 712 781
Denver CO City & County School District No.        
1 COP 4.242% 12/15/37 215 238

 

 

  Denver CO City & County School District No.        
  1 COP 7.017% 12/15/37 2,100 3,011
  Denver CO City & County School District No.        
  1 GO 5.664% 12/1/33 1,325 1,768
  District of Columbia Income Tax Revenue 5.591% 12/1/34 1,175 1,541
  District of Columbia Income Tax Revenue 5.582% 12/1/35 1,600 2,121
  District of Columbia Water & Sewer Authority        
  Public Utility Revenue 5.522% 10/1/44 700 937
  District of Columbia Water & Sewer Authority        
  Public Utility Revenue 4.814% 10/1/14 11,700 13,724
  East Baton Rouge LA Sewer Commission        
  Revenue 6.087% 2/1/45 2,300 2,585
  East Bay CA Municipal Utility District Water        
  System Revenue 5.874% 6/1/40 5,555 7,734
  Emory University Georgia GO 5.625% 9/1/19 7,000 7,875
  Energy Northwest Washington Electric        
  Revenue (Columbia Generating Station) 2.197% 7/1/19 4,000 4,086
  Energy Northwest Washington Electric        
  Revenue (Columbia Generating Station) 2.814% 7/1/24 2,000 2,089
  Florida Board of Administration Finance Corp        
  Revenue 2.638% 7/1/21 3,480 3,616
  Florida Hurricane Catastrophe Fund Finance        
  Corp. Revenue 2.107% 7/1/18 7,800 7,917
  Florida Hurricane Catastrophe Fund Finance        
  Corp. Revenue 2.995% 7/1/20 14,565 15,283
  George Washington University District of        
  Columbia GO 3.485% 9/15/22 7,450 8,022
  George Washington University District of        
  Columbia GO 4.300% 9/15/44 5,325 5,909
  Georgia GO 4.503% 11/1/25 5,220 5,993
  Georgia Municipal Electric Power Authority        
  Revenue 6.637% 4/1/57 13,000 17,654
  Georgia Municipal Electric Power Authority        
  Revenue 6.655% 4/1/57 5,980 8,018
  Georgia Municipal Electric Power Authority        
  Revenue 7.055% 4/1/57 3,650 4,524
  Houston TX GO 6.290% 3/1/32 10,475 13,277
  Houston TX Utility System Revenue 3.828% 5/15/28 3,050 3,418
  Illinois GO 5.365% 3/1/17 15,925 16,178
  Illinois GO 5.665% 3/1/18 130 136
  Illinois GO 4.350% 6/1/18 11 11
  Illinois GO 5.877% 3/1/19 8,695 9,395
  Illinois GO 4.950% 6/1/23 14,875 15,652
  Illinois GO 5.100% 6/1/33 57,649 55,477
  Illinois GO 6.630% 2/1/35 8,155 8,760
  Illinois GO 6.725% 4/1/35 5,975 6,462
  Illinois GO 7.350% 7/1/35 8,700 9,813
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34 5,230 6,997
  Illinois Toll Highway Authority Revenue 5.851% 12/1/34 1,650 2,205
  Indianapolis IN Local Public Improvement        
  Revenue 6.116% 1/15/40 9,700 13,529
14 Industry CA Sales Tax Revenue 5.125% 1/1/51 2,400 2,655
  JobsOhio Beverage System Statewide        
  Liquor Profits Revenue 3.985% 1/1/29 6,600 7,446
  JobsOhio Beverage System Statewide        
  Liquor Profits Revenue 4.532% 1/1/35 4,100 4,787

 

 

  Kansas Department of Transportation        
  Highway Revenue 4.596% 9/1/35 1,900 2,296
  Kansas Development Finance Authority        
  Revenue 4.727% 4/15/37 5,700 6,338
  Kansas Development Finance Authority        
  Revenue 4.927% 4/15/45 400 455
14 Kansas Development Finance Authority        
  Revenue (Public Employees Retirement        
  System) 5.501% 5/1/34 4,300 5,287
  Kentucky Asset/Liability Commission        
  General Fund Revenue 3.165% 4/1/18 228 232
  Los Angeles CA Community College District        
  GO 6.600% 8/1/42 11,865 18,297
  Los Angeles CA Community College District        
  GO 6.750% 8/1/49 3,425 5,453
  Los Angeles CA Department of Airports        
  International Airport Revenue 6.582% 5/15/39 20 28
  Los Angeles CA Department of Water &        
  Power Revenue 5.716% 7/1/39 3,840 5,113
  Los Angeles CA Department of Water &        
  Power Revenue 6.008% 7/1/39 6,350 8,532
  Los Angeles CA Department of Water &        
  Power Revenue 6.166% 7/1/40 1,550 1,785
  Los Angeles CA Department of Water &        
  Power Revenue 6.574% 7/1/45 2,700 4,128
  Los Angeles CA Department of Water &        
  Power Revenue 6.603% 7/1/50 5,060 7,916
  Los Angeles CA Unified School District GO 5.750% 7/1/34 9,225 12,290
  Los Angeles CA Unified School District GO 6.758% 7/1/34 7,060 10,249
  Los Angeles County CA Metropolitan        
  Transportation Authority Sales Tax        
  Revenue 5.735% 6/1/39 8,800 11,663
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.488% 8/1/33 4,300 6,047
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 2,250 3,477
  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 2,330 3,191
  Massachusetts GO 4.200% 12/1/21 5,020 5,574
  Massachusetts GO 4.500% 8/1/31 500 595
  Massachusetts GO 5.456% 12/1/39 5,250 7,155
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 3,100 4,274
  Massachusetts Transportation Fund        
  Revenue 5.731% 6/1/40 1,000 1,377
  Massachusetts Water Pollution Abatement        
  Trust Revenue 5.192% 8/1/40 2,825 3,460
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 2,260 3,144
  Metropolitan Government of Nashville &        
  Davidson County TN GO 5.707% 7/1/34 2,625 3,370
  Metropolitan Washington DC/VA Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 6,425 9,951
  Metropolitan Water District of Southern        
  California Revenue 6.947% 7/1/40 1,670 1,977
  Mississippi GO 5.245% 11/1/34 1,375 1,753

 

 

  Missouri Highways & Transportation        
  Commission Road Revenue 5.445% 5/1/33 1,650 2,105
14 New Jersey Economic Development        
  Authority Revenue 0.000% 2/15/20 225 207
15 New Jersey Economic Development        
  Authority Revenue (State Pension        
  Funding) 7.425% 2/15/29 16,650 21,015
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 5.754% 12/15/28 12,075 13,518
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.104% 12/15/28 15,355 16,932
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.561% 12/15/40 8,885 10,663
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 14,300 22,441
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41 8,450 12,884
  New York City NY GO 6.646% 12/1/31 20 24
  New York City NY GO 6.246% 6/1/35 2,150 2,482
  New York City NY GO 5.968% 3/1/36 3,200 4,352
  New York City NY GO 5.985% 12/1/36 1,650 2,207
  New York City NY GO 5.517% 10/1/37 7,150 9,372
  New York City NY GO 6.271% 12/1/37 2,200 3,117
  New York City NY GO 5.846% 6/1/40 2,100 2,921
  New York City NY Housing Development        
  Corp. Multi-Family Mortgage Revenue (8        
  Spruce Street) 3.709% 2/15/48 150 158
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.750% 6/15/41 1,435 2,044
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.724% 6/15/42 470 670
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.952% 6/15/42 2,900 4,189
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 6.011% 6/15/42 1,050 1,521
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.440% 6/15/43 4,400 6,031
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.882% 6/15/44 21,450 31,075
  New York City NY Transitional Finance        
  Authority Building Aid Revenue 6.828% 7/15/40 6,300 9,048
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.267% 5/1/27 75 93
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.767% 8/1/36 2,125 2,801
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.508% 8/1/37 8,650 11,382
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 20,405 32,475
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 975 1,341
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.548% 11/15/31 700 951
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 5.871% 11/15/39 2,200 2,874
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.648% 11/15/39 4,170 5,942
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.500% 3/15/30 6,900 8,773

 

 

  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.289% 3/15/33 3,150 3,990
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.628% 3/15/39 2,215 2,942
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.389% 3/15/40 1,425 1,895
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.770% 3/15/39 5,875 7,583
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.838% 3/15/40 1,600 2,106
  New York University Hospitals Center GO 4.428% 7/1/42 3,500 3,787
  New York University Hospitals Center        
  Revenue 5.750% 7/1/43 5,080 6,673
  North Texas Tollway Authority System        
  Revenue 6.718% 1/1/49 10,980 17,133
  Ohio State University General Receipts        
  Revenue 4.910% 6/1/40 4,860 6,194
  Ohio State University General Receipts        
  Revenue 3.798% 12/1/46 500 550
  Ohio State University General Receipts        
  Revenue 4.048% 12/1/56 4,350 4,855
  Ohio State University General Receipts        
  Revenue 4.800% 6/1/11 3,275 3,699
  Ohio University General Receipts Revenue 5.590% 12/1/14 5,450 6,525
  Ohio Water Development Authority Water        
  Pollution Control Loan Fund Revenue 4.879% 12/1/34 2,550 3,050
  Orange County CA Local Transportation        
  Authority Sales Tax Revenue 6.908% 2/15/41 2,090 3,046
  Oregon Department of Transportation        
  Highway User Tax Revenue 5.834% 11/15/34 2,425 3,321
  Oregon GO 5.892% 6/1/27 2,730 3,533
16 Oregon School Boards Association GO 4.759% 6/30/28 9,955 11,690
14 Oregon School Boards Association GO 5.528% 6/30/28 1,200 1,492
15 Oregon School Boards Association GO 5.680% 6/30/28 1,475 1,860
  Pennsylvania GO 4.650% 2/15/26 2,875 3,242
  Pennsylvania GO 5.350% 5/1/30 7,400 8,208
  Pennsylvania Public School Building        
  Authority Lease Revenue (School District        
  of Philadelphia) 5.000% 9/15/27 2,617 2,878
  Pennsylvania Turnpike Commission        
  Revenue 6.105% 12/1/39 400 555
  Pennsylvania Turnpike Commission        
  Revenue 5.511% 12/1/45 2,150 2,839
  Pennsylvania Turnpike Commission        
  Revenue 5.561% 12/1/49 1,475 2,005
  Philadelphia PA Industrial Development        
  Authority City Service Agreement Revenue 3.964% 4/15/26 2,285 2,348
  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 3,435
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 6,955 9,202
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 12,075 15,954
  Port Authority of New York & New Jersey        
  Revenue 4.960% 8/1/46 6,300 7,898

 

 

Port Authority of New York & New Jersey        
Revenue 5.310% 8/1/46 4,625 5,252
Port Authority of New York & New Jersey        
Revenue 4.926% 10/1/51 3,850 4,805
Port Authority of New York & New Jersey        
Revenue 4.458% 10/1/62 22,050 25,477
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 7,500 10,099
Princeton University New Jersey GO 5.700% 3/1/39 3,732 5,430
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 3,500 5,112
Rutgers State University New Jersey        
Revenue 5.665% 5/1/40 3,225 4,125
Sacramento CA Public Financing Authority        
Lease Revenue 5.637% 4/1/50 7,095 8,580
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 1,900 2,443
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 4,335 6,098
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 2,725 3,753
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 6,750 9,379
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 5,300 6,267
San Diego County CA Regional Airport        
Authority Revenue 5.594% 7/1/43 3,350 3,813
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 2,225 3,173
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 14,020 19,989
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 4,950 6,576
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 4,950 7,671
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 8,800 11,426
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 3,435 4,226
South Carolina Public Service Authority        
Revenue 2.388% 12/1/23 4,250 4,336
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 8,450 12,356
Stanford University California GO 4.750% 5/1/19 30 33
Stanford University California GO 3.460% 5/1/47 2,300 2,580
Texas GO 5.517% 4/1/39 8,265 11,532
Texas Transportation Commission Revenue 5.028% 4/1/26 2,100 2,542
Texas Transportation Commission Revenue 5.178% 4/1/30 5,035 6,420
Texas Transportation Commission Revenue 4.631% 4/1/33 8,450 10,430
Texas Transportation Commission Revenue 4.681% 4/1/40 2,850 3,588
Tufts University Massachusetts GO 5.017% 4/15/12 8,425 9,989
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 3,950 5,666
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 2,575 3,696
University of California Revenue 1.796% 7/1/19 13,165 13,337

 

 

  University of California Revenue 6.270% 5/15/31 500 560
  University of California Revenue 5.770% 5/15/43 1,220 1,641
  University of California Revenue 4.765% 5/15/44 5,350 5,863
  University of California Revenue 5.946% 5/15/45 13,100 17,645
  University of California Revenue 4.858% 5/15/12 18,000 19,896
  University of California Revenue 4.767% 5/15/15 8,000 8,835
  University of Massachusetts Building        
  Authority Revenue 5.450% 11/1/40 1,700 2,262
  University of North Carolina at Chapel Hill        
  Revenue 3.847% 12/1/34 4,050 4,630
  University of Southern California GO 5.250% 10/1/11 3,900 5,153
  University of Texas System Revenue        
  Financing System Revenue 5.262% 7/1/39 1,650 2,215
  University of Texas System Revenue        
  Financing System Revenue 6.276% 8/15/41 1,535 1,728
  University of Texas System Revenue        
  Financing System Revenue 5.134% 8/15/42 100 131
  University of Texas System Revenue        
  Financing System Revenue 4.794% 8/15/46 1,310 1,667
  University of Virginia Revenue 6.200% 9/1/39 3,350 5,081
  Utah GO 4.554% 7/1/24 2,525 2,905
  Utah GO 3.539% 7/1/25 8,710 9,660
  Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 3,330 4,633
  Washington Convention Center Public        
  Facilities District Revenue 6.790% 7/1/40 400 538
  Washington GO 5.090% 8/1/33 9,025 11,289
  Washington GO 5.481% 8/1/39 870 1,178
  Washington GO 5.140% 8/1/40 6,035 8,003
  Washington University Revenue 3.086% 9/15/51 4,000 3,886
14 Wisconsin GO 5.700% 5/1/26 1,300 1,591
Total Taxable Municipal Bonds (Cost $1,410,712)       1,685,741
        Shares  
Temporary Cash Investment (3.1%)        
Money Market Fund (3.1%)        
17 Vanguard Market Liquidity Fund (Cost        
  $5,406,457) 0.640%   54,063,822 5,406,923
Total Investments (102.6%) (Cost $172,203,047)       179,331,147
Other Assets and Liabilities-Net (-2.6%)       (4,483,532)
Net Assets (100%)       174,847,615

 

1      Securities with a value of $118,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions.
2      U.S. government-guaranteed.
3      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.
4      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.
5      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.
6      Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of September 30, 2016.
7      Adjustable-rate security.
8      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 September 30, 2016, the aggregate value of these securities was $1,261,834,000, representing 0.7% of net assets.
 

9 Guaranteed by the Government of Canada.
10 Guaranteed by the Government of Japan.
11 Guaranteed by the Federal Republic of Germany.
12 Guaranteed by the Republic of Austria.
13 Guaranteed by the Republic of the Philippines.
14 Scheduled principal and interest payments are guaranteed by AGM (Assured Guaranty Municipal Corporation).
15 Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp.
16 Scheduled principal and interest payments are guaranteed by AMBAC (Ambac Assurance Corporation).
17 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. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may

 

Total Bond Market Index Fund

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 September 30, 2016, counterparties had deposited in segregated accounts securities and cash with a value of $14,092,000 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 (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 September 30, 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 — 109,546,796 1
Asset-Backed/Commercial Mortgage-Backed Securities — 4,642,268 23,743
Corporate Bonds — 49,245,190 —
Sovereign Bonds — 8,780,485 —

 

 

Total Bond Market Index Fund      
 
 
Taxable Municipal Bonds — 1,685,741 —
Temporary Cash Investments 5,406,923 — —
Total 5,406,923 173,900,480 23,744

 

E. At September 30, 2016, the cost of investment securities for tax purposes was $172,203,047,000. Net unrealized appreciation of investment securities for tax purposes was $7,128,100,000, consisting of unrealized gains of $7,237,209,000 on securities that had risen in value since their purchase and $109,109,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Inflation-Protected Securities Fund

Schedule of Investments (unaudited)

As of September 30, 2016

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (99.5%)        
U.S. Government Securities (99.5%)        
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/18 999,721 1,051,802
United States Treasury Inflation Indexed        
Bonds 1.375% 7/15/18 275,295 320,133
United States Treasury Inflation Indexed        
Bonds 2.125% 1/15/19 280,697 334,972
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/19 1,318,580 1,377,243
United States Treasury Inflation Indexed        
Bonds 1.875% 7/15/19 342,276 414,215
United States Treasury Inflation Indexed        
Bonds 1.375% 1/15/20 395,584 467,392
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/20 1,142,200 1,196,659
United States Treasury Inflation Indexed        
Bonds 1.250% 7/15/20 641,210 756,187
United States Treasury Inflation Indexed        
Bonds 1.125% 1/15/21 730,499 855,600
United States Treasury Inflation Indexed        
Bonds 0.125% 4/15/21 751,278 779,264
United States Treasury Inflation Indexed        
Bonds 0.625% 7/15/21 796,801 893,562
United States Treasury Inflation Indexed        
Bonds 0.125% 1/15/22 882,671 958,275
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/22 919,019 985,010
United States Treasury Inflation Indexed        
Bonds 0.125% 1/15/23 931,330 986,911
United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/23 929,236 996,333
United States Treasury Inflation Indexed        
Bonds 0.625% 1/15/24 931,256 1,008,637
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/24 948,771 976,734
United States Treasury Inflation Indexed        
Bonds 0.250% 1/15/25 948,300 982,453
United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/25 486,651 741,078
United States Treasury Inflation Indexed        
Bonds 0.375% 7/15/25 931,844 977,673
United States Treasury Inflation Indexed        
Bonds 0.625% 1/15/26 1,320,952 1,408,900
United States Treasury Inflation Indexed        
Bonds 2.000% 1/15/26 374,727 534,283
United States Treasury Inflation Indexed        
Bonds 0.125% 7/15/26 568,371 577,749
United States Treasury Inflation Indexed        
Bonds 2.375% 1/15/27 393,647 576,680

 

 

United States Treasury Inflation Indexed        
Bonds 1.750% 1/15/28 320,866 432,154
United States Treasury Inflation Indexed        
Bonds 3.625% 4/15/28 227,575 468,324
United States Treasury Inflation Indexed        
Bonds 2.500% 1/15/29 317,170 452,154
United States Treasury Inflation Indexed        
Bonds 3.875% 4/15/29 256,242 541,374
United States Treasury Inflation Indexed        
Bonds 3.375% 4/15/32 106,029 211,447
United States Treasury Inflation Indexed        
Bonds 2.125% 2/15/40 174,056 258,743
1 United States Treasury Inflation Indexed        
Bonds 2.125% 2/15/41 225,258 333,706
United States Treasury Inflation Indexed        
Bonds 0.750% 2/15/42 412,145 454,503
United States Treasury Inflation Indexed        
Bonds 0.625% 2/15/43 304,755 321,380
United States Treasury Inflation Indexed        
Bonds 1.375% 2/15/44 478,735 589,327
United States Treasury Inflation Indexed        
Bonds 0.750% 2/15/45 523,900 555,054
United States Treasury Inflation Indexed        
Bonds 1.000% 2/15/46 274,302 309,582
United States Treasury Note/Bond 1.250% 7/31/23 85,000 84,124
Total U.S. Government and Agency Obligations (Cost $23,643,500)   25,169,617
      Shares  
Temporary Cash Investment (0.3%)        
Money Market Fund (0.3%)        
2 Vanguard Market Liquidity Fund (Cost        
$57,824) 0.640%   578,245 57,830
 
Total Investments (99.8%) (Cost $23,701,324)       25,227,447
    Expiration Date Contracts  
Liability for Options Written (0.0%)        
 
Call Options on 10-year U.S. Treasury Note        
Futures Contracts, Strike Price $133.00   11/25/16 577 (172)
 
Put Options on 10-year U.S. Treasury Note        
Futures Contracts, Strike Price $129.00   11/25/16 577 (135)
Total Liability for Options Written (Premiums Received $355)     (307)
Other Assets and Liabilities-Net (0.2%)       61,795
Net Assets (100%)       25,288,935

 

1 Securities with a value of $6,538,000 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

 

Inflation-Protected Securities Fund

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 September 30, 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 — 25,169,617 —
Temporary Cash Investments 57,830 — —
Liability for Options Written (307) — —
Futures Contracts—Assets1 3,111 — —
Futures Contracts—Liabilities1 (1,479) — —
Total 59,155 25,169,617 —
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).

 

Inflation-Protected Securities Fund

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.

At September 30, 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)
Ultra 10-Year U.S. Treasury Note December 2016 (3,922) (565,381) 183
2-Year U.S. Treasury Note December 2016 1,451 316,998 (155)
10-Year U.S. Treasury Note December 2016 1,087 142,533 (473)
5-Year U.S. Treasury Note December 2016 (1,093) (132,816) 173
        (272)

 

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

D. At September 30, 2016, the cost of investment securities for tax purposes was $23,701,324,000. Net unrealized appreciation of investment securities for tax purposes was $1,526,123,000, consisting of unrealized gains of $1,564,114,000 on securities that had risen in value since their purchase and $37,991,000 in unrealized losses on securities that had fallen in value since their purchase.


Vanguard Total Bond Market II Index Fund

Schedule of Investments (unaudited)

As of September 30, 2016

      Face Market
    Maturity Amount Value
  Coupon Date ($000) ($000)
U.S. Government and Agency Obligations (62.6%)        
U.S. Government Securities (39.6%)        
United States Treasury Note/Bond 8.875% 8/15/17 36,325 38,879
United States Treasury Note/Bond 0.875% 11/15/17 5,573 5,583
United States Treasury Note/Bond 4.250% 11/15/17 18,865 19,605
United States Treasury Note/Bond 0.875% 11/30/17 111,756 111,983
United States Treasury Note/Bond 1.000% 12/15/17 140,072 140,554
United States Treasury Note/Bond 1.000% 12/31/17 196,435 197,111
United States Treasury Note/Bond 2.750% 12/31/17 54,000 55,359
United States Treasury Note/Bond 0.875% 1/15/18 368,575 369,323
United States Treasury Note/Bond 0.750% 1/31/18 979,283 979,587
United States Treasury Note/Bond 0.875% 1/31/18 163,495 163,827
United States Treasury Note/Bond 1.000% 2/15/18 170,000 170,637
United States Treasury Note/Bond 3.500% 2/15/18 91,055 94,470
United States Treasury Note/Bond 0.750% 2/28/18 182,969 183,026
United States Treasury Note/Bond 2.750% 2/28/18 60,000 61,687
United States Treasury Note/Bond 1.000% 3/15/18 123,849 124,333
United States Treasury Note/Bond 0.750% 3/31/18 80,680 80,705
United States Treasury Note/Bond 0.875% 3/31/18 464,652 465,595
United States Treasury Note/Bond 2.875% 3/31/18 1,092 1,126
United States Treasury Note/Bond 0.750% 4/15/18 120,000 120,019
United States Treasury Note/Bond 1.000% 5/15/18 120,000 120,487
United States Treasury Note/Bond 9.125% 5/15/18 11,300 12,820
United States Treasury Note/Bond 0.875% 5/31/18 864,497 866,252
United States Treasury Note/Bond 1.000% 5/31/18 131,300 131,833
United States Treasury Note/Bond 2.375% 5/31/18 60,646 62,257
United States Treasury Note/Bond 1.125% 6/15/18 56,275 56,618
United States Treasury Note/Bond 0.625% 6/30/18 460,802 459,793
United States Treasury Note/Bond 1.375% 6/30/18 142,400 143,891
United States Treasury Note/Bond 2.375% 6/30/18 22,211 22,825
United States Treasury Note/Bond 0.875% 7/15/18 125,000 125,235
United States Treasury Note/Bond 0.750% 7/31/18 271,925 271,841
United States Treasury Note/Bond 1.375% 7/31/18 113,258 114,479
United States Treasury Note/Bond 2.250% 7/31/18 56,984 58,516
United States Treasury Note/Bond 1.000% 8/15/18 161,275 161,956
United States Treasury Note/Bond 0.750% 8/31/18 352,645 352,589
United States Treasury Note/Bond 1.500% 8/31/18 50,000 50,679
United States Treasury Note/Bond 1.000% 9/15/18 15,250 15,312
United States Treasury Note/Bond 0.750% 9/30/18 89,053 89,025
United States Treasury Note/Bond 1.375% 9/30/18 207,425 209,759
United States Treasury Note/Bond 0.875% 10/15/18 64,320 64,431
United States Treasury Note/Bond 1.250% 10/31/18 148,000 149,341
United States Treasury Note/Bond 1.750% 10/31/18 99,600 101,514
United States Treasury Note/Bond 1.250% 11/15/18 71,187 71,843
United States Treasury Note/Bond 3.750% 11/15/18 53,917 57,245
United States Treasury Note/Bond 1.250% 11/30/18 207,075 208,951
United States Treasury Note/Bond 1.375% 11/30/18 32,530 32,916
United States Treasury Note/Bond 1.250% 12/15/18 25,000 25,234
United States Treasury Note/Bond 1.375% 12/31/18 125,925 127,440
United States Treasury Note/Bond 1.500% 12/31/18 135,700 137,714
United States Treasury Note/Bond 1.125% 1/15/19 240,005 241,579

 

 

United States Treasury Note/Bond 1.250% 1/31/19 60,775 61,364
United States Treasury Note/Bond 1.500% 1/31/19 105,750 107,369
United States Treasury Note/Bond 0.750% 2/15/19 436,495 435,609
United States Treasury Note/Bond 2.750% 2/15/19 15,365 16,061
United States Treasury Note/Bond 1.375% 2/28/19 328,275 332,431
United States Treasury Note/Bond 1.500% 2/28/19 457,155 464,296
United States Treasury Note/Bond 1.000% 3/15/19 466,354 468,103
United States Treasury Note/Bond 1.500% 3/31/19 32,800 33,328
United States Treasury Note/Bond 1.625% 3/31/19 210,530 214,543
United States Treasury Note/Bond 0.875% 4/15/19 6,750 6,754
United States Treasury Note/Bond 1.250% 4/30/19 20,650 20,856
United States Treasury Note/Bond 1.625% 4/30/19 204,000 207,954
United States Treasury Note/Bond 0.875% 5/15/19 25,000 25,008
United States Treasury Note/Bond 3.125% 5/15/19 58,125 61,522
United States Treasury Note/Bond 1.125% 5/31/19 56,175 56,579
United States Treasury Note/Bond 1.500% 5/31/19 208,925 212,385
United States Treasury Note/Bond 0.875% 6/15/19 651,816 651,920
United States Treasury Note/Bond 1.000% 6/30/19 37,103 37,242
United States Treasury Note/Bond 1.625% 6/30/19 336,175 343,003
United States Treasury Note/Bond 0.750% 7/15/19 334,365 333,268
United States Treasury Note/Bond 0.875% 7/31/19 269,261 269,261
United States Treasury Note/Bond 1.625% 7/31/19 436,000 444,990
United States Treasury Note/Bond 0.750% 8/15/19 257,329 256,364
United States Treasury Note/Bond 3.625% 8/15/19 271,150 292,121
United States Treasury Note/Bond 8.125% 8/15/19 1,215 1,463
United States Treasury Note/Bond 1.000% 8/31/19 276,575 277,396
United States Treasury Note/Bond 1.625% 8/31/19 275,523 281,292
United States Treasury Note/Bond 0.875% 9/15/19 379,310 379,249
United States Treasury Note/Bond 1.000% 9/30/19 15,253 15,296
United States Treasury Note/Bond 1.750% 9/30/19 306,311 313,920
United States Treasury Note/Bond 1.250% 10/31/19 25,000 25,250
United States Treasury Note/Bond 1.500% 10/31/19 406,250 413,359
United States Treasury Note/Bond 3.375% 11/15/19 40,476 43,505
United States Treasury Note/Bond 1.000% 11/30/19 10,000 10,019
United States Treasury Note/Bond 1.500% 11/30/19 453,000 460,855
United States Treasury Note/Bond 1.125% 12/31/19 47,315 47,566
United States Treasury Note/Bond 1.625% 12/31/19 282,284 288,327
United States Treasury Note/Bond 1.250% 1/31/20 157,044 158,467
United States Treasury Note/Bond 1.375% 1/31/20 90,400 91,586
United States Treasury Note/Bond 8.500% 2/15/20 5,018 6,273
United States Treasury Note/Bond 1.375% 2/29/20 66,100 66,957
United States Treasury Note/Bond 1.375% 3/31/20 89,805 90,970
United States Treasury Note/Bond 1.125% 4/30/20 132,750 133,289
United States Treasury Note/Bond 1.375% 4/30/20 110,000 111,427
United States Treasury Note/Bond 3.500% 5/15/20 134,995 146,807
United States Treasury Note/Bond 1.375% 5/31/20 135,615 137,310
United States Treasury Note/Bond 1.500% 5/31/20 255,000 259,383
United States Treasury Note/Bond 1.625% 6/30/20 126,325 129,089
United States Treasury Note/Bond 1.875% 6/30/20 151,470 156,108
United States Treasury Note/Bond 1.625% 7/31/20 210,995 215,578
United States Treasury Note/Bond 2.625% 8/15/20 233,220 246,994
United States Treasury Note/Bond 8.750% 8/15/20 21,755 28,129
United States Treasury Note/Bond 1.375% 8/31/20 260,500 263,675
United States Treasury Note/Bond 2.125% 8/31/20 220,683 229,579
United States Treasury Note/Bond 1.375% 9/30/20 194,315 196,623
United States Treasury Note/Bond 2.000% 9/30/20 14,642 15,168
United States Treasury Note/Bond 1.375% 10/31/20 132,743 134,299

 

 

United States Treasury Note/Bond 1.750% 10/31/20 277,557 284,843
United States Treasury Note/Bond 2.625% 11/15/20 290,500 308,383
United States Treasury Note/Bond 1.625% 11/30/20 39,000 39,847
United States Treasury Note/Bond 2.000% 11/30/20 260,475 269,998
United States Treasury Note/Bond 1.750% 12/31/20 162,111 166,443
United States Treasury Note/Bond 2.375% 12/31/20 119,345 125,592
United States Treasury Note/Bond 1.375% 1/31/21 463,803 468,877
United States Treasury Note/Bond 2.125% 1/31/21 169,525 176,650
United States Treasury Note/Bond 3.625% 2/15/21 142,000 157,087
United States Treasury Note/Bond 7.875% 2/15/21 22,550 29,051
United States Treasury Note/Bond 1.125% 2/28/21 138,498 138,584
United States Treasury Note/Bond 2.000% 2/28/21 176,100 182,649
United States Treasury Note/Bond 1.250% 3/31/21 261,037 262,423
United States Treasury Note/Bond 2.250% 3/31/21 283,201 296,919
United States Treasury Note/Bond 1.375% 4/30/21 174,581 176,435
United States Treasury Note/Bond 2.250% 4/30/21 139,880 146,743
United States Treasury Note/Bond 3.125% 5/15/21 73,845 80,341
United States Treasury Note/Bond 1.375% 5/31/21 189,735 191,839
United States Treasury Note/Bond 2.000% 5/31/21 165,475 171,758
United States Treasury Note/Bond 1.125% 6/30/21 651,993 651,282
United States Treasury Note/Bond 2.125% 6/30/21 338,285 353,244
United States Treasury Note/Bond 1.125% 7/31/21 236,305 236,010
United States Treasury Note/Bond 2.250% 7/31/21 169,750 178,290
United States Treasury Note/Bond 2.125% 8/15/21 276,860 289,147
United States Treasury Note/Bond 8.125% 8/15/21 34,550 45,898
United States Treasury Note/Bond 1.125% 8/31/21 225,344 225,132
United States Treasury Note/Bond 2.000% 8/31/21 215,775 224,102
United States Treasury Note/Bond 1.125% 9/30/21 208,500 208,239
United States Treasury Note/Bond 2.125% 9/30/21 140,000 146,300
United States Treasury Note/Bond 2.000% 10/31/21 235,870 245,083
United States Treasury Note/Bond 2.000% 11/15/21 231,291 240,290
United States Treasury Note/Bond 8.000% 11/15/21 9,450 12,641
United States Treasury Note/Bond 1.875% 11/30/21 154,589 159,686
United States Treasury Note/Bond 2.125% 12/31/21 213,300 222,999
United States Treasury Note/Bond 1.500% 1/31/22 309,775 313,889
United States Treasury Note/Bond 2.000% 2/15/22 83,537 86,827
United States Treasury Note/Bond 1.750% 2/28/22 160,777 164,997
United States Treasury Note/Bond 1.750% 3/31/22 82,512 84,652
United States Treasury Note/Bond 1.750% 4/30/22 17,100 17,538
United States Treasury Note/Bond 1.750% 5/15/22 10,000 10,253
United States Treasury Note/Bond 1.875% 5/31/22 144,700 149,380
United States Treasury Note/Bond 2.125% 6/30/22 35,735 37,377
United States Treasury Note/Bond 2.000% 7/31/22 142,180 147,756
United States Treasury Note/Bond 1.625% 8/15/22 62,440 63,571
United States Treasury Note/Bond 7.250% 8/15/22 75 100
United States Treasury Note/Bond 1.875% 8/31/22 187,058 193,079
United States Treasury Note/Bond 1.750% 9/30/22 416,253 426,530
United States Treasury Note/Bond 1.875% 10/31/22 259,855 268,139
United States Treasury Note/Bond 1.625% 11/15/22 33,976 34,549
United States Treasury Note/Bond 7.625% 11/15/22 150 206
United States Treasury Note/Bond 2.000% 11/30/22 40,800 42,394
United States Treasury Note/Bond 2.125% 12/31/22 93,763 98,129
United States Treasury Note/Bond 1.750% 1/31/23 324,865 332,581
United States Treasury Note/Bond 2.000% 2/15/23 179,625 186,641
United States Treasury Note/Bond 7.125% 2/15/23 15,675 21,230
United States Treasury Note/Bond 1.500% 2/28/23 421,930 425,356
United States Treasury Note/Bond 1.500% 3/31/23 116,865 117,741

 

 

United States Treasury Note/Bond 1.625% 4/30/23 146,746 148,924
United States Treasury Note/Bond 1.750% 5/15/23 312,500 319,628
United States Treasury Note/Bond 1.625% 5/31/23 16,505 16,747
United States Treasury Note/Bond 1.375% 6/30/23 463,187 462,534
United States Treasury Note/Bond 1.250% 7/31/23 217,965 215,718
United States Treasury Note/Bond 2.500% 8/15/23 323,810 347,034
United States Treasury Note/Bond 6.250% 8/15/23 31,045 40,946
United States Treasury Note/Bond 1.375% 8/31/23 201,095 200,530
United States Treasury Note/Bond 1.375% 9/30/23 155,000 154,467
United States Treasury Note/Bond 2.750% 11/15/23 273,215 297,804
United States Treasury Note/Bond 2.750% 2/15/24 284,774 310,848
United States Treasury Note/Bond 2.500% 5/15/24 515,793 554,477
United States Treasury Note/Bond 2.375% 8/15/24 412,320 439,508
United States Treasury Note/Bond 2.250% 11/15/24 299,872 316,740
United States Treasury Note/Bond 7.500% 11/15/24 16,650 24,390
United States Treasury Note/Bond 2.000% 2/15/25 167,709 173,762
United States Treasury Note/Bond 2.125% 5/15/25 545,546 570,778
United States Treasury Note/Bond 2.000% 8/15/25 453,808 469,904
United States Treasury Note/Bond 6.875% 8/15/25 4,072 5,890
United States Treasury Note/Bond 2.250% 11/15/25 421,040 444,723
United States Treasury Note/Bond 1.625% 2/15/26 277,129 277,822
United States Treasury Note/Bond 6.000% 2/15/26 1,750 2,427
United States Treasury Note/Bond 1.625% 5/15/26 397,078 397,884
United States Treasury Note/Bond 1.500% 8/15/26 275,580 273,125
United States Treasury Note/Bond 6.750% 8/15/26 8,800 12,961
United States Treasury Note/Bond 6.500% 11/15/26 36,215 52,783
United States Treasury Note/Bond 6.625% 2/15/27 39,650 58,663
United States Treasury Note/Bond 6.375% 8/15/27 6,850 10,075
United States Treasury Note/Bond 6.125% 11/15/27 41,808 60,739
United States Treasury Note/Bond 5.500% 8/15/28 40,775 57,366
United States Treasury Note/Bond 5.250% 11/15/28 62,342 86,382
United States Treasury Note/Bond 5.250% 2/15/29 141,279 196,643
United States Treasury Note/Bond 6.125% 8/15/29 32,930 49,565
United States Treasury Note/Bond 6.250% 5/15/30 57,435 88,746
United States Treasury Note/Bond 5.375% 2/15/31 198,875 290,419
United States Treasury Note/Bond 4.500% 2/15/36 148,600 209,480
United States Treasury Note/Bond 4.750% 2/15/37 133,000 193,349
United States Treasury Note/Bond 5.000% 5/15/37 40,327 60,516
United States Treasury Note/Bond 4.375% 2/15/38 76,450 106,839
United States Treasury Note/Bond 4.500% 5/15/38 44,579 63,400
United States Treasury Note/Bond 3.500% 2/15/39 104,394 129,562
United States Treasury Note/Bond 4.250% 5/15/39 74,367 102,174
United States Treasury Note/Bond 4.500% 8/15/39 76,306 108,390
United States Treasury Note/Bond 4.375% 11/15/39 77,905 108,872
United States Treasury Note/Bond 4.625% 2/15/40 138,305 199,981
United States Treasury Note/Bond 4.375% 5/15/40 100,320 140,495
United States Treasury Note/Bond 3.875% 8/15/40 94,050 122,985
United States Treasury Note/Bond 4.250% 11/15/40 103,654 143,059
United States Treasury Note/Bond 4.750% 2/15/41 84,492 124,956
United States Treasury Note/Bond 4.375% 5/15/41 79,000 111,241
United States Treasury Note/Bond 3.750% 8/15/41 85,000 109,517
United States Treasury Note/Bond 3.125% 11/15/41 44,626 52,087
United States Treasury Note/Bond 3.125% 2/15/42 43,742 51,089
United States Treasury Note/Bond 2.750% 8/15/42 438,438 479,129
United States Treasury Note/Bond 2.750% 11/15/42 591,354 645,688
United States Treasury Note/Bond 3.125% 2/15/43 101,409 118,522
United States Treasury Note/Bond 2.875% 5/15/43 162,200 181,132

 

 

United States Treasury Note/Bond 3.625% 8/15/43 304,652 389,049
United States Treasury Note/Bond 3.750% 11/15/43 111,706 145,811
United States Treasury Note/Bond 3.625% 2/15/44 155,994 199,234
United States Treasury Note/Bond 3.375% 5/15/44 151,990 185,998
United States Treasury Note/Bond 3.125% 8/15/44 202,650 237,258
United States Treasury Note/Bond 3.000% 11/15/44 232,831 266,373
United States Treasury Note/Bond 2.500% 2/15/45 222,882 231,102
United States Treasury Note/Bond 3.000% 5/15/45 269,154 307,801
United States Treasury Note/Bond 2.875% 8/15/45 255,506 285,487
United States Treasury Note/Bond 3.000% 11/15/45 100,937 115,542
United States Treasury Note/Bond 2.500% 2/15/46 312,178 323,835
United States Treasury Note/Bond 2.500% 5/15/46 250,033 259,682
United States Treasury Note/Bond 2.250% 8/15/46 244,500 240,908
        43,172,538
Agency Bonds and Notes (2.5%)        
1 AID-Israel 5.500% 9/18/23 6,375 7,949
1 AID-Israel 5.500% 12/4/23 6,502 8,138
1 AID-Israel 5.500% 4/26/24 5,075 6,406
1 AID-Jordan 1.945% 6/23/19 5,200 5,324
1 AID-Jordan 2.503% 10/30/20 6,375 6,706
1 AID-Jordan 2.578% 6/30/22 2,680 2,828
1 AID-Tunisia 2.452% 7/24/21 2,300 2,420
1 AID-Tunisia 1.416% 8/5/21 2,320 2,320
1 AID-Ukraine 1.844% 5/16/19 3,200 3,275
1 AID-Ukraine 1.847% 5/29/20 5,700 5,825
1 AID-Ukraine 1.471% 9/29/21 6,300 6,327
2 Federal Farm Credit Banks 1.125% 12/18/17 12,000 12,056
2 Federal Farm Credit Banks 1.110% 2/20/18 3,800 3,816
2 Federal Farm Credit Banks 0.750% 4/18/18 15,000 14,983
2 Federal Farm Credit Banks 1.100% 6/1/18 2,000 2,009
2 Federal Farm Credit Banks 5.150% 11/15/19 5,325 5,994
2 Federal Farm Credit Banks 3.500% 12/20/23 5,000 5,635
2 Federal Home Loan Banks 0.625% 10/26/17 45,000 44,952
2 Federal Home Loan Banks 5.000% 11/17/17 30,695 32,159
2 Federal Home Loan Banks 1.000% 12/19/17 30,000 30,095
2 Federal Home Loan Banks 1.375% 3/9/18 20,000 20,159
2 Federal Home Loan Banks 0.875% 3/19/18 35,340 35,370
2 Federal Home Loan Banks 1.125% 4/25/18 30,000 30,139
2 Federal Home Loan Banks 2.750% 6/8/18 13,550 13,982
2 Federal Home Loan Banks 0.875% 6/29/18 54,000 54,036
2 Federal Home Loan Banks 0.625% 8/7/18 36,950 36,794
2 Federal Home Loan Banks 5.375% 8/15/18 5,250 5,688
2 Federal Home Loan Banks 0.875% 10/1/18 50,000 49,989
2 Federal Home Loan Banks 1.125% 6/21/19 36,500 36,661
2 Federal Home Loan Banks 0.875% 8/5/19 48,500 48,330
2 Federal Home Loan Banks 5.125% 8/15/19 4,095 4,570
2 Federal Home Loan Banks 1.000% 9/26/19 41,000 40,975
2 Federal Home Loan Banks 1.875% 3/13/20 3,425 3,516
2 Federal Home Loan Banks 4.125% 3/13/20 11,555 12,737
2 Federal Home Loan Banks 3.375% 6/12/20 15,200 16,442
2 Federal Home Loan Banks 5.250% 12/11/20 5,000 5,829
2 Federal Home Loan Banks 1.375% 2/18/21 14,175 14,262
2 Federal Home Loan Banks 2.250% 6/11/21 30,000 31,333
2 Federal Home Loan Banks 5.625% 6/11/21 16,950 20,299
2 Federal Home Loan Banks 1.125% 7/14/21 18,000 17,878
2 Federal Home Loan Banks 2.125% 3/10/23 28,325 29,360
2 Federal Home Loan Banks 5.375% 8/15/24 1,585 2,010

 

 

2 Federal Home Loan Banks 5.500% 7/15/36 14,475 21,024
3 Federal Home Loan Mortgage Corp. 5.125% 11/17/17 5,950 6,242
3 Federal Home Loan Mortgage Corp. 1.000% 12/15/17 75,000 75,236
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 20,918
3 Federal Home Loan Mortgage Corp. 0.750% 4/9/18 40,000 39,954
3 Federal Home Loan Mortgage Corp. 4.875% 6/13/18 9,305 9,936
3 Federal Home Loan Mortgage Corp. 0.875% 10/12/18 35,000 34,971
3 Federal Home Loan Mortgage Corp. 3.750% 3/27/19 16,500 17,633
3 Federal Home Loan Mortgage Corp. 1.125% 4/15/19 55,200 55,427
3 Federal Home Loan Mortgage Corp. 1.750% 5/30/19 35,175 35,902
3 Federal Home Loan Mortgage Corp. 0.875% 7/19/19 40,621 40,492
3 Federal Home Loan Mortgage Corp. 1.250% 8/1/19 29,479 29,684
3 Federal Home Loan Mortgage Corp. 1.250% 10/2/19 43,700 43,983
3 Federal Home Loan Mortgage Corp. 1.375% 5/1/20 21,700 21,916
3 Federal Home Loan Mortgage Corp. 1.125% 8/12/21 35,000 34,695
3 Federal Home Loan Mortgage Corp. 2.375% 1/13/22 56,650 59,625
3 Federal Home Loan Mortgage Corp. 6.750% 9/15/29 1,150 1,732
3 Federal Home Loan Mortgage Corp. 6.750% 3/15/31 23,400 36,148
3 Federal Home Loan Mortgage Corp. 6.250% 7/15/32 23,382 35,355
3 Federal National Mortgage Assn. 0.875% 10/26/17 71,575 71,688
3 Federal National Mortgage Assn. 0.875% 12/20/17 71,025 71,144
3 Federal National Mortgage Assn. 0.875% 2/8/18 64,425 64,484
3 Federal National Mortgage Assn. 0.875% 3/28/18 22,000 22,019
3 Federal National Mortgage Assn. 0.875% 5/21/18 47,380 47,417
3 Federal National Mortgage Assn. 1.125% 7/20/18 20,000 20,099
3 Federal National Mortgage Assn. 1.875% 9/18/18 34,926 35,602
3 Federal National Mortgage Assn. 1.125% 10/19/18 12,000 12,058
3 Federal National Mortgage Assn. 1.625% 11/27/18 41,640 42,276
3 Federal National Mortgage Assn. 1.125% 12/14/18 57,405 57,666
3 Federal National Mortgage Assn. 1.375% 1/28/19 45,000 45,463
3 Federal National Mortgage Assn. 1.875% 2/19/19 43,000 43,947
3 Federal National Mortgage Assn. 1.000% 2/26/19 16,500 16,525
3 Federal National Mortgage Assn. 1.750% 6/20/19 76,000 77,604
3 Federal National Mortgage Assn. 0.875% 8/2/19 100,000 99,651
3 Federal National Mortgage Assn. 1.000% 8/28/19 55,450 55,433
3 Federal National Mortgage Assn. 1.750% 9/12/19 67,575 69,020
3 Federal National Mortgage Assn. 0.000% 10/9/19 6,640 6,391
3 Federal National Mortgage Assn. 1.750% 11/26/19 16,500 16,862
3 Federal National Mortgage Assn. 1.625% 1/21/20 22,000 22,394
3 Federal National Mortgage Assn. 1.500% 6/22/20 17,000 17,241
3 Federal National Mortgage Assn. 1.500% 11/30/20 26,000 26,336
3 Federal National Mortgage Assn. 1.875% 12/28/20 40,000 41,110
3 Federal National Mortgage Assn. 1.375% 2/26/21 17,000 17,112
3 Federal National Mortgage Assn. 1.250% 8/17/21 18,500 18,447
3 Federal National Mortgage Assn. 2.625% 9/6/24 20,000 21,417
3 Federal National Mortgage Assn. 2.125% 4/24/26 30,000 30,619
3 Federal National Mortgage Assn. 1.875% 9/24/26 26,000 25,899
3 Federal National Mortgage Assn. 6.250% 5/15/29 5,550 8,016
3 Federal National Mortgage Assn. 7.125% 1/15/30 7,120 11,099
3 Federal National Mortgage Assn. 7.250% 5/15/30 28,925 45,815
3 Federal National Mortgage Assn. 6.625% 11/15/30 21,295 32,416
3 Federal National Mortgage Assn. 5.625% 7/15/37 2,721 4,020
2 Financing Corp. 9.800% 4/6/18 850 963
2 Financing Corp. 10.350% 8/3/18 100 117
2 Financing Corp. 9.650% 11/2/18 2,375 2,799
2 Financing Corp. 9.700% 4/5/19 425 515

 

 

  Private Export Funding Corp. 2.250% 12/15/17 1,775 1,803
  Private Export Funding Corp. 1.875% 7/15/18 2,200 2,233
  Private Export Funding Corp. 4.375% 3/15/19 6,867 7,411
  Private Export Funding Corp. 1.450% 8/15/19 7,575 7,647
  Private Export Funding Corp. 2.250% 3/15/20 6,900 7,163
  Private Export Funding Corp. 2.300% 9/15/20 1,500 1,558
  Private Export Funding Corp. 4.300% 12/15/21 7,760 8,854
  Private Export Funding Corp. 2.800% 5/15/22 1,125 1,195
  Private Export Funding Corp. 2.050% 11/15/22 15,350 15,681
  Private Export Funding Corp. 3.550% 1/15/24 16,350 18,190
  Private Export Funding Corp. 2.450% 7/15/24 4,750 4,932
  Private Export Funding Corp. 3.250% 6/15/25 1,500 1,649
  Resolution Funding Corp. 8.125% 10/15/19 100 121
  Resolution Funding Corp. 8.875% 7/15/20 100 128
2 Tennessee Valley Authority 4.500% 4/1/18 6,425 6,772
2 Tennessee Valley Authority 1.750% 10/15/18 9,500 9,661
2 Tennessee Valley Authority 3.875% 2/15/21 5,170 5,742
2 Tennessee Valley Authority 1.875% 8/15/22 3,750 3,812
2 Tennessee Valley Authority 2.875% 9/15/24 11,831 12,771
2 Tennessee Valley Authority 6.750% 11/1/25 17,756 24,801
2 Tennessee Valley Authority 7.125% 5/1/30 8,975 13,799
2 Tennessee Valley Authority 4.650% 6/15/35 3,425 4,396
2 Tennessee Valley Authority 5.880% 4/1/36 4,265 6,197
2 Tennessee Valley Authority 5.500% 6/15/38 850 1,208
2 Tennessee Valley Authority 5.250% 9/15/39 3,150 4,359
2 Tennessee Valley Authority 3.500% 12/15/42 5,500 6,030
2 Tennessee Valley Authority 4.875% 1/15/48 14,075 18,484
2 Tennessee Valley Authority 5.375% 4/1/56 4,770 6,866
2 Tennessee Valley Authority 4.625% 9/15/60 3,365 4,303
2 Tennessee Valley Authority 4.250% 9/15/65 5,500 6,583
          2,789,851
Conventional Mortgage-Backed Securities (20.3%)        
3,4 Fannie Mae Pool 2.000% 8/1/28–8/1/31 51,624 52,512
3,4,5Fannie Mae Pool 2.500% 11/1/26–10/1/46 669,005 693,838
3,4,5Fannie Mae Pool 3.000% 11/1/20–10/1/46 2,131,353 2,228,362
3,4,5Fannie Mae Pool 3.500% 10/1/20–10/1/46 2,484,262 2,629,937
3,4,5Fannie Mae Pool 4.000% 6/1/18–10/1/46 1,597,083 1,721,573
3,4,5Fannie Mae Pool 4.500% 2/1/18–10/1/46 782,005 857,927
3,4 Fannie Mae Pool 5.000% 3/1/17–10/1/46 381,252 423,236
3,4 Fannie Mae Pool 5.500% 11/1/16–2/1/42 322,387 364,022
3,4 Fannie Mae Pool 6.000% 10/1/16–5/1/41 224,956 258,442
3,4 Fannie Mae Pool 6.500% 11/1/16–5/1/40 62,366 71,896
3,4 Fannie Mae Pool 7.000% 11/1/18–12/1/38 17,539 20,460
3,4 Fannie Mae Pool 7.500% 7/1/30–12/1/32 186 216
3,4 Fannie Mae Pool 8.000% 12/1/29 22 26
3,4 Freddie Mac Gold Pool 2.000% 7/1/28–1/1/29 34,890 35,563
3,4,5Freddie Mac Gold Pool 2.500% 4/1/27–3/1/43 491,349 510,082
3,4,5Freddie Mac Gold Pool 3.000% 10/1/26–10/1/46 1,400,182 1,462,971
3,4,5Freddie Mac Gold Pool 3.500% 12/1/20–10/1/46 1,545,228 1,634,791
3,4,5Freddie Mac Gold Pool 4.000% 3/1/18–10/1/46 975,768 1,048,624
3,4,5Freddie Mac Gold Pool 4.500% 12/1/17–10/1/46 432,260 472,998
3,4 Freddie Mac Gold Pool 5.000% 4/1/17–8/1/44 243,201 269,257
3,4 Freddie Mac Gold Pool 5.500% 12/1/16–6/1/41 191,573 215,865
3,4 Freddie Mac Gold Pool 6.000% 10/1/16–5/1/40 110,875 126,711
3,4 Freddie Mac Gold Pool 6.500% 10/1/16–9/1/39 27,248 31,331
3,4 Freddie Mac Gold Pool 7.000% 11/1/16–12/1/38 10,087 11,804
3,4 Freddie Mac Gold Pool 7.500% 4/1/27–2/1/32 95 112

 

 

3,4 Freddie Mac Gold Pool 8.000% 1/1/27–11/1/31 147 174
3,4 Freddie Mac Gold Pool 8.500% 6/1/25 29 34
4 Ginnie Mae I Pool 3.000% 1/15/26–3/15/45 149,081 156,762
4,5 Ginnie Mae I Pool 3.500% 11/15/25–10/1/46 180,740 192,712
4,5 Ginnie Mae I Pool 4.000% 8/15/18–10/1/46 222,419 239,866
4,5 Ginnie Mae I Pool 4.500% 6/15/18–10/1/46 216,571 240,285
4,5 Ginnie Mae I Pool 5.000% 12/15/17–10/1/46 144,045 161,457
4 Ginnie Mae I Pool 5.500% 4/15/17–6/15/41 71,974 81,945
4 Ginnie Mae I Pool 6.000% 4/15/17–6/15/41 46,031 53,103
4 Ginnie Mae I Pool 6.500% 5/15/24–8/15/39 13,701 15,875
4 Ginnie Mae I Pool 7.000% 7/15/23–9/15/36 669 767
4 Ginnie Mae I Pool 7.500% 12/15/23 21 24
4 Ginnie Mae I Pool 8.000% 6/15/25–1/15/27 55 64
4 Ginnie Mae I Pool 9.000% 11/15/17–12/15/17  3 3
4 Ginnie Mae II Pool 2.500% 6/20/27–9/20/46 39,614 41,113
4,5 Ginnie Mae II Pool 3.000% 10/20/26–10/1/46 1,308,196 1,373,378
4,5 Ginnie Mae II Pool 3.500% 9/20/25–11/1/46 2,192,564 2,332,494
4,5 Ginnie Mae II Pool 4.000% 9/20/25–10/1/46 1,059,395 1,138,021
4,5 Ginnie Mae II Pool 4.500% 8/20/33–11/1/46 498,597 539,829
4 Ginnie Mae II Pool 5.000% 3/20/18–2/20/44 238,543 262,183
4 Ginnie Mae II Pool 5.500% 8/20/23–7/20/43 78,797 87,317
4 Ginnie Mae II Pool 6.000% 3/20/31–9/20/41 27,271 31,151
4 Ginnie Mae II Pool 6.500% 10/20/28–11/20/39  10,530 12,195
4 Ginnie Mae II Pool 7.000% 8/20/34–11/20/38 2,137 2,528
          22,105,836
Nonconventional Mortgage-Backed Securities (0.2%)        
3,4,6Fannie Mae Pool 1.927% 4/1/37 1,086 1,126
3,4 Fannie Mae Pool 2.100% 3/1/43 5,428 5,532
3,4 Fannie Mae Pool 2.187% 6/1/42–6/1/43 8,577 8,835
3,4 Fannie Mae Pool 2.197% 10/1/42 2,798 2,861
3,4,6Fannie Mae Pool 2.210% 12/1/41 2,274 2,336
3,4 Fannie Mae Pool 2.212% 9/1/42 3,203 3,318
3,4 Fannie Mae Pool 2.265% 7/1/43 5,174 5,302
3,4,6Fannie Mae Pool 2.365% 9/1/37 1,813 1,937
3,4 Fannie Mae Pool 2.390% 7/1/42 3,801 3,900
3,4,6Fannie Mae Pool 2.416% 5/1/42 4,857 5,036
3,4 Fannie Mae Pool 2.424% 5/1/43 8,566 8,827
3,4 Fannie Mae Pool 2.436% 9/1/43 740 761
3,4,6Fannie Mae Pool 2.437% 12/1/33 198 210
3,4 Fannie Mae Pool 2.445% 10/1/42 3,345 3,429
3,4,6Fannie Mae Pool 2.450% 11/1/33 120 128
3,4,6Fannie Mae Pool 2.485% 11/1/36 294 312
3,4,6Fannie Mae Pool 2.539% 9/1/34 285 298
3,4,6Fannie Mae Pool 2.553% 2/1/36 437 445
3,4,6Fannie Mae Pool 2.575% 11/1/39 313 332
3,4,6Fannie Mae Pool 2.578% 10/1/39 487 506
3,4,6Fannie Mae Pool 2.581% 12/1/40 1,083 1,141
3,4,6Fannie Mae Pool 2.617% 11/1/41 1,872 1,980
3,4,6Fannie Mae Pool 2.618% 12/1/41 2,015 2,137
3,4,6Fannie Mae Pool 2.623% 12/1/35 505 536
3,4,6Fannie Mae Pool 2.634% 1/1/37 650 696
3,4,6Fannie Mae Pool 2.647% 6/1/37 397 418
3,4,6Fannie Mae Pool 2.662% 10/1/40 1,150 1,210
3,4,6Fannie Mae Pool 2.685% 11/1/33–12/1/40 2,040 2,148
3,4,6Fannie Mae Pool 2.690% 11/1/40–12/1/40 1,751 1,848
3,4,6Fannie Mae Pool 2.710% 1/1/40 593 615
3,4,6Fannie Mae Pool 2.715% 8/1/37 657 691

 

 

3,4,6Fannie Mae Pool 2.718% 10/1/40 1,569 1,652
3,4 Fannie Mae Pool 2.725% 12/1/43 4,619 4,748
3,4,6Fannie Mae Pool 2.726% 2/1/36 486 518
3,4,6Fannie Mae Pool 2.728% 9/1/40 880 931
3,4,6Fannie Mae Pool 2.738% 7/1/38 141 149
3,4,6Fannie Mae Pool 2.751% 2/1/41 656 657
3,4 Fannie Mae Pool 2.753% 1/1/42 1,881 1,977
3,4 Fannie Mae Pool 2.755% 1/1/42 2,922 3,045
3,4 Fannie Mae Pool 2.783% 3/1/42 3,336 3,466
3,4,6Fannie Mae Pool 2.794% 1/1/35 593 636
3,4,6Fannie Mae Pool 2.796% 11/1/41 1,674 1,789
3,4,6Fannie Mae Pool 2.798% 7/1/42 1,774 1,907
3,4,6Fannie Mae Pool 2.808% 5/1/42 946 986
3,4,6Fannie Mae Pool 2.818% 5/1/35 526 552
3,4,6Fannie Mae Pool 2.831% 3/1/41 1,663 1,747
3,4,6Fannie Mae Pool 2.846% 4/1/36 165 171
3,4,6Fannie Mae Pool 2.847% 5/1/40 506 522
3,4,6Fannie Mae Pool 2.857% 8/1/35 584 620
3,4,6Fannie Mae Pool 2.904% 2/1/42 5,859 6,220
3,4,6Fannie Mae Pool 2.905% 11/1/34 653 685
3,4 Fannie Mae Pool 2.911% 12/1/40 971 1,016
3,4,6Fannie Mae Pool 2.914% 7/1/35 391 410
3,4,6Fannie Mae Pool 2.915% 6/1/36 15 16
3,4,6Fannie Mae Pool 2.927% 3/1/42 2,260 2,422
3,4,6Fannie Mae Pool 2.928% 8/1/40 840 880
3,4,6Fannie Mae Pool 2.939% 3/1/41 1,526 1,626
3,4,6Fannie Mae Pool 2.945% 7/1/39–9/1/43 4,784 4,969
3,4,6Fannie Mae Pool 2.950% 7/1/37 231 246
3,4,6Fannie Mae Pool 2.957% 4/1/37 29 31
3,4,6Fannie Mae Pool 2.966% 2/1/42 1,933 2,066
3,4,6Fannie Mae Pool 2.995% 5/1/41 1,076 1,132
3,4,6Fannie Mae Pool 3.003% 7/1/36 236 244
3,4,6Fannie Mae Pool 3.041% 5/1/40 270 286
3,4 Fannie Mae Pool 3.064% 2/1/41 1,333 1,399
3,4,6Fannie Mae Pool 3.076% 7/1/38 100 104
3,4,6Fannie Mae Pool 3.090% 8/1/39 423 458
3,4 Fannie Mae Pool 3.123% 2/1/41 977 1,028
3,4,6Fannie Mae Pool 3.162% 5/1/36 25 25
3,4,6Fannie Mae Pool 3.234% 10/1/36 448 485
3,4 Fannie Mae Pool 3.355% 8/1/42 2,830 2,922
3,4 Fannie Mae Pool 3.577% 4/1/41 1,434 1,501
3,4 Fannie Mae Pool 3.583% 6/1/41 490 522
3,4 Fannie Mae Pool 3.587% 7/1/41 3,356 3,554
3,4,6Fannie Mae Pool 3.627% 11/1/39 577 605
3,4 Fannie Mae Pool 3.749% 6/1/41 2,056 2,181
3,4,6Fannie Mae Pool 3.825% 8/1/39 1,752 1,811
3,4,6Fannie Mae Pool 3.832% 9/1/40 1,958 2,079
3,4,6Fannie Mae Pool 4.058% 12/1/39 1,155 1,209
3,4 Fannie Mae Pool 4.847% 3/1/38 299 313
3,4 Fannie Mae Pool 5.519% 4/1/37 596 632
3,4 Fannie Mae Pool 5.603% 10/1/37 437 461
3,4,6Fannie Mae Pool 5.834% 10/1/37 924 963
3,4 Fannie Mae Pool 5.860% 12/1/37 653 704
3,4,6Freddie Mac Non Gold Pool 1.735% 10/1/37 23 23
3,4,6Freddie Mac Non Gold Pool 2.230% 6/1/37 526 539
3,4 Freddie Mac Non Gold Pool 2.338% 5/1/42 747 762
3,4,6Freddie Mac Non Gold Pool 2.492% 3/1/37 41 43

 

 

3,4,6Freddie Mac Non Gold Pool 2.500% 1/1/38 291 310
3,4,6Freddie Mac Non Gold Pool 2.515% 12/1/36 262 279
3,4,6Freddie Mac Non Gold Pool 2.530% 10/1/37 820 860
3,4 Freddie Mac Non Gold Pool 2.563% 11/1/43 3,860 3,962
3,4,6Freddie Mac Non Gold Pool 2.587% 12/1/34 425 448
3,4,6Freddie Mac Non Gold Pool 2.590% 7/1/35 271 286
3,4,6Freddie Mac Non Gold Pool 2.594% 1/1/37 639 674
3,4,6Freddie Mac Non Gold Pool 2.602% 1/1/35 72 78
3,4 Freddie Mac Non Gold Pool 2.608% 2/1/42 860 900
3,4,6Freddie Mac Non Gold Pool 2.620% 12/1/40 2,212 2,292
3,4,6Freddie Mac Non Gold Pool 2.633% 11/1/34 565 594
3,4,6Freddie Mac Non Gold Pool 2.652% 12/1/36–2/1/37 669 705
3,4,6Freddie Mac Non Gold Pool 2.654% 3/1/37 31 33
3,4,6Freddie Mac Non Gold Pool 2.664% 3/1/37 128 136
3,4,6Freddie Mac Non Gold Pool 2.668% 12/1/35 421 444
3,4,6Freddie Mac Non Gold Pool 2.721% 11/1/36 149 155
3,4 Freddie Mac Non Gold Pool 2.749% 2/1/42 2,479 2,567
3,4,6Freddie Mac Non Gold Pool 2.755% 11/1/40–12/1/40 1,407 1,458
3,4,6Freddie Mac Non Gold Pool 2.757% 11/1/40 922 952
3,4 Freddie Mac Non Gold Pool 2.763% 1/1/41 2,277 2,366
3,4,6Freddie Mac Non Gold Pool 2.802% 6/1/37 616 658
3,4,6Freddie Mac Non Gold Pool 2.851% 5/1/36 366 386
3,4,6Freddie Mac Non Gold Pool 2.875% 5/1/38 94 99
3,4,6Freddie Mac Non Gold Pool 2.882% 10/1/36 385 413
3,4,6Freddie Mac Non Gold Pool 2.890% 4/1/35 24 25
3,4 Freddie Mac Non Gold Pool 2.908% 12/1/41 2,436 2,530
3,4,6Freddie Mac Non Gold Pool 2.938% 1/1/37 216 229
3,4,6Freddie Mac Non Gold Pool 2.972% 2/1/36 151 155
3,4,6Freddie Mac Non Gold Pool 2.984% 3/1/41 374 397
3,4,6Freddie Mac Non Gold Pool 3.005% 5/1/40 403 422
3,4,6Freddie Mac Non Gold Pool 3.010% 3/1/37 403 428
3,4,6Freddie Mac Non Gold Pool 3.023% 2/1/41 623 661
3,4,6Freddie Mac Non Gold Pool 3.035% 2/1/41 1,503 1,596
3,4 Freddie Mac Non Gold Pool 3.068% 1/1/41 441 463
3,4,6Freddie Mac Non Gold Pool 3.075% 5/1/40 321 333
3,4,6Freddie Mac Non Gold Pool 3.130% 6/1/40–6/1/41 1,012 1,048
3,4,6Freddie Mac Non Gold Pool 3.131% 6/1/40 679 725
3,4,6Freddie Mac Non Gold Pool 3.135% 7/1/38 231 234
3,4,6Freddie Mac Non Gold Pool 3.173% 3/1/37 43 43
3,4,6Freddie Mac Non Gold Pool 3.231% 6/1/37 502 534
3,4 Freddie Mac Non Gold Pool 3.435% 3/1/42 1,775 1,866
3,4 Freddie Mac Non Gold Pool 3.581% 6/1/40 1,815 1,909
3,4 Freddie Mac Non Gold Pool 3.683% 9/1/40 1,898 2,002
3,4 Freddie Mac Non Gold Pool 4.623% 9/1/37 256 265
3,4 Freddie Mac Non Gold Pool 5.262% 3/1/38 540 577
3,4 Freddie Mac Non Gold Pool 5.893% 5/1/37 1,406 1,473
3,4 Freddie Mac Non Gold Pool 6.151% 12/1/36 114 123
3,4 Freddie Mac Non Gold Pool 6.289% 8/1/37 122 132
4,6 Ginnie Mae II Pool 2.000% 10/20/38–3/20/43 20,284 20,938
4,6 Ginnie Mae II Pool 2.125% 6/20/29–6/20/43 7,981 8,236
4,6 Ginnie Mae II Pool 2.500% 1/20/41–5/20/43 5,876 5,982
4,6 Ginnie Mae II Pool 2.625% 5/20/41 734 755
4,6 Ginnie Mae II Pool 3.000% 7/20/38–11/20/41 8,785 9,111
4,6 Ginnie Mae II Pool 3.500% 7/20/41–12/20/43 10,159 10,530

 

 

4 Ginnie Mae II Pool 4.000% 10/20/41 625 657
        236,930
Total U.S. Government and Agency Obligations (Cost $66,241,406)     68,305,155
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%)      
4 AEP Texas Central Transition Funding II LLC        
2006-A 5.170% 1/1/18 1,054 1,083
4 Ally Auto Receivables Trust 2013-2 0.790% 1/15/18 47 47
4 Ally Auto Receivables Trust 2013-2 1.240% 11/15/18 700 701
4 Ally Auto Receivables Trust 2014-1 0.970% 10/15/18 1,225 1,225
4 Ally Auto Receivables Trust 2014-1 1.530% 4/15/19 1,150 1,155
4 Ally Auto Receivables Trust 2014-3 1.280% 6/17/19 2,872 2,875
4 Ally Auto Receivables Trust 2014-3 1.720% 3/16/20 1,325 1,328
4 Ally Auto Receivables Trust 2014-SN2 1.030% 9/20/17 1,134 1,134
4 Ally Auto Receivables Trust 2014-SN2 1.210% 2/20/19 1,850 1,851
4 Ally Auto Receivables Trust 2015-1 1.390% 9/16/19 1,050 1,053
4 Ally Auto Receivables Trust 2015-1 1.750% 5/15/20 1,075 1,081
4 Ally Auto Receivables Trust 2015-2 1.490% 11/15/19 2,675 2,687
4 Ally Auto Receivables Trust 2015-2 1.840% 6/15/20 1,310 1,322
4 Ally Master Owner Trust Series 2014-4 1.430% 6/17/19 3,800 3,808
4 Ally Master Owner Trust Series 2015-3 1.630% 5/15/20 4,950 4,979
4 American Express Credit Account Master        
Trust 2013-3 0.980% 5/15/19 1,000 1,000
4 American Express Credit Account Master        
Trust 2014-3 1.490% 4/15/20 5,750 5,776
4 American Express Credit Account Master        
Trust 2014-4 1.430% 6/15/20 3,025 3,038
4 AmeriCredit Automobile Receivables Trust        
2013-5 0.900% 9/10/18 47 47
4 AmeriCredit Automobile Receivables Trust        
2013-5 1.520% 1/8/19 400 400
4 AmeriCredit Automobile Receivables Trust        
2014-1 0.900% 2/8/19 142 142
4 AmeriCredit Automobile Receivables Trust        
2014-1 1.680% 7/8/19 375 376
4 AmeriCredit Automobile Receivables Trust        
2014-2 0.940% 2/8/19 562 561
4 AmeriCredit Automobile Receivables Trust        
2014-3 1.150% 6/10/19 1,469 1,469
4 AmeriCredit Automobile Receivables Trust        
2015-2 1.270% 1/8/20 2,450 2,451
4 AmeriCredit Automobile Receivables Trust        
2016-3 1.460% 5/8/21 2,650 2,653
4 BA Credit Card Trust 2007-A1 5.170% 6/15/19 900 911
4 Banc of America Commercial Mortgage Trust        
2006-2 5.854% 5/10/45 191 190
4 Banc of America Commercial Mortgage Trust        
2006-3 5.889% 7/10/44 6 6
4 Banc of America Commercial Mortgage Trust        
2006-5 5.448% 9/10/47 799 799
4 Banc of America Commercial Mortgage Trust        
2007-2 5.791% 4/10/49 811 814
4 Banc of America Commercial Mortgage Trust        
2008-1 6.436% 2/10/51 9,036 9,340
4 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.429% 9/15/48 1,425 1,509

 

 

4 Banc of America Commercial Mortgage Trust        
2015-UBS7 3.705% 9/15/48 2,525 2,783
Bank of Nova Scotia 2.125% 9/11/19 7,400 7,530
Bank of Nova Scotia 1.850% 4/14/20 17,300 17,477
Bank of Nova Scotia 1.875% 4/26/21 5,225 5,251
4 Barclays Dryrock Issuance Trust 2015-2 1.560% 3/15/21 2,875 2,890
4 Barclays Dryrock Issuance Trust 2016-1 1.520% 5/16/22 4,925 4,947
4 Bear Stearns Commercial Mortgage        
Securities Trust 2006-TOP24 5.568% 10/12/41 2,770 2,769
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR16 5.910% 6/11/40 3,600 3,654
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.694% 6/11/50 15,649 15,972
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-PWR17 5.915% 6/11/50 4,095 4,204
4 Bear Stearns Commercial Mortgage        
Securities Trust 2007-TOP28 5.742% 9/11/42 5,500 5,626
4 BMW Vehicle Lease Trust 2015-1 1.240% 12/20/17 3,925 3,929
4 BMW Vehicle Lease Trust 2015-2 1.400% 9/20/18 3,450 3,461
4 BMW Vehicle Lease Trust 2015-2 1.550% 2/20/19 1,250 1,257
4 BMW Vehicle Owner Trust 2014-A 0.970% 11/26/18 2,041 2,041
4 BMW Vehicle Owner Trust 2014-A 1.500% 2/25/21 2,275 2,275
4 Capital Auto Receivables Asset Trust 2013-3 1.680% 4/20/18 811 811
4 Capital Auto Receivables Asset Trust 2013-4 1.090% 3/20/18 218 218
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 1,093
4 Capital Auto Receivables Asset Trust 2014-1 2.220% 1/22/19 1,116 1,124
4 Capital Auto Receivables Asset Trust 2014-2 1.260% 5/21/18 367 367
4 Capital Auto Receivables Asset Trust 2014-2 1.620% 10/22/18 775 777
4 Capital Auto Receivables Asset Trust 2014-3 1.480% 11/20/18 1,350 1,352
4 Capital Auto Receivables Asset Trust 2014-3 1.830% 4/22/19 975 980
4 Capital Auto Receivables Asset Trust 2015-1 1.610% 6/20/19 2,375 2,383
4 Capital Auto Receivables Asset Trust 2015-1 1.860% 10/21/19 1,300 1,310
4 Capital Auto Receivables Asset Trust 2015-2 1.730% 9/20/19 3,650 3,660
4 Capital Auto Receivables Asset Trust 2015-2 1.970% 1/21/20 1,800 1,815
4 Capital Auto Receivables Asset Trust 2015-3 1.940% 1/21/20 2,875 2,900
4 Capital Auto Receivables Asset Trust 2015-3 2.130% 5/20/20 1,840 1,861
4 Capital Auto Receivables Asset Trust 2015-4 1.830% 3/20/20 2,750 2,755
4 Capital Auto Receivables Asset Trust 2015-4 2.010% 7/20/20 1,775 1,792
4 Capital Auto Receivables Asset Trust 2016-2 1.630% 1/20/21 2,250 2,252
4 Capital Auto Receivables Asset Trust 2016-3 1.690% 3/20/21 2,000 2,005
4 Capital One Multi-Asset Execution Trust 2007-        
A7 5.750% 7/15/20 7,190 7,508
4 Capital One Multi-Asset Execution Trust 2014-        
A2 1.260% 1/15/20 1,325 1,327
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 7,852
4 Capital One Multi-Asset Execution Trust 2015-        
A5 1.600% 5/17/21 3,625 3,653
4 Capital One Multi-Asset Execution Trust 2015-        
A8 2.050% 8/15/23 4,950 5,040
4 Capital One Multi-Asset Execution Trust 2016-        
A3 1.340% 4/15/22 5,325 5,341

 

 

4 Capital One Multi-Asset Execution Trust 2016-        
A4 1.330% 6/15/22 7,100 7,095
4 CarMax Auto Owner Trust 2012-3 0.790% 4/16/18 609 609
4 CarMax Auto Owner Trust 2013-2 0.840% 11/15/18 778 777
4 CarMax Auto Owner Trust 2013-3 0.970% 4/16/18 252 252
4 CarMax Auto Owner Trust 2013-3 1.490% 1/15/19 1,210 1,213
4 CarMax Auto Owner Trust 2013-4 0.800% 7/16/18 196 196
4 CarMax Auto Owner Trust 2013-4 1.280% 5/15/19 375 376
4 CarMax Auto Owner Trust 2014-1 0.790% 10/15/18 413 413
4 CarMax Auto Owner Trust 2014-1 1.320% 7/15/19 735 737
4 CarMax Auto Owner Trust 2014-2 0.980% 1/15/19 1,052 1,053
4 CarMax Auto Owner Trust 2014-2 1.610% 10/15/19 1,000 1,005
4 CarMax Auto Owner Trust 2014-3 1.160% 6/17/19 1,662 1,664
4 CarMax Auto Owner Trust 2014-3 1.730% 2/18/20 1,150 1,159
4 CarMax Auto Owner Trust 2014-4 1.250% 11/15/19 3,708 3,714
4 CarMax Auto Owner Trust 2015-2 1.370% 3/16/20 2,175 2,182
4 CarMax Auto Owner Trust 2015-2 1.800% 3/15/21 1,025 1,036
4 CarMax Auto Owner Trust 2015-3 1.630% 5/15/20 3,300 3,322
4 CarMax Auto Owner Trust 2015-3 1.980% 2/16/21 800 813
4 CarMax Auto Owner Trust 2015-4 1.560% 11/16/20 2,500 2,516
4 CarMax Auto Owner Trust 2015-4 1.830% 6/15/21 1,250 1,266
4 CarMax Auto Owner Trust 2016-3 1.390% 5/17/21 2,975 2,984
4 CarMax Auto Owner Trust 2016-3 1.600% 1/18/22 1,030 1,033
4 CD 2006-CD3 Mortgage Trust 5.617% 10/15/48 561 560
4 CD 2006-CD3 Mortgage Trust 5.648% 10/15/48 4,150 4,144
4 CD 2007-CD4 Commercial Mortgage Trust 5.322% 12/11/49 4,052 4,064
4 CD 2007-CD5 Mortgage Trust 5.886% 11/15/44 4,911 5,042
4 CD 2016-CD1 Mortgage Trust 2.724% 8/10/49 5,650 5,762
4 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.170% 8/1/19 262 266
4 CenterPoint Energy Transition Bond Co. II        
LLC 2005-A 5.302% 8/1/20 654 701
4 CenterPoint Energy Transition Bond Co. IV        
LLC 2012-1 3.028% 10/15/25 5,300 5,610
4 CFCRE Commercial Mortgage Trust 2016-C3 3.865% 1/10/48 3,650 4,038
4 CFCRE Commercial Mortgage Trust 2016-C4 3.283% 5/10/58 5,050 5,336
4 CFCRE Commercial Mortgage Trust 2016-C4 3.691% 5/10/58 3,600 3,850
4 Chase Issuance Trust 2012-A4 1.580% 8/16/21 5,500 5,539
4 Chase Issuance Trust 2012-A7 2.160% 9/16/24 12,805 13,032
4 Chase Issuance Trust 2013-A1 1.300% 2/18/20 9,550 9,574
4 Chase Issuance Trust 2013-A8 1.010% 10/15/18 6,425 6,426
4 Chase Issuance Trust 2014-A1 1.150% 1/15/19 19,175 19,192
4 Chase Issuance Trust 2014-A2 2.770% 3/15/23 7,550 7,959
4 Chase Issuance Trust 2014-A6 1.260% 7/15/19 9,700 9,721
4 Chase Issuance Trust 2014-A7 1.380% 11/15/19 7,400 7,428
4 Chase Issuance Trust 2015-A2 1.590% 2/18/20 14,896 14,999
4 Chase Issuance Trust 2015-A4 1.840% 4/15/22 5,400 5,491
4 Chase Issuance Trust 2015-A5 1.360% 4/15/20 11,000 11,040
4 Chase Issuance Trust 2016-A2 1.370% 6/15/21 6,975 6,991
4 Chase Issuance Trust 2016-A4 1.490% 7/15/22 6,125 6,149
4 Chase Issuance Trust 2016-A5 1.270% 7/15/21 7,200 7,204
4 Citibank Credit Card Issuance Trust 2007-A8 5.650% 9/20/19 7,150 7,462
4 Citibank Credit Card Issuance Trust 2008-A1 5.350% 2/7/20 6,114 6,465
4 Citibank Credit Card Issuance Trust 2014-A1 2.880% 1/23/23 15,000 15,886
4 Citibank Credit Card Issuance Trust 2014-A4 1.230% 4/24/19 7,600 7,612
4 Citibank Credit Card Issuance Trust 2014-A5 2.680% 6/7/23 6,525 6,854
4 Citibank Credit Card Issuance Trust 2014-A6 2.150% 7/15/21 18,925 19,350

 

 

4 Citibank Credit Card Issuance Trust 2014-A8 1.730% 4/9/20 11,625 11,736
4 Citigroup Commercial Mortgage Trust 2006-        
C5 5.462% 10/15/49 1,585 1,584
4 Citigroup Commercial Mortgage Trust 2007-        
C6 5.900% 12/10/49 9,305 9,472
4 Citigroup Commercial Mortgage Trust 2008-        
C7 6.333% 12/10/49 9,337 9,578
4 Citigroup Commercial Mortgage Trust 2012-        
GC8 3.024% 9/10/45 3,950 4,159
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.093% 4/10/46 1,500 1,580
4 Citigroup Commercial Mortgage Trust 2013-        
GC11 3.422% 4/10/46 1,300 1,356
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.161% 9/10/46 1,700 1,744
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 3.942% 9/10/46 800 862
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.371% 9/10/46 1,200 1,361
4 Citigroup Commercial Mortgage Trust 2013-        
GC15 4.649% 9/10/46 1,700 1,927
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 3.675% 11/10/46 550 588
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.131% 11/10/46 1,825 2,040
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 4.544% 11/10/46 750 840
4 Citigroup Commercial Mortgage Trust 2013-        
GC17 5.095% 11/10/46 750 855
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 2.790% 3/10/47 3,210 3,287
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 3.552% 3/10/47 750 799
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.023% 3/10/47 1,150 1,277
4 Citigroup Commercial Mortgage Trust 2014-        
GC19 4.345% 3/10/47 955 1,069
4 Citigroup Commercial Mortgage Trust 2014-        
GC21 3.477% 5/10/47 375 402
4 Citigroup Commercial Mortgage Trust 2014-        
GC21 3.855% 5/10/47 1,675 1,835
4 Citigroup Commercial Mortgage Trust 2014-        
GC21 4.328% 5/10/47 1,350 1,456
4 Citigroup Commercial Mortgage Trust 2014-        
GC23 3.622% 7/10/47 2,725 2,969
4 Citigroup Commercial Mortgage Trust 2014-        
GC25 3.635% 10/10/47 5,650 6,108
4 Citigroup Commercial Mortgage Trust 2015-        
GC27 3.137% 2/10/48 7,425 7,758
4 Citigroup Commercial Mortgage Trust 2015-        
GC27 3.571% 2/10/48 3,025 3,147
4 Citigroup Commercial Mortgage Trust 2015-        
GC29 2.674% 4/10/48 1,525 1,570
4 Citigroup Commercial Mortgage Trust 2015-        
GC29 3.758% 4/10/48 2,937 3,006
4 Citigroup Commercial Mortgage Trust 2015-        
GC31 3.762% 6/10/48 2,925 3,200

 

 

4 Citigroup Commercial Mortgage Trust 2015-        
  GC33 3.778% 9/10/58 3,375 3,693
4 Citigroup Commercial Mortgage Trust 2016-        
  C1 3.003% 5/10/49 2,075 2,161
4 Citigroup Commercial Mortgage Trust 2016-        
  C1 3.209% 5/10/49 3,950 4,175
4 Citigroup Commercial Mortgage Trust 2016-        
  C2 2.832% 8/10/49 2,500 2,558
4 Citigroup Commercial Mortgage Trust 2016-        
  GC36 3.616% 2/10/49 7,150 7,749
4 Citigroup Commercial Mortgage Trust 2016-        
  P4 2.902% 7/10/49 2,350 2,421
4 COBALT CMBS Commercial Mortgage Trust        
  2007-C2 5.484% 4/15/47 4,807 4,854
4 COBALT CMBS Commercial Mortgage Trust        
  2007-C3 5.954% 5/15/46 5,386 5,476
4 COMM 2007-C9 Mortgage Trust 6.007% 12/10/49 7,496 7,643
4 COMM 2012-CCRE2 Mortgage Trust 3.147% 8/15/45 1,285 1,369
4 COMM 2012-CCRE2 Mortgage Trust 3.791% 8/15/45 1,825 1,964
4 COMM 2012-CCRE3 Mortgage Trust 2.822% 10/15/45 5,000 5,223
4,7 COMM 2012-CCRE3 Mortgage Trust 3.416% 10/15/45 2,195 2,313
4 COMM 2012-CCRE4 Mortgage Trust 2.853% 10/15/45 6,300 6,597
4 COMM 2012-CCRE5 Mortgage Trust 2.771% 12/10/45 1,500 1,564
4 COMM 2013-CCRE10 Mortgage Trust 4.210% 8/10/46 660 743
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 1,398
4 COMM 2013-CCRE11 Mortgage Trust 3.983% 10/10/46 1,750 1,948
4 COMM 2013-CCRE11 Mortgage Trust 4.258% 10/10/46 5,890 6,639
4 COMM 2013-CCRE11 Mortgage Trust 4.715% 10/10/46 1,310 1,478
4 COMM 2013-CCRE12 Mortgage Trust 1.295% 10/10/46 379 379
4 COMM 2013-CCRE12 Mortgage Trust 2.904% 10/10/46 1,075 1,098
4 COMM 2013-CCRE12 Mortgage Trust 3.623% 10/10/46 1,075 1,145
4 COMM 2013-CCRE12 Mortgage Trust 3.765% 10/10/46 1,500 1,646
4 COMM 2013-CCRE12 Mortgage Trust 4.046% 10/10/46 1,125 1,254
4 COMM 2013-CCRE12 Mortgage Trust 4.300% 10/10/46 750 829
4 COMM 2013-CCRE12 Mortgage Trust 4.762% 10/10/46 350 388
4 COMM 2013-CCRE13 Mortgage Trust 1.259% 11/10/18 264 264
4 COMM 2013-CCRE13 Mortgage Trust 3.039% 12/10/18 550 564
4 COMM 2013-CCRE13 Mortgage Trust 3.706% 10/10/23 375 407
4 Comm 2013-CCRE13 Mortgage Trust 4.194% 11/10/23 3,700 4,173
4 COMM 2013-CCRE13 Mortgage Trust 4.449% 12/10/23 1,100 1,227
4 COMM 2013-CCRE6 Mortgage Trust 3.101% 3/10/46 1,744 1,845
4 COMM 2013-CCRE7 Mortgage Trust 3.213% 3/10/46 1,425 1,517
4 COMM 2013-CCRE8 Mortgage Trust 3.612% 6/10/46 1,888 2,057
4 COMM 2013-CCRE9 Mortgage Trust 4.375% 7/10/45 2,295 2,597
4 COMM 2013-LC13 Mortgage Trust 3.009% 8/10/46 2,050 2,098
4 COMM 2013-LC13 Mortgage Trust 4.205% 8/10/46 2,020 2,272
4 COMM 2013-LC6 Mortgage Trust 2.941% 1/10/46 3,981 4,182
4 COMM 2013-LC6 Mortgage Trust 3.282% 1/10/46 2,184 2,284
4 COMM 2014-CCRE14 Mortgage Trust 3.147% 2/10/47 3,275 3,373
4 COMM 2014-CCRE14 Mortgage Trust 4.236% 2/10/47 2,450 2,767
4 COMM 2014-CCRE14 Mortgage Trust 4.526% 2/10/47 2,725 3,056
4 COMM 2014-CCRE14 Mortgage Trust 4.751% 2/10/47 2,650 2,956
4 COMM 2014-CCRE15 Mortgage Trust 2.928% 2/10/47 2,712 2,787
4 COMM 2014-CCRE15 Mortgage Trust 3.595% 2/10/47 935 995
4 COMM 2014-CCRE15 Mortgage Trust 4.074% 2/10/47 1,737 1,944
4 COMM 2014-CCRE15 Mortgage Trust 4.864% 2/10/47 869 981

 

 

4 COMM 2014-CCRE16 Mortgage Trust 3.653% 4/10/47 1,500 1,614
4 COMM 2014-CCRE16 Mortgage Trust 4.278% 4/10/47 1,975 2,179
4 COMM 2014-CCRE17 Mortgage Trust 3.012% 5/10/47 1,900 1,958
4 COMM 2014-CCRE17 Mortgage Trust 3.598% 5/10/47 950 1,005
4 COMM 2014-CCRE17 Mortgage Trust 3.977% 5/10/47 1,525 1,693
4 COMM 2014-CCRE17 Mortgage Trust 4.377% 5/10/47 955 1,039
4 COMM 2014-CCRE18 Mortgage Trus 3.828% 7/15/47 975 1,073
4 COMM 2014-CCRE18 Mortgage Trust 3.452% 7/15/47 2,950 3,111
4 COMM 2014-CCRE18 Mortgage Trust 4.103% 7/15/47 1,281 1,410
4 COMM 2014-CCRE19 Mortgage Trust 3.796% 8/10/47 5,775 6,348
4 COMM 2014-CCRE19 Mortgage Trust 4.080% 8/10/47 1,550 1,687
4 COMM 2014-CCRE20 Mortgage Trust 3.590% 11/10/47 1,525 1,654
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 6,091
4 COMM 2014-LC15 Mortgage Trust 2.840% 4/10/47 1,150 1,184
4 COMM 2014-LC15 Mortgage Trust 4.006% 4/10/47 5,225 5,806
4 COMM 2014-LC17 Mortgage Trust 3.164% 10/10/47 3,900 4,057
4 COMM 2014-LC17 Mortgage Trust 3.917% 10/10/47 1,550 1,721
4 COMM 2014-UBS2 Mortgage Trust 2.820% 3/10/47 757 774
4 COMM 2014-UBS2 Mortgage Trust 3.472% 3/10/47 658 698
4 COMM 2014-UBS2 Mortgage Trust 3.961% 3/10/47 1,699 1,874
4 COMM 2014-UBS2 Mortgage Trust 4.199% 3/10/47 475 518
4 COMM 2014-UBS2 Mortgage Trust 4.701% 3/10/47 301 334
4 COMM 2014-UBS3 Mortgage Trust 2.844% 6/10/47 1,150 1,184
4 COMM 2014-UBS3 Mortgage Trust 3.819% 6/10/47 3,075 3,364
4 COMM 2014-UBS4 Mortgage Trust 3.694% 8/10/47 6,000 6,496
4 COMM 2014-UBS4 Mortgage Trust 3.968% 8/10/47 1,502 1,593
4 COMM 2014-UBS5 Mortgage Trust 3.838% 9/10/47 4,575 5,018
4 COMM 2014-UBS6 Mortgage Trust 2.935% 12/10/47 3,850 3,992
4 COMM 2014-UBS6 Mortgage Trust 3.387% 12/10/47 3,850 4,052
4 COMM 2014-UBS6 Mortgage Trust 3.644% 12/10/47 7,200 7,804
4 COMM 2014-UBS6 Mortgage Trust 4.048% 12/10/47 1,925 2,077
4 COMM 2015-CCRE22 Mortgage Trust 2.856% 3/10/48 1,900 1,966
4 COMM 2015-CCRE22 Mortgage Trust 3.309% 3/10/48 5,325 5,670
4 COMM 2015-CCRE22 Mortgage Trust 3.603% 3/10/48 1,900 2,010
4 COMM 2015-CCRE23 Mortgage Trust 3.257% 5/10/48 2,200 2,325
4 COMM 2015-CCRE23 Mortgage Trust 3.497% 5/10/48 3,250 3,506
4 COMM 2015-CCRE23 Mortgage Trust 3.801% 5/10/48 1,450 1,556
4 COMM 2015-CCRE25 Mortgage Trust 3.759% 8/10/48 3,500 3,846
4 COMM 2015-CCRE26 Mortgage Trust 3.630% 10/10/48 6,675 7,258
4 COMM 2015-CCRE27 Mortgage Trust 3.404% 10/10/48 3,575 3,812
4 COMM 2015-CCRE27 Mortgage Trust 3.612% 10/10/48 3,575 3,901
4 COMM 2015-LC19 Mortgage Trust 3.040% 2/10/48 750 787
4 COMM 2015-LC19 Mortgage Trust 3.183% 2/10/48 4,000 4,242
4 COMM 2015-LC19 Mortgage Trust 3.527% 2/10/48 1,775 1,884
4 COMM 2016-CCRE28 Mortgage Trust 3.762% 2/10/49 5,350 5,882
4 Comm 2016-DC2 Mortgage Trust 3.550% 2/10/49 4,375 4,652
4 Credit Suisse Commercial Mortgage Trust        
Series 2007-C1 5.383% 2/15/40 1,275 1,276
4 Credit Suisse Commercial Mortgage Trust        
Series 2007-C3 5.881% 6/15/39 7,701 7,746
4 CSAIL 2015-C1 Commercial Mortgage Trust 3.505% 4/15/50 3,750 4,046
4 CSAIL 2015-C1 Commercial Mortgage Trust 3.791% 4/15/50 1,900 2,056
4 CSAIL 2015-C1 Commercial Mortgage Trust 4.044% 4/15/50 1,525 1,641
4 CSAIL 2015-C2 Commercial Mortgage Trust 1.454% 6/15/57 2,022 2,021
4 CSAIL 2015-C2 Commercial Mortgage Trust 3.504% 6/15/57 4,700 5,070
4 CSAIL 2015-C2 Commercial Mortgage Trust 3.849% 6/15/57 1,800 1,930

 

 

4 CSAIL 2015-C3 Commercial Mortgage Trust 3.448% 8/15/48 2,772 2,956
4 CSAIL 2015-C3 Commercial Mortgage Trust 3.718% 8/15/48 3,550 3,895
4 CSAIL 2015-C3 Commercial Mortgage Trust 4.256% 8/15/48 1,625 1,744
4 CSAIL 2015-C4 Commercial Mortgage Trust 3.617% 11/15/48 1,800 1,942
4 CSAIL 2015-C4 Commercial Mortgage Trust 3.808% 11/15/48 2,850 3,127
4 DBJPM 16-C1 Mortgage Trust 3.276% 5/10/49 2,600 2,775
4 DBJPM 16-C3 Mortgage Trust 2.890% 9/10/49 3,075 3,180
4 Discover Card Execution Note Trust 2007-A1 5.650% 3/16/20 9,453 9,867
4 Discover Card Execution Note Trust 2014-A3 1.220% 10/15/19 12,325 12,343
4 Discover Card Execution Note Trust 2014-A5 1.390% 4/15/20 10,650 10,691
4 Discover Card Execution Note Trust 2015-A2 1.900% 10/17/22 9,175 9,336
4 Discover Card Execution Note Trust 2015-A3 1.450% 3/15/21 6,900 6,938
4 Discover Card Execution Note Trust 2015-A4 2.190% 4/17/23 6,950 7,133
4 Discover Card Execution Note Trust 2016-A1 1.640% 7/15/21 11,000 11,099
3,4 Fannie Mae-Aces 2010-M1 4.450% 9/25/19 1,164 1,251
3,4 Fannie Mae-Aces 2011-M2 3.764% 4/25/21 5,200 5,659
3,4 Fannie Mae-Aces 2011-M4 3.726% 6/25/21 9,050 9,835
3,4 Fannie Mae-Aces 2012-M9 1.553% 4/25/22 832 833
3,4 Fannie Mae-Aces 2013-M12 2.472% 3/25/23 9,083 9,328
3,4 Fannie Mae-Aces 2013-M14 2.586% 4/25/23 10,797 11,072
3,4 Fannie Mae-Aces 2013-M14 3.329% 10/25/23 11,450 12,290
3,4 Fannie Mae-Aces 2013-M4 2.608% 3/25/22 670 696
3,4 Fannie Mae-Aces 2013-M7 2.280% 12/27/22 3,850 3,914
3,4 Fannie Mae-Aces 2014-M10 2.171% 9/25/19 7,250 7,395
3,4 Fannie Mae-Aces 2014-M12 2.614% 10/25/21 11,300 11,706
3,4 Fannie Mae-Aces 2014-M13 1.637% 11/25/17 1,394 1,399
3,4 Fannie Mae-Aces 2014-M13 2.566% 8/25/24 1,557 1,622
3,4 Fannie Mae-Aces 2014-M13 3.021% 8/25/24 4,500 4,789
3,4 Fannie Mae-Aces 2014-M2 3.513% 12/25/23 11,322 12,393
3,4 Fannie Mae-Aces 2014-M3 2.613% 1/25/24 3,943 4,102
3,4 Fannie Mae-Aces 2014-M3 3.501% 1/25/24 5,400 5,878
3,4 Fannie Mae-Aces 2014-M4 3.346% 3/25/24 5,650 6,127
3,4 Fannie Mae-Aces 2014-M6 2.679% 5/25/21 10,600 11,010
3,4 Fannie Mae-Aces 2014-M7 3.356% 6/25/24 11,309 12,403
3,4 Fannie Mae-Aces 2014-M8 2.346% 6/25/24 1,642 1,692
3,4 Fannie Mae-Aces 2014-M8 3.056% 6/25/24 5,850 6,248
3,4 Fannie Mae-Aces 2014-M9 1.462% 4/25/17 3,740 3,731
3,4 Fannie Mae-Aces 2014-M9 3.103% 7/25/24 6,825 7,316
3,4 Fannie Mae-Aces 2015-M1 1.626% 2/25/18 2,680 2,690
3,4 Fannie Mae-Aces 2015-M1 2.532% 9/25/24 10,000 10,255
3,4 Fannie Mae-Aces 2015-M10 3.092% 4/25/27 2,750 2,914
3,4 Fannie Mae-Aces 2015-M12 2.884% 5/25/25 6,425 6,719
3,4 Fannie Mae-Aces 2015-M15 2.923% 10/25/25 8,825 9,285
3,4 Fannie Mae-Aces 2015-M2 2.620% 12/25/24 7,179 7,372
3,4 Fannie Mae-Aces 2015-M3 2.723% 10/25/24 3,700 3,832
3,4 Fannie Mae-Aces 2015-M4 2.509% 7/25/22 4,150 4,304
3,4 Fannie Mae-Aces 2015-M7 1.550% 4/25/18 1,875 1,883
3,4 Fannie Mae-Aces 2015-M7 2.590% 12/25/24 6,650 6,841
3,4 Fannie Mae-Aces 2015-M8 2.344% 1/25/25 3,371 3,485
3,4 Fannie Mae-Aces 2015-M8 2.900% 1/25/25 3,600 3,815
3,4 Fannie Mae-Aces 2016-M2 2.152% 1/25/23 6,425 6,512
3,4 Fannie Mae-Aces 2016-M3 2.702% 2/25/26 3,500 3,621
3,4 Fannie Mae-Aces 2016-M4 2.576% 3/25/26 3,525 3,618
3,4 Fannie Mae-Aces 2016-M5 2.469% 4/25/26 7,600 7,764
3,4 Fannie Mae-Aces 2016-M6 2.488% 5/25/26 5,150 5,242
3,4 Fannie Mae-Aces 2016-M7 2.157% 10/25/23 1,700 1,728
3,4 Fannie Mae-Aces 2016-M7 2.499% 9/25/26 2,825 2,903

 

 

3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K004 4.186% 8/25/19 2,050 2,193
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K005 3.484% 4/25/19 3,957 4,061
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K006 3.398% 7/25/19 4,328 4,429
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K007 3.342% 12/25/19 3,270 3,301
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K009 2.757% 5/25/20 5,632 5,701
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K010 2.412% 8/25/18 2,402 2,447
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K010 3.320% 7/25/20 3,141 3,198
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K011 4.084% 11/25/20 1,675 1,827
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K012 4.186% 12/25/20 2,725 3,000
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K014 3.871% 4/25/21 4,667 5,103
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K017 2.873% 12/25/21 12,820 13,428
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K019 2.272% 3/25/22 5,430 5,534
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K020 2.373% 5/25/22 13,400 13,854
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K021 2.396% 6/25/22 8,300 8,589
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K022 2.355% 7/25/22 575 594
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K026 2.510% 11/25/22 11,500 11,913
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K028 3.111% 2/25/23 8,625 9,267
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K029 3.320% 2/25/23 11,425 12,443
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K030 2.779% 9/25/22 8,999 9,270
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K030 3.250% 4/25/23 11,425 12,438
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K031 3.300% 4/25/23 11,906 13,022
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.016% 2/25/23 5,343 5,592
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K032 3.310% 5/25/23 6,420 7,007
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K033 2.871% 2/25/23 9,822 10,220
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K033 3.060% 7/25/23 12,300 13,227
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K034 3.531% 7/25/23 10,633 11,786
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K035 3.458% 8/25/23 12,575 13,818
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K037 3.490% 1/25/24 475 526

 

 

3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K038 2.604% 10/25/23 3,340 3,464
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K038 3.389% 3/25/24 5,225 5,762
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K039 2.683% 12/25/23 2,367 2,460
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K039 3.303% 7/25/24 2,600 2,851
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K040 2.768% 4/25/24 3,461 3,626
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K040 3.241% 9/25/24 9,300 10,142
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K041 3.171% 10/25/24 9,300 10,131
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K042 2.267% 6/25/24 1,763 1,812
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K042 2.670% 12/25/24 7,225 7,574
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K043 2.532% 10/25/23 1,811 1,873
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K043 3.062% 12/25/24 5,600 6,047
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K045 2.493% 11/25/24 3,502 3,665
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K045 3.023% 1/25/25 5,800 6,255
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K046 3.205% 3/25/25 5,800 6,339
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K047 2.827% 12/25/24 1,758 1,851
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K047 3.329% 5/25/25 4,450 4,881
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K048 3.284% 6/25/25 6,350 6,985
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K049 3.010% 7/25/25 3,850 4,130
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K050 3.334% 8/25/25 6,375 7,029
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K052 3.151% 11/25/25 4,150 4,513
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K053 2.995% 12/25/25 2,450 2,634
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K054 2.745% 1/25/26 6,350 6,693
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K055 2.673% 3/25/26 7,000 7,332
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K056 2.525% 5/25/26 5,325 5,520
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K057 2.570% 7/25/26 9,375 9,714
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K152 3.080% 1/25/31 3,500 3,799
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K503 1.384% 1/25/19 4,361 4,354
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K503 2.456% 8/25/19 11,200 11,438

 

 

3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K504 2.566% 9/25/20 3,500 3,596
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K702 3.154% 2/25/18 15,337 15,643
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K706 2.323% 10/25/18 4,929 5,018
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K707 2.220% 12/25/18 4,725 4,806
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K710 1.883% 5/25/19 1,205 1,219
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.321% 12/25/18 5,464 5,459
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K711 1.730% 7/25/19 14,925 14,994
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K712 1.869% 11/25/19 7,000 7,085
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K713 2.313% 3/25/20 18,525 19,006
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K714 3.034% 10/25/20 13,040 13,715
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K716 3.130% 6/25/21 12,630 13,467
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K716 2.413% 8/25/47 2,179 2,222
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K717 2.991% 9/25/21 7,475 7,943
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.375% 9/25/21 8,370 8,599
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K718 2.791% 1/25/22 6,800 7,178
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates K722 2.183% 5/25/22 2,490 2,553
3,4 FHLMC Multifamily Structured Pass Through        
  Certificates KW01 2.853% 1/25/26 7,000 7,414
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K715 2.856% 1/25/21 4,225 4,444
3,4 FHLMC Multifamily Structures Pass Through        
  Certificates K720 2.716% 6/25/22 4,550 4,777
4 Fifth Third Auto Trust 2014-1 0.680% 4/16/18 321 321
4 Fifth Third Auto Trust 2014-1 1.140% 10/15/20 1,500 1,500
4 Fifth Third Auto Trust 2014-2 0.890% 11/15/18 724 724
4 Fifth Third Auto Trust 2014-2 1.380% 12/15/20 975 977
4 Fifth Third Auto Trust 2015-1 1.420% 3/16/20 3,575 3,587
4 Ford Credit Auto Lease Trust 2015-A 1.130% 6/15/18 1,000 1,000
4 Ford Credit Auto Lease Trust 2015-A 1.310% 8/15/18 725 726
4 Ford Credit Auto Lease Trust 2015-B 1.380% 12/15/18 2,500 2,507
4 Ford Credit Auto Lease Trust 2015-B 1.540% 2/15/19 1,775 1,784
4 Ford Credit Auto Owner Trust 2013-B 0.760% 8/15/18 463 463
4 Ford Credit Auto Owner Trust 2013-C 1.250% 10/15/18 668 668
4 Ford Credit Auto Owner Trust 2013-D 0.670% 4/15/18 294 294
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% 5/15/18 271 271
4 Ford Credit Auto Owner Trust 2014-A 1.290% 4/15/19 800 801
4 Ford Credit Auto Owner Trust 2014-B 0.900% 10/15/18 1,551 1,551
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 1,853
4 Ford Credit Auto Owner Trust 2015-A 1.640% 6/15/20 575 576

 

 

4 Ford Credit Auto Owner Trust 2015-B 1.160% 11/15/19 2,300 2,303
4 Ford Credit Auto Owner Trust 2015-B 1.580% 8/15/20 900 906
4 Ford Credit Auto Owner Trust 2015-C 1.410% 2/15/20 1,725 1,731
4 Ford Credit Auto Owner Trust 2015-C 1.740% 2/15/21 800 810
4 Ford Credit Floorplan Master Owner Trust A        
Series 2014-1 1.200% 2/15/19 3,550 3,552
4 Ford Credit Floorplan Master Owner Trust A        
Series 2014-4 1.400% 8/15/19 2,725 2,731
4 Ford Credit Floorplan Master Owner Trust A        
Series 2016-1 1.760% 2/15/21 7,125 7,184
4 GE Capital Credit Card Master Note Trust        
Series 2012-7 1.760% 9/15/22 5,644 5,666
4 GE Commercial Mortgage Corp. Series 2005-        
C4 Trust 5.632% 11/10/45 1,341 1,340
4 GE Commercial Mortgage Corp. Series 2007-        
C1 Trust 5.543% 12/10/49 3,806 3,820
4 GM Financial Automobile Leasing Trust 2015-        
2 1.680% 12/20/18 3,000 3,016
4 GM Financial Automobile Leasing Trust 2015-        
2 1.850% 7/22/19 1,600 1,609
4 GM Financial Automobile Leasing Trust 2015-        
3 1.690% 3/20/19 1,725 1,733
4 GM Financial Automobile Leasing Trust 2015-        
3 1.810% 11/20/19 1,775 1,787
4 GM Financial Automobile Leasing Trust 2016-        
1 1.790% 3/20/20 3,650 3,661
4 GM Financial Automobile Leasing Trust 2016-        
2 1.620% 9/20/19 3,550 3,569
4 GM Financial Automobile Leasing Trust 2016-        
3 1.610% 12/20/19 2,550 2,563
4 GS Mortgage Securities Trust 2007-GG10 5.988% 8/10/45 4,350 4,412
4 GS Mortgage Securities Trust 2011-GC5 3.707% 8/10/44 1,500 1,617
4 GS Mortgage Securities Trust 2012-GC6 3.482% 1/10/45 6,350 6,809
4 GS Mortgage Securities Trust 2012-GCJ7 3.377% 5/10/45 3,825 4,078
4 GS Mortgage Securities Trust 2012-GCJ9 2.773% 11/10/45 2,955 3,067
4 GS Mortgage Securities Trust 2013-GC10 2.943% 2/10/46 3,494 3,647
4 GS Mortgage Securities Trust 2013-GC10 3.279% 2/10/46 1,310 1,369
4 GS Mortgage Securities Trust 2013-GCJ12 3.135% 6/10/46 2,255 2,368
4 GS Mortgage Securities Trust 2013-GCJ12 3.375% 6/10/46 966 1,004
4 GS Mortgage Securities Trust 2013-GCJ14 2.995% 8/10/46 1,875 1,912
4 GS Mortgage Securities Trust 2013-GCJ14 3.817% 8/10/46 1,340 1,433
4 GS Mortgage Securities Trust 2013-GCJ16 3.033% 11/10/46 2,000 2,060
4 GS Mortgage Securities Trust 2013-GCJ16 3.813% 11/10/46 710 772
4 GS Mortgage Securities Trust 2013-GCJ16 4.271% 11/10/46 1,150 1,296
4 GS Mortgage Securities Trust 2014-GC18 1.298% 1/10/47 113 113
4 GS Mortgage Securities Trust 2014-GC18 4.074% 1/10/47 9,225 10,278
4 GS Mortgage Securities Trust 2014-GC18 4.383% 1/10/47 2,750 3,008
4 GS Mortgage Securities Trust 2014-GC22 3.467% 6/10/47 1,550 1,661
4 GS Mortgage Securities Trust 2014-GC22 3.516% 6/10/47 500 530
4 GS Mortgage Securities Trust 2014-GC22 3.862% 6/10/47 1,350 1,480
4 GS Mortgage Securities Trust 2014-GC24 3.931% 9/10/47 4,275 4,709
4 GS Mortgage Securities Trust 2014-GC24 4.641% 9/10/47 1,175 1,295
4 GS Mortgage Securities Trust 2014-GC26 2.902% 11/10/47 1,225 1,269
4 GS Mortgage Securities Trust 2014-GC26 3.365% 11/10/47 2,275 2,431
4 GS Mortgage Securities Trust 2014-GC26 3.629% 11/10/47 7,475 8,144
4 GS Mortgage Securities Trust 2014-GC26 3.964% 11/10/47 1,325 1,407
4 GS Mortgage Securities Trust 2014-GC26 4.215% 11/10/47 1,125 1,215

 

 

4 GS Mortgage Securities Trust 2015-GC28 3.396% 2/10/48 4,150 4,416
4 GS Mortgage Securities Trust 2015-GC30 2.726% 5/10/50 2,575 2,656
4 GS Mortgage Securities Trust 2015-GC30 3.382% 5/10/50 3,700 3,945
4 GS Mortgage Securities Trust 2015-GC32 3.513% 7/10/48 3,675 3,952
4 GS Mortgage Securities Trust 2015-GC32 3.764% 7/10/48 1,425 1,568
4 GS Mortgage Securities Trust 2015-GC34 3.278% 10/10/48 3,575 3,803
4 GS Mortgage Securities Trust 2015-GC34 3.506% 10/10/48 3,400 3,648
4 GS Mortgage Securities Trust 2016-GS2 3.050% 5/10/49 2,700 2,836
4 GS Mortgage Securities Trust 2016-GS3 2.850% 10/10/49 7,125 7,324
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 1,001
4 Honda Auto Receivables 2014-3 Owner Trust 1.310% 10/15/20 1,925 1,930
4 Honda Auto Receivables 2015-1 Owner Trust 1.050% 10/15/18 3,169 3,170
4 Honda Auto Receivables 2015-1 Owner Trust 1.320% 11/16/20 2,250 2,256
4 Honda Auto Receivables 2015-2 Owner Trust 1.040% 2/21/19 2,500 2,501
4 Honda Auto Receivables 2015-2 Owner Trust 1.470% 8/23/21 1,450 1,457
4 Honda Auto Receivables 2015-3 Owner Trust 1.270% 4/18/19 2,575 2,581
4 Honda Auto Receivables 2015-3 Owner Trust 1.560% 10/18/21 700 705
4 Honda Auto Receivables 2015-4 Owner Trust 1.230% 9/23/19 3,605 3,611
4 Honda Auto Receivables 2015-4 Owner Trust 1.440% 1/21/22 900 903
4 Huntington Auto Trust 2015-1 1.240% 9/16/19 3,675 3,682
4 Hyundai Auto Receivables Trust 2012-C 0.730% 6/15/18 126 126
4 Hyundai Auto Receivables Trust 2013-B 1.010% 2/15/19 788 788
4 Hyundai Auto Receivables Trust 2013-C 1.550% 3/15/19 1,730 1,733
4 Hyundai Auto Receivables Trust 2014-A 0.790% 7/16/18 516 516
4 Hyundai Auto Receivables Trust 2014-B 0.900% 12/17/18 1,417 1,416
4 Hyundai Auto Receivables Trust 2014-B 1.460% 11/15/19 900 904
4 Hyundai Auto Receivables Trust 2015-A 1.370% 7/15/20 1,125 1,129
4 Hyundai Auto Receivables Trust 2015-C 1.460% 2/18/20 1,225 1,229
4 Hyundai Auto Receivables Trust 2015-C 1.780% 11/15/21 850 855
4 Hyundai Auto Receivables Trust 2016-A 1.560% 9/15/20 1,200 1,209
4 Hyundai Auto Receivables Trust 2016-B 1.290% 4/15/21 3,025 3,029
4 Hyundai Auto Receivables Trust 2016-B 1.450% 11/15/22 2,250 2,253
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CIBC16 5.593% 5/12/45 1,163 1,161
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-CIBC17 5.429% 12/12/43 11 11
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2006-LDP7 5.925% 4/17/45 204 203
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC18 5.440% 6/12/47 4,259 4,270
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 5.794% 2/12/51 17,652 18,089
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-CIBC20 6.088% 2/12/51 1,650 1,708
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP11 5.940% 6/15/49 5,276 5,349
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2007-LDP12 5.882% 2/15/51 5,917 6,044
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C6 3.507% 5/15/45 4,875 5,241
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-C8 2.829% 10/15/45 11,975 12,453
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-CIBX 3.483% 6/15/45 3,816 4,083

 

 

4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2012-LC9 2.840% 12/15/47 2,250 2,341
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.143% 12/15/47 1,389 1,467
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C10 3.372% 12/15/47 1,042 1,099
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.674% 12/15/46 1,250 1,348
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 3.881% 12/15/46 1,500 1,663
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.166% 12/15/46 4,900 5,494
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 4.517% 12/15/46 1,250 1,402
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-C16 5.076% 12/15/46 1,250 1,439
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2013-LC11 2.960% 4/15/46 6,766 7,072
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 2.872% 7/15/47 1,525 1,576
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2014-C20 3.805% 7/15/47 575 630
4 JP Morgan Chase Commercial Mortgage        
Securities Trust 2016-JP3 2.870% 8/15/49 8,900 9,146
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 3.664% 7/15/45 1,982 2,159
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C12 4.160% 7/15/45 655 716
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 3.761% 8/15/46 990 1,070
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.133% 8/15/46 2,640 2,954
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C14 4.409% 8/15/46 740 828
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 2.977% 11/15/45 3,798 3,902
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 3.659% 11/15/45 505 544
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.131% 11/15/45 3,520 3,945
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C15 4.420% 11/15/45 2,010 2,240
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.003% 1/15/47 1,550 1,598
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 3.705% 1/15/47 1,163 1,258
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.199% 1/15/47 4,320 4,861
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 4.458% 1/15/47 775 866
4 JPMBB Commercial Mortgage Securities        
Trust 2013-C17 5.050% 1/15/47 1,163 1,317
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.079% 2/15/47 4,338 4,843
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.439% 2/15/47 771 859

 

 

4 JPMBB Commercial Mortgage Securities        
Trust 2014-C18 4.974% 2/15/47 935 1,067
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 2,010
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 3.997% 4/15/47 1,900 2,111
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C19 4.243% 4/15/47 1,525 1,682
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.428% 8/15/47 979 1,046
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.775% 8/15/47 950 1,042
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C21 3.997% 8/15/47 575 626
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 3.801% 9/15/47 5,850 6,398
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C22 4.110% 9/15/47 1,550 1,687
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 3.934% 9/15/47 2,919 3,235
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C23 4.202% 9/15/47 1,722 1,900
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 2.940% 11/15/47 1,900 1,972
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.639% 11/15/47 1,525 1,658
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C24 3.914% 11/15/47 2,750 2,983
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 3.672% 11/15/47 6,825 7,432
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C25 4.065% 11/15/47 1,900 2,081
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.019% 1/15/48 3,750 3,908
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.494% 1/15/48 9,525 10,246
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.800% 1/15/48 1,875 2,001
4 JPMBB Commercial Mortgage Securities        
Trust 2014-C26 3.951% 1/15/48 1,875 1,976
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 2.734% 2/15/48 3,000 3,099
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C27 3.017% 2/15/48 3,763 3,943
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 2.773% 10/15/48 3,750 3,863
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C28 3.532% 10/15/48 1,125 1,181
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 2.921% 5/15/48 3,000 3,128
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.304% 5/15/48 2,903 3,092
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C29 3.611% 5/15/48 2,900 3,144

 

 

4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.559% 7/15/48 3,675 3,963
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 3.822% 7/15/48 3,600 3,962
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C30 4.226% 7/15/48 1,850 2,040
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.540% 8/15/48 1,709 1,829
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C31 3.801% 8/15/48 1,841 2,024
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.358% 11/15/48 3,575 3,833
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C32 3.598% 11/15/48 3,575 3,874
4 JPMBB Commercial Mortgage Securities        
Trust 2015-C33 3.770% 12/15/48 2,610 2,867
4 JPMBB Commercial Mortgage Securities        
Trust 2016-C1 3.316% 3/15/49 2,925 3,119
4 JPMCC Commercial Mortgage Securities        
Trust 2015-JP1 3.914% 1/15/49 2,825 3,134
4 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.144% 6/15/49 2,725 2,875
4 JPMDB Commercial Mortgage Securities        
Trust 2016-C2 3.484% 6/15/49 1,250 1,319
4 LB-UBS Commercial Mortgage Trust 2006-C6 5.413% 9/15/39   —
4 LB-UBS Commercial Mortgage Trust 2006-C7 5.378% 11/15/38 1,054 1,054
4 LB-UBS Commercial Mortgage Trust 2007-C2 5.430% 2/15/40 3,844 3,871
4 LB-UBS Commercial Mortgage Trust 2007-C7 5.866% 9/15/45 11,721 12,131
4 LB-UBS Commercial Mortgage Trust 2008-C1 6.287% 4/15/41 10,288 10,747
4 Mercedes-Benz Auto Lease Trust 2015-A 1.210% 10/15/20 5,650 5,655
4 Mercedes-Benz Auto Lease Trust 2015-B 1.340% 7/16/18 1,800 1,804
4 Mercedes-Benz Auto Lease Trust 2015-B 1.530% 5/17/21 1,075 1,081
4 Mercedes-Benz Auto Receivables Trust 2013-        
1 1.130% 11/15/19 558 558
4 Mercedes-Benz Auto Receivables Trust 2014-        
1 0.870% 10/15/18 999 999
4 Mercedes-Benz Auto Receivables Trust 2014-        
1 1.310% 11/16/20 600 602
4 Mercedes-Benz Auto Receivables Trust 2015-        
1 1.340% 12/16/19 2,150 2,156
4 Mercedes-Benz Auto Receivables Trust 2015-        
1 1.750% 12/15/21 725 734
4 Merrill Lynch Mortgage Trust 2007-C1 6.008% 6/12/50 2,265 2,312
4 Merrill Lynch Mortgage Trust 2008-C1 5.690% 2/12/51 5,139 5,291
4 ML-CFC Commercial Mortgage Trust 2006-4 5.204% 12/12/49 376 376
4 ML-CFC Commercial Mortgage Trust 2007-5 5.378% 8/12/48 4,585 4,603
4 ML-CFC Commercial Mortgage Trust 2007-7 5.810% 6/12/50 4,308 4,394
4 ML-CFC Commercial Mortgage Trust 2007-9 5.700% 9/12/49 9,696 9,976
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C5 3.176% 8/15/45 1,600 1,697
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2012-C6 2.858% 11/15/45 4,000 4,181
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.360% 8/15/46 990 1,116
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C11 4.560% 8/15/46 490 542

 

 

4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 3.001% 10/15/46 2,260 2,320
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C12 4.259% 10/15/46 3,360 3,784
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 2.936% 11/15/46 1,100 1,128
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.039% 11/15/46 2,200 2,462
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C13 4.902% 11/15/46 1,100 1,238
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 2.918% 2/15/46 1,707 1,781
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C7 3.214% 2/15/46 341 355
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.134% 12/15/48 2,100 2,207
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C8 3.376% 12/15/48 1,000 1,056
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.102% 5/15/46 1,275 1,344
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2013-C9 3.456% 5/15/46 1,125 1,191
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 1.250% 2/15/47 653 649
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 2.916% 2/15/47 1,525 1,566
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 3.669% 2/15/47 3,201 3,410
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.064% 2/15/47 3,050 3,412
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C14 4.802% 2/15/47 1,150 1,270
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 2.849% 6/15/47 575 591
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.477% 6/15/47 775 823
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 3.892% 6/15/47 2,875 3,181
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C16 4.482% 6/15/47 1,150 1,277
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.194% 10/15/47 3,500 3,651
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 3.923% 10/15/47 1,000 1,114
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C18 4.593% 10/15/47 1,150 1,262
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.101% 12/15/47 3,775 3,931
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.326% 12/15/47 2,000 2,111
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2014-C19 3.526% 12/15/47 3,275 3,552
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.069% 2/15/48 1,875 1,955
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C20 3.249% 2/15/48 6,650 7,055

 

 

4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C21 3.338% 3/15/48 1,500 1,597
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.040% 4/15/48 3,750 3,911
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.306% 4/15/48 2,950 3,131
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C22 3.883% 4/15/48 1,875 1,912
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 2.982% 7/15/50 1,800 1,872
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.398% 7/15/50 1,050 1,116
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C23 3.719% 7/15/50 3,650 4,012
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C25 3.383% 10/15/48 3,850 4,112
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C25 3.635% 10/15/48 1,975 2,157
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C26 3.323% 10/15/48 2,325 2,478
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C26 3.531% 10/15/48 2,625 2,848
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C27 3.557% 12/15/47 1,800 1,935
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2015-C27 3.753% 12/15/47 2,175 2,390
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C28 3.288% 1/15/49 2,425 2,565
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C28 3.544% 1/15/49 7,000 7,583
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C29 3.140% 5/15/49 1,500 1,572
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C29 3.325% 5/15/49 750 801
4 Morgan Stanley Bank of America Merrill Lynch        
Trust 2016-C30 2.860% 9/15/49 7,300 7,470
4 Morgan Stanley Capital I Trust 2005-IQ9 4.770% 7/15/56 628 628
4 Morgan Stanley Capital I Trust 2006-HQ10 5.360% 11/12/41 923 922
4 Morgan Stanley Capital I Trust 2006-HQ9 5.793% 7/12/44 102 102
4 Morgan Stanley Capital I Trust 2006-IQ12 5.370% 12/15/43 1,355 1,356
4 Morgan Stanley Capital I Trust 2007-IQ14 5.654% 4/15/49 57 57
4 Morgan Stanley Capital I Trust 2007-IQ14 5.692% 4/15/49 9,610 9,676
4 Morgan Stanley Capital I Trust 2007-IQ15 6.103% 6/11/49 3,430 3,518
4 Morgan Stanley Capital I Trust 2007-IQ16 5.809% 12/12/49 9,435 9,675
4 Morgan Stanley Capital I Trust 2007-IQ16 6.255% 12/12/49 2,285 2,364
4 Morgan Stanley Capital I Trust 2007-TOP25 5.514% 11/12/49 297 298
4 Morgan Stanley Capital I Trust 2007-TOP25 5.544% 11/12/49 1,750 1,763
4 Morgan Stanley Capital I Trust 2007-TOP27 5.818% 6/11/42 9,168 9,368
4 Morgan Stanley Capital I Trust 2007-TOP27 5.818% 6/11/42 2,475 2,534
4 Morgan Stanley Capital I Trust 2008-TOP29 6.477% 1/11/43 14,554 15,090
4 Morgan Stanley Capital I Trust 2012-C4 3.244% 3/15/45 6,000 6,371
4 Morgan Stanley Capital I Trust 2012-C4 3.773% 3/15/45 1,800 1,925
4 Morgan Stanley Capital I Trust 2015-UBS8 3.809% 12/15/48 2,525 2,799
4 Morgan Stanley Capital I Trust 2016-UB11 2.782% 8/15/49 7,300 7,458
7 National Australia Bank Ltd. 2.250% 3/16/21 12,000 12,255
4 Nissan Auto Lease Trust 2014-B 1.120% 9/15/17 932 932
4 Nissan Auto Lease Trust 2015-B 1.540% 4/16/18 2,500 2,509

 

 

4 Nissan Auto Lease Trust 2015-B 1.700% 4/15/21 1,625 1,632
4 Nissan Auto Lease Trust 2016-B 1.610% 1/18/22 3,300 3,303
4 Nissan Auto Receivables 2013-B Owner Trust 0.840% 11/15/17 56 56
4 Nissan Auto Receivables 2013-B Owner Trust 1.310% 10/15/19 1,040 1,041
4 Nissan Auto Receivables 2013-C Owner Trust 0.670% 8/15/18 433 433
4 Nissan Auto Receivables 2013-C Owner Trust 1.300% 6/15/20 1,150 1,153
4 Nissan Auto Receivables 2014-A Owner Trust 0.720% 8/15/18 450 450
4 Nissan Auto Receivables 2014-A Owner Trust 1.340% 8/17/20 1,475 1,479
4 Nissan Auto Receivables 2014-B Owner Trust 1.110% 5/15/19 1,467 1,468
4 Nissan Auto Receivables 2015-B Owner Trust 1.340% 3/16/20 2,125 2,134
4 Nissan Auto Receivables 2015-B Owner Trust 1.790% 1/17/22 1,075 1,092
4 Nissan Auto Receivables 2015-C Owner Trust 1.370% 5/15/20 1,025 1,029
4 Nissan Auto Receivables 2015-C Owner Trust 1.670% 2/15/22 1,750 1,764
4 Nissan Auto Receivables 2016-B Owner Trust 1.540% 10/17/22 2,500 2,516
4 Nissan Auto Receivables 2016-C Owner Trust 1.180% 1/15/21 3,175 3,172
4 Nissan Auto Receivables 2016-C Owner Trust 1.380% 1/17/23 2,650 2,653
4 Nissan Master Owner Trust Receivables        
Series 2016-A 1.540% 6/15/21 3,500 3,512
Royal Bank of Canada 2.200% 9/23/19 24,550 25,061
4 Royal Bank of Canada 2.000% 10/1/19 12,000 12,145
Royal Bank of Canada 2.100% 10/14/20 35,000 35,623
Royal Bank of Canada 2.300% 3/22/21 5,000 5,130
4 Santander Drive Auto Receivables Trust        
2014-1 1.590% 10/15/18 312 312
4 SG Commercial Mortgage Securities Trust        
2016-C5 3.055% 10/10/48 6,000 6,197
4 Synchrony Credit Card Master Note Trust        
2014-1 1.610% 11/15/20 2,225 2,236
4 Synchrony Credit Card Master Note Trust        
2015-2 1.600% 4/15/21 2,200 2,211
4 Synchrony Credit Card Master Note Trust        
2016-2 2.210% 5/15/24 3,225 3,290
4 Synchrony Credit Card Master Note Trust        
2016-3 1.580% 9/15/22 5,350 5,359
4 TIAA Seasoned Commercial Mortgage Trust        
2007-C4 5.482% 8/15/39 293 295
7 Toronto-Dominion Bank 2.250% 3/15/21 18,000 18,375
4 Toyota Auto Receivables 2013-A Owner Trust 0.690% 11/15/18 445 444
4 Toyota Auto Receivables 2014-A Owner Trust 1.180% 6/17/19 850 851
4 Toyota Auto Receivables 2014-B Owner Trust 0.760% 3/15/18 407 407
4 Toyota Auto Receivables 2014-B Owner Trust 1.310% 9/16/19 750 751
4 Toyota Auto Receivables 2015-B Owner Trust 1.270% 5/15/19 5,300 5,312
4 Toyota Auto Receivables 2015-B Owner Trust 1.740% 9/15/20 3,275 3,297
4 Toyota Auto Receivables 2015-C Owner Trust 1.340% 6/17/19 3,050 3,059
4 Toyota Auto Receivables 2015-C Owner Trust 1.690% 12/15/20 3,000 3,033
4 Toyota Auto Receivables 2016-B Owner Trust 1.300% 4/15/20 1,750 1,756
4 Toyota Auto Receivables 2016-B Owner Trust 1.520% 8/16/21 2,200 2,203
4 Toyota Auto Receivables 2016-C Owner Trust 1.140% 8/17/20 2,825 2,821
4 Toyota Auto Receivables 2016-C Owner Trust 1.320% 11/15/21 1,575 1,576
4 UBS-Barclays Commercial Mortgage Trust        
2013-C5 3.185% 3/10/46 2,870 3,031
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.244% 4/10/46 4,765 5,053
4 UBS-Barclays Commercial Mortgage Trust        
2013-C6 3.469% 4/10/46 700 740
4 USAA Auto Owner Trust 2014-1 0.580% 12/15/17 3 3
4 USAA Auto Owner Trust 2014-1 0.940% 5/15/19 750 750

 

 

4 Volkswagen Auto Loan Enhanced Trust 2013-        
2 0.700% 4/20/18 268 268
4 Volkswagen Auto Loan Enhanced Trust 2013-        
2 1.160% 3/20/20 550 550
4 Volkswagen Auto Loan Enhanced Trust 2014-        
1 0.910% 10/22/18 1,320 1,318
4 Volkswagen Auto Loan Enhanced Trust 2014-        
1 1.450% 9/21/20 1,950 1,953
4 Volkswagen Auto Loan Enhanced Trust 2014-        
2 1.390% 5/20/21 1,875 1,874
4 Wachovia Bank Commercial Mortgage Trust        
Series 2005-C21 5.464% 10/15/44 42 42
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C26 6.285% 6/15/45 475 475
4 Wachovia Bank Commercial Mortgage Trust        
Series 2006-C29 5.339% 11/15/48 2,400 2,401
4 Wachovia Bank Commercial Mortgage Trust        
Series 2007-C30 5.342% 12/15/43 2,040 2,047
4 Wachovia Bank Commercial Mortgage Trust        
Series 2007-C33 6.158% 2/15/51 3,595 3,634
4 Wells Fargo Commercial Mortgage Trust        
2012-LC5 2.918% 10/15/45 4,975 5,218
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 2.819% 8/15/50 1,150 1,185
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.477% 8/15/50 775 826
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 3.817% 8/15/50 6,700 7,365
4 Wells Fargo Commercial Mortgage Trust        
2014-LC16 4.020% 8/15/50 400 436
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 1,486
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.271% 12/15/47 2,625 2,749
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.405% 12/15/47 3,725 3,995
4 Wells Fargo Commercial Mortgage Trust        
2014-LC18 3.808% 12/15/47 1,875 2,014
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 2.991% 2/15/48 3,750 3,933
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.166% 2/15/48 2,075 2,177
4 Wells Fargo Commercial Mortgage Trust        
2015-C26 3.580% 2/15/48 1,500 1,578
4 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.540% 5/15/48 5,425 5,860
4 Wells Fargo Commercial Mortgage Trust        
2015-C28 3.872% 5/15/48 1,040 1,129
4 Wells Fargo Commercial Mortgage Trust        
2015-C29 3.400% 6/15/48 3,650 3,892
4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 2.978% 4/15/50 1,029 1,071
4 Wells Fargo Commercial Mortgage Trust        
2015-LC20 3.719% 4/15/50 1,900 1,978

 

 

4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.571% 9/15/58 1,425 1,537
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 3.839% 9/15/58 2,000 2,213
4 Wells Fargo Commercial Mortgage Trust        
2015-LC22 4.207% 9/15/58 1,775 1,955
4 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.632% 5/15/48 1,600 1,643
4 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 2.934% 5/15/48 2,720 2,825
4 Wells Fargo Commercial Mortgage Trust        
2015-NXS1 3.148% 5/15/48 1,500 1,580
4 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.656% 12/15/48 2,875 3,112
4 Wells Fargo Commercial Mortgage Trust        
2015-P2 3.809% 12/15/48 1,800 1,989
4 Wells Fargo Commercial Mortgage Trust        
2015-SG1 3.789% 12/15/47 2,400 2,636
4 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.652% 8/15/49 4,875 4,957
4 Wells Fargo Commercial Mortgage Trust        
2016-BNK1 2.814% 8/15/49 1,200 1,208
4 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.324% 1/15/59 1,929 2,050
4 Wells Fargo Commercial Mortgage Trust        
2016-C32 3.560% 1/15/59 4,200 4,548
4 Wells Fargo Commercial Mortgage Trust        
2016-C33 3.426% 3/15/59 1,450 1,558
4 Wells Fargo Commercial Mortgage Trust        
2016-C34 3.096% 6/15/49 2,900 3,016
4 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.825% 10/15/49 3,275 3,384
4 Wells Fargo Commercial Mortgage Trust        
2016-LC24 2.942% 10/15/49 5,654 5,855
4 WFRBS Commercial Mortgage Trust 2012-        
C10 2.875% 12/15/45 2,500 2,611
4 WFRBS Commercial Mortgage Trust 2012-C6 3.440% 4/15/45 3,875 4,147
4 WFRBS Commercial Mortgage Trust 2012-C7 3.431% 6/15/45 3,511 3,771
4 WFRBS Commercial Mortgage Trust 2012-C7 4.090% 6/15/45 2,200 2,406
4 WFRBS Commercial Mortgage Trust 2012-C8 3.001% 8/15/45 1,600 1,684
4 WFRBS Commercial Mortgage Trust 2012-C9 2.870% 11/15/45 3,300 3,452
4 WFRBS Commercial Mortgage Trust 2013-        
C11 3.071% 3/15/45 2,414 2,542
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.198% 3/15/48 1,045 1,108
4 WFRBS Commercial Mortgage Trust 2013-        
C12 3.560% 3/15/48 495 524
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.001% 5/15/45 2,154 2,258
4 WFRBS Commercial Mortgage Trust 2013-        
C13 3.345% 5/15/45 421 439
4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.337% 6/15/46 3,250 3,461
4 WFRBS Commercial Mortgage Trust 2013-        
C14 3.488% 6/15/46 1,725 1,826
4 WFRBS Commercial Mortgage Trust 2013-        
C15 3.720% 8/15/46 660 712

 

 

4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.153% 8/15/46 2,640 2,958
4 WFRBS Commercial Mortgage Trust 2013-        
C15 4.358% 8/15/46 660 735
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.223% 9/15/46 2,530 2,603
4 WFRBS Commercial Mortgage Trust 2013-        
C16 3.963% 9/15/46 1,520 1,648
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.415% 9/15/46 1,520 1,733
4 WFRBS Commercial Mortgage Trust 2013-        
C16 4.668% 9/15/46 2,530 2,870
4 WFRBS Commercial Mortgage Trust 2013-        
C17 2.921% 12/15/46 725 743
4 WFRBS Commercial Mortgage Trust 2013-        
C17 3.558% 12/15/46 725 777
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.023% 12/15/46 925 1,032
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.255% 12/15/46 725 805
4 WFRBS Commercial Mortgage Trust 2013-        
C17 4.788% 12/15/46 725 814
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.027% 12/15/46 750 771
4 WFRBS Commercial Mortgage Trust 2013-        
C18 3.651% 12/15/46 1,500 1,610
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.162% 12/15/46 7,268 8,197
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.387% 12/15/46 375 420
4 WFRBS Commercial Mortgage Trust 2013-        
C18 4.821% 12/15/46 563 642
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 2.927% 3/15/46 1,850 1,898
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 3.591% 3/15/46 1,100 1,167
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.079% 3/15/46 1,475 1,647
4 WFRBS Commercial Mortgage Trust 2013-        
UBS1 4.782% 3/15/46 375 424
4 WFRBS Commercial Mortgage Trust 2014-        
C19 1.233% 3/15/47 363 362
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.618% 3/15/47 475 508
4 WFRBS Commercial Mortgage Trust 2014-        
C19 3.660% 3/15/47 650 695
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.101% 3/15/47 1,450 1,624
4 WFRBS Commercial Mortgage Trust 2014-        
C19 4.723% 3/15/47 475 531
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.036% 5/15/47 775 801
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.638% 5/15/47 775 833
4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.723% 5/15/47 2,200 2,392

 

 

4 WFRBS Commercial Mortgage Trust 2014-        
C20 3.995% 5/15/47 1,150 1,277
4 WFRBS Commercial Mortgage Trust 2014-        
C20 4.176% 5/15/47 1,150 1,257
4 WFRBS Commercial Mortgage Trust 2014-        
C21 3.678% 8/15/47 3,000 3,270
4 WFRBS Commercial Mortgage Trust 2014-        
C22 3.752% 9/15/57 5,825 6,397
4 WFRBS Commercial Mortgage Trust 2014-        
C22 4.371% 9/15/57 1,200 1,302
4 WFRBS Commercial Mortgage Trust 2014-        
C23 3.636% 10/15/57 2,054 2,209
4 WFRBS Commercial Mortgage Trust 2014-        
C23 3.917% 10/15/57 1,150 1,276
4 WFRBS Commercial Mortgage Trust 2014-        
C23 4.210% 10/15/57 800 878
4 WFRBS Commercial Mortgage Trust 2014-        
C24 3.428% 11/15/47 2,075 2,189
4 WFRBS Commercial Mortgage Trust 2014-        
C24 3.607% 11/15/47 2,075 2,248
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 1.193% 3/15/47 743 739
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 2.862% 3/15/47 735 754
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 3.522% 3/15/47 1,840 1,959
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.045% 3/15/47 4,415 4,929
4 WFRBS Commercial Mortgage Trust 2014-        
LC14 4.351% 3/15/47 1,840 2,051
4 World Financial Network Credit Card Master        
Note Trust Series 2013-A 1.610% 12/15/21 900 904
4 World Omni Auto Receivables Trust 2013-B 0.830% 8/15/18 246 246
4 World Omni Auto Receivables Trust 2013-B 1.320% 1/15/20 550 551
4 World Omni Auto Receivables Trust 2014-A 0.940% 4/15/19 925 924
4 World Omni Auto Receivables Trust 2014-A 1.530% 6/15/20 1,925 1,935
4 World Omni Auto Receivables Trust 2014-B 1.140% 1/15/20 2,089 2,092
4 World Omni Auto Receivables Trust 2014-B 1.680% 12/15/20 1,000 1,008
4 World Omni Auto Receivables Trust 2015-B 1.490% 12/15/20 1,775 1,784
4 World Omni Auto Receivables Trust 2015-B 1.840% 1/17/22 1,775 1,801
4 World Omni Automobile Lease Securitization        
Trust 2014-A 1.160% 9/15/17 1,825 1,826
4 World Omni Automobile Lease Securitization        
Trust 2014-A 1.370% 1/15/20 575 576
4 World Omni Automobile Lease Securitization        
Trust 2015-A 1.540% 10/15/18 1,800 1,809
4 World Omni Automobile Lease Securitization        
Trust 2016-A 1.610% 1/15/22 2,000 1,997
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $2,759,786)   2,853,605
Corporate Bonds (28.3%)        
Finance (8.7%)        
Banking (6.1%)        
American Express Centurion Bank 6.000% 9/13/17 8,700 9,070
American Express Co. 7.000% 3/19/18 14,644 15,797
American Express Co. 1.550% 5/22/18 4,175 4,189
American Express Co. 2.650% 12/2/22 3,375 3,455
American Express Co. 3.625% 12/5/24 7,775 8,114

 

 

American Express Co. 4.050% 12/3/42 600 633
American Express Credit Corp. 1.125% 6/5/17 11,500 11,496
American Express Credit Corp. 2.125% 7/27/18 10,700 10,846
American Express Credit Corp. 2.125% 3/18/19 3,375 3,428
American Express Credit Corp. 2.250% 8/15/19 13,275 13,545
American Express Credit Corp. 2.600% 9/14/20 13,000 13,287
American Express Credit Corp. 2.250% 5/5/21 21,000 21,326
Australia & New Zealand Banking Group Ltd. 1.875% 10/6/17 3,450 3,467
Australia & New Zealand Banking Group Ltd. 1.450% 5/15/18 2,700 2,700
Australia & New Zealand Banking Group Ltd. 2.000% 11/16/18 10,000 10,098
Australia & New Zealand Banking Group Ltd. 2.250% 6/13/19 1,600 1,628
Australia & New Zealand Banking Group Ltd. 1.600% 7/15/19 14,400 14,376
Australia & New Zealand Banking Group Ltd. 2.700% 11/16/20 10,000 10,339
Australia & New Zealand Banking Group Ltd. 2.300% 6/1/21 6,700 6,810
Australia & New Zealand Banking Group Ltd. 3.700% 11/16/25 9,425 10,343
Banco Bilbao Vizcaya Argentaria SA 3.000% 10/20/20 8,125 8,378
Bank of America Corp. 6.000% 9/1/17 1,899 1,975
Bank of America Corp. 5.750% 12/1/17 9,369 9,811
Bank of America Corp. 2.000% 1/11/18 26,652 26,786
Bank of America Corp. 6.875% 4/25/18 33,670 36,307
Bank of America Corp. 5.650% 5/1/18 26,030 27,611
Bank of America Corp. 6.500% 7/15/18 10,060 10,880
Bank of America Corp. 2.600% 1/15/19 28,900 29,426
Bank of America Corp. 2.650% 4/1/19 11,325 11,553
Bank of America Corp. 7.625% 6/1/19 14,170 16,260
Bank of America Corp. 2.250% 4/21/20 9,700 9,758
Bank of America Corp. 5.625% 7/1/20 10,715 12,027
Bank of America Corp. 2.625% 10/19/20 30,875 31,494
Bank of America Corp. 2.625% 4/19/21 20,350 20,620
Bank of America Corp. 5.000% 5/13/21 4,745 5,298
Bank of America Corp. 5.700% 1/24/22 3,586 4,171
Bank of America Corp. 3.300% 1/11/23 30,350 31,467
Bank of America Corp. 4.100% 7/24/23 11,150 12,065
Bank of America Corp. 4.125% 1/22/24 16,650 18,064
Bank of America Corp. 4.000% 4/1/24 46,100 49,692
Bank of America Corp. 4.200% 8/26/24 25,750 27,205
Bank of America Corp. 4.000% 1/22/25 16,300 16,872
Bank of America Corp. 3.950% 4/21/25 12,750 13,211
Bank of America Corp. 3.875% 8/1/25 17,550 18,763
Bank of America Corp. 4.450% 3/3/26 10,950 11,780
Bank of America Corp. 4.250% 10/22/26 15,350 16,241
Bank of America Corp. 6.110% 1/29/37 11,187 13,654
Bank of America Corp. 7.750% 5/14/38 10,040 14,538
Bank of America Corp. 5.875% 2/7/42 9,550 12,478
Bank of America Corp. 5.000% 1/21/44 11,500 13,507
Bank of America Corp. 4.875% 4/1/44 4,725 5,490
Bank of America Corp. 4.750% 4/21/45 1,000 1,074
Bank of America NA 1.650% 3/26/18 29,825 29,956
Bank of America NA 1.750% 6/5/18 11,000 11,067
Bank of America NA 2.050% 12/7/18 12,000 12,159
Bank of America NA 6.000% 10/15/36 6,475 8,333
Bank of Montreal 1.400% 4/10/18 3,750 3,755
Bank of Montreal 1.350% 8/28/18 4,000 3,999
Bank of Montreal 2.375% 1/25/19 14,975 15,260
Bank of Montreal 1.500% 7/18/19 12,000 12,013
Bank of Montreal 1.900% 8/27/21 17,600 17,526
Bank of Montreal 2.550% 11/6/22 3,925 4,030

 

 

Bank of New York Mellon Corp. 1.969% 6/20/17 3,200 3,217
Bank of New York Mellon Corp. 1.300% 1/25/18 1,325 1,327
Bank of New York Mellon Corp. 1.350% 3/6/18 11,000 11,025
Bank of New York Mellon Corp. 2.100% 8/1/18 1,548 1,570
Bank of New York Mellon Corp. 2.100% 1/15/19 2,675 2,717
Bank of New York Mellon Corp. 2.200% 3/4/19 7,625 7,767
Bank of New York Mellon Corp. 5.450% 5/15/19 6,645 7,325
Bank of New York Mellon Corp. 2.300% 9/11/19 12,000 12,278
Bank of New York Mellon Corp. 4.600% 1/15/20 6,875 7,514
Bank of New York Mellon Corp. 2.600% 8/17/20 2,750 2,838
Bank of New York Mellon Corp. 2.450% 11/27/20 8,330 8,540
Bank of New York Mellon Corp. 2.050% 5/3/21 9,475 9,523
Bank of New York Mellon Corp. 3.550% 9/23/21 5,700 6,123
Bank of New York Mellon Corp. 2.200% 8/16/23 3,000 2,989
Bank of New York Mellon Corp. 3.650% 2/4/24 1,100 1,194
Bank of New York Mellon Corp. 3.400% 5/15/24 2,875 3,074
Bank of New York Mellon Corp. 3.250% 9/11/24 4,050 4,298
Bank of New York Mellon Corp. 2.800% 5/4/26 3,000 3,082
Bank of New York Mellon Corp. 2.450% 8/17/26 4,500 4,450
Bank of Nova Scotia 1.375% 12/18/17 4,590 4,607
Bank of Nova Scotia 1.700% 6/11/18 6,920 6,955
Bank of Nova Scotia 2.050% 10/30/18 26,475 27,029
Bank of Nova Scotia 1.950% 1/15/19 5,600 5,656
Bank of Nova Scotia 2.050% 6/5/19 5,963 6,039
Bank of Nova Scotia 1.650% 6/14/19 11,000 11,029
Bank of Nova Scotia 2.350% 10/21/20 9,800 10,013
Bank of Nova Scotia 4.375% 1/13/21 1,570 1,744
Bank of Nova Scotia 2.450% 3/22/21 7,000 7,179
Bank of Nova Scotia 2.800% 7/21/21 17,825 18,589
Bank of Nova Scotia 4.500% 12/16/25 18,950 20,232
Bank One Capital III 8.750% 9/1/30 290 423
Bank One Corp. 7.625% 10/15/26 975 1,301
Bank One Corp. 8.000% 4/29/27 2,500 3,379
Bank One Michigan 8.250% 11/1/24 6,000 7,990
Barclays Bank plc 5.140% 10/14/20 4,545 4,929
Barclays plc 2.000% 3/16/18 3,300 3,304
Barclays plc 2.750% 11/8/19 12,225 12,297
Barclays plc 2.875% 6/8/20 4,000 4,026
Barclays plc 3.250% 1/12/21 9,000 9,147
Barclays plc 3.200% 8/10/21 21,600 21,705
Barclays plc 4.375% 9/11/24 5,000 5,062
Barclays plc 3.650% 3/16/25 14,900 14,721
Barclays plc 4.375% 1/12/26 7,000 7,246
Barclays plc 5.200% 5/12/26 15,525 16,000
Barclays plc 5.250% 8/17/45 4,900 5,535
BB&T Corp. 1.450% 1/12/18 3,825 3,833
BB&T Corp. 2.050% 6/19/18 3,000 3,030
BB&T Corp. 2.250% 2/1/19 1,800 1,834
BB&T Corp. 6.850% 4/30/19 1,261 1,427
BB&T Corp. 5.250% 11/1/19 3,650 4,026
BB&T Corp. 2.450% 1/15/20 1,250 1,282
BB&T Corp. 2.050% 5/10/21 14,025 14,151
BB&T Corp. 3.950% 3/22/22 2,049 2,203
Bear Stearns Cos. LLC 6.400% 10/2/17 17,650 18,486
Bear Stearns Cos. LLC 7.250% 2/1/18 24,855 26,692
BNP Paribas SA 2.700% 8/20/18 16,825 17,160
BNP Paribas SA 2.450% 3/17/19 1,200 1,222

 

 

  BNP Paribas SA 2.375% 5/21/20 9,500 9,654
  BNP Paribas SA 5.000% 1/15/21 8,065 9,034
  BNP Paribas SA 3.250% 3/3/23 9,025 9,479
  BNP Paribas SA 4.250% 10/15/24 3,600 3,739
  BPCE SA 2.500% 12/10/18 5,500 5,603
  BPCE SA 2.500% 7/15/19 6,320 6,451
  BPCE SA 2.250% 1/27/20 2,375 2,413
  BPCE SA 2.650% 2/3/21 5,025 5,185
  BPCE SA 4.000% 4/15/24 9,800 10,776
  Branch Banking & Trust Co. 1.350% 10/1/17 10,345 10,342
  Branch Banking & Trust Co. 2.300% 10/15/18 6,000 6,105
  Branch Banking & Trust Co. 1.450% 5/10/19 5,775 5,776
  Branch Banking & Trust Co. 2.850% 4/1/21 3,000 3,124
  Branch Banking & Trust Co. 3.625% 9/16/25 9,100 9,714
  Branch Banking & Trust Co. 3.800% 10/30/26 2,800 3,040
  Canadian Imperial Bank of Commerce 1.600% 9/6/19 6,450 6,450
  Capital One Bank USA NA 1.300% 6/5/17 4,450 4,447
  Capital One Bank USA NA 2.250% 2/13/19 10,000 10,129
  Capital One Bank USA NA 2.300% 6/5/19 6,750 6,823
  Capital One Bank USA NA 8.800% 7/15/19 6,825 7,987
  Capital One Bank USA NA 3.375% 2/15/23 5,585 5,739
  Capital One Financial Corp. 2.450% 4/24/19 6,875 7,019
  Capital One Financial Corp. 4.750% 7/15/21 545 603
  Capital One Financial Corp. 3.500% 6/15/23 1,210 1,262
  Capital One Financial Corp. 3.750% 4/24/24 6,900 7,330
  Capital One Financial Corp. 3.200% 2/5/25 7,000 7,124
  Capital One Financial Corp. 4.200% 10/29/25 425 444
  Capital One Financial Corp. 3.750% 7/28/26 7,000 7,030
  Capital One NA 1.500% 3/22/18 6,075 6,074
  Capital One NA 2.400% 9/5/19 2,850 2,892
  Capital One NA 1.850% 9/13/19 4,450 4,449
  Capital One NA 2.950% 7/23/21 19,500 20,042
  Capital One NA 2.250% 9/13/21 5,600 5,596
4,7 Citicorp Lease Pass-Through Trust 1999-1 8.040% 12/15/19 4,025 4,703
  Citigroup Inc. 6.125% 11/21/17 8,065 8,472
  Citigroup Inc. 1.850% 11/24/17 12,000 12,039
  Citigroup Inc. 1.800% 2/5/18 6,425 6,441
  Citigroup Inc. 1.700% 4/27/18 10,000 10,006
  Citigroup Inc. 1.750% 5/1/18 7,575 7,583
  Citigroup Inc. 6.125% 5/15/18 4,962 5,308
  Citigroup Inc. 2.150% 7/30/18 10,500 10,586
  Citigroup Inc. 2.500% 9/26/18 3,375 3,427
  Citigroup Inc. 2.050% 12/7/18 45,000 45,345
  Citigroup Inc. 2.550% 4/8/19 24,000 24,481
  Citigroup Inc. 2.050% 6/7/19 5,975 6,015
  Citigroup Inc. 2.500% 7/29/19 8,775 8,953
  Citigroup Inc. 2.400% 2/18/20 8,225 8,322
  Citigroup Inc. 5.375% 8/9/20 5,564 6,237
  Citigroup Inc. 2.650% 10/26/20 2,000 2,043
  Citigroup Inc. 2.700% 3/30/21 23,320 23,841
  Citigroup Inc. 2.350% 8/2/21 7,000 7,011
  Citigroup Inc. 4.500% 1/14/22 8,300 9,156
  Citigroup Inc. 4.050% 7/30/22 2,050 2,175
  Citigroup Inc. 3.375% 3/1/23 1,600 1,663
  Citigroup Inc. 3.500% 5/15/23 17,175 17,688
  Citigroup Inc. 3.875% 10/25/23 3,905 4,185
  Citigroup Inc. 3.750% 6/16/24 1,950 2,072

 

 

Citigroup Inc. 4.000% 8/5/24 5,525 5,798
Citigroup Inc. 3.875% 3/26/25 11,325 11,695
Citigroup Inc. 3.300% 4/27/25 7,150 7,361
Citigroup Inc. 4.400% 6/10/25 28,125 29,771
Citigroup Inc. 5.500% 9/13/25 9,000 10,232
Citigroup Inc. 3.700% 1/12/26 9,500 10,005
Citigroup Inc. 4.600% 3/9/26 23,425 25,094
Citigroup Inc. 3.400% 5/1/26 10,000 10,341
Citigroup Inc. 4.300% 11/20/26 550 575
Citigroup Inc. 4.450% 9/29/27 26,035 27,144
Citigroup Inc. 6.625% 1/15/28 2,700 3,423
Citigroup Inc. 4.125% 7/25/28 8,000 8,170
Citigroup Inc. 6.625% 6/15/32 1,125 1,389
Citigroup Inc. 6.000% 10/31/33 2,725 3,208
Citigroup Inc. 6.125% 8/25/36 7,768 9,370
Citigroup Inc. 8.125% 7/15/39 12,899 20,355
Citigroup Inc. 5.875% 1/30/42 6,164 7,913
Citigroup Inc. 6.675% 9/13/43 4,000 5,275
Citigroup Inc. 4.950% 11/7/43 8,250 9,406
Citigroup Inc. 5.300% 5/6/44 4,725 5,303
Citigroup Inc. 4.650% 7/30/45 5,000 5,646
Citigroup Inc. 4.750% 5/18/46 4,230 4,445
Citizens Bank NA 1.600% 12/4/17 3,000 2,993
Citizens Bank NA 2.300% 12/3/18 4,225 4,274
Citizens Bank NA 2.500% 3/14/19 7,500 7,619
Citizens Bank NA 2.450% 12/4/19 3,100 3,143
Citizens Financial Group Inc. 2.375% 7/28/21 1,000 1,004
Citizens Financial Group Inc. 4.300% 12/3/25 3,950 4,162
Comerica Bank 4.000% 7/27/25 1,750 1,830
Comerica Inc. 2.125% 5/23/19 800 805
Comerica Inc. 3.800% 7/22/26 850 880
Commonwealth Bank of Australia 1.400% 9/8/17 6,825 6,825
Commonwealth Bank of Australia 1.900% 9/18/17 2,000 2,010
Commonwealth Bank of Australia 1.625% 3/12/18 23,500 23,556
Commonwealth Bank of Australia 2.500% 9/20/18 4,000 4,075
Commonwealth Bank of Australia 1.750% 11/2/18 5,525 5,546
Commonwealth Bank of Australia 2.250% 3/13/19 2,000 2,032
Commonwealth Bank of Australia 2.050% 3/15/19 6,775 6,849
Commonwealth Bank of Australia 2.300% 9/6/19 3,350 3,408
Commonwealth Bank of Australia 2.400% 11/2/20 7,500 7,661
Commonwealth Bank of Australia 2.550% 3/15/21 5,775 5,941
7 Commonwealth Bank of Australia 4.500% 12/9/25 6,500 6,939
Compass Bank 1.850% 9/29/17 2,000 1,997
Compass Bank 6.400% 10/1/17 1,440 1,498
Compass Bank 2.750% 9/29/19 1,750 1,745
Cooperatieve Rabobank UA 2.250% 1/14/19 18,700 19,000
Cooperatieve Rabobank UA 2.250% 1/14/20 12,500 12,718
Cooperatieve Rabobank UA 4.500% 1/11/21 2,465 2,724
Cooperatieve Rabobank UA 2.500% 1/19/21 40,200 41,254
Cooperatieve Rabobank UA 3.875% 2/8/22 7,775 8,510
Cooperatieve Rabobank UA 3.950% 11/9/22 15,000 15,694
Cooperatieve Rabobank UA 4.625% 12/1/23 13,275 14,337
Cooperatieve Rabobank UA 3.375% 5/21/25 6,942 7,379
Cooperatieve Rabobank UA 4.375% 8/4/25 11,375 11,977
Cooperatieve Rabobank UA 3.750% 7/21/26 6,825 6,854
Cooperatieve Rabobank UA 5.250% 5/24/41 9,755 12,152
Cooperatieve Rabobank UA 5.750% 12/1/43 7,925 9,613

 

 

Cooperatieve Rabobank UA 5.250% 8/4/45 3,700 4,245
Credit Suisse 6.000% 2/15/18 15,164 15,947
Credit Suisse 1.700% 4/27/18 21,500 21,497
Credit Suisse 2.300% 5/28/19 26,025 26,366
Credit Suisse 5.300% 8/13/19 8,650 9,484
Credit Suisse 5.400% 1/14/20 5,725 6,226
Credit Suisse 3.000% 10/29/21 11,600 11,905
Credit Suisse 3.625% 9/9/24 10,775 11,241
Credit Suisse Group Funding Guernsey Ltd. 3.125% 12/10/20 8,100 8,203
7 Credit Suisse Group Funding Guernsey Ltd. 3.450% 4/16/21 24,255 24,765
Credit Suisse Group Funding Guernsey Ltd. 3.800% 9/15/22 10,100 10,323
7 Credit Suisse Group Funding Guernsey Ltd. 3.800% 6/9/23 3,500 3,544
Credit Suisse Group Funding Guernsey Ltd. 3.750% 3/26/25 23,250 23,170
7 Credit Suisse Group Funding Guernsey Ltd. 4.550% 4/17/26 9,700 10,176
Credit Suisse Group Funding Guernsey Ltd. 4.875% 5/15/45 8,800 9,449
Credit Suisse USA Inc. 7.125% 7/15/32 4,560 6,268
Deutsche Bank AG 1.400% 2/13/17 1,100 1,088
Deutsche Bank AG 1.875% 2/13/18 8,100 7,957
Deutsche Bank AG 2.500% 2/13/19 16,100 15,639
Deutsche Bank AG 2.850% 5/10/19 7,725 7,534
Deutsche Bank AG 2.950% 8/20/20 10,500 10,067
Deutsche Bank AG 3.125% 1/13/21 5,000 4,839
Deutsche Bank AG 3.375% 5/12/21 5,775 5,617
Deutsche Bank AG 3.700% 5/30/24 6,550 6,275
Deutsche Bank AG 4.100% 1/13/26 3,475 3,368
Discover Bank 2.000% 2/21/18 9,970 10,003
Discover Bank 2.600% 11/13/18 2,000 2,026
Discover Bank 7.000% 4/15/20 1,350 1,539
Discover Bank 3.200% 8/9/21 1,400 1,445
Discover Bank 4.200% 8/8/23 8,150 8,767
Discover Bank 4.250% 3/13/26 2,175 2,313
Discover Bank 3.450% 7/27/26 6,000 6,016
Discover Financial Services 6.450% 6/12/17 325 334
Discover Financial Services 5.200% 4/27/22 950 1,045
Discover Financial Services 3.850% 11/21/22 5,630 5,840
Discover Financial Services 3.750% 3/4/25 3,600 3,645
Fifth Third Bancorp 4.500% 6/1/18 425 444
Fifth Third Bancorp 2.300% 3/1/19 4,000 4,060
Fifth Third Bancorp 3.500% 3/15/22 6,025 6,360
Fifth Third Bancorp 4.300% 1/16/24 7,050 7,570
Fifth Third Bancorp 8.250% 3/1/38 5,771 8,559
Fifth Third Bank 1.450% 2/28/18 4,400 4,403
Fifth Third Bank 2.150% 8/20/18 7,000 7,080
Fifth Third Bank 2.300% 3/15/19 5,000 5,085
Fifth Third Bank 2.375% 4/25/19 10,000 10,191
Fifth Third Bank 1.625% 9/27/19 4,575 4,572
Fifth Third Bank 2.250% 6/14/21 6,500 6,603
Fifth Third Bank 3.850% 3/15/26 10,000 10,662
First Horizon National Corp. 3.500% 12/15/20 2,050 2,092
First Niagara Financial Group Inc. 6.750% 3/19/20 2,300 2,655
First Republic Bank 4.375% 8/1/46 1,200 1,199
FirstMerit Bank NA 4.270% 11/25/26 4,150 4,317
FirstMerit Corp. 4.350% 2/4/23 4,950 5,150
Goldman Sachs Capital I 6.345% 2/15/34 8,175 9,963
Goldman Sachs Group Inc. 5.950% 1/18/18 19,933 21,030
Goldman Sachs Group Inc. 2.375% 1/22/18 22,892 23,125
Goldman Sachs Group Inc. 6.150% 4/1/18 23,975 25,538

 

 

Goldman Sachs Group Inc. 2.900% 7/19/18 26,586 27,189
Goldman Sachs Group Inc. 2.625% 1/31/19 8,000 8,162
Goldman Sachs Group Inc. 7.500% 2/15/19 19,330 21,846
Goldman Sachs Group Inc. 2.550% 10/23/19 18,500 18,904
Goldman Sachs Group Inc. 5.375% 3/15/20 23,140 25,609
Goldman Sachs Group Inc. 2.600% 4/23/20 11,125 11,309
Goldman Sachs Group Inc. 6.000% 6/15/20 22,270 25,320
Goldman Sachs Group Inc. 2.750% 9/15/20 6,775 6,940
Goldman Sachs Group Inc. 2.625% 4/25/21 7,950 8,084
Goldman Sachs Group Inc. 5.250% 7/27/21 17,950 20,292
Goldman Sachs Group Inc. 2.350% 11/15/21 8,750 8,731
Goldman Sachs Group Inc. 5.750% 1/24/22 37,850 43,872
Goldman Sachs Group Inc. 3.625% 1/22/23 11,450 12,101
Goldman Sachs Group Inc. 4.000% 3/3/24 45,900 49,314
Goldman Sachs Group Inc. 3.850% 7/8/24 4,525 4,806
Goldman Sachs Group Inc. 3.500% 1/23/25 8,125 8,410
Goldman Sachs Group Inc. 3.750% 2/25/26 26,050 27,359
Goldman Sachs Group Inc. 5.950% 1/15/27 5,945 7,042
Goldman Sachs Group Inc. 6.125% 2/15/33 7,690 9,703
Goldman Sachs Group Inc. 6.450% 5/1/36 10,750 13,315
Goldman Sachs Group Inc. 6.750% 10/1/37 41,915 53,505
Goldman Sachs Group Inc. 6.250% 2/1/41 13,231 17,340
Goldman Sachs Group Inc. 4.800% 7/8/44 16,675 18,810
Goldman Sachs Group Inc. 5.150% 5/22/45 19,600 21,440
Goldman Sachs Group Inc. 4.750% 10/21/45 7,250 8,157
HSBC Bank USA NA 4.875% 8/24/20 9,025 9,798
HSBC Bank USA NA 5.875% 11/1/34 3,875 4,692
HSBC Bank USA NA 5.625% 8/15/35 3,950 4,667
HSBC Bank USA NA 7.000% 1/15/39 7,226 9,801
HSBC Holdings plc 3.400% 3/8/21 21,239 21,980
HSBC Holdings plc 5.100% 4/5/21 14,020 15,511
HSBC Holdings plc 2.950% 5/25/21 20,000 20,303
HSBC Holdings plc 2.650% 1/5/22 25,000 24,912
HSBC Holdings plc 4.875% 1/14/22 2,625 2,901
HSBC Holdings plc 4.000% 3/30/22 11,725 12,515
HSBC Holdings plc 3.600% 5/25/23 7,250 7,498
HSBC Holdings plc 4.250% 3/14/24 7,500 7,738
HSBC Holdings plc 4.250% 8/18/25 5,000 5,150
HSBC Holdings plc 4.300% 3/8/26 27,805 29,790
HSBC Holdings plc 3.900% 5/25/26 17,000 17,668
HSBC Holdings plc 7.625% 5/17/32 575 784
HSBC Holdings plc 7.350% 11/27/32 600 810
HSBC Holdings plc 6.500% 5/2/36 16,015 20,303
HSBC Holdings plc 6.500% 9/15/37 15,815 20,282
HSBC Holdings plc 6.800% 6/1/38 3,975 5,272
HSBC Holdings plc 6.100% 1/14/42 4,075 5,421
HSBC Holdings plc 5.250% 3/14/44 12,600 14,256
HSBC USA Inc. 1.625% 1/16/18 12,075 12,077
HSBC USA Inc. 2.000% 8/7/18 7,000 7,038
HSBC USA Inc. 2.625% 9/24/18 9,670 9,809
HSBC USA Inc. 2.250% 6/23/19 1,000 1,010
HSBC USA Inc. 2.375% 11/13/19 10,225 10,337
HSBC USA Inc. 2.350% 3/5/20 13,200 13,315
HSBC USA Inc. 2.750% 8/7/20 3,000 3,039
HSBC USA Inc. 5.000% 9/27/20 4,855 5,248
HSBC USA Inc. 3.500% 6/23/24 11,475 11,990
Huntington Bancshares Inc. 2.600% 8/2/18 1,100 1,118

 

 

Huntington Bancshares Inc. 7.000% 12/15/20 6,800 7,912
Huntington Bancshares Inc. 3.150% 3/14/21 5,600 5,770
Huntington Bancshares Inc. 2.300% 1/14/22 1,500 1,493
Huntington National Bank 1.375% 4/24/17 8,450 8,458
Huntington National Bank 2.000% 6/30/18 4,250 4,277
Huntington National Bank 2.200% 11/6/18 5,500 5,563
Huntington National Bank 2.200% 4/1/19 425 429
Huntington National Bank 2.400% 4/1/20 3,600 3,639
Huntington National Bank 2.875% 8/20/20 4,000 4,117
Intesa Sanpaolo SPA 3.875% 1/16/18 4,775 4,864
Intesa Sanpaolo SPA 3.875% 1/15/19 14,120 14,506
Intesa Sanpaolo SPA 5.250% 1/12/24 5,975 6,446
JPMorgan Chase & Co. 6.125% 6/27/17 3,275 3,386
JPMorgan Chase & Co. 6.000% 1/15/18 25,022 26,432
JPMorgan Chase & Co. 1.800% 1/25/18 2,450 2,461
JPMorgan Chase & Co. 1.700% 3/1/18 11,350 11,385
JPMorgan Chase & Co. 1.625% 5/15/18 15,355 15,386
JPMorgan Chase & Co. 2.350% 1/28/19 5,250 5,335
JPMorgan Chase & Co. 1.850% 3/22/19 7,245 7,285
JPMorgan Chase & Co. 6.300% 4/23/19 15,110 16,805
JPMorgan Chase & Co. 2.200% 10/22/19 8,200 8,326
JPMorgan Chase & Co. 2.250% 1/23/20 28,840 29,185
JPMorgan Chase & Co. 4.950% 3/25/20 1,040 1,145
JPMorgan Chase & Co. 2.750% 6/23/20 28,845 29,684
JPMorgan Chase & Co. 4.400% 7/22/20 8,795 9,558
JPMorgan Chase & Co. 4.250% 10/15/20 16,350 17,718
JPMorgan Chase & Co. 2.550% 10/29/20 5,750 5,852
JPMorgan Chase & Co. 2.550% 3/1/21 11,000 11,191
JPMorgan Chase & Co. 4.625% 5/10/21 1,140 1,261
JPMorgan Chase & Co. 2.400% 6/7/21 5,000 5,052
JPMorgan Chase & Co. 2.295% 8/15/21 12,000 12,011
JPMorgan Chase & Co. 4.350% 8/15/21 15,765 17,316
JPMorgan Chase & Co. 4.500% 1/24/22 24,750 27,343
JPMorgan Chase & Co. 3.250% 9/23/22 24,350 25,543
JPMorgan Chase & Co. 3.200% 1/25/23 17,325 18,071
JPMorgan Chase & Co. 3.375% 5/1/23 9,300 9,530
JPMorgan Chase & Co. 2.700% 5/18/23 9,550 9,650
JPMorgan Chase & Co. 3.875% 2/1/24 28,025 30,145
JPMorgan Chase & Co. 3.625% 5/13/24 9,575 10,168
JPMorgan Chase & Co. 3.875% 9/10/24 19,875 20,896
JPMorgan Chase & Co. 3.125% 1/23/25 18,895 19,237
JPMorgan Chase & Co. 3.900% 7/15/25 23,500 25,370
JPMorgan Chase & Co. 3.300% 4/1/26 31,750 32,803
JPMorgan Chase & Co. 3.200% 6/15/26 16,000 16,433
JPMorgan Chase & Co. 2.950% 10/1/26 40,425 40,328
JPMorgan Chase & Co. 4.125% 12/15/26 17,400 18,575
JPMorgan Chase & Co. 4.250% 10/1/27 10,000 10,766
JPMorgan Chase & Co. 6.400% 5/15/38 14,865 20,610
JPMorgan Chase & Co. 5.500% 10/15/40 5,975 7,600
JPMorgan Chase & Co. 5.600% 7/15/41 6,300 8,087
JPMorgan Chase & Co. 5.400% 1/6/42 3,125 3,921
JPMorgan Chase & Co. 5.625% 8/16/43 8,560 10,358
JPMorgan Chase & Co. 4.950% 6/1/45 3,650 4,052
JPMorgan Chase Bank NA 6.000% 10/1/17 16,524 17,236
JPMorgan Chase Bank NA 1.450% 9/21/18 4,250 4,253
JPMorgan Chase Bank NA 1.650% 9/23/19 9,000 9,021
KeyBank NA 1.650% 2/1/18 11,150 11,192

 

 

KeyBank NA 1.700% 6/1/18 2,050 2,058
KeyBank NA 2.350% 3/8/19 8,650 8,812
KeyBank NA 2.500% 12/15/19 2,000 2,052
KeyBank NA 2.250% 3/16/20 2,000 2,030
KeyBank NA 3.300% 6/1/25 1,125 1,181
KeyBank NA 3.400% 5/20/26 2,000 2,042
KeyCorp 2.300% 12/13/18 3,025 3,072
KeyCorp 5.100% 3/24/21 8,490 9,573
Lloyds Bank plc 4.200% 3/28/17 4,950 5,025
Lloyds Bank plc 1.750% 3/16/18 3,550 3,550
Lloyds Bank plc 1.750% 5/14/18 2,850 2,861
Lloyds Bank plc 2.300% 11/27/18 13,850 14,005
Lloyds Bank plc 2.350% 9/5/19 5,000 5,068
Lloyds Bank plc 2.400% 3/17/20 1,750 1,778
Lloyds Bank plc 6.375% 1/21/21 5,500 6,448
Lloyds Bank plc 3.500% 5/14/25 5,600 5,930
Lloyds Banking Group plc 4.500% 11/4/24 3,300 3,420
7 Lloyds Banking Group plc 4.582% 12/10/25 24,546 25,163
Lloyds Banking Group plc 4.650% 3/24/26 8,750 9,050
7 Lloyds Banking Group plc 5.300% 12/1/45 1,100 1,184
Manufacturers & Traders Trust Co. 6.625% 12/4/17 2,475 2,613
Manufacturers & Traders Trust Co. 2.300% 1/30/19 11,000 11,187
Manufacturers & Traders Trust Co. 2.250% 7/25/19 11,000 11,186
Manufacturers & Traders Trust Co. 2.100% 2/6/20 3,200 3,228
Manufacturers & Traders Trust Co. 2.900% 2/6/25 5,295 5,442
Mitsubishi UFJ Financial Group Inc. 2.950% 3/1/21 20,900 21,500
Mitsubishi UFJ Financial Group Inc. 2.190% 9/13/21 17,000 16,928
Mitsubishi UFJ Financial Group Inc. 2.527% 9/13/23 1,200 1,204
Mitsubishi UFJ Financial Group Inc. 3.850% 3/1/26 16,550 18,024
Mitsubishi UFJ Financial Group Inc. 2.757% 9/13/26 4,500 4,484
Morgan Stanley 5.950% 12/28/17 11,865 12,491
Morgan Stanley 1.875% 1/5/18 8,250 8,288
Morgan Stanley 6.625% 4/1/18 11,865 12,728
Morgan Stanley 2.125% 4/25/18 27,475 27,696
Morgan Stanley 2.200% 12/7/18 1,900 1,920
Morgan Stanley 2.500% 1/24/19 28,575 29,108
Morgan Stanley 7.300% 5/13/19 26,085 29,663
Morgan Stanley 2.375% 7/23/19 28,700 29,164
Morgan Stanley 5.625% 9/23/19 11,455 12,684
Morgan Stanley 5.500% 1/26/20 15,250 16,901
Morgan Stanley 2.650% 1/27/20 11,774 12,024
Morgan Stanley 2.800% 6/16/20 12,450 12,765
Morgan Stanley 5.500% 7/24/20 2,150 2,410
Morgan Stanley 5.750% 1/25/21 12,940 14,751
Morgan Stanley 2.500% 4/21/21 15,800 15,953
Morgan Stanley 5.500% 7/28/21 3,175 3,621
Morgan Stanley 4.875% 11/1/22 12,050 13,313
Morgan Stanley 3.750% 2/25/23 10,400 11,038
Morgan Stanley 4.100% 5/22/23 15,975 16,878
Morgan Stanley 3.875% 4/29/24 19,590 20,882
Morgan Stanley 3.700% 10/23/24 25,852 27,274
Morgan Stanley 4.000% 7/23/25 37,525 40,263
Morgan Stanley 5.000% 11/24/25 13,250 14,794
Morgan Stanley 3.875% 1/27/26 27,025 28,712
Morgan Stanley 3.125% 7/27/26 29,950 30,144
Morgan Stanley 6.250% 8/9/26 9,650 12,065
Morgan Stanley 4.350% 9/8/26 18,270 19,439

 

 

Morgan Stanley 3.950% 4/23/27 7,155 7,419
Morgan Stanley 7.250% 4/1/32 6,925 9,584
Morgan Stanley 6.375% 7/24/42 14,675 19,876
Morgan Stanley 4.300% 1/27/45 16,575 17,711
MUFG Americas Holdings Corp. 1.625% 2/9/18 4,950 4,957
MUFG Americas Holdings Corp. 2.250% 2/10/20 6,600 6,667
MUFG Americas Holdings Corp. 3.500% 6/18/22 5,400 5,719
MUFG Americas Holdings Corp. 3.000% 2/10/25 4,350 4,438
MUFG Union Bank NA 2.125% 6/16/17 1,800 1,812
MUFG Union Bank NA 2.625% 9/26/18 13,800 14,055
MUFG Union Bank NA 2.250% 5/6/19 2,375 2,403
Murray Street Investment Trust I 4.647% 3/9/17 6,300 6,392
National Australia Bank Ltd. 2.750% 3/9/17 6,165 6,210
National Australia Bank Ltd. 2.300% 7/25/18 3,225 3,273
National Australia Bank Ltd. 2.000% 1/14/19 3,000 3,029
National Australia Bank Ltd. 1.375% 7/12/19 5,500 5,471
National Australia Bank Ltd. 2.625% 7/23/20 3,245 3,343
National Australia Bank Ltd. 2.625% 1/14/21 4,000 4,090
National Australia Bank Ltd. 1.875% 7/12/21 5,500 5,481
National Australia Bank Ltd. 3.000% 1/20/23 3,450 3,585
National Australia Bank Ltd. 3.375% 1/14/26 600 636
National Australia Bank Ltd. 2.500% 7/12/26 11,275 11,065
National Bank of Canada 1.450% 11/7/17 2,200 2,202
National City Corp. 6.875% 5/15/19 4,215 4,743
Northern Trust Co. 6.500% 8/15/18 425 465
Northern Trust Corp. 3.450% 11/4/20 2,950 3,144
Northern Trust Corp. 2.375% 8/2/22 6,050 6,226
Northern Trust Corp. 3.950% 10/30/25 8,750 9,663
People's United Bank NA 4.000% 7/15/24 3,000 3,079
People's United Financial Inc. 3.650% 12/6/22 2,895 2,975
PNC Bank NA 1.500% 10/18/17 8,700 8,708
PNC Bank NA 6.000% 12/7/17 1,950 2,046
PNC Bank NA 1.500% 2/23/18 8,925 8,952
PNC Bank NA 1.600% 6/1/18 5,650 5,665
PNC Bank NA 1.850% 7/20/18 3,000 3,027
PNC Bank NA 1.800% 11/5/18 8,500 8,561
PNC Bank NA 2.200% 1/28/19 6,475 6,613
PNC Bank NA 1.950% 3/4/19 2,500 2,525
PNC Bank NA 2.250% 7/2/19 3,700 3,768
PNC Bank NA 1.450% 7/29/19 4,300 4,294
PNC Bank NA 2.400% 10/18/19 6,700 6,844
PNC Bank NA 2.300% 6/1/20 5,250 5,372
PNC Bank NA 2.600% 7/21/20 2,000 2,057
PNC Bank NA 2.450% 11/5/20 6,000 6,137
PNC Bank NA 2.150% 4/29/21 15,000 15,154
PNC Bank NA 2.700% 11/1/22 6,251 6,358
PNC Bank NA 2.950% 1/30/23 4,500 4,639
PNC Bank NA 3.300% 10/30/24 4,950 5,257
PNC Bank NA 2.950% 2/23/25 6,750 6,948
PNC Bank NA 3.250% 6/1/25 3,450 3,629
PNC Bank NA 4.200% 11/1/25 4,400 4,936
PNC Financial Services Group Inc. 2.854% 11/9/22 2,875 2,964
PNC Financial Services Group Inc. 3.900% 4/29/24 15,500 16,658
PNC Funding Corp. 6.700% 6/10/19 6,475 7,345
PNC Funding Corp. 5.125% 2/8/20 5,700 6,336
PNC Funding Corp. 4.375% 8/11/20 6,975 7,641
PNC Funding Corp. 3.300% 3/8/22 3,500 3,717

 

 

Regions Bank 7.500% 5/15/18 987 1,079
Regions Bank 6.450% 6/26/37 1,079 1,292
Regions Financial Corp. 3.200% 2/8/21 1,750 1,820
Regions Financial Corp. 7.375% 12/10/37 7,000 8,962
Royal Bank of Canada 1.250% 6/16/17 5,700 5,701
Royal Bank of Canada 1.400% 10/13/17 3,150 3,152
Royal Bank of Canada 1.500% 1/16/18 7,000 7,021
Royal Bank of Canada 2.200% 7/27/18 11,875 12,043
Royal Bank of Canada 1.800% 7/30/18 8,000 8,059
Royal Bank of Canada 2.000% 12/10/18 5,700 5,759
Royal Bank of Canada 1.625% 4/15/19 7,250 7,271
Royal Bank of Canada 1.500% 7/29/19 7,575 7,571
Royal Bank of Canada 2.350% 10/30/20 15,500 15,863
Royal Bank of Canada 2.500% 1/19/21 5,000 5,196
Royal Bank of Canada 4.650% 1/27/26 6,200 6,789
Royal Bank of Scotland Group plc 3.875% 9/12/23 19,900 19,612
Royal Bank of Scotland Group plc 4.800% 4/5/26 1,000 1,027
Santander Bank NA 2.000% 1/12/18 2,950 2,953
Santander Bank NA 8.750% 5/30/18 425 467
Santander Holdings USA Inc. 3.450% 8/27/18 5,325 5,444
Santander Holdings USA Inc. 2.700% 5/24/19 13,440 13,601
Santander Holdings USA Inc. 2.650% 4/17/20 950 957
Santander Holdings USA Inc. 4.500% 7/17/25 3,425 3,574
Santander Issuances SAU 5.179% 11/19/25 14,700 15,033
Santander UK Group Holdings plc 2.875% 10/16/20 9,465 9,549
Santander UK Group Holdings plc 3.125% 1/8/21 8,300 8,477
Santander UK Group Holdings plc 2.875% 8/5/21 7,575 7,586
Santander UK plc 3.050% 8/23/18 5,700 5,834
Santander UK plc 2.500% 3/14/19 23,875 24,226
Santander UK plc 2.350% 9/10/19 6,200 6,283
Santander UK plc 2.375% 3/16/20 4,810 4,854
Santander UK plc 4.000% 3/13/24 5,000 5,450
Skandinaviska Enskilda Banken AB 2.625% 3/15/21 8,500 8,735
Skandinaviska Enskilda Banken AB 1.875% 9/13/21 20,800 20,639
Societe Generale SA 2.625% 10/1/18 11,750 11,970
State Street Bank & Trust Co. 5.250% 10/15/18 2,579 2,765
State Street Corp. 4.956% 3/15/18 868 906
State Street Corp. 2.550% 8/18/20 300 311
State Street Corp. 4.375% 3/7/21 1,235 1,373
State Street Corp. 1.950% 5/19/21 4,575 4,610
State Street Corp. 3.100% 5/15/23 11,125 11,551
State Street Corp. 3.300% 12/16/24 2,500 2,659
State Street Corp. 3.550% 8/18/25 11,086 11,999
State Street Corp. 2.650% 5/19/26 4,550 4,597
Sumitomo Mitsui Banking Corp. 1.500% 1/18/18 2,750 2,746
Sumitomo Mitsui Banking Corp. 2.500% 7/19/18 7,025 7,130
Sumitomo Mitsui Banking Corp. 1.950% 7/23/18 5,250 5,283
Sumitomo Mitsui Banking Corp. 2.450% 1/10/19 4,025 4,090
Sumitomo Mitsui Banking Corp. 2.250% 7/11/19 5,500 5,560
Sumitomo Mitsui Banking Corp. 2.450% 1/16/20 840 854
Sumitomo Mitsui Banking Corp. 2.450% 10/20/20 2,500 2,547
Sumitomo Mitsui Banking Corp. 3.200% 7/18/22 1,775 1,848
Sumitomo Mitsui Banking Corp. 3.000% 1/18/23 550 565
Sumitomo Mitsui Banking Corp. 3.950% 7/19/23 5,350 5,804
Sumitomo Mitsui Banking Corp. 3.950% 1/10/24 6,125 6,670
Sumitomo Mitsui Banking Corp. 3.400% 7/11/24 2,650 2,797
Sumitomo Mitsui Banking Corp. 3.650% 7/23/25 2,500 2,693

 

 

Sumitomo Mitsui Financial Group Inc. 2.934% 3/9/21 9,470 9,741
Sumitomo Mitsui Financial Group Inc. 2.058% 7/14/21 6,000 5,948
Sumitomo Mitsui Financial Group Inc. 3.784% 3/9/26 13,500 14,631
Sumitomo Mitsui Financial Group Inc. 2.632% 7/14/26 18,500 18,270
SunTrust Bank 7.250% 3/15/18 1,200 1,294
SunTrust Bank 2.750% 5/1/23 2,150 2,181
SunTrust Bank 3.300% 5/15/26 3,000 3,058
SunTrust Banks Inc. 2.350% 11/1/18 6,575 6,683
SunTrust Banks Inc. 2.500% 5/1/19 2,700 2,756
SunTrust Banks Inc. 2.900% 3/3/21 2,725 2,836
SVB Financial Group 3.500% 1/29/25 2,100 2,131
Svenska Handelsbanken AB 1.625% 3/21/18 10,975 11,016
Svenska Handelsbanken AB 2.500% 1/25/19 6,250 6,397
Svenska Handelsbanken AB 2.250% 6/17/19 7,300 7,427
Svenska Handelsbanken AB 1.500% 9/6/19 15,000 14,957
Svenska Handelsbanken AB 2.400% 10/1/20 6,350 6,486
Svenska Handelsbanken AB 2.450% 3/30/21 5,750 5,885
Svenska Handelsbanken AB 1.875% 9/7/21 4,775 4,747
Synchrony Financial 2.600% 1/15/19 5,700 5,765
Synchrony Financial 3.000% 8/15/19 5,050 5,166
Synchrony Financial 2.700% 2/3/20 3,025 3,062
Synchrony Financial 3.750% 8/15/21 3,500 3,680
Synchrony Financial 4.250% 8/15/24 17,700 18,545
Synchrony Financial 4.500% 7/23/25 8,350 8,830
Synchrony Financial 3.700% 8/4/26 7,900 7,811
Toronto-Dominion Bank 1.625% 3/13/18 8,300 8,377
Toronto-Dominion Bank 1.400% 4/30/18 11,129 11,138
Toronto-Dominion Bank 1.750% 7/23/18 20,450 20,582
Toronto-Dominion Bank 2.625% 9/10/18 10,000 10,224
Toronto-Dominion Bank 2.125% 7/2/19 4,600 4,672
Toronto-Dominion Bank 1.450% 8/13/19 6,000 5,993
Toronto-Dominion Bank 2.250% 11/5/19 13,000 13,300
Toronto-Dominion Bank 2.500% 12/14/20 5,000 5,142
Toronto-Dominion Bank 2.125% 4/7/21 17,925 18,137
Toronto-Dominion Bank 1.800% 7/13/21 6,000 5,981
UBS AG 1.375% 6/1/17 7,350 7,348
UBS AG 5.875% 12/20/17 560 590
UBS AG 1.800% 3/26/18 5,000 5,010
UBS AG 5.750% 4/25/18 3,265 3,473
UBS AG 2.375% 8/14/19 12,162 12,386
UBS AG 2.350% 3/26/20 1,925 1,961
UBS AG 4.875% 8/4/20 875 974
US Bancorp 1.950% 11/15/18 3,725 3,770
US Bancorp 2.350% 1/29/21 3,675 3,779
US Bancorp 4.125% 5/24/21 2,515 2,785
US Bancorp 3.000% 3/15/22 4,225 4,468
US Bancorp 2.950% 7/15/22 11,275 11,747
US Bancorp 3.700% 1/30/24 11,050 12,104
US Bancorp 3.100% 4/27/26 3,950 4,076
US Bancorp 2.375% 7/22/26 15,500 15,229
US Bank NA 1.350% 1/26/18 3,400 3,405
US Bank NA 1.450% 1/29/18 6,000 6,011
US Bank NA 1.400% 4/26/19 12,000 11,988
US Bank NA 2.125% 10/28/19 9,800 9,977
US Bank NA 2.800% 1/27/25 7,500 7,726
Wachovia Bank NA 5.850% 2/1/37 11,025 13,739
Wachovia Corp. 5.750% 2/1/18 14,665 15,494

 

 

Wachovia Corp. 6.605% 10/1/25 825 1,007
Wachovia Corp. 7.500% 4/15/35 500 693
Wachovia Corp. 5.500% 8/1/35 1,775 2,066
Wachovia Corp. 6.550% 10/15/35 250 317
Wells Fargo & Co. 2.100% 5/8/17 3,625 3,641
Wells Fargo & Co. 5.625% 12/11/17 20,451 21,454
Wells Fargo & Co. 1.500% 1/16/18 6,300 6,307
Wells Fargo & Co. 2.150% 1/15/19 9,250 9,363
Wells Fargo & Co. 2.150% 1/30/20 9,625 9,691
Wells Fargo & Co. 2.600% 7/22/20 32,075 32,734
Wells Fargo & Co. 2.550% 12/7/20 10,375 10,567
Wells Fargo & Co. 3.000% 1/22/21 8,000 8,296
Wells Fargo & Co. 2.500% 3/4/21 23,200 23,516
Wells Fargo & Co. 4.600% 4/1/21 15,140 16,757
Wells Fargo & Co. 2.100% 7/26/21 47,000 46,776
Wells Fargo & Co. 3.500% 3/8/22 21,675 23,000
Wells Fargo & Co. 3.450% 2/13/23 14,375 14,832
Wells Fargo & Co. 4.125% 8/15/23 18,350 19,612
Wells Fargo & Co. 4.480% 1/16/24 10,000 10,997
Wells Fargo & Co. 3.300% 9/9/24 9,250 9,672
Wells Fargo & Co. 3.000% 2/19/25 4,675 4,731
Wells Fargo & Co. 3.550% 9/29/25 15,000 15,842
Wells Fargo & Co. 3.000% 4/22/26 16,200 16,378
Wells Fargo & Co. 4.100% 6/3/26 25,650 27,122
Wells Fargo & Co. 4.300% 7/22/27 6,700 7,180
Wells Fargo & Co. 5.375% 2/7/35 3,825 4,719
Wells Fargo & Co. 5.375% 11/2/43 11,804 13,719
Wells Fargo & Co. 5.606% 1/15/44 7,500 8,983
Wells Fargo & Co. 4.650% 11/4/44 24,520 25,668
Wells Fargo & Co. 3.900% 5/1/45 19,325 19,937
Wells Fargo & Co. 4.900% 11/17/45 11,025 12,178
Wells Fargo & Co. 4.400% 6/14/46 8,950 9,115
Wells Fargo Bank NA 6.000% 11/15/17 2,975 3,123
Wells Fargo Bank NA 1.650% 1/22/18 7,700 7,722
Wells Fargo Bank NA 1.750% 5/24/19 10,950 10,998
Wells Fargo Bank NA 5.950% 8/26/36 2,700 3,422
Wells Fargo Bank NA 6.600% 1/15/38 9,695 13,302
4 Wells Fargo Capital X 5.950% 12/1/86 3,500 3,832
Westpac Banking Corp. 1.500% 12/1/17 14,375 14,392
Westpac Banking Corp. 1.600% 1/12/18 4,210 4,225
Westpac Banking Corp. 2.250% 7/30/18 8,325 8,439
Westpac Banking Corp. 1.950% 11/23/18 5,000 5,043
Westpac Banking Corp. 2.250% 1/17/19 14,300 14,524
Westpac Banking Corp. 1.650% 5/13/19 6,000 6,006
Westpac Banking Corp. 1.600% 8/19/19 6,350 6,345
Westpac Banking Corp. 4.875% 11/19/19 9,420 10,310
Westpac Banking Corp. 2.600% 11/23/20 16,000 16,462
Westpac Banking Corp. 2.100% 5/13/21 25,000 25,152
Westpac Banking Corp. 2.000% 8/19/21 9,050 9,045
Westpac Banking Corp. 2.850% 5/13/26 25,000 25,341
Westpac Banking Corp. 2.700% 8/19/26 6,050 6,015
 
Brokerage (0.2%)        
Affiliated Managers Group Inc. 4.250% 2/15/24 2,800 2,939
Affiliated Managers Group Inc. 3.500% 8/1/25 4,600 4,559
Ameriprise Financial Inc. 4.000% 10/15/23 2,950 3,230
Ameriprise Financial Inc. 3.700% 10/15/24 4,500 4,864

 

 

Apollo Investment Corp. 5.250% 3/3/25 600 593
BGC Partners Inc. 5.375% 12/9/19 500 524
7 BGC Partners Inc. 5.125% 5/27/21 1,200 1,256
BlackRock Inc. 4.250% 5/24/21 5,775 6,419
BlackRock Inc. 3.375% 6/1/22 8,750 9,441
BlackRock Inc. 3.500% 3/18/24 7,650 8,375
Brookfield Asset Management Inc. 4.000% 1/15/25 4,725 4,860
Brookfield Asset Management Inc. 7.375% 3/1/33 1,500 1,818
Brookfield Finance Inc. 4.250% 6/2/26 1,015 1,049
Charles Schwab Corp. 4.450% 7/22/20 775 853
Charles Schwab Corp. 3.225% 9/1/22 4,464 4,715
Charles Schwab Corp. 3.450% 2/13/26 4,225 4,551
CME Group Inc. 3.000% 9/15/22 5,800 6,159
CME Group Inc. 3.000% 3/15/25 750 786
CME Group Inc. 5.300% 9/15/43 5,985 7,707
E*TRADE Financial Corp. 5.375% 11/15/22 3,100 3,301
E*TRADE Financial Corp. 4.625% 9/15/23 2,525 2,613
Eaton Vance Corp. 3.625% 6/15/23 1,875 1,982
7 FMR LLC 7.490% 6/15/19 200 228
Franklin Resources Inc. 2.800% 9/15/22 4,875 5,072
Franklin Resources Inc. 2.850% 3/30/25 3,000 3,097
Intercontinental Exchange Inc. 2.500% 10/15/18 625 639
Intercontinental Exchange Inc. 2.750% 12/1/20 4,525 4,701
Intercontinental Exchange Inc. 4.000% 10/15/23 9,975 10,969
Intercontinental Exchange Inc. 3.750% 12/1/25 7,240 7,842
Invesco Finance plc 3.125% 11/30/22 8,350 8,579
Invesco Finance plc 4.000% 1/30/24 6,125 6,724
Invesco Finance plc 3.750% 1/15/26 10 11
Invesco Finance plc 5.375% 11/30/43 6,025 7,069
Janus Capital Group Inc. 4.875% 8/1/25 2,400 2,574
Jefferies Group LLC 5.125% 4/13/18 4,125 4,314
Jefferies Group LLC 8.500% 7/15/19 3,000 3,447
Jefferies Group LLC 6.875% 4/15/21 5,045 5,880
Jefferies Group LLC 5.125% 1/20/23 2,775 2,957
Jefferies Group LLC 6.450% 6/8/27 1,235 1,393
Jefferies Group LLC 6.250% 1/15/36 1,830 1,912
Jefferies Group LLC 6.500% 1/20/43 2,850 2,979
Lazard Group LLC 6.850% 6/15/17 464 480
Lazard Group LLC 4.250% 11/14/20 425 456
Lazard Group LLC 3.750% 2/13/25 100 101
Legg Mason Inc. 2.700% 7/15/19 1,450 1,472
Legg Mason Inc. 3.950% 7/15/24 400 411
Legg Mason Inc. 4.750% 3/15/26 1,500 1,624
Legg Mason Inc. 5.625% 1/15/44 4,875 5,074
Leucadia National Corp. 5.500% 10/18/23 8,050 8,443
Leucadia National Corp. 6.625% 10/23/43 825 825
Nasdaq Inc. 5.550% 1/15/20 4,400 4,853
Nasdaq Inc. 4.250% 6/1/24 1,500 1,616
Nasdaq Inc. 3.850% 6/30/26 3,200 3,365
Nomura Holdings Inc. 2.750% 3/19/19 19,425 19,828
NYSE Euronext 2.000% 10/5/17 5,150 5,186
OM Asset Management plc 4.800% 7/27/26 2,900 2,898
Raymond James Financial Inc. 8.600% 8/15/19 1,325 1,554
Raymond James Financial Inc. 4.950% 7/15/46 1,925 1,940
Stifel Financial Corp. 3.500% 12/1/20 1,500 1,532
Stifel Financial Corp. 4.250% 7/18/24 5,275 5,314
TD Ameritrade Holding Corp. 2.950% 4/1/22 6,700 6,971

 

 

TD Ameritrade Holding Corp. 3.625% 4/1/25 1,600 1,716
 
Finance Companies (0.3%)        
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 3.750% 5/15/19 7,382 7,539
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.250% 7/1/20 9,780 10,086
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.625% 10/30/20 6,137 6,444
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.500% 5/15/21 6,685 6,986
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 5.000% 10/1/21 8,395 8,920
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 3.950% 2/1/22 8,400 8,610
AerCap Ireland Capital Ltd. / AerCap Global        
Aviation Trust 4.625% 7/1/22 5,000 5,256
Air Lease Corp. 2.125% 1/15/18 3,750 3,769
Air Lease Corp. 3.375% 1/15/19 5,700 5,857
Air Lease Corp. 4.750% 3/1/20 4,000 4,320
Air Lease Corp. 3.875% 4/1/21 9,743 10,303
Air Lease Corp. 3.375% 6/1/21 1,625 1,686
Air Lease Corp. 3.750% 2/1/22 5,525 5,787
Air Lease Corp. 4.250% 9/15/24 600 628
Ares Capital Corp. 4.875% 11/30/18 7,000 7,297
FS Investment Corp. 4.000% 7/15/19 2,225 2,262
FS Investment Corp. 4.250% 1/15/20 1,000 1,024
FS Investment Corp. 4.750% 5/15/22 1,500 1,540
GATX Corp. 2.375% 7/30/18 7,000 7,071
GATX Corp. 2.500% 7/30/19 300 303
GATX Corp. 2.600% 3/30/20 2,250 2,277
GATX Corp. 4.750% 6/15/22 1,550 1,717
GATX Corp. 3.250% 3/30/25 2,175 2,190
GATX Corp. 3.250% 9/15/26 3,700 3,682
GATX Corp. 5.200% 3/15/44 325 350
GATX Corp. 4.500% 3/30/45 1,275 1,203
GE Capital International Funding Co. 2.342% 11/15/20 53,914 55,380
GE Capital International Funding Co. 3.373% 11/15/25 19,343 20,944
GE Capital International Funding Co. 4.418% 11/15/35 63,270 71,371
HSBC Finance Corp. 6.676% 1/15/21 28,865 33,188
International Lease Finance Corp. 3.875% 4/15/18 3,740 3,829
7 International Lease Finance Corp. 7.125% 9/1/18 13,365 14,601
International Lease Finance Corp. 5.875% 4/1/19 4,487 4,801
International Lease Finance Corp. 6.250% 5/15/19 5,648 6,114
International Lease Finance Corp. 8.250% 12/15/20 9,677 11,479
International Lease Finance Corp. 4.625% 4/15/21 3,310 3,467
International Lease Finance Corp. 8.625% 1/15/22 4,245 5,216
International Lease Finance Corp. 5.875% 8/15/22 6,487 7,209
Prospect Capital Corp. 5.000% 7/15/19 2,150 2,170
Prospect Capital Corp. 5.875% 3/15/23 550 561
 
Insurance (1.4%)        
ACE Capital Trust II 9.700% 4/1/30 900 1,358
AEGON Funding Co. LLC 5.750% 12/15/20 4,641 5,315
Aetna Inc. 1.500% 11/15/17 1,100 1,103
Aetna Inc. 1.700% 6/7/18 10,000 10,035
Aetna Inc. 2.200% 3/15/19 2,375 2,410

 

 

Aetna Inc. 1.900% 6/7/19 10,500 10,596
Aetna Inc. 3.950% 9/1/20 5,525 5,944
Aetna Inc. 4.125% 6/1/21 1,680 1,815
Aetna Inc. 2.400% 6/15/21 7,920 8,013
Aetna Inc. 2.750% 11/15/22 13,910 14,150
Aetna Inc. 2.800% 6/15/23 4,200 4,301
Aetna Inc. 3.500% 11/15/24 3,500 3,701
Aetna Inc. 3.200% 6/15/26 17,050 17,337
Aetna Inc. 4.250% 6/15/36 6,610 6,867
Aetna Inc. 6.625% 6/15/36 4,125 5,595
Aetna Inc. 6.750% 12/15/37 3,000 4,169
Aetna Inc. 4.500% 5/15/42 4,600 5,033
Aetna Inc. 4.125% 11/15/42 1,425 1,472
Aetna Inc. 4.750% 3/15/44 400 452
Aetna Inc. 4.375% 6/15/46 15,295 15,949
Aflac Inc. 2.400% 3/16/20 2,750 2,825
Aflac Inc. 3.625% 6/15/23 8,850 9,484
Aflac Inc. 2.875% 10/15/26 7,550 7,600
Aflac Inc. 6.900% 12/17/39 2,900 4,106
Aflac Inc. 6.450% 8/15/40 1,850 2,513
Aflac Inc. 4.000% 10/15/46 1,200 1,215
Alleghany Corp. 4.950% 6/27/22 3,000 3,310
Alleghany Corp. 4.900% 9/15/44 4,575 4,750
Allied World Assurance Co. Holdings Ltd. 4.350% 10/29/25 12,400 12,981
Allied World Assurance Co. Ltd. 5.500% 11/15/20 1,180 1,267
Allstate Corp. 3.150% 6/15/23 2,500 2,652
Allstate Corp. 5.350% 6/1/33 150 186
Allstate Corp. 5.550% 5/9/35 420 539
Allstate Corp. 5.950% 4/1/36 525 708
Allstate Corp. 4.500% 6/15/43 1,675 1,972
4 Allstate Corp. 5.750% 8/15/53 450 483
4 Allstate Corp. 6.500% 5/15/67 2,575 2,997
Alterra Finance LLC 6.250% 9/30/20 745 848
American Financial Group Inc. 9.875% 6/15/19 1,410 1,697
American Financial Group Inc. 3.500% 8/15/26 2,700 2,705
American International Group Inc. 5.850% 1/16/18 5,950 6,274
American International Group Inc. 2.300% 7/16/19 7,425 7,560
American International Group Inc. 3.375% 8/15/20 2,650 2,804
American International Group Inc. 6.400% 12/15/20 15,675 18,371
American International Group Inc. 3.300% 3/1/21 2,500 2,623
American International Group Inc. 4.875% 6/1/22 10,600 11,905
American International Group Inc. 4.125% 2/15/24 2,105 2,265
American International Group Inc. 3.750% 7/10/25 1,575 1,651
American International Group Inc. 3.900% 4/1/26 11,000 11,628
American International Group Inc. 3.875% 1/15/35 8,775 8,607
American International Group Inc. 4.700% 7/10/35 2,935 3,174
American International Group Inc. 6.250% 5/1/36 17,655 21,742
American International Group Inc. 4.500% 7/16/44 2,300 2,350
American International Group Inc. 4.800% 7/10/45 400 425
American International Group Inc. 4.375% 1/15/55 3,685 3,508
4 American International Group Inc. 8.175% 5/15/68 1,900 2,528
Anthem Inc. 1.875% 1/15/18 420 422
Anthem Inc. 7.000% 2/15/19 5 6
Anthem Inc. 4.350% 8/15/20 6,250 6,782
Anthem Inc. 3.700% 8/15/21 4,780 5,121
Anthem Inc. 3.125% 5/15/22 3,470 3,612
Anthem Inc. 3.300% 1/15/23 11,621 12,187

 

 

Anthem Inc. 3.500% 8/15/24 5,850 6,163
Anthem Inc. 5.950% 12/15/34 5,170 6,332
Anthem Inc. 5.850% 1/15/36 2,450 2,994
Anthem Inc. 6.375% 6/15/37 3,540 4,636
Anthem Inc. 4.625% 5/15/42 7,900 8,549
Anthem Inc. 4.650% 1/15/43 6,100 6,643
Anthem Inc. 5.100% 1/15/44 3,505 4,056
Anthem Inc. 4.650% 8/15/44 1,312 1,428
Anthem Inc. 4.850% 8/15/54 2,525 2,746
Aon Corp. 5.000% 9/30/20 4,170 4,609
Aon Corp. 6.250% 9/30/40 2,125 2,699
Aon plc 2.800% 3/15/21 8,355 8,502
Aon plc 4.000% 11/27/23 2,675 2,836
Aon plc 3.500% 6/14/24 4,150 4,307
Aon plc 4.450% 5/24/43 1,350 1,402
Aon plc 4.600% 6/14/44 3,050 3,223
Aon plc 4.750% 5/15/45 1,850 2,024
Arch Capital Group Ltd. 7.350% 5/1/34 1,100 1,483
Arch Capital Group US Inc. 5.144% 11/1/43 5,950 6,523
Aspen Insurance Holdings Ltd. 6.000% 12/15/20 3,800 4,194
Aspen Insurance Holdings Ltd. 4.650% 11/15/23 9,400 10,083
Assurant Inc. 4.000% 3/15/23 6,975 7,115
Assurant Inc. 6.750% 2/15/34 4,325 5,444
AXA SA 8.600% 12/15/30 6,970 9,719
Axis Specialty Finance LLC 5.875% 6/1/20 11,950 13,339
AXIS Specialty Finance plc 2.650% 4/1/19 625 633
AXIS Specialty Finance plc 5.150% 4/1/45 2,600 2,811
Berkshire Hathaway Finance Corp. 1.450% 3/7/18 4,400 4,419
Berkshire Hathaway Finance Corp. 5.400% 5/15/18 13,645 14,555
Berkshire Hathaway Finance Corp. 2.000% 8/15/18 9,750 9,904
Berkshire Hathaway Finance Corp. 1.700% 3/15/19 3,340 3,369
Berkshire Hathaway Finance Corp. 1.300% 8/15/19 6,000 5,995
Berkshire Hathaway Finance Corp. 2.900% 10/15/20 12,650 13,297
Berkshire Hathaway Finance Corp. 4.250% 1/15/21 10,020 11,090
Berkshire Hathaway Finance Corp. 3.000% 5/15/22 2,925 3,099
Berkshire Hathaway Finance Corp. 5.750% 1/15/40 155 208
Berkshire Hathaway Finance Corp. 4.400% 5/15/42 2,100 2,393
Berkshire Hathaway Finance Corp. 4.300% 5/15/43 5,300 5,977
Berkshire Hathaway Inc. 1.550% 2/9/18 225 227
Berkshire Hathaway Inc. 1.150% 8/15/18 9,000 9,000
Berkshire Hathaway Inc. 2.100% 8/14/19 7,075 7,231
Berkshire Hathaway Inc. 3.750% 8/15/21 2,560 2,806
Berkshire Hathaway Inc. 3.000% 2/11/23 900 947
Berkshire Hathaway Inc. 2.750% 3/15/23 13,190 13,682
Berkshire Hathaway Inc. 3.125% 3/15/26 24,500 25,764
Berkshire Hathaway Inc. 4.500% 2/11/43 6,540 7,605
Brown & Brown Inc. 4.200% 9/15/24 4,830 4,996
Chubb Corp. 5.750% 5/15/18 5,277 5,658
Chubb Corp. 6.000% 5/11/37 1,450 1,970
Chubb INA Holdings Inc. 5.800% 3/15/18 475 506
Chubb INA Holdings Inc. 5.900% 6/15/19 785 875
Chubb INA Holdings Inc. 2.300% 11/3/20 3,825 3,927
Chubb INA Holdings Inc. 2.875% 11/3/22 12,375 13,017
Chubb INA Holdings Inc. 2.700% 3/13/23 2,100 2,171
Chubb INA Holdings Inc. 3.350% 5/15/24 7,650 8,176
Chubb INA Holdings Inc. 3.150% 3/15/25 5,750 6,056
Chubb INA Holdings Inc. 3.350% 5/3/26 8,750 9,374

 

 

Chubb INA Holdings Inc. 6.700% 5/15/36 250 360
Chubb INA Holdings Inc. 4.150% 3/13/43 5,675 6,335
Chubb INA Holdings Inc. 4.350% 11/3/45 8,661 9,973
Cigna Corp. 5.125% 6/15/20 375 414
Cigna Corp. 4.375% 12/15/20 200 217
Cigna Corp. 4.500% 3/15/21 1,090 1,190
Cigna Corp. 4.000% 2/15/22 1,560 1,690
Cigna Corp. 3.250% 4/15/25 15,025 15,514
Cigna Corp. 7.875% 5/15/27 425 593
Cigna Corp. 6.150% 11/15/36 7,254 9,192
Cigna Corp. 5.875% 3/15/41 1,640 2,059
Cigna Corp. 5.375% 2/15/42 1,425 1,727
Cincinnati Financial Corp. 6.920% 5/15/28 4,200 5,454
CNA Financial Corp. 7.350% 11/15/19 2,755 3,163
CNA Financial Corp. 5.875% 8/15/20 355 403
CNA Financial Corp. 5.750% 8/15/21 2,765 3,185
CNA Financial Corp. 3.950% 5/15/24 3,275 3,458
CNA Financial Corp. 4.500% 3/1/26 4,000 4,312
Coventry Health Care Inc. 5.450% 6/15/21 3,810 4,346
Endurance Specialty Holdings Ltd. 7.000% 7/15/34 1,279 1,492
Everest Reinsurance Holdings Inc. 4.868% 6/1/44 3,500 3,677
First American Financial Corp. 4.300% 2/1/23 1,025 1,054
First American Financial Corp. 4.600% 11/15/24 4,675 4,835
Hanover Insurance Group Inc. 4.500% 4/15/26 2,950 3,066
Hartford Financial Services Group Inc. 6.300% 3/15/18 1,584 1,687
Hartford Financial Services Group Inc. 6.000% 1/15/19 925 1,008
Hartford Financial Services Group Inc. 5.500% 3/30/20 4,100 4,573
Hartford Financial Services Group Inc. 5.125% 4/15/22 825 937
Hartford Financial Services Group Inc. 5.950% 10/15/36 300 359
Hartford Financial Services Group Inc. 6.625% 3/30/40 1,500 1,938
Hartford Financial Services Group Inc. 6.100% 10/1/41 2,150 2,628
Hartford Financial Services Group Inc. 6.625% 4/15/42 1,793 2,295
Horace Mann Educators Corp. 4.500% 12/1/25 1,000 1,038
Humana Inc. 6.300% 8/1/18 150 162
Humana Inc. 2.625% 10/1/19 1,525 1,562
Humana Inc. 3.150% 12/1/22 3,825 3,972
Humana Inc. 3.850% 10/1/24 6,900 7,401
Humana Inc. 8.150% 6/15/38 2,775 4,106
Humana Inc. 4.625% 12/1/42 2,175 2,302
Humana Inc. 4.950% 10/1/44 2,025 2,254
Infinity Property & Casualty Corp. 5.000% 9/19/22 1,550 1,636
Kemper Corp. 4.350% 2/15/25 6,825 7,014
Lincoln National Corp. 8.750% 7/1/19 526 619
Lincoln National Corp. 6.250% 2/15/20 4,795 5,393
Lincoln National Corp. 4.850% 6/24/21 12 13
Lincoln National Corp. 4.200% 3/15/22 4,825 5,226
Lincoln National Corp. 4.000% 9/1/23 2,000 2,129
Lincoln National Corp. 6.150% 4/7/36 3,400 4,009
Lincoln National Corp. 6.300% 10/9/37 1,550 1,864
Loews Corp. 2.625% 5/15/23 9,600 9,703
Loews Corp. 6.000% 2/1/35 200 252
Loews Corp. 4.125% 5/15/43 4,865 5,067
Manulife Financial Corp. 4.900% 9/17/20 4,875 5,386
Manulife Financial Corp. 4.150% 3/4/26 4,925 5,413
Manulife Financial Corp. 5.375% 3/4/46 5,850 6,995
Markel Corp. 4.900% 7/1/22 4,665 5,135
Markel Corp. 3.625% 3/30/23 2,175 2,244

 

 

Markel Corp. 5.000% 3/30/43 575 622
Markel Corp. 5.000% 4/5/46 3,500 3,800
Marsh & McLennan Cos. Inc. 2.350% 9/10/19 1,200 1,220
Marsh & McLennan Cos. Inc. 2.350% 3/6/20 5,600 5,684
Marsh & McLennan Cos. Inc. 4.800% 7/15/21 2,265 2,537
Marsh & McLennan Cos. Inc. 3.300% 3/14/23 4,380 4,590
Marsh & McLennan Cos. Inc. 3.500% 6/3/24 13,000 13,791
Marsh & McLennan Cos. Inc. 3.500% 3/10/25 2,425 2,537
Marsh & McLennan Cos. Inc. 3.750% 3/14/26 4,050 4,378
Marsh & McLennan Cos. Inc. 5.875% 8/1/33 3,425 4,350
7 Massachusetts Mutual Life Insurance Co. 8.875% 6/1/39 450 710
7 Massachusetts Mutual Life Insurance Co. 4.500% 4/15/65 10 10
MetLife Inc. 1.756% 12/15/17 8,000 8,031
MetLife Inc. 1.903% 12/15/17 3,270 3,287
MetLife Inc. 6.817% 8/15/18 895 983
MetLife Inc. 7.717% 2/15/19 1,170 1,339
MetLife Inc. 4.750% 2/8/21 9,545 10,692
MetLife Inc. 3.048% 12/15/22 5,475 5,687
MetLife Inc. 3.600% 4/10/24 18,100 19,204
MetLife Inc. 3.000% 3/1/25 5,475 5,565
MetLife Inc. 3.600% 11/13/25 8,000 8,440
MetLife Inc. 6.500% 12/15/32 225 290
MetLife Inc. 6.375% 6/15/34 2,195 2,827
MetLife Inc. 5.700% 6/15/35 8,410 10,237
MetLife Inc. 5.875% 2/6/41 6,720 8,349
MetLife Inc. 4.125% 8/13/42 7,350 7,316
MetLife Inc. 4.875% 11/13/43 6,300 7,002
MetLife Inc. 4.721% 12/15/44 5,350 5,806
MetLife Inc. 4.050% 3/1/45 9,600 9,482
MetLife Inc. 4.600% 5/13/46 2,275 2,471
4 MetLife Inc. 6.400% 12/15/66 9,930 11,022
4 MetLife Inc. 10.750% 8/1/69 350 560
Montpelier Re Holdings Ltd. 4.700% 10/15/22 275 284
Munich Re America Corp. 7.450% 12/15/26 1,200 1,593
4 Nationwide Financial Services Inc. 6.750% 5/15/87 300 319
Old Republic International Corp. 4.875% 10/1/24 4,200 4,539
Old Republic International Corp. 3.875% 8/26/26 4,460 4,462
OneBeacon US Holdings Inc. 4.600% 11/9/22 6,250 6,314
PartnerRe Finance B LLC 5.500% 6/1/20 7,958 8,862
Principal Financial Group Inc. 8.875% 5/15/19 2,915 3,436
Principal Financial Group Inc. 6.050% 10/15/36 2,000 2,512
Principal Financial Group Inc. 4.350% 5/15/43 375 381
4 Principal Financial Group Inc. 4.700% 5/15/55 2,700 2,696
ProAssurance Corp. 5.300% 11/15/23 325 347
Progressive Corp. 3.750% 8/23/21 10,655 11,593
Progressive Corp. 2.450% 1/15/27 11,000 10,962
Progressive Corp. 6.625% 3/1/29 725 973
Progressive Corp. 4.350% 4/25/44 1,500 1,735
Protective Life Corp. 7.375% 10/15/19 950 1,097
Protective Life Corp. 8.450% 10/15/39 1,244 1,757
Prudential Financial Inc. 6.000% 12/1/17 958 1,009
Prudential Financial Inc. 2.300% 8/15/18 3,200 3,247
Prudential Financial Inc. 7.375% 6/15/19 795 913
Prudential Financial Inc. 2.350% 8/15/19 2,200 2,246
Prudential Financial Inc. 5.375% 6/21/20 3,695 4,149
Prudential Financial Inc. 4.500% 11/15/20 5,000 5,513
Prudential Financial Inc. 4.500% 11/16/21 675 754

 

 

Prudential Financial Inc. 3.500% 5/15/24 3,175 3,327
Prudential Financial Inc. 5.750% 7/15/33 1,280 1,518
Prudential Financial Inc. 5.400% 6/13/35 2,875 3,301
Prudential Financial Inc. 5.900% 3/17/36 2,300 2,791
Prudential Financial Inc. 5.700% 12/14/36 7,720 9,257
Prudential Financial Inc. 6.625% 12/1/37 5,050 6,517
Prudential Financial Inc. 6.625% 6/21/40 10,100 13,078
Prudential Financial Inc. 6.200% 11/15/40 150 185
Prudential Financial Inc. 5.625% 5/12/41 1,345 1,583
4 Prudential Financial Inc. 5.875% 9/15/42 2,400 2,640
4 Prudential Financial Inc. 5.625% 6/15/43 8,775 9,433
Prudential Financial Inc. 5.100% 8/15/43 4,075 4,561
4 Prudential Financial Inc. 5.200% 3/15/44 3,075 3,167
Prudential Financial Inc. 4.600% 5/15/44 13,925 14,892
4 Prudential Financial Inc. 5.375% 5/15/45 1,650 1,718
4 Prudential Financial Inc. 8.875% 6/15/68 2,400 2,661
Reinsurance Group of America Inc. 5.000% 6/1/21 4,466 4,881
Reinsurance Group of America Inc. 4.700% 9/15/23 1,400 1,530
Reinsurance Group of America Inc. 3.950% 9/15/26 2,100 2,179
7 Reliance Standard Life Global Funding II 2.500% 1/15/20 500 506
StanCorp Financial Group Inc. 5.000% 8/15/22 4,400 4,690
Swiss Re Solutions Holding Corp. 7.000% 2/15/26 2,175 2,807
Torchmark Corp. 9.250% 6/15/19 895 1,064
Transatlantic Holdings Inc. 8.000% 11/30/39 6,225 8,583
Travelers Cos. Inc. 5.750% 12/15/17 4,475 4,713
Travelers Cos. Inc. 5.800% 5/15/18 1,215 1,302
Travelers Cos. Inc. 5.900% 6/2/19 225 251
Travelers Cos. Inc. 3.900% 11/1/20 1,870 2,039
Travelers Cos. Inc. 6.750% 6/20/36 1,525 2,209
Travelers Cos. Inc. 6.250% 6/15/37 4,885 6,794
Travelers Cos. Inc. 5.350% 11/1/40 4,145 5,343
Travelers Cos. Inc. 4.600% 8/1/43 2,820 3,371
Travelers Cos. Inc. 4.300% 8/25/45 500 575
Travelers Cos. Inc. 3.750% 5/15/46 4,625 4,886
Trinity Acquisition plc 4.625% 8/15/23 500 533
Trinity Acquisition plc 6.125% 8/15/43 2,725 3,046
UnitedHealth Group Inc. 1.400% 10/15/17 2,450 2,454
UnitedHealth Group Inc. 1.400% 12/15/17 125 125
UnitedHealth Group Inc. 6.000% 2/15/18 8,035 8,547
UnitedHealth Group Inc. 1.900% 7/16/18 7,250 7,319
UnitedHealth Group Inc. 1.625% 3/15/19 7,000 7,041
UnitedHealth Group Inc. 2.300% 12/15/19 2,450 2,519
UnitedHealth Group Inc. 2.700% 7/15/20 8,225 8,551
UnitedHealth Group Inc. 3.875% 10/15/20 2,025 2,192
UnitedHealth Group Inc. 4.700% 2/15/21 2,235 2,491
UnitedHealth Group Inc. 2.125% 3/15/21 2,500 2,544
UnitedHealth Group Inc. 3.375% 11/15/21 145 156
UnitedHealth Group Inc. 2.875% 12/15/21 4,100 4,321
UnitedHealth Group Inc. 2.875% 3/15/22 3,300 3,456
UnitedHealth Group Inc. 3.350% 7/15/22 10,475 11,246
UnitedHealth Group Inc. 2.750% 2/15/23 3,600 3,726
UnitedHealth Group Inc. 2.875% 3/15/23 1,500 1,564
UnitedHealth Group Inc. 3.750% 7/15/25 20,250 22,271
UnitedHealth Group Inc. 3.100% 3/15/26 6,525 6,820
UnitedHealth Group Inc. 4.625% 7/15/35 3,050 3,550
UnitedHealth Group Inc. 5.800% 3/15/36 3,525 4,642
UnitedHealth Group Inc. 6.500% 6/15/37 625 874

 

 

UnitedHealth Group Inc. 6.625% 11/15/37 4,550 6,510
UnitedHealth Group Inc. 6.875% 2/15/38 12,920 18,980
UnitedHealth Group Inc. 5.950% 2/15/41 1,225 1,666
UnitedHealth Group Inc. 4.625% 11/15/41 2,975 3,452
UnitedHealth Group Inc. 4.375% 3/15/42 1,300 1,454
UnitedHealth Group Inc. 3.950% 10/15/42 3,500 3,722
UnitedHealth Group Inc. 4.250% 3/15/43 3,275 3,622
UnitedHealth Group Inc. 4.750% 7/15/45 11,235 13,507
Unum Group 5.625% 9/15/20 625 699
Unum Group 4.000% 3/15/24 5,300 5,459
Unum Group 5.750% 8/15/42 2,273 2,589
Validus Holdings Ltd. 8.875% 1/26/40 2,950 4,185
Voya Financial Inc. 2.900% 2/15/18 4,082 4,153
Voya Financial Inc. 3.650% 6/15/26 2,350 2,348
Voya Financial Inc. 5.700% 7/15/43 4,550 5,108
Voya Financial Inc. 4.800% 6/15/46 3,000 2,989
Willis Towers Watson plc 5.750% 3/15/21 1,385 1,548
WR Berkley Corp. 5.375% 9/15/20 375 413
WR Berkley Corp. 4.625% 3/15/22 6,300 6,912
WR Berkley Corp. 4.750% 8/1/44 2,705 2,877
XLIT Ltd. 5.750% 10/1/21 1,780 2,035
XLIT Ltd. 6.375% 11/15/24 375 445
XLIT Ltd. 4.450% 3/31/25 2,200 2,235
XLIT Ltd. 6.250% 5/15/27 2,192 2,641
XLIT Ltd. 5.250% 12/15/43 2,950 3,242
XLIT Ltd. 5.500% 3/31/45 2,800 2,734
 
Other Finance (0.0%)        
Jones Lang LaSalle Inc. 4.400% 11/15/22 150 162
 
Real Estate Investment Trusts (0.7%)        
Alexandria Real Estate Equities Inc. 2.750% 1/15/20 1,900 1,930
Alexandria Real Estate Equities Inc. 4.600% 4/1/22 1,825 1,983
Alexandria Real Estate Equities Inc. 3.900% 6/15/23 220 230
Alexandria Real Estate Equities Inc. 4.300% 1/15/26 2,550 2,751
Alexandria Real Estate Equities Inc. 3.950% 1/15/27 2,300 2,405
Alexandria Real Estate Equities Inc. 4.500% 7/30/29 2,325 2,504
American Campus Communities Operating        
Partnership LP 3.350% 10/1/20 2,000 2,087
American Campus Communities Operating        
Partnership LP 4.125% 7/1/24 2,200 2,343
AvalonBay Communities Inc. 3.625% 10/1/20 4,000 4,247
AvalonBay Communities Inc. 2.950% 9/15/22 75 78
AvalonBay Communities Inc. 2.850% 3/15/23 1,720 1,746
AvalonBay Communities Inc. 4.200% 12/15/23 1,405 1,538
AvalonBay Communities Inc. 3.500% 11/15/24 850 893
AvalonBay Communities Inc. 3.450% 6/1/25 8,445 8,813
AvalonBay Communities Inc. 2.950% 5/11/26 1,500 1,500
AvalonBay Communities Inc. 2.900% 10/15/26 4,650 4,631
Boston Properties LP 3.700% 11/15/18 1,635 1,705
Boston Properties LP 5.625% 11/15/20 6,675 7,587
Boston Properties LP 4.125% 5/15/21 1,410 1,535
Boston Properties LP 3.850% 2/1/23 8,325 8,904
Boston Properties LP 3.800% 2/1/24 3,600 3,845
Boston Properties LP 3.650% 2/1/26 6,800 7,198
Boston Properties LP 2.750% 10/1/26 4,300 4,245
Brandywine Operating Partnership LP 5.700% 5/1/17 275 282

 

 

Brandywine Operating Partnership LP 4.950% 4/15/18 2,225 2,321
Brandywine Operating Partnership LP 3.950% 2/15/23 950 977
Brandywine Operating Partnership LP 4.100% 10/1/24 2,950 3,046
Brandywine Operating Partnership LP 4.550% 10/1/29 3,705 3,876
Brixmor Operating Partnership LP 3.875% 8/15/22 3,000 3,144
Brixmor Operating Partnership LP 3.250% 9/15/23 1,475 1,479
Brixmor Operating Partnership LP 3.850% 2/1/25 11,950 12,182
Brixmor Operating Partnership LP 4.125% 6/15/26 2,400 2,485
Camden Property Trust 4.625% 6/15/21 1,025 1,125
Camden Property Trust 2.950% 12/15/22 5,575 5,643
Camden Property Trust 4.250% 1/15/24 1,363 1,474
7 Care Capital Properties LP 5.125% 8/15/26 500 501
CBL & Associates LP 5.250% 12/1/23 2,950 3,039
CBL & Associates LP 4.600% 10/15/24 4,800 4,684
Columbia Property Trust Operating        
Partnership LP 4.150% 4/1/25 4,000 4,166
Columbia Property Trust Operating        
Partnership LP 3.650% 8/15/26 400 403
Corporate Office Properties LP 3.700% 6/15/21 6,375 6,610
Corporate Office Properties LP 3.600% 5/15/23 950 949
CubeSmart LP 4.375% 12/15/23 1,850 2,002
CubeSmart LP 4.000% 11/15/25 1,375 1,469
CubeSmart LP 3.125% 9/1/26 5,300 5,290
DCT Industrial Operating Partnership LP 4.500% 10/15/23 1,525 1,605
DDR Corp. 7.875% 9/1/20 3,300 3,965
DDR Corp. 4.625% 7/15/22 4,250 4,620
DDR Corp. 3.375% 5/15/23 3,825 3,826
DDR Corp. 4.250% 2/1/26 1,700 1,798
Digital Realty Trust LP 3.400% 10/1/20 3,800 3,967
Digital Realty Trust LP 5.250% 3/15/21 3,265 3,654
Digital Realty Trust LP 3.950% 7/1/22 7,150 7,577
Digital Realty Trust LP 3.625% 10/1/22 3,675 3,828
Digital Realty Trust LP 4.750% 10/1/25 4,425 4,814
Duke Realty LP 3.875% 2/15/21 10,000 10,673
Duke Realty LP 3.625% 4/15/23 4,915 5,159
Duke Realty LP 3.750% 12/1/24 1,500 1,592
EPR Properties 5.750% 8/15/22 475 527
EPR Properties 5.250% 7/15/23 3,375 3,640
EPR Properties 4.500% 4/1/25 7,023 7,158
Equity CommonWealth 6.250% 6/15/17 1,725 1,746
Equity CommonWealth 6.650% 1/15/18 975 1,010
Equity Commonwealth 5.875% 9/15/20 200 221
Equity One Inc. 3.750% 11/15/22 2,000 2,077
ERP Operating LP 5.750% 6/15/17 1,673 1,724
ERP Operating LP 2.375% 7/1/19 2,600 2,650
ERP Operating LP 4.750% 7/15/20 5,510 6,066
ERP Operating LP 4.625% 12/15/21 1,284 1,446
ERP Operating LP 3.000% 4/15/23 1,675 1,723
ERP Operating LP 3.375% 6/1/25 300 315
ERP Operating LP 4.500% 7/1/44 4,400 4,846
ERP Operating LP 4.500% 6/1/45 3,175 3,526
Essex Portfolio LP 5.200% 3/15/21 1,750 1,963
Essex Portfolio LP 3.375% 1/15/23 5,625 5,814
Essex Portfolio LP 3.250% 5/1/23 1,425 1,461
Essex Portfolio LP 3.875% 5/1/24 500 529
Essex Portfolio LP 3.500% 4/1/25 8,800 9,129
Essex Portfolio LP 3.375% 4/15/26 3,000 3,073

 

 

Federal Realty Investment Trust 2.550% 1/15/21 275 284
Federal Realty Investment Trust 3.000% 8/1/22 1,600 1,664
Federal Realty Investment Trust 2.750% 6/1/23 950 968
Federal Realty Investment Trust 4.500% 12/1/44 5,300 6,028
Federal Realty Investment Trust 3.625% 8/1/46 4,550 4,465
HCP Inc. 6.700% 1/30/18 1,500 1,601
HCP Inc. 2.625% 2/1/20 5,000 5,080
HCP Inc. 5.375% 2/1/21 615 689
HCP Inc. 3.150% 8/1/22 3,375 3,424
HCP Inc. 4.000% 12/1/22 5,020 5,302
HCP Inc. 4.250% 11/15/23 8,350 8,747
HCP Inc. 4.200% 3/1/24 7,850 8,175
HCP Inc. 3.875% 8/15/24 4,450 4,558
HCP Inc. 3.400% 2/1/25 4,850 4,788
HCP Inc. 4.000% 6/1/25 425 437
HCP Inc. 6.750% 2/1/41 1,396 1,726
Healthcare Realty Trust Inc. 5.750% 1/15/21 4,666 5,301
Healthcare Realty Trust Inc. 3.750% 4/15/23 1,500 1,527
Healthcare Trust of America Holdings LP 3.375% 7/15/21 4,575 4,714
Healthcare Trust of America Holdings LP 3.700% 4/15/23 3,125 3,217
Healthcare Trust of America Holdings LP 3.500% 8/1/26 2,125 2,155
Highwoods Realty LP 3.200% 6/15/21 8,909 9,198
Hospitality Properties Trust 6.700% 1/15/18 6,350 6,597
Hospitality Properties Trust 4.500% 6/15/23 211 219
Hospitality Properties Trust 4.650% 3/15/24 3,725 3,832
Hospitality Properties Trust 4.500% 3/15/25 1,475 1,505
Hospitality Properties Trust 5.250% 2/15/26 635 671
Host Hotels & Resorts LP 6.000% 10/1/21 3,000 3,425
Host Hotels & Resorts LP 5.250% 3/15/22 3,794 4,191
Host Hotels & Resorts LP 3.750% 10/15/23 2,125 2,158
Host Hotels & Resorts LP 4.000% 6/15/25 1,100 1,120
Kilroy Realty LP 4.800% 7/15/18 1,625 1,699
Kilroy Realty LP 3.800% 1/15/23 3,300 3,433
Kilroy Realty LP 4.375% 10/1/25 575 622
Kilroy Realty LP 4.250% 8/15/29 3,025 3,214
Kimco Realty Corp. 4.300% 2/1/18 840 865
Kimco Realty Corp. 6.875% 10/1/19 1,750 2,005
Kimco Realty Corp. 3.125% 6/1/23 875 900
Kimco Realty Corp. 2.800% 10/1/26 4,375 4,330
Kite Realty Group LP 4.000% 10/1/26 6,675 6,731
Lexington Realty Trust 4.400% 6/15/24 1,875 1,918
Liberty Property LP 6.625% 10/1/17 1,600 1,676
Liberty Property LP 4.750% 10/1/20 1,535 1,672
Liberty Property LP 3.375% 6/15/23 1,775 1,817
Liberty Property LP 4.400% 2/15/24 3,979 4,342
Liberty Property LP 3.750% 4/1/25 8,000 8,387
Mack-Cali Realty LP 2.500% 12/15/17 1,710 1,720
Mack-Cali Realty LP 4.500% 4/18/22 3,250 3,385
Mack-Cali Realty LP 3.150% 5/15/23 2,850 2,670
Mid-America Apartments LP 4.300% 10/15/23 2,200 2,376
Mid-America Apartments LP 3.750% 6/15/24 3,800 3,992
National Retail Properties Inc. 6.875% 10/15/17 2,950 3,095
National Retail Properties Inc. 5.500% 7/15/21 5,050 5,764
National Retail Properties Inc. 3.800% 10/15/22 1,600 1,698
National Retail Properties Inc. 3.300% 4/15/23 900 918
National Retail Properties Inc. 3.900% 6/15/24 2,750 2,908
National Retail Properties Inc. 4.000% 11/15/25 2,950 3,155

 

 

Omega Healthcare Investors Inc. 4.375% 8/1/23 18,900 19,420
Omega Healthcare Investors Inc. 5.875% 3/15/24 3,435 3,598
Omega Healthcare Investors Inc. 4.950% 4/1/24 1,550 1,631
Omega Healthcare Investors Inc. 4.500% 1/15/25 3,250 3,315
Omega Healthcare Investors Inc. 5.250% 1/15/26 3,250 3,477
Omega Healthcare Investors Inc. 4.500% 4/1/27 11,000 11,110
Piedmont Operating Partnership LP 3.400% 6/1/23 5,975 5,888
Piedmont Operating Partnership LP 4.450% 3/15/24 1,650 1,731
Post Apartment Homes LP 3.375% 12/1/22 1,025 1,042
ProLogis LP 2.750% 2/15/19 8,025 8,217
ProLogis LP 4.250% 8/15/23 1,800 1,992
Prologis LP 3.750% 11/1/25 1,300 1,400
Realty Income Corp. 2.000% 1/31/18 700 704
Realty Income Corp. 6.750% 8/15/19 5,565 6,321
Realty Income Corp. 5.750% 1/15/21 3,000 3,421
Realty Income Corp. 3.250% 10/15/22 825 856
Realty Income Corp. 4.650% 8/1/23 1,825 2,012
Realty Income Corp. 3.875% 7/15/24 1,950 2,065
Realty Income Corp. 4.125% 10/15/26 1,420 1,535
Realty Income Corp. 5.875% 3/15/35 100 124
Regency Centers LP 4.800% 4/15/21 2,000 2,209
Regency Centers LP 3.750% 6/15/24 1,200 1,268
Retail Opportunity Investments Partnership LP 5.000% 12/15/23 750 801
Retail Properties of America Inc. 4.000% 3/15/25 8,000 7,950
Select Income REIT 2.850% 2/1/18 1,575 1,585
Select Income REIT 4.150% 2/1/22 2,250 2,266
Select Income REIT 4.500% 2/1/25 5,766 5,802
Senior Housing Properties Trust 3.250% 5/1/19 4,000 4,041
Senior Housing Properties Trust 4.750% 5/1/24 1,500 1,569
Simon Property Group LP 2.200% 2/1/19 12,850 13,093
Simon Property Group LP 5.650% 2/1/20 5,400 6,039
Simon Property Group LP 2.500% 9/1/20 4,800 4,944
Simon Property Group LP 4.375% 3/1/21 1,395 1,542
Simon Property Group LP 2.500% 7/15/21 2,000 2,052
Simon Property Group LP 4.125% 12/1/21 11,850 13,038
Simon Property Group LP 3.375% 3/15/22 1,675 1,779
Simon Property Group LP 2.750% 2/1/23 3,625 3,719
Simon Property Group LP 3.750% 2/1/24 5,000 5,427
Simon Property Group LP 3.500% 9/1/25 2,800 3,004
Simon Property Group LP 3.300% 1/15/26 4,795 5,063
Simon Property Group LP 6.750% 2/1/40 4,550 6,615
Simon Property Group LP 4.750% 3/15/42 1,300 1,546
Simon Property Group LP 4.250% 10/1/44 100 110
Sovran Acquisition LP 3.500% 7/1/26 10,500 10,719
7 Spirit Realty LP 4.450% 9/15/26 2,750 2,733
Tanger Properties LP 3.875% 12/1/23 725 768
Tanger Properties LP 3.750% 12/1/24 1,000 1,054
Tanger Properties LP 3.125% 9/1/26 4,650 4,641
UDR Inc. 4.250% 6/1/18 575 600
UDR Inc. 3.700% 10/1/20 1,000 1,059
UDR Inc. 4.625% 1/10/22 4,050 4,473
UDR Inc. 2.950% 9/1/26 4,400 4,356
Ventas Realty LP 1.250% 4/17/17 2,200 2,199
Ventas Realty LP 3.125% 6/15/23 5,000 5,111
Ventas Realty LP 3.750% 5/1/24 2,325 2,447
Ventas Realty LP 4.125% 1/15/26 1,825 1,960
Ventas Realty LP 3.250% 10/15/26 7,400 7,477

 

 

Ventas Realty LP 4.375% 2/1/45 3,100 3,169
Ventas Realty LP / Ventas Capital Corp. 2.000% 2/15/18 1,125 1,132
Ventas Realty LP / Ventas Capital Corp. 4.000% 4/30/19 4,025 4,236
Ventas Realty LP / Ventas Capital Corp. 2.700% 4/1/20 2,425 2,485
Ventas Realty LP / Ventas Capital Corp. 4.750% 6/1/21 975 1,082
Ventas Realty LP / Ventas Capital Corp. 4.250% 3/1/22 1,300 1,415
Ventas Realty LP / Ventas Capital Corp. 3.250% 8/15/22 5,375 5,601
Vornado Realty LP 2.500% 6/30/19 2,400 2,436
Vornado Realty LP 5.000% 1/15/22 5,500 6,051
Washington Prime Group LP 3.850% 4/1/20 1,775 1,827
Washington REIT 4.950% 10/1/20 800 860
Washington REIT 3.950% 10/15/22 1,050 1,090
Weingarten Realty Investors 3.375% 10/15/22 2,200 2,259
Weingarten Realty Investors 3.500% 4/15/23 2,125 2,173
Weingarten Realty Investors 4.450% 1/15/24 600 653
Weingarten Realty Investors 3.850% 6/1/25 900 944
Weingarten Realty Investors 3.250% 8/15/26 1,600 1,598
Welltower Inc. 2.250% 3/15/18 8,900 8,977
Welltower Inc. 4.125% 4/1/19 2,995 3,150
Welltower Inc. 4.950% 1/15/21 5,340 5,873
Welltower Inc. 5.250% 1/15/22 2,225 2,520
Welltower Inc. 3.750% 3/15/23 4,250 4,467
Welltower Inc. 4.000% 6/1/25 11,875 12,599
Welltower Inc. 4.250% 4/1/26 7,000 7,575
Welltower Inc. 6.500% 3/15/41 200 258
Welltower Inc. 5.125% 3/15/43 1,725 1,920
WP Carey Inc. 4.600% 4/1/24 3,980 4,170
WP Carey Inc. 4.000% 2/1/25 1,000 992
WP Carey Inc. 4.250% 10/1/26 2,350 2,385
        9,499,703
Industrial (17.4%)        
Basic Industry (1.0%)        
Agrium Inc. 3.150% 10/1/22 14,160 14,502
Agrium Inc. 3.500% 6/1/23 6,664 6,979
Agrium Inc. 3.375% 3/15/25 5,250 5,413
Agrium Inc. 4.125% 3/15/35 3,750 3,696
Agrium Inc. 7.125% 5/23/36 200 261
Agrium Inc. 6.125% 1/15/41 275 336
Agrium Inc. 4.900% 6/1/43 6,310 6,670
Agrium Inc. 5.250% 1/15/45 6,150 6,832
Air Products & Chemicals Inc. 1.200% 10/15/17 775 776
Air Products & Chemicals Inc. 3.000% 11/3/21 9,860 10,523
Air Products & Chemicals Inc. 3.350% 7/31/24 3,875 4,191
Airgas Inc. 1.650% 2/15/18 4,000 4,021
Airgas Inc. 3.050% 8/1/20 700 727
Airgas Inc. 2.900% 11/15/22 5,000 5,060
Airgas Inc. 3.650% 7/15/24 3,750 3,988
Albemarle Corp. 3.000% 12/1/19 4,025 4,160
Albemarle Corp. 4.500% 12/15/20 250 270
Albemarle Corp. 4.150% 12/1/24 3,200 3,450
Albemarle Corp. 5.450% 12/1/44 2,850 3,331
Barrick Gold Corp. 4.100% 5/1/23 4,212 4,542
Barrick Gold Corp. 5.250% 4/1/42 6,650 7,244
Barrick North America Finance LLC 4.400% 5/30/21 22,235 24,365
Barrick North America Finance LLC 7.500% 9/15/38 500 619
Barrick North America Finance LLC 5.700% 5/30/41 6,025 6,919
Barrick North America Finance LLC 5.750% 5/1/43 8,050 9,589

 

 

Barrick PD Australia Finance Pty Ltd. 5.950% 10/15/39 6,044 6,898
BHP Billiton Finance USA Ltd. 2.050% 9/30/18 8,767 8,864
BHP Billiton Finance USA Ltd. 6.500% 4/1/19 4,740 5,302
BHP Billiton Finance USA Ltd. 3.250% 11/21/21 5,550 5,931
BHP Billiton Finance USA Ltd. 2.875% 2/24/22 12,175 12,754
BHP Billiton Finance USA Ltd. 3.850% 9/30/23 2,775 3,027
BHP Billiton Finance USA Ltd. 4.125% 2/24/42 3,150 3,280
BHP Billiton Finance USA Ltd. 5.000% 9/30/43 15,840 18,708
Braskem Finance Ltd. 6.450% 2/3/24 2,500 2,691
Cabot Corp. 2.550% 1/15/18 200 202
Cabot Corp. 3.700% 7/15/22 400 422
Cabot Corp. 3.400% 9/15/26 2,000 2,021
Celulosa Arauco y Constitucion SA 7.250% 7/29/19 625 713
Celulosa Arauco y Constitucion SA 5.000% 1/21/21 1,800 1,935
Celulosa Arauco y Constitucion SA 4.750% 1/11/22 2,000 2,147
CF Industries Inc. 6.875% 5/1/18 11,150 11,986
CF Industries Inc. 7.125% 5/1/20 5,510 6,343
CF Industries Inc. 5.150% 3/15/34 9,700 9,824
CF Industries Inc. 4.950% 6/1/43 2,925 2,721
CF Industries Inc. 5.375% 3/15/44 7,005 6,931
Cytec Industries Inc. 3.500% 4/1/23 225 224
Domtar Corp. 6.250% 9/1/42 475 507
Domtar Corp. 6.750% 2/15/44 3,325 3,736
Dow Chemical Co. 8.550% 5/15/19 11,189 13,119
Dow Chemical Co. 4.250% 11/15/20 7,965 8,644
Dow Chemical Co. 4.125% 11/15/21 6,740 7,376
Dow Chemical Co. 3.000% 11/15/22 6,000 6,223
Dow Chemical Co. 3.500% 10/1/24 1,700 1,799
Dow Chemical Co. 7.375% 11/1/29 2,000 2,737
Dow Chemical Co. 4.250% 10/1/34 4,600 4,747
Dow Chemical Co. 9.400% 5/15/39 5,665 9,315
Dow Chemical Co. 5.250% 11/15/41 3,515 3,973
Dow Chemical Co. 4.375% 11/15/42 10,250 10,452
Dow Chemical Co. 4.625% 10/1/44 1,500 1,594
Eastman Chemical Co. 2.400% 6/1/17 3,049 3,073
Eastman Chemical Co. 5.500% 11/15/19 4,321 4,782
Eastman Chemical Co. 2.700% 1/15/20 7,000 7,180
Eastman Chemical Co. 4.500% 1/15/21 6,310 6,863
Eastman Chemical Co. 3.600% 8/15/22 5,055 5,355
Eastman Chemical Co. 4.800% 9/1/42 3,250 3,343
Eastman Chemical Co. 4.650% 10/15/44 5,400 5,512
Ecolab Inc. 1.450% 12/8/17 6,375 6,391
Ecolab Inc. 1.550% 1/12/18 3,000 3,013
Ecolab Inc. 2.000% 1/14/19 1,700 1,721
Ecolab Inc. 2.250% 1/12/20 2,100 2,140
Ecolab Inc. 4.350% 12/8/21 5,600 6,283
Ecolab Inc. 3.250% 1/14/23 1,700 1,779
Ecolab Inc. 5.500% 12/8/41 1,500 1,877
EI du Pont de Nemours & Co. 6.000% 7/15/18 14,890 16,113
EI du Pont de Nemours & Co. 4.625% 1/15/20 2,615 2,867
EI du Pont de Nemours & Co. 3.625% 1/15/21 3,568 3,828
EI du Pont de Nemours & Co. 4.250% 4/1/21 1,650 1,814
EI du Pont de Nemours & Co. 2.800% 2/15/23 3,480 3,558
EI du Pont de Nemours & Co. 6.500% 1/15/28 475 609
EI du Pont de Nemours & Co. 4.900% 1/15/41 7,900 8,867
EI du Pont de Nemours & Co. 4.150% 2/15/43 1,125 1,167
FMC Corp. 3.950% 2/1/22 3,200 3,348

 

 

FMC Corp. 4.100% 2/1/24 6,500 6,793
Georgia-Pacific LLC 8.000% 1/15/24 6,871 9,119
Georgia-Pacific LLC 7.375% 12/1/25 2,500 3,332
Georgia-Pacific LLC 7.750% 11/15/29 1,950 2,818
Georgia-Pacific LLC 8.875% 5/15/31 4,250 6,723
Goldcorp Inc. 2.125% 3/15/18 7,250 7,266
Goldcorp Inc. 3.700% 3/15/23 4,525 4,694
Goldcorp Inc. 5.450% 6/9/44 4,833 5,227
International Flavors & Fragrances Inc. 3.200% 5/1/23 525 542
International Paper Co. 7.950% 6/15/18 1,589 1,758
International Paper Co. 7.500% 8/15/21 7,265 8,871
International Paper Co. 4.750% 2/15/22 1,491 1,660
International Paper Co. 3.800% 1/15/26 775 822
International Paper Co. 3.000% 2/15/27 14,600 14,589
International Paper Co. 5.000% 9/15/35 3,050 3,375
International Paper Co. 7.300% 11/15/39 3,570 4,754
International Paper Co. 6.000% 11/15/41 2,100 2,476
International Paper Co. 4.800% 6/15/44 9,200 9,726
International Paper Co. 5.150% 5/15/46 4,400 4,952
International Paper Co. 4.400% 8/15/47 9,600 9,650
Lubrizol Corp. 8.875% 2/1/19 1,075 1,256
LYB International Finance BV 4.000% 7/15/23 3,000 3,256
LYB International Finance BV 5.250% 7/15/43 4,516 5,164
LYB International Finance BV 4.875% 3/15/44 2,750 2,958
LyondellBasell Industries NV 5.000% 4/15/19 13,135 14,061
LyondellBasell Industries NV 6.000% 11/15/21 10,875 12,724
LyondellBasell Industries NV 5.750% 4/15/24 2,800 3,328
LyondellBasell Industries NV 4.625% 2/26/55 3,900 3,822
Meadwestvaco Corp. 7.950% 2/15/31 3,050 4,131
Methanex Corp. 3.250% 12/15/19 5,750 5,714
Monsanto Co. 5.125% 4/15/18 850 896
Monsanto Co. 2.125% 7/15/19 5,000 5,070
Monsanto Co. 2.750% 7/15/21 7,550 7,760
Monsanto Co. 2.200% 7/15/22 650 650
Monsanto Co. 2.850% 4/15/25 3,600 3,617
Monsanto Co. 5.500% 8/15/25 3,725 4,373
Monsanto Co. 4.200% 7/15/34 5,425 5,507
Monsanto Co. 5.875% 4/15/38 950 1,139
Monsanto Co. 3.600% 7/15/42 3,250 2,950
Monsanto Co. 4.650% 11/15/43 1,500 1,584
Monsanto Co. 3.950% 4/15/45 8,330 8,163
Monsanto Co. 4.700% 7/15/64 6,200 5,929
Mosaic Co. 4.250% 11/15/23 5,850 6,227
Mosaic Co. 5.450% 11/15/33 1,600 1,738
Mosaic Co. 4.875% 11/15/41 4,445 4,417
Mosaic Co. 5.625% 11/15/43 1,600 1,723
Newmont Mining Corp. 5.125% 10/1/19 1,525 1,664
Newmont Mining Corp. 3.500% 3/15/22 2,400 2,497
Newmont Mining Corp. 5.875% 4/1/35 600 675
Newmont Mining Corp. 6.250% 10/1/39 5,626 6,573
Newmont Mining Corp. 4.875% 3/15/42 7,025 7,401
Nucor Corp. 5.750% 12/1/17 5,090 5,313
Nucor Corp. 5.850% 6/1/18 1,725 1,843
Nucor Corp. 4.125% 9/15/22 300 327
Nucor Corp. 4.000% 8/1/23 1,650 1,781
Nucor Corp. 6.400% 12/1/37 1,875 2,355
Nucor Corp. 5.200% 8/1/43 10,275 11,829

 

 

Packaging Corp. of America 3.900% 6/15/22 3,775 4,018
Packaging Corp. of America 4.500% 11/1/23 10,025 11,092
Packaging Corp. of America 3.650% 9/15/24 4,050 4,221
Placer Dome Inc. 6.450% 10/15/35 1,050 1,198
Plum Creek Timberlands LP 4.700% 3/15/21 445 482
Plum Creek Timberlands LP 3.250% 3/15/23 500 499
Potash Corp. of Saskatchewan Inc. 3.250% 12/1/17 8,500 8,663
Potash Corp. of Saskatchewan Inc. 6.500% 5/15/19 1,077 1,200
Potash Corp. of Saskatchewan Inc. 4.875% 3/30/20 7,765 8,477
Potash Corp. of Saskatchewan Inc. 3.000% 4/1/25 4,000 4,019
Potash Corp. of Saskatchewan Inc. 5.625% 12/1/40 4,375 5,249
PPG Industries Inc. 2.300% 11/15/19 3,450 3,507
PPG Industries Inc. 5.500% 11/15/40 2,950 3,620
Praxair Inc. 4.500% 8/15/19 800 871
Praxair Inc. 4.050% 3/15/21 50 55
Praxair Inc. 3.000% 9/1/21 8,125 8,618
Praxair Inc. 2.450% 2/15/22 9,800 10,117
Praxair Inc. 2.200% 8/15/22 4,025 4,104
Praxair Inc. 2.650% 2/5/25 3,400 3,501
Praxair Inc. 3.200% 1/30/26 3,000 3,210
Praxair Inc. 3.550% 11/7/42 2,500 2,587
Rayonier Inc. 3.750% 4/1/22 2,000 2,039
Reliance Steel & Aluminum Co. 4.500% 4/15/23 1,700 1,768
Rio Tinto Alcan Inc. 6.125% 12/15/33 3,144 3,632
Rio Tinto Alcan Inc. 5.750% 6/1/35 3,850 4,273
Rio Tinto Finance USA Ltd. 9.000% 5/1/19 8,785 10,392
Rio Tinto Finance USA Ltd. 4.125% 5/20/21 5,650 6,209
Rio Tinto Finance USA Ltd. 3.750% 9/20/21 5,961 6,445
Rio Tinto Finance USA Ltd. 3.750% 6/15/25 38,590 41,346
Rio Tinto Finance USA Ltd. 7.125% 7/15/28 2,225 2,973
Rio Tinto Finance USA Ltd. 5.200% 11/2/40 4,335 5,069
Rio Tinto Finance USA plc 3.500% 3/22/22 1,675 1,801
Rio Tinto Finance USA plc 2.875% 8/21/22 3,775 3,959
Rio Tinto Finance USA plc 4.750% 3/22/42 475 530
Rohm & Haas Co. 6.000% 9/15/17 1,432 1,492
Rohm & Haas Co. 7.850% 7/15/29 4,775 6,725
RPM International Inc. 6.125% 10/15/19 590 657
RPM International Inc. 3.450% 11/15/22 3,275 3,337
RPM International Inc. 5.250% 6/1/45 3,392 3,595
Sherwin-Williams Co. 1.350% 12/15/17 2,825 2,825
Sherwin-Williams Co. 3.450% 8/1/25 5,150 5,350
Sherwin-Williams Co. 4.000% 12/15/42 1,000 989
Sherwin-Williams Co. 4.550% 8/1/45 1,590 1,702
Southern Copper Corp. 5.375% 4/16/20 200 220
Southern Copper Corp. 3.500% 11/8/22 1,300 1,315
Southern Copper Corp. 3.875% 4/23/25 2,600 2,639
Southern Copper Corp. 7.500% 7/27/35 3,475 4,096
Southern Copper Corp. 6.750% 4/16/40 1,450 1,588
Southern Copper Corp. 5.250% 11/8/42 16,725 15,931
Southern Copper Corp. 5.875% 4/23/45 16,925 16,925
Syngenta Finance NV 3.125% 3/28/22 2,250 2,310
Syngenta Finance NV 4.375% 3/28/42 1,250 1,229
Vale Canada Ltd. 7.200% 9/15/32 3,291 3,324
Vale Overseas Ltd. 5.625% 9/15/19 6,925 7,332
Vale Overseas Ltd. 5.875% 6/10/21 24,500 25,602
Vale Overseas Ltd. 4.375% 1/11/22 20,355 20,151
Vale Overseas Ltd. 6.250% 8/10/26 7,400 7,733

 

 

Vale Overseas Ltd. 8.250% 1/17/34 800 863
Vale Overseas Ltd. 6.875% 11/21/36 8,660 8,476
Vale Overseas Ltd. 6.875% 11/10/39 7,015 6,708
Vale SA 5.625% 9/11/42 18,115 15,217
Valspar Corp. 7.250% 6/15/19 1,675 1,901
Valspar Corp. 4.200% 1/15/22 375 400
Valspar Corp. 3.950% 1/15/26 5,000 5,300
Westlake Chemical Corp. 3.600% 7/15/22 400 413
7 Westlake Chemical Corp. 3.600% 8/15/26 4,500 4,493
7 Westlake Chemical Corp. 5.000% 8/15/46 8,500 8,606
Westrock MWV LLC 8.200% 1/15/30 2,370 3,225
WestRock RKT Co. 4.450% 3/1/19 1,750 1,853
WestRock RKT Co. 3.500% 3/1/20 2,000 2,087
WestRock RKT Co. 4.900% 3/1/22 2,000 2,247
WestRock RKT Co. 4.000% 3/1/23 3,500 3,697
Weyerhaeuser Co. 7.375% 10/1/19 5,039 5,794
Weyerhaeuser Co. 4.625% 9/15/23 8,125 9,034
Weyerhaeuser Co. 8.500% 1/15/25 800 1,070
Weyerhaeuser Co. 7.375% 3/15/32 3,625 4,919
Weyerhaeuser Co. 6.875% 12/15/33 1,000 1,275
Worthington Industries Inc. 4.550% 4/15/26 700 728
Yamana Gold Inc. 4.950% 7/15/24 1,870 1,926
 
Capital Goods (1.5%)        
3M Co. 2.000% 8/7/20 2,800 2,868
3M Co. 1.625% 9/19/21 4,300 4,312
3M Co. 2.000% 6/26/22 3,500 3,545
3M Co. 3.000% 8/7/25 3,450 3,711
3M Co. 2.250% 9/19/26 6,000 5,996
3M Co. 6.375% 2/15/28 1,300 1,783
3M Co. 5.700% 3/15/37 3,595 4,923
3M Co. 3.125% 9/19/46 5,500 5,422
ABB Finance USA Inc. 2.875% 5/8/22 4,860 5,104
ABB Finance USA Inc. 4.375% 5/8/42 1,250 1,435
Acuity Brands Lighting Inc. 6.000% 12/15/19 800 887
Bemis Co. Inc. 3.100% 9/15/26 2,400 2,421
Boeing Capital Corp. 2.900% 8/15/18 1,000 1,031
Boeing Capital Corp. 4.700% 10/27/19 5,875 6,476
Boeing Co. 0.950% 5/15/18 2,500 2,497
Boeing Co. 6.000% 3/15/19 5,150 5,742
Boeing Co. 4.875% 2/15/20 4,865 5,438
Boeing Co. 1.650% 10/30/20 4,190 4,232
Boeing Co. 8.750% 8/15/21 290 383
Boeing Co. 2.350% 10/30/21 1,000 1,036
Boeing Co. 2.200% 10/30/22 4,500 4,599
Boeing Co. 1.875% 6/15/23 5,000 4,971
Boeing Co. 2.500% 3/1/25 2,000 2,045
Boeing Co. 7.250% 6/15/25 325 447
Boeing Co. 2.600% 10/30/25 5,000 5,160
Boeing Co. 2.250% 6/15/26 4,750 4,734
Boeing Co. 6.125% 2/15/33 6,075 8,250
Boeing Co. 3.300% 3/1/35 2,500 2,552
Boeing Co. 6.625% 2/15/38 525 767
Boeing Co. 6.875% 3/15/39 1,615 2,435
Boeing Co. 5.875% 2/15/40 780 1,068
Boeing Co. 3.500% 3/1/45 1,500 1,552
Boeing Co. 3.375% 6/15/46 4,500 4,522

 

 

Carlisle Cos. Inc. 3.750% 11/15/22 1,650 1,696
Caterpillar Financial Services Corp. 1.250% 11/6/17 850 850
Caterpillar Financial Services Corp. 1.500% 2/23/18 27,200 27,301
Caterpillar Financial Services Corp. 1.800% 11/13/18 4,700 4,745
Caterpillar Financial Services Corp. 7.150% 2/15/19 9,990 11,314
Caterpillar Financial Services Corp. 1.350% 5/18/19 2,700 2,697
Caterpillar Financial Services Corp. 2.100% 6/9/19 1,367 1,391
Caterpillar Financial Services Corp. 2.250% 12/1/19 5,550 5,664
Caterpillar Financial Services Corp. 2.000% 3/5/20 2,500 2,537
Caterpillar Financial Services Corp. 2.500% 11/13/20 2,500 2,577
Caterpillar Financial Services Corp. 1.700% 8/9/21 11,500 11,381
Caterpillar Financial Services Corp. 2.750% 8/20/21 1,300 1,359
7 Caterpillar Financial Services Corp. 1.931% 10/1/21 8,038 8,026
Caterpillar Financial Services Corp. 2.850% 6/1/22 4,604 4,826
Caterpillar Financial Services Corp. 3.300% 6/9/24 4,175 4,468
Caterpillar Financial Services Corp. 3.250% 12/1/24 3,900 4,163
Caterpillar Financial Services Corp. 2.400% 8/9/26 2,300 2,284
Caterpillar Inc. 3.900% 5/27/21 6,447 7,049
Caterpillar Inc. 2.600% 6/26/22 1,000 1,037
Caterpillar Inc. 3.400% 5/15/24 7,000 7,551
Caterpillar Inc. 6.050% 8/15/36 9,141 12,114
Caterpillar Inc. 5.200% 5/27/41 4,772 5,923
Caterpillar Inc. 3.803% 8/15/42 13,854 14,232
Caterpillar Inc. 4.300% 5/15/44 2,350 2,626
Caterpillar Inc. 4.750% 5/15/64 850 974
Crane Co. 2.750% 12/15/18 2,000 2,039
Crane Co. 4.450% 12/15/23 5,690 6,125
CRH America Inc. 8.125% 7/15/18 8,075 8,915
CRH America Inc. 5.750% 1/15/21 3,415 3,889
Deere & Co. 2.600% 6/8/22 3,765 3,907
Deere & Co. 5.375% 10/16/29 3,595 4,605
Deere & Co. 8.100% 5/15/30 1,861 2,821
Deere & Co. 3.900% 6/9/42 1,325 1,438
Dover Corp. 5.450% 3/15/18 2,000 2,121
Dover Corp. 4.300% 3/1/21 1,830 2,010
Dover Corp. 3.150% 11/15/25 10,000 10,612
Dover Corp. 6.600% 3/15/38 975 1,402
Dover Corp. 5.375% 3/1/41 795 1,018
Eaton Corp. 1.500% 11/2/17 1,000 1,002
Eaton Corp. 5.600% 5/15/18 6,955 7,414
Eaton Corp. 2.750% 11/2/22 9,675 10,001
Eaton Corp. 4.000% 11/2/32 6,850 7,330
Eaton Corp. 4.150% 11/2/42 1,250 1,335
Eaton Electric Holdings LLC 3.875% 12/15/20 1,075 1,156
Embraer Netherlands Finance BV 5.050% 6/15/25 4,700 4,737
7 Embraer Overseas Ltd. 5.696% 9/16/23 3,340 3,542
Emerson Electric Co. 5.250% 10/15/18 2,200 2,380
Emerson Electric Co. 4.875% 10/15/19 1,775 1,949
Emerson Electric Co. 4.250% 11/15/20 3,807 4,219
Emerson Electric Co. 2.625% 12/1/21 7,000 7,324
Emerson Electric Co. 2.625% 2/15/23 2,500 2,592
Emerson Electric Co. 3.150% 6/1/25 1,700 1,806
Emerson Electric Co. 6.000% 8/15/32 750 971
Emerson Electric Co. 6.125% 4/15/39 1,000 1,397
Emerson Electric Co. 5.250% 11/15/39 440 553
Exelis Inc. 4.250% 10/1/16 1,900 1,900
FLIR Systems Inc. 3.125% 6/15/21 1,500 1,546

 

 

Flowserve Corp. 3.500% 9/15/22 13,705 14,223
Flowserve Corp. 4.000% 11/15/23 4,575 4,813
7 Fortive Corp. 1.800% 6/15/19 1,000 1,003
7 Fortive Corp. 2.350% 6/15/21 5,097 5,148
7 Fortive Corp. 3.150% 6/15/26 5,500 5,663
7 Fortive Corp. 4.300% 6/15/46 3,325 3,564
Fortune Brands Home & Security Inc. 3.000% 6/15/20 3,000 3,091
Fortune Brands Home & Security Inc. 4.000% 6/15/25 200 215
General Dynamics Corp. 1.000% 11/15/17 6,225 6,216
General Dynamics Corp. 3.875% 7/15/21 7,225 7,924
General Dynamics Corp. 2.250% 11/15/22 3,822 3,911
General Dynamics Corp. 1.875% 8/15/23 5,000 4,951
General Dynamics Corp. 2.125% 8/15/26 3,000 2,947
General Dynamics Corp. 3.600% 11/15/42 1,150 1,227
General Electric Capital Corp. 5.625% 5/1/18 1,095 1,171
General Electric Capital Corp. 6.000% 8/7/19 9,670 10,924
General Electric Capital Corp. 2.100% 12/11/19 900 920
General Electric Capital Corp. 5.500% 1/8/20 10,432 11,816
General Electric Capital Corp. 2.200% 1/9/20 9,759 10,009
General Electric Capital Corp. 5.550% 5/4/20 3,282 3,741
General Electric Capital Corp. 4.375% 9/16/20 12,222 13,522
General Electric Capital Corp. 4.625% 1/7/21 6,728 7,575
General Electric Capital Corp. 5.300% 2/11/21 6,282 7,208
General Electric Capital Corp. 4.650% 10/17/21 11,392 12,980
General Electric Capital Corp. 3.150% 9/7/22 2,995 3,196
General Electric Capital Corp. 3.100% 1/9/23 8,431 8,955
General Electric Capital Corp. 3.450% 5/15/24 2,732 2,971
General Electric Capital Corp. 6.750% 3/15/32 17,584 24,684
General Electric Capital Corp. 6.150% 8/7/37 5,046 6,981
General Electric Capital Corp. 5.875% 1/14/38 25,870 34,733
General Electric Capital Corp. 6.875% 1/10/39 7,820 11,776
General Electric Co. 5.250% 12/6/17 32,295 33,840
General Electric Co. 2.700% 10/9/22 20,665 21,487
General Electric Co. 3.375% 3/11/24 9,000 9,807
General Electric Co. 4.125% 10/9/42 24,400 26,686
General Electric Co. 4.500% 3/11/44 12,220 14,059
Harris Corp. 1.999% 4/27/18 4,700 4,725
Harris Corp. 2.700% 4/27/20 2,000 2,039
Harris Corp. 4.400% 12/15/20 5,198 5,644
Harris Corp. 3.832% 4/27/25 7,659 8,108
Harris Corp. 4.854% 4/27/35 5,000 5,508
Harris Corp. 6.150% 12/15/40 1,125 1,426
Harris Corp. 5.054% 4/27/45 3,075 3,510
Hexcel Corp. 4.700% 8/15/25 1,400 1,524
Honeywell International Inc. 5.300% 3/1/18 5,650 5,982
Honeywell International Inc. 5.000% 2/15/19 520 566
Honeywell International Inc. 4.250% 3/1/21 10,205 11,386
Honeywell International Inc. 3.350% 12/1/23 10,050 10,910
Honeywell International Inc. 5.700% 3/15/36 1,600 2,126
Honeywell International Inc. 5.700% 3/15/37 1,895 2,537
Honeywell International Inc. 5.375% 3/1/41 10,145 13,512
Hubbell Inc. 3.350% 3/1/26 2,800 2,946
Illinois Tool Works Inc. 1.950% 3/1/19 400 408
Illinois Tool Works Inc. 6.250% 4/1/19 7,025 7,856
Illinois Tool Works Inc. 3.375% 9/15/21 895 965
Illinois Tool Works Inc. 3.500% 3/1/24 7,687 8,423
Illinois Tool Works Inc. 4.875% 9/15/41 1,595 1,967

 

 

Illinois Tool Works Inc. 3.900% 9/1/42 10,117 11,189
Ingersoll-Rand Global Holding Co. Ltd. 6.875% 8/15/18 6,350 6,975
Ingersoll-Rand Global Holding Co. Ltd. 2.875% 1/15/19 2,045 2,109
Ingersoll-Rand Global Holding Co. Ltd. 4.250% 6/15/23 9,675 10,739
Ingersoll-Rand Global Holding Co. Ltd. 5.750% 6/15/43 1,150 1,430
Ingersoll-Rand Luxembourg Finance SA 2.625% 5/1/20 2,000 2,038
Ingersoll-Rand Luxembourg Finance SA 3.550% 11/1/24 700 737
Ingersoll-Rand Luxembourg Finance SA 4.650% 11/1/44 4,500 4,896
John Deere Capital Corp. 1.200% 10/10/17 4,300 4,303
John Deere Capital Corp. 1.350% 1/16/18 2,550 2,557
John Deere Capital Corp. 5.350% 4/3/18 725 770
John Deere Capital Corp. 1.750% 8/10/18 3,100 3,128
John Deere Capital Corp. 5.750% 9/10/18 12,160 13,211
John Deere Capital Corp. 1.950% 12/13/18 4,783 4,860
John Deere Capital Corp. 1.950% 1/8/19 6,200 6,298
John Deere Capital Corp. 1.950% 3/4/19 3,100 3,148
John Deere Capital Corp. 2.250% 4/17/19 1,275 1,306
John Deere Capital Corp. 1.250% 10/9/19 11,250 11,177
John Deere Capital Corp. 1.700% 1/15/20 5,400 5,415
John Deere Capital Corp. 2.050% 3/10/20 5,400 5,480
John Deere Capital Corp. 2.450% 9/11/20 2,125 2,186
John Deere Capital Corp. 2.550% 1/8/21 8,500 8,815
John Deere Capital Corp. 2.800% 3/4/21 5,000 5,217
John Deere Capital Corp. 3.900% 7/12/21 12,268 13,461
John Deere Capital Corp. 3.150% 10/15/21 3,981 4,229
John Deere Capital Corp. 2.750% 3/15/22 2,250 2,340
John Deere Capital Corp. 2.800% 1/27/23 7,815 8,138
John Deere Capital Corp. 2.800% 3/6/23 5,075 5,272
John Deere Capital Corp. 3.350% 6/12/24 9,781 10,502
John Deere Capital Corp. 3.400% 9/11/25 1,750 1,902
John Deere Capital Corp. 2.650% 6/10/26 2,000 2,052
Kennametal Inc. 2.650% 11/1/19 4,478 4,512
Kennametal Inc. 3.875% 2/15/22 1,550 1,580
L-3 Communications Corp. 5.200% 10/15/19 5,855 6,410
L-3 Communications Corp. 4.750% 7/15/20 7,350 8,019
L-3 Communications Corp. 4.950% 2/15/21 7,100 7,838
L-3 Communications Corp. 3.950% 5/28/24 1,030 1,099
Lafarge SA 7.125% 7/15/36 2,900 3,690
Leggett & Platt Inc. 3.800% 11/15/24 3,725 3,898
Legrand France SA 8.500% 2/15/25 2,150 2,941
Lockheed Martin Corp. 1.850% 11/23/18 4,450 4,512
Lockheed Martin Corp. 4.250% 11/15/19 7,418 8,062
Lockheed Martin Corp. 2.500% 11/23/20 6,000 6,194
Lockheed Martin Corp. 3.350% 9/15/21 19,354 20,734
Lockheed Martin Corp. 3.100% 1/15/23 7,230 7,628
Lockheed Martin Corp. 2.900% 3/1/25 425 439
Lockheed Martin Corp. 3.550% 1/15/26 7,950 8,598
Lockheed Martin Corp. 3.600% 3/1/35 6,040 6,197
Lockheed Martin Corp. 4.500% 5/15/36 2,600 2,983
Lockheed Martin Corp. 6.150% 9/1/36 7,985 10,766
Lockheed Martin Corp. 5.500% 11/15/39 5,445 6,842
Lockheed Martin Corp. 5.720% 6/1/40 3,226 4,181
Lockheed Martin Corp. 4.850% 9/15/41 3,100 3,672
Lockheed Martin Corp. 4.070% 12/15/42 2,000 2,152
Lockheed Martin Corp. 3.800% 3/1/45 1,575 1,622
Lockheed Martin Corp. 4.700% 5/15/46 11,700 13,938
Martin Marietta Materials Inc. 6.600% 4/15/18 1,600 1,690

 

 

Martin Marietta Materials Inc. 4.250% 7/2/24 1,370 1,460
Mohawk Industries Inc. 3.850% 2/1/23 6,175 6,476
Northrop Grumman Corp. 1.750% 6/1/18 3,525 3,554
Northrop Grumman Corp. 3.500% 3/15/21 4,650 4,975
Northrop Grumman Corp. 3.250% 8/1/23 10,675 11,411
Northrop Grumman Corp. 5.050% 11/15/40 1,775 2,136
Northrop Grumman Corp. 4.750% 6/1/43 2,940 3,483
Northrop Grumman Corp. 3.850% 4/15/45 1,900 1,964
Northrop Grumman Systems Corp. 7.750% 2/15/31 2,670 4,009
Owens Corning 9.000% 6/15/19 228 265
Owens Corning 4.200% 12/15/22 4,725 5,072
Owens Corning 3.400% 8/15/26 1,400 1,406
Owens Corning 7.000% 12/1/36 3,450 4,366
Parker-Hannifin Corp. 5.500% 5/15/18 1,050 1,123
Parker-Hannifin Corp. 3.500% 9/15/22 2,125 2,312
Parker-Hannifin Corp. 3.300% 11/21/24 6,400 6,868
Parker-Hannifin Corp. 4.200% 11/21/34 2,800 3,158
Parker-Hannifin Corp. 6.250% 5/15/38 550 785
Parker-Hannifin Corp. 4.450% 11/21/44 4,800 5,709
Pentair Finance SA 2.650% 12/1/19 1,750 1,785
Pentair Finance SA 3.625% 9/15/20 1,000 1,018
Pentair Finance SA 5.000% 5/15/21 4,005 4,374
Pentair Finance SA 3.150% 9/15/22 1,064 1,053
Pentair Finance SA 4.650% 9/15/25 500 527
Precision Castparts Corp. 1.250% 1/15/18 5,025 5,030
Precision Castparts Corp. 2.250% 6/15/20 2,975 3,047
Precision Castparts Corp. 2.500% 1/15/23 9,770 10,076
Precision Castparts Corp. 3.250% 6/15/25 7,550 8,101
Precision Castparts Corp. 4.200% 6/15/35 1,250 1,417
Precision Castparts Corp. 3.900% 1/15/43 1,875 2,061
Precision Castparts Corp. 4.375% 6/15/45 1,350 1,598
Raytheon Co. 6.400% 12/15/18 150 167
Raytheon Co. 4.400% 2/15/20 500 549
Raytheon Co. 3.125% 10/15/20 8,775 9,307
Raytheon Co. 2.500% 12/15/22 11,975 12,425
Raytheon Co. 7.200% 8/15/27 2,010 2,829
Raytheon Co. 4.875% 10/15/40 200 245
Raytheon Co. 4.700% 12/15/41 6,200 7,522
Raytheon Co. 4.200% 12/15/44 2,900 3,342
Republic Services Inc. 3.800% 5/15/18 6,970 7,241
Republic Services Inc. 5.500% 9/15/19 6,220 6,875
Republic Services Inc. 5.000% 3/1/20 5,300 5,837
Republic Services Inc. 5.250% 11/15/21 2,650 3,057
Republic Services Inc. 3.550% 6/1/22 475 510
Republic Services Inc. 4.750% 5/15/23 525 596
Republic Services Inc. 3.200% 3/15/25 1,500 1,570
Republic Services Inc. 2.900% 7/1/26 7,025 7,134
Republic Services Inc. 6.200% 3/1/40 2,440 3,315
Republic Services Inc. 5.700% 5/15/41 5,475 7,006
Rockwell Automation Inc. 5.650% 12/1/17 600 632
Rockwell Automation Inc. 2.050% 3/1/20 3,800 3,852
Rockwell Automation Inc. 6.700% 1/15/28 325 439
Rockwell Automation Inc. 6.250% 12/1/37 1,500 2,045
Rockwell Collins Inc. 5.250% 7/15/19 275 304
Rockwell Collins Inc. 3.100% 11/15/21 1,000 1,038
Rockwell Collins Inc. 3.700% 12/15/23 1,475 1,608
Rockwell Collins Inc. 4.800% 12/15/43 1,250 1,497

 

 

Roper Technologies Inc. 1.850% 11/15/17 1,175 1,181
Roper Technologies Inc. 2.050% 10/1/18 7,850 7,933
Roper Technologies Inc. 6.250% 9/1/19 5,500 6,168
Roper Technologies Inc. 3.125% 11/15/22 400 413
Roper Technologies Inc. 3.850% 12/15/25 1,925 2,051
Snap-on Inc. 6.125% 9/1/21 3,135 3,753
Sonoco Products Co. 4.375% 11/1/21 435 466
Sonoco Products Co. 5.750% 11/1/40 4,085 4,825
Spirit AeroSystems Inc. 3.850% 6/15/26 4,180 4,358
Stanley Black & Decker Inc. 2.451% 11/17/18 3,500 3,575
Stanley Black & Decker Inc. 3.400% 12/1/21 2,425 2,606
Stanley Black & Decker Inc. 2.900% 11/1/22 3,000 3,156
Textron Inc. 5.600% 12/1/17 3,416 3,569
Textron Inc. 7.250% 10/1/19 1,518 1,742
Textron Inc. 4.300% 3/1/24 2,675 2,870
Textron Inc. 3.875% 3/1/25 2,500 2,633
Textron Inc. 4.000% 3/15/26 5,200 5,451
Timken CO 3.875% 9/1/24 1,000 1,002
Tyco International Finance SA 3.900% 2/14/26 7,050 7,661
Tyco International Finance SA 5.125% 9/14/45 2,205 2,616
United Technologies Corp. 5.375% 12/15/17 9,675 10,157
United Technologies Corp. 6.125% 2/1/19 6,190 6,856
United Technologies Corp. 4.500% 4/15/20 6,680 7,384
United Technologies Corp. 3.100% 6/1/22 12,568 13,502
United Technologies Corp. 6.700% 8/1/28 325 442
United Technologies Corp. 7.500% 9/15/29 3,825 5,687
United Technologies Corp. 5.400% 5/1/35 600 746
United Technologies Corp. 6.050% 6/1/36 4,615 6,183
United Technologies Corp. 6.125% 7/15/38 10,950 14,938
United Technologies Corp. 5.700% 4/15/40 9,325 12,328
United Technologies Corp. 4.500% 6/1/42 20,340 23,617
United Technologies Corp. 4.150% 5/15/45 2,800 3,106
Valmont Industries Inc. 5.000% 10/1/44 1,100 1,068
Valmont Industries Inc. 5.250% 10/1/54 2,350 2,197
Vulcan Materials Co. 7.500% 6/15/21 3,680 4,467
Vulcan Materials Co. 4.500% 4/1/25 2,750 2,987
Waste Management Inc. 6.100% 3/15/18 1,150 1,229
Waste Management Inc. 4.750% 6/30/20 4,700 5,225
Waste Management Inc. 4.600% 3/1/21 6,425 7,142
Waste Management Inc. 2.400% 5/15/23 4,825 4,885
Waste Management Inc. 3.500% 5/15/24 5,785 6,247
Waste Management Inc. 3.125% 3/1/25 3,250 3,421
Waste Management Inc. 3.900% 3/1/35 1,410 1,508
Waste Management Inc. 4.100% 3/1/45 5,450 6,016
WW Grainger Inc. 4.600% 6/15/45 12,725 14,941
WW Grainger Inc. 3.750% 5/15/46 2,300 2,380
 
Communication (2.7%)        
21st Century Fox America Inc. 6.900% 3/1/19 3,840 4,313
21st Century Fox America Inc. 4.500% 2/15/21 5,125 5,677
21st Century Fox America Inc. 3.000% 9/15/22 13,450 14,012
21st Century Fox America Inc. 4.000% 10/1/23 825 907
21st Century Fox America Inc. 3.700% 10/15/25 3,000 3,252
21st Century Fox America Inc. 6.550% 3/15/33 5,765 7,379
21st Century Fox America Inc. 6.200% 12/15/34 6,250 7,913
21st Century Fox America Inc. 6.400% 12/15/35 12,800 16,467
21st Century Fox America Inc. 8.150% 10/17/36 275 401

 

 

21st Century Fox America Inc. 6.150% 3/1/37 3,000 3,778
21st Century Fox America Inc. 6.650% 11/15/37 6,250 8,296
21st Century Fox America Inc. 6.900% 8/15/39 2,275 3,058
21st Century Fox America Inc. 6.150% 2/15/41 8,925 11,324
21st Century Fox America Inc. 5.400% 10/1/43 4,700 5,606
21st Century Fox America Inc. 4.750% 9/15/44 4,075 4,492
21st Century Fox America Inc. 4.950% 10/15/45 300 341
21st Century Fox America Inc. 7.750% 12/1/45 3,150 4,701
7 Activision Blizzard Inc. 2.300% 9/15/21 3,500 3,504
7 Activision Blizzard Inc. 3.400% 9/15/26 7,000 7,040
America Movil SAB de CV 5.625% 11/15/17 900 943
America Movil SAB de CV 5.000% 10/16/19 5,700 6,223
America Movil SAB de CV 5.000% 3/30/20 16,173 17,833
America Movil SAB de CV 3.125% 7/16/22 6,100 6,277
America Movil SAB de CV 6.375% 3/1/35 1,475 1,790
America Movil SAB de CV 6.125% 11/15/37 1,825 2,199
America Movil SAB de CV 6.125% 3/30/40 16,940 20,410
America Movil SAB de CV 4.375% 7/16/42 5,000 4,944
American Tower Corp. 4.500% 1/15/18 26,300 27,274
American Tower Corp. 3.300% 2/15/21 3,750 3,928
American Tower Corp. 3.450% 9/15/21 7,150 7,520
American Tower Corp. 5.900% 11/1/21 4,965 5,792
American Tower Corp. 2.250% 1/15/22 3,000 2,993
American Tower Corp. 4.700% 3/15/22 5,000 5,558
American Tower Corp. 3.500% 1/31/23 19,050 19,874
American Tower Corp. 5.000% 2/15/24 6,000 6,813
American Tower Corp. 4.000% 6/1/25 3,750 4,014
American Tower Corp. 4.400% 2/15/26 2,000 2,191
American Tower Corp. 3.375% 10/15/26 1,500 1,524
American Tower Corp. 3.125% 1/15/27 4,075 4,060
Ameritech Capital Funding Corp. 6.550% 1/15/28 500 595
AT&T Corp. 8.250% 11/15/31 4,785 7,041
AT&T Inc. 1.400% 12/1/17 18,660 18,690
AT&T Inc. 1.750% 1/15/18 475 477
AT&T Inc. 5.500% 2/1/18 10,265 10,812
AT&T Inc. 5.600% 5/15/18 3,700 3,945
AT&T Inc. 2.375% 11/27/18 9,500 9,683
AT&T Inc. 5.800% 2/15/19 3,900 4,276
AT&T Inc. 2.300% 3/11/19 5,275 5,369
AT&T Inc. 5.875% 10/1/19 4,875 5,444
AT&T Inc. 5.200% 3/15/20 1,175 1,302
AT&T Inc. 2.450% 6/30/20 16,375 16,719
AT&T Inc. 4.600% 2/15/21 3,075 3,373
AT&T Inc. 5.000% 3/1/21 29,300 32,772
AT&T Inc. 4.450% 5/15/21 5,590 6,148
AT&T Inc. 3.875% 8/15/21 16,485 17,803
AT&T Inc. 3.000% 2/15/22 7,975 8,229
AT&T Inc. 3.800% 3/15/22 5,050 5,394
AT&T Inc. 3.000% 6/30/22 19,500 20,055
AT&T Inc. 2.625% 12/1/22 17,850 18,053
AT&T Inc. 3.600% 2/17/23 20,825 21,942
AT&T Inc. 4.450% 4/1/24 13,825 15,231
AT&T Inc. 3.950% 1/15/25 9,975 10,591
AT&T Inc. 3.400% 5/15/25 10,000 10,265
AT&T Inc. 4.125% 2/17/26 13,375 14,461
AT&T Inc. 6.450% 6/15/34 3,570 4,413
AT&T Inc. 4.500% 5/15/35 7,500 7,909

 

 

AT&T Inc. 6.500% 9/1/37 5,156 6,471
AT&T Inc. 6.300% 1/15/38 5,265 6,546
AT&T Inc. 6.550% 2/15/39 9,615 12,345
AT&T Inc. 6.350% 3/15/40 8,500 10,678
AT&T Inc. 6.000% 8/15/40 675 810
AT&T Inc. 5.350% 9/1/40 21,653 24,164
AT&T Inc. 6.375% 3/1/41 7,775 9,761
AT&T Inc. 5.550% 8/15/41 4,350 5,001
AT&T Inc. 5.150% 3/15/42 9,950 10,909
AT&T Inc. 4.300% 12/15/42 14,836 14,768
AT&T Inc. 4.800% 6/15/44 21,200 22,307
AT&T Inc. 4.350% 6/15/45 24,233 23,845
AT&T Inc. 4.750% 5/15/46 22,850 23,897
AT&T Inc. 5.650% 2/15/47 9,125 10,769
7 AT&T Inc. 4.500% 3/9/48 13,202 13,292
7 AT&T Inc. 4.550% 3/9/49 5,138 5,191
Bellsouth Capital Funding Corp. 7.875% 2/15/30 4,332 5,900
BellSouth LLC 6.875% 10/15/31 3,211 4,006
BellSouth LLC 6.550% 6/15/34 528 629
BellSouth LLC 6.000% 11/15/34 344 390
BellSouth Telecommunications LLC 6.375% 6/1/28 3,275 3,960
British Telecommunications plc 5.950% 1/15/18 13,310 14,090
British Telecommunications plc 2.350% 2/14/19 1,325 1,349
British Telecommunications plc 9.375% 12/15/30 11,275 18,244
CBS Corp. 4.625% 5/15/18 100 105
CBS Corp. 2.300% 8/15/19 7,075 7,177
CBS Corp. 5.750% 4/15/20 12,390 13,954
CBS Corp. 4.300% 2/15/21 4,150 4,511
CBS Corp. 3.700% 8/15/24 1,175 1,229
CBS Corp. 4.000% 1/15/26 3,000 3,177
CBS Corp. 2.900% 1/15/27 8,825 8,588
CBS Corp. 7.875% 7/30/30 25 36
CBS Corp. 4.850% 7/1/42 5,125 5,365
CBS Corp. 4.900% 8/15/44 2,775 2,946
CBS Corp. 4.600% 1/15/45 2,000 2,058
CC Holdings GS V LLC / Crown Castle GS III        
Corp. 3.849% 4/15/23 10,050 10,769
7 Charter Communications Operating LLC /        
Charter Communications Operating Capital 3.579% 7/23/20 12,575 13,122
7 Charter Communications Operating LLC /        
Charter Communications Operating Capital 4.464% 7/23/22 15,125 16,316
7 Charter Communications Operating LLC /        
Charter Communications Operating Capital 4.908% 7/23/25 38,500 42,457
7 Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.384% 10/23/35 9,600 11,286
7 Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.484% 10/23/45 21,800 26,311
7 Charter Communications Operating LLC /        
Charter Communications Operating Capital 6.834% 10/23/55 2,675 3,201
Comcast Cable Communications Holdings        
Inc. 9.455% 11/15/22 2,000 2,812
Comcast Cable Communications LLC 8.875% 5/1/17 975 1,017
Comcast Corp. 6.300% 11/15/17 3,775 3,986
Comcast Corp. 5.875% 2/15/18 6,450 6,850
Comcast Corp. 5.700% 5/15/18 12,275 13,146
Comcast Corp. 5.700% 7/1/19 6,645 7,412
Comcast Corp. 5.150% 3/1/20 4,555 5,107

 

 

Comcast Corp. 3.125% 7/15/22 1,925 2,049
Comcast Corp. 2.850% 1/15/23 40 42
Comcast Corp. 2.750% 3/1/23 14,625 15,167
Comcast Corp. 3.600% 3/1/24 4,125 4,506
Comcast Corp. 3.375% 2/15/25 5,600 5,995
Comcast Corp. 3.375% 8/15/25 4,325 4,650
Comcast Corp. 3.150% 3/1/26 26,000 27,480
Comcast Corp. 4.250% 1/15/33 11,700 12,998
Comcast Corp. 7.050% 3/15/33 2,050 2,906
Comcast Corp. 4.200% 8/15/34 7,075 7,809
Comcast Corp. 5.650% 6/15/35 1,650 2,121
Comcast Corp. 4.400% 8/15/35 3,500 3,953
Comcast Corp. 6.500% 11/15/35 13,475 18,682
Comcast Corp. 3.200% 7/15/36 5,925 5,798
Comcast Corp. 6.450% 3/15/37 6,075 8,382
Comcast Corp. 6.950% 8/15/37 11,250 16,408
Comcast Corp. 6.400% 5/15/38 5,975 8,317
Comcast Corp. 6.400% 3/1/40 9,050 12,678
Comcast Corp. 4.650% 7/15/42 16,325 18,889
Comcast Corp. 4.500% 1/15/43 1,425 1,611
Comcast Corp. 4.750% 3/1/44 675 794
Comcast Corp. 4.600% 8/15/45 9,175 10,615
Comcast Corp. 3.400% 7/15/46 18,300 17,768
Crown Castle International Corp. 3.400% 2/15/21 12,675 13,261
Crown Castle International Corp. 2.250% 9/1/21 2,500 2,494
Crown Castle International Corp. 5.250% 1/15/23 9,500 10,747
Crown Castle International Corp. 4.450% 2/15/26 10,500 11,563
Crown Castle International Corp. 3.700% 6/15/26 8,510 8,892
Deutsche Telekom International Finance BV 6.750% 8/20/18 5,375 5,892
Deutsche Telekom International Finance BV 6.000% 7/8/19 5,425 6,068
Deutsche Telekom International Finance BV 8.750% 6/15/30 24,087 37,547
Deutsche Telekom International Finance BV 9.250% 6/1/32 300 486
Discovery Communications LLC 5.050% 6/1/20 8,750 9,581
Discovery Communications LLC 4.375% 6/15/21 1,420 1,543
Discovery Communications LLC 3.300% 5/15/22 4,125 4,220
Discovery Communications LLC 3.250% 4/1/23 1,325 1,341
Discovery Communications LLC 3.450% 3/15/25 1,650 1,631
Discovery Communications LLC 4.900% 3/11/26 9,500 10,323
Discovery Communications LLC 6.350% 6/1/40 1,660 1,802
Discovery Communications LLC 4.950% 5/15/42 3,400 3,235
Discovery Communications LLC 4.875% 4/1/43 1,000 952
Electronic Arts Inc. 3.700% 3/1/21 3,000 3,189
Electronic Arts Inc. 4.800% 3/1/26 4,000 4,408
Grupo Televisa SAB 6.000% 5/15/18 875 933
Grupo Televisa SAB 6.625% 3/18/25 1,475 1,790
Grupo Televisa SAB 4.625% 1/30/26 7,270 7,761
Grupo Televisa SAB 8.500% 3/11/32 275 350
Grupo Televisa SAB 6.625% 1/15/40 3,795 4,341
Grupo Televisa SAB 5.000% 5/13/45 8,225 7,853
Grupo Televisa SAB 6.125% 1/31/46 5,450 6,055
GTE Corp. 6.940% 4/15/28 1,750 2,304
Historic TW Inc. 9.150% 2/1/23 2,425 3,282
Historic TW Inc. 6.625% 5/15/29 4,925 6,461
Interpublic Group of Cos. Inc. 3.750% 2/15/23 16,246 17,025
Interpublic Group of Cos. Inc. 4.200% 4/15/24 750 808
Koninklijke KPN NV 8.375% 10/1/30 5,200 7,332
Moody's Corp. 5.500% 9/1/20 438 493

 

 

Moody's Corp. 4.500% 9/1/22 14,842 16,579
Moody's Corp. 4.875% 2/15/24 3,500 3,983
Moody's Corp. 5.250% 7/15/44 6,700 8,266
NBCUniversal Media LLC 5.150% 4/30/20 8,550 9,588
NBCUniversal Media LLC 4.375% 4/1/21 3,120 3,471
NBCUniversal Media LLC 2.875% 1/15/23 12,099 12,598
NBCUniversal Media LLC 6.400% 4/30/40 8,350 11,744
NBCUniversal Media LLC 5.950% 4/1/41 2,750 3,693
NBCUniversal Media LLC 4.450% 1/15/43 8,925 10,061
New Cingular Wireless Services Inc. 8.750% 3/1/31 1,370 2,115
Omnicom Group Inc. 4.450% 8/15/20 3,850 4,209
Omnicom Group Inc. 3.625% 5/1/22 20,290 21,727
Omnicom Group Inc. 3.650% 11/1/24 3,825 4,059
Omnicom Group Inc. 3.600% 4/15/26 13,300 14,061
Orange SA 2.750% 2/6/19 5,650 5,802
Orange SA 5.375% 7/8/19 6,825 7,530
Orange SA 4.125% 9/14/21 7,095 7,861
Orange SA 9.000% 3/1/31 14,615 23,317
Orange SA 5.375% 1/13/42 6,925 8,320
Orange SA 5.500% 2/6/44 8,450 10,613
Pacific Bell Telephone Co. 7.125% 3/15/26 425 552
Qwest Corp. 6.750% 12/1/21 6,990 7,800
Qwest Corp. 7.250% 9/15/25 900 985
Qwest Corp. 6.875% 9/15/33 5,035 5,029
Qwest Corp. 7.125% 11/15/43 4,500 4,556
RELX Capital Inc. 3.125% 10/15/22 6,809 6,957
Rogers Communications Inc. 6.800% 8/15/18 7,225 7,917
Rogers Communications Inc. 3.000% 3/15/23 1,075 1,121
Rogers Communications Inc. 4.100% 10/1/23 6,050 6,725
Rogers Communications Inc. 3.625% 12/15/25 1,535 1,670
Rogers Communications Inc. 4.500% 3/15/43 3,260 3,525
Rogers Communications Inc. 5.000% 3/15/44 6,660 7,815
S&P Global Inc. 5.900% 11/15/17 1,450 1,515
S&P Global Inc. 2.500% 8/15/18 3,850 3,916
S&P Global Inc. 3.300% 8/14/20 3,950 4,141
S&P Global Inc. 4.000% 6/15/25 3,750 4,090
S&P Global Inc. 4.400% 2/15/26 7,825 8,789
7 S&P Global Inc. 2.950% 1/22/27 5,750 5,787
S&P Global Inc. 6.550% 11/15/37 1,450 1,823
Scripps Networks Interactive Inc. 2.750% 11/15/19 4,525 4,643
Scripps Networks Interactive Inc. 2.800% 6/15/20 4,000 4,100
Scripps Networks Interactive Inc. 3.500% 6/15/22 2,500 2,610
Scripps Networks Interactive Inc. 3.900% 11/15/24 2,275 2,392
TCI Communications Inc. 7.875% 2/15/26 1,675 2,378
TCI Communications Inc. 7.125% 2/15/28 400 564
Telefonica Emisiones SAU 3.192% 4/27/18 19,200 19,638
Telefonica Emisiones SAU 5.877% 7/15/19 13,400 14,777
Telefonica Emisiones SAU 5.462% 2/16/21 540 615
Telefonica Emisiones SAU 4.570% 4/27/23 7,450 8,269
Telefonica Emisiones SAU 7.045% 6/20/36 13,235 17,381
Telefonica Europe BV 8.250% 9/15/30 7,100 10,331
TELUS Corp. 2.800% 2/16/27 10,000 10,002
Thomson Reuters Corp. 6.500% 7/15/18 4,225 4,593
Thomson Reuters Corp. 4.700% 10/15/19 1,525 1,645
Thomson Reuters Corp. 3.950% 9/30/21 5,250 5,604
Thomson Reuters Corp. 4.300% 11/23/23 2,675 2,917
Thomson Reuters Corp. 3.850% 9/29/24 12,300 13,021

 

 

Thomson Reuters Corp. 5.500% 8/15/35 2,975 3,425
Thomson Reuters Corp. 5.850% 4/15/40 10,610 12,764
Thomson Reuters Corp. 5.650% 11/23/43 8,025 9,563
Time Warner Cable Inc. 5.850% 5/1/17 5,275 5,407
Time Warner Cable Inc. 6.750% 7/1/18 12,325 13,389
Time Warner Cable Inc. 8.750% 2/14/19 8,100 9,343
Time Warner Cable Inc. 8.250% 4/1/19 12,550 14,448
Time Warner Cable Inc. 5.000% 2/1/20 3,045 3,302
Time Warner Cable Inc. 4.125% 2/15/21 3,806 4,040
Time Warner Cable Inc. 4.000% 9/1/21 1,050 1,114
Time Warner Cable Inc. 6.550% 5/1/37 10,245 12,140
Time Warner Cable Inc. 7.300% 7/1/38 14,183 18,276
Time Warner Cable Inc. 6.750% 6/15/39 4,997 6,083
Time Warner Cable Inc. 5.875% 11/15/40 8,075 8,950
Time Warner Cable Inc. 5.500% 9/1/41 10,750 11,496
Time Warner Cable Inc. 4.500% 9/15/42 2,725 2,597
Time Warner Cos. Inc. 7.570% 2/1/24 3,825 4,952
Time Warner Cos. Inc. 6.950% 1/15/28 6,750 8,943
Time Warner Entertainment Co. LP 8.375% 7/15/33 3,650 4,977
Time Warner Inc. 2.100% 6/1/19 3,450 3,501
Time Warner Inc. 4.875% 3/15/20 8,360 9,228
Time Warner Inc. 4.700% 1/15/21 4,050 4,508
Time Warner Inc. 4.750% 3/29/21 7,975 8,931
Time Warner Inc. 4.000% 1/15/22 295 322
Time Warner Inc. 3.400% 6/15/22 250 266
Time Warner Inc. 4.050% 12/15/23 525 577
Time Warner Inc. 3.600% 7/15/25 14,300 15,210
Time Warner Inc. 3.875% 1/15/26 7,650 8,286
Time Warner Inc. 7.625% 4/15/31 15,700 22,231
Time Warner Inc. 7.700% 5/1/32 4,600 6,526
Time Warner Inc. 6.500% 11/15/36 9,090 11,750
Time Warner Inc. 6.200% 3/15/40 950 1,220
Time Warner Inc. 6.100% 7/15/40 4,150 5,220
Time Warner Inc. 6.250% 3/29/41 5,275 6,824
Time Warner Inc. 5.375% 10/15/41 295 349
Time Warner Inc. 4.900% 6/15/42 2,785 3,113
Time Warner Inc. 5.350% 12/15/43 10,550 12,565
Time Warner Inc. 4.650% 6/1/44 2,500 2,713
Time Warner Inc. 4.850% 7/15/45 1,700 1,905
Verizon Communications Inc. 1.100% 11/1/17 10,924 10,907
Verizon Communications Inc. 5.500% 2/15/18 8,575 9,056
Verizon Communications Inc. 6.100% 4/15/18 3,245 3,473
Verizon Communications Inc. 3.650% 9/14/18 30,120 31,438
Verizon Communications Inc. 1.375% 8/15/19 6,825 6,793
Verizon Communications Inc. 2.625% 2/21/20 12,419 12,788
Verizon Communications Inc. 4.500% 9/15/20 32,900 36,103
Verizon Communications Inc. 3.450% 3/15/21 9,775 10,416
Verizon Communications Inc. 4.600% 4/1/21 7,810 8,704
Verizon Communications Inc. 1.750% 8/15/21 6,525 6,454
Verizon Communications Inc. 3.000% 11/1/21 9,975 10,437
Verizon Communications Inc. 3.500% 11/1/21 8,185 8,797
Verizon Communications Inc. 2.450% 11/1/22 9,950 10,094
Verizon Communications Inc. 5.150% 9/15/23 40,800 47,518
Verizon Communications Inc. 4.150% 3/15/24 9,400 10,335
Verizon Communications Inc. 3.500% 11/1/24 13,775 14,685
Verizon Communications Inc. 2.625% 8/15/26 13,675 13,472
Verizon Communications Inc. 7.750% 12/1/30 3,640 5,264

 

 

Verizon Communications Inc. 6.400% 9/15/33 5,282 6,855
Verizon Communications Inc. 5.050% 3/15/34 14,500 16,322
Verizon Communications Inc. 4.400% 11/1/34 21,275 22,619
Verizon Communications Inc. 5.850% 9/15/35 7,650 9,507
Verizon Communications Inc. 4.272% 1/15/36 24,764 25,835
Verizon Communications Inc. 6.250% 4/1/37 4,825 6,122
Verizon Communications Inc. 6.400% 2/15/38 7,625 9,899
Verizon Communications Inc. 6.900% 4/15/38 3,125 4,195
Verizon Communications Inc. 7.350% 4/1/39 7,800 11,037
Verizon Communications Inc. 6.000% 4/1/41 5,155 6,493
Verizon Communications Inc. 4.750% 11/1/41 7,925 8,637
Verizon Communications Inc. 3.850% 11/1/42 4,200 4,027
Verizon Communications Inc. 6.550% 9/15/43 18,900 25,463
Verizon Communications Inc. 4.125% 8/15/46 11,000 11,029
Verizon Communications Inc. 4.862% 8/21/46 23,655 26,379
Verizon Communications Inc. 4.522% 9/15/48 40,127 42,540
Verizon Communications Inc. 5.012% 8/21/54 40,527 44,924
Verizon Communications Inc. 4.672% 3/15/55 26,924 28,241
Viacom Inc. 6.125% 10/5/17 1,250 1,305
Viacom Inc. 2.500% 9/1/18 3,025 3,055
Viacom Inc. 2.200% 4/1/19 2,075 2,079
Viacom Inc. 5.625% 9/15/19 7,470 8,166
Viacom Inc. 3.875% 12/15/21 11,790 12,519
Viacom Inc. 2.250% 2/4/22 4,800 4,778
Viacom Inc. 4.250% 9/1/23 23,825 25,275
Viacom Inc. 3.875% 4/1/24 8,000 8,250
Viacom Inc. 3.450% 10/4/26 3,500 3,501
Viacom Inc. 4.850% 12/15/34 3,320 3,379
Viacom Inc. 6.875% 4/30/36 4,335 5,108
Viacom Inc. 4.500% 2/27/42 1,800 1,655
Viacom Inc. 4.375% 3/15/43 9,500 8,740
Viacom Inc. 5.850% 9/1/43 7,850 8,870
Viacom Inc. 5.250% 4/1/44 850 892
Vodafone Group plc 1.500% 2/19/18 5,050 5,049
Vodafone Group plc 4.625% 7/15/18 1,700 1,791
Vodafone Group plc 5.450% 6/10/19 10,300 11,293
Vodafone Group plc 4.375% 3/16/21 1,343 1,474
Vodafone Group plc 2.500% 9/26/22 1,250 1,257
Vodafone Group plc 2.950% 2/19/23 6,625 6,789
Vodafone Group plc 7.875% 2/15/30 2,388 3,318
Vodafone Group plc 6.250% 11/30/32 2,675 3,289
Vodafone Group plc 6.150% 2/27/37 6,920 8,392
Vodafone Group plc 4.375% 2/19/43 18,780 18,826
Walt Disney Co. 1.100% 12/1/17 4,000 4,003
Walt Disney Co. 5.875% 12/15/17 1,875 1,984
Walt Disney Co. 1.500% 9/17/18 4,000 4,031
Walt Disney Co. 1.650% 1/8/19 2,750 2,782
Walt Disney Co. 1.850% 5/30/19 6,300 6,405
Walt Disney Co. 0.875% 7/12/19 4,600 4,553
Walt Disney Co. 2.150% 9/17/20 4,450 4,575
Walt Disney Co. 2.300% 2/12/21 1,800 1,854
Walt Disney Co. 2.750% 8/16/21 1,000 1,055
Walt Disney Co. 2.350% 12/1/22 4,300 4,441
Walt Disney Co. 3.150% 9/17/25 3,800 4,118
Walt Disney Co. 3.000% 2/13/26 10,250 10,853
Walt Disney Co. 1.850% 7/30/26 17,700 16,886
Walt Disney Co. 7.000% 3/1/32 1,875 2,699

 

 

Walt Disney Co. 4.125% 12/1/41 9,133 10,248
Walt Disney Co. 3.700% 12/1/42 4,025 4,255
Walt Disney Co. 4.125% 6/1/44 12,075 13,708
WPP Finance 2010 4.750% 11/21/21 7,701 8,629
WPP Finance 2010 3.625% 9/7/22 2,500 2,671
WPP Finance 2010 3.750% 9/19/24 3,325 3,525
WPP Finance 2010 5.125% 9/7/42 700 769
WPP Finance 2010 5.625% 11/15/43 1,750 2,094
 
Consumer Cyclical (2.1%)        
Advance Auto Parts Inc. 5.750% 5/1/20 1,475 1,627
Advance Auto Parts Inc. 4.500% 1/15/22 325 350
Advance Auto Parts Inc. 4.500% 12/1/23 1,850 2,003
Alibaba Group Holding Ltd. 1.625% 11/28/17 9,725 9,725
Alibaba Group Holding Ltd. 2.500% 11/28/19 15,850 16,042
Alibaba Group Holding Ltd. 3.125% 11/28/21 3,050 3,168
Alibaba Group Holding Ltd. 3.600% 11/28/24 12,950 13,472
Alibaba Group Holding Ltd. 4.500% 11/28/34 3,870 4,267
Amazon.com Inc. 1.200% 11/29/17 5,650 5,656
Amazon.com Inc. 2.600% 12/5/19 6,650 6,888
Amazon.com Inc. 3.300% 12/5/21 6,500 6,967
Amazon.com Inc. 2.500% 11/29/22 4,300 4,430
Amazon.com Inc. 3.800% 12/5/24 575 639
Amazon.com Inc. 4.800% 12/5/34 10,275 12,091
Amazon.com Inc. 4.950% 12/5/44 9,125 11,185
American Honda Finance Corp. 1.550% 12/11/17 15,970 16,049
American Honda Finance Corp. 2.125% 10/10/18 3,650 3,712
American Honda Finance Corp. 1.200% 7/12/19 4,000 3,976
American Honda Finance Corp. 2.250% 8/15/19 3,000 3,075
American Honda Finance Corp. 2.450% 9/24/20 14,000 14,393
American Honda Finance Corp. 1.650% 7/12/21 4,450 4,403
American Honda Finance Corp. 1.700% 9/9/21 12,400 12,287
American Honda Finance Corp. 2.300% 9/9/26 3,500 3,482
Automatic Data Processing Inc. 2.250% 9/15/20 10,445 10,783
Automatic Data Processing Inc. 3.375% 9/15/25 1,300 1,419
AutoNation Inc. 6.750% 4/15/18 1,800 1,921
AutoNation Inc. 5.500% 2/1/20 1,655 1,821
AutoNation Inc. 3.350% 1/15/21 4,840 4,983
AutoNation Inc. 4.500% 10/1/25 5,600 5,941
AutoZone Inc. 7.125% 8/1/18 7,100 7,790
AutoZone Inc. 2.500% 4/15/21 1,125 1,147
AutoZone Inc. 3.700% 4/15/22 4,500 4,817
AutoZone Inc. 2.875% 1/15/23 1,280 1,309
AutoZone Inc. 3.250% 4/15/25 6,940 7,187
AutoZone Inc. 3.125% 4/21/26 2,200 2,254
Bed Bath & Beyond Inc. 3.749% 8/1/24 950 991
Bed Bath & Beyond Inc. 4.915% 8/1/34 1,375 1,396
Bed Bath & Beyond Inc. 5.165% 8/1/44 5,204 5,058
Best Buy Co. Inc. 5.500% 3/15/21 700 775
Block Financial LLC 4.125% 10/1/20 2,875 3,014
Block Financial LLC 5.250% 10/1/25 11,425 12,335
BorgWarner Inc. 4.625% 9/15/20 400 434
BorgWarner Inc. 3.375% 3/15/25 1,050 1,076
BorgWarner Inc. 4.375% 3/15/45 3,565 3,760
Brinker International Inc. 3.875% 5/15/23 905 858
Carnival Corp. 1.875% 12/15/17 950 954
Carnival Corp. 3.950% 10/15/20 2,500 2,703

 

 

Coach Inc. 4.250% 4/1/25 3,771 3,944
Costco Wholesale Corp. 1.125% 12/15/17 4,575 4,581
Costco Wholesale Corp. 1.700% 12/15/19 3,500 3,539
Costco Wholesale Corp. 1.750% 2/15/20 2,000 2,022
Costco Wholesale Corp. 2.250% 2/15/22 1,900 1,953
Cummins Inc. 3.650% 10/1/23 2,690 2,911
Cummins Inc. 7.125% 3/1/28 100 138
Cummins Inc. 4.875% 10/1/43 3,750 4,484
CVS Health Corp. 1.900% 7/20/18 12,300 12,415
CVS Health Corp. 2.250% 12/5/18 19,600 19,930
CVS Health Corp. 2.250% 8/12/19 4,940 5,035
CVS Health Corp. 2.800% 7/20/20 14,275 14,793
CVS Health Corp. 2.125% 6/1/21 9,900 9,992
CVS Health Corp. 3.500% 7/20/22 7,225 7,739
CVS Health Corp. 2.750% 12/1/22 4,990 5,137
CVS Health Corp. 4.750% 12/1/22 9,000 10,223
CVS Health Corp. 4.000% 12/5/23 6,780 7,477
CVS Health Corp. 3.375% 8/12/24 6,090 6,446
CVS Health Corp. 5.000% 12/1/24 4,200 4,873
CVS Health Corp. 3.875% 7/20/25 18,123 19,767
CVS Health Corp. 2.875% 6/1/26 10,425 10,581
CVS Health Corp. 5.300% 12/5/43 7,350 9,137
CVS Health Corp. 5.125% 7/20/45 24,760 30,178
Daimler Finance North America LLC 8.500% 1/18/31 7,470 12,205
Delphi Automotive plc 3.150% 11/19/20 3,960 4,102
Delphi Automotive plc 4.250% 1/15/26 2,450 2,680
Delphi Automotive plc 4.400% 10/1/46 4,000 4,095
Delphi Corp. 4.150% 3/15/24 4,455 4,795
Dollar General Corp. 3.250% 4/15/23 8,493 8,762
Dollar General Corp. 4.150% 11/1/25 3,100 3,369
DR Horton Inc. 5.750% 8/15/23 2,500 2,863
eBay Inc. 2.500% 3/9/18 900 913
eBay Inc. 2.200% 8/1/19 6,925 7,007
eBay Inc. 3.250% 10/15/20 5,425 5,651
eBay Inc. 2.875% 8/1/21 5,175 5,340
eBay Inc. 3.800% 3/9/22 3,900 4,171
eBay Inc. 2.600% 7/15/22 3,250 3,289
eBay Inc. 3.450% 8/1/24 3,725 3,868
eBay Inc. 4.000% 7/15/42 4,150 3,842
Expedia Inc. 7.456% 8/15/18 1,150 1,268
Expedia Inc. 5.950% 8/15/20 8,400 9,449
Expedia Inc. 4.500% 8/15/24 2,750 2,890
7 Expedia Inc. 5.000% 2/15/26 4,200 4,405
Ford Holdings LLC 9.300% 3/1/30 375 541
Ford Motor Co. 6.500% 8/1/18 1,025 1,114
Ford Motor Co. 6.625% 10/1/28 3,425 4,294
Ford Motor Co. 6.375% 2/1/29 2,925 3,558
Ford Motor Co. 7.450% 7/16/31 10,925 14,407
Ford Motor Co. 4.750% 1/15/43 13,250 13,696
Ford Motor Co. 7.400% 11/1/46 3,250 4,704
Ford Motor Credit Co. LLC 4.250% 2/3/17 2,550 2,571
Ford Motor Credit Co. LLC 1.461% 3/27/17 3,300 3,303
Ford Motor Credit Co. LLC 3.000% 6/12/17 8,200 8,283
Ford Motor Credit Co. LLC 1.724% 12/6/17 5,500 5,505
Ford Motor Credit Co. LLC 2.145% 1/9/18 16,600 16,686
Ford Motor Credit Co. LLC 2.375% 1/16/18 7,000 7,060
Ford Motor Credit Co. LLC 5.000% 5/15/18 10,675 11,205

 

 

Ford Motor Credit Co. LLC 2.551% 10/5/18 8,775 8,903
Ford Motor Credit Co. LLC 2.375% 3/12/19 18,700 18,919
Ford Motor Credit Co. LLC 1.897% 8/12/19 5,600 5,586
Ford Motor Credit Co. LLC 2.597% 11/4/19 9,750 9,891
Ford Motor Credit Co. LLC 8.125% 1/15/20 12,565 14,821
Ford Motor Credit Co. LLC 2.459% 3/27/20 1,000 1,007
Ford Motor Credit Co. LLC 3.157% 8/4/20 1,100 1,134
Ford Motor Credit Co. LLC 3.200% 1/15/21 8,425 8,651
Ford Motor Credit Co. LLC 5.750% 2/1/21 2,681 3,020
Ford Motor Credit Co. LLC 3.336% 3/18/21 14,800 15,227
Ford Motor Credit Co. LLC 5.875% 8/2/21 13,294 15,156
Ford Motor Credit Co. LLC 3.219% 1/9/22 8,500 8,717
Ford Motor Credit Co. LLC 4.375% 8/6/23 6,625 7,126
Ford Motor Credit Co. LLC 3.664% 9/8/24 5,125 5,273
Ford Motor Credit Co. LLC 4.134% 8/4/25 16,200 17,103
Ford Motor Credit Co. LLC 4.389% 1/8/26 4,000 4,270
General Motors Co. 3.500% 10/2/18 3,675 3,778
General Motors Co. 4.875% 10/2/23 9,240 9,993
General Motors Co. 4.000% 4/1/25 2,750 2,814
General Motors Co. 5.000% 4/1/35 6,230 6,445
General Motors Co. 6.600% 4/1/36 4,151 5,002
General Motors Co. 6.250% 10/2/43 7,005 8,273
General Motors Co. 5.200% 4/1/45 15,970 16,605
General Motors Co. 6.750% 4/1/46 7,590 9,505
General Motors Financial Co. Inc. 3.000% 9/25/17 3,342 3,385
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 5,448
General Motors Financial Co. Inc. 3.100% 1/15/19 20,575 20,970
General Motors Financial Co. Inc. 2.400% 5/9/19 10,000 10,035
General Motors Financial Co. Inc. 3.500% 7/10/19 5,750 5,938
General Motors Financial Co. Inc. 3.150% 1/15/20 5,200 5,299
General Motors Financial Co. Inc. 3.200% 7/13/20 24,425 25,018
General Motors Financial Co. Inc. 3.700% 11/24/20 9,050 9,419
General Motors Financial Co. Inc. 4.200% 3/1/21 8,000 8,413
General Motors Financial Co. Inc. 3.200% 7/6/21 7,225 7,310
General Motors Financial Co. Inc. 4.375% 9/25/21 3,265 3,488
General Motors Financial Co. Inc. 3.450% 4/10/22 7,775 7,876
General Motors Financial Co. Inc. 3.700% 5/9/23 8,250 8,391
General Motors Financial Co. Inc. 4.250% 5/15/23 4,550 4,723
General Motors Financial Co. Inc. 4.000% 1/15/25 7,245 7,348
General Motors Financial Co. Inc. 5.250% 3/1/26 4,700 5,165
Harley-Davidson Inc. 3.500% 7/28/25 4,450 4,696
Harley-Davidson Inc. 4.625% 7/28/45 3,135 3,435
Harman International Industries Inc. 4.150% 5/15/25 2,400 2,474
Home Depot Inc. 2.250% 9/10/18 9,750 9,962
Home Depot Inc. 2.000% 6/15/19 7,900 8,063
Home Depot Inc. 2.000% 4/1/21 4,025 4,094
Home Depot Inc. 4.400% 4/1/21 10,030 11,166
Home Depot Inc. 2.625% 6/1/22 11,000 11,423
Home Depot Inc. 2.700% 4/1/23 3,500 3,642
Home Depot Inc. 3.750% 2/15/24 6,080 6,731
Home Depot Inc. 3.350% 9/15/25 4,000 4,338
Home Depot Inc. 3.000% 4/1/26 4,600 4,862
Home Depot Inc. 2.125% 9/15/26 4,875 4,792
Home Depot Inc. 5.875% 12/16/36 21,696 29,809
Home Depot Inc. 5.400% 9/15/40 2,790 3,608
Home Depot Inc. 5.950% 4/1/41 5,505 7,522

 

 

Home Depot Inc. 4.200% 4/1/43 8,675 9,784
Home Depot Inc. 4.875% 2/15/44 7,650 9,355
Home Depot Inc. 4.400% 3/15/45 2,950 3,426
Home Depot Inc. 4.250% 4/1/46 7,795 8,976
Home Depot Inc. 3.500% 9/15/56 6,800 6,630
Hyatt Hotels Corp. 3.375% 7/15/23 3,050 3,146
Hyatt Hotels Corp. 4.850% 3/15/26 800 888
Johnson Controls Inc. 5.000% 3/30/20 2,100 2,286
Johnson Controls Inc. 4.250% 3/1/21 5,105 5,466
Johnson Controls Inc. 3.750% 12/1/21 1,425 1,535
Johnson Controls Inc. 3.625% 7/2/24 5,250 5,618
Johnson Controls Inc. 6.000% 1/15/36 950 1,146
Johnson Controls Inc. 5.700% 3/1/41 795 960
Johnson Controls Inc. 5.250% 12/1/41 1,225 1,417
Johnson Controls Inc. 4.625% 7/2/44 2,500 2,774
Johnson Controls Inc. 4.950% 7/2/64 2,650 2,776
Kohl's Corp. 4.000% 11/1/21 4,955 5,298
Kohl's Corp. 3.250% 2/1/23 1,750 1,743
Kohl's Corp. 4.750% 12/15/23 1,700 1,832
Kohl's Corp. 4.250% 7/17/25 3,175 3,274
Kohl's Corp. 5.550% 7/17/45 1,575 1,548
Lowe's Cos. Inc. 1.150% 4/15/19 4,650 4,643
Lowe's Cos. Inc. 4.625% 4/15/20 1,355 1,479
Lowe's Cos. Inc. 3.750% 4/15/21 1,545 1,689
Lowe's Cos. Inc. 3.800% 11/15/21 2,675 2,941
Lowe's Cos. Inc. 3.120% 4/15/22 1,625 1,723
Lowe's Cos. Inc. 3.875% 9/15/23 8,325 9,242
Lowe's Cos. Inc. 3.125% 9/15/24 12,350 13,125
Lowe's Cos. Inc. 3.375% 9/15/25 6,235 6,723
Lowe's Cos. Inc. 2.500% 4/15/26 7,925 7,946
Lowe's Cos. Inc. 6.875% 2/15/28 175 241
Lowe's Cos. Inc. 6.500% 3/15/29 800 1,081
Lowe's Cos. Inc. 5.500% 10/15/35 584 740
Lowe's Cos. Inc. 5.800% 10/15/36 6,400 8,344
Lowe's Cos. Inc. 5.800% 4/15/40 3,220 4,265
Lowe's Cos. Inc. 5.125% 11/15/41 900 1,109
Lowe's Cos. Inc. 4.650% 4/15/42 4,300 5,019
Lowe's Cos. Inc. 5.000% 9/15/43 6,344 7,683
Lowe's Cos. Inc. 4.250% 9/15/44 1,950 2,165
Lowe's Cos. Inc. 4.375% 9/15/45 6,050 6,890
Lowe's Cos. Inc. 3.700% 4/15/46 12,000 12,352
Macy's Retail Holdings Inc. 3.450% 1/15/21 2,715 2,839
Macy's Retail Holdings Inc. 3.875% 1/15/22 4,050 4,273
Macy's Retail Holdings Inc. 2.875% 2/15/23 11,408 11,159
Macy's Retail Holdings Inc. 4.375% 9/1/23 2,715 2,877
Macy's Retail Holdings Inc. 3.625% 6/1/24 2,300 2,319
Macy's Retail Holdings Inc. 7.000% 2/15/28 2,350 2,747
Macy's Retail Holdings Inc. 6.900% 4/1/29 1,500 1,704
Macy's Retail Holdings Inc. 4.500% 12/15/34 3,000 2,809
Macy's Retail Holdings Inc. 6.375% 3/15/37 2,550 2,744
Macy's Retail Holdings Inc. 5.125% 1/15/42 3,750 3,540
Macy's Retail Holdings Inc. 4.300% 2/15/43 1,300 1,097
Magna International Inc. 3.625% 6/15/24 3,570 3,773
Magna International Inc. 4.150% 10/1/25 1,450 1,594
Marriott International Inc. 3.000% 3/1/19 1,750 1,800
Marriott International Inc. 3.375% 10/15/20 2,075 2,169
Marriott International Inc. 2.875% 3/1/21 2,500 2,586

 

 

Marriott International Inc. 3.125% 10/15/21 4,800 4,995
Marriott International Inc. 2.300% 1/15/22 2,000 2,015
Marriott International Inc. 3.250% 9/15/22 3,525 3,697
Marriott International Inc. 3.750% 10/1/25 2,340 2,493
Marriott International Inc. 3.125% 6/15/26 4,090 4,140
MasterCard Inc. 2.000% 4/1/19 3,175 3,229
MasterCard Inc. 3.375% 4/1/24 4,050 4,369
McDonald's Corp. 5.300% 3/15/17 300 306
McDonald's Corp. 5.800% 10/15/17 3,950 4,134
McDonald's Corp. 5.350% 3/1/18 4,995 5,274
McDonald's Corp. 2.100% 12/7/18 500 508
McDonald's Corp. 5.000% 2/1/19 4,525 4,901
McDonald's Corp. 1.875% 5/29/19 6,450 6,536
McDonald's Corp. 2.750% 12/9/20 1,900 1,970
McDonald's Corp. 3.625% 5/20/21 1,750 1,881
McDonald's Corp. 2.625% 1/15/22 10,340 10,691
McDonald's Corp. 3.375% 5/26/25 3,105 3,278
McDonald's Corp. 3.700% 1/30/26 14,940 16,102
McDonald's Corp. 4.700% 12/9/35 5,375 6,069
McDonald's Corp. 6.300% 10/15/37 325 430
McDonald's Corp. 6.300% 3/1/38 1,525 2,029
McDonald's Corp. 3.700% 2/15/42 14,175 14,038
McDonald's Corp. 3.625% 5/1/43 1,725 1,683
McDonald's Corp. 4.600% 5/26/45 4,710 5,294
McDonald's Corp. 4.875% 12/9/45 11,500 13,378
Metropolitan Museum of Art New York        
Revenue 3.400% 7/1/45 1,900 1,975
NIKE Inc. 2.250% 5/1/23 175 178
NIKE Inc. 3.625% 5/1/43 6,025 6,349
NIKE Inc. 3.875% 11/1/45 6,075 6,738
Nordstrom Inc. 6.250% 1/15/18 5,625 5,969
Nordstrom Inc. 4.750% 5/1/20 3,975 4,352
Nordstrom Inc. 4.000% 10/15/21 5,315 5,701
Nordstrom Inc. 6.950% 3/15/28 1,500 1,907
Nordstrom Inc. 5.000% 1/15/44 3,260 3,430
NVR Inc. 3.950% 9/15/22 6,615 7,057
O'Reilly Automotive Inc. 4.875% 1/14/21 600 664
O'Reilly Automotive Inc. 3.800% 9/1/22 4,554 4,837
O'Reilly Automotive Inc. 3.850% 6/15/23 7,075 7,639
O'Reilly Automotive Inc. 3.550% 3/15/26 1,250 1,325
PACCAR Financial Corp. 1.400% 11/17/17 2,750 2,762
PACCAR Financial Corp. 1.450% 3/9/18 800 804
PACCAR Financial Corp. 1.750% 8/14/18 775 784
PACCAR Financial Corp. 1.300% 5/10/19 8,500 8,504
PACCAR Financial Corp. 1.200% 8/12/19 1,500 1,496
PACCAR Financial Corp. 2.200% 9/15/19 1,600 1,635
PACCAR Financial Corp. 2.500% 8/14/20 2,000 2,064
PACCAR Financial Corp. 2.250% 2/25/21 1,500 1,531
Priceline Group Inc. 3.650% 3/15/25 4,700 4,931
Priceline Group Inc. 3.600% 6/1/26 9,900 10,346
QVC Inc. 3.125% 4/1/19 1,490 1,528
QVC Inc. 5.125% 7/2/22 425 450
QVC Inc. 4.375% 3/15/23 650 651
QVC Inc. 4.850% 4/1/24 4,300 4,368
QVC Inc. 4.450% 2/15/25 2,100 2,067
QVC Inc. 5.450% 8/15/34 350 324
QVC Inc. 5.950% 3/15/43 3,175 2,998

 

 

Ralph Lauren Corp. 2.125% 9/26/18 1,675 1,701
Ralph Lauren Corp. 2.625% 8/18/20 1,670 1,727
Ross Stores Inc. 3.375% 9/15/24 1,300 1,383
Signet UK Finance plc 4.700% 6/15/24 2,300 2,217
Staples Inc. 2.750% 1/12/18 3,430 3,462
Staples Inc. 4.375% 1/12/23 2,228 2,298
Starbucks Corp. 2.000% 12/5/18 3,700 3,772
Starbucks Corp. 2.100% 2/4/21 4,375 4,465
Starbucks Corp. 2.700% 6/15/22 350 367
Starbucks Corp. 3.850% 10/1/23 5,100 5,696
Starbucks Corp. 2.450% 6/15/26 3,000 3,047
Starbucks Corp. 4.300% 6/15/45 2,250 2,670
Starwood Hotels & Resorts Worldwide LLC 3.125% 2/15/23 2,000 2,043
Starwood Hotels & Resorts Worldwide LLC 3.750% 3/15/25 4,650 4,867
Starwood Hotels & Resorts Worldwide LLC 4.500% 10/1/34 1,875 1,965
Target Corp. 6.000% 1/15/18 5,055 5,368
Target Corp. 2.300% 6/26/19 6,200 6,375
Target Corp. 3.875% 7/15/20 5,630 6,153
Target Corp. 2.900% 1/15/22 9,180 9,679
Target Corp. 3.500% 7/1/24 5,300 5,812
Target Corp. 2.500% 4/15/26 6,240 6,358
Target Corp. 6.350% 11/1/32 1,680 2,282
Target Corp. 6.500% 10/15/37 4,058 5,791
Target Corp. 7.000% 1/15/38 2,100 3,159
Target Corp. 4.000% 7/1/42 12,400 13,514
Target Corp. 3.625% 4/15/46 5,725 5,921
Tiffany & Co. 4.900% 10/1/44 1,650 1,676
TJX Cos. Inc. 6.950% 4/15/19 1,925 2,187
TJX Cos. Inc. 2.750% 6/15/21 7,665 8,039
TJX Cos. Inc. 2.500% 5/15/23 5,598 5,750
TJX Cos. Inc. 2.250% 9/15/26 10,200 10,040
Toyota Motor Credit Corp. 1.250% 10/5/17 9,100 9,108
Toyota Motor Credit Corp. 1.375% 1/10/18 5,995 6,004
Toyota Motor Credit Corp. 1.450% 1/12/18 5,000 5,015
Toyota Motor Credit Corp. 1.200% 4/6/18 11,500 11,497
Toyota Motor Credit Corp. 2.000% 10/24/18 7,625 7,741
Toyota Motor Credit Corp. 2.100% 1/17/19 5,975 6,077
Toyota Motor Credit Corp. 1.700% 2/19/19 5,755 5,800
Toyota Motor Credit Corp. 1.400% 5/20/19 5,000 5,004
Toyota Motor Credit Corp. 2.125% 7/18/19 5,200 5,298
Toyota Motor Credit Corp. 2.150% 3/12/20 19,800 20,220
Toyota Motor Credit Corp. 4.500% 6/17/20 1,523 1,680
Toyota Motor Credit Corp. 4.250% 1/11/21 2,200 2,426
Toyota Motor Credit Corp. 1.900% 4/8/21 11,000 11,083
Toyota Motor Credit Corp. 2.750% 5/17/21 4,250 4,431
Toyota Motor Credit Corp. 3.400% 9/15/21 1,645 1,769
Toyota Motor Credit Corp. 3.300% 1/12/22 5,650 6,058
Toyota Motor Credit Corp. 2.625% 1/10/23 6,975 7,223
Under Armour Inc. 3.250% 6/15/26 4,650 4,682
VF Corp. 5.950% 11/1/17 1,975 2,072
VF Corp. 3.500% 9/1/21 11,035 11,872
VF Corp. 6.450% 11/1/37 3,375 4,628
Visa Inc. 1.200% 12/14/17 29,590 29,657
Visa Inc. 2.200% 12/14/20 19,750 20,257
Visa Inc. 2.800% 12/14/22 16,550 17,352
Visa Inc. 3.150% 12/14/25 25,990 27,461
Visa Inc. 4.150% 12/14/35 8,470 9,586

 

 

Visa Inc. 4.300% 12/14/45 20,100 23,293
Wal-Mart Stores Inc. 5.800% 2/15/18 7,345 7,825
Wal-Mart Stores Inc. 1.950% 12/15/18 9,525 9,698
Wal-Mart Stores Inc. 3.625% 7/8/20 8,750 9,482
Wal-Mart Stores Inc. 3.250% 10/25/20 4,395 4,730
Wal-Mart Stores Inc. 4.250% 4/15/21 10,860 12,180
Wal-Mart Stores Inc. 2.550% 4/11/23 7,300 7,581
Wal-Mart Stores Inc. 3.300% 4/22/24 9,050 9,825
Wal-Mart Stores Inc. 5.875% 4/5/27 12,250 16,130
Wal-Mart Stores Inc. 7.550% 2/15/30 6,496 9,964
Wal-Mart Stores Inc. 5.250% 9/1/35 6,280 8,341
Wal-Mart Stores Inc. 6.500% 8/15/37 14,605 21,614
Wal-Mart Stores Inc. 6.200% 4/15/38 10,555 15,206
Wal-Mart Stores Inc. 5.625% 4/1/40 9,575 12,929
Wal-Mart Stores Inc. 4.875% 7/8/40 8,320 10,404
Wal-Mart Stores Inc. 5.000% 10/25/40 6,325 7,968
Wal-Mart Stores Inc. 5.625% 4/15/41 9,895 13,520
Wal-Mart Stores Inc. 4.000% 4/11/43 7,760 8,672
Wal-Mart Stores Inc. 4.750% 10/2/43 16,420 20,385
Wal-Mart Stores Inc. 4.300% 4/22/44 3,150 3,692
Walgreen Co. 5.250% 1/15/19 489 528
Walgreen Co. 3.100% 9/15/22 4,100 4,271
Walgreen Co. 4.400% 9/15/42 5,100 5,302
Walgreens Boots Alliance Inc. 1.750% 11/17/17 6,000 6,033
Walgreens Boots Alliance Inc. 1.750% 5/30/18 6,000 6,028
Walgreens Boots Alliance Inc. 2.700% 11/18/19 9,000 9,272
Walgreens Boots Alliance Inc. 2.600% 6/1/21 9,380 9,598
Walgreens Boots Alliance Inc. 3.300% 11/18/21 4,300 4,544
Walgreens Boots Alliance Inc. 3.800% 11/18/24 9,100 9,765
Walgreens Boots Alliance Inc. 3.450% 6/1/26 12,300 12,773
Walgreens Boots Alliance Inc. 4.500% 11/18/34 4,615 4,942
Walgreens Boots Alliance Inc. 4.800% 11/18/44 8,325 9,219
Walgreens Boots Alliance Inc. 4.650% 6/1/46 5,750 6,249
Western Union Co. 6.200% 11/17/36 3,250 3,476
Western Union Co. 6.200% 6/21/40 1,850 1,972
Wyndham Worldwide Corp. 2.500% 3/1/18 975 985
Wyndham Worldwide Corp. 4.250% 3/1/22 9,990 10,616
Wyndham Worldwide Corp. 3.900% 3/1/23 570 591
 
Consumer Noncyclical (4.5%)        
Abbott Laboratories 5.125% 4/1/19 6,902 7,552
Abbott Laboratories 2.000% 3/15/20 8,475 8,610
Abbott Laboratories 4.125% 5/27/20 2,700 2,929
Abbott Laboratories 2.550% 3/15/22 4,000 4,114
Abbott Laboratories 2.950% 3/15/25 1,500 1,538
Abbott Laboratories 6.150% 11/30/37 3,330 4,374
Abbott Laboratories 6.000% 4/1/39 350 455
Abbott Laboratories 5.300% 5/27/40 2,201 2,670
AbbVie Inc. 1.750% 11/6/17 15,335 15,381
AbbVie Inc. 1.800% 5/14/18 20,900 20,983
AbbVie Inc. 2.000% 11/6/18 11,775 11,884
AbbVie Inc. 2.500% 5/14/20 25,720 26,269
AbbVie Inc. 2.300% 5/14/21 5,550 5,595
AbbVie Inc. 2.900% 11/6/22 18,907 19,391
AbbVie Inc. 3.200% 11/6/22 7,666 7,983
AbbVie Inc. 2.850% 5/14/23 10,000 10,152
AbbVie Inc. 3.600% 5/14/25 24,060 25,170

 

 

AbbVie Inc. 3.200% 5/14/26 15,565 15,761
AbbVie Inc. 4.500% 5/14/35 13,545 14,429
AbbVie Inc. 4.300% 5/14/36 6,300 6,530
AbbVie Inc. 4.400% 11/6/42 18,813 19,560
AbbVie Inc. 4.700% 5/14/45 18,163 19,605
AbbVie Inc. 4.450% 5/14/46 8,000 8,366
Actavis Funding SCS 2.350% 3/12/18 21,985 22,204
Actavis Funding SCS 2.450% 6/15/19 8,070 8,239
Actavis Funding SCS 3.000% 3/12/20 19,205 19,830
Actavis Funding SCS 3.450% 3/15/22 16,100 16,825
Actavis Funding SCS 3.850% 6/15/24 9,500 10,086
Actavis Funding SCS 3.800% 3/15/25 24,823 26,279
Actavis Funding SCS 4.550% 3/15/35 17,220 18,382
Actavis Funding SCS 4.850% 6/15/44 11,901 13,130
Actavis Funding SCS 4.750% 3/15/45 12,475 13,655
Actavis Inc. 1.875% 10/1/17 4,525 4,541
Actavis Inc. 3.250% 10/1/22 9,900 10,263
Actavis Inc. 4.625% 10/1/42 6,700 7,171
Agilent Technologies Inc. 5.000% 7/15/20 4,500 4,990
Agilent Technologies Inc. 3.200% 10/1/22 4,315 4,466
Agilent Technologies Inc. 3.875% 7/15/23 3,800 4,066
Agilent Technologies Inc. 3.050% 9/22/26 5,700 5,770
Ahold Finance USA LLC 6.875% 5/1/29 1,100 1,422
Allergan Inc. 3.375% 9/15/20 2,000 2,110
4 Allina Health System 4.805% 11/15/45 1,000 1,201
Altria Group Inc. 9.250% 8/6/19 401 487
Altria Group Inc. 2.625% 1/14/20 21,397 22,132
Altria Group Inc. 4.750% 5/5/21 10,395 11,731
Altria Group Inc. 2.850% 8/9/22 3,900 4,072
Altria Group Inc. 2.950% 5/2/23 3,175 3,330
Altria Group Inc. 4.000% 1/31/24 8,100 9,046
Altria Group Inc. 2.625% 9/16/26 1,750 1,771
Altria Group Inc. 4.250% 8/9/42 11,508 12,557
Altria Group Inc. 4.500% 5/2/43 5,334 6,043
Altria Group Inc. 5.375% 1/31/44 9,863 12,489
Altria Group Inc. 3.875% 9/16/46 3,200 3,331
AmerisourceBergen Corp. 4.875% 11/15/19 2,741 3,002
AmerisourceBergen Corp. 3.500% 11/15/21 5,900 6,318
AmerisourceBergen Corp. 3.400% 5/15/24 4,000 4,240
AmerisourceBergen Corp. 3.250% 3/1/25 1,750 1,853
AmerisourceBergen Corp. 4.250% 3/1/45 2,475 2,695
Amgen Inc. 6.150% 6/1/18 6,320 6,815
Amgen Inc. 5.700% 2/1/19 6,514 7,133
Amgen Inc. 2.200% 5/22/19 9,470 9,645
Amgen Inc. 2.125% 5/1/20 6,570 6,663
Amgen Inc. 3.450% 10/1/20 825 873
Amgen Inc. 4.100% 6/15/21 7,515 8,192
Amgen Inc. 1.850% 8/19/21 6,725 6,686
Amgen Inc. 3.875% 11/15/21 3,510 3,815
Amgen Inc. 2.700% 5/1/22 1,875 1,938
Amgen Inc. 3.625% 5/15/22 11,075 11,889
Amgen Inc. 2.250% 8/19/23 7,100 7,074
Amgen Inc. 3.625% 5/22/24 13,929 14,933
Amgen Inc. 2.600% 8/19/26 9,150 9,010
Amgen Inc. 4.950% 10/1/41 4,475 4,999
Amgen Inc. 4.400% 5/1/45 12,170 12,825
7 Amgen Inc. 4.563% 6/15/48 27,294 29,224

 

 

7 Amgen Inc. 4.663% 6/15/51 25,815 27,596
Anheuser-Busch Cos. LLC 5.500% 1/15/18 6,307 6,639
Anheuser-Busch Cos. LLC 6.800% 8/20/32 575 775
Anheuser-Busch Cos. LLC 5.750% 4/1/36 2,105 2,711
Anheuser-Busch InBev Finance Inc. 1.250% 1/17/18 13,015 13,070
Anheuser-Busch InBev Finance Inc. 1.900% 2/1/19 27,880 28,127
Anheuser-Busch InBev Finance Inc. 2.150% 2/1/19 10,000 10,164
Anheuser-Busch InBev Finance Inc. 2.650% 2/1/21 45,860 47,329
Anheuser-Busch InBev Finance Inc. 2.625% 1/17/23 5,925 6,048
Anheuser-Busch InBev Finance Inc. 3.300% 2/1/23 34,625 36,509
Anheuser-Busch InBev Finance Inc. 3.700% 2/1/24 8,100 8,765
Anheuser-Busch InBev Finance Inc. 3.650% 2/1/26 74,310 79,599
Anheuser-Busch InBev Finance Inc. 4.700% 2/1/36 36,795 42,399
Anheuser-Busch InBev Finance Inc. 4.000% 1/17/43 14,425 15,026
Anheuser-Busch InBev Finance Inc. 4.625% 2/1/44 5,725 6,588
Anheuser-Busch InBev Finance Inc. 4.900% 2/1/46 75,015 89,818
Anheuser-Busch InBev Worldwide Inc. 7.750% 1/15/19 10,435 11,869
Anheuser-Busch InBev Worldwide Inc. 6.875% 11/15/19 5,525 6,419
Anheuser-Busch InBev Worldwide Inc. 5.375% 1/15/20 12,540 14,009
Anheuser-Busch InBev Worldwide Inc. 5.000% 4/15/20 4,375 4,870
Anheuser-Busch InBev Worldwide Inc. 4.375% 2/15/21 1,925 2,115
Anheuser-Busch InBev Worldwide Inc. 2.500% 7/15/22 25,550 26,054
Anheuser-Busch InBev Worldwide Inc. 8.200% 1/15/39 5,500 8,863
Anheuser-Busch InBev Worldwide Inc. 6.375% 1/15/40 3,075 4,198
Anheuser-Busch InBev Worldwide Inc. 3.750% 7/15/42 10,425 10,512
Archer-Daniels-Midland Co. 5.450% 3/15/18 5,449 5,789
Archer-Daniels-Midland Co. 4.479% 3/1/21 587 658
Archer-Daniels-Midland Co. 2.500% 8/11/26 6,500 6,473
Archer-Daniels-Midland Co. 5.935% 10/1/32 530 684
Archer-Daniels-Midland Co. 5.375% 9/15/35 2,345 2,906
Archer-Daniels-Midland Co. 4.535% 3/26/42 2,500 2,930
Archer-Daniels-Midland Co. 4.016% 4/16/43 3,125 3,397
Ascension Health 3.945% 11/15/46 5,275 5,773
4 Ascension Health 4.847% 11/15/53 1,375 1,702
AstraZeneca plc 1.750% 11/16/18 6,000 6,036
AstraZeneca plc 1.950% 9/18/19 5,900 5,980
AstraZeneca plc 2.375% 11/16/20 12,300 12,589
AstraZeneca plc 3.375% 11/16/25 8,740 9,332
AstraZeneca plc 6.450% 9/15/37 14,545 20,343
AstraZeneca plc 4.000% 9/18/42 5,925 6,171
AstraZeneca plc 4.375% 11/16/45 7,875 8,715
Baxalta Inc. 2.000% 6/22/18 1,775 1,782
Baxalta Inc. 2.875% 6/23/20 5,475 5,615
Baxalta Inc. 3.600% 6/23/22 3,650 3,838
Baxalta Inc. 4.000% 6/23/25 11,500 12,278
Baxalta Inc. 5.250% 6/23/45 5,505 6,537
Baxter International Inc. 1.700% 8/15/21 4,425 4,408
Baxter International Inc. 2.600% 8/15/26 4,800 4,751
Baxter International Inc. 3.500% 8/15/46 3,750 3,544
Baylor Scott & White Holdings Texas        
Revenue 4.185% 11/15/45 450 497
Beam Suntory Inc. 1.750% 6/15/18 1,525 1,529
Beam Suntory Inc. 3.250% 5/15/22 600 617
Beam Suntory Inc. 3.250% 6/15/23 850 873
Becton Dickinson & Co. 1.800% 12/15/17 7,000 7,035
Becton Dickinson & Co. 6.375% 8/1/19 8,085 9,124
Becton Dickinson & Co. 2.675% 12/15/19 7,675 7,933

 

 

Becton Dickinson & Co. 3.250% 11/12/20 5,150 5,414
Becton Dickinson & Co. 3.125% 11/8/21 2,985 3,148
Becton Dickinson & Co. 3.875% 5/15/24 175 190
Becton Dickinson & Co. 3.734% 12/15/24 11,145 12,091
Becton Dickinson & Co. 6.000% 5/15/39 275 352
Becton Dickinson & Co. 5.000% 11/12/40 6,622 7,585
Becton Dickinson & Co. 4.875% 5/15/44 500 578
Becton Dickinson & Co. 4.685% 12/15/44 6,875 7,832
Bio-Rad Laboratories Inc. 4.875% 12/15/20 500 548
Biogen Inc. 6.875% 3/1/18 3,100 3,337
Biogen Inc. 2.900% 9/15/20 13,985 14,555
Biogen Inc. 3.625% 9/15/22 6,250 6,684
Biogen Inc. 4.050% 9/15/25 10,245 11,152
Biogen Inc. 5.200% 9/15/45 14,655 17,263
Boston Scientific Corp. 2.650% 10/1/18 4,050 4,142
Boston Scientific Corp. 6.000% 1/15/20 3,670 4,145
Boston Scientific Corp. 3.375% 5/15/22 2,975 3,130
Boston Scientific Corp. 4.125% 10/1/23 2,700 2,935
Boston Scientific Corp. 3.850% 5/15/25 6,450 6,859
Boston Scientific Corp. 7.000% 11/15/35 4,100 5,399
Boston Scientific Corp. 7.375% 1/15/40 2,000 2,728
Bottling Group LLC 5.125% 1/15/19 4,119 4,468
Bristol-Myers Squibb Co. 1.750% 3/1/19 5,325 5,398
Bristol-Myers Squibb Co. 2.000% 8/1/22 9,675 9,763
Bristol-Myers Squibb Co. 7.150% 6/15/23 100 131
Bristol-Myers Squibb Co. 3.250% 11/1/23 1,750 1,913
Bristol-Myers Squibb Co. 5.875% 11/15/36 2,163 2,931
Bristol-Myers Squibb Co. 6.125% 5/1/38 480 674
Bristol-Myers Squibb Co. 3.250% 8/1/42 5,690 5,691
Bristol-Myers Squibb Co. 4.500% 3/1/44 1,225 1,474
Brown-Forman Corp. 1.000% 1/15/18 800 799
Brown-Forman Corp. 2.250% 1/15/23 1,375 1,388
Brown-Forman Corp. 3.750% 1/15/43 2,250 2,288
Brown-Forman Corp. 4.500% 7/15/45 2,750 3,159
Bunge Ltd. Finance Corp. 8.500% 6/15/19 3,965 4,649
Bunge Ltd. Finance Corp. 3.500% 11/24/20 2,600 2,709
Bunge Ltd. Finance Corp. 3.250% 8/15/26 3,000 3,016
Campbell Soup Co. 2.500% 8/2/22 1,850 1,892
Campbell Soup Co. 3.300% 3/19/25 1,700 1,802
Campbell Soup Co. 3.800% 8/2/42 2,775 2,794
Cardinal Health Inc. 1.700% 3/15/18 7,150 7,175
Cardinal Health Inc. 1.950% 6/15/18 2,100 2,121
Cardinal Health Inc. 4.625% 12/15/20 4,935 5,493
Cardinal Health Inc. 3.200% 6/15/22 3,600 3,781
Cardinal Health Inc. 3.200% 3/15/23 4,450 4,681
Cardinal Health Inc. 3.750% 9/15/25 3,250 3,525
Cardinal Health Inc. 4.600% 3/15/43 875 965
Cardinal Health Inc. 4.500% 11/15/44 2,150 2,377
Cardinal Health Inc. 4.900% 9/15/45 3,300 3,896
Catholic Health Initiatives Colorado GO 1.600% 11/1/17 2,150 2,154
Catholic Health Initiatives Colorado GO 2.950% 11/1/22 3,225 3,264
4 Catholic Health Initiatives Colorado GO 4.350% 11/1/42 6,900 6,911
Celgene Corp. 2.125% 8/15/18 3,850 3,891
Celgene Corp. 2.300% 8/15/18 2,500 2,534
Celgene Corp. 2.250% 5/15/19 3,975 4,046
Celgene Corp. 2.875% 8/15/20 8,575 8,870
Celgene Corp. 3.950% 10/15/20 10,310 11,132

 

 

Celgene Corp. 3.250% 8/15/22 3,950 4,127
Celgene Corp. 3.550% 8/15/22 3,985 4,233
Celgene Corp. 4.000% 8/15/23 3,550 3,854
Celgene Corp. 3.625% 5/15/24 13,775 14,503
Celgene Corp. 3.875% 8/15/25 15,450 16,535
Celgene Corp. 5.700% 10/15/40 2,457 2,924
Celgene Corp. 5.250% 8/15/43 3,005 3,426
Celgene Corp. 4.625% 5/15/44 5,750 6,070
Celgene Corp. 5.000% 8/15/45 10,740 12,035
Children's Hospital Medical Center Ohio GO 4.268% 5/15/44 1,050 1,198
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 3,111
Clorox Co. 5.950% 10/15/17 2,832 2,971
Clorox Co. 3.050% 9/15/22 4,800 5,047
Clorox Co. 3.500% 12/15/24 2,850 3,060
Coca-Cola Bottling Co. Consolidated 3.800% 11/25/25 8,117 8,614
Coca-Cola Co. 1.650% 3/14/18 615 621
Coca-Cola Co. 1.150% 4/1/18 7,421 7,427
Coca-Cola Co. 1.650% 11/1/18 9,525 9,617
Coca-Cola Co. 1.375% 5/30/19 3,300 3,313
Coca-Cola Co. 1.875% 10/27/20 3,750 3,821
Coca-Cola Co. 2.450% 11/1/20 14,500 15,192
Coca-Cola Co. 3.150% 11/15/20 1,100 1,181
Coca-Cola Co. 1.550% 9/1/21 14,000 13,931
Coca-Cola Co. 3.300% 9/1/21 4,780 5,151
Coca-Cola Co. 2.500% 4/1/23 5,650 5,829
Coca-Cola Co. 3.200% 11/1/23 9,575 10,298
Coca-Cola Co. 2.875% 10/27/25 7,375 7,777
Coca-Cola Co. 2.550% 6/1/26 3,400 3,486
Coca-Cola Co. 2.250% 9/1/26 6,000 5,959
Coca-Cola Enterprises Inc. 3.500% 9/15/20 4,250 4,503
Coca-Cola Enterprises Inc. 4.500% 9/1/21 1,675 1,859
Coca-Cola Femsa SAB de CV 2.375% 11/26/18 4,900 4,944
Coca-Cola Femsa SAB de CV 4.625% 2/15/20 1,925 2,092
Coca-Cola Femsa SAB de CV 3.875% 11/26/23 5,100 5,487
Coca-Cola Femsa SAB de CV 5.250% 11/26/43 7,600 9,095
Coca-Cola Refreshments USA Inc. 8.500% 2/1/22 1,750 2,333
Colgate-Palmolive Co. 1.750% 3/15/19 1,500 1,525
Colgate-Palmolive Co. 2.450% 11/15/21 1,510 1,583
Colgate-Palmolive Co. 2.300% 5/3/22 8,311 8,569
Colgate-Palmolive Co. 1.950% 2/1/23 4,800 4,838
Colgate-Palmolive Co. 2.100% 5/1/23 200 202
Colgate-Palmolive Co. 3.250% 3/15/24 200 220
Colgate-Palmolive Co. 4.000% 8/15/45 3,345 3,847
ConAgra Foods Inc. 1.900% 1/25/18 12,270 12,354
ConAgra Foods Inc. 2.100% 3/15/18 4,743 4,793
ConAgra Foods Inc. 3.250% 9/15/22 5,000 5,199
ConAgra Foods Inc. 3.200% 1/25/23 3,986 4,148
ConAgra Foods Inc. 7.125% 10/1/26 963 1,237
ConAgra Foods Inc. 7.000% 10/1/28 200 257
ConAgra Foods Inc. 8.250% 9/15/30 3,825 5,423
Covidien International Finance SA 6.000% 10/15/17 9,332 9,763
Covidien International Finance SA 4.200% 6/15/20 3,675 4,019
Covidien International Finance SA 3.200% 6/15/22 5,869 6,221
CR Bard Inc. 1.375% 1/15/18 14,050 14,056
CR Bard Inc. 4.400% 1/15/21 2,220 2,437
CR Bard Inc. 3.000% 5/15/26 2,000 2,027

 

 

CR Bard Inc. 6.700% 12/1/26 500 652
Danaher Corp. 1.650% 9/15/18 4,100 4,135
Danaher Corp. 2.400% 9/15/20 4,000 4,115
Danaher Corp. 3.350% 9/15/25 3,725 4,050
Danaher Corp. 4.375% 9/15/45 8,400 9,954
Delhaize America LLC 9.000% 4/15/31 1,530 2,137
Diageo Capital plc 5.750% 10/23/17 6,926 7,246
Diageo Capital plc 1.125% 4/29/18 2,500 2,494
Diageo Capital plc 4.828% 7/15/20 4,050 4,521
Diageo Capital plc 2.625% 4/29/23 12,470 12,856
Diageo Capital plc 5.875% 9/30/36 500 669
Diageo Capital plc 3.875% 4/29/43 4,844 5,140
Diageo Investment Corp. 2.875% 5/11/22 8,875 9,308
Diageo Investment Corp. 7.450% 4/15/35 200 298
Diageo Investment Corp. 4.250% 5/11/42 5,137 5,824
Dignity Health California GO 2.637% 11/1/19 2,250 2,309
Dignity Health California GO 3.125% 11/1/22 900 924
Dignity Health California GO 3.812% 11/1/24 2,050 2,205
Dignity Health California GO 4.500% 11/1/42 4,500 4,817
Dignity Health California GO 5.267% 11/1/64 1,000 1,196
Dr Pepper Snapple Group Inc. 6.820% 5/1/18 1,920 2,084
Dr Pepper Snapple Group Inc. 2.600% 1/15/19 4,785 4,903
Dr Pepper Snapple Group Inc. 2.000% 1/15/20 3,475 3,509
Dr Pepper Snapple Group Inc. 2.700% 11/15/22 1,600 1,647
Dr Pepper Snapple Group Inc. 3.400% 11/15/25 1,650 1,764
Dr Pepper Snapple Group Inc. 2.550% 9/15/26 1,500 1,494
Dr Pepper Snapple Group Inc. 7.450% 5/1/38 1,504 2,227
Dr Pepper Snapple Group Inc. 4.500% 11/15/45 1,700 1,931
Edwards Lifesciences Corp. 2.875% 10/15/18 4,925 5,019
Eli Lilly & Co. 1.250% 3/1/18 4,225 4,239
Eli Lilly & Co. 1.950% 3/15/19 7,750 7,882
Eli Lilly & Co. 2.750% 6/1/25 4,550 4,802
Eli Lilly & Co. 5.550% 3/15/37 3,260 4,316
Eli Lilly & Co. 3.700% 3/1/45 3,900 4,179
Estee Lauder Cos. Inc. 1.700% 5/10/21 2,650 2,667
Estee Lauder Cos. Inc. 2.350% 8/15/22 6,358 6,511
Estee Lauder Cos. Inc. 6.000% 5/15/37 1,300 1,706
Estee Lauder Cos. Inc. 3.700% 8/15/42 3,300 3,418
Estee Lauder Cos. Inc. 4.375% 6/15/45 4,025 4,636
Express Scripts Holding Co. 3.300% 2/25/21 1,750 1,839
Express Scripts Holding Co. 4.750% 11/15/21 7,917 8,874
Express Scripts Holding Co. 3.900% 2/15/22 13,256 14,303
Express Scripts Holding Co. 3.000% 7/15/23 10,500 10,662
Express Scripts Holding Co. 3.500% 6/15/24 13,880 14,511
Express Scripts Holding Co. 4.500% 2/25/26 8,850 9,688
Express Scripts Holding Co. 3.400% 3/1/27 10,440 10,506
Express Scripts Holding Co. 6.125% 11/15/41 777 956
Express Scripts Holding Co. 4.800% 7/15/46 10,000 10,423
Flowers Foods Inc. 4.375% 4/1/22 2,350 2,541
Flowers Foods Inc. 3.500% 10/1/26 1,950 1,947
Fomento Economico Mexicano SAB de CV 2.875% 5/10/23 600 599
Fomento Economico Mexicano SAB de CV 4.375% 5/10/43 3,100 3,212
General Mills Inc. 1.400% 10/20/17 3,000 3,007
General Mills Inc. 5.650% 2/15/19 8,075 8,853
General Mills Inc. 2.200% 10/21/19 11,400 11,640
General Mills Inc. 3.150% 12/15/21 5,875 6,241
General Mills Inc. 3.650% 2/15/24 1,225 1,341

 

 

General Mills Inc. 5.400% 6/15/40 5,100 6,368
General Mills Inc. 4.150% 2/15/43 750 819
Gilead Sciences Inc. 1.850% 9/4/18 6,125 6,190
Gilead Sciences Inc. 2.050% 4/1/19 4,045 4,111
Gilead Sciences Inc. 2.350% 2/1/20 4,025 4,131
Gilead Sciences Inc. 2.550% 9/1/20 11,503 11,882
Gilead Sciences Inc. 4.500% 4/1/21 2,025 2,245
Gilead Sciences Inc. 4.400% 12/1/21 10,102 11,271
Gilead Sciences Inc. 1.950% 3/1/22 3,000 3,008
Gilead Sciences Inc. 3.250% 9/1/22 5,575 5,909
Gilead Sciences Inc. 2.500% 9/1/23 4,900 4,944
Gilead Sciences Inc. 3.700% 4/1/24 15,000 16,140
Gilead Sciences Inc. 3.500% 2/1/25 7,485 7,930
Gilead Sciences Inc. 3.650% 3/1/26 14,860 16,003
Gilead Sciences Inc. 2.950% 3/1/27 14,025 14,153
Gilead Sciences Inc. 4.600% 9/1/35 4,075 4,501
Gilead Sciences Inc. 4.000% 9/1/36 1,775 1,815
Gilead Sciences Inc. 5.650% 12/1/41 5,460 6,761
Gilead Sciences Inc. 4.800% 4/1/44 13,125 14,704
Gilead Sciences Inc. 4.500% 2/1/45 12,200 12,972
Gilead Sciences Inc. 4.750% 3/1/46 20,720 23,126
Gilead Sciences Inc. 4.150% 3/1/47 11,125 11,281
GlaxoSmithKline Capital Inc. 5.650% 5/15/18 15,580 16,660
GlaxoSmithKline Capital Inc. 2.800% 3/18/23 1,581 1,655
GlaxoSmithKline Capital Inc. 5.375% 4/15/34 475 596
GlaxoSmithKline Capital Inc. 6.375% 5/15/38 16,010 23,183
GlaxoSmithKline Capital Inc. 4.200% 3/18/43 3,925 4,527
GlaxoSmithKline Capital plc 2.850% 5/8/22 7,450 7,814
Hasbro Inc. 3.150% 5/15/21 3,200 3,305
Hasbro Inc. 6.350% 3/15/40 1,170 1,437
Hasbro Inc. 5.100% 5/15/44 4,463 4,796
Hershey Co. 1.600% 8/21/18 1,800 1,816
Hershey Co. 4.125% 12/1/20 2,195 2,410
Hershey Co. 2.625% 5/1/23 2,750 2,832
Hershey Co. 3.200% 8/21/25 1,695 1,817
Hershey Co. 2.300% 8/15/26 3,950 3,916
Hillshire Brands Co. 4.100% 9/15/20 1,250 1,315
Hormel Foods Corp. 4.125% 4/15/21 625 691
Ingredion Inc. 4.625% 11/1/20 890 976
Ingredion Inc. 3.200% 10/1/26 3,000 3,062
Ingredion Inc. 6.625% 4/15/37 1,025 1,320
JM Smucker Co. 1.750% 3/15/18 2,000 2,012
JM Smucker Co. 2.500% 3/15/20 7,414 7,595
JM Smucker Co. 3.500% 10/15/21 2,295 2,463
JM Smucker Co. 3.000% 3/15/22 2,605 2,728
JM Smucker Co. 3.500% 3/15/25 5,300 5,681
JM Smucker Co. 4.250% 3/15/35 2,500 2,754
JM Smucker Co. 4.375% 3/15/45 4,400 4,863
Johnson & Johnson 5.150% 7/15/18 4,250 4,560
Johnson & Johnson 1.650% 12/5/18 5,850 5,925
Johnson & Johnson 1.125% 3/1/19 6,000 6,011
Johnson & Johnson 2.950% 9/1/20 9,000 9,555
Johnson & Johnson 1.650% 3/1/21 10,550 10,710
Johnson & Johnson 3.550% 5/15/21 2,325 2,537
Johnson & Johnson 2.450% 12/5/21 5,000 5,249
Johnson & Johnson 2.050% 3/1/23 4,000 4,090
Johnson & Johnson 6.730% 11/15/23 1,203 1,600

 

 

Johnson & Johnson 3.375% 12/5/23 4,250 4,693
Johnson & Johnson 2.450% 3/1/26 14,475 14,908
Johnson & Johnson 6.950% 9/1/29 1,700 2,533
Johnson & Johnson 4.950% 5/15/33 1,600 2,042
Johnson & Johnson 4.375% 12/5/33 17,104 20,473
Johnson & Johnson 3.550% 3/1/36 5,400 5,978
Johnson & Johnson 5.950% 8/15/37 1,330 1,948
Johnson & Johnson 5.850% 7/15/38 3,797 5,511
Johnson & Johnson 4.500% 9/1/40 3,125 3,934
Johnson & Johnson 3.700% 3/1/46 10,825 12,074
Kaiser Foundation Hospitals 3.500% 4/1/22 1,835 1,967
Kaiser Foundation Hospitals 4.875% 4/1/42 5,450 6,814
Kellogg Co. 4.000% 12/15/20 8,805 9,635
Kellogg Co. 3.250% 4/1/26 4,775 4,974
Kellogg Co. 7.450% 4/1/31 867 1,220
Kellogg Co. 4.500% 4/1/46 8,025 8,703
Kimberly-Clark Corp. 7.500% 11/1/18 800 903
Kimberly-Clark Corp. 1.400% 2/15/19 3,425 3,450
Kimberly-Clark Corp. 1.850% 3/1/20 2,400 2,438
Kimberly-Clark Corp. 3.625% 8/1/20 3,150 3,420
Kimberly-Clark Corp. 2.150% 8/15/20 1,350 1,390
Kimberly-Clark Corp. 3.875% 3/1/21 2,940 3,235
Kimberly-Clark Corp. 2.400% 3/1/22 4,825 4,998
Kimberly-Clark Corp. 2.400% 6/1/23 1,600 1,645
Kimberly-Clark Corp. 2.650% 3/1/25 2,500 2,602
Kimberly-Clark Corp. 3.050% 8/15/25 2,900 3,115
Kimberly-Clark Corp. 2.750% 2/15/26 2,575 2,677
Kimberly-Clark Corp. 6.625% 8/1/37 200 296
Kimberly-Clark Corp. 5.300% 3/1/41 5,350 7,124
Kimberly-Clark Corp. 3.700% 6/1/43 1,625 1,749
Kimberly-Clark Corp. 3.200% 7/30/46 5,000 4,934
Koninkijke Ahold Dlhaize NV 5.700% 10/1/40 821 992
Koninklijke Philips NV 5.750% 3/11/18 4,225 4,478
Koninklijke Philips NV 3.750% 3/15/22 7,600 8,225
Koninklijke Philips NV 6.875% 3/11/38 2,240 2,967
Koninklijke Philips NV 5.000% 3/15/42 3,575 3,920
Kraft Foods Group Inc. 6.125% 8/23/18 12,252 13,293
Kraft Foods Group Inc. 5.375% 2/10/20 2,539 2,836
Kraft Foods Group Inc. 3.500% 6/6/22 7,175 7,636
Kraft Foods Group Inc. 6.875% 1/26/39 7,950 11,054
Kraft Foods Group Inc. 6.500% 2/9/40 7,900 10,631
Kraft Foods Group Inc. 5.000% 6/4/42 11,270 12,970
Kraft Heinz Foods Co. 2.000% 7/2/18 8,515 8,600
Kraft Heinz Foods Co. 2.800% 7/2/20 6,625 6,865
Kraft Heinz Foods Co. 3.950% 7/15/25 12,395 13,399
Kraft Heinz Foods Co. 3.000% 6/1/26 12,925 13,024
Kraft Heinz Foods Co. 5.000% 7/15/35 5,455 6,297
Kraft Heinz Foods Co. 5.200% 7/15/45 12,050 14,233
Kraft Heinz Foods Co. 4.375% 6/1/46 21,600 22,924
The Kroger Co. 1.500% 9/30/19 2,100 2,096
The Kroger Co. 2.650% 10/15/26 4,775 4,743
The Kroger Co. 3.875% 10/15/46 1,200 1,208
Laboratory Corp. of America Holdings 2.500% 11/1/18 500 509
Laboratory Corp. of America Holdings 2.625% 2/1/20 1,500 1,531
Laboratory Corp. of America Holdings 3.200% 2/1/22 6,800 7,082
Laboratory Corp. of America Holdings 3.750% 8/23/22 475 504
Laboratory Corp. of America Holdings 4.000% 11/1/23 550 592

 

 

Laboratory Corp. of America Holdings 3.600% 2/1/25 5,425 5,692
Laboratory Corp. of America Holdings 4.700% 2/1/45 3,150 3,426
Life Technologies Corp. 6.000% 3/1/20 3,690 4,122
Life Technologies Corp. 5.000% 1/15/21 2,175 2,387
Mattel Inc. 1.700% 3/15/18 550 552
Mattel Inc. 2.350% 5/6/19 940 957
Mattel Inc. 2.350% 8/15/21 2,000 2,015
Mattel Inc. 3.150% 3/15/23 750 759
Mattel Inc. 5.450% 11/1/41 3,675 4,027
4 Mayo Clinic 3.774% 11/15/43 5,125 5,370
4 Mayo Clinic 4.000% 11/15/47 1,375 1,489
4 Mayo Clinic 4.128% 11/15/52 1,125 1,282
McCormick & Co. Inc. 3.900% 7/15/21 875 956
McCormick & Co. Inc. 3.500% 9/1/23 2,800 3,005
McCormick & Co. Inc. 3.250% 11/15/25 1,800 1,919
McKesson Corp. 7.500% 2/15/19 4,405 5,004
McKesson Corp. 2.284% 3/15/19 5,250 5,355
McKesson Corp. 4.750% 3/1/21 1,680 1,864
McKesson Corp. 2.700% 12/15/22 5,600 5,711
McKesson Corp. 3.796% 3/15/24 6,000 6,501
McKesson Corp. 6.000% 3/1/41 5,425 7,016
McKesson Corp. 4.883% 3/15/44 2,650 3,122
Mead Johnson Nutrition Co. 4.900% 11/1/19 2,309 2,530
Mead Johnson Nutrition Co. 3.000% 11/15/20 1,500 1,560
Mead Johnson Nutrition Co. 4.125% 11/15/25 7,935 8,643
Mead Johnson Nutrition Co. 5.900% 11/1/39 5,535 6,851
Mead Johnson Nutrition Co. 4.600% 6/1/44 2,650 2,836
Medco Health Solutions Inc. 4.125% 9/15/20 590 637
Medtronic Inc. 1.500% 3/15/18 5,890 5,915
Medtronic Inc. 1.375% 4/1/18 10,845 10,875
Medtronic Inc. 5.600% 3/15/19 1,000 1,101
Medtronic Inc. 2.500% 3/15/20 16,467 17,026
Medtronic Inc. 4.125% 3/15/21 590 650
Medtronic Inc. 3.125% 3/15/22 16,080 16,996
Medtronic Inc. 3.150% 3/15/22 18,125 19,258
Medtronic Inc. 3.625% 3/15/24 5,000 5,430
Medtronic Inc. 3.500% 3/15/25 21,700 23,398
Medtronic Inc. 4.375% 3/15/35 22,517 25,576
Medtronic Inc. 6.500% 3/15/39 500 707
Medtronic Inc. 5.550% 3/15/40 1,725 2,185
Medtronic Inc. 4.500% 3/15/42 7,419 8,433
Medtronic Inc. 4.625% 3/15/44 2,588 3,024
Medtronic Inc. 4.625% 3/15/45 23,065 26,983
Memorial Sloan-Kettering Cancer Center 4.200% 7/1/55 1,700 1,901
Memorial Sloan-Kettering Cancer Center New        
York GO 5.000% 7/1/42 700 887
Memorial Sloan-Kettering Cancer Center New        
York GO 4.125% 7/1/52 4,075 4,513
Merck & Co. Inc. 1.100% 1/31/18 3,375 3,378
Merck & Co. Inc. 1.300% 5/18/18 3,200 3,215
Merck & Co. Inc. 1.850% 2/10/20 7,000 7,132
Merck & Co. Inc. 3.875% 1/15/21 3,375 3,677
Merck & Co. Inc. 2.350% 2/10/22 6,900 7,087
Merck & Co. Inc. 2.400% 9/15/22 10,820 11,132
Merck & Co. Inc. 2.800% 5/18/23 8,500 8,910
Merck & Co. Inc. 2.750% 2/10/25 8,500 8,797
Merck & Co. Inc. 6.500% 12/1/33 4,172 5,870

 

 

Merck & Co. Inc. 6.550% 9/15/37 3,465 4,934
Merck & Co. Inc. 3.600% 9/15/42 3,230 3,375
Merck & Co. Inc. 4.150% 5/18/43 8,025 9,105
Merck & Co. Inc. 3.700% 2/10/45 13,459 14,319
Merck Sharp & Dohme Corp. 5.000% 6/30/19 12,845 14,136
Merck Sharp & Dohme Corp. 5.750% 11/15/36 3,900 5,086
Molson Coors Brewing Co. 1.450% 7/15/19 1,750 1,745
Molson Coors Brewing Co. 2.100% 7/15/21 3,000 3,001
Molson Coors Brewing Co. 3.500% 5/1/22 1,050 1,123
Molson Coors Brewing Co. 3.000% 7/15/26 8,251 8,315
Molson Coors Brewing Co. 5.000% 5/1/42 5,625 6,511
Molson Coors Brewing Co. 4.200% 7/15/46 10,525 10,984
Mondelez International Inc. 6.125% 2/1/18 4,290 4,551
Mondelez International Inc. 6.125% 8/23/18 2,500 2,715
Mondelez International Inc. 2.250% 2/1/19 2,500 2,542
Mondelez International Inc. 5.375% 2/10/20 5,386 6,026
Mondelez International Inc. 4.000% 2/1/24 12,135 13,279
Mondelez International Inc. 6.500% 11/1/31 4,086 5,383
Mondelez International Inc. 6.500% 2/9/40 5,415 7,346
Mylan Inc. 2.600% 6/24/18 2,058 2,087
Mylan Inc. 2.550% 3/28/19 5,462 5,530
Mylan Inc. 4.200% 11/29/23 9,710 10,188
Mylan Inc. 5.400% 11/29/43 2,420 2,605
7 Mylan NV 2.500% 6/7/19 3,800 3,835
7 Mylan NV 3.150% 6/15/21 11,652 11,886
7 Mylan NV 3.950% 6/15/26 13,790 13,902
7 Mylan NV 5.250% 6/15/46 5,800 6,098
New York & Presbyterian Hospital 3.563% 8/1/36 1,300 1,373
New York & Presbyterian Hospital 4.024% 8/1/45 4,390 4,789
New York & Presbyterian Hospital 4.063% 8/1/56 1,975 2,133
New York & Presbyterian Hospital 4.763% 8/1/16 1,920 2,081
Newell Brands Inc. 2.050% 12/1/17 4,725 4,764
Newell Brands Inc. 2.150% 10/15/18 1,600 1,624
Newell Brands Inc. 2.600% 3/29/19 4,125 4,217
Newell Brands Inc. 2.875% 12/1/19 3,500 3,608
Newell Brands Inc. 3.150% 4/1/21 580 604
Newell Brands Inc. 4.000% 6/15/22 7,280 7,782
Newell Brands Inc. 3.850% 4/1/23 10,350 11,017
Newell Brands Inc. 4.000% 12/1/24 5,350 5,699
Newell Brands Inc. 3.900% 11/1/25 3,825 4,050
Newell Brands Inc. 4.200% 4/1/26 12,295 13,381
Newell Brands Inc. 5.375% 4/1/36 3,200 3,773
Newell Brands Inc. 5.500% 4/1/46 12,150 14,762
Northwell Healthcare Inc. 3.979% 11/1/46 6,000 6,063
Novant Health Inc. 5.850% 11/1/19 2,125 2,406
Novant Health Inc. 4.371% 11/1/43 1,500 1,719
Novartis Capital Corp. 2.400% 9/21/22 19,825 20,512
Novartis Capital Corp. 3.000% 11/20/25 9,750 10,335
Novartis Capital Corp. 3.700% 9/21/42 2,575 2,720
Novartis Capital Corp. 4.400% 5/6/44 12,415 14,666
Novartis Capital Corp. 4.000% 11/20/45 7,250 8,045
Novartis Securities Investment Ltd. 5.125% 2/10/19 10,540 11,479
NYU Hospitals Center 4.784% 7/1/44 3,325 3,902
Owens & Minor Inc. 4.375% 12/15/24 1,650 1,691
Partners Healthcare System Inc. 4.117% 7/1/55 1,500 1,672
Partners Healthcare System Massachusetts        
GO 3.443% 7/1/21 4,250 4,507

 

 

PepsiCo Inc. 1.000% 10/13/17 2,500 2,500
PepsiCo Inc. 1.250% 4/30/18 3,100 3,111
PepsiCo Inc. 5.000% 6/1/18 11,125 11,820
PepsiCo Inc. 7.900% 11/1/18 1,575 1,787
PepsiCo Inc. 2.250% 1/7/19 9,075 9,290
PepsiCo Inc. 4.500% 1/15/20 2,800 3,078
PepsiCo Inc. 1.850% 4/30/20 10,100 10,260
PepsiCo Inc. 2.150% 10/14/20 11,450 11,756
PepsiCo Inc. 3.125% 11/1/20 5,425 5,758
PepsiCo Inc. 3.000% 8/25/21 12,420 13,189
PepsiCo Inc. 2.750% 3/5/22 13,050 13,753
PepsiCo Inc. 3.100% 7/17/22 3,425 3,662
PepsiCo Inc. 2.750% 3/1/23 6,750 7,075
PepsiCo Inc. 3.600% 3/1/24 1,200 1,319
PepsiCo Inc. 2.750% 4/30/25 6,300 6,540
PepsiCo Inc. 3.500% 7/17/25 3,425 3,771
PepsiCo Inc. 2.850% 2/24/26 2,000 2,093
PepsiCo Inc. 5.500% 1/15/40 8,075 10,695
PepsiCo Inc. 4.875% 11/1/40 6,625 8,087
PepsiCo Inc. 4.000% 3/5/42 7,600 8,278
PepsiCo Inc. 3.600% 8/13/42 250 259
PepsiCo Inc. 4.250% 10/22/44 3,525 4,051
PepsiCo Inc. 4.600% 7/17/45 4,660 5,643
PepsiCo Inc. 4.450% 4/14/46 4,000 4,721
PerkinElmer Inc. 5.000% 11/15/21 2,160 2,384
Perrigo Co. plc 2.300% 11/8/18 5,310 5,325
Perrigo Co. plc 4.000% 11/15/23 4,216 4,327
Perrigo Co. plc 5.300% 11/15/43 4,547 4,708
Perrigo Finance Unlimited Co. 3.500% 3/15/21 2,800 2,897
Perrigo Finance Unlimited Co. 3.500% 12/15/21 4,800 4,949
Perrigo Finance Unlimited Co. 3.900% 12/15/24 1,800 1,820
Perrigo Finance Unlimited Co. 4.375% 3/15/26 6,000 6,205
Perrigo Finance Unlimited Co. 4.900% 12/15/44 3,475 3,491
Pfizer Inc. 1.200% 6/1/18 6,250 6,258
Pfizer Inc. 1.500% 6/15/18 80 81
Pfizer Inc. 6.200% 3/15/19 23,670 26,342
Pfizer Inc. 2.100% 5/15/19 6,000 6,120
Pfizer Inc. 1.450% 6/3/19 10,500 10,566
Pfizer Inc. 1.950% 6/3/21 11,750 11,900
Pfizer Inc. 3.400% 5/15/24 650 709
Pfizer Inc. 2.750% 6/3/26 8,525 8,820
Pfizer Inc. 7.200% 3/15/39 11,540 17,617
Pfizer Inc. 4.300% 6/15/43 8,706 9,860
Pfizer Inc. 4.400% 5/15/44 5,700 6,582
Pharmacia LLC 6.500% 12/1/18 6,000 6,673
Pharmacia LLC 6.600% 12/1/28 4,048 5,539
Philip Morris International Inc. 1.250% 11/9/17 8,660 8,666
Philip Morris International Inc. 5.650% 5/16/18 11,390 12,181
Philip Morris International Inc. 4.500% 3/26/20 375 412
Philip Morris International Inc. 1.875% 2/25/21 10,000 10,093
Philip Morris International Inc. 4.125% 5/17/21 4,458 4,937
Philip Morris International Inc. 2.900% 11/15/21 3,500 3,674
Philip Morris International Inc. 2.500% 8/22/22 3,000 3,080
Philip Morris International Inc. 2.625% 3/6/23 2,500 2,570
Philip Morris International Inc. 2.125% 5/10/23 3,430 3,421
Philip Morris International Inc. 3.600% 11/15/23 1,300 1,425
Philip Morris International Inc. 3.250% 11/10/24 4,000 4,265

 

 

Philip Morris International Inc. 3.375% 8/11/25 2,850 3,078
Philip Morris International Inc. 2.750% 2/25/26 4,100 4,207
Philip Morris International Inc. 6.375% 5/16/38 5,600 7,816
Philip Morris International Inc. 4.375% 11/15/41 5,418 6,032
Philip Morris International Inc. 4.500% 3/20/42 6,290 7,116
Philip Morris International Inc. 3.875% 8/21/42 4,614 4,803
Philip Morris International Inc. 4.125% 3/4/43 4,650 5,007
Philip Morris International Inc. 4.875% 11/15/43 10,050 12,101
Philip Morris International Inc. 4.250% 11/10/44 7,060 7,802
Premier Health Partners 2.911% 11/15/26 1,750 1,749
4 Procter & Gamble - Esop 9.360% 1/1/21 976 1,149
Procter & Gamble Co. 4.700% 2/15/19 8,215 8,882
Procter & Gamble Co. 1.900% 11/1/19 3,925 4,004
Procter & Gamble Co. 1.850% 2/2/21 3,400 3,462
Procter & Gamble Co. 2.300% 2/6/22 8,164 8,440
Procter & Gamble Co. 3.100% 8/15/23 6,800 7,323
Procter & Gamble Co. 6.450% 1/15/26 7,750 10,409
Procter & Gamble Co. 2.700% 2/2/26 3,500 3,678
Procter & Gamble Co. 5.500% 2/1/34 5,000 6,810
Procter & Gamble Co. 5.550% 3/5/37 9,300 13,008
Providence St. Joseph Health Obligated        
Group 2.746% 10/1/26 1,250 1,266
Quest Diagnostics Inc. 2.700% 4/1/19 1,475 1,510
Quest Diagnostics Inc. 4.750% 1/30/20 2,500 2,729
Quest Diagnostics Inc. 2.500% 3/30/20 2,250 2,277
Quest Diagnostics Inc. 4.700% 4/1/21 1,335 1,481
Quest Diagnostics Inc. 4.250% 4/1/24 3,300 3,603
Quest Diagnostics Inc. 3.500% 3/30/25 1,250 1,308
Quest Diagnostics Inc. 3.450% 6/1/26 5,900 6,162
Quest Diagnostics Inc. 5.750% 1/30/40 876 1,045
Quest Diagnostics Inc. 4.700% 3/30/45 1,250 1,347
Reynolds American Inc. 2.300% 6/12/18 8,001 8,117
Reynolds American Inc. 8.125% 6/23/19 2,825 3,310
Reynolds American Inc. 3.250% 6/12/20 5,465 5,747
Reynolds American Inc. 4.000% 6/12/22 5,100 5,541
Reynolds American Inc. 4.850% 9/15/23 845 967
Reynolds American Inc. 4.450% 6/12/25 18,300 20,422
Reynolds American Inc. 5.700% 8/15/35 4,820 5,971
Reynolds American Inc. 7.250% 6/15/37 875 1,203
Reynolds American Inc. 8.125% 5/1/40 2,239 3,202
Reynolds American Inc. 7.000% 8/4/41 2,040 2,620
Reynolds American Inc. 5.850% 8/15/45 13,065 16,968
Sanofi 1.250% 4/10/18 5,000 5,009
Sanofi 4.000% 3/29/21 12,865 14,205
Shire Acquisitions Investments Ireland DAC 1.900% 9/23/19 47,600 47,531
Shire Acquisitions Investments Ireland DAC 2.400% 9/23/21 29,000 28,959
Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23 26,600 26,646
Southern Baptist Hospital of Florida Inc. 4.857% 7/15/45 1,150 1,401
St. Jude Medical Inc. 2.000% 9/15/18 2,700 2,728
St. Jude Medical Inc. 2.800% 9/15/20 2,700 2,788
St. Jude Medical Inc. 3.250% 4/15/23 5,825 6,002
St. Jude Medical Inc. 3.875% 9/15/25 2,625 2,811
St. Jude Medical Inc. 4.750% 4/15/43 4,325 4,561
Stryker Corp. 2.000% 3/8/19 3,600 3,644
Stryker Corp. 4.375% 1/15/20 700 761
Stryker Corp. 2.625% 3/15/21 6,250 6,430
Stryker Corp. 3.375% 5/15/24 9,500 10,013

 

 

Stryker Corp. 3.375% 11/1/25 7,415 7,786
Stryker Corp. 3.500% 3/15/26 5,697 6,037
Stryker Corp. 4.375% 5/15/44 5,825 6,322
Stryker Corp. 4.625% 3/15/46 10,010 11,238
Sysco Corp. 5.250% 2/12/18 3,895 4,094
Sysco Corp. 1.900% 4/1/19 2,900 2,920
Sysco Corp. 2.600% 10/1/20 6,800 7,039
Sysco Corp. 2.500% 7/15/21 1,825 1,862
Sysco Corp. 2.600% 6/12/22 2,325 2,369
Sysco Corp. 3.750% 10/1/25 2,575 2,773
Sysco Corp. 3.300% 7/15/26 5,750 5,950
Sysco Corp. 5.375% 9/21/35 1,648 1,989
Sysco Corp. 4.500% 4/1/46 3,325 3,618
Teva Pharmaceutical Finance Co. BV 3.650% 11/10/21 5,889 6,256
Teva Pharmaceutical Finance Co. BV 2.950% 12/18/22 8,474 8,670
Teva Pharmaceutical Finance Co. LLC 6.150% 2/1/36 1,362 1,731
Teva Pharmaceutical Finance IV BV 3.650% 11/10/21 1,328 1,413
Teva Pharmaceutical Finance IV LLC 2.250% 3/18/20 10,075 10,201
Teva Pharmaceutical Finance Netherlands III        
BV 1.400% 7/20/18 31,500 31,401
Teva Pharmaceutical Finance Netherlands III        
BV 1.700% 7/19/19 15,000 14,963
Teva Pharmaceutical Finance Netherlands III        
BV 2.200% 7/21/21 6,195 6,171
Teva Pharmaceutical Finance Netherlands III        
BV 2.800% 7/21/23 18,000 18,035
Teva Pharmaceutical Finance Netherlands III        
BV 3.150% 10/1/26 21,314 21,425
Teva Pharmaceutical Finance Netherlands III        
BV 4.100% 10/1/46 18,500 18,453
4 Texas Health Resources 4.330% 11/15/55 900 1,011
The Kroger Co. 6.800% 12/15/18 2,400 2,675
The Kroger Co. 2.000% 1/15/19 925 937
The Kroger Co. 2.300% 1/15/19 6,845 6,981
The Kroger Co. 6.150% 1/15/20 4,150 4,717
The Kroger Co. 3.300% 1/15/21 3,100 3,274
The Kroger Co. 2.600% 2/1/21 5,200 5,349
The Kroger Co. 2.950% 11/1/21 5,650 5,890
The Kroger Co. 3.850% 8/1/23 4,500 4,885
The Kroger Co. 4.000% 2/1/24 1,093 1,197
The Kroger Co. 3.500% 2/1/26 2,000 2,143
The Kroger Co. 7.700% 6/1/29 3,200 4,513
The Kroger Co. 8.000% 9/15/29 6,375 9,225
The Kroger Co. 7.500% 4/1/31 875 1,241
The Kroger Co. 6.900% 4/15/38 5,250 7,256
The Kroger Co. 5.000% 4/15/42 850 993
The Kroger Co. 5.150% 8/1/43 1,000 1,203
The Pepsi Bottling Group Inc. 7.000% 3/1/29 4,125 5,985
Thermo Fisher Scientific Inc. 1.850% 1/15/18 3,500 3,521
Thermo Fisher Scientific Inc. 2.150% 12/14/18 2,500 2,530
Thermo Fisher Scientific Inc. 2.400% 2/1/19 245 249
Thermo Fisher Scientific Inc. 4.700% 5/1/20 525 574
Thermo Fisher Scientific Inc. 4.500% 3/1/21 7,950 8,779
Thermo Fisher Scientific Inc. 3.600% 8/15/21 6,750 7,179
Thermo Fisher Scientific Inc. 3.300% 2/15/22 3,845 4,029
Thermo Fisher Scientific Inc. 3.150% 1/15/23 2,950 3,044
Thermo Fisher Scientific Inc. 3.000% 4/15/23 6,000 6,133

 

 

Thermo Fisher Scientific Inc. 4.150% 2/1/24 275 299
Thermo Fisher Scientific Inc. 3.650% 12/15/25 7,975 8,443
Thermo Fisher Scientific Inc. 2.950% 9/19/26 6,000 5,986
Thermo Fisher Scientific Inc. 5.300% 2/1/44 4,810 5,763
Trinity Health Corp. 4.125% 12/1/45 1,995 2,189
Tupperware Brands Corp. 4.750% 6/1/21 2,750 2,998
Tyson Foods Inc. 2.650% 8/15/19 6,425 6,598
Tyson Foods Inc. 4.500% 6/15/22 9,350 10,381
Tyson Foods Inc. 3.950% 8/15/24 8,773 9,469
Tyson Foods Inc. 4.875% 8/15/34 6,305 6,988
Tyson Foods Inc. 5.150% 8/15/44 3,250 3,838
Unilever Capital Corp. 4.800% 2/15/19 200 216
Unilever Capital Corp. 2.200% 3/6/19 4,205 4,303
Unilever Capital Corp. 4.250% 2/10/21 10,310 11,436
Unilever Capital Corp. 1.375% 7/28/21 4,300 4,268
Unilever Capital Corp. 3.100% 7/30/25 2,700 2,908
Unilever Capital Corp. 2.000% 7/28/26 6,200 6,071
Unilever Capital Corp. 5.900% 11/15/32 2,725 3,798
Whirlpool Corp. 1.650% 11/1/17 5,440 5,457
Whirlpool Corp. 2.400% 3/1/19 1,000 1,019
Whirlpool Corp. 4.850% 6/15/21 1,625 1,821
Whirlpool Corp. 4.700% 6/1/22 2,125 2,392
Whirlpool Corp. 4.000% 3/1/24 2,500 2,714
Whirlpool Corp. 3.700% 5/1/25 2,400 2,525
Whirlpool Corp. 5.150% 3/1/43 1,275 1,490
Whirlpool Corp. 4.500% 6/1/46 4,425 4,784
7 Whole Foods Market Inc. 5.200% 12/3/25 9,525 10,320
Wyeth LLC 7.250% 3/1/23 2,000 2,599
Wyeth LLC 6.450% 2/1/24 7,775 9,855
Wyeth LLC 6.500% 2/1/34 3,425 4,681
Wyeth LLC 6.000% 2/15/36 1,680 2,242
Wyeth LLC 5.950% 4/1/37 15,460 20,723
Zeneca Wilmington Inc. 7.000% 11/15/23 2,000 2,573
Zimmer Biomet Holdings Inc. 2.000% 4/1/18 4,000 4,028
Zimmer Biomet Holdings Inc. 4.625% 11/30/19 2,745 2,974
Zimmer Biomet Holdings Inc. 2.700% 4/1/20 8,784 8,974
Zimmer Biomet Holdings Inc. 3.375% 11/30/21 1,550 1,626
Zimmer Biomet Holdings Inc. 3.150% 4/1/22 5,400 5,580
Zimmer Biomet Holdings Inc. 3.550% 4/1/25 13,475 13,896
Zimmer Biomet Holdings Inc. 4.250% 8/15/35 5,375 5,466
Zimmer Biomet Holdings Inc. 5.750% 11/30/39 4,750 5,738
Zimmer Biomet Holdings Inc. 4.450% 8/15/45 3,850 3,958
Zoetis Inc. 1.875% 2/1/18 5,350 5,367
Zoetis Inc. 3.450% 11/13/20 3,100 3,238
Zoetis Inc. 3.250% 2/1/23 10,200 10,513
Zoetis Inc. 4.500% 11/13/25 3,040 3,399
Zoetis Inc. 4.700% 2/1/43 4,540 4,788
 
Energy (2.7%)        
Alberta Energy Co. Ltd. 7.375% 11/1/31 372 413
Anadarko Finance Co. 7.500% 5/1/31 7,275 8,954
Anadarko Petroleum Corp. 6.375% 9/15/17 2,416 2,519
Anadarko Petroleum Corp. 8.700% 3/15/19 3,845 4,380
Anadarko Petroleum Corp. 6.950% 6/15/19 675 748
Anadarko Petroleum Corp. 4.850% 3/15/21 7,100 7,647
Anadarko Petroleum Corp. 3.450% 7/15/24 5,345 5,292
Anadarko Petroleum Corp. 5.550% 3/15/26 22,770 25,872

 

 

Anadarko Petroleum Corp. 6.450% 9/15/36 13,980 16,385
Anadarko Petroleum Corp. 7.950% 6/15/39 200 258
Anadarko Petroleum Corp. 6.200% 3/15/40 4,125 4,675
Anadarko Petroleum Corp. 6.600% 3/15/46 3,950 4,835
Apache Corp. 6.900% 9/15/18 4,745 5,171
Apache Corp. 3.625% 2/1/21 6,560 6,859
Apache Corp. 3.250% 4/15/22 2,201 2,261
Apache Corp. 6.000% 1/15/37 8,375 9,621
Apache Corp. 5.100% 9/1/40 14,075 14,693
Apache Corp. 5.250% 2/1/42 340 361
Apache Corp. 4.750% 4/15/43 7,424 7,652
Apache Corp. 4.250% 1/15/44 4,250 4,130
Apache Finance Canada Corp. 7.750% 12/15/29 350 454
Baker Hughes Inc. 3.200% 8/15/21 9,595 10,001
Baker Hughes Inc. 5.125% 9/15/40 5,490 6,146
Boardwalk Pipelines LP 5.750% 9/15/19 3,545 3,801
Boardwalk Pipelines LP 3.375% 2/1/23 2,150 2,051
Boardwalk Pipelines LP 4.950% 12/15/24 575 602
Boardwalk Pipelines LP 5.950% 6/1/26 7,500 8,264
BP Capital Markets plc 1.625% 8/17/17 325 326
BP Capital Markets plc 1.375% 11/6/17 950 950
BP Capital Markets plc 1.674% 2/13/18 8,775 8,811
BP Capital Markets plc 1.375% 5/10/18 4,000 3,999
BP Capital Markets plc 2.241% 9/26/18 6,650 6,749
BP Capital Markets plc 4.750% 3/10/19 5,675 6,109
BP Capital Markets plc 1.676% 5/3/19 2,100 2,107
BP Capital Markets plc 2.237% 5/10/19 6,000 6,095
BP Capital Markets plc 2.521% 1/15/20 3,205 3,300
BP Capital Markets plc 2.315% 2/13/20 16,650 16,985
BP Capital Markets plc 4.500% 10/1/20 11,578 12,713
BP Capital Markets plc 4.742% 3/11/21 8,965 10,039
BP Capital Markets plc 3.561% 11/1/21 17,520 18,899
BP Capital Markets plc 3.062% 3/17/22 3,900 4,085
BP Capital Markets plc 3.245% 5/6/22 9,575 10,101
BP Capital Markets plc 2.500% 11/6/22 7,675 7,747
BP Capital Markets plc 2.750% 5/10/23 23,115 23,538
BP Capital Markets plc 3.994% 9/26/23 2,700 2,946
BP Capital Markets plc 3.814% 2/10/24 2,000 2,156
BP Capital Markets plc 3.535% 11/4/24 7,725 8,186
BP Capital Markets plc 3.506% 3/17/25 2,675 2,837
BP Capital Markets plc 3.119% 5/4/26 7,000 7,182
Buckeye Partners LP 6.050% 1/15/18 825 865
Buckeye Partners LP 2.650% 11/15/18 4,175 4,217
Buckeye Partners LP 4.875% 2/1/21 1,000 1,075
Buckeye Partners LP 4.150% 7/1/23 2,650 2,703
Buckeye Partners LP 5.850% 11/15/43 3,525 3,713
Buckeye Partners LP 5.600% 10/15/44 900 937
Burlington Resources Finance Co. 7.200% 8/15/31 9,562 12,524
Burlington Resources Finance Co. 7.400% 12/1/31 2,550 3,438
Canadian Natural Resources Ltd. 1.750% 1/15/18 7,925 7,894
Canadian Natural Resources Ltd. 3.450% 11/15/21 615 633
Canadian Natural Resources Ltd. 3.800% 4/15/24 9,645 9,665
Canadian Natural Resources Ltd. 7.200% 1/15/32 2,175 2,527
Canadian Natural Resources Ltd. 6.450% 6/30/33 2,325 2,614
Canadian Natural Resources Ltd. 5.850% 2/1/35 350 368
Canadian Natural Resources Ltd. 6.500% 2/15/37 7,000 7,797
Canadian Natural Resources Ltd. 6.250% 3/15/38 3,243 3,649

 

 

Canadian Natural Resources Ltd. 6.750% 2/1/39 1,000 1,163
Chevron Corp. 1.344% 11/9/17 12,000 12,020
Chevron Corp. 1.345% 11/15/17 10,750 10,766
Chevron Corp. 1.104% 12/5/17 2,775 2,772
Chevron Corp. 1.365% 3/2/18 4,275 4,283
Chevron Corp. 1.718% 6/24/18 12,575 12,669
Chevron Corp. 1.790% 11/16/18 12,000 12,125
Chevron Corp. 4.950% 3/3/19 2,750 2,977
Chevron Corp. 1.561% 5/16/19 8,000 8,041
Chevron Corp. 2.193% 11/15/19 11,850 12,088
Chevron Corp. 1.961% 3/3/20 13,075 13,255
Chevron Corp. 2.419% 11/17/20 8,000 8,226
Chevron Corp. 2.100% 5/16/21 9,000 9,133
Chevron Corp. 2.411% 3/3/22 5,150 5,262
Chevron Corp. 2.355% 12/5/22 8,700 8,856
Chevron Corp. 3.191% 6/24/23 15,330 16,335
Chevron Corp. 2.954% 5/16/26 13,500 13,918
Cimarex Energy Co. 5.875% 5/1/22 300 313
Cimarex Energy Co. 4.375% 6/1/24 3,900 4,101
Columbia Pipeline Group Inc. 2.450% 6/1/18 10,107 10,188
Columbia Pipeline Group Inc. 3.300% 6/1/20 1,750 1,814
Columbia Pipeline Group Inc. 4.500% 6/1/25 7,490 8,139
Columbia Pipeline Group Inc. 5.800% 6/1/45 3,800 4,509
Conoco Funding Co. 7.250% 10/15/31 1,475 1,951
ConocoPhillips 6.650% 7/15/18 2,475 2,690
ConocoPhillips 5.750% 2/1/19 8,690 9,454
ConocoPhillips 6.000% 1/15/20 2,885 3,253
ConocoPhillips 5.900% 10/15/32 725 861
ConocoPhillips 5.900% 5/15/38 2,320 2,801
ConocoPhillips 6.500% 2/1/39 13,763 17,730
ConocoPhillips Canada Funding Co. I 5.950% 10/15/36 5,471 6,548
ConocoPhillips Co. 1.050% 12/15/17 3,700 3,676
ConocoPhillips Co. 1.500% 5/15/18 4,100 4,095
ConocoPhillips Co. 2.200% 5/15/20 3,450 3,490
ConocoPhillips Co. 4.200% 3/15/21 5,000 5,405
ConocoPhillips Co. 2.875% 11/15/21 6,145 6,298
ConocoPhillips Co. 3.350% 11/15/24 2,847 2,919
ConocoPhillips Co. 4.950% 3/15/26 24,035 27,130
ConocoPhillips Co. 4.150% 11/15/34 5,450 5,492
ConocoPhillips Co. 4.300% 11/15/44 6,275 6,410
ConocoPhillips Co. 5.950% 3/15/46 4,000 5,065
ConocoPhillips Holding Co. 6.950% 4/15/29 3,150 3,998
Devon Energy Corp. 4.000% 7/15/21 3,800 3,976
Devon Energy Corp. 3.250% 5/15/22 13,020 12,911
Devon Energy Corp. 5.850% 12/15/25 600 681
Devon Energy Corp. 7.950% 4/15/32 4,850 5,982
Devon Energy Corp. 5.600% 7/15/41 4,245 4,291
Devon Energy Corp. 4.750% 5/15/42 13,900 12,984
Devon Energy Corp. 5.000% 6/15/45 5,000 4,867
Devon Financing Co. LLC 7.875% 9/30/31 8,125 9,985
Dominion Gas Holdings LLC 2.500% 12/15/19 2,000 2,054
Dominion Gas Holdings LLC 2.800% 11/15/20 2,000 2,073
Dominion Gas Holdings LLC 3.550% 11/1/23 10,179 10,721
Dominion Gas Holdings LLC 3.600% 12/15/24 1,700 1,809
Dominion Gas Holdings LLC 4.800% 11/1/43 5,250 5,830
Dominion Gas Holdings LLC 4.600% 12/15/44 2,150 2,340
Enable Midstream Partners LP 2.400% 5/15/19 2,600 2,542

 

 

Enable Midstream Partners LP 3.900% 5/15/24 6,000 5,623
Enable Midstream Partners LP 5.000% 5/15/44 1,025 879
Enbridge Energy Partners LP 9.875% 3/1/19 930 1,082
Enbridge Energy Partners LP 5.200% 3/15/20 475 510
Enbridge Energy Partners LP 4.200% 9/15/21 11,950 12,681
Enbridge Energy Partners LP 5.875% 10/15/25 2,500 2,871
Enbridge Energy Partners LP 7.500% 4/15/38 5,850 7,057
Enbridge Energy Partners LP 5.500% 9/15/40 3,940 4,063
Enbridge Energy Partners LP 7.375% 10/15/45 2,000 2,534
Enbridge Inc. 3.500% 6/10/24 1,200 1,195
Enbridge Inc. 4.500% 6/10/44 2,725 2,530
Encana Corp. 6.500% 5/15/19 4,750 5,139
Encana Corp. 3.900% 11/15/21 3,500 3,498
Encana Corp. 6.500% 8/15/34 9,300 9,744
Encana Corp. 6.625% 8/15/37 4,005 4,189
Encana Corp. 6.500% 2/1/38 1,500 1,542
Energy Transfer Partners LP 6.700% 7/1/18 948 1,018
Energy Transfer Partners LP 9.700% 3/15/19 1,296 1,487
Energy Transfer Partners LP 9.000% 4/15/19 1,714 1,957
Energy Transfer Partners LP 4.150% 10/1/20 4,250 4,445
Energy Transfer Partners LP 4.650% 6/1/21 3,227 3,430
Energy Transfer Partners LP 5.200% 2/1/22 4,145 4,494
Energy Transfer Partners LP 3.600% 2/1/23 4,375 4,307
Energy Transfer Partners LP 4.900% 2/1/24 1,620 1,688
Energy Transfer Partners LP 4.050% 3/15/25 10,285 10,170
Energy Transfer Partners LP 4.750% 1/15/26 15,605 16,139
Energy Transfer Partners LP 8.250% 11/15/29 400 491
Energy Transfer Partners LP 4.900% 3/15/35 2,750 2,570
Energy Transfer Partners LP 6.625% 10/15/36 1,750 1,898
Energy Transfer Partners LP 7.500% 7/1/38 3,157 3,656
Energy Transfer Partners LP 6.050% 6/1/41 11,595 11,744
Energy Transfer Partners LP 6.500% 2/1/42 9,926 10,541
Energy Transfer Partners LP 5.150% 2/1/43 5,600 5,190
Energy Transfer Partners LP 5.150% 3/15/45 1,300 1,214
Energy Transfer Partners LP 6.125% 12/15/45 2,700 2,823
EnLink Midstream Partners LP 2.700% 4/1/19 1,350 1,340
EnLink Midstream Partners LP 4.400% 4/1/24 5,827 5,718
EnLink Midstream Partners LP 4.150% 6/1/25 925 886
EnLink Midstream Partners LP 4.850% 7/15/26 1,800 1,807
EnLink Midstream Partners LP 5.600% 4/1/44 3,700 3,450
Enlink Midstream Partners LP 5.050% 4/1/45 440 385
Enterprise Products Operating LLC 6.650% 4/15/18 1,900 2,042
Enterprise Products Operating LLC 1.650% 5/7/18 6,525 6,529
Enterprise Products Operating LLC 6.500% 1/31/19 6,950 7,702
Enterprise Products Operating LLC 2.550% 10/15/19 6,900 7,027
Enterprise Products Operating LLC 5.200% 9/1/20 8,600 9,589
Enterprise Products Operating LLC 2.850% 4/15/21 1,000 1,027
Enterprise Products Operating LLC 3.350% 3/15/23 5,000 5,126
Enterprise Products Operating LLC 3.900% 2/15/24 8,525 8,920
Enterprise Products Operating LLC 3.750% 2/15/25 15,025 15,551
Enterprise Products Operating LLC 3.950% 2/15/27 4,000 4,191
Enterprise Products Operating LLC 6.875% 3/1/33 5,323 6,486
Enterprise Products Operating LLC 6.650% 10/15/34 235 282
Enterprise Products Operating LLC 7.550% 4/15/38 3,130 4,086
Enterprise Products Operating LLC 6.125% 10/15/39 1,695 1,959
Enterprise Products Operating LLC 6.450% 9/1/40 2,425 2,893
Enterprise Products Operating LLC 5.950% 2/1/41 10,065 11,605

 

 

Enterprise Products Operating LLC 5.700% 2/15/42 2,425 2,743
Enterprise Products Operating LLC 4.850% 8/15/42 5,563 5,781
Enterprise Products Operating LLC 4.450% 2/15/43 13,517 13,231
Enterprise Products Operating LLC 4.850% 3/15/44 7,025 7,265
Enterprise Products Operating LLC 5.100% 2/15/45 3,450 3,734
Enterprise Products Operating LLC 4.900% 5/15/46 6,450 6,794
Enterprise Products Operating LLC 4.950% 10/15/54 2,125 2,107
EOG Resources Inc. 4.400% 6/1/20 1,880 2,034
EOG Resources Inc. 4.100% 2/1/21 9,450 10,180
EOG Resources Inc. 2.625% 3/15/23 12,900 12,883
EOG Resources Inc. 3.150% 4/1/25 400 406
EOG Resources Inc. 4.150% 1/15/26 1,500 1,639
EOG Resources Inc. 3.900% 4/1/35 2,900 2,878
EQT Corp. 6.500% 4/1/18 3,175 3,349
EQT Corp. 8.125% 6/1/19 5,725 6,542
EQT Corp. 4.875% 11/15/21 2,100 2,300
Exxon Mobil Corp. 1.439% 3/1/18 18,925 19,004
Exxon Mobil Corp. 1.305% 3/6/18 20,000 20,061
Exxon Mobil Corp. 1.819% 3/15/19 2,250 2,276
Exxon Mobil Corp. 1.912% 3/6/20 13,382 13,603
Exxon Mobil Corp. 2.222% 3/1/21 12,500 12,762
Exxon Mobil Corp. 2.397% 3/6/22 16,200 16,609
Exxon Mobil Corp. 2.726% 3/1/23 19,400 20,103
Exxon Mobil Corp. 2.709% 3/6/25 4,600 4,723
Exxon Mobil Corp. 3.567% 3/6/45 4,850 4,980
Exxon Mobil Corp. 4.114% 3/1/46 18,500 20,651
FMC Technologies Inc. 2.000% 10/1/17 2,500 2,489
FMC Technologies Inc. 3.450% 10/1/22 2,700 2,737
Gulf South Pipeline Co. LP 4.000% 6/15/22 1,725 1,716
Halliburton Co. 2.000% 8/1/18 4,350 4,379
Halliburton Co. 5.900% 9/15/18 1,005 1,085
Halliburton Co. 6.150% 9/15/19 800 895
Halliburton Co. 3.250% 11/15/21 4,235 4,417
Halliburton Co. 3.500% 8/1/23 6,050 6,236
Halliburton Co. 3.800% 11/15/25 21,500 22,240
Halliburton Co. 4.850% 11/15/35 11,550 12,436
Halliburton Co. 6.700% 9/15/38 5,720 7,258
Halliburton Co. 7.450% 9/15/39 1,859 2,540
Halliburton Co. 4.500% 11/15/41 2,607 2,592
Halliburton Co. 4.750% 8/1/43 9,125 9,641
Halliburton Co. 5.000% 11/15/45 6,675 7,249
Hess Corp. 3.500% 7/15/24 1,600 1,565
Hess Corp. 4.300% 4/1/27 7,500 7,558
Hess Corp. 7.875% 10/1/29 1,900 2,315
Hess Corp. 7.300% 8/15/31 950 1,112
Hess Corp. 7.125% 3/15/33 2,050 2,308
Hess Corp. 6.000% 1/15/40 10,200 10,433
Hess Corp. 5.600% 2/15/41 8,830 8,807
Hess Corp. 5.800% 4/1/47 3,000 3,070
Husky Energy Inc. 6.150% 6/15/19 200 218
Husky Energy Inc. 7.250% 12/15/19 2,020 2,326
Husky Energy Inc. 3.950% 4/15/22 1,300 1,370
Husky Energy Inc. 4.000% 4/15/24 4,500 4,694
Husky Energy Inc. 6.800% 9/15/37 4,610 5,585
Kerr-McGee Corp. 6.950% 7/1/24 5,505 6,622
Kerr-McGee Corp. 7.875% 9/15/31 875 1,074
Kinder Morgan Energy Partners LP 5.950% 2/15/18 6,350 6,685

 

 

Kinder Morgan Energy Partners LP 2.650% 2/1/19 13,350 13,461
Kinder Morgan Energy Partners LP 9.000% 2/1/19 5,127 5,876
Kinder Morgan Energy Partners LP 6.850% 2/15/20 10,075 11,432
Kinder Morgan Energy Partners LP 6.500% 4/1/20 4,961 5,570
Kinder Morgan Energy Partners LP 5.300% 9/15/20 1,400 1,525
Kinder Morgan Energy Partners LP 5.000% 10/1/21 7,265 7,925
Kinder Morgan Energy Partners LP 4.150% 3/1/22 4,426 4,646
Kinder Morgan Energy Partners LP 3.950% 9/1/22 9,440 9,867
Kinder Morgan Energy Partners LP 3.450% 2/15/23 7,200 7,180
Kinder Morgan Energy Partners LP 3.500% 9/1/23 8,783 8,747
Kinder Morgan Energy Partners LP 4.300% 5/1/24 5,500 5,691
Kinder Morgan Energy Partners LP 7.400% 3/15/31 1,980 2,294
Kinder Morgan Energy Partners LP 7.300% 8/15/33 1,700 1,978
Kinder Morgan Energy Partners LP 6.500% 2/1/37 6,150 6,576
Kinder Morgan Energy Partners LP 6.950% 1/15/38 5,665 6,440
Kinder Morgan Energy Partners LP 6.500% 9/1/39 6,925 7,462
Kinder Morgan Energy Partners LP 6.550% 9/15/40 5,000 5,401
Kinder Morgan Energy Partners LP 6.375% 3/1/41 3,600 3,879
Kinder Morgan Energy Partners LP 5.625% 9/1/41 5,500 5,431
Kinder Morgan Energy Partners LP 5.000% 8/15/42 2,775 2,644
Kinder Morgan Energy Partners LP 4.700% 11/1/42 6,400 5,912
Kinder Morgan Energy Partners LP 5.000% 3/1/43 1,000 941
Kinder Morgan Energy Partners LP 5.500% 3/1/44 1,000 1,016
Kinder Morgan Inc. 2.000% 12/1/17 2,750 2,754
Kinder Morgan Inc. 6.500% 9/15/20 1,500 1,698
Kinder Morgan Inc. 4.300% 6/1/25 12,000 12,485
Kinder Morgan Inc. 7.800% 8/1/31 2,730 3,336
Kinder Morgan Inc. 7.750% 1/15/32 5,450 6,605
Kinder Morgan Inc. 5.300% 12/1/34 5,000 4,977
Kinder Morgan Inc. 5.550% 6/1/45 12,855 13,192
Kinder Morgan Inc. 5.050% 2/15/46 10,227 9,792
Magellan Midstream Partners LP 6.550% 7/15/19 6,750 7,583
Magellan Midstream Partners LP 4.250% 2/1/21 3,950 4,263
Magellan Midstream Partners LP 5.000% 3/1/26 4,500 5,127
Magellan Midstream Partners LP 6.400% 5/1/37 1,000 1,226
Magellan Midstream Partners LP 4.200% 12/1/42 525 508
Magellan Midstream Partners LP 5.150% 10/15/43 1,625 1,795
Magellan Midstream Partners LP 4.200% 3/15/45 800 769
Magellan Midstream Partners LP 4.250% 9/15/46 3,000 2,995
Marathon Oil Corp. 6.000% 10/1/17 17,510 18,103
Marathon Oil Corp. 5.900% 3/15/18 1,228 1,282
Marathon Oil Corp. 2.700% 6/1/20 2,090 2,048
Marathon Oil Corp. 2.800% 11/1/22 7,600 7,030
Marathon Oil Corp. 3.850% 6/1/25 1,810 1,724
Marathon Oil Corp. 6.800% 3/15/32 2,670 2,770
Marathon Oil Corp. 6.600% 10/1/37 5,000 5,125
Marathon Oil Corp. 5.200% 6/1/45 3,850 3,504
Marathon Petroleum Corp. 2.700% 12/14/18 5,000 5,108
Marathon Petroleum Corp. 3.400% 12/15/20 2,700 2,804
Marathon Petroleum Corp. 5.125% 3/1/21 5,900 6,505
Marathon Petroleum Corp. 3.625% 9/15/24 5,150 5,159
Marathon Petroleum Corp. 6.500% 3/1/41 9,939 10,953
Marathon Petroleum Corp. 4.750% 9/15/44 1,676 1,504
Marathon Petroleum Corp. 5.000% 9/15/54 2,050 1,808
MPLX LP 4.500% 7/15/23 12,100 12,463
MPLX LP 4.875% 12/1/24 11,692 12,160
MPLX LP 4.875% 6/1/25 3,000 3,113

 

 

Nabors Industries Inc. 6.150% 2/15/18 8,945 9,280
Nabors Industries Inc. 9.250% 1/15/19 875 960
Nabors Industries Inc. 5.000% 9/15/20 3,985 3,930
Nabors Industries Inc. 4.625% 9/15/21 4,325 4,076
National Fuel Gas Co. 6.500% 4/15/18 5,129 5,410
National Fuel Gas Co. 8.750% 5/1/19 1,500 1,692
National Oilwell Varco Inc. 1.350% 12/1/17 1,875 1,867
National Oilwell Varco Inc. 2.600% 12/1/22 22,015 20,768
National Oilwell Varco Inc. 3.950% 12/1/42 3,600 2,823
Noble Energy Inc. 8.250% 3/1/19 7,923 9,064
Noble Energy Inc. 4.150% 12/15/21 10,300 10,955
Noble Energy Inc. 8.000% 4/1/27 4,895 5,971
Noble Energy Inc. 6.000% 3/1/41 2,300 2,496
Noble Energy Inc. 5.250% 11/15/43 12,460 12,697
Occidental Petroleum Corp. 1.500% 2/15/18 4,650 4,665
Occidental Petroleum Corp. 4.100% 2/1/21 10,560 11,472
Occidental Petroleum Corp. 3.125% 2/15/22 7,640 8,009
Occidental Petroleum Corp. 2.700% 2/15/23 5,125 5,225
Occidental Petroleum Corp. 3.500% 6/15/25 10,500 11,190
Occidental Petroleum Corp. 3.400% 4/15/26 8,000 8,462
Occidental Petroleum Corp. 4.625% 6/15/45 2,800 3,165
Occidental Petroleum Corp. 4.400% 4/15/46 4,975 5,484
Oceaneering International Inc. 4.650% 11/15/24 2,150 2,160
ONEOK Partners LP 3.200% 9/15/18 4,400 4,484
ONEOK Partners LP 3.375% 10/1/22 12,425 12,549
ONEOK Partners LP 6.650% 10/1/36 8,303 9,227
ONEOK Partners LP 6.850% 10/15/37 2,325 2,644
ONEOK Partners LP 6.200% 9/15/43 3,200 3,528
Panhandle Eastern Pipe Line Co. LP 6.200% 11/1/17 4,703 4,885
Panhandle Eastern Pipe Line Co. LP 7.000% 6/15/18 275 292
Petro-Canada 6.050% 5/15/18 7,200 7,694
Petro-Canada 7.875% 6/15/26 500 660
Petro-Canada 7.000% 11/15/28 475 626
Petro-Canada 5.350% 7/15/33 1,325 1,463
Petro-Canada 5.950% 5/15/35 6,395 7,702
Petro-Canada 6.800% 5/15/38 5,525 7,225
Phillips 66 2.950% 5/1/17 16,925 17,077
Phillips 66 4.300% 4/1/22 12,935 14,216
Phillips 66 5.875% 5/1/42 11,400 14,315
Phillips 66 4.875% 11/15/44 11,805 13,146
Phillips 66 Partners LP 2.646% 2/15/20 1,255 1,265
Phillips 66 Partners LP 3.605% 2/15/25 3,500 3,522
Phillips 66 Partners LP 4.680% 2/15/45 1,375 1,289
Pioneer Natural Resources Co. 6.875% 5/1/18 2,905 3,121
Pioneer Natural Resources Co. 3.450% 1/15/21 4,000 4,162
Pioneer Natural Resources Co. 3.950% 7/15/22 5,200 5,530
Pioneer Natural Resources Co. 4.450% 1/15/26 8,650 9,405
Pioneer Natural Resources Co. 7.200% 1/15/28 2,378 2,953
Plains All American Pipeline LP / PAA        
Finance Corp. 8.750% 5/1/19 1,375 1,586
Plains All American Pipeline LP / PAA        
Finance Corp. 5.750% 1/15/20 12,660 13,861
Plains All American Pipeline LP / PAA        
Finance Corp. 5.000% 2/1/21 3,460 3,754
Plains All American Pipeline LP / PAA        
Finance Corp. 3.650% 6/1/22 600 608

 

 

Plains All American Pipeline LP / PAA        
Finance Corp. 2.850% 1/31/23 2,200 2,085
Plains All American Pipeline LP / PAA        
Finance Corp. 3.850% 10/15/23 2,396 2,386
Plains All American Pipeline LP / PAA        
Finance Corp. 3.600% 11/1/24 12,960 12,607
Plains All American Pipeline LP / PAA        
Finance Corp. 4.650% 10/15/25 6,715 6,977
Plains All American Pipeline LP / PAA        
Finance Corp. 6.700% 5/15/36 970 1,057
Plains All American Pipeline LP / PAA        
Finance Corp. 5.150% 6/1/42 2,725 2,559
Plains All American Pipeline LP / PAA        
Finance Corp. 4.300% 1/31/43 8,875 7,296
Plains All American Pipeline LP / PAA        
Finance Corp. 4.700% 6/15/44 4,575 4,005
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.750% 9/1/20 1,725 1,876
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.875% 3/1/22 5,650 6,222
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.000% 10/1/22 10,300 10,867
Regency Energy Partners LP / Regency        
Energy Finance Corp. 5.500% 4/15/23 5,650 5,834
Repsol Oil & Gas Canada Inc. 7.750% 6/1/19 3,975 4,358
Schlumberger Investment SA 3.650% 12/1/23 17,538 18,938
Shell International Finance BV 1.250% 11/10/17 11,250 11,259
Shell International Finance BV 1.900% 8/10/18 6,275 6,358
Shell International Finance BV 1.625% 11/10/18 12,500 12,544
Shell International Finance BV 2.000% 11/15/18 6,625 6,705
Shell International Finance BV 1.375% 5/10/19 4,150 4,137
Shell International Finance BV 1.375% 9/12/19 9,000 8,968
Shell International Finance BV 4.300% 9/22/19 18,300 19,724
Shell International Finance BV 4.375% 3/25/20 7,650 8,356
Shell International Finance BV 2.125% 5/11/20 10,000 10,140
Shell International Finance BV 2.250% 11/10/20 550 560
Shell International Finance BV 1.875% 5/10/21 20,000 20,004
Shell International Finance BV 1.750% 9/12/21 10,000 9,934
Shell International Finance BV 2.375% 8/21/22 11,865 12,039
Shell International Finance BV 2.250% 1/6/23 3,250 3,245
Shell International Finance BV 3.400% 8/12/23 7,080 7,535
Shell International Finance BV 3.250% 5/11/25 3,700 3,905
Shell International Finance BV 2.875% 5/10/26 16,000 16,252
Shell International Finance BV 2.500% 9/12/26 11,000 10,840
Shell International Finance BV 4.125% 5/11/35 26,641 28,568
Shell International Finance BV 6.375% 12/15/38 12,542 16,900
Shell International Finance BV 5.500% 3/25/40 4,025 4,933
Shell International Finance BV 3.625% 8/21/42 8,175 7,903
Shell International Finance BV 4.550% 8/12/43 2,975 3,270
Shell International Finance BV 4.375% 5/11/45 18,121 19,569
Shell International Finance BV 4.000% 5/10/46 10,250 10,468
Shell International Finance BV 3.750% 9/12/46 14,250 14,102
Southern Natural Gas Co. LLC 8.000% 3/1/32 2,299 2,908
Southern Natural Gas Co. LLC / Southern        
Natural Issuing Corp. 4.400% 6/15/21 7,315 8,034
Spectra Energy Capital LLC 6.200% 4/15/18 8,350 8,834
Spectra Energy Capital LLC 8.000% 10/1/19 535 616

 

 

Spectra Energy Capital LLC 3.300% 3/15/23 3,800 3,770
Spectra Energy Capital LLC 6.750% 2/15/32 725 807
Spectra Energy Capital LLC 7.500% 9/15/38 675 840
Spectra Energy Partners LP 2.950% 9/25/18 175 178
Spectra Energy Partners LP 4.750% 3/15/24 3,500 3,845
Spectra Energy Partners LP 3.500% 3/15/25 8,600 8,727
Spectra Energy Partners LP 5.950% 9/25/43 2,240 2,654
Spectra Energy Partners LP 4.500% 3/15/45 2,300 2,315
Suncor Energy Inc. 6.100% 6/1/18 4,475 4,793
Suncor Energy Inc. 7.150% 2/1/32 3,375 4,327
Suncor Energy Inc. 5.950% 12/1/34 575 697
Suncor Energy Inc. 6.500% 6/15/38 9,920 13,031
Suncor Energy Inc. 6.850% 6/1/39 2,255 3,055
Sunoco Logistics Partners Operations LP 4.400% 4/1/21 5,950 6,384
Sunoco Logistics Partners Operations LP 4.250% 4/1/24 575 597
Sunoco Logistics Partners Operations LP 5.950% 12/1/25 1,000 1,158
Sunoco Logistics Partners Operations LP 3.900% 7/15/26 8,000 8,164
Sunoco Logistics Partners Operations LP 6.100% 2/15/42 250 271
Sunoco Logistics Partners Operations LP 4.950% 1/15/43 5,525 5,329
Sunoco Logistics Partners Operations LP 5.300% 4/1/44 7,375 7,494
Sunoco Logistics Partners Operations LP 5.350% 5/15/45 4,475 4,588
Tennessee Gas Pipeline Co. LLC 7.000% 3/15/27 825 984
Texas Eastern Transmission LP 7.000% 7/15/32 2,905 3,625
Tosco Corp. 7.800% 1/1/27 315 412
Tosco Corp. 8.125% 2/15/30 4,000 5,445
Total Capital Canada Ltd. 1.450% 1/15/18 12,455 12,492
Total Capital Canada Ltd. 2.750% 7/15/23 6,800 7,039
Total Capital International SA 2.125% 1/10/19 8,000 8,136
Total Capital International SA 2.100% 6/19/19 11,500 11,722
Total Capital International SA 2.750% 6/19/21 22,675 23,621
Total Capital International SA 2.875% 2/17/22 10,975 11,474
Total Capital International SA 2.700% 1/25/23 7,550 7,790
Total Capital International SA 3.700% 1/15/24 6,200 6,784
Total Capital International SA 3.750% 4/10/24 4,000 4,402
Total Capital SA 2.125% 8/10/18 2,900 2,943
Total Capital SA 4.450% 6/24/20 5,075 5,574
Total Capital SA 4.125% 1/28/21 3,005 3,296
TransCanada PipeLines Ltd. 1.625% 11/9/17 8,950 8,977
TransCanada PipeLines Ltd. 6.500% 8/15/18 11,540 12,527
TransCanada PipeLines Ltd. 3.800% 10/1/20 9,832 10,523
TransCanada PipeLines Ltd. 2.500% 8/1/22 6,075 6,107
TransCanada PipeLines Ltd. 3.750% 10/16/23 4,775 5,092
TransCanada PipeLines Ltd. 4.875% 1/15/26 5,221 6,046
TransCanada PipeLines Ltd. 4.625% 3/1/34 7,750 8,571
TransCanada PipeLines Ltd. 5.600% 3/31/34 2,000 2,411
TransCanada PipeLines Ltd. 5.850% 3/15/36 3,225 3,952
TransCanada PipeLines Ltd. 6.200% 10/15/37 11,975 15,340
TransCanada PipeLines Ltd. 7.250% 8/15/38 2,600 3,718
TransCanada PipeLines Ltd. 6.100% 6/1/40 3,975 5,025
TransCanada PipeLines Ltd. 5.000% 10/16/43 9,135 10,523
Transcontinental Gas Pipe Line Co. LLC 6.050% 6/15/18 1,545 1,632
Transcontinental Gas Pipe Line Co. LLC 4.450% 8/1/42 3,223 3,108
Valero Energy Corp. 9.375% 3/15/19 2,150 2,533
Valero Energy Corp. 6.125% 2/1/20 3,875 4,352
Valero Energy Corp. 3.650% 3/15/25 8,050 8,228
Valero Energy Corp. 3.400% 9/15/26 8,600 8,515
Valero Energy Corp. 7.500% 4/15/32 3,625 4,497

 

 

Valero Energy Corp. 6.625% 6/15/37 9,706 11,351
Valero Energy Corp. 4.900% 3/15/45 6,000 5,937
Western Gas Partners LP 2.600% 8/15/18 800 801
Western Gas Partners LP 5.375% 6/1/21 7,275 7,921
Western Gas Partners LP 3.950% 6/1/25 4,300 4,254
Western Gas Partners LP 4.650% 7/1/26 2,000 2,081
Western Gas Partners LP 5.450% 4/1/44 4,925 4,947
Williams Partners LP 5.250% 3/15/20 2,101 2,277
Williams Partners LP 4.000% 11/15/21 4,050 4,192
Williams Partners LP 3.600% 3/15/22 9,705 9,853
Williams Partners LP 3.350% 8/15/22 4,350 4,318
Williams Partners LP 4.500% 11/15/23 3,300 3,418
Williams Partners LP 4.300% 3/4/24 1,000 1,023
Williams Partners LP 3.900% 1/15/25 12,518 12,502
Williams Partners LP 4.000% 9/15/25 7,175 7,192
Williams Partners LP 6.300% 4/15/40 4,145 4,569
Williams Partners LP 5.800% 11/15/43 10,125 10,566
Williams Partners LP 5.400% 3/4/44 1,450 1,448
Williams Partners LP 4.900% 1/15/45 1,100 1,048
Williams Partners LP 5.100% 9/15/45 9,645 9,545
Williams Partners LP / ACMP Finance Corp. 4.875% 5/15/23 3,875 3,919
Williams Partners LP / ACMP Finance Corp. 4.875% 3/15/24 8,300 8,393
XTO Energy Inc. 5.500% 6/15/18 100 107
 
Other Industrial (0.1%)        
California Institute of Technology GO 4.321% 8/1/45 1,025 1,225
California Institute of Technology GO 4.700% 11/1/11 5,600 6,197
CBRE Services Inc. 5.250% 3/15/25 3,700 3,987
CBRE Services Inc. 4.875% 3/1/26 12,045 12,632
Cintas Corp. No 2 3.250% 6/1/22 1,025 1,079
Fluor Corp. 3.375% 9/15/21 7,980 8,539
Fluor Corp. 3.500% 12/15/24 9,950 10,586
George Washington University 3.545% 9/15/46 2,100 2,072
Howard Hughes Medical Institute Revenue 3.500% 9/1/23 1,975 2,163
4 Johns Hopkins University Maryland GO 4.083% 7/1/53 5,050 5,739
Massachusetts Institute of Technology 3.885% 7/1/16 4,750 4,733
Massachusetts Institute of Technology GO 5.600% 7/1/11 4,100 5,689
Massachusetts Institute of Technology GO 4.678% 7/1/14 13,600 16,174
4 Northwestern University Illinois GO 3.688% 12/1/38 1,750 1,915
4 Northwestern University Illinois GO 4.643% 12/1/44 3,825 4,859
President & Fellows of Harvard College        
Massachusetts GO 3.619% 10/1/37 2,700 2,995
4 Rice University Texas GO 3.574% 5/15/45 850 938
Trustees of Dartmouth College 3.474% 6/1/46 7,000 7,436
4 University of Notre Dame DU LAC Indiana GO 3.438% 2/15/45 2,925 3,098
University of Pennsylvania GO 4.674% 9/1/12 4,750 5,467
4 University of Southern California 3.028% 10/1/39 5,300 5,266
Wesleyan University Connecticut GO 4.781% 7/1/16 1,350 1,443
Yale University Connecticut GO 2.086% 4/15/19 2,000 2,051
 
Technology (2.2%)        
Adobe Systems Inc. 4.750% 2/1/20 4,275 4,704
Adobe Systems Inc. 3.250% 2/1/25 3,950 4,157
Alphabet Inc. 3.625% 5/19/21 3,125 3,439
Altera Corp. 1.750% 5/15/17 1,250 1,256
Altera Corp. 2.500% 11/15/18 12,675 13,010
Altera Corp. 4.100% 11/15/23 6,000 6,777

 

 

Amphenol Corp. 2.550% 1/30/19 8,525 8,722
Amphenol Corp. 3.125% 9/15/21 5,205 5,371
Analog Devices Inc. 2.875% 6/1/23 7,600 7,691
Apple Inc. 1.000% 5/3/18 39,613 39,558
Apple Inc. 2.100% 5/6/19 14,175 14,480
Apple Inc. 1.100% 8/2/19 14,000 13,919
Apple Inc. 1.550% 2/7/20 9,500 9,582
Apple Inc. 2.000% 5/6/20 800 817
Apple Inc. 2.250% 2/23/21 32,195 33,016
Apple Inc. 2.850% 5/6/21 36,610 38,585
Apple Inc. 1.550% 8/4/21 10,250 10,219
Apple Inc. 2.150% 2/9/22 12,850 13,062
Apple Inc. 2.700% 5/13/22 10,750 11,232
Apple Inc. 2.400% 5/3/23 26,075 26,557
Apple Inc. 3.450% 5/6/24 16,450 17,810
Apple Inc. 2.500% 2/9/25 19,000 19,261
Apple Inc. 3.200% 5/13/25 4,100 4,348
Apple Inc. 3.250% 2/23/26 34,000 36,156
Apple Inc. 2.450% 8/4/26 9,000 8,962
Apple Inc. 4.500% 2/23/36 5,500 6,320
Apple Inc. 3.850% 5/4/43 17,250 17,629
Apple Inc. 4.450% 5/6/44 3,800 4,248
Apple Inc. 3.450% 2/9/45 9,950 9,534
Apple Inc. 4.375% 5/13/45 3,900 4,311
Apple Inc. 4.650% 2/23/46 43,975 50,563
Apple Inc. 3.850% 8/4/46 12,095 12,313
Applied Materials Inc. 2.625% 10/1/20 4,250 4,397
Applied Materials Inc. 4.300% 6/15/21 6,740 7,506
Applied Materials Inc. 3.900% 10/1/25 11,400 12,651
Applied Materials Inc. 5.100% 10/1/35 2,550 2,969
Applied Materials Inc. 5.850% 6/15/41 5,885 7,306
Arrow Electronics Inc. 3.000% 3/1/18 2,200 2,235
Arrow Electronics Inc. 5.125% 3/1/21 515 556
Arrow Electronics Inc. 3.500% 4/1/22 2,000 2,049
Arrow Electronics Inc. 4.500% 3/1/23 3,450 3,661
Arrow Electronics Inc. 4.000% 4/1/25 3,500 3,592
Autodesk Inc. 1.950% 12/15/17 5,300 5,333
Autodesk Inc. 3.125% 6/15/20 1,500 1,542
Autodesk Inc. 3.600% 12/15/22 825 852
Autodesk Inc. 4.375% 6/15/25 2,350 2,492
Avnet Inc. 5.875% 6/15/20 4,300 4,762
Avnet Inc. 4.875% 12/1/22 2,550 2,767
AVNET Inc. 4.625% 4/15/26 2,750 2,846
Baidu Inc. 2.250% 11/28/17 7,400 7,459
Baidu Inc. 3.250% 8/6/18 5,600 5,739
Baidu Inc. 2.750% 6/9/19 2,500 2,549
Baidu Inc. 3.500% 11/28/22 7,200 7,534
Broadridge Financial Solutions Inc. 3.950% 9/1/20 2,150 2,284
Broadridge Financial Solutions Inc. 3.400% 6/27/26 2,700 2,773
CA Inc. 5.375% 12/1/19 3,545 3,918
CA Inc. 3.600% 8/1/20 5,900 6,185
Cadence Design Systems Inc. 4.375% 10/15/24 725 750
Cisco Systems Inc. 1.400% 2/28/18 8,000 8,032
Cisco Systems Inc. 4.950% 2/15/19 16,325 17,694
Cisco Systems Inc. 1.600% 2/28/19 16,300 16,438
Cisco Systems Inc. 2.125% 3/1/19 25,075 25,563
Cisco Systems Inc. 4.450% 1/15/20 11,850 12,962

 

 

Cisco Systems Inc. 2.450% 6/15/20 6,325 6,553
Cisco Systems Inc. 2.200% 2/28/21 25,000 25,522
Cisco Systems Inc. 2.900% 3/4/21 1,300 1,366
Cisco Systems Inc. 2.200% 9/20/23 5,000 5,039
Cisco Systems Inc. 3.625% 3/4/24 2,950 3,245
Cisco Systems Inc. 2.950% 2/28/26 5,100 5,366
Cisco Systems Inc. 5.900% 2/15/39 1,400 1,879
Cisco Systems Inc. 5.500% 1/15/40 7,345 9,465
Corning Inc. 1.500% 5/8/18 4,000 3,993
Corning Inc. 6.625% 5/15/19 275 307
Corning Inc. 2.900% 5/15/22 3,875 3,994
Corning Inc. 3.700% 11/15/23 8,650 9,259
Corning Inc. 7.250% 8/15/36 100 122
Corning Inc. 4.700% 3/15/37 1,500 1,571
Corning Inc. 5.750% 8/15/40 7,910 9,361
7 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 3.480% 6/1/19 21,300 21,904
7 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 4.420% 6/15/21 36,175 37,802
7 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 5.450% 6/15/23 41,790 44,763
7 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 6.020% 6/15/26 30,700 33,578
7 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.100% 7/15/36 4,000 4,709
7 Diamond 1 Finance Corp. / Diamond 2        
Finance Corp. 8.350% 7/15/46 11,075 13,294
Dun & Bradstreet Corp. 4.375% 12/1/22 950 989
Equifax Inc. 2.300% 6/1/21 2,900 2,930
Equifax Inc. 3.250% 6/1/26 3,950 4,063
Equifax Inc. 7.000% 7/1/37 1,250 1,638
Fidelity National Information Services Inc. 2.000% 4/15/18 925 933
Fidelity National Information Services Inc. 2.850% 10/15/18 3,150 3,233
Fidelity National Information Services Inc. 3.625% 10/15/20 27,183 28,803
Fidelity National Information Services Inc. 5.000% 3/15/22 7,850 8,135
Fidelity National Information Services Inc. 3.500% 4/15/23 7,732 8,110
Fidelity National Information Services Inc. 5.000% 10/15/25 11,625 13,256
Fidelity National Information Services Inc. 3.000% 8/15/26 5,550 5,499
Fidelity National Information Services Inc. 4.500% 8/15/46 1,000 1,010
Fiserv Inc. 2.700% 6/1/20 4,575 4,721
Fiserv Inc. 3.500% 10/1/22 2,425 2,582
Fiserv Inc. 3.850% 6/1/25 6,625 7,168
Flex Ltd. 4.625% 2/15/20 1,750 1,857
Flex Ltd. 4.750% 6/15/25 400 422
7 Hewlett Packard Enterprise Co. 2.450% 10/5/17 10,575 10,659
7 Hewlett Packard Enterprise Co. 2.850% 10/5/18 16,675 16,988
7 Hewlett Packard Enterprise Co. 3.600% 10/15/20 22,780 23,882
7 Hewlett Packard Enterprise Co. 4.400% 10/15/22 12,275 13,094
7 Hewlett Packard Enterprise Co. 4.900% 10/15/25 24,000 25,590
7 Hewlett Packard Enterprise Co. 6.200% 10/15/35 3,700 3,861
7 Hewlett Packard Enterprise Co. 6.350% 10/15/45 14,825 15,328
HP Inc. 3.750% 12/1/20 2,009 2,120
HP Inc. 4.300% 6/1/21 2,280 2,468
HP Inc. 4.375% 9/15/21 13,375 14,409
HP Inc. 4.650% 12/9/21 11,965 13,112
HP Inc. 6.000% 9/15/41 7,445 7,572
Ingram Micro Inc. 4.950% 12/15/24 8,475 8,647

 

 

Intel Corp. 1.350% 12/15/17 27,205 27,289
Intel Corp. 2.450% 7/29/20 8,150 8,428
Intel Corp. 1.700% 5/19/21 1,825 1,835
Intel Corp. 3.300% 10/1/21 1,945 2,089
Intel Corp. 3.100% 7/29/22 5,725 6,103
Intel Corp. 2.700% 12/15/22 13,525 14,118
Intel Corp. 3.700% 7/29/25 7,000 7,755
Intel Corp. 4.000% 12/15/32 4,800 5,270
Intel Corp. 4.800% 10/1/41 9,870 11,579
Intel Corp. 4.250% 12/15/42 7,325 7,998
Intel Corp. 4.900% 7/29/45 7,500 8,968
Intel Corp. 4.100% 5/19/46 6,500 6,966
International Business Machines Corp. 5.700% 9/14/17 24,825 25,906
International Business Machines Corp. 1.125% 2/6/18 2,050 2,050
International Business Machines Corp. 7.625% 10/15/18 9,800 11,020
International Business Machines Corp. 1.950% 2/12/19 13,192 13,396
International Business Machines Corp. 1.875% 5/15/19 500 508
International Business Machines Corp. 1.625% 5/15/20 4,075 4,125
International Business Machines Corp. 2.900% 11/1/21 7,325 7,749
International Business Machines Corp. 2.875% 11/9/22 15,000 15,825
International Business Machines Corp. 3.375% 8/1/23 13,825 14,869
International Business Machines Corp. 3.625% 2/12/24 11,400 12,418
International Business Machines Corp. 7.000% 10/30/25 2,850 3,874
International Business Machines Corp. 6.220% 8/1/27 1,975 2,617
International Business Machines Corp. 5.600% 11/30/39 1,098 1,421
International Business Machines Corp. 4.000% 6/20/42 8,997 9,459
International Business Machines Corp. 4.700% 2/19/46 6,000 6,928
Jabil Circuit Inc. 5.625% 12/15/20 1,375 1,482
Jabil Circuit Inc. 4.700% 9/15/22 1,500 1,560
Juniper Networks Inc. 3.125% 2/26/19 2,700 2,771
Juniper Networks Inc. 3.300% 6/15/20 1,000 1,037
Juniper Networks Inc. 4.600% 3/15/21 900 974
Juniper Networks Inc. 4.350% 6/15/25 725 757
Juniper Networks Inc. 5.950% 3/15/41 5,500 5,816
Keysight Technologies Inc. 3.300% 10/30/19 3,050 3,107
Keysight Technologies Inc. 4.550% 10/30/24 4,050 4,189
KLA-Tencor Corp. 4.125% 11/1/21 8,950 9,632
KLA-Tencor Corp. 4.650% 11/1/24 3,550 3,904
KLA-Tencor Corp. 5.650% 11/1/34 225 251
Lam Research Corp. 2.750% 3/15/20 3,300 3,379
Lam Research Corp. 2.800% 6/15/21 7,400 7,595
Lam Research Corp. 3.450% 6/15/23 3,550 3,634
Lam Research Corp. 3.800% 3/15/25 2,600 2,721
Lam Research Corp. 3.900% 6/15/26 9,975 10,385
Lexmark International Inc. 6.650% 6/1/18 1,850 1,962
Lexmark International Inc. 5.125% 3/15/20 2,450 2,566
Maxim Integrated Products Inc. 2.500% 11/15/18 3,365 3,419
Maxim Integrated Products Inc. 3.375% 3/15/23 3,875 3,985
Microsoft Corp. 0.875% 11/15/17 3,518 3,518
Microsoft Corp. 1.000% 5/1/18 4,000 3,998
Microsoft Corp. 1.300% 11/3/18 39,367 39,546
Microsoft Corp. 4.200% 6/1/19 1,265 1,365
Microsoft Corp. 1.100% 8/8/19 19,375 19,310
Microsoft Corp. 3.000% 10/1/20 2,000 2,126
Microsoft Corp. 2.000% 11/3/20 35,625 36,335
Microsoft Corp. 4.000% 2/8/21 3,950 4,368
Microsoft Corp. 1.550% 8/8/21 18,025 17,979

 

 

Microsoft Corp. 2.375% 2/12/22 6,625 6,810
Microsoft Corp. 2.650% 11/3/22 28,225 29,410
Microsoft Corp. 2.125% 11/15/22 4,350 4,420
Microsoft Corp. 2.375% 5/1/23 1,150 1,175
Microsoft Corp. 2.000% 8/8/23 10,100 10,088
Microsoft Corp. 2.700% 2/12/25 8,575 8,869
Microsoft Corp. 3.125% 11/3/25 17,300 18,408
Microsoft Corp. 2.400% 8/8/26 13,625 13,663
Microsoft Corp. 3.500% 2/12/35 11,600 11,838
Microsoft Corp. 4.200% 11/3/35 5,085 5,668
Microsoft Corp. 3.450% 8/8/36 24,800 25,268
Microsoft Corp. 5.200% 6/1/39 1,750 2,188
Microsoft Corp. 4.500% 10/1/40 2,435 2,790
Microsoft Corp. 5.300% 2/8/41 2,500 3,205
Microsoft Corp. 3.500% 11/15/42 7,580 7,453
Microsoft Corp. 3.750% 5/1/43 1,865 1,929
Microsoft Corp. 4.875% 12/15/43 5,075 6,083
Microsoft Corp. 3.750% 2/12/45 8,550 8,671
Microsoft Corp. 4.450% 11/3/45 15,350 17,452
Microsoft Corp. 3.700% 8/8/46 28,000 28,362
Microsoft Corp. 4.000% 2/12/55 16,075 16,428
Microsoft Corp. 4.750% 11/3/55 5,200 6,003
Microsoft Corp. 3.950% 8/8/56 10,000 10,102
Motorola Solutions Inc. 3.500% 9/1/21 400 412
Motorola Solutions Inc. 3.750% 5/15/22 2,600 2,667
Motorola Solutions Inc. 4.000% 9/1/24 2,000 2,021
Motorola Solutions Inc. 5.500% 9/1/44 3,750 3,677
NetApp Inc. 2.000% 12/15/17 3,675 3,683
NetApp Inc. 3.375% 6/15/21 4,250 4,455
NVIDIA Corp. 2.200% 9/16/21 5,925 5,949
NVIDIA Corp. 3.200% 9/16/26 5,480 5,518
Oracle Corp. 1.200% 10/15/17 39,174 39,299
Oracle Corp. 5.750% 4/15/18 16,710 17,879
Oracle Corp. 2.375% 1/15/19 3,825 3,914
Oracle Corp. 5.000% 7/8/19 5,500 6,037
Oracle Corp. 2.250% 10/8/19 9,400 9,632
Oracle Corp. 3.875% 7/15/20 7,983 8,672
Oracle Corp. 2.800% 7/8/21 12,460 13,000
Oracle Corp. 1.900% 9/15/21 33,700 33,771
Oracle Corp. 2.500% 5/15/22 8,800 9,007
Oracle Corp. 2.500% 10/15/22 14,360 14,704
Oracle Corp. 2.400% 9/15/23 13,950 14,005
Oracle Corp. 3.400% 7/8/24 21,150 22,595
Oracle Corp. 2.950% 5/15/25 16,600 17,139
Oracle Corp. 2.650% 7/15/26 22,925 22,870
Oracle Corp. 3.250% 5/15/30 2,747 2,874
Oracle Corp. 4.300% 7/8/34 12,350 13,478
Oracle Corp. 3.900% 5/15/35 11,700 12,142
Oracle Corp. 3.850% 7/15/36 15,650 16,201
Oracle Corp. 6.500% 4/15/38 3,800 5,258
Oracle Corp. 6.125% 7/8/39 5,355 7,181
Oracle Corp. 5.375% 7/15/40 14,847 18,249
Oracle Corp. 4.500% 7/8/44 7,550 8,274
Oracle Corp. 4.000% 7/15/46 26,075 26,956
Oracle Corp. 4.375% 5/15/55 7,475 7,994
Pitney Bowes Inc. 6.250% 3/15/19 375 410
Pitney Bowes Inc. 3.375% 10/1/21 10,220 10,215

 

 

Pitney Bowes Inc. 4.625% 3/15/24 7,275 7,547
QUALCOMM Inc. 1.400% 5/18/18 8,000 8,026
QUALCOMM Inc. 2.250% 5/20/20 5,750 5,872
QUALCOMM Inc. 3.000% 5/20/22 13,000 13,565
QUALCOMM Inc. 3.450% 5/20/25 8,300 8,817
QUALCOMM Inc. 4.650% 5/20/35 4,175 4,478
QUALCOMM Inc. 4.800% 5/20/45 10,825 11,845
Seagate HDD Cayman 3.750% 11/15/18 2,125 2,181
Seagate HDD Cayman 4.750% 6/1/23 11,150 11,038
Seagate HDD Cayman 4.750% 1/1/25 9,450 8,859
Seagate HDD Cayman 4.875% 6/1/27 5,000 4,525
Seagate HDD Cayman 5.750% 12/1/34 2,450 2,040
Symantec Corp. 2.750% 6/15/17 3,275 3,295
Symantec Corp. 3.950% 6/15/22 2,425 2,476
Telefonaktiebolaget LM Ericsson 4.125% 5/15/22 1,250 1,339
Texas Instruments Inc. 1.650% 8/3/19 5,300 5,365
Texas Instruments Inc. 2.250% 5/1/23 1,750 1,763
Total System Services Inc. 2.375% 6/1/18 3,050 3,074
Total System Services Inc. 3.800% 4/1/21 6,000 6,362
Total System Services Inc. 3.750% 6/1/23 100 103
Total System Services Inc. 4.800% 4/1/26 7,600 8,432
Trimble Navigation Ltd. 4.750% 12/1/24 2,500 2,631
Tyco Electronics Group SA 6.550% 10/1/17 6,866 7,216
Tyco Electronics Group SA 4.875% 1/15/21 3,750 4,176
Tyco Electronics Group SA 3.500% 2/3/22 3,900 4,084
Tyco Electronics Group SA 3.700% 2/15/26 3,000 3,166
Tyco Electronics Group SA 7.125% 10/1/37 9,575 13,559
Verisk Analytics Inc. 5.800% 5/1/21 1,800 2,056
Verisk Analytics Inc. 4.125% 9/12/22 8,050 8,641
Verisk Analytics Inc. 4.000% 6/15/25 1,525 1,622
Verisk Analytics Inc. 5.500% 6/15/45 2,000 2,152
Xerox Corp. 6.350% 5/15/18 11,270 11,975
Xerox Corp. 5.625% 12/15/19 1,165 1,261
Xerox Corp. 2.800% 5/15/20 2,250 2,237
Xerox Corp. 2.750% 9/1/20 1,825 1,812
Xerox Corp. 4.500% 5/15/21 11,515 12,149
Xerox Corp. 6.750% 12/15/39 600 616
Xilinx Inc. 2.125% 3/15/19 500 506
Xilinx Inc. 3.000% 3/15/21 9,375 9,774
 
Transportation (0.6%)        
4 American Airlines 2011-1 Class A Pass        
Through Trust 5.250% 7/31/22 3,089 3,347
4 American Airlines 2013-1 Class A Pass        
Through Trust 4.000% 1/15/27 987 1,048
4 American Airlines 2013-2 Class A Pass        
Through Trust 4.950% 7/15/24 4,755 5,177
4 American Airlines 2014-1 Class A Pass        
Through Trust 3.700% 4/1/28 3,539 3,712
4 American Airlines 2015-1 Class A Pass        
Through Trust 3.375% 11/1/28 9,855 10,126
4 American Airlines 2015-1 Class B Pass        
Through Trust 3.700% 11/1/24 1,544 1,502
4 American Airlines 2015-2 Class AA Pass        
Through Trust 3.600% 9/22/27 1,025 1,087
4 American Airlines 2016-1 Class A Pass        
Through Trust 4.100% 1/15/28 2,094 2,251

 

 

4 American Airlines 2016-1 Class AA Pass        
Through Trust 3.575% 1/15/28 5,337 5,617
4 American Airlines 2016-2 Class A Pass        
Through Trust 3.650% 6/15/28 4,225 4,405
4 American Airlines 2016-2 Class AA Pass        
Through Trust 3.200% 6/15/28 9,475 9,712
4 American Airlines 2016-3 Class A Pass        
Through Trust 3.250% 4/15/30 1,425 1,432
American Airlines 2016-3 Class AA Pass        
Through Trust 3.000% 10/15/28 6,950 6,985
Burlington Northern Santa Fe LLC 5.650% 5/1/17 2,025 2,075
Burlington Northern Santa Fe LLC 5.750% 3/15/18 5,100 5,437
Burlington Northern Santa Fe LLC 4.700% 10/1/19 50 55
Burlington Northern Santa Fe LLC 3.600% 9/1/20 3,750 4,032
Burlington Northern Santa Fe LLC 3.450% 9/15/21 2,340 2,520
Burlington Northern Santa Fe LLC 3.050% 3/15/22 375 395
Burlington Northern Santa Fe LLC 3.050% 9/1/22 1,100 1,164
Burlington Northern Santa Fe LLC 3.000% 3/15/23 2,000 2,100
Burlington Northern Santa Fe LLC 3.850% 9/1/23 250 276
Burlington Northern Santa Fe LLC 3.750% 4/1/24 3,475 3,825
Burlington Northern Santa Fe LLC 3.400% 9/1/24 3,175 3,417
Burlington Northern Santa Fe LLC 3.000% 4/1/25 12,000 12,599
Burlington Northern Santa Fe LLC 6.200% 8/15/36 175 236
Burlington Northern Santa Fe LLC 6.150% 5/1/37 550 752
Burlington Northern Santa Fe LLC 5.750% 5/1/40 11,600 15,103
Burlington Northern Santa Fe LLC 5.050% 3/1/41 3,875 4,712
Burlington Northern Santa Fe LLC 5.400% 6/1/41 3,850 4,896
Burlington Northern Santa Fe LLC 4.950% 9/15/41 630 761
Burlington Northern Santa Fe LLC 4.400% 3/15/42 4,304 4,829
Burlington Northern Santa Fe LLC 4.375% 9/1/42 5,950 6,680
Burlington Northern Santa Fe LLC 4.450% 3/15/43 7,055 8,021
Burlington Northern Santa Fe LLC 4.900% 4/1/44 5,805 7,059
Burlington Northern Santa Fe LLC 4.550% 9/1/44 7,105 8,179
Burlington Northern Santa Fe LLC 4.150% 4/1/45 1,680 1,854
Burlington Northern Santa Fe LLC 4.700% 9/1/45 4,300 5,069
Burlington Northern Santa Fe LLC 3.900% 8/1/46 3,300 3,518
Canadian National Railway Co. 5.850% 11/15/17 350 368
Canadian National Railway Co. 5.550% 3/1/19 5,085 5,605
Canadian National Railway Co. 2.850% 12/15/21 11,235 11,845
Canadian National Railway Co. 2.750% 3/1/26 1,800 1,873
Canadian National Railway Co. 6.900% 7/15/28 100 143
Canadian National Railway Co. 6.250% 8/1/34 250 350
Canadian National Railway Co. 6.200% 6/1/36 5,325 7,366
Canadian National Railway Co. 6.375% 11/15/37 250 355
Canadian National Railway Co. 3.500% 11/15/42 600 620
Canadian National Railway Co. 3.200% 8/2/46 4,850 4,724
Canadian Pacific Railway Co. 7.250% 5/15/19 2,445 2,793
Canadian Pacific Railway Co. 4.450% 3/15/23 3,830 4,253
Canadian Pacific Railway Co. 2.900% 2/1/25 5,475 5,648
Canadian Pacific Railway Co. 3.700% 2/1/26 2,100 2,272
Canadian Pacific Railway Co. 7.125% 10/15/31 1,456 2,005
Canadian Pacific Railway Co. 5.750% 3/15/33 100 120
Canadian Pacific Railway Co. 5.950% 5/15/37 8,985 11,328
Canadian Pacific Railway Co. 4.800% 8/1/45 100 117
Canadian Pacific Railway Co. 6.125% 9/15/15 1,900 2,353
Canadian Pacific Railway Ltd. 4.500% 1/15/22 4,375 4,823
Canadian Pacific Railway Ltd. 5.750% 1/15/42 8,360 10,644

 

 

4 Continental Airlines 2009-2 Class A Pass        
Through Trust 7.250% 5/10/21 1,194 1,363
4 Continental Airlines 2010-1 Class A Pass        
Through Trust 4.750% 7/12/22 3,675 3,942
4 Continental Airlines 2012-1 Class A Pass        
Through Trust 4.150% 10/11/25 5,787 6,177
4 Continental Airlines 2012-2 Class A Pass        
Through Trust 4.000% 4/29/26 1,068 1,143
CSX Corp. 6.250% 3/15/18 3,875 4,140
CSX Corp. 7.375% 2/1/19 11,275 12,775
CSX Corp. 4.250% 6/1/21 7,265 8,007
CSX Corp. 3.700% 11/1/23 1,200 1,301
CSX Corp. 6.150% 5/1/37 1,300 1,703
CSX Corp. 6.220% 4/30/40 6,464 8,642
CSX Corp. 5.500% 4/15/41 4,800 5,954
CSX Corp. 4.750% 5/30/42 2,090 2,395
CSX Corp. 4.100% 3/15/44 5,175 5,512
CSX Corp. 3.950% 5/1/50 9,925 9,945
4 Delta Air Lines 2007-1 Class A Pass Through        
Trust 6.821% 2/10/24 4,787 5,643
4 Delta Air Lines 2009-1 Class A Pass Through        
Trust 7.750% 6/17/21 3,774 4,269
4 Delta Air Lines 2010-1 Class A Pass Through        
Trust 6.200% 1/2/20 625 665
4 Delta Air Lines 2010-2 Class A Pass Through        
Trust 4.950% 11/23/20 613 647
4 Delta Air Lines 2012-1 Class A Pass Through        
Trust 4.750% 11/7/21 1,190 1,282
4 Delta Air Lines 2015-1 Class AA Pass        
Through Trust 3.625% 7/30/27 1,006 1,072
FedEx Corp. 8.000% 1/15/19 3,275 3,754
FedEx Corp. 2.300% 2/1/20 4,100 4,186
FedEx Corp. 2.625% 8/1/22 2,175 2,244
FedEx Corp. 4.000% 1/15/24 250 278
FedEx Corp. 3.200% 2/1/25 3,300 3,470
FedEx Corp. 3.250% 4/1/26 3,400 3,588
FedEx Corp. 4.900% 1/15/34 800 916
FedEx Corp. 3.900% 2/1/35 4,000 4,133
FedEx Corp. 3.875% 8/1/42 275 274
FedEx Corp. 4.100% 4/15/43 2,175 2,229
FedEx Corp. 5.100% 1/15/44 6,250 7,421
FedEx Corp. 4.750% 11/15/45 9,000 10,274
FedEx Corp. 4.550% 4/1/46 6,825 7,587
4 Hawaiian Airlines 2013-1 Class A Pass        
Through Certificates 3.900% 1/15/26 6,548 6,605
JB Hunt Transport Services Inc. 3.300% 8/15/22 6,100 6,263
JB Hunt Transport Services Inc. 3.850% 3/15/24 850 895
Kansas City Southern 2.350% 5/15/20 875 882
Kansas City Southern 3.000% 5/15/23 3,975 4,050
Kansas City Southern 3.125% 6/1/26 4,200 4,262
Kansas City Southern 4.300% 5/15/43 3,325 3,449
Kansas City Southern 4.950% 8/15/45 2,850 3,248
4 Latam Airlines 2015-1 Pass Through Trust A 4.200% 8/15/29 3,168 3,081
Norfolk Southern Corp. 5.900% 6/15/19 3,390 3,773
Norfolk Southern Corp. 3.250% 12/1/21 1,000 1,061
Norfolk Southern Corp. 3.000% 4/1/22 3,900 4,078
Norfolk Southern Corp. 2.903% 2/15/23 7,053 7,308

 

 

Norfolk Southern Corp. 3.850% 1/15/24 2,000 2,183
Norfolk Southern Corp. 7.800% 5/15/27 1,095 1,551
Norfolk Southern Corp. 7.250% 2/15/31 811 1,166
Norfolk Southern Corp. 7.050% 5/1/37 300 425
Norfolk Southern Corp. 4.837% 10/1/41 9,498 11,063
Norfolk Southern Corp. 3.950% 10/1/42 2,125 2,217
Norfolk Southern Corp. 4.450% 6/15/45 2,725 3,054
Norfolk Southern Corp. 4.650% 1/15/46 3,900 4,506
Norfolk Southern Corp. 6.000% 3/15/05 2,700 3,285
Norfolk Southern Corp. 6.000% 5/23/11 7,785 9,478
4 Northwest Airlines 2007-1 Class A Pass        
Through Trust 7.027% 5/1/21 192 217
Ryder System Inc. 2.500% 3/1/18 4,793 4,856
Ryder System Inc. 2.450% 11/15/18 8,600 8,739
Ryder System Inc. 2.350% 2/26/19 3,205 3,253
Ryder System Inc. 2.550% 6/1/19 8,825 9,000
Ryder System Inc. 2.450% 9/3/19 450 459
Ryder System Inc. 2.500% 5/11/20 2,000 2,020
Ryder System Inc. 2.875% 9/1/20 1,600 1,630
Southern Railway Co. 9.750% 6/15/20 275 349
Southwest Airlines Co. 2.750% 11/6/19 3,400 3,507
Southwest Airlines Co. 2.650% 11/5/20 3,370 3,461
4 Southwest Airlines Co. 2007-1 Pass Through        
Trust 6.150% 2/1/24 293 331
4 Spirit Airlines Class A Pass Through        
Certificates Series 2015-1 4.100% 10/1/29 2,650 2,716
Trinity Industries Inc. 4.550% 10/1/24 1,240 1,233
Union Pacific Corp. 5.700% 8/15/18 850 920
Union Pacific Corp. 1.800% 2/1/20 1,000 1,014
Union Pacific Corp. 2.250% 6/19/20 6,500 6,660
Union Pacific Corp. 4.000% 2/1/21 4,325 4,727
Union Pacific Corp. 4.163% 7/15/22 4,290 4,818
Union Pacific Corp. 2.750% 4/15/23 4,500 4,673
Union Pacific Corp. 3.646% 2/15/24 3,043 3,326
Union Pacific Corp. 3.250% 1/15/25 4,200 4,513
Union Pacific Corp. 3.250% 8/15/25 7,200 7,735
Union Pacific Corp. 2.750% 3/1/26 3,350 3,472
Union Pacific Corp. 6.625% 2/1/29 470 647
Union Pacific Corp. 3.375% 2/1/35 6,000 6,137
Union Pacific Corp. 4.750% 9/15/41 3,825 4,539
Union Pacific Corp. 4.250% 4/15/43 100 112
Union Pacific Corp. 4.750% 12/15/43 2,900 3,476
Union Pacific Corp. 4.821% 2/1/44 4,664 5,631
Union Pacific Corp. 4.850% 6/15/44 400 488
Union Pacific Corp. 4.150% 1/15/45 350 387
Union Pacific Corp. 4.050% 11/15/45 7,300 8,016
Union Pacific Corp. 4.050% 3/1/46 2,000 2,193
Union Pacific Corp. 3.350% 8/15/46 3,000 2,950
Union Pacific Corp. 3.875% 2/1/55 5,325 5,342
Union Pacific Corp. 4.375% 11/15/65 5,600 6,129
4 Union Pacific Railroad Co. 2007-3 Pass        
Through Trust 6.176% 1/2/31 336 401
4 United Airlines 2013-1 Class A Pass Through        
Trust 4.300% 2/15/27 3,812 4,155
4 United Airlines 2014-1 Class A Pass Through        
Trust 4.000% 10/11/27 7,330 7,843

 

 

4 United Airlines 2014-2 Class A Pass Through        
Trust 3.750% 3/3/28 2,639 2,770
4 United Airlines 2015-1 Class A Pass Through        
Trust 3.700% 6/1/24 1,700 1,802
4 United Airlines 2015-1 Class AA Pass        
Through Trust 3.450% 12/1/27 4,800 5,040
4 United Airlines 2016-1 Class A Pass Through        
Trust 3.450% 1/7/30 3,500 3,618
4 United Airlines 2016-1 Class AA Pass        
Through Trust 3.100% 7/7/28 23,400 23,926
4 United Airlines 2016-2 Class A Pass Through        
Trust 3.100% 10/7/28 1,475 1,486
4 United Airlines 2016-2 Class AA Pass        
Through Trust 2.875% 10/7/28 3,500 3,513
United Parcel Service Inc. 1.125% 10/1/17 875 876
United Parcel Service Inc. 5.500% 1/15/18 6,005 6,352
United Parcel Service Inc. 5.125% 4/1/19 4,875 5,340
United Parcel Service Inc. 3.125% 1/15/21 6,600 7,047
United Parcel Service Inc. 2.450% 10/1/22 7,850 8,154
United Parcel Service Inc. 6.200% 1/15/38 8,450 12,062
United Parcel Service Inc. 4.875% 11/15/40 3,625 4,577
United Parcel Service Inc. 3.625% 10/1/42 2,050 2,185
United Parcel Service of America Inc. 8.375% 4/1/30 500 747
        18,950,089
Utilities (2.2%)        
Electric (2.0%)        
AEP Texas Central Co. 6.650% 2/15/33 3,652 4,719
Alabama Power Co. 3.550% 12/1/23 8,800 9,602
Alabama Power Co. 2.800% 4/1/25 1,600 1,659
Alabama Power Co. 6.125% 5/15/38 900 1,208
Alabama Power Co. 6.000% 3/1/39 2,250 2,972
Alabama Power Co. 5.200% 6/1/41 5,575 6,983
Alabama Power Co. 4.100% 1/15/42 1,475 1,594
Alabama Power Co. 3.850% 12/1/42 1,850 1,941
Alabama Power Co. 4.150% 8/15/44 2,300 2,522
Alabama Power Co. 3.750% 3/1/45 2,750 2,858
Alabama Power Co. 4.300% 1/2/46 9,750 10,979
Ameren Corp. 2.700% 11/15/20 1,500 1,546
Ameren Corp. 3.650% 2/15/26 2,275 2,430
Ameren Illinois Co. 2.700% 9/1/22 2,170 2,257
Ameren Illinois Co. 3.250% 3/1/25 1,890 2,030
Ameren Illinois Co. 4.800% 12/15/43 4,775 5,821
Ameren Illinois Co. 4.300% 7/1/44 325 374
Ameren Illinois Co. 4.150% 3/15/46 525 602
Appalachian Power Co. 4.600% 3/30/21 13,850 15,179
Appalachian Power Co. 5.800% 10/1/35 1,900 2,312
Appalachian Power Co. 6.375% 4/1/36 750 967
Appalachian Power Co. 6.700% 8/15/37 3,750 5,001
Appalachian Power Co. 7.000% 4/1/38 1,805 2,519
Appalachian Power Co. 4.450% 6/1/45 1,650 1,824
Arizona Public Service Co. 8.750% 3/1/19 1,573 1,837
Arizona Public Service Co. 3.350% 6/15/24 1,975 2,129
Arizona Public Service Co. 3.150% 5/15/25 650 691
Arizona Public Service Co. 2.550% 9/15/26 2,200 2,216
Arizona Public Service Co. 5.500% 9/1/35 2,100 2,674
Arizona Public Service Co. 4.500% 4/1/42 4,775 5,506
Arizona Public Service Co. 4.700% 1/15/44 3,350 4,007

 

 

Arizona Public Service Co. 4.350% 11/15/45 1,400 1,597
Arizona Public Service Co. 3.750% 5/15/46 6,300 6,627
Atlantic City Electric Co. 7.750% 11/15/18 2,700 3,055
Baltimore Gas & Electric Co. 3.500% 11/15/21 4,825 5,218
Baltimore Gas & Electric Co. 2.800% 8/15/22 3,000 3,128
Baltimore Gas & Electric Co. 3.350% 7/1/23 3,225 3,444
Baltimore Gas & Electric Co. 2.400% 8/15/26 8,500 8,442
Baltimore Gas & Electric Co. 3.500% 8/15/46 6,500 6,525
Berkshire Hathaway Energy Co. 5.750% 4/1/18 6,211 6,616
Berkshire Hathaway Energy Co. 2.000% 11/15/18 1,000 1,012
Berkshire Hathaway Energy Co. 3.750% 11/15/23 5,925 6,470
Berkshire Hathaway Energy Co. 6.125% 4/1/36 7,475 9,953
Berkshire Hathaway Energy Co. 5.950% 5/15/37 5,317 6,896
Berkshire Hathaway Energy Co. 6.500% 9/15/37 7,805 10,734
Berkshire Hathaway Energy Co. 5.150% 11/15/43 6,950 8,398
Berkshire Hathaway Energy Co. 4.500% 2/1/45 3,975 4,478
Black Hills Corp. 2.500% 1/11/19 4,200 4,260
Black Hills Corp. 3.950% 1/15/26 1,300 1,393
Black Hills Corp. 3.150% 1/15/27 3,875 3,916
Black Hills Corp. 4.200% 9/15/46 3,625 3,706
CenterPoint Energy Houston Electric LLC 1.850% 6/1/21 5,800 5,840
CenterPoint Energy Houston Electric LLC 2.250% 8/1/22 700 713
CenterPoint Energy Houston Electric LLC 2.400% 9/1/26 7,950 8,071
CenterPoint Energy Houston Electric LLC 3.550% 8/1/42 4,950 5,046
CenterPoint Energy Houston Electric LLC 4.500% 4/1/44 325 393
CenterPoint Energy Inc. 6.500% 5/1/18 5,450 5,832
7 Cleco Corporate Holdings LLC 3.743% 5/1/26 7,450 7,726
7 Cleco Corporate Holdings LLC 4.973% 5/1/46 4,300 4,691
Cleco Power LLC 6.000% 12/1/40 1,600 2,015
Cleveland Electric Illuminating Co. 5.700% 4/1/17 1,695 1,728
Cleveland Electric Illuminating Co. 7.880% 11/1/17 600 639
Cleveland Electric Illuminating Co. 5.500% 8/15/24 1,250 1,490
CMS Energy Corp. 8.750% 6/15/19 5,620 6,646
CMS Energy Corp. 6.250% 2/1/20 2,900 3,303
CMS Energy Corp. 3.875% 3/1/24 1,600 1,746
CMS Energy Corp. 3.600% 11/15/25 3,225 3,448
CMS Energy Corp. 3.000% 5/15/26 2,500 2,540
CMS Energy Corp. 4.875% 3/1/44 4,650 5,454
Commonwealth Edison Co. 5.800% 3/15/18 6,535 6,963
Commonwealth Edison Co. 2.150% 1/15/19 1,750 1,777
Commonwealth Edison Co. 4.000% 8/1/20 5,000 5,415
Commonwealth Edison Co. 2.550% 6/15/26 2,375 2,412
Commonwealth Edison Co. 5.875% 2/1/33 100 129
Commonwealth Edison Co. 5.900% 3/15/36 3,330 4,373
Commonwealth Edison Co. 6.450% 1/15/38 3,020 4,298
Commonwealth Edison Co. 3.800% 10/1/42 4,450 4,685
Commonwealth Edison Co. 4.600% 8/15/43 1,200 1,413
Commonwealth Edison Co. 3.700% 3/1/45 3,900 4,040
Commonwealth Edison Co. 4.350% 11/15/45 5,425 6,199
Commonwealth Edison Co. 3.650% 6/15/46 7,325 7,542
Connecticut Light & Power Co. 5.500% 2/1/19 1,380 1,507
Connecticut Light & Power Co. 2.500% 1/15/23 2,275 2,323
Connecticut Light & Power Co. 6.350% 6/1/36 2,800 3,855
Connecticut Light & Power Co. 4.300% 4/15/44 1,800 2,064
Connecticut Light & Power Co. 4.150% 6/1/45 600 673
Consolidated Edison Co. of New York Inc. 6.650% 4/1/19 4,850 5,462
Consolidated Edison Co. of New York Inc. 4.450% 6/15/20 6,675 7,364

 

 

Consolidated Edison Co. of New York Inc. 5.300% 3/1/35 800 978
Consolidated Edison Co. of New York Inc. 5.850% 3/15/36 8,615 11,154
Consolidated Edison Co. of New York Inc. 6.200% 6/15/36 1,628 2,177
Consolidated Edison Co. of New York Inc. 5.700% 12/1/36 450 577
Consolidated Edison Co. of New York Inc. 6.750% 4/1/38 500 721
Consolidated Edison Co. of New York Inc. 5.700% 6/15/40 5,460 7,184
Consolidated Edison Co. of New York Inc. 3.950% 3/1/43 4,400 4,693
Consolidated Edison Co. of New York Inc. 4.450% 3/15/44 14,570 16,748
Consolidated Edison Co. of New York Inc. 4.500% 12/1/45 1,875 2,160
Consolidated Edison Co. of New York Inc. 3.850% 6/15/46 4,050 4,257
Consolidated Edison Inc. 2.000% 5/15/21 2,700 2,726
Constellation Energy Group Inc. 5.150% 12/1/20 3,705 4,123
Consumers Energy Co. 5.650% 9/15/18 1,800 1,948
Consumers Energy Co. 6.125% 3/15/19 50 56
Consumers Energy Co. 6.700% 9/15/19 8,060 9,280
Consumers Energy Co. 5.650% 4/15/20 1,375 1,560
Consumers Energy Co. 2.850% 5/15/22 3,516 3,690
Consumers Energy Co. 3.375% 8/15/23 875 944
Consumers Energy Co. 3.950% 5/15/43 3,900 4,311
Consumers Energy Co. 4.100% 11/15/45 450 510
Consumers Energy Co. 3.250% 8/15/46 2,350 2,319
Consumers Energy Co. 4.350% 8/31/64 1,675 1,894
Delmarva Power & Light Co. 3.500% 11/15/23 2,175 2,354
Delmarva Power & Light Co. 4.000% 6/1/42 3,650 3,920
Dominion Resources Inc. 1.400% 9/15/17 2,575 2,574
Dominion Resources Inc. 6.400% 6/15/18 100 108
Dominion Resources Inc. 2.500% 12/1/19 2,650 2,713
Dominion Resources Inc. 2.750% 9/15/22 250 256
Dominion Resources Inc. 3.625% 12/1/24 5,300 5,602
Dominion Resources Inc. 3.900% 10/1/25 3,550 3,818
Dominion Resources Inc. 2.850% 8/15/26 2,375 2,355
Dominion Resources Inc. 6.300% 3/15/33 150 186
Dominion Resources Inc. 5.950% 6/15/35 5,700 7,009
Dominion Resources Inc. 4.900% 8/1/41 4,500 5,043
Dominion Resources Inc. 4.050% 9/15/42 6,747 6,813
Dominion Resources Inc. 4.700% 12/1/44 4,500 4,989
4 Dominion Resources Inc. 5.750% 10/1/54 1,325 1,365
DTE Electric Co. 3.450% 10/1/20 6,755 7,219
DTE Electric Co. 2.650% 6/15/22 6,025 6,220
DTE Electric Co. 5.700% 10/1/37 1,825 2,402
DTE Electric Co. 3.950% 6/15/42 10,275 11,241
DTE Electric Co. 3.700% 6/1/46 5,200 5,501
DTE Energy Co. 1.500% 10/1/19 3,200 3,195
DTE Energy Co. 2.400% 12/1/19 2,200 2,244
DTE Energy Co. 3.500% 6/1/24 8,150 8,686
DTE Energy Co. 2.850% 10/1/26 20,850 20,710
Duke Energy Carolinas LLC 5.250% 1/15/18 2,000 2,103
Duke Energy Carolinas LLC 5.100% 4/15/18 1,650 1,748
Duke Energy Carolinas LLC 7.000% 11/15/18 150 168
Duke Energy Carolinas LLC 4.300% 6/15/20 2,275 2,502
Duke Energy Carolinas LLC 3.900% 6/15/21 8,868 9,696
Duke Energy Carolinas LLC 6.000% 12/1/28 3,694 4,834
Duke Energy Carolinas LLC 6.450% 10/15/32 6,575 8,920
Duke Energy Carolinas LLC 6.100% 6/1/37 3,625 4,824
Duke Energy Carolinas LLC 6.000% 1/15/38 900 1,218
Duke Energy Carolinas LLC 6.050% 4/15/38 525 717
Duke Energy Carolinas LLC 5.300% 2/15/40 4,890 6,205

 

 

Duke Energy Carolinas LLC 4.250% 12/15/41 6,875 7,661
Duke Energy Carolinas LLC 4.000% 9/30/42 3,725 4,002
Duke Energy Carolinas LLC 3.750% 6/1/45 1,800 1,881
Duke Energy Corp. 2.100% 6/15/18 1,250 1,264
Duke Energy Corp. 5.050% 9/15/19 2,225 2,444
Duke Energy Corp. 3.950% 10/15/23 1,850 2,022
Duke Energy Corp. 3.750% 4/15/24 12,025 12,950
Duke Energy Corp. 4.800% 12/15/45 600 683
Duke Energy Corp. 3.750% 9/1/46 5,450 5,298
Duke Energy Florida Llc 5.650% 6/15/18 1,175 1,261
Duke Energy Florida LLC 6.350% 9/15/37 775 1,088
Duke Energy Florida LLC 6.400% 6/15/38 5,000 7,106
Duke Energy Florida LLC 5.650% 4/1/40 4,200 5,526
Duke Energy Florida LLC 3.400% 10/1/46 2,150 2,103
4 Duke Energy Florida Project Finance LLC 1.196% 3/1/22 1,800 1,799
4 Duke Energy Florida Project Finance LLC 1.731% 9/1/22 1,800 1,805
4 Duke Energy Florida Project Finance LLC 2.538% 9/1/29 3,025 3,033
4 Duke Energy Florida Project Finance LLC 2.858% 3/1/33 1,500 1,502
4 Duke Energy Florida Project Finance LLC 3.112% 9/1/36 2,575 2,583
Duke Energy Indiana LLC 3.750% 7/15/20 2,100 2,263
Duke Energy Indiana LLC 6.350% 8/15/38 3,575 5,021
Duke Energy Indiana LLC 4.200% 3/15/42 1,000 1,101
Duke Energy Indiana LLC 4.900% 7/15/43 2,450 2,971
Duke Energy Indiana LLC 3.750% 5/15/46 15,450 16,088
Duke Energy Ohio Inc. 3.700% 6/15/46 1,875 1,937
Duke Energy Progress Llc 5.300% 1/15/19 4,975 5,432
Duke Energy Progress Llc 3.000% 9/15/21 8,256 8,742
Duke Energy Progress Llc 2.800% 5/15/22 6,045 6,358
Duke Energy Progress LLC 3.250% 8/15/25 2,800 3,008
Duke Energy Progress LLC 6.300% 4/1/38 3,025 4,223
Duke Energy Progress LLC 4.100% 5/15/42 3,875 4,232
Duke Energy Progress LLC 4.100% 3/15/43 2,000 2,188
Duke Energy Progress LLC 4.375% 3/30/44 10,150 11,556
Duke Energy Progress LLC 4.150% 12/1/44 3,800 4,183
Duke Energy Progress LLC 3.700% 10/15/46 4,200 4,340
Edison International 2.950% 3/15/23 7,600 7,835
El Paso Electric Co. 6.000% 5/15/35 600 737
El Paso Electric Co. 5.000% 12/1/44 2,950 3,474
7 Emera US Finance LP 2.150% 6/15/19 1,250 1,263
7 Emera US Finance LP 2.700% 6/15/21 2,500 2,556
7 Emera US Finance LP 3.550% 6/15/26 3,300 3,421
7 Emera US Finance LP 4.750% 6/15/46 15,550 16,733
Entergy Arkansas Inc. 3.750% 2/15/21 3,350 3,603
Entergy Arkansas Inc. 3.500% 4/1/26 2,350 2,552
Entergy Corp. 4.000% 7/15/22 1,000 1,084
Entergy Corp. 2.950% 9/1/26 3,500 3,501
Entergy Gulf States Louisiana LLC 6.000% 5/1/18 4,175 4,465
Entergy Gulf States Louisiana LLC 3.950% 10/1/20 8,450 9,057
Entergy Gulf States Louisiana LLC 5.590% 10/1/24 1,000 1,207
Entergy Louisiana LLC 6.500% 9/1/18 1,700 1,861
Entergy Louisiana LLC 4.050% 9/1/23 5,650 6,241
Entergy Louisiana LLC 5.400% 11/1/24 2,877 3,484
Entergy Louisiana LLC 2.400% 10/1/26 2,500 2,478
Entergy Louisiana LLC 3.050% 6/1/31 6,300 6,459
Entergy Louisiana LLC 4.950% 1/15/45 5,175 5,512
Entergy Mississippi Inc. 2.850% 6/1/28 1,700 1,734
Entergy Texas Inc. 7.125% 2/1/19 3,000 3,365

 

 

Entergy Texas Inc. 5.150% 6/1/45 2,350 2,516
Eversource Energy 1.450% 5/1/18 1,450 1,453
Eversource Energy 4.500% 11/15/19 10,332 11,215
Eversource Energy 2.500% 3/15/21 3,800 3,893
Eversource Energy 3.350% 3/15/26 3,000 3,160
Exelon Corp. 2.850% 6/15/20 1,625 1,683
Exelon Corp. 2.450% 4/15/21 1,000 1,021
Exelon Corp. 3.950% 6/15/25 11,425 12,379
Exelon Corp. 3.400% 4/15/26 7,025 7,293
Exelon Corp. 4.950% 6/15/35 5,400 6,148
Exelon Corp. 5.625% 6/15/35 3,250 3,902
Exelon Corp. 5.100% 6/15/45 4,725 5,497
Exelon Corp. 4.450% 4/15/46 6,600 7,137
Exelon Generation Co. LLC 6.200% 10/1/17 9,320 9,732
Exelon Generation Co. LLC 2.950% 1/15/20 1,375 1,417
Exelon Generation Co. LLC 4.000% 10/1/20 3,300 3,526
Exelon Generation Co. LLC 4.250% 6/15/22 6,000 6,443
Exelon Generation Co. LLC 6.250% 10/1/39 3,000 3,355
Exelon Generation Co. LLC 5.750% 10/1/41 5,175 5,481
Exelon Generation Co. LLC 5.600% 6/15/42 5,848 6,161
Florida Power & Light Co. 5.550% 11/1/17 3,200 3,350
Florida Power & Light Co. 2.750% 6/1/23 2,400 2,498
Florida Power & Light Co. 3.250% 6/1/24 2,800 3,002
Florida Power & Light Co. 5.625% 4/1/34 1,700 2,207
Florida Power & Light Co. 5.650% 2/1/37 692 911
Florida Power & Light Co. 5.950% 2/1/38 3,250 4,482
Florida Power & Light Co. 5.960% 4/1/39 9,900 13,709
Florida Power & Light Co. 5.250% 2/1/41 975 1,253
Florida Power & Light Co. 4.125% 2/1/42 10,575 11,910
Florida Power & Light Co. 4.050% 6/1/42 800 895
Florida Power & Light Co. 3.800% 12/15/42 4,350 4,722
Florida Power & Light Co. 4.050% 10/1/44 500 561
7 Fortis Inc./Canada 2.100% 10/4/21 2,000 1,990
7 Fortis Inc./Canada 3.055% 10/4/26 16,750 16,689
Georgia Power Co. 1.950% 12/1/18 17,175 17,464
Georgia Power Co. 2.400% 4/1/21 2,200 2,284
Georgia Power Co. 3.250% 4/1/26 3,100 3,296
Georgia Power Co. 5.650% 3/1/37 200 252
Georgia Power Co. 5.950% 2/1/39 500 651
Georgia Power Co. 4.750% 9/1/40 2,900 3,331
Georgia Power Co. 4.300% 3/15/42 8,790 9,595
Georgia Power Co. 4.300% 3/15/43 3,810 4,153
Great Plains Energy Inc. 5.292% 6/15/22 5,000 5,597
Iberdrola International BV 6.750% 7/15/36 3,985 5,297
Indiana Michigan Power Co. 7.000% 3/15/19 2,012 2,255
Indiana Michigan Power Co. 6.050% 3/15/37 2,850 3,605
Indiana Michigan Power Co. 4.550% 3/15/46 1,250 1,411
Interstate Power & Light Co. 3.250% 12/1/24 1,400 1,479
Interstate Power & Light Co. 3.400% 8/15/25 7,500 8,029
Interstate Power & Light Co. 6.250% 7/15/39 925 1,282
Interstate Power & Light Co. 3.700% 9/15/46 3,075 3,132
ITC Holdings Corp. 4.050% 7/1/23 5,000 5,443
ITC Holdings Corp. 5.300% 7/1/43 1,600 1,902
Jersey Central Power & Light Co. 5.650% 6/1/17 2,775 2,850
4 John Sevier Combined Cycle Generation LLC 4.626% 1/15/42 2,924 3,395
Kansas City Power & Light Co. 3.150% 3/15/23 850 871
Kansas City Power & Light Co. 6.050% 11/15/35 125 158

 

 

Kansas City Power & Light Co. 5.300% 10/1/41 4,795 5,591
Kentucky Utilities Co. 3.250% 11/1/20 4,945 5,218
Kentucky Utilities Co. 3.300% 10/1/25 1,500 1,611
Kentucky Utilities Co. 5.125% 11/1/40 3,375 4,200
Kentucky Utilities Co. 4.650% 11/15/43 425 504
Kentucky Utilities Co. 4.375% 10/1/45 1,425 1,637
LG&E & KU Energy LLC 3.750% 11/15/20 1,600 1,707
LG&E & KU Energy LLC 4.375% 10/1/21 3,625 3,988
Louisville Gas & Electric Co. 3.300% 10/1/25 1,500 1,608
Louisville Gas & Electric Co. 5.125% 11/15/40 2,590 3,214
Louisville Gas & Electric Co. 4.650% 11/15/43 725 860
Louisville Gas & Electric Co. 4.375% 10/1/45 2,325 2,671
MidAmerican Energy Co. 5.300% 3/15/18 100 106
MidAmerican Energy Co. 6.750% 12/30/31 3,800 5,338
MidAmerican Energy Co. 5.750% 11/1/35 1,575 2,052
MidAmerican Energy Co. 5.800% 10/15/36 1,350 1,778
MidAmerican Energy Co. 4.800% 9/15/43 675 826
MidAmerican Energy Co. 4.400% 10/15/44 3,800 4,438
MidAmerican Funding LLC 6.927% 3/1/29 3,935 5,517
Mississippi Power Co. 4.250% 3/15/42 4,475 4,197
National Rural Utilities Cooperative Finance        
Corp. 5.450% 2/1/18 5,050 5,334
National Rural Utilities Cooperative Finance        
Corp. 10.375% 11/1/18 2,475 2,926
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/15/19 4,250 4,353
National Rural Utilities Cooperative Finance        
Corp. 2.000% 1/27/20 3,000 3,042
National Rural Utilities Cooperative Finance        
Corp. 2.350% 6/15/20 8,775 8,990
National Rural Utilities Cooperative Finance        
Corp. 2.300% 11/1/20 4,004 4,097
National Rural Utilities Cooperative Finance        
Corp. 3.050% 2/15/22 7,510 7,899
National Rural Utilities Cooperative Finance        
Corp. 2.700% 2/15/23 6,000 6,232
National Rural Utilities Cooperative Finance        
Corp. 2.850% 1/27/25 4,500 4,683
National Rural Utilities Cooperative Finance        
Corp. 8.000% 3/1/32 1,363 2,054
National Rural Utilities Cooperative Finance        
Corp. 4.023% 11/1/32 7,278 7,965
4 National Rural Utilities Cooperative Finance        
Corp. 4.750% 4/30/43 50 51
4 National Rural Utilities Cooperative Finance        
Corp. 5.250% 4/20/46 2,900 3,103
Nevada Power Co. 6.500% 5/15/18 1,865 2,023
Nevada Power Co. 6.500% 8/1/18 14,093 15,387
Nevada Power Co. 7.125% 3/15/19 550 626
Nevada Power Co. 6.650% 4/1/36 965 1,348
Nevada Power Co. 6.750% 7/1/37 1,350 1,916
Nevada Power Co. 5.375% 9/15/40 100 125
Nevada Power Co. 5.450% 5/15/41 500 635
NextEra Energy Capital Holdings Inc. 6.000% 3/1/19 3,613 3,972
NextEra Energy Capital Holdings Inc. 2.300% 4/1/19 9,175 9,317
NextEra Energy Capital Holdings Inc. 2.400% 9/15/19 6,500 6,626
NextEra Energy Capital Holdings Inc. 2.700% 9/15/19 950 977

 

 

NextEra Energy Capital Holdings Inc. 4.500% 6/1/21 860 947
NextEra Energy Capital Holdings Inc. 3.625% 6/15/23 1,975 2,096
Northern States Power Co. 5.250% 3/1/18 3,000 3,171
Northern States Power Co. 2.200% 8/15/20 1,700 1,739
Northern States Power Co. 2.600% 5/15/23 1,280 1,315
Northern States Power Co. 5.250% 7/15/35 100 126
Northern States Power Co. 6.250% 6/1/36 840 1,171
Northern States Power Co. 6.200% 7/1/37 1,595 2,238
Northern States Power Co. 5.350% 11/1/39 3,245 4,196
Northern States Power Co. 4.850% 8/15/40 950 1,160
Northern States Power Co. 3.400% 8/15/42 525 532
Northern States Power Co. 4.125% 5/15/44 5,850 6,607
Northern States Power Co. 4.000% 8/15/45 1,150 1,281
Northern States Power Co. 3.600% 5/15/46 5,000 5,225
NorthWestern Corp. 6.340% 4/1/19 3,000 3,328
NorthWestern Corp. 4.176% 11/15/44 2,400 2,635
NSTAR Electric Co. 5.625% 11/15/17 4,360 4,559
NSTAR Electric Co. 2.375% 10/15/22 1,700 1,736
NSTAR Electric Co. 3.250% 11/15/25 3,700 3,950
NSTAR Electric Co. 2.700% 6/1/26 8,250 8,428
NSTAR Electric Co. 5.500% 3/15/40 3,655 4,728
Oglethorpe Power Corp. 5.950% 11/1/39 350 442
Oglethorpe Power Corp. 5.375% 11/1/40 5,145 6,206
Oglethorpe Power Corp. 4.200% 12/1/42 2,350 2,461
Oglethorpe Power Corp. 4.250% 4/1/46 600 639
Ohio Edison Co. 6.875% 7/15/36 3,900 5,185
Ohio Edison Co. 8.250% 10/15/38 2,754 4,137
Ohio Power Co. 5.375% 10/1/21 3,775 4,334
Ohio Power Co. 5.850% 10/1/35 1,525 1,889
Oklahoma Gas & Electric Co. 5.850% 6/1/40 1,200 1,589
Oklahoma Gas & Electric Co. 5.250% 5/15/41 1,250 1,552
Oklahoma Gas & Electric Co. 3.900% 5/1/43 1,825 1,915
Oklahoma Gas & Electric Co. 4.000% 12/15/44 3,225 3,471
Oncor Electric Delivery Co. LLC 2.150% 6/1/19 2,125 2,150
Oncor Electric Delivery Co. LLC 4.100% 6/1/22 3,415 3,775
Oncor Electric Delivery Co. LLC 7.000% 5/1/32 6,895 9,661
Oncor Electric Delivery Co. LLC 7.250% 1/15/33 150 218
Oncor Electric Delivery Co. LLC 7.500% 9/1/38 2,800 4,360
Oncor Electric Delivery Co. LLC 4.550% 12/1/41 7,590 8,875
Oncor Electric Delivery Co. LLC 5.300% 6/1/42 2,300 2,934
Pacific Gas & Electric Co. 5.625% 11/30/17 9,726 10,213
Pacific Gas & Electric Co. 8.250% 10/15/18 3,455 3,918
Pacific Gas & Electric Co. 3.500% 10/1/20 3,590 3,846
Pacific Gas & Electric Co. 4.250% 5/15/21 4,400 4,847
Pacific Gas & Electric Co. 3.250% 9/15/21 9,226 9,796
Pacific Gas & Electric Co. 2.450% 8/15/22 6,397 6,564
Pacific Gas & Electric Co. 3.250% 6/15/23 3,175 3,376
Pacific Gas & Electric Co. 3.850% 11/15/23 1,200 1,322
Pacific Gas & Electric Co. 3.400% 8/15/24 3,225 3,462
Pacific Gas & Electric Co. 3.500% 6/15/25 2,850 3,090
Pacific Gas & Electric Co. 6.050% 3/1/34 12,774 17,054
Pacific Gas & Electric Co. 5.800% 3/1/37 9,005 11,853
Pacific Gas & Electric Co. 6.350% 2/15/38 4,000 5,491
Pacific Gas & Electric Co. 6.250% 3/1/39 973 1,336
Pacific Gas & Electric Co. 4.450% 4/15/42 13,052 14,802
Pacific Gas & Electric Co. 4.600% 6/15/43 3,776 4,371
Pacific Gas & Electric Co. 5.125% 11/15/43 2,850 3,531

 

 

Pacific Gas & Electric Co. 4.750% 2/15/44 3,080 3,682
Pacific Gas & Electric Co. 4.300% 3/15/45 1,100 1,234
Pacific Gas & Electric Co. 4.250% 3/15/46 6,200 6,978
PacifiCorp 5.650% 7/15/18 3,000 3,231
PacifiCorp 5.500% 1/15/19 4,000 4,362
PacifiCorp 2.950% 2/1/22 3,250 3,426
PacifiCorp 3.600% 4/1/24 4,350 4,741
PacifiCorp 3.350% 7/1/25 1,448 1,560
PacifiCorp 7.700% 11/15/31 985 1,515
PacifiCorp 5.250% 6/15/35 2,875 3,544
PacifiCorp 5.750% 4/1/37 10,850 14,231
PacifiCorp 6.250% 10/15/37 900 1,250
PacifiCorp 6.350% 7/15/38 1,150 1,616
PacifiCorp 6.000% 1/15/39 100 137
PacifiCorp 4.100% 2/1/42 2,800 3,076
PECO Energy Co. 2.375% 9/15/22 875 888
PECO Energy Co. 5.950% 10/1/36 4,275 5,634
Pennsylvania Electric Co. 6.150% 10/1/38 2,075 2,416
PG&E Corp. 2.400% 3/1/19 2,425 2,463
Potomac Electric Power Co. 3.600% 3/15/24 200 217
Potomac Electric Power Co. 6.500% 11/15/37 4,043 5,737
Potomac Electric Power Co. 7.900% 12/15/38 400 636
PPL Capital Funding Inc. 1.900% 6/1/18 3,120 3,135
PPL Capital Funding Inc. 3.500% 12/1/22 490 520
PPL Capital Funding Inc. 3.400% 6/1/23 10,400 10,913
PPL Capital Funding Inc. 3.950% 3/15/24 275 297
PPL Capital Funding Inc. 3.100% 5/15/26 5,000 5,088
PPL Capital Funding Inc. 4.700% 6/1/43 4,050 4,401
PPL Capital Funding Inc. 5.000% 3/15/44 2,000 2,259
PPL Electric Utilities Corp. 3.000% 9/15/21 3,065 3,245
PPL Electric Utilities Corp. 6.250% 5/15/39 800 1,115
PPL Electric Utilities Corp. 5.200% 7/15/41 1,250 1,571
PPL Electric Utilities Corp. 4.750% 7/15/43 3,885 4,657
PPL Electric Utilities Corp. 4.125% 6/15/44 1,700 1,878
Progress Energy Inc. 4.875% 12/1/19 150 164
Progress Energy Inc. 4.400% 1/15/21 7,667 8,370
Progress Energy Inc. 3.150% 4/1/22 5,800 6,070
Progress Energy Inc. 7.000% 10/30/31 2,300 3,092
Progress Energy Inc. 6.000% 12/1/39 2,365 3,021
PSEG Power LLC 5.125% 4/15/20 415 455
PSEG Power LLC 3.000% 6/15/21 1,675 1,724
PSEG Power LLC 4.150% 9/15/21 1,275 1,364
PSEG Power LLC 8.625% 4/15/31 2,325 3,035
Public Service Co. of Colorado 5.800% 8/1/18 425 459
Public Service Co. of Colorado 5.125% 6/1/19 3,725 4,100
Public Service Co. of Colorado 3.200% 11/15/20 6,025 6,376
Public Service Co. of Colorado 2.900% 5/15/25 4,000 4,174
Public Service Co. of Colorado 4.750% 8/15/41 1,500 1,799
Public Service Co. of Colorado 3.600% 9/15/42 800 825
Public Service Co. of Colorado 4.300% 3/15/44 4,450 5,075
Public Service Co. of New Hampshire 3.500% 11/1/23 875 944
Public Service Co. of New Mexico 7.950% 5/15/18 500 549
Public Service Co. of New Mexico 3.850% 8/1/25 1,250 1,330
Public Service Co. of Oklahoma 5.150% 12/1/19 650 714
Public Service Co. of Oklahoma 4.400% 2/1/21 2,585 2,827
Public Service Co. of Oklahoma 6.625% 11/15/37 1,550 2,060
Public Service Electric & Gas Co. 2.300% 9/15/18 9,000 9,197

 

 

Public Service Electric & Gas Co. 1.800% 6/1/19 3,500 3,550
Public Service Electric & Gas Co. 3.500% 8/15/20 625 668
Public Service Electric & Gas Co. 1.900% 3/15/21 6,575 6,683
Public Service Electric & Gas Co. 2.375% 5/15/23 3,100 3,168
Public Service Electric & Gas Co. 3.000% 5/15/25 1,100 1,165
Public Service Electric & Gas Co. 2.250% 9/15/26 925 923
Public Service Electric & Gas Co. 5.800% 5/1/37 875 1,172
Public Service Electric & Gas Co. 5.375% 11/1/39 4,189 5,395
Public Service Electric & Gas Co. 3.950% 5/1/42 3,800 4,190
Public Service Electric & Gas Co. 3.650% 9/1/42 575 607
Public Service Electric & Gas Co. 4.000% 6/1/44 1,500 1,669
Public Service Electric & Gas Co. 4.050% 5/1/45 100 113
Public Service Electric & Gas Co. 4.150% 11/1/45 5,300 6,053
Public Service Electric & Gas Co. 3.800% 3/1/46 14,050 15,354
Puget Energy Inc. 6.500% 12/15/20 4,050 4,701
Puget Energy Inc. 6.000% 9/1/21 4,325 5,008
Puget Energy Inc. 5.625% 7/15/22 2,425 2,787
Puget Energy Inc. 3.650% 5/15/25 4,150 4,322
Puget Sound Energy Inc. 5.483% 6/1/35 3,650 4,584
Puget Sound Energy Inc. 6.724% 6/15/36 200 284
Puget Sound Energy Inc. 6.274% 3/15/37 1,825 2,495
Puget Sound Energy Inc. 5.757% 10/1/39 1,400 1,851
Puget Sound Energy Inc. 5.795% 3/15/40 1,610 2,167
Puget Sound Energy Inc. 5.764% 7/15/40 600 798
Puget Sound Energy Inc. 4.434% 11/15/41 4,800 5,494
Puget Sound Energy Inc. 4.300% 5/20/45 6,025 6,941
San Diego Gas & Electric Co. 3.000% 8/15/21 1,350 1,431
San Diego Gas & Electric Co. 6.000% 6/1/26 4,000 5,207
San Diego Gas & Electric Co. 5.350% 5/15/35 250 316
San Diego Gas & Electric Co. 6.125% 9/15/37 1,000 1,389
San Diego Gas & Electric Co. 5.350% 5/15/40 2,000 2,573
San Diego Gas & Electric Co. 4.500% 8/15/40 3,870 4,528
San Diego Gas & Electric Co. 3.950% 11/15/41 400 436
San Diego Gas & Electric Co. 4.300% 4/1/42 1,500 1,724
SCANA Corp. 6.250% 4/1/20 1,455 1,618
SCANA Corp. 4.750% 5/15/21 1,295 1,395
Sierra Pacific Power Co. 3.375% 8/15/23 1,450 1,552
7 Sierra Pacific Power Co. 2.600% 5/1/26 6,855 6,949
Sierra Pacific Power Co. 6.750% 7/1/37 1,450 2,045
South Carolina Electric & Gas Co. 5.250% 11/1/18 1,500 1,616
South Carolina Electric & Gas Co. 6.500% 11/1/18 2,750 3,041
South Carolina Electric & Gas Co. 6.625% 2/1/32 2,525 3,390
South Carolina Electric & Gas Co. 6.050% 1/15/38 1,550 2,050
South Carolina Electric & Gas Co. 5.450% 2/1/41 525 663
South Carolina Electric & Gas Co. 4.600% 6/15/43 2,300 2,620
South Carolina Electric & Gas Co. 4.100% 6/15/46 750 802
South Carolina Electric & Gas Co. 4.500% 6/1/64 9,965 10,537
South Carolina Electric & Gas Co. 5.100% 6/1/65 2,675 3,148
Southern California Edison Co. 3.875% 6/1/21 3,789 4,150
4 Southern California Edison Co. 1.845% 2/1/22 2,750 2,759
Southern California Edison Co. 2.400% 2/1/22 2,700 2,780
Southern California Edison Co. 3.500% 10/1/23 10,600 11,569
Southern California Edison Co. 6.650% 4/1/29 450 603
Southern California Edison Co. 6.000% 1/15/34 750 1,000
Southern California Edison Co. 5.750% 4/1/35 800 1,049
Southern California Edison Co. 5.350% 7/15/35 4,185 5,251
Southern California Edison Co. 5.550% 1/15/36 500 645

 

 

Southern California Edison Co. 5.625% 2/1/36 1,875 2,419
Southern California Edison Co. 5.950% 2/1/38 2,775 3,771
Southern California Edison Co. 6.050% 3/15/39 1,460 2,022
Southern California Edison Co. 4.500% 9/1/40 6,807 7,941
Southern California Edison Co. 3.900% 12/1/41 1,075 1,162
Southern California Edison Co. 4.050% 3/15/42 6,450 7,138
Southern California Edison Co. 3.900% 3/15/43 725 789
Southern California Edison Co. 4.650% 10/1/43 2,975 3,623
Southern California Edison Co. 3.600% 2/1/45 2,200 2,305
Southern Co. 1.550% 7/1/18 3,750 3,767
Southern Co. 1.850% 7/1/19 2,700 2,720
Southern Co. 2.150% 9/1/19 1,650 1,669
Southern Co. 2.750% 6/15/20 2,400 2,476
Southern Co. 2.350% 7/1/21 5,400 5,489
Southern Co. 2.950% 7/1/23 4,450 4,596
Southern Co. 3.250% 7/1/26 10,330 10,681
Southern Co. 4.250% 7/1/36 7,800 8,297
Southern Co. 4.400% 7/1/46 9,325 10,125
Southern Power Co. 1.850% 12/1/17 1,350 1,359
Southern Power Co. 2.375% 6/1/20 500 510
Southern Power Co. 4.150% 12/1/25 2,000 2,155
Southern Power Co. 5.150% 9/15/41 6,290 6,830
Southern Power Co. 5.250% 7/15/43 5,275 5,783
Southwestern Electric Power Co. 5.875% 3/1/18 75 79
Southwestern Electric Power Co. 6.450% 1/15/19 4,763 5,244
Southwestern Electric Power Co. 3.550% 2/15/22 4,200 4,480
Southwestern Electric Power Co. 2.750% 10/1/26 5,300 5,273
Southwestern Electric Power Co. 3.900% 4/1/45 3,231 3,232
Southwestern Public Service Co. 4.500% 8/15/41 2,079 2,423
Southwestern Public Service Co. 3.400% 8/15/46 14,025 13,975
System Energy Resources Inc. 4.100% 4/1/23 1,500 1,602
Tampa Electric Co. 6.100% 5/15/18 2,175 2,322
Tampa Electric Co. 5.400% 5/15/21 2,590 2,931
Tampa Electric Co. 2.600% 9/15/22 1,000 1,029
Tampa Electric Co. 6.550% 5/15/36 350 484
Tampa Electric Co. 4.350% 5/15/44 3,500 3,860
Tampa Electric Co. 4.200% 5/15/45 3,400 3,693
TECO Finance Inc. 6.572% 11/1/17 220 232
TECO Finance Inc. 5.150% 3/15/20 4,862 5,350
Toledo Edison Co. 6.150% 5/15/37 4,744 5,899
TransAlta Corp. 4.500% 11/15/22 2,050 2,018
TransAlta Corp. 6.500% 3/15/40 2,400 2,214
7 Tri-State Generation & Transmission Assn        
Inc. 6.000% 6/15/40 800 1,044
Tri-State Generation & Transmission Assn.        
Inc. 3.700% 11/1/24 1,475 1,564
Tri-State Generation & Transmission Assn.        
Inc. 4.700% 11/1/44 1,400 1,562
Tri-State Generation & Transmission Assn.        
Inc. 4.250% 6/1/46 1,300 1,401
Tucson Electric Power Co. 5.150% 11/15/21 1,045 1,169
Tucson Electric Power Co. 3.050% 3/15/25 2,000 2,017
UIL Holdings Corp. 4.625% 10/1/20 4,400 4,717
Union Electric Co. 6.700% 2/1/19 2,032 2,277
Union Electric Co. 3.500% 4/15/24 5,300 5,719
Union Electric Co. 5.300% 8/1/37 2,869 3,584
Union Electric Co. 8.450% 3/15/39 2,200 3,688

 

 

Union Electric Co. 3.900% 9/15/42 175 190
Union Electric Co. 3.650% 4/15/45 1,400 1,464
Virginia Electric & Power Co. 1.200% 1/15/18 3,000 2,999
Virginia Electric & Power Co. 2.950% 1/15/22 2,025 2,134
Virginia Electric & Power Co. 3.450% 9/1/22 10,595 11,431
Virginia Electric & Power Co. 2.750% 3/15/23 6,050 6,283
Virginia Electric & Power Co. 3.100% 5/15/25 1,500 1,587
Virginia Electric & Power Co. 3.150% 1/15/26 1,350 1,425
Virginia Electric & Power Co. 6.000% 1/15/36 2,840 3,763
Virginia Electric & Power Co. 6.000% 5/15/37 4,225 5,640
Virginia Electric & Power Co. 6.350% 11/30/37 2,800 3,892
Virginia Electric & Power Co. 4.000% 1/15/43 15,375 16,553
Virginia Electric & Power Co. 4.650% 8/15/43 225 265
Virginia Electric & Power Co. 4.450% 2/15/44 1,795 2,056
Virginia Electric & Power Co. 4.200% 5/15/45 3,050 3,428
WEC Energy Group Inc. 1.650% 6/15/18 2,150 2,162
WEC Energy Group Inc. 2.450% 6/15/20 2,075 2,122
WEC Energy Group Inc. 3.550% 6/15/25 2,900 3,116
Westar Energy Inc. 3.250% 12/1/25 1,900 2,013
Westar Energy Inc. 2.550% 7/1/26 6,200 6,201
Westar Energy Inc. 4.125% 3/1/42 4,375 4,794
Westar Energy Inc. 4.100% 4/1/43 900 981
Westar Energy Inc. 4.625% 9/1/43 2,900 3,399
Westar Energy Inc. 4.250% 12/1/45 750 839
Western Massachusetts Electric Co. 3.500% 9/15/21 1,050 1,118
Wisconsin Electric Power Co. 4.250% 12/15/19 2,650 2,861
Wisconsin Electric Power Co. 3.100% 6/1/25 400 422
Wisconsin Electric Power Co. 3.650% 12/15/42 400 414
Wisconsin Electric Power Co. 4.250% 6/1/44 600 681
Wisconsin Electric Power Co. 4.300% 12/15/45 1,475 1,702
Wisconsin Power & Light Co. 5.000% 7/15/19 475 517
Wisconsin Power & Light Co. 2.250% 11/15/22 3,850 3,874
Wisconsin Power & Light Co. 6.375% 8/15/37 1,625 2,262
Wisconsin Power & Light Co. 4.100% 10/15/44 1,150 1,266
Wisconsin Public Service Corp. 1.650% 12/4/18 4,500 4,534
Wisconsin Public Service Corp. 3.671% 12/1/42 2,100 2,180
Wisconsin Public Service Corp. 4.752% 11/1/44 2,175 2,633
Xcel Energy Inc. 4.700% 5/15/20 4,120 4,497
Xcel Energy Inc. 2.400% 3/15/21 6,975 7,158
Xcel Energy Inc. 3.300% 6/1/25 11,100 11,709
Xcel Energy Inc. 6.500% 7/1/36 861 1,173
 
Natural Gas (0.2%)        
Atmos Energy Corp. 8.500% 3/15/19 760 884
Atmos Energy Corp. 5.500% 6/15/41 4,050 5,140
Atmos Energy Corp. 4.150% 1/15/43 75 81
Atmos Energy Corp. 4.125% 10/15/44 3,325 3,626
British Transco Finance Inc. 6.625% 6/1/18 3,125 3,378
CenterPoint Energy Resources Corp. 6.000% 5/15/18 2,636 2,800
CenterPoint Energy Resources Corp. 4.500% 1/15/21 7,001 7,582
CenterPoint Energy Resources Corp. 6.625% 11/1/37 2,300 2,815
CenterPoint Energy Resources Corp. 5.850% 1/15/41 1,975 2,390
KeySpan Corp. 8.000% 11/15/30 150 211
NiSource Finance Corp. 6.400% 3/15/18 635 678
NiSource Finance Corp. 6.800% 1/15/19 5,900 6,569
NiSource Finance Corp. 5.450% 9/15/20 800 899
NiSource Finance Corp. 6.125% 3/1/22 11,295 13,485

 

 

NiSource Finance Corp. 6.250% 12/15/40 2,350 3,056
NiSource Finance Corp. 5.950% 6/15/41 5,150 6,454
NiSource Finance Corp. 5.800% 2/1/42 3,375 4,218
NiSource Finance Corp. 4.800% 2/15/44 3,075 3,482
ONE Gas Inc. 2.070% 2/1/19 2,350 2,385
ONE Gas Inc. 4.658% 2/1/44 1,200 1,394
Piedmont Natural Gas Co. Inc. 4.650% 8/1/43 1,225 1,393
Piedmont Natural Gas Co. Inc. 3.640% 11/1/46 4,000 3,985
Sempra Energy 6.150% 6/15/18 2,775 2,994
Sempra Energy 9.800% 2/15/19 1,500 1,781
Sempra Energy 2.400% 3/15/20 3,200 3,272
Sempra Energy 2.850% 11/15/20 3,930 4,068
Sempra Energy 2.875% 10/1/22 2,325 2,403
Sempra Energy 4.050% 12/1/23 11,785 12,912
Sempra Energy 3.750% 11/15/25 8,855 9,529
Sempra Energy 6.000% 10/15/39 6,925 8,863
Southern California Gas Co. 3.200% 6/15/25 560 598
Southern California Gas Co. 2.600% 6/15/26 9,300 9,486
Southern California Gas Co. 5.750% 11/15/35 400 527
Southern California Gas Co. 3.750% 9/15/42 3,325 3,543
Southern California Gas Co. 4.450% 3/15/44 1,450 1,718
Southern Co. Gas Capital Corp. 5.250% 8/15/19 1,600 1,766
Southern Co. Gas Capital Corp. 3.500% 9/15/21 580 621
Southern Co. Gas Capital Corp. 3.250% 6/15/26 500 517
Southern Co. Gas Capital Corp. 5.875% 3/15/41 5,600 6,996
Southern Co. Gas Capital Corp. 4.400% 6/1/43 1,000 1,079
Southern Co. Gas Capital Corp. 3.950% 10/1/46 2,700 2,734
Spire Inc. 4.700% 8/15/44 3,500 3,835
Washington Gas Light Co. 3.796% 9/15/46 3,200 3,333
 
Other Utility (0.0%)        
American Water Capital Corp. 6.085% 10/15/17 8,041 8,428
American Water Capital Corp. 3.400% 3/1/25 1,825 1,966
American Water Capital Corp. 6.593% 10/15/37 6,025 8,710
American Water Capital Corp. 4.300% 9/1/45 625 719
United Utilities plc 5.375% 2/1/19 5,875 6,282
Veolia Environnement SA 6.750% 6/1/38 4,850 6,432
 
        2,379,103
Total Corporate Bonds (Cost $29,181,455)       30,828,895
Sovereign Bonds (U.S. Dollar-Denominated) (5.1%)        
African Development Bank 1.125% 3/15/17 6,050 6,058
African Development Bank 0.875% 5/15/17 7,000 7,000
African Development Bank 0.875% 3/15/18 5,200 5,193
African Development Bank 1.625% 10/2/18 11,500 11,642
African Development Bank 1.000% 5/15/19 11,000 10,969
African Development Bank 1.375% 2/12/20 5,700 5,729
African Development Bank 1.250% 7/26/21 6,650 6,607
African Development Bank 2.375% 9/23/21 13,000 13,568
Agricultural Bank Of China 2.000% 5/21/18 2,200 2,207
Agricultural Bank Of China 2.750% 5/21/20 2,000 2,039
Asian Development Bank 0.750% 1/11/17 16,875 16,878
Asian Development Bank 1.125% 3/15/17 29,875 29,912
Asian Development Bank 5.250% 6/12/17 100 103
Asian Development Bank 0.875% 4/26/18 8,600 8,596
Asian Development Bank 1.125% 6/5/18 19,000 19,033

 

 

Asian Development Bank 5.593% 7/16/18 1,700 1,829
Asian Development Bank 1.750% 9/11/18 1,650 1,675
Asian Development Bank 1.500% 9/28/18 15,000 15,147
Asian Development Bank 0.875% 10/5/18 25,000 24,965
Asian Development Bank 1.875% 10/23/18 5,120 5,215
Asian Development Bank 1.375% 1/15/19 9,500 9,569
Asian Development Bank 1.750% 3/21/19 14,600 14,851
Asian Development Bank 1.875% 4/12/19 12,750 13,017
Asian Development Bank 1.000% 8/16/19 7,250 7,238
Asian Development Bank 1.500% 1/22/20 10,400 10,517
Asian Development Bank 1.375% 3/23/20 2,750 2,767
Asian Development Bank 1.625% 3/16/21 8,300 8,412
Asian Development Bank 1.875% 2/18/22 15,700 16,035
Asian Development Bank 2.000% 1/22/25 10,750 10,950
Asian Development Bank 2.000% 4/24/26 4,700 4,783
7 Bank of England 1.250% 3/14/19 1,700 1,708
Canada 1.125% 3/19/18 20,150 20,220
Canada 1.625% 2/27/19 1,300 1,318
CNOOC Finance 2013 Ltd. 1.750% 5/9/18 2,850 2,850
CNOOC Finance 2013 Ltd. 3.000% 5/9/23 13,900 14,035
CNOOC Finance 2015 Australia Pty Ltd. 2.625% 5/5/20 8,000 8,147
CNOOC Finance 2015 USA LLC 3.500% 5/5/25 22,100 22,631
CNOOC Nexen Finance 2014 ULC 1.625% 4/30/17 22,450 22,529
CNOOC Nexen Finance 2014 ULC 4.250% 4/30/24 14,600 15,840
Corp Andina de Fomento 2.125% 9/27/21 6,000 6,001
Corp. Andina de Fomento 1.500% 8/8/17 8,000 8,010
Corp. Andina de Fomento 2.000% 5/10/19 9,600 9,670
Corp. Andina de Fomento 8.125% 6/4/19 1,850 2,146
Corp. Andina de Fomento 4.375% 6/15/22 21,767 24,107
Council Of Europe Development Bank 1.500% 6/19/17 11,325 11,367
Council Of Europe Development Bank 1.000% 3/7/18 10,450 10,449
Council Of Europe Development Bank 1.125% 5/31/18 4,550 4,561
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 15,710
Council Of Europe Development Bank 1.625% 3/16/21 4,500 4,551
Ecopetrol SA 5.875% 9/18/23 13,750 14,781
Ecopetrol SA 4.125% 1/16/25 25,775 25,002
Ecopetrol SA 5.375% 6/26/26 7,850 8,144
Ecopetrol SA 7.375% 9/18/43 3,950 4,167
Ecopetrol SA 5.875% 5/28/45 9,975 9,177
Emirates Telecommunications Group Co.        
PJSC 3.500% 6/18/24 5,000 5,283
European Bank for Reconstruction &        
Development 1.000% 2/16/17 1,000 1,000
European Bank for Reconstruction &        
Development 0.750% 9/1/17 8,075 8,064
European Bank for Reconstruction &        
Development 1.000% 9/17/18 2,050 2,052
European Bank for Reconstruction &        
Development 1.625% 11/15/18 4,675 4,733
European Bank for Reconstruction &        
Development 1.750% 6/14/19 21,525 21,895
European Bank for Reconstruction &        
Development 0.875% 7/22/19 7,500 7,451
European Bank for Reconstruction &        
Development 1.750% 11/26/19 2,700 2,751

 

 

European Bank for Reconstruction &        
Development 1.500% 3/16/20 10,750 10,844
European Bank for Reconstruction &        
Development 1.875% 2/23/22 14,500 14,775
European Investment Bank 5.125% 5/30/17 1,475 1,515
European Investment Bank 1.625% 6/15/17 20,000 20,099
European Investment Bank 1.000% 8/17/17 17,000 17,021
European Investment Bank 1.125% 9/15/17 14,425 14,460
European Investment Bank 1.000% 12/15/17 13,850 13,867
European Investment Bank 1.000% 3/15/18 20,575 20,600
European Investment Bank 1.250% 5/15/18 15,750 15,808
European Investment Bank 1.000% 6/15/18 48,100 48,091
European Investment Bank 1.125% 8/15/18 33,300 33,327
European Investment Bank 1.625% 12/18/18 34,225 34,645
European Investment Bank 1.875% 3/15/19 46,000 46,857
European Investment Bank 1.750% 6/17/19 62,470 63,480
European Investment Bank 1.125% 8/15/19 10,000 9,984
European Investment Bank 1.625% 3/16/20 32,400 32,841
European Investment Bank 1.375% 6/15/20 21,200 21,249
European Investment Bank 2.875% 9/15/20 16,125 17,091
European Investment Bank 1.625% 12/15/20 21,500 21,766
European Investment Bank 4.000% 2/16/21 11,575 12,860
European Investment Bank 2.000% 3/15/21 37,000 38,016
European Investment Bank 2.500% 4/15/21 22,125 23,198
European Investment Bank 1.375% 9/15/21 2,000 2,003
European Investment Bank 2.125% 10/15/21 7,600 7,855
European Investment Bank 2.250% 8/15/22 21,100 21,916
European Investment Bank 3.250% 1/29/24 12,100 13,431
European Investment Bank 1.875% 2/10/25 9,400 9,449
European Investment Bank 2.125% 4/13/26 30,000 30,723
Export Development Canada 1.250% 10/26/16 2,070 2,071
Export Development Canada 0.625% 12/15/16 1,675 1,676
8 Export Development Canada 1.000% 5/15/17 7,425 7,434
Export Development Canada 0.750% 12/15/17 9,025 9,010
Export Development Canada 1.500% 10/3/18 15,125 15,280
Export Development Canada 1.250% 2/4/19 8,000 8,061
8 Export Development Canada 1.625% 12/3/19 3,600 3,654
Export Development Canada 1.500% 5/26/21 16,000 16,136
Export-Import Bank of Korea 3.750% 10/20/16 5,375 5,380
Export-Import Bank of Korea 1.750% 2/27/18 4,150 4,169
Export-Import Bank of Korea 2.875% 9/17/18 7,300 7,501
Export-Import Bank of Korea 1.750% 5/26/19 5,100 5,134
Export-Import Bank of Korea 2.375% 8/12/19 5,000 5,117
Export-Import Bank of Korea 5.125% 6/29/20 5,300 5,943
Export-Import Bank of Korea 4.000% 1/29/21 2,400 2,616
Export-Import Bank of Korea 2.500% 5/10/21 6,000 6,179
Export-Import Bank of Korea 4.375% 9/15/21 4,000 4,481
Export-Import Bank of Korea 5.000% 4/11/22 3,300 3,845
Export-Import Bank of Korea 4.000% 1/14/24 17,500 19,609
Export-Import Bank of Korea 2.875% 1/21/25 3,000 3,144
Export-Import Bank of Korea 3.250% 11/10/25 6,200 6,703
Export-Import Bank of Korea 2.625% 5/26/26 6,000 6,132
FMS Wertmanagement AoeR 1.125% 9/5/17 5,700 5,710
FMS Wertmanagement AoeR 1.000% 11/21/17 4,150 4,152
FMS Wertmanagement AoeR 1.250% 7/30/18 13,000 13,037
FMS Wertmanagement AoeR 1.625% 11/20/18 11,000 11,128
FMS Wertmanagement AoeR 1.000% 8/16/19 11,700 11,644

 

 

FMS Wertmanagement AoeR 1.750% 3/17/20 6,000 6,095
Hydro-Quebec 1.375% 6/19/17 16,400 16,459
Hydro-Quebec 8.400% 1/15/22 3,040 3,972
Hydro-Quebec 8.050% 7/7/24 1,150 1,596
Industrial & Commercial Bank of China Ltd. 2.351% 11/13/17 4,200 4,229
Industrial & Commercial Bank of China Ltd. 3.231% 11/13/19 5,850 6,075
Industrial & Commercial Bank of China Ltd. 2.635% 5/26/21 4,950 5,025
Inter-American Development Bank 1.125% 3/15/17 100 100
Inter-American Development Bank 1.000% 7/14/17 38,350 38,396
Inter-American Development Bank 2.375% 8/15/17 5,100 5,164
Inter-American Development Bank 0.875% 3/15/18 9,925 9,925
Inter-American Development Bank 1.750% 8/24/18 7,620 7,734
Inter-American Development Bank 1.125% 8/28/18 21,000 21,077
Inter-American Development Bank 1.000% 5/13/19 14,500 14,478
Inter-American Development Bank 1.125% 9/12/19 24,800 24,831
Inter-American Development Bank 3.875% 9/17/19 16,750 18,090
Inter-American Development Bank 1.750% 10/15/19 20,200 20,571
Inter-American Development Bank 3.875% 2/14/20 1,800 1,960
Inter-American Development Bank 2.125% 11/9/20 10,400 10,749
Inter-American Development Bank 1.875% 3/15/21 16,000 16,381
Inter-American Development Bank 1.750% 4/14/22 25,600 25,956
Inter-American Development Bank 3.000% 10/4/23 2,350 2,567
Inter-American Development Bank 3.000% 2/21/24 13,000 14,207
Inter-American Development Bank 2.125% 1/15/25 14,000 14,405
Inter-American Development Bank 7.000% 6/15/25 1,125 1,524
Inter-American Development Bank 2.000% 6/2/26 30,625 31,171
Inter-American Development Bank 3.200% 8/7/42 2,000 2,178
Inter-American Development Bank 4.375% 1/24/44 5,200 6,885
International Bank for Reconstruction &        
Development 0.750% 12/15/16 10,625 10,625
International Bank for Reconstruction &        
Development 0.875% 4/17/17 34,575 34,575
International Bank for Reconstruction &        
Development 1.125% 7/18/17 19,200 19,248
International Bank for Reconstruction &        
Development 1.000% 11/15/17 10,000 10,013
International Bank for Reconstruction &        
Development 1.375% 4/10/18 36,200 36,471
International Bank for Reconstruction &        
Development 1.000% 6/15/18 24,400 24,430
International Bank for Reconstruction &        
Development 0.875% 7/19/18 30,000 29,963
International Bank for Reconstruction &        
Development 1.000% 10/5/18 9,000 9,011
International Bank for Reconstruction &        
Development 1.875% 3/15/19 42,875 43,727
International Bank for Reconstruction &        
Development 1.250% 7/26/19 17,000 17,103
International Bank for Reconstruction &        
Development 0.875% 8/15/19 40,000 39,770
International Bank for Reconstruction &        
Development 1.875% 10/7/19 5,100 5,213
International Bank for Reconstruction &        
Development 1.375% 3/30/20 24,000 24,150
International Bank for Reconstruction &        
Development 2.125% 11/1/20 20,400 21,114

 

 

  International Bank for Reconstruction &        
  Development 1.625% 3/9/21 26,000 26,329
  International Bank for Reconstruction &        
  Development 1.375% 5/24/21 34,000 34,084
  International Bank for Reconstruction &        
  Development 2.250% 6/24/21 10,250 10,670
  International Bank for Reconstruction &        
  Development 1.375% 9/20/21 36,000 36,130
  International Bank for Reconstruction &        
  Development 1.625% 2/10/22 33,425 33,766
  International Bank for Reconstruction &        
  Development 7.625% 1/19/23 950 1,295
  International Bank for Reconstruction &        
  Development 2.500% 11/25/24 34,500 36,568
  International Bank for Reconstruction &        
  Development 8.875% 3/1/26 450 709
  International Finance Corp. 1.125% 11/23/16 14,750 14,762
  International Finance Corp. 1.000% 4/24/17 5,650 5,651
  International Finance Corp. 2.125% 11/17/17 25,300 25,570
  International Finance Corp. 0.625% 12/21/17 6,850 6,806
  International Finance Corp. 1.250% 7/16/18 15,400 15,430
  International Finance Corp. 1.750% 9/4/18 6,400 6,470
  International Finance Corp. 1.750% 9/16/19 10,500 10,676
  International Finance Corp. 2.125% 4/7/26 25,300 26,067
9 Japan Bank for International Cooperation 1.125% 7/19/17 19,750 19,739
9 Japan Bank for International Cooperation 1.750% 7/31/18 10,625 10,703
9 Japan Bank for International Cooperation 1.750% 11/13/18 19,900 20,019
9 Japan Bank for International Cooperation 2.125% 2/7/19 5,000 5,080
9 Japan Bank for International Cooperation 1.750% 5/28/20 4,750 4,772
9 Japan Bank for International Cooperation 1.875% 4/20/21 6,600 6,581
9 Japan Bank for International Cooperation 1.500% 7/21/21 12,000 11,889
9 Japan Bank for International Cooperation 3.375% 7/31/23 2,400 2,631
9 Japan Bank for International Cooperation 3.000% 5/29/24 17,000 18,279
9 Japan Bank for International Cooperation 2.125% 2/10/25 14,500 14,475
9 Japan Bank for International Cooperation 2.500% 5/28/25 3,900 4,061
9 Japan Bank for International Cooperation 2.375% 4/20/26 1,600 1,651
9 Japan Finance Organization for Municipalities 5.000% 5/16/17 2,100 2,147
9 Japan Finance Organization for Municipalities 4.000% 1/13/21 5,625 6,122
10 KFW 0.875% 9/5/17 14,200 14,200
10 KFW 0.875% 12/15/17 8,000 7,997
10 KFW 1.000% 1/26/18 2,000 2,002
10 KFW 4.375% 3/15/18 18,100 18,994
10 KFW 0.875% 4/19/18 38,000 37,956
10 KFW 1.000% 6/11/18 26,350 26,363
10 KFW 4.500% 7/16/18 6,225 6,610
10 KFW 1.125% 8/6/18 11,600 11,622
10 KFW 1.000% 9/7/18 45,000 44,974
10 KFW 1.125% 11/16/18 35,000 35,069
10 KFW 1.500% 2/6/19 51,500 51,985
10 KFW 1.875% 4/1/19 48,590 49,512
10 KFW 4.875% 6/17/19 10,075 11,075
10 KFW 1.000% 7/15/19 35,000 34,861
10 KFW 1.750% 10/15/19 23,650 24,056
10 KFW 4.000% 1/27/20 5,400 5,880
10 KFW 1.500% 4/20/20 27,500 27,746
10 KFW 2.750% 9/8/20 14,250 15,015
10 KFW 2.750% 10/1/20 13,200 13,925

 

 

10 KFW 1.500% 6/15/21 60,000 60,214
10 KFW 2.375% 8/25/21 19,590 20,441
10 KFW 2.625% 1/25/22 14,200 15,021
10 KFW 2.000% 10/4/22 24,875 25,518
10 KFW 2.125% 1/17/23 23,500 24,210
10 KFW 2.500% 11/20/24 39,500 41,710
10 KFW 2.000% 5/2/25 31,350 31,876
10 KFW 0.000% 4/18/36 7,000 4,227
  Korea Development Bank 3.875% 5/4/17 2,500 2,537
  Korea Development Bank 2.250% 8/7/17 1,475 1,487
  Korea Development Bank 3.500% 8/22/17 3,450 3,515
  Korea Development Bank 2.500% 1/13/21 5,000 5,143
  Korea Development Bank 4.625% 11/16/21 9,250 10,506
  Korea Development Bank 3.000% 9/14/22 18,750 19,946
  Korea Development Bank 3.750% 1/22/24 9,600 10,613
  Korea Development Bank 3.000% 1/13/26 1,500 1,593
10 Landwirtschaftliche Rentenbank 0.875% 9/12/17 2,225 2,225
10 Landwirtschaftliche Rentenbank 2.375% 9/13/17 3,900 3,953
10 Landwirtschaftliche Rentenbank 1.000% 4/4/18 11,400 11,414
10 Landwirtschaftliche Rentenbank 1.875% 9/17/18 5,600 5,698
10 Landwirtschaftliche Rentenbank 1.375% 10/23/19 2,900 2,921
10 Landwirtschaftliche Rentenbank 2.250% 10/1/21 16,700 17,348
10 Landwirtschaftliche Rentenbank 2.000% 1/13/25 16,300 16,615
10 Landwirtschaftliche Rentenbank 2.375% 6/10/25 14,575 15,284
10 Landwirtschaftliche Rentenbank 1.750% 7/27/26 8,925 8,887
  Nexen Energy ULC 7.875% 3/15/32 325 468
  Nexen Energy ULC 5.875% 3/10/35 690 852
  Nexen Energy ULC 6.400% 5/15/37 13,400 17,663
  Nexen Energy ULC 7.500% 7/30/39 3,400 5,024
  Nordic Investment Bank 5.000% 2/1/17 550 557
  Nordic Investment Bank 1.000% 3/7/17 2,250 2,250
  Nordic Investment Bank 0.750% 1/17/18 14,450 14,430
  Nordic Investment Bank 1.125% 3/19/18 9,250 9,273
  Nordic Investment Bank 0.875% 9/27/18 4,500 4,501
  Nordic Investment Bank 1.875% 6/14/19 8,300 8,474
  Nordic Investment Bank 1.250% 8/2/21 5,000 4,972
  North American Development Bank 2.300% 10/10/18 2,087 2,131
  North American Development Bank 4.375% 2/11/20 975 1,055
  North American Development Bank 2.400% 10/26/22 3,300 3,345
11 Oesterreichische Kontrollbank AG 5.000% 4/25/17 4,925 5,036
11 Oesterreichische Kontrollbank AG 1.625% 3/12/19 3,500 3,543
11 Oesterreichische Kontrollbank AG 1.125% 4/26/19 10,200 10,199
11 Oesterreichische Kontrollbank AG 1.375% 2/10/20 5,675 5,696
11 Oesterreichische Kontrollbank AG 1.500% 10/21/20 30,000 30,152
11 Oesterreichische Kontrollbank AG 1.875% 1/20/21 10,900 11,133
11 Oesterreichische Kontrollbank AG 2.375% 10/1/21 5,000 5,219
4 Oriental Republic of Uruguay 8.000% 11/18/22 3,900 5,047
4 Oriental Republic of Uruguay 4.500% 8/14/24 16,725 18,477
4 Oriental Republic of Uruguay 4.375% 10/27/27 7,850 8,458
4 Oriental Republic of Uruguay 7.625% 3/21/36 4,725 6,686
4 Oriental Republic of Uruguay 4.125% 11/20/45 6,579 6,134
4 Oriental Republic of Uruguay 5.100% 6/18/50 24,025 24,866
  Petroleos Mexicanos 5.750% 3/1/18 41,075 42,985
7 Petroleos Mexicanos 5.500% 2/4/19 5,000 5,278
  Petroleos Mexicanos 8.000% 5/3/19 8,675 9,741
  Petroleos Mexicanos 6.000% 3/5/20 3,000 3,260
  Petroleos Mexicanos 3.500% 7/23/20 4,200 4,237

 

 

  Petroleos Mexicanos 5.500% 1/21/21 16,445 17,495
  Petroleos Mexicanos 6.375% 2/4/21 19,000 20,674
7 Petroleos Mexicanos 6.375% 2/4/21 28,613 31,134
  Petroleos Mexicanos 4.875% 1/24/22 14,468 14,782
  Petroleos Mexicanos 3.500% 1/30/23 8,550 8,081
7 Petroleos Mexicanos 4.625% 9/21/23 8,200 8,237
4 Petroleos Mexicanos 2.290% 2/15/24 1,125 1,147
  Petroleos Mexicanos 2.378% 4/15/25 1,710 1,746
  Petroleos Mexicanos 4.500% 1/23/26 3,850 3,748
  Petroleos Mexicanos 6.875% 8/4/26 2,500 2,811
7 Petroleos Mexicanos 6.875% 8/4/26 16,427 18,471
  Petroleos Mexicanos 6.625% 6/15/35 14,600 14,860
  Petroleos Mexicanos 6.625% 6/15/38 3,025 3,023
  Petroleos Mexicanos 6.500% 6/2/41 17,725 17,239
  Petroleos Mexicanos 5.500% 6/27/44 27,000 23,406
  Petroleos Mexicanos 6.375% 1/23/45 14,870 14,280
  Petroleos Mexicanos 5.625% 1/23/46 34,204 29,947
7 Petroleos Mexicanos 6.750% 9/21/47 5,500 5,487
12 Power Sector Assets & Liabilities        
  Management Corp. 9.625% 5/15/28 1,255 2,005
  Province of British Columbia 1.200% 4/25/17 9,100 9,117
  Province of British Columbia 2.650% 9/22/21 14,150 14,967
  Province of British Columbia 2.000% 10/23/22 9,800 9,996
  Province of British Columbia 2.250% 6/2/26 1,100 1,123
  Province of British Columbia 7.250% 9/1/36 1,671 2,751
  Province of Manitoba 4.900% 12/6/16 5,865 5,907
  Province of Manitoba 1.300% 4/3/17 4,050 4,059
  Province of Manitoba 1.125% 6/1/18 700 702
  Province of Manitoba 2.100% 9/6/22 3,000 3,081
  Province of Manitoba 3.050% 5/14/24 19,500 21,028
  Province of Manitoba 2.125% 6/22/26 3,500 3,511
  Province of New Brunswick 2.750% 6/15/18 7,375 7,585
  Province of Nova Scotia 9.125% 5/1/21 1,280 1,647
  Province of Ontario 1.100% 10/25/17 10,350 10,369
  Province of Ontario 3.150% 12/15/17 5,525 5,671
  Province of Ontario 1.200% 2/14/18 5,600 5,610
  Province of Ontario 3.000% 7/16/18 2,550 2,632
  Province of Ontario 2.000% 9/27/18 12,500 12,695
  Province of Ontario 1.625% 1/18/19 13,000 13,112
  Province of Ontario 2.000% 1/30/19 30,000 30,505
  Province of Ontario 1.250% 6/17/19 10,000 9,995
  Province of Ontario 1.650% 9/27/19 11,000 11,105
  Province of Ontario 4.000% 10/7/19 3,550 3,827
  Province of Ontario 4.400% 4/14/20 13,100 14,423
  Province of Ontario 1.875% 5/21/20 7,400 7,513
  Province of Ontario 2.500% 9/10/21 16,000 16,687
  Province of Ontario 2.450% 6/29/22 1,525 1,585
  Province of Ontario 3.200% 5/16/24 10,000 10,846
  Province of Ontario 2.500% 4/27/26 8,000 8,270
  Quebec 4.625% 5/14/18 9,050 9,559
  Quebec 3.500% 7/29/20 8,670 9,324
  Quebec 2.750% 8/25/21 13,475 14,207
  Quebec 2.625% 2/13/23 34,919 36,498
  Quebec 7.125% 2/9/24 3,075 4,037
  Quebec 2.875% 10/16/24 9,400 9,959
  Quebec 7.500% 9/15/29 10,342 15,607
  Republic of Chile 2.250% 10/30/22 10,400 10,529

 

 

Republic of Chile 3.125% 1/21/26 28,819 30,476
Republic of Chile 3.625% 10/30/42 3,600 3,837
Republic of Colombia 7.375% 3/18/19 3,010 3,404
Republic of Colombia 11.750% 2/25/20 350 458
Republic of Colombia 4.375% 7/12/21 15,385 16,647
4 Republic of Colombia 2.625% 3/15/23 17,950 17,702
Republic of Colombia 4.000% 2/26/24 38,778 41,299
Republic of Colombia 8.125% 5/21/24 2,800 3,703
4 Republic of Colombia 4.500% 1/28/26 9,080 10,015
Republic of Colombia 7.375% 9/18/37 11,500 15,525
Republic of Colombia 6.125% 1/18/41 13,300 16,184
4 Republic of Colombia 5.625% 2/26/44 5,100 5,935
4 Republic of Colombia 5.000% 6/15/45 27,013 29,343
Republic of Finland 6.950% 2/15/26 1,000 1,374
Republic of Hungary 6.250% 1/29/20 12,075 13,569
Republic of Hungary 6.375% 3/29/21 53,025 61,443
Republic of Hungary 7.625% 3/29/41 4,025 6,309
Republic of Italy 5.375% 6/12/17 10,350 10,609
Republic of Italy 6.875% 9/27/23 17,925 22,425
Republic of Italy 5.375% 6/15/33 13,750 16,698
Republic of Korea 5.125% 12/7/16 2,155 2,171
Republic of Korea 7.125% 4/16/19 19,478 22,303
Republic of Korea 3.875% 9/11/23 5,800 6,606
Republic of Korea 5.625% 11/3/25 575 752
Republic of Panama 5.200% 1/30/20 15,455 17,155
4 Republic of Panama 3.750% 3/16/25 6,300 6,796
Republic of Panama 7.125% 1/29/26 13,500 18,191
Republic of Panama 9.375% 4/1/29 7,000 10,833
4 Republic of Panama 6.700% 1/26/36 18,148 24,863
4 Republic of Panama 4.300% 4/29/53 5,000 5,313
Republic of Peru 8.750% 11/21/33 29,283 47,824
4 Republic of Peru 6.550% 3/14/37 14,900 21,193
Republic of Peru 5.625% 11/18/50 10,000 13,289
Republic of Poland 6.375% 7/15/19 12,860 14,467
Republic of Poland 5.125% 4/21/21 15,650 17,684
Republic of Poland 5.000% 3/23/22 29,085 33,157
Republic of Poland 3.000% 3/17/23 17,800 18,512
Republic of Poland 4.000% 1/22/24 225 249
Republic of Poland 3.250% 4/6/26 11,900 12,599
Republic of South Africa 5.500% 3/9/20 15,365 16,748
Republic of South Africa 5.875% 5/30/22 875 988
Republic of South Africa 4.665% 1/17/24 22,800 24,082
Republic of South Africa 5.875% 9/16/25 9,350 10,577
Republic of South Africa 4.875% 4/14/26 4,550 4,783
Republic of South Africa 4.300% 10/12/28 25,417 25,163
Republic of South Africa 5.375% 7/24/44 10,000 10,838
Republic of South Africa 5.000% 10/12/46 3,000 3,019
Republic of the Philippines 8.375% 6/17/19 5,000 5,906
Republic of the Philippines 4.000% 1/15/21 15,025 16,302
Republic of the Philippines 10.625% 3/16/25 8,525 13,906
Republic of the Philippines 5.500% 3/30/26 9,150 11,540
Republic of the Philippines 9.500% 2/2/30 4,450 7,665
Republic of the Philippines 7.750% 1/14/31 13,000 20,247
Republic of the Philippines 6.375% 1/15/32 9,650 13,631
Republic of the Philippines 6.375% 10/23/34 20,325 29,522
Republic of the Philippines 5.000% 1/13/37 1,950 2,513
Republic of the Philippines 3.950% 1/20/40 8,999 10,281

 

 

Republic of the Philippines 3.700% 3/1/41 6,733 7,432
Republic of Turkey 4.875% 4/16/43 3,480 3,236
State of Israel 5.125% 3/26/19 5,350 5,856
State of Israel 4.000% 6/30/22 8,200 9,091
State of Israel 3.150% 6/30/23 2,400 2,550
State of Israel 2.875% 3/16/26 30,000 31,126
State of Israel 4.500% 1/30/43 7,700 8,761
Statoil ASA 3.125% 8/17/17 5,390 5,477
Statoil ASA 6.700% 1/15/18 1,000 1,064
Statoil ASA 1.200% 1/17/18 1,500 1,498
Statoil ASA 1.950% 11/8/18 3,500 3,534
Statoil ASA 5.250% 4/15/19 3,990 4,361
Statoil ASA 2.250% 11/8/19 7,500 7,644
Statoil ASA 2.900% 11/8/20 3,025 3,165
Statoil ASA 2.750% 11/10/21 10,400 10,858
Statoil ASA 3.150% 1/23/22 3,175 3,358
Statoil ASA 2.450% 1/17/23 17,550 17,849
Statoil ASA 2.650% 1/15/24 9,868 10,113
Statoil ASA 3.700% 3/1/24 12,368 13,507
Statoil ASA 3.250% 11/10/24 5,100 5,430
Statoil ASA 7.250% 9/23/27 1,975 2,771
7 Statoil ASA 6.500% 12/1/28 225 294
Statoil ASA 7.150% 1/15/29 1,165 1,612
Statoil ASA 5.100% 8/17/40 4,000 4,805
Statoil ASA 4.250% 11/23/41 2,300 2,467
Statoil ASA 3.950% 5/15/43 2,400 2,493
Statoil ASA 4.800% 11/8/43 12,295 14,436
Svensk Exportkredit AB 1.750% 5/30/17 3,950 3,970
Svensk Exportkredit AB 1.125% 4/5/18 14,800 14,817
Svensk Exportkredit AB 1.250% 4/12/19 4,900 4,907
Svensk Exportkredit AB 1.875% 6/17/19 11,700 11,890
Svensk Exportkredit AB 1.125% 8/28/19 7,100 7,073
Svensk Exportkredit AB 1.750% 3/10/21 7,500 7,577
United Mexican States 5.950% 3/19/19 7,420 8,249
United Mexican States 5.125% 1/15/20 3,500 3,890
United Mexican States 3.625% 3/15/22 52,781 55,618
United Mexican States 4.000% 10/2/23 35,182 37,642
United Mexican States 3.600% 1/30/25 11,226 11,636
United Mexican States 4.125% 1/21/26 12,000 12,938
United Mexican States 7.500% 4/8/33 2,250 3,195
United Mexican States 6.750% 9/27/34 5,200 6,879
United Mexican States 6.050% 1/11/40 25,852 31,539
United Mexican States 4.750% 3/8/44 46,083 47,898
United Mexican States 5.550% 1/21/45 6,900 8,018
United Mexican States 4.600% 1/23/46 2,701 2,754
United Mexican States 4.350% 1/15/47 12,000 11,785
United Mexican States 5.750% 10/12/10 31,260 33,282
Total Sovereign Bonds (Cost $5,375,897)       5,548,463
Taxable Municipal Bonds (0.9%)        
Alameda County CA Joint Powers Authority        
Lease Revenue 7.046% 12/1/44 2,080 3,062
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.834% 2/15/41 3,575 5,477
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.053% 2/15/43 400 521
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 5.939% 2/15/47 5,845 7,585

 

 

American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 6.270% 2/15/50 1,090 1,427
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 7.499% 2/15/50 750 1,129
American Municipal Power Ohio Inc. Revenue        
(Prairie State Energy Campus Project) 8.084% 2/15/50 2,850 4,724
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.793% 4/1/30 875 1,144
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.918% 4/1/40 1,600 2,366
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.263% 4/1/49 12,633 19,230
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 7.043% 4/1/50 1,325 2,129
Bay Area Toll Authority California Toll Bridge        
Revenue (San Francisco Bay Area) 6.907% 10/1/50 7,090 11,384
California Department of Water Resources        
Power Supply Revenue 2.000% 5/1/22 9,000 9,069
California GO 5.750% 3/1/17 4,000 4,083
California GO 6.200% 3/1/19 1,100 1,232
California GO 6.200% 10/1/19 4,435 5,063
California GO 5.700% 11/1/21 9,655 11,415
California GO 7.500% 4/1/34 12,555 19,108
California GO 7.550% 4/1/39 14,955 23,885
California GO 7.300% 10/1/39 2,400 3,658
California GO 7.350% 11/1/39 11,825 18,113
California GO 7.625% 3/1/40 6,425 10,226
California GO 7.600% 11/1/40 18,185 29,588
Central Puget Sound WA Regional Transit        
Authority Sales & Use Tax Revenue 5.491% 11/1/39 550 745
Chicago IL GO 7.375% 1/1/33 1,550 1,725
Chicago IL GO 7.781% 1/1/35 825 952
Chicago IL Metropolitan Water Reclamation        
District GO 5.720% 12/1/38 3,060 3,934
Chicago IL O'Hare International Airport        
Revenue 6.845% 1/1/38 400 451
Chicago IL O'Hare International Airport        
Revenue 6.395% 1/1/40 1,240 1,795
Chicago IL Transit Authority Sales Tax        
Receipts Revenue 6.200% 12/1/40 1,650 2,067
Chicago IL Transit Authority Transfer Tax        
Receipts Revenue 6.899% 12/1/40 4,755 6,303
Chicago IL Wastewater Transmission        
Revenue 6.900% 1/1/40 2,600 3,449
Chicago IL Water Revenue 6.742% 11/1/40 4,400 5,802
Clark County NV Airport System Revenue 6.881% 7/1/42 550 623
Clark County NV Airport System Revenue 6.820% 7/1/45 3,400 5,291
Colorado Bridge Enterprise Revenue 6.078% 12/1/40 1,300 1,775
Commonwealth Financing Authority        
Pennsylvania Revenue 6.218% 6/1/39 2,350 2,972
Connecticut GO 5.632% 12/1/29 1,110 1,357
Connecticut GO 5.090% 10/1/30 800 933
Connecticut GO 5.850% 3/15/32 9,015 11,591
Connecticut Special Tax Revenue        
(Transportation Infrastructure) 5.459% 11/1/30 100 122
Cook County IL GO 6.229% 11/15/34 1,750 2,186

 

 

  Curators of the University of Missouri System        
  Facilities Revenue 5.960% 11/1/39 1,000 1,376
  Curators of the University of Missouri System        
  Facilities Revenue 5.792% 11/1/41 1,000 1,433
  Dallas County TX Hospital District Revenue 5.621% 8/15/44 850 1,137
  Dallas TX Area Rapid Transit Revenue 4.922% 12/1/41 1,650 2,107
  Dallas TX Area Rapid Transit Revenue 5.999% 12/1/44 1,100 1,596
  Dallas TX Area Rapid Transit Revenue 5.022% 12/1/48 2,825 3,721
  Dallas TX Convention Center Hotel        
  Development Corp. Hotel Revenue 7.088% 1/1/42 5,725 8,188
  Dallas TX Independent School District GO 6.450% 2/15/35 1,500 1,792
  Dartmouth College New Hampshire GO 4.750% 6/1/19 165 181
  Denver CO City & County School District No.        
  1 COP 7.017% 12/15/37 1,050 1,505
  Denver CO City & County School District No.        
  1 GO 5.664% 12/1/33 525 701
  District of Columbia Income Tax Revenue 5.591% 12/1/34 450 590
  District of Columbia Income Tax Revenue 5.582% 12/1/35 650 862
  District of Columbia Water & Sewer Authority        
  Public Utility Revenue 4.814% 10/1/14 8,200 9,619
  East Baton Rouge LA Sewer Commission        
  Revenue 6.087% 2/1/45 975 1,096
  East Bay CA Municipal Utility District Water        
  System Revenue 5.874% 6/1/40 1,415 1,970
  Emory University Georgia GO 5.625% 9/1/19 1,430 1,609
  Energy Northwest Washington Electric        
  Revenue (Columbia Generating Station) 2.197% 7/1/19 2,000 2,043
  Florida Hurricane Catastrophe Fund Finance        
  Corp. Revenue 2.107% 7/1/18 6,650 6,750
  Florida Hurricane Catastrophe Fund Finance        
  Corp. Revenue 2.995% 7/1/20 11,535 12,104
  George Washington University District of        
  Columbia GO 3.485% 9/15/22 2,800 3,015
  George Washington University District of        
  Columbia GO 4.300% 9/15/44 1,400 1,554
  Georgia GO 4.503% 11/1/25 5,300 6,085
  Georgia Municipal Electric Power Authority        
  Revenue 6.637% 4/1/57 6,720 9,126
  Georgia Municipal Electric Power Authority        
  Revenue 6.655% 4/1/57 2,150 2,883
  Georgia Municipal Electric Power Authority        
  Revenue 7.055% 4/1/57 5,100 6,322
  Houston TX GO 6.290% 3/1/32 8,430 10,685
  Houston TX Utility System Revenue 3.828% 5/15/28 2,400 2,690
  Illinois GO 5.365% 3/1/17 3,000 3,048
  Illinois GO 5.665% 3/1/18 4,750 4,985
  Illinois GO 4.950% 6/1/23 2,125 2,236
  Illinois GO 5.100% 6/1/33 43,740 42,092
  Illinois GO 6.630% 2/1/35 5,400 5,800
  Illinois GO 6.725% 4/1/35 3,150 3,407
  Illinois GO 7.350% 7/1/35 5,800 6,542
  Illinois Toll Highway Authority Revenue 6.184% 1/1/34 4,120 5,512
  Illinois Toll Highway Authority Revenue 5.851% 12/1/34 625 835
  Indianapolis IN Local Public Improvement        
  Revenue 6.116% 1/15/40 3,700 5,161
13 Industry CA Sales Tax Revenue 5.125% 1/1/51 1,400 1,549

 

 

  JobsOhio Beverage System Statewide Liquor        
  Profits Revenue 3.985% 1/1/29 3,140 3,543
  JobsOhio Beverage System Statewide Liquor        
  Profits Revenue 4.532% 1/1/35 2,350 2,744
  Kansas Department of Transportation        
  Highway Revenue 4.596% 9/1/35 2,700 3,262
  Kansas Development Finance Authority        
  Revenue 4.727% 4/15/37 1,900 2,113
  Kansas Development Finance Authority        
  Revenue 4.927% 4/15/45 100 114
13 Kansas Development Finance Authority        
  Revenue (Public Employees Retirement        
  System) 5.501% 5/1/34 1,525 1,875
  Kentucky Asset/Liability Commission General        
  Fund Revenue 3.165% 4/1/18 86 87
  Los Angeles CA Community College District        
  GO 6.600% 8/1/42 7,550 11,643
  Los Angeles CA Community College District        
  GO 6.750% 8/1/49 4,250 6,767
  Los Angeles CA Department of Airports        
  International Airport Revenue 6.582% 5/15/39 450 620
  Los Angeles CA Department of Water &        
  Power Revenue 5.716% 7/1/39 1,250 1,664
  Los Angeles CA Department of Water &        
  Power Revenue 6.008% 7/1/39 2,400 3,225
  Los Angeles CA Department of Water &        
  Power Revenue 6.166% 7/1/40 600 691
  Los Angeles CA Department of Water &        
  Power Revenue 6.574% 7/1/45 6,555 10,022
  Los Angeles CA Department of Water &        
  Power Revenue 6.603% 7/1/50 500 782
  Los Angeles CA Unified School District GO 5.755% 7/1/29 4,515 5,805
  Los Angeles CA Unified School District GO 5.750% 7/1/34 6,590 8,779
  Los Angeles CA Unified School District GO 6.758% 7/1/34 1,050 1,524
  Los Angeles County CA Metropolitan        
  Transportation Authority Sales Tax        
  Revenue 5.735% 6/1/39 6,300 8,349
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.488% 8/1/33 2,500 3,516
  Los Angeles County CA Public Works        
  Financing Authority Lease Revenue 7.618% 8/1/40 850 1,314
  Maryland Transportation Authority Facilities        
  Projects Revenue 5.888% 7/1/43 800 1,096
  Massachusetts GO 4.200% 12/1/21 6,070 6,740
  Massachusetts GO 5.456% 12/1/39 5,250 7,155
  Massachusetts School Building Authority        
  Dedicated Sales Tax Revenue 5.715% 8/15/39 2,700 3,722
  Massachusetts Transportation Fund Revenue 5.731% 6/1/40 475 654
  Massachusetts Water Pollution Abatement        
  Trust Revenue 5.192% 8/1/40 2,415 2,957
  Metropolitan Government of Nashville &        
  Davidson County TN Convention Center        
  Authority Tourism Tax Revenue 6.731% 7/1/43 1,500 2,087
  Metropolitan Government of Nashville &        
  Davidson County TN GO 5.707% 7/1/34 1,000 1,284
  Metropolitan Washington DC/VA Airports        
  Authority Dulles Toll Road Revenue 7.462% 10/1/46 4,175 6,466

 

 

  Metropolitan Water District of Southern        
  California Revenue 6.947% 7/1/40 650 770
  Mississippi GO 5.245% 11/1/34 1,350 1,721
  Missouri Highways & Transportation        
  Commission Road Revenue 5.445% 5/1/33 600 766
14 New Jersey Economic Development Authority        
  Revenue (State Pension Funding) 7.425% 2/15/29 9,515 12,009
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 5.754% 12/15/28 7,080 7,926
  New Jersey Transportation Trust Fund        
  Authority Transportation System Revenue 6.561% 12/15/40 2,680 3,216
  New Jersey Turnpike Authority Revenue 7.414% 1/1/40 6,400 10,043
  New Jersey Turnpike Authority Revenue 7.102% 1/1/41 13,526 20,624
  New York City NY GO 6.646% 12/1/31 100 118
  New York City NY GO 6.246% 6/1/35 950 1,097
  New York City NY GO 5.968% 3/1/36 1,390 1,890
  New York City NY GO 5.985% 12/1/36 600 803
  New York City NY GO 5.517% 10/1/37 3,225 4,227
  New York City NY GO 6.271% 12/1/37 5,950 8,429
  New York City NY GO 5.846% 6/1/40 750 1,043
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.750% 6/15/41 500 712
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.790% 6/15/41 4,000 4,526
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.952% 6/15/42 1,000 1,445
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 6.011% 6/15/42 350 507
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 6.282% 6/15/42 2,275 2,666
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.440% 6/15/43 2,300 3,153
  New York City NY Municipal Water Finance        
  Authority Water & Sewer System Revenue 5.882% 6/15/44 12,590 18,239
  New York City NY Transitional Finance        
  Authority Building Aid Revenue 6.828% 7/15/40 2,200 3,159
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.767% 8/1/36 1,925 2,537
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.508% 8/1/37 3,300 4,342
  New York City NY Transitional Finance        
  Authority Future Tax Revenue 5.572% 11/1/38 1,000 1,317
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 7.336% 11/15/39 9,510 15,135
  New York Metropolitan Transportation        
  Authority Revenue (Dedicated Tax Fund) 6.089% 11/15/40 400 550
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.548% 11/15/31 300 407
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 5.871% 11/15/39 975 1,274
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.648% 11/15/39 2,540 3,620
  New York Metropolitan Transportation        
  Authority Revenue (Transit Revenue) 6.668% 11/15/39 5,825 8,361
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.500% 3/15/30 4,445 5,652

 

 

  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.289% 3/15/33 1,250 1,583
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.628% 3/15/39 400 531
  New York State Dormitory Authority Revenue        
  (Personal Income Tax) 5.389% 3/15/40 750 998
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.770% 3/15/39 2,375 3,065
  New York State Urban Development Corp.        
  Revenue (Personal Income Tax) 5.838% 3/15/40 650 856
  New York University Hospitals Center GO 4.428% 7/1/42 1,350 1,461
  New York University Hospitals Center        
  Revenue 5.750% 7/1/43 3,050 4,006
  North Texas Tollway Authority System        
  Revenue 6.718% 1/1/49 4,525 7,061
  Ohio State University General Receipts        
  Revenue 4.910% 6/1/40 1,575 2,007
  Ohio State University General Receipts        
  Revenue 3.798% 12/1/46 3,400 3,741
  Ohio State University General Receipts        
  Revenue 4.048% 12/1/56 1,800 2,009
  Ohio State University General Receipts        
  Revenue 4.800% 6/1/11 5,456 6,163
  Ohio University General Receipts Revenue 5.590% 12/1/14 3,400 4,071
  Ohio Water Development Authority Water        
  Pollution Control Loan Fund Revenue 4.879% 12/1/34 1,050 1,256
  Orange County CA Local Transportation        
  Authority Sales Tax Revenue 6.908% 2/15/41 650 947
  Oregon Department of Transportation        
  Highway User Tax Revenue 5.834% 11/15/34 2,060 2,821
  Oregon GO 5.762% 6/1/23 850 986
  Oregon GO 5.892% 6/1/27 1,725 2,233
15 Oregon School Boards Association GO 4.759% 6/30/28 11,450 13,446
13 Oregon School Boards Association GO 5.528% 6/30/28 375 466
  Pennsylvania GO 4.650% 2/15/26 2,015 2,272
  Pennsylvania GO 5.350% 5/1/30 3,000 3,327
  Pennsylvania Public School Building Authority        
  Lease Revenue (School District of        
  Philadelphia) 5.000% 9/15/27 999 1,099
  Pennsylvania Turnpike Commission Revenue 5.511% 12/1/45 2,250 2,971
  Pennsylvania Turnpike Commission Revenue 5.561% 12/1/49 550 748
  Philadelphia PA Industrial Development        
  Authority City Service Agreement Revenue 3.964% 4/15/26 1,500 1,541
  Port Authority of New York & New Jersey        
  Revenue 6.040% 12/1/29 850 1,145
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 4,800 6,342
  Port Authority of New York & New Jersey        
  Revenue 5.647% 11/1/40 2,950 3,903
  Port Authority of New York & New Jersey        
  Revenue 4.960% 8/1/46 4,925 6,174
  Port Authority of New York & New Jersey        
  Revenue 5.310% 8/1/46 3,350 3,805
  Port Authority of New York & New Jersey        
  Revenue 4.926% 10/1/51 4,465 5,573
  Port Authority of New York & New Jersey        
  Revenue 4.458% 10/1/62 13,850 16,002

 

 

Port Authority of New York & New Jersey        
Revenue 4.810% 10/15/65 1,650 2,010
President & Fellows of Harvard College        
Massachusetts GO 4.875% 10/15/40 2,930 3,945
Princeton University New Jersey GO 4.950% 3/1/19 3,400 3,706
Princeton University New Jersey GO 5.700% 3/1/39 1,650 2,401
Regional Transportation District of Colorado        
Sales Tax Revenue 5.844% 11/1/50 1,250 1,826
Rutgers State University New Jersey Revenue 5.665% 5/1/40 2,900 3,710
Sacramento CA Public Financing Authority        
Lease Revenue 5.637% 4/1/50 4,500 5,442
Salt River Project Arizona Agricultural        
Improvement & Power District Revenue 4.839% 1/1/41 750 964
San Antonio TX Electric & Gas Systems        
Revenue 5.985% 2/1/39 1,500 2,110
San Antonio TX Electric & Gas Systems        
Revenue 5.718% 2/1/41 1,175 1,618
San Antonio TX Electric & Gas Systems        
Revenue 5.808% 2/1/41 6,700 9,310
San Antonio TX Electric & Gas Systems        
Revenue 4.427% 2/1/42 1,360 1,608
San Diego County CA Regional Airport        
Authority Revenue 5.594% 7/1/43 2,375 2,704
San Diego County CA Regional        
Transportation Commission Sales Tax        
Revenue 5.911% 4/1/48 1,470 2,097
San Diego County CA Water Authority        
Revenue 6.138% 5/1/49 4,065 5,796
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.000% 11/1/40 1,600 2,126
San Francisco CA City & County Public        
Utilities Commission Water Revenue 6.950% 11/1/50 5,450 8,446
Santa Clara Valley CA Transportation        
Authority Sales Tax Revenue 5.876% 4/1/32 3,355 4,356
Sonoma County CA Pension Obligation        
Revenue 6.000% 12/1/29 775 953
South Carolina Public Service Authority        
Revenue 2.388% 12/1/23 2,000 2,040
South Carolina Public Service Authority        
Revenue 6.454% 1/1/50 6,625 9,687
Stanford University California GO 4.750% 5/1/19 100 109
Stanford University California GO 3.460% 5/1/47 1,475 1,655
Texas GO 5.517% 4/1/39 7,590 10,590
Texas Transportation Commission Revenue 5.028% 4/1/26 750 908
Texas Transportation Commission Revenue 5.178% 4/1/30 3,850 4,909
Texas Transportation Commission Revenue 4.631% 4/1/33 4,000 4,937
Texas Transportation Commission Revenue 4.681% 4/1/40 1,375 1,731
Tufts University Massachusetts GO 5.017% 4/15/12 4,700 5,572
University of California Regents Medical        
Center Revenue 6.548% 5/15/48 1,675 2,403
University of California Regents Medical        
Center Revenue 6.583% 5/15/49 1,055 1,514
University of California Revenue 1.796% 7/1/19 6,560 6,646
University of California Revenue 4.601% 5/15/31 12,830 14,989
University of California Revenue 5.770% 5/15/43 5,790 7,790
University of California Revenue 5.946% 5/15/45 4,950 6,667
University of California Revenue 4.858% 5/15/12 6,125 6,770

 

 

  University of Massachusetts Building Authority        
  Revenue 5.450% 11/1/40 600 798
  University of Southern California GO 5.250% 10/1/11 1,650 2,180
  University of Texas System Revenue        
  Financing System Revenue 5.262% 7/1/39 5,214 6,998
  University of Texas System Revenue        
  Financing System Revenue 6.276% 8/15/41 525 591
  University of Texas System Revenue        
  Financing System Revenue 5.134% 8/15/42 150 197
  University of Texas System Revenue        
  Financing System Revenue 4.794% 8/15/46 1,665 2,118
  University of Virginia Revenue 6.200% 9/1/39 1,000 1,517
  Utah GO 4.554% 7/1/24 550 633
  Utah GO 3.539% 7/1/25 4,400 4,880
  Utah Transit Authority Sales Tax Revenue 5.937% 6/15/39 3,875 5,391
  Virginia Commonwealth Transportation Board        
  Revenue 5.350% 5/15/35 730 945
  Washington GO 5.090% 8/1/33 3,825 4,784
  Washington GO 5.481% 8/1/39 270 366
  Washington GO 5.140% 8/1/40 1,920 2,546
  Washington University Revenue 3.086% 9/15/51 2,200 2,137
13 Wisconsin GO 5.700% 5/1/26 3,020 3,697
Total Taxable Municipal Bonds (Cost $853,405)       1,004,914
        Shares  
Temporary Cash Investment (3.4%)        
Money Market Fund (3.4%)        
16 Vanguard Market Liquidity Fund (Cost        
  $3,640,411) 0.640%   36,403,590 3,640,723
Total Investments (102.9%) (Cost $108,052,360)       112,181,755
Other Assets and Liabilities-Net (-2.9%)       (3,132,396)
Net Assets (100%)       109,049,359

 

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 September 30, 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 September 30, 2016, the aggregate value of these securities was $823,903,000, representing 0.8% of net assets.

8 Guaranteed by the Government of Canada. 9 Guaranteed by the Government of Japan.

10 Guaranteed by the Federal Republic of Germany. 11 Guaranteed by the Republic of Austria.

12 Guaranteed by the Republic of the Philippines.

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. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold or rehypothecated. 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 September 30, 2016, counterparties had deposited in segregated accounts securities and cash with a value of $9,741,000 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

 

Total Bond Market II Index Fund

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.

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 September 30, 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 — 68,305,155 —
Asset-Backed/Commercial Mortgage-Backed      
Securities — 2,838,811 14,794
Corporate Bonds — 30,828,895 —
Sovereign Bonds — 5,548,463 —
Taxable Municipal Bonds — 1,004,914 —
Temporary Cash Investments 3,640,723 — —
Total 3,640,723 108,526,238 14,794

 

E. At September 30, 2016, the cost of investment securities for tax purposes was $108,052,360,000. Net unrealized appreciation of investment securities for tax purposes was $4,129,395,000, consisting of unrealized gains of $4,214,493,000 on securities that had risen in value since their purchase and $85,098,000 in unrealized losses on securities that had fallen in value since their purchase.

 

Total Bond Market II Index Fund


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: November 17, 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: November 17, 2016

 

 

 VANGUARD BOND INDEX FUNDS

 

By:

 /s/ THOMAS J. HIGGINS*
  THOMAS J. HIGGINS
  CHIEF FINANCIAL OFFICER

 

Date: November 17, 2016

 

 

*By: /s/ Anne E. Robinson
Anne E. Robinson, pursuant to a Power of Attorney filed on October 4, 2016, see File Number 33-32548, Incorporated by Reference.